A Numerical Method for the Simulation of Skew Brownian Motion and its Application to Diffusive Shock Acceleration of Charged Particles

NASA Astrophysics Data System (ADS)

McEvoy, Erica L.

Stochastic differential equations are becoming a popular tool for modeling the transport and acceleration of cosmic rays in the heliosphere. In diffusive shock acceleration, cosmic rays diffuse across a region of discontinuity where the up- stream diffusion coefficient abruptly changes to the downstream value. Because the method of stochastic integration has not yet been developed to handle these types of discontinuities, I utilize methods and ideas from probability theory to develop a conceptual framework for the treatment of such discontinuities. Using this framework, I then produce some simple numerical algorithms that allow one to incorporate and simulate a variety of discontinuities (or boundary conditions) using stochastic integration. These algorithms were then modified to create a new algorithm which incorporates the discontinuous change in diffusion coefficient found in shock acceleration (known as Skew Brownian Motion). The originality of this algorithm lies in the fact that it is the first of its kind to be statistically exact, so that one obtains accuracy without the use of approximations (other than the machine precision error). I then apply this algorithm to model the problem of diffusive shock acceleration, modifying it to incorporate the additional effect of the discontinuous flow speed profile found at the shock. A steady-state solution is obtained that accurately simulates this phenomenon. This result represents a significant improvement over previous approximation algorithms, and will be useful for the simulation of discontinuous diffusion processes in other fields, such as biology and finance.

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.

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.

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.

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.

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.

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.

On the Kolmogorov constant in stochastic turbulence models

NASA Astrophysics Data System (ADS)

Heinz, Stefan

2002-11-01

The Kolmogorov constant is fundamental in stochastic models of turbulence. To explain the reasons for observed variations of this quantity, it is calculated for two flows by various methods and data. Velocity fluctuations are considered as the sum of contributions due to anisotropy, acceleration fluctuations and stochastic forcing that is controlled by the Kolmogorov constant. It is shown that the effects of anisotropy and acceleration fluctuations are responsible for significant variations of the Kolmogorov constant. It is found near 2 for flows where anisotropy and acceleration fluctuations contribute to the energy budget, and near 6 if such contributions disappear.

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.

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.

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

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.

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.

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.

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.

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.

Electron Acceleration by Stochastic Electric Fields in Thunderstorms: Terrestrial Gamma-Ray Flashes

NASA Astrophysics Data System (ADS)

Alnussirat, S.; Miller, J. A.; Christian, H. J., Jr.; Fishman, G. J.

2016-12-01

Terrestrial gamma-ray flashes (TGFs) are energetic pulses of photons, which are intense and short, originating in the atmosphere during thunderstorm activity. Despite the number of observations, the production mechanism(s) of TGFs and other energetic particles is not well understood. However, two mechanisms have been suggested as a source of TGFs: (1) the relativistic runaway electron avalanche mechanism (RREA), and (2) the lightning leader mechanism. The RREA can account for the TGF observations, but requires restrictive or unrealistic assumptions. The lightning leader channel is also expected to produce runaway electrons, but through inhomogeneous, small scale, strong electric fields. In this work we use the Boltzmann equation to model the electron acceleration by the lightning leader mechanism, and we derive the gamma-ray spectrum from the electron distribution function. The electric fields at the tip of the leaders are assumed to be stochastic in space and time. Since the physics involved in the lightening leader is not known, we test different cases of the stochastic acceleration agent. From this modeling we hope to investigate the possibility and efficiency of stochastic acceleration in thunderstorm.

Ion pickup, scattering, and stochastic acceleration in the cometary environment of P/Giacobini-Zinner

NASA Technical Reports Server (NTRS)

Barbosa, D. D.

1991-01-01

Observations and theory related to the scattering and acceleration of cometary pickup ions are reviewed with emphasis on Comet P/Giacobini-Zinner. A comparison of the regions upstream and downstream of the bow shock is made to assess the relative merits of each as a site for stochastic acceleration of ions above the pickup energy through interaction with low-frequency MHD waves. In the far upstream region the data are most consistent with a model where pickup ions generate a low level of MHD waves but remain relatively scatter-free. In the downstream region intense magnetic fluctuations gives rise to rapid isotropization of the ions and a second-order stochastic acceleration. The properties of the MHD power spectrum are related to the energetic ion spectrum in the framework of a leaky box model where the bulk of the acceleration occurs downstream of the shock throughout the cometosheath. Good agreement of the observations with theory is evident for both P/Giacobini-Zinner and P/Halley.

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.

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.

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.

ELECTRON ACCELERATION IN PULSAR-WIND TERMINATION SHOCKS: AN APPLICATION TO THE CRAB NEBULA GAMMA-RAY FLARES

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

Kroon, John J.; Becker, Peter A.; Dermer, Charles D.

The γ -ray flares from the Crab Nebula observed by AGILE and Fermi -LAT reaching GeV energies and lasting several days challenge the standard models for particle acceleration in pulsar-wind nebulae because the radiating electrons have energies exceeding the classical radiation-reaction limit for synchrotron. Previous modeling has suggested that the synchrotron limit can be exceeded if the electrons experience electrostatic acceleration, but the resulting spectra do not agree very well with the data. As a result, there are still some important unanswered questions about the detailed particle acceleration and emission processes occurring during the flares. We revisit the problem usingmore » a new analytical approach based on an electron transport equation that includes terms describing electrostatic acceleration, stochastic wave-particle acceleration, shock acceleration, synchrotron losses, and particle escape. An exact solution is obtained for the electron distribution, which is used to compute the associated γ -ray synchrotron spectrum. We find that in our model the γ -ray flares are mainly powered by electrostatic acceleration, but the contributions from stochastic and shock acceleration play an important role in producing the observed spectral shapes. Our model can reproduce the spectra of all the Fermi -LAT and AGILE flares from the Crab Nebula, using magnetic field strengths in agreement with the multi-wavelength observational constraints. We also compute the spectrum and duration of the synchrotron afterglow created by the accelerated electrons, after they escape into the region on the downstream side of the pulsar-wind termination shock. The afterglow is expected to fade over a maximum period of about three weeks after the γ -ray flare.« less

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).

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.

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 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.

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.

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

Point-source stochastic-method simulations of ground motions for the PEER NGA-East Project

USGS Publications Warehouse

Boore, David

2015-01-01

Ground-motions for the PEER NGA-East project were simulated using a point-source stochastic method. The simulated motions are provided for distances between of 0 and 1200 km, M from 4 to 8, and 25 ground-motion intensity measures: peak ground velocity (PGV), peak ground acceleration (PGA), and 5%-damped pseudoabsolute response spectral acceleration (PSA) for 23 periods ranging from 0.01 s to 10.0 s. Tables of motions are provided for each of six attenuation models. The attenuation-model-dependent stress parameters used in the stochastic-method simulations were derived from inversion of PSA data from eight earthquakes in eastern North America.

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.

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

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.

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.

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.

The propagator of stochastic electrodynamics

NASA Astrophysics Data System (ADS)

Cavalleri, G.

1981-01-01

The "elementary propagator" for the position of a free charged particle subject to the zero-point electromagnetic field with Lorentz-invariant spectral density ~ω3 is obtained. The nonstationary process for the position is solved by the stationary process for the acceleration. The dispersion of the position elementary propagator is compared with that of quantum electrodynamics. Finally, the evolution of the probability density is obtained starting from an initial distribution confined in a small volume and with a Gaussian distribution in the velocities. The resulting probability density for the position turns out to be equal, to within radiative corrections, to ψψ* where ψ is the Kennard wave packet. If the radiative corrections are retained, the present result is new since the corresponding expression in quantum electrodynamics has not yet been found. Besides preceding quantum electrodynamics for this problem, no renormalization is required in stochastic electrodynamics.

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.

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

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.

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.

DERIVATION OF STOCHASTIC ACCELERATION MODEL CHARACTERISTICS FOR SOLAR FLARES FROM RHESSI HARD X-RAY OBSERVATIONS

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

Petrosian, Vahe; Chen Qingrong

2010-04-01

The model of stochastic acceleration of particles by turbulence has been successful in explaining many observed features of solar flares. Here, we demonstrate a new method to obtain the accelerated electron spectrum and important acceleration model parameters from the high-resolution hard X-ray (HXR) observations provided by RHESSI. In our model, electrons accelerated at or very near the loop top (LT) produce thin target bremsstrahlung emission there and then escape downward producing thick target emission at the loop footpoints (FPs). Based on the electron flux spectral images obtained by the regularized spectral inversion of the RHESSI count visibilities, we derive severalmore » important parameters for the acceleration model. We apply this procedure to the 2003 November 3 solar flare, which shows an LT source up to 100-150 keV in HXR with a relatively flat spectrum in addition to two FP sources. The results imply the presence of strong scattering and a high density of turbulence energy with a steep spectrum in the acceleration region.« less

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

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

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.

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.

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.

Accounting for measurement error in log regression models with applications to accelerated testing.

PubMed

Richardson, Robert; Tolley, H Dennis; Evenson, William E; Lunt, Barry M

2018-01-01

In regression settings, parameter estimates will be biased when the explanatory variables are measured with error. This bias can significantly affect modeling goals. In particular, accelerated lifetime testing involves an extrapolation of the fitted model, and a small amount of bias in parameter estimates may result in a significant increase in the bias of the extrapolated predictions. Additionally, bias may arise when the stochastic component of a log regression model is assumed to be multiplicative when the actual underlying stochastic component is additive. To account for these possible sources of bias, a log regression model with measurement error and additive error is approximated by a weighted regression model which can be estimated using Iteratively Re-weighted Least Squares. Using the reduced Eyring equation in an accelerated testing setting, the model is compared to previously accepted approaches to modeling accelerated testing data with both simulations and real data.

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.

Modeling magnetic field amplification in nonlinear diffusive shock acceleration

NASA Astrophysics Data System (ADS)

Vladimirov, Andrey

2009-02-01

This research was motivated by the recent observations indicating very strong magnetic fields at some supernova remnant shocks, which suggests in-situ generation of magnetic turbulence. The dissertation presents a numerical model of collisionless shocks with strong amplification of stochastic magnetic fields, self-consistently coupled to efficient shock acceleration of charged particles. Based on a Monte Carlo simulation of particle transport and acceleration in nonlinear shocks, the model describes magnetic field amplification using the state-of-the-art analytic models of instabilities in magnetized plasmas in the presence of non-thermal particle streaming. The results help one understand the complex nonlinear connections between the thermal plasma, the accelerated particles and the stochastic magnetic fields in strong collisionless shocks. Also, predictions regarding the efficiency of particle acceleration and magnetic field amplification, the impact of magnetic field amplification on the maximum energy of accelerated particles, and the compression and heating of the thermal plasma by the shocks are presented. Particle distribution functions and turbulence spectra derived with this model can be used to calculate the emission of observable nonthermal radiation.

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.

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

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.

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.

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.

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.

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

Fluid Physics in a Fluctuating Acceleration Environment

NASA Technical Reports Server (NTRS)

Thomson, J. Ross; Drolet, Francois; Vinals, Jorge

1996-01-01

We summarize several aspects of an ongoing investigation of the effects that stochastic residual accelerations (g-jitter) onboard spacecraft can have on experiments conducted in a microgravity environment. The residual acceleration field is modeled as a narrow band noise, characterized by three independent parameters: intensity (g(exp 2)), dominant angular frequency Omega, and characteristic correlation time tau. Realistic values for these parameters are obtained from an analysis of acceleration data corresponding to the SL-J mission, as recorded by the SAMS instruments. We then use the model to address the random motion of a solid particle suspended in an incompressible fluid subjected to such random accelerations. As an extension, the effect of jitter on coarsening of a solid-liquid mixture is briefly discussed, and corrections to diffusion controlled coarsening evaluated. We conclude that jitter will not be significant in the experiment 'Coarsening of solid-liquid mixtures' to be conducted in microgravity. Finally, modifications to the location of onset of instability in systems driven by a random force are discussed by extending the standard reduction to the center manifold to the stochastic case. Results pertaining to time-modulated oscillatory convection are briefly discussed.

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.

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.

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.

Aerodynamic optimization of supersonic compressor cascade using differential evolution on GPU

NASA Astrophysics Data System (ADS)

Aissa, Mohamed Hasanine; Verstraete, Tom; Vuik, Cornelis

2016-06-01

Differential Evolution (DE) is a powerful stochastic optimization method. Compared to gradient-based algorithms, DE is able to avoid local minima but requires at the same time more function evaluations. In turbomachinery applications, function evaluations are performed with time-consuming CFD simulation, which results in a long, non affordable, design cycle. Modern High Performance Computing systems, especially Graphic Processing Units (GPUs), are able to alleviate this inconvenience by accelerating the design evaluation itself. In this work we present a validated CFD Solver running on GPUs, able to accelerate the design evaluation and thus the entire design process. An achieved speedup of 20x to 30x enabled the DE algorithm to run on a high-end computer instead of a costly large cluster. The GPU-enhanced DE was used to optimize the aerodynamics of a supersonic compressor cascade, achieving an aerodynamic loss minimization of 20%.

Aerodynamic optimization of supersonic compressor cascade using differential evolution on GPU

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

Aissa, Mohamed Hasanine; Verstraete, Tom; Vuik, Cornelis

Differential Evolution (DE) is a powerful stochastic optimization method. Compared to gradient-based algorithms, DE is able to avoid local minima but requires at the same time more function evaluations. In turbomachinery applications, function evaluations are performed with time-consuming CFD simulation, which results in a long, non affordable, design cycle. Modern High Performance Computing systems, especially Graphic Processing Units (GPUs), are able to alleviate this inconvenience by accelerating the design evaluation itself. In this work we present a validated CFD Solver running on GPUs, able to accelerate the design evaluation and thus the entire design process. An achieved speedup of 20xmore » to 30x enabled the DE algorithm to run on a high-end computer instead of a costly large cluster. The GPU-enhanced DE was used to optimize the aerodynamics of a supersonic compressor cascade, achieving an aerodynamic loss minimization of 20%.« less

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.

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

Ground motion simulation for the 23 August 2011, Mineral, Virginia earthquake using physics-based and stochastic broadband methods

USGS Publications Warehouse

Sun, Xiaodan; Hartzell, Stephen; Rezaeian, Sanaz

2015-01-01

Three broadband simulation methods are used to generate synthetic ground motions for the 2011 Mineral, Virginia, earthquake and compare with observed motions. The methods include a physics‐based model by Hartzell et al. (1999, 2005), a stochastic source‐based model by Boore (2009), and a stochastic site‐based model by Rezaeian and Der Kiureghian (2010, 2012). The ground‐motion dataset consists of 40 stations within 600 km of the epicenter. Several metrics are used to validate the simulations: (1) overall bias of response spectra and Fourier spectra (from 0.1 to 10 Hz); (2) spatial distribution of residuals for GMRotI50 peak ground acceleration (PGA), peak ground velocity, and pseudospectral acceleration (PSA) at various periods; (3) comparison with ground‐motion prediction equations (GMPEs) for the eastern United States. Our results show that (1) the physics‐based model provides satisfactory overall bias from 0.1 to 10 Hz and produces more realistic synthetic waveforms; (2) the stochastic site‐based model also yields more realistic synthetic waveforms and performs superiorly for frequencies greater than about 1 Hz; (3) the stochastic source‐based model has larger bias at lower frequencies (<0.5  Hz) and cannot reproduce the varying frequency content in the time domain. The spatial distribution of GMRotI50 residuals shows that there is no obvious pattern with distance in the simulation bias, but there is some azimuthal variability. The comparison between synthetics and GMPEs shows similar fall‐off with distance for all three models, comparable PGA and PSA amplitudes for the physics‐based and stochastic site‐based models, and systematic lower amplitudes for the stochastic source‐based model at lower frequencies (<0.5  Hz).

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.

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.

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

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.

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.

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

Inter-Agency Consultative Group for Space Science (IACG): Handbook of Missions and Payloads

NASA Technical Reports Server (NTRS)

1994-01-01

The ACE spacecraft design is based on the Charge Composition Explorer (CCE) built by Johns Hopkins University (JHU) and the Applied Physics Lab (APL) for the AMPTE program. ACE is designed as a spinning spacecraft with its spin axis aligned to the Earth-Sun axis. The ACE launch weight will be approx. 633 kg, including 105 kg of scientific instruments and 184 kg of propellant. Using a Delta-class expendable launch vehicle, ACE will be launched into an L1 libration point (240 R(sub e)) orbit. Telemetry will be 6.7 kbps average, using tape recorder storage with daily readout to DSN. The experiment power requirement is approximately 76 W nominal and 96 W peak. The prime objective of the ACE mission is: (1) to determine accurate elemental and isotropic abundances including solar matter, local interstellar matter and local galactic matter; (2) to study the origin of elements and evolutionary processing in galactic nucleosynthesis, galactic evolution, origin and evolution of the solar system; (3) to study coronal formation and solar-wind acceleration processes; and (4) to study particle acceleration and transport, including coronal shock acceleration, stochastic flare acceleration, interplanetary shock acceleration, and interstellar acceleration and propagation. To accomplish this objective, ACE will perform comprehensive and coordinated determinations of the elemental and isotopic composition of energetic nuclei accelerated on the Sun, in interplanetary space, and from galactic sources. These observations will span five decades in energy, from solar wind to galactic cosmic ray energies, and will cover the element range from H-1 to Zr-40. Comparison of these samples of matter will be used to study the origin and subsequent evolution of both solar system and galactic material by isolating the effects of fundamental processes that include nucleosynthesis, charged and neutral particle separation, bulk plasma acceleration, and the acceleration of suprathermal and high-energy particles.

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

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.

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.

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

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.

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

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.

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.

Space-time-modulated stochastic processes

NASA Astrophysics Data System (ADS)

Giona, Massimiliano

2017-10-01

Starting from the physical problem associated with the Lorentzian transformation of a Poisson-Kac process in inertial frames, the concept of space-time-modulated stochastic processes is introduced for processes possessing finite propagation velocity. This class of stochastic processes provides a two-way coupling between the stochastic perturbation acting on a physical observable and the evolution of the physical observable itself, which in turn influences the statistical properties of the stochastic perturbation during its evolution. The definition of space-time-modulated processes requires the introduction of two functions: a nonlinear amplitude modulation, controlling the intensity of the stochastic perturbation, and a time-horizon function, which modulates its statistical properties, providing irreducible feedback between the stochastic perturbation and the physical observable influenced by it. The latter property is the peculiar fingerprint of this class of models that makes them suitable for extension to generic curved-space times. Considering Poisson-Kac processes as prototypical examples of stochastic processes possessing finite propagation velocity, the balance equations for the probability density functions associated with their space-time modulations are derived. Several examples highlighting the peculiarities of space-time-modulated processes are thoroughly analyzed.

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.

Hermite-Hadamard type inequality for φ{sub h}-convex stochastic processes

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

Sarıkaya, Mehmet Zeki, E-mail: sarikayamz@gmail.com; Kiriş, Mehmet Eyüp, E-mail: kiris@aku.edu.tr; Çelik, Nuri, E-mail: ncelik@bartin.edu.tr

2016-04-18

The main aim of the present paper is to introduce φ{sub h}-convex stochastic processes and we investigate main properties of these mappings. Moreover, we prove the Hadamard-type inequalities for φ{sub h}-convex stochastic processes. We also give some new general inequalities for φ{sub h}-convex stochastic processes.

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.

Stochastic dynamics and combinatorial optimization

NASA Astrophysics Data System (ADS)

Ovchinnikov, Igor V.; Wang, Kang L.

2017-11-01

Natural dynamics is often dominated by sudden nonlinear processes such as neuroavalanches, gamma-ray bursts, solar flares, etc., that exhibit scale-free statistics much in the spirit of the logarithmic Ritcher scale for earthquake magnitudes. On phase diagrams, stochastic dynamical systems (DSs) exhibiting this type of dynamics belong to the finite-width phase (N-phase for brevity) that precedes ordinary chaotic behavior and that is known under such names as noise-induced chaos, self-organized criticality, dynamical complexity, etc. Within the recently proposed supersymmetric theory of stochastic dynamics, the N-phase can be roughly interpreted as the noise-induced “overlap” between integrable and chaotic deterministic dynamics. As a result, the N-phase dynamics inherits the properties of the both. Here, we analyze this unique set of properties and conclude that the N-phase DSs must naturally be the most efficient optimizers: on one hand, N-phase DSs have integrable flows with well-defined attractors that can be associated with candidate solutions and, on the other hand, the noise-induced attractor-to-attractor dynamics in the N-phase is effectively chaotic or aperiodic so that a DS must avoid revisiting solutions/attractors thus accelerating the search for the best solution. Based on this understanding, we propose a method for stochastic dynamical optimization using the N-phase DSs. This method can be viewed as a hybrid of the simulated and chaotic annealing methods. Our proposition can result in a new generation of hardware devices for efficient solution of various search and/or combinatorial optimization problems.

Quantum stochastic calculus associated with quadratic quantum noises

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

Ji, Un Cig, E-mail: uncigji@chungbuk.ac.kr; Sinha, Kalyan B., E-mail: kbs-jaya@yahoo.co.in

2016-02-15

We first study a class of fundamental quantum stochastic processes induced by the generators of a six dimensional non-solvable Lie †-algebra consisting of all linear combinations of the generalized Gross Laplacian and its adjoint, annihilation operator, creation operator, conservation, and time, and then we study the quantum stochastic integrals associated with the class of fundamental quantum stochastic processes, and the quantum Itô formula is revisited. The existence and uniqueness of solution of a quantum stochastic differential equation is proved. The unitarity conditions of solutions of quantum stochastic differential equations associated with the fundamental processes are examined. The quantum stochastic calculusmore » extends the Hudson-Parthasarathy quantum stochastic calculus.« less

Particle acceleration at shocks in the presence of a braided magnetic field

NASA Astrophysics Data System (ADS)

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

1997-05-01

The theory of first order Fermi acceleration 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 ( ~ t^1/2) on short time scales. We investigate this process analytically, using a propagator approach, and numerically, with a Monte-Carlo simulation. It is found that, in contrast to the diffusive case, the density of particles at the shock front is lower than it is far downstream which 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 ~ p^-s, we find s =s_diff [1 + 1/(2rho_c)], where rho_c is the compression ratio of the shock front and s_diff is the standard result of diffusive acceleration:s_diff = 3rho_c/(rho_c - 1).

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.

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.

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

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.

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

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.

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

Zitney, S.E.

This presentation will examine process systems engineering R&D needs for application to advanced fossil energy (FE) systems and highlight ongoing research activities at the National Energy Technology Laboratory (NETL) under the auspices of a recently launched Collaboratory for Process & Dynamic Systems Research. The three current technology focus areas include: 1) High-fidelity systems with NETL's award-winning Advanced Process Engineering Co-Simulator (APECS) technology for integrating process simulation with computational fluid dynamics (CFD) and virtual engineering concepts, 2) Dynamic systems with R&D on plant-wide IGCC dynamic simulation, control, and real-time training applications, and 3) Systems optimization including large-scale process optimization, stochastic simulationmore » for risk/uncertainty analysis, and cost estimation. Continued R&D aimed at these and other key process systems engineering models, methods, and tools will accelerate the development of advanced gasification-based FE systems and produce increasingly valuable outcomes for DOE and the Nation.« less

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.

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.

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

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.

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

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

Rayleigh instability at small length scales.

PubMed

Gopan, Nandu; Sathian, Sarith P

2014-09-01

The Rayleigh instability (also called the Plateau-Rayleigh instability) of a nanosized liquid propane thread is investigated using molecular dynamics (MD). The validity of classical predictions at small length scales is verified by comparing the temporal evolution of liquid thread simulated by MD against classical predictions. Previous works have shown that thermal fluctuations become dominant at small length scales. The role and influence of the stochastic nature of thermal fluctuations in determining the instability at small length scale is also investigated. Thermal fluctuations are seen to dominate and accelerate the breakup process only during the last stages of breakup. The simulations also reveal that the breakup profile of nanoscale threads undergo modification due to reorganization of molecules by the evaporation-condensation process.

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.

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.

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

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.

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.

Feynman-Kac formula for stochastic hybrid systems.

PubMed

Bressloff, Paul C

2017-01-01

We derive a Feynman-Kac formula for functionals of a stochastic hybrid system evolving according to a piecewise deterministic Markov process. We first derive a stochastic Liouville equation for the moment generator of the stochastic functional, given a particular realization of the underlying discrete Markov process; the latter generates transitions between different dynamical equations for the continuous process. We then analyze the stochastic Liouville equation using methods recently developed for diffusion processes in randomly switching environments. In particular, we obtain dynamical equations for the moment generating function, averaged with respect to realizations of the discrete Markov process. The resulting Feynman-Kac formula takes the form of a differential Chapman-Kolmogorov equation. We illustrate the theory by calculating the occupation time for a one-dimensional velocity jump process on the infinite or semi-infinite real line. Finally, we present an alternative derivation of the Feynman-Kac formula based on a recent path-integral formulation of stochastic hybrid systems.

Fast Quantum Algorithm for Predicting Descriptive Statistics of Stochastic Processes

NASA Technical Reports Server (NTRS)

Williams Colin P.

1999-01-01

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

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.

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.

Stochastic Community Assembly: Does It Matter in Microbial Ecology?

PubMed

Zhou, Jizhong; Ning, Daliang

2017-12-01

Understanding the mechanisms controlling community diversity, functions, succession, and biogeography is a central, but poorly understood, topic in ecology, particularly in microbial ecology. Although stochastic processes are believed to play nonnegligible roles in shaping community structure, their importance relative to deterministic processes is hotly debated. The importance of ecological stochasticity in shaping microbial community structure is far less appreciated. Some of the main reasons for such heavy debates are the difficulty in defining stochasticity and the diverse methods used for delineating stochasticity. Here, we provide a critical review and synthesis of data from the most recent studies on stochastic community assembly in microbial ecology. We then describe both stochastic and deterministic components embedded in various ecological processes, including selection, dispersal, diversification, and drift. We also describe different approaches for inferring stochasticity from observational diversity patterns and highlight experimental approaches for delineating ecological stochasticity in microbial communities. In addition, we highlight research challenges, gaps, and future directions for microbial community assembly research. Copyright © 2017 American Society for Microbiology.

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 architecture for Hopfield neural nets

NASA Technical Reports Server (NTRS)

Pavel, Sandy

1992-01-01

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

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.

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.

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 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.

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.

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

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

A Stochastic Diffusion Process for the Dirichlet Distribution

DOE PAGES

Bakosi, J.; Ristorcelli, J. R.

2013-03-01

The method of potential solutions of Fokker-Planck equations is used to develop a transport equation for the joint probability ofNcoupled stochastic variables with the Dirichlet distribution as its asymptotic solution. To ensure a bounded sample space, a coupled nonlinear diffusion process is required: the Wiener processes in the equivalent system of stochastic differential equations are multiplicative with coefficients dependent on all the stochastic variables. Individual samples of a discrete ensemble, obtained from the stochastic process, satisfy a unit-sum constraint at all times. The process may be used to represent realizations of a fluctuating ensemble ofNvariables subject to a conservation principle.more » Similar to the multivariate Wright-Fisher process, whose invariant is also Dirichlet, the univariate case yields a process whose invariant is the beta distribution. As a test of the results, Monte Carlo simulations are used to evolve numerical ensembles toward the invariant Dirichlet distribution.« less

Stochastic chaos induced by diffusion processes with identical spectral density but different probability density functions.

PubMed

Lei, Youming; Zheng, Fan

2016-12-01

Stochastic chaos induced by diffusion processes, with identical spectral density but different probability density functions (PDFs), is investigated in selected lightly damped Hamiltonian systems. The threshold amplitude of diffusion processes for the onset of chaos is derived by using the stochastic Melnikov method together with a mean-square criterion. Two quasi-Hamiltonian systems, namely, a damped single pendulum and damped Duffing oscillator perturbed by stochastic excitations, are used as illustrative examples. Four different cases of stochastic processes are taking as the driving excitations. It is shown that in such two systems the spectral density of diffusion processes completely determines the threshold amplitude for chaos, regardless of the shape of their PDFs, Gaussian or otherwise. Furthermore, the mean top Lyapunov exponent is employed to verify analytical results. The results obtained by numerical simulations are in accordance with the analytical results. This demonstrates that the stochastic Melnikov method is effective in predicting the onset of chaos in the quasi-Hamiltonian systems.

Structure and Randomness of Continuous-Time, Discrete-Event Processes

NASA Astrophysics Data System (ADS)

Marzen, Sarah E.; Crutchfield, James P.

2017-10-01

Loosely speaking, the Shannon entropy rate is used to gauge a stochastic process' intrinsic randomness; the statistical complexity gives the cost of predicting the process. We calculate, for the first time, the entropy rate and statistical complexity of stochastic processes generated by finite unifilar hidden semi-Markov models—memoryful, state-dependent versions of renewal processes. Calculating these quantities requires introducing novel mathematical objects (ɛ -machines of hidden semi-Markov processes) and new information-theoretic methods to stochastic processes.

Minimum uncertainty and squeezing in diffusion processes and stochastic quantization

NASA Technical Reports Server (NTRS)

Demartino, S.; Desiena, S.; Illuminati, Fabrizo; Vitiello, Giuseppe

1994-01-01

We show that uncertainty relations, as well as minimum uncertainty coherent and squeezed states, are structural properties for diffusion processes. Through Nelson stochastic quantization we derive the stochastic image of the quantum mechanical coherent and squeezed states.

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.

Bidirectional Classical Stochastic Processes with Measurements and Feedback

NASA Technical Reports Server (NTRS)

Hahne, G. E.

2005-01-01

A measurement on a quantum system is said to cause the "collapse" of the quantum state vector or density matrix. An analogous collapse occurs with measurements on a classical stochastic process. This paper addresses the question of describing the response of a classical stochastic process when there is feedback from the output of a measurement to the input, and is intended to give a model for quantum-mechanical processes that occur along a space-like reaction coordinate. The classical system can be thought of in physical terms as two counterflowing probability streams, which stochastically exchange probability currents in a way that the net probability current, and hence the overall probability, suitably interpreted, is conserved. The proposed formalism extends the . mathematics of those stochastic processes describable with linear, single-step, unidirectional transition probabilities, known as Markov chains and stochastic matrices. It is shown that a certain rearrangement and combination of the input and output of two stochastic matrices of the same order yields another matrix of the same type. Each measurement causes the partial collapse of the probability current distribution in the midst of such a process, giving rise to calculable, but non-Markov, values for the ensuing modification of the system's output probability distribution. The paper concludes with an analysis of a classical probabilistic version of the so-called grandfather paradox.

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

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.

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.

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.

Interrupted monitoring of a stochastic process

NASA Technical Reports Server (NTRS)

Palmer, E.

1977-01-01

Normative strategies are developed for tasks where the pilot must interrupt his monitoring of a stochastic process in order to attend to other duties. Results are given as to how characteristics of the stochastic process and the other tasks affect the optimal strategies. The optimum strategy is also compared to the strategies used by subjects in a pilot experiment.

An estimator for the relative entropy rate of path measures for stochastic differential equations

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

Opper, Manfred, E-mail: manfred.opper@tu-berlin.de

2017-02-01

We address the problem of estimating the relative entropy rate (RER) for two stochastic processes described by stochastic differential equations. For the case where the drift of one process is known analytically, but one has only observations from the second process, we use a variational bound on the RER to construct an estimator.

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.

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 Nature in Cellular Processes

NASA Astrophysics Data System (ADS)

Liu, Bo; Liu, Sheng-Jun; Wang, Qi; Yan, Shi-Wei; Geng, Yi-Zhao; Sakata, Fumihiko; Gao, Xing-Fa

2011-11-01

The importance of stochasticity in cellular processes is increasingly recognized in both theoretical and experimental studies. General features of stochasticity in gene regulation and expression are briefly reviewed in this article, which include the main experimental phenomena, classification, quantization and regulation of noises. The correlation and transmission of noise in cascade networks are analyzed further and the stochastic simulation methods that can capture effects of intrinsic and extrinsic noise are described.

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.

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

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.

Hyperbolic Cross Truncations for Stochastic Fourier Cosine Series

PubMed Central

Zhang, Zhihua

2014-01-01

Based on our decomposition of stochastic processes and our asymptotic representations of Fourier cosine coefficients, we deduce an asymptotic formula of approximation errors of hyperbolic cross truncations for bivariate stochastic Fourier cosine series. Moreover we propose a kind of Fourier cosine expansions with polynomials factors such that the corresponding Fourier cosine coefficients decay very fast. Although our research is in the setting of stochastic processes, our results are also new for deterministic functions. PMID:25147842

Stochastic Processes in Physics: Deterministic Origins and Control

NASA Astrophysics Data System (ADS)

Demers, Jeffery

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

Stochasticity in materials structure, properties, and processing—A review

NASA Astrophysics Data System (ADS)

Hull, Robert; Keblinski, Pawel; Lewis, Dan; Maniatty, Antoinette; Meunier, Vincent; Oberai, Assad A.; Picu, Catalin R.; Samuel, Johnson; Shephard, Mark S.; Tomozawa, Minoru; Vashishth, Deepak; Zhang, Shengbai

2018-03-01

We review the concept of stochasticity—i.e., unpredictable or uncontrolled fluctuations in structure, chemistry, or kinetic processes—in materials. We first define six broad classes of stochasticity: equilibrium (thermodynamic) fluctuations; structural/compositional fluctuations; kinetic fluctuations; frustration and degeneracy; imprecision in measurements; and stochasticity in modeling and simulation. In this review, we focus on the first four classes that are inherent to materials phenomena. We next develop a mathematical framework for describing materials stochasticity and then show how it can be broadly applied to these four materials-related stochastic classes. In subsequent sections, we describe structural and compositional fluctuations at small length scales that modify material properties and behavior at larger length scales; systems with engineered fluctuations, concentrating primarily on composite materials; systems in which stochasticity is developed through nucleation and kinetic phenomena; and configurations in which constraints in a given system prevent it from attaining its ground state and cause it to attain several, equally likely (degenerate) states. We next describe how stochasticity in these processes results in variations in physical properties and how these variations are then accentuated by—or amplify—stochasticity in processing and manufacturing procedures. In summary, the origins of materials stochasticity, the degree to which it can be predicted and/or controlled, and the possibility of using stochastic descriptions of materials structure, properties, and processing as a new degree of freedom in materials design are described.

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?'

Modeling and Properties of Nonlinear Stochastic Dynamical System of Continuous Culture

NASA Astrophysics Data System (ADS)

Wang, Lei; Feng, Enmin; Ye, Jianxiong; Xiu, Zhilong

The stochastic counterpart to the deterministic description of continuous fermentation with ordinary differential equation is investigated in the process of glycerol bio-dissimilation to 1,3-propanediol by Klebsiella pneumoniae. We briefly discuss the continuous fermentation process driven by three-dimensional Brownian motion and Lipschitz coefficients, which is suitable for the factual fermentation. Subsequently, we study the existence and uniqueness of solutions for the stochastic system as well as the boundedness of the Two-order Moment and the Markov property of the solution. Finally stochastic simulation is carried out under the Stochastic Euler-Maruyama method.

Prolonged electron accelerations at a high-Mach-number, quasi-perpendicular shock

NASA Astrophysics Data System (ADS)

Matsumoto, Y.; Amano, T.; Kato, T.; Hoshino, M.

2016-12-01

Elucidating acceleration mechanisms of charged particles have been of great interests in laboratory, space, and astrophysical plasmas. Among other mechanisms, a collision-less shock is thought as an efficient particle accelerator. The idea has been strengthened by radio, X-ray, and gamma-ray observations of astrophysical objects such as supernova remnant shocks, where it has been indicated that protons and electrons are efficiently accelerated to TeV energies at such very strong shock waves. Efficient electron accelerations at high-Mach-number shocks was also suggested recently by in-situ measurements at the Saturn's bow shock. Motivated by these circumstances, laboratory experiments using high-power laser facilities emerge to provide a new platform to tackle these problems.Numerical simulations have revealed that electrons can be efficiently heated and accelerated via so-called the shock surfing acceleration mechanism in which electron-scale Buneman instability played key roles. Recently, Matsumoto et al. [2015] proposed a stochastic acceleration mechanism by turbulent reconnection in the shock transition region through excitation of the ion Weibel instability. In order to deal with the two different acceleration mechanisms in a self-consistent system, we examined 3D PIC simulations of a quasi-perpendicular, high-Mach-number shock. We successfully followed a long term evolution in which two different acceleration mechanisms coexist in the 3D shock structure. The Buneman instability is strongly excited ahead of the shock front in the same manner as have been found in 2D simulations. The surfing acceleration is found to be very effective in the present 3D system. In the transition region, the ion-beam Weibel instability generated strong magnetic field turbulence in 3D space. Energetic electrons, which initially experienced the surfing acceleration, undergo pitch-angle diffusion by interacting with the turbulent fields and thus stay in the upstream regions. The ion Weibel turbulence is essentially the key to prolonged acceleration processes which can produce relativistic particles with energies more than 1000 times the initial kinetic energy. We present how such relativistic electrons are produced during traveling in the 3D shock structure.

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

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.

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

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.

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.

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.

Developing Stochastic Models as Inputs for High-Frequency Ground Motion Simulations

NASA Astrophysics Data System (ADS)

Savran, William Harvey

High-frequency ( 10 Hz) deterministic ground motion simulations are challenged by our understanding of the small-scale structure of the earth's crust and the rupture process during an earthquake. We will likely never obtain deterministic models that can accurately describe these processes down to the meter scale length required for broadband wave propagation. Instead, we can attempt to explain the behavior, in a statistical sense, by including stochastic models defined by correlations observed in the natural earth and through physics based simulations of the earthquake rupture process. Toward this goal, we develop stochastic models to address both of the primary considerations for deterministic ground motion simulations: namely, the description of the material properties in the crust, and broadband earthquake source descriptions. Using borehole sonic log data recorded in Los Angeles basin, we estimate the spatial correlation structure of the small-scale fluctuations in P-wave velocities by determining the best-fitting parameters of a von Karman correlation function. We find that Hurst exponents, nu, between 0.0-0.2, vertical correlation lengths, az, of 15-150m, an standard deviation, sigma of about 5% characterize the variability in the borehole data. Usin these parameters, we generated a stochastic model of velocity and density perturbations and combined with leading seismic velocity models to perform a validation exercise for the 2008, Chino Hills, CA using heterogeneous media. We find that models of velocity and density perturbations can have significant effects on the wavefield at frequencies as low as 0.3 Hz, with ensemble median values of various ground motion metrics varying up to +/-50%, at certain stations, compared to those computed solely from the CVM. Finally, we develop a kinematic rupture generator based on dynamic rupture simulations on geometrically complex faults. We analyze 100 dynamic rupture simulations on strike-slip faults ranging from Mw 6.4-7.2. We find that our dynamic simulations follow empirical scaling relationships for inter-plate strike-slip events, and provide source spectra comparable with an o -2 model. Our rupture generator reproduces GMPE medians and intra-event standard deviations spectral accelerations for an ensemble of 10 Hz fully-deterministic ground motion simulations, as compared to NGA West2 GMPE relationships up to 0.2 seconds.

Stochastic 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.

Introduction to Stochastic Simulations for Chemical and Physical Processes: Principles and Applications

ERIC Educational Resources Information Center

Weiss, Charles J.

2017-01-01

An introduction to digital stochastic simulations for modeling a variety of physical and chemical processes is presented. Despite the importance of stochastic simulations in chemistry, the prevalence of turn-key software solutions can impose a layer of abstraction between the user and the underlying approach obscuring the methodology being…

Forecasting financial asset processes: stochastic dynamics via learning neural networks.

PubMed

Giebel, S; Rainer, M

2010-01-01

Models for financial asset dynamics usually take into account their inherent unpredictable nature by including a suitable stochastic component into their process. Unknown (forward) values of financial assets (at a given time in the future) are usually estimated as expectations of the stochastic asset under a suitable risk-neutral measure. This estimation requires the stochastic model to be calibrated to some history of sufficient length in the past. Apart from inherent limitations, due to the stochastic nature of the process, the predictive power is also limited by the simplifying assumptions of the common calibration methods, such as maximum likelihood estimation and regression methods, performed often without weights on the historic time series, or with static weights only. Here we propose a novel method of "intelligent" calibration, using learning neural networks in order to dynamically adapt the parameters of the stochastic model. Hence we have a stochastic process with time dependent parameters, the dynamics of the parameters being themselves learned continuously by a neural network. The back propagation in training the previous weights is limited to a certain memory length (in the examples we consider 10 previous business days), which is similar to the maximal time lag of autoregressive processes. We demonstrate the learning efficiency of the new algorithm by tracking the next-day forecasts for the EURTRY and EUR-HUF exchange rates each.

Breast ultrasound computed tomography using waveform inversion with source encoding

NASA Astrophysics Data System (ADS)

Wang, Kun; Matthews, Thomas; Anis, Fatima; Li, Cuiping; Duric, Neb; Anastasio, Mark A.

2015-03-01

Ultrasound computed tomography (USCT) holds great promise for improving the detection and management of breast cancer. Because they are based on the acoustic wave equation, waveform inversion-based reconstruction methods can produce images that possess improved spatial resolution properties over those produced by ray-based methods. However, waveform inversion methods are computationally demanding and have not been applied widely in USCT breast imaging. In this work, source encoding concepts are employed to develop an accelerated USCT reconstruction method that circumvents the large computational burden of conventional waveform inversion methods. This method, referred to as the waveform inversion with source encoding (WISE) method, encodes the measurement data using a random encoding vector and determines an estimate of the speed-of-sound distribution by solving a stochastic optimization problem by use of a stochastic gradient descent algorithm. Computer-simulation studies are conducted to demonstrate the use of the WISE method. Using a single graphics processing unit card, each iteration can be completed within 25 seconds for a 128 × 128 mm2 reconstruction region. The results suggest that the WISE method maintains the high spatial resolution of waveform inversion methods while significantly reducing the computational burden.

BACKWARD ESTIMATION OF STOCHASTIC PROCESSES WITH FAILURE EVENTS AS TIME ORIGINS1

PubMed Central

Gary Chan, Kwun Chuen; Wang, Mei-Cheng

2011-01-01

Stochastic processes often exhibit sudden systematic changes in pattern a short time before certain failure events. Examples include increase in medical costs before death and decrease in CD4 counts before AIDS diagnosis. To study such terminal behavior of stochastic processes, a natural and direct way is to align the processes using failure events as time origins. This paper studies backward stochastic processes counting time backward from failure events, and proposes one-sample nonparametric estimation of the mean of backward processes when follow-up is subject to left truncation and right censoring. We will discuss benefits of including prevalent cohort data to enlarge the identifiable region and large sample properties of the proposed estimator with related extensions. A SEER–Medicare linked data set is used to illustrate the proposed methodologies. PMID:21359167

Itô and Stratonovich integrals on compound renewal processes: the normal/Poisson case

NASA Astrophysics Data System (ADS)

Germano, Guido; Politi, Mauro; Scalas, Enrico; Schilling, René L.

2010-06-01

Continuous-time random walks, or compound renewal processes, are pure-jump stochastic processes with several applications in insurance, finance, economics and physics. Based on heuristic considerations, a definition is given for stochastic integrals driven by continuous-time random walks, which includes the Itô and Stratonovich cases. It is then shown how the definition can be used to compute these two stochastic integrals by means of Monte Carlo simulations. Our example is based on the normal compound Poisson process, which in the diffusive limit converges to the Wiener process.

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.

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.

Incoherent beam combining based on the momentum SPGD algorithm

NASA Astrophysics Data System (ADS)

Yang, Guoqing; Liu, Lisheng; Jiang, Zhenhua; Guo, Jin; Wang, Tingfeng

2018-05-01

Incoherent beam combining (ICBC) technology is one of the most promising ways to achieve high-energy, near-diffraction laser output. In this paper, the momentum method is proposed as a modification of the stochastic parallel gradient descent (SPGD) algorithm. The momentum method can improve the speed of convergence of the combining system efficiently. The analytical method is employed to interpret the principle of the momentum method. Furthermore, the proposed algorithm is testified through simulations as well as experiments. The results of the simulations and the experiments show that the proposed algorithm not only accelerates the speed of the iteration, but also keeps the stability of the combining process. Therefore the feasibility of the proposed algorithm in the beam combining system is testified.

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.

High-energy gamma-ray emission from solar flares: Summary of Fermi large area telescope detections and analysis of two m-class flares

DOE PAGES

Ackermann, M.; Ajello, M.; Albert, A.; ...

2014-04-29

Here, we present the detections of 18 solar flares detected in high-energy γ-rays (above 100 MeV) with the Fermi Large Area Telescope (LAT) during its first 4 yr of operation. Our work suggests that particle acceleration up to very high energies in solar flares is more common than previously thought, occurring even in modest flares, and for longer durations. Interestingly, all these flares are associated with fairly fast coronal mass ejections (CMEs). We then describe the detailed temporal, spatial, and spectral characteristics of the first two long-lasting events: the 2011 March 7 flare, a moderate (M3.7) impulsive flare followed bymore » slowly varying γ-ray emission over 13 hr, and the 2011 June 7 M2.5 flare, which was followed by γ-ray emission lasting for 2 hr. We compare the Fermi LAT data with X-ray and proton data measurements from GOES and RHESSI. We argue that the γ-rays are more likely produced through pion decay than electron bremsstrahlung, and we find that the energy spectrum of the proton distribution softens during the extended emission of the 2011 March 7 flare. Furthermore, this would disfavor a trapping scenario for particles accelerated during the impulsive phase of the flare and point to a continuous acceleration process at play for the duration of the flares. CME shocks are known for accelerating the solar energetic particles (SEPs) observed in situ on similar timescales, but it might be challenging to explain the production of γ-rays at the surface of the Sun while the CME is halfway to the Earth. A stochastic turbulence acceleration process occurring in the solar corona is another likely scenario. Detailed comparison of characteristics of SEPs and γ-ray-emitting particles for several flares will be helpful to distinguish between these two possibilities.« less

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.

Adiabatic reduction of a model of stochastic gene expression with jump Markov process.

PubMed

Yvinec, Romain; Zhuge, Changjing; Lei, Jinzhi; Mackey, Michael C

2014-04-01

This paper considers adiabatic reduction in a model of stochastic gene expression with bursting transcription considered as a jump Markov process. In this model, the process of gene expression with auto-regulation is described by fast/slow dynamics. The production of mRNA is assumed to follow a compound Poisson process occurring at a rate depending on protein levels (the phenomena called bursting in molecular biology) and the production of protein is a linear function of mRNA numbers. When the dynamics of mRNA is assumed to be a fast process (due to faster mRNA degradation than that of protein) we prove that, with appropriate scalings in the burst rate, jump size or translational rate, the bursting phenomena can be transmitted to the slow variable. We show that, depending on the scaling, the reduced equation is either a stochastic differential equation with a jump Poisson process or a deterministic ordinary differential equation. These results are significant because adiabatic reduction techniques seem to have not been rigorously justified for a stochastic differential system containing a jump Markov process. We expect that the results can be generalized to adiabatic methods in more general stochastic hybrid systems.

Stochastic switching in biology: from genotype to phenotype

NASA Astrophysics Data System (ADS)

Bressloff, Paul C.

2017-03-01

There has been a resurgence of interest in non-equilibrium stochastic processes in recent years, driven in part by the observation that the number of molecules (genes, mRNA, proteins) involved in gene expression are often of order 1-1000. This means that deterministic mass-action kinetics tends to break down, and one needs to take into account the discrete, stochastic nature of biochemical reactions. One of the major consequences of molecular noise is the occurrence of stochastic biological switching at both the genotypic and phenotypic levels. For example, individual gene regulatory networks can switch between graded and binary responses, exhibit translational/transcriptional bursting, and support metastability (noise-induced switching between states that are stable in the deterministic limit). If random switching persists at the phenotypic level then this can confer certain advantages to cell populations growing in a changing environment, as exemplified by bacterial persistence in response to antibiotics. Gene expression at the single-cell level can also be regulated by changes in cell density at the population level, a process known as quorum sensing. In contrast to noise-driven phenotypic switching, the switching mechanism in quorum sensing is stimulus-driven and thus noise tends to have a detrimental effect. A common approach to modeling stochastic gene expression is to assume a large but finite system and to approximate the discrete processes by continuous processes using a system-size expansion. However, there is a growing need to have some familiarity with the theory of stochastic processes that goes beyond the standard topics of chemical master equations, the system-size expansion, Langevin equations and the Fokker-Planck equation. Examples include stochastic hybrid systems (piecewise deterministic Markov processes), large deviations and the Wentzel-Kramers-Brillouin (WKB) method, adiabatic reductions, and queuing/renewal theory. The major aim of this review is to provide a self-contained survey of these mathematical methods, mainly within the context of biological switching processes at both the genotypic and phenotypic levels. However, applications to other examples of biological switching are also discussed, including stochastic ion channels, diffusion in randomly switching environments, bacterial chemotaxis, and stochastic neural networks.

[Gene method for inconsistent hydrological frequency calculation. I: Inheritance, variability and evolution principles of hydrological genes].

PubMed

Xie, Ping; Wu, Zi Yi; Zhao, Jiang Yan; Sang, Yan Fang; Chen, Jie

2018-04-01

A stochastic hydrological process is influenced by both stochastic and deterministic factors. A hydrological time series contains not only pure random components reflecting its inheri-tance characteristics, but also deterministic components reflecting variability characteristics, such as jump, trend, period, and stochastic dependence. As a result, the stochastic hydrological process presents complicated evolution phenomena and rules. To better understand these complicated phenomena and rules, this study described the inheritance and variability characteristics of an inconsistent hydrological series from two aspects: stochastic process simulation and time series analysis. In addition, several frequency analysis approaches for inconsistent time series were compared to reveal the main problems in inconsistency study. Then, we proposed a new concept of hydrological genes origined from biological genes to describe the inconsistent hydrolocal processes. The hydrologi-cal genes were constructed using moments methods, such as general moments, weight function moments, probability weight moments and L-moments. Meanwhile, the five components, including jump, trend, periodic, dependence and pure random components, of a stochastic hydrological process were defined as five hydrological bases. With this method, the inheritance and variability of inconsistent hydrological time series were synthetically considered and the inheritance, variability and evolution principles were fully described. Our study would contribute to reveal the inheritance, variability and evolution principles in probability distribution of hydrological elements.

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.

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.

Uncertainty Reduction for Stochastic Processes on Complex Networks

NASA Astrophysics Data System (ADS)

Radicchi, Filippo; Castellano, Claudio

2018-05-01

Many real-world systems are characterized by stochastic dynamical rules where a complex network of interactions among individual elements probabilistically determines their state. Even with full knowledge of the network structure and of the stochastic rules, the ability to predict system configurations is generally characterized by a large uncertainty. Selecting a fraction of the nodes and observing their state may help to reduce the uncertainty about the unobserved nodes. However, choosing these points of observation in an optimal way is a highly nontrivial task, depending on the nature of the stochastic process and on the structure of the underlying interaction pattern. In this paper, we introduce a computationally efficient algorithm to determine quasioptimal solutions to the problem. The method leverages network sparsity to reduce computational complexity from exponential to almost quadratic, thus allowing the straightforward application of the method to mid-to-large-size systems. Although the method is exact only for equilibrium stochastic processes defined on trees, it turns out to be effective also for out-of-equilibrium processes on sparse loopy networks.

GPU-Accelerated Hybrid Algorithm for 3D Localization of Fluorescent Emitters in Dense Clusters

NASA Astrophysics Data System (ADS)

Jung, Yoon; Barsic, Anthony; Piestun, Rafael; Fakhri, Nikta

In stochastic switching-based super-resolution imaging, a random subset of fluorescent emitters are imaged and localized for each frame to construct a single high resolution image. However, the condition of non-overlapping point spread functions (PSFs) imposes constraints on experimental parameters. Recent development in post processing methods such as dictionary-based sparse support recovery using compressive sensing has shown up to an order of magnitude higher recall rate than single emitter fitting methods. However, the computational complexity of this approach scales poorly with the grid size and requires long runtime. Here, we introduce a fast and accurate compressive sensing algorithm for localizing fluorescent emitters in high density in 3D, namely sparse support recovery using Orthogonal Matching Pursuit (OMP) and L1-Homotopy algorithm for reconstructing STORM images (SOLAR STORM). SOLAR STORM combines OMP with L1-Homotopy to reduce computational complexity, which is further accelerated by parallel implementation using GPUs. This method can be used in a variety of experimental conditions for both in vitro and live cell fluorescence imaging.

Habitat connectivity and in-stream vegetation control temporal variability of benthic invertebrate communities.

PubMed

Huttunen, K-L; Mykrä, H; Oksanen, J; Astorga, A; Paavola, R; Muotka, T

2017-05-03

One of the key challenges to understanding patterns of β diversity is to disentangle deterministic patterns from stochastic ones. Stochastic processes may mask the influence of deterministic factors on community dynamics, hindering identification of the mechanisms causing variation in community composition. We studied temporal β diversity (among-year dissimilarity) of macroinvertebrate communities in near-pristine boreal streams across 14 years. To assess whether the observed β diversity deviates from that expected by chance, and to identify processes (deterministic vs. stochastic) through which different explanatory factors affect community variability, we used a null model approach. We observed that at the majority of sites temporal β diversity was low indicating high community stability. When stochastic variation was unaccounted for, connectivity was the only variable explaining temporal β diversity, with weakly connected sites exhibiting higher community variability through time. After accounting for stochastic effects, connectivity lost importance, suggesting that it was related to temporal β diversity via random colonization processes. Instead, β diversity was best explained by in-stream vegetation, community variability decreasing with increasing bryophyte cover. These results highlight the potential of stochastic factors to dampen the influence of deterministic processes, affecting our ability to understand and predict changes in biological communities through time.

Gene regulation and noise reduction by coupling of stochastic processes

NASA Astrophysics Data System (ADS)

Ramos, Alexandre F.; Hornos, José Eduardo M.; Reinitz, John

2015-02-01

Here we characterize the low-noise regime of a stochastic model for a negative self-regulating binary gene. The model has two stochastic variables, the protein number and the state of the gene. Each state of the gene behaves as a protein source governed by a Poisson process. The coupling between the two gene states depends on protein number. This fact has a very important implication: There exist protein production regimes characterized by sub-Poissonian noise because of negative covariance between the two stochastic variables of the model. Hence the protein numbers obey a probability distribution that has a peak that is sharper than those of the two coupled Poisson processes that are combined to produce it. Biochemically, the noise reduction in protein number occurs when the switching of the genetic state is more rapid than protein synthesis or degradation. We consider the chemical reaction rates necessary for Poisson and sub-Poisson processes in prokaryotes and eucaryotes. Our results suggest that the coupling of multiple stochastic processes in a negative covariance regime might be a widespread mechanism for noise reduction.

Gene regulation and noise reduction by coupling of stochastic processes

PubMed Central

Hornos, José Eduardo M.; Reinitz, John

2015-01-01

Here we characterize the low noise regime of a stochastic model for a negative self-regulating binary gene. The model has two stochastic variables, the protein number and the state of the gene. Each state of the gene behaves as a protein source governed by a Poisson process. The coupling between the the two gene states depends on protein number. This fact has a very important implication: there exist protein production regimes characterized by sub-Poissonian noise because of negative covariance between the two stochastic variables of the model. Hence the protein numbers obey a probability distribution that has a peak that is sharper than those of the two coupled Poisson processes that are combined to produce it. Biochemically, the noise reduction in protein number occurs when the switching of genetic state is more rapid than protein synthesis or degradation. We consider the chemical reaction rates necessary for Poisson and sub-Poisson processes in prokaryotes and eucaryotes. Our results suggest that the coupling of multiple stochastic processes in a negative covariance regime might be a widespread mechanism for noise reduction. PMID:25768447

Gene regulation and noise reduction by coupling of stochastic processes.

PubMed

Ramos, Alexandre F; Hornos, José Eduardo M; Reinitz, John

2015-02-01

Here we characterize the low-noise regime of a stochastic model for a negative self-regulating binary gene. The model has two stochastic variables, the protein number and the state of the gene. Each state of the gene behaves as a protein source governed by a Poisson process. The coupling between the two gene states depends on protein number. This fact has a very important implication: There exist protein production regimes characterized by sub-Poissonian noise because of negative covariance between the two stochastic variables of the model. Hence the protein numbers obey a probability distribution that has a peak that is sharper than those of the two coupled Poisson processes that are combined to produce it. Biochemically, the noise reduction in protein number occurs when the switching of the genetic state is more rapid than protein synthesis or degradation. We consider the chemical reaction rates necessary for Poisson and sub-Poisson processes in prokaryotes and eucaryotes. Our results suggest that the coupling of multiple stochastic processes in a negative covariance regime might be a widespread mechanism for noise reduction.

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.

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.

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

An empirical analysis of the distribution of overshoots in a stationary Gaussian stochastic process

NASA Technical Reports Server (NTRS)

Carter, M. C.; Madison, M. W.

1973-01-01

The frequency distribution of overshoots in a stationary Gaussian stochastic process is analyzed. The primary processes involved in this analysis are computer simulation and statistical estimation. Computer simulation is used to simulate stationary Gaussian stochastic processes that have selected autocorrelation functions. An analysis of the simulation results reveals a frequency distribution for overshoots with a functional dependence on the mean and variance of the process. Statistical estimation is then used to estimate the mean and variance of a process. It is shown that for an autocorrelation function, the mean and the variance for the number of overshoots, a frequency distribution for overshoots can be estimated.

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

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.

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 Calculus and Differential Equations for Physics and Finance

NASA Astrophysics Data System (ADS)

McCauley, Joseph L.

2013-02-01

1. Random variables and probability distributions; 2. Martingales, Markov, and nonstationarity; 3. Stochastic calculus; 4. Ito processes and Fokker-Planck equations; 5. Selfsimilar Ito processes; 6. Fractional Brownian motion; 7. Kolmogorov's PDEs and Chapman-Kolmogorov; 8. Non Markov Ito processes; 9. Black-Scholes, martingales, and Feynman-Katz; 10. Stochastic calculus with martingales; 11. Statistical physics and finance, a brief history of both; 12. Introduction to new financial economics; 13. Statistical ensembles and time series analysis; 14. Econometrics; 15. Semimartingales; References; Index.

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...

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.

Enhancement of Otolith Specific Ocular Responses Using Vestibular Stochastic Resonance

NASA Technical Reports Server (NTRS)

Fiedler, Matthew; De Dios, Yiri E.; Esteves, Julie; Galvan, Raquel; Wood, Scott; Bloomberg, Jacob; Mulavara, Ajitkumar

2011-01-01

Introduction: Astronauts experience disturbances in sensorimotor function after spaceflight during the initial introduction to a gravitational environment, especially after long-duration missions. Our goal is to develop a countermeasure based on vestibular stochastic resonance (SR) that could improve central interpretation of vestibular input and mitigate these risks. SR is a mechanism by which noise can assist and enhance the response of neural systems to relevant, imperceptible sensory signals. We have previously shown that imperceptible electrical stimulation of the vestibular system enhances balance performance while standing on an unstable surface. Methods: Eye movement data were collected from 10 subjects during variable radius centrifugation (VRC). Subjects performed 11 trials of VRC that provided equivalent tilt stimuli from otolith and other graviceptor input without the normal concordant canal cues. Bipolar stochastic electrical stimulation, in the range of 0-1500 microamperes, was applied to the vestibular system using a constant current stimulator through electrodes placed over the mastoid process behind the ears. In the VRC paradigm, subjects were accelerated to 216 deg./s. After the subjects no longer sensed rotation, the chair oscillated along a track at 0.1 Hz to provide tilt stimuli of 10 deg. Eye movements were recorded for 6 cycles while subjects fixated on a target in darkness. Ocular counter roll (OCR) movement was calculated from the eye movement data during periods of chair oscillations. Results: Preliminary analysis of the data revealed that 9 of 10 subjects showed an average increase of 28% in the magnitude of OCR responses to the equivalent tilt stimuli while experiencing vestibular SR. The signal amplitude at which performance was maximized was in the range of 100-900 microamperes. Discussion: These results indicate that stochastic electrical stimulation of the vestibular system can improve otolith specific responses. This will have a significant impact on development of vestibular SR delivery systems to aid recovery of function in astronauts after long-duration spaceflight or in people with balance disorders.

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.

A stochastic maximum principle for backward control systems with random default time

NASA Astrophysics Data System (ADS)

Shen, Yang; Kuen Siu, Tak

2013-05-01

This paper establishes a necessary and sufficient stochastic maximum principle for backward systems, where the state processes are governed by jump-diffusion backward stochastic differential equations with random default time. An application of the sufficient stochastic maximum principle to an optimal investment and capital injection problem in the presence of default risk is discussed.

Stochastic associative memory

NASA Astrophysics Data System (ADS)

Baumann, Erwin W.; Williams, David L.

1993-08-01

Artificial neural networks capable of learning and recalling stochastic associations between non-deterministic quantities have received relatively little attention to date. One potential application of such stochastic associative networks is the generation of sensory 'expectations' based on arbitrary subsets of sensor inputs to support anticipatory and investigate behavior in sensor-based robots. Another application of this type of associative memory is the prediction of how a scene will look in one spectral band, including noise, based upon its appearance in several other wavebands. This paper describes a semi-supervised neural network architecture composed of self-organizing maps associated through stochastic inter-layer connections. This 'Stochastic Associative Memory' (SAM) can learn and recall non-deterministic associations between multi-dimensional probability density functions. The stochastic nature of the network also enables it to represent noise distributions that are inherent in any true sensing process. The SAM architecture, training process, and initial application to sensor image prediction are described. Relationships to Fuzzy Associative Memory (FAM) are discussed.

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.

On Weibull's Spectrum of Nonrelativistic Energetic Particles at IP Shocks: Observations and Theoretical Interpretation

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

Pallocchia, G.; Laurenza, M.; Consolini, G.

2017-03-10

Some interplanetary shocks are associated with short-term and sharp particle flux enhancements near the shock front. Such intensity enhancements, known as shock-spike events (SSEs), represent a class of relatively energetic phenomena as they may extend to energies of some tens of MeV or even beyond. Here we present an SSE case study in order to shed light on the nature of the particle acceleration involved in this kind of event. Our observations refer to an SSE registered on 2011 October 3 at 22:23 UT, by STEREO B instrumentation when, at a heliocentric distance of 1.08 au, the spacecraft was sweptmore » by a perpendicular shock moving away from the Sun. The main finding from the data analysis is that a Weibull distribution represents a good fitting function to the measured particle spectrum over the energy range from 0.1 to 30 MeV. To interpret such an observational result, we provide a theoretical derivation of the Weibull spectrum in the framework of the acceleration by “killed” stochastic processes exhibiting power-law growth in time of the velocity expectation, such as the classical Fermi process. We find an overall coherence between the experimental values of the Weibull spectrum parameters and their physical meaning within the above scenario. Hence, our approach based on the Weibull distribution proves to be useful for understanding SSEs. With regard to the present event, we also provide an alternative explanation of the Weibull spectrum in terms of shock-surfing acceleration.« less

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).

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

Fluctuation theorem: A critical review

NASA Astrophysics Data System (ADS)

Malek Mansour, M.; Baras, F.

2017-10-01

Fluctuation theorem for entropy production is revisited in the framework of stochastic processes. The applicability of the fluctuation theorem to physico-chemical systems and the resulting stochastic thermodynamics were analyzed. Some unexpected limitations are highlighted in the context of jump Markov processes. We have shown that these limitations handicap the ability of the resulting stochastic thermodynamics to correctly describe the state of non-equilibrium systems in terms of the thermodynamic properties of individual processes therein. Finally, we considered the case of diffusion processes and proved that the fluctuation theorem for entropy production becomes irrelevant at the stationary state in the case of one variable systems.

Detection of the Acceleration Site in a Solar Flare

NASA Astrophysics Data System (ADS)

Fleishman, Gregory D.; Kontar, E. P.; Nita, G. M.; Gary, D. E.

2011-05-01

We report the observation of an unusual cold, tenuous solar flare (ApJL, v. 731, p. L19, 2011), which reveals itself via numerous and prominent non-thermal manifestations, while lacking any noticeable thermal emission signature. RHESSI hard X-rays and 0.1-18 GHz radio data from OVSA and Phoenix-2 show copious electron acceleration (1035 electrons per second above 10 keV) typical for GOES M-class flares with electrons energies up to 100 keV, but GOES temperatures not exceeding 6.1 MK. The HXR footpoints and coronal radio sources belong, supposedly, to a single magnetic loop, which departs strongly from the corresponding potential loop (obtained from a photospheric extrapolation) in agreement with the apparent need of a non-potential magnetic field structure to produce a flare. The imaging, temporal, and spectral characteristics of the flare have led us to a firm conclusion that the bulk of the microwave continuum emission from this flare was produced directly in the acceleration region. We found that the electron acceleration efficiency is very high in the flare, so almost all available thermal electrons are eventually accelerated. However, given a relatively small flaring volume and rather low thermal density at the flaring loop, the total energy release turned out to be insufficient for a significant heating of the coronal plasma or for a prominent chromospheric response giving rise to chromospheric evaporation. Some sort of stochastic acceleration process is needed to account for an approximately energy-independent lifetime of about 3 s for the electrons in the acceleration region. This work was supported in part by NSF grants AGS-0961867, AST-0908344, and NASA grants NNX10AF27G and NNX11AB49G to New Jersey Institute of Technology. This work was supported by a UK STFC rolling grant, STFC/PPARC Advanced Fellowship, and the Leverhulme Trust, UK. Financial support by the European Commission through the SOLAIRE and HESPE Networks is gratefully acknowledged.

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 Evolution Dynamic of the Rock-Scissors-Paper Game Based on a Quasi Birth and Death Process

NASA Astrophysics Data System (ADS)

Yu, Qian; Fang, Debin; Zhang, Xiaoling; Jin, Chen; Ren, Qiyu

2016-06-01

Stochasticity plays an important role in the evolutionary dynamic of cyclic dominance within a finite population. To investigate the stochastic evolution process of the behaviour of bounded rational individuals, we model the Rock-Scissors-Paper (RSP) game as a finite, state dependent Quasi Birth and Death (QBD) process. We assume that bounded rational players can adjust their strategies by imitating the successful strategy according to the payoffs of the last round of the game, and then analyse the limiting distribution of the QBD process for the game stochastic evolutionary dynamic. The numerical experiments results are exhibited as pseudo colour ternary heat maps. Comparisons of these diagrams shows that the convergence property of long run equilibrium of the RSP game in populations depends on population size and the parameter of the payoff matrix and noise factor. The long run equilibrium is asymptotically stable, neutrally stable and unstable respectively according to the normalised parameters in the payoff matrix. Moreover, the results show that the distribution probability becomes more concentrated with a larger population size. This indicates that increasing the population size also increases the convergence speed of the stochastic evolution process while simultaneously reducing the influence of the noise factor.

Stochastic Evolution Dynamic of the Rock-Scissors-Paper Game Based on a Quasi Birth and Death Process.

PubMed

Yu, Qian; Fang, Debin; Zhang, Xiaoling; Jin, Chen; Ren, Qiyu

2016-06-27

Stochasticity plays an important role in the evolutionary dynamic of cyclic dominance within a finite population. To investigate the stochastic evolution process of the behaviour of bounded rational individuals, we model the Rock-Scissors-Paper (RSP) game as a finite, state dependent Quasi Birth and Death (QBD) process. We assume that bounded rational players can adjust their strategies by imitating the successful strategy according to the payoffs of the last round of the game, and then analyse the limiting distribution of the QBD process for the game stochastic evolutionary dynamic. The numerical experiments results are exhibited as pseudo colour ternary heat maps. Comparisons of these diagrams shows that the convergence property of long run equilibrium of the RSP game in populations depends on population size and the parameter of the payoff matrix and noise factor. The long run equilibrium is asymptotically stable, neutrally stable and unstable respectively according to the normalised parameters in the payoff matrix. Moreover, the results show that the distribution probability becomes more concentrated with a larger population size. This indicates that increasing the population size also increases the convergence speed of the stochastic evolution process while simultaneously reducing the influence of the noise factor.

Analyzing long-term correlated stochastic processes by means of recurrence networks: Potentials and pitfalls

NASA Astrophysics Data System (ADS)

Zou, Yong; Donner, Reik V.; Kurths, Jürgen

2015-02-01

Long-range correlated processes are ubiquitous, ranging from climate variables to financial time series. One paradigmatic example for such processes is fractional Brownian motion (fBm). In this work, we highlight the potentials and conceptual as well as practical limitations when applying the recently proposed recurrence network (RN) approach to fBm and related stochastic processes. In particular, we demonstrate that the results of a previous application of RN analysis to fBm [Liu et al. Phys. Rev. E 89, 032814 (2014), 10.1103/PhysRevE.89.032814] are mainly due to an inappropriate treatment disregarding the intrinsic nonstationarity of such processes. Complementarily, we analyze some RN properties of the closely related stationary fractional Gaussian noise (fGn) processes and find that the resulting network properties are well-defined and behave as one would expect from basic conceptual considerations. Our results demonstrate that RN analysis can indeed provide meaningful results for stationary stochastic processes, given a proper selection of its intrinsic methodological parameters, whereas it is prone to fail to uniquely retrieve RN properties for nonstationary stochastic processes like fBm.

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.

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

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

Evolution with Stochastic Fitness and Stochastic Migration

PubMed Central

Rice, Sean H.; Papadopoulos, Anthony

2009-01-01

Background Migration between local populations plays an important role in evolution - influencing local adaptation, speciation, extinction, and the maintenance of genetic variation. Like other evolutionary mechanisms, migration is a stochastic process, involving both random and deterministic elements. Many models of evolution have incorporated migration, but these have all been based on simplifying assumptions, such as low migration rate, weak selection, or large population size. We thus have no truly general and exact mathematical description of evolution that incorporates migration. Methodology/Principal Findings We derive an exact equation for directional evolution, essentially a stochastic Price equation with migration, that encompasses all processes, both deterministic and stochastic, contributing to directional change in an open population. Using this result, we show that increasing the variance in migration rates reduces the impact of migration relative to selection. This means that models that treat migration as a single parameter tend to be biassed - overestimating the relative impact of immigration. We further show that selection and migration interact in complex ways, one result being that a strategy for which fitness is negatively correlated with migration rates (high fitness when migration is low) will tend to increase in frequency, even if it has lower mean fitness than do other strategies. Finally, we derive an equation for the effective migration rate, which allows some of the complex stochastic processes that we identify to be incorporated into models with a single migration parameter. Conclusions/Significance As has previously been shown with selection, the role of migration in evolution is determined by the entire distributions of immigration and emigration rates, not just by the mean values. The interactions of stochastic migration with stochastic selection produce evolutionary processes that are invisible to deterministic evolutionary theory. PMID:19816580

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.

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.

? filtering for stochastic systems driven by Poisson processes

NASA Astrophysics Data System (ADS)

Song, Bo; Wu, Zheng-Guang; Park, Ju H.; Shi, Guodong; Zhang, Ya

2015-01-01

This paper investigates the ? filtering problem for stochastic systems driven by Poisson processes. By utilising the martingale theory such as the predictable projection operator and the dual predictable projection operator, this paper transforms the expectation of stochastic integral with respect to the Poisson process into the expectation of Lebesgue integral. Then, based on this, this paper designs an ? filter such that the filtering error system is mean-square asymptotically stable and satisfies a prescribed ? performance level. Finally, a simulation example is given to illustrate the effectiveness of the proposed filtering scheme.

Evaluation of Uncertainty in Runoff Analysis Incorporating Theory of Stochastic Process

NASA Astrophysics Data System (ADS)

Yoshimi, Kazuhiro; Wang, Chao-Wen; Yamada, Tadashi

2015-04-01

The aim of this paper is to provide a theoretical framework of uncertainty estimate on rainfall-runoff analysis based on theory of stochastic process. SDE (stochastic differential equation) based on this theory has been widely used in the field of mathematical finance due to predict stock price movement. Meanwhile, some researchers in the field of civil engineering have investigated by using this knowledge about SDE (stochastic differential equation) (e.g. Kurino et.al, 1999; Higashino and Kanda, 2001). However, there have been no studies about evaluation of uncertainty in runoff phenomenon based on comparisons between SDE (stochastic differential equation) and Fokker-Planck equation. The Fokker-Planck equation is a partial differential equation that describes the temporal variation of PDF (probability density function), and there is evidence to suggest that SDEs and Fokker-Planck equations are equivalent mathematically. In this paper, therefore, the uncertainty of discharge on the uncertainty of rainfall is explained theoretically and mathematically by introduction of theory of stochastic process. The lumped rainfall-runoff model is represented by SDE (stochastic differential equation) due to describe it as difference formula, because the temporal variation of rainfall is expressed by its average plus deviation, which is approximated by Gaussian distribution. This is attributed to the observed rainfall by rain-gauge station and radar rain-gauge system. As a result, this paper has shown that it is possible to evaluate the uncertainty of discharge by using the relationship between SDE (stochastic differential equation) and Fokker-Planck equation. Moreover, the results of this study show that the uncertainty of discharge increases as rainfall intensity rises and non-linearity about resistance grows strong. These results are clarified by PDFs (probability density function) that satisfy Fokker-Planck equation about discharge. It means the reasonable discharge can be estimated based on the theory of stochastic processes, and it can be applied to the probabilistic risk of flood management.

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.

Stochastic differential equations

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

Sobczyk, K.

1990-01-01

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

Relativistic analysis of stochastic kinematics

NASA Astrophysics Data System (ADS)

Giona, Massimiliano

2017-10-01

The relativistic analysis of stochastic kinematics is developed in order to determine the transformation of the effective diffusivity tensor in inertial frames. Poisson-Kac stochastic processes are initially considered. For one-dimensional spatial models, the effective diffusion coefficient measured in a frame Σ moving with velocity w with respect to the rest frame of the stochastic process is inversely proportional to the third power of the Lorentz factor γ (w ) =(1-w2/c2) -1 /2 . Subsequently, higher-dimensional processes are analyzed and it is shown that the diffusivity tensor in a moving frame becomes nonisotropic: The diffusivities parallel and orthogonal to the velocity of the moving frame scale differently with respect to γ (w ) . The analysis of discrete space-time diffusion processes permits one to obtain a general transformation theory of the tensor diffusivity, confirmed by several different simulation experiments. Several implications of the theory are also addressed and discussed.

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.

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.

Anomalous scaling of stochastic processes and the Moses effect

NASA Astrophysics Data System (ADS)

Chen, Lijian; Bassler, Kevin E.; McCauley, Joseph L.; Gunaratne, Gemunu H.

2017-04-01

The state of a stochastic process evolving over a time t is typically assumed to lie on a normal distribution whose width scales like t1/2. However, processes in which the probability distribution is not normal and the scaling exponent differs from 1/2 are known. The search for possible origins of such "anomalous" scaling and approaches to quantify them are the motivations for the work reported here. In processes with stationary increments, where the stochastic process is time-independent, autocorrelations between increments and infinite variance of increments can cause anomalous scaling. These sources have been referred to as the Joseph effect and the Noah effect, respectively. If the increments are nonstationary, then scaling of increments with t can also lead to anomalous scaling, a mechanism we refer to as the Moses effect. Scaling exponents quantifying the three effects are defined and related to the Hurst exponent that characterizes the overall scaling of the stochastic process. Methods of time series analysis that enable accurate independent measurement of each exponent are presented. Simple stochastic processes are used to illustrate each effect. Intraday financial time series data are analyzed, revealing that their anomalous scaling is due only to the Moses effect. In the context of financial market data, we reiterate that the Joseph exponent, not the Hurst exponent, is the appropriate measure to test the efficient market hypothesis.

Anomalous scaling of stochastic processes and the Moses effect.

PubMed

Chen, Lijian; Bassler, Kevin E; McCauley, Joseph L; Gunaratne, Gemunu H

2017-04-01

The state of a stochastic process evolving over a time t is typically assumed to lie on a normal distribution whose width scales like t^{1/2}. However, processes in which the probability distribution is not normal and the scaling exponent differs from 1/2 are known. The search for possible origins of such "anomalous" scaling and approaches to quantify them are the motivations for the work reported here. In processes with stationary increments, where the stochastic process is time-independent, autocorrelations between increments and infinite variance of increments can cause anomalous scaling. These sources have been referred to as the Joseph effect and the Noah effect, respectively. If the increments are nonstationary, then scaling of increments with t can also lead to anomalous scaling, a mechanism we refer to as the Moses effect. Scaling exponents quantifying the three effects are defined and related to the Hurst exponent that characterizes the overall scaling of the stochastic process. Methods of time series analysis that enable accurate independent measurement of each exponent are presented. Simple stochastic processes are used to illustrate each effect. Intraday financial time series data are analyzed, revealing that their anomalous scaling is due only to the Moses effect. In the context of financial market data, we reiterate that the Joseph exponent, not the Hurst exponent, is the appropriate measure to test the efficient market hypothesis.

Stochasticity, succession, and environmental perturbations in a fluidic ecosystem.

PubMed

Zhou, Jizhong; Deng, Ye; Zhang, Ping; Xue, Kai; Liang, Yuting; Van Nostrand, Joy D; Yang, Yunfeng; He, Zhili; Wu, Liyou; Stahl, David A; Hazen, Terry C; Tiedje, James M; Arkin, Adam P

2014-03-04

Unraveling the drivers of community structure and succession in response to environmental change is a central goal in ecology. Although the mechanisms shaping community structure have been intensively examined, those controlling ecological succession remain elusive. To understand the relative importance of stochastic and deterministic processes in mediating microbial community succession, a unique framework composed of four different cases was developed for fluidic and nonfluidic ecosystems. The framework was then tested for one fluidic ecosystem: a groundwater system perturbed by adding emulsified vegetable oil (EVO) for uranium immobilization. Our results revealed that groundwater microbial community diverged substantially away from the initial community after EVO amendment and eventually converged to a new community state, which was closely clustered with its initial state. However, their composition and structure were significantly different from each other. Null model analysis indicated that both deterministic and stochastic processes played important roles in controlling the assembly and succession of the groundwater microbial community, but their relative importance was time dependent. Additionally, consistent with the proposed conceptual framework but contradictory to conventional wisdom, the community succession responding to EVO amendment was primarily controlled by stochastic rather than deterministic processes. During the middle phase of the succession, the roles of stochastic processes in controlling community composition increased substantially, ranging from 81.3% to 92.0%. Finally, there are limited successional studies available to support different cases in the conceptual framework, but further well-replicated explicit time-series experiments are needed to understand the relative importance of deterministic and stochastic processes in controlling community succession.

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

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.

MO-DE-BRA-03: TOPAS-edu: A Window Into the Stochastic World Through the TOPAS Tool for Particle Simulation

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

Perl, J; Villagomez-Bernabe, B; Currell, F

2015-06-15

Purpose: The stochastic nature of the subatomic world presents a challenge for physics education. Even experienced physicists can be amazed at the varied behavior of electrons, x-rays, protons, neutrons, ions and the any short-lived particles that make up the overall behavior of our accelerators, brachytherapy sources and medical imaging systems. The all-particle Monte Carlo particle transport tool, TOPAS Tool for Particle Simulation, originally developed for proton therapy research, has been repurposed into a physics teaching tool, TOPAS-edu. Methods: TOPAS-edu students set up simulated particle sources, collimators, scatterers, imagers and scoring setups by writing simple ASCII files (in the TOPAS Parametermore » Control System format). Students visualize geometry setups and particle trajectories in a variety of modes from OpenGL graphics to VRML 3D viewers to gif and PostScript image files. Results written to simple comma separated values files are imported by the student into their preferred data analysis tool. Students can vary random seeds or adjust parameters of physics processes to better understand the stochastic nature of subatomic physics. Results: TOPAS-edu has been successfully deployed as the centerpiece of a physics course for master’s students at Queen’s University Belfast. Tutorials developed there takes students through a step by step course on the basics of particle transport and interaction, scattering, Bremsstrahlung, etc. At each step in the course, students build simulated experimental setups and then analyze the simulated results. Lessons build one upon another so that a student might end up with a full simulation of a medical accelerator, a water-phantom or an imager. Conclusion: TOPAS-edu was well received by students. A second application of TOPAS-edu is currently in development at Zurich University of Applied Sciences, Switzerland. It is our eventual goal to make TOPAS-edu available free of charge to any non-profit organization, along with associated tutorial materials developed by the TOPAS-edu community. Work supported in part by the U.S. Department of Energy under contract number DE-AC02-76SF00515. B. Villagomez-Bernabe is supported by CONACyT (Mexican Council for Science and Technology) project 231844.« less

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

PubMed Central

Smith, Stephen; Cianci, Claudia; Grima, Ramon

2016-01-01

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

Some remarks on quantum physics, stochastic processes, and nonlinear filtering theory

NASA Astrophysics Data System (ADS)

Balaji, Bhashyam

2016-05-01

The mathematical similarities between quantum mechanics and stochastic processes has been studied in the literature. Some of the major results are reviewed, such as the relationship between the Fokker-Planck equation and the Schrödinger equation. Also reviewed are more recent results that show the mathematical similarities between quantum many particle systems and concepts in other areas of applied science, such as stochastic Petri nets. Some connections to filtering theory are discussed.

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.

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.

A Family of Poisson Processes for Use in Stochastic Models of Precipitation

NASA Astrophysics Data System (ADS)

Penland, C.

2013-12-01

Both modified Poisson processes and compound Poisson processes can be relevant to stochastic parameterization of precipitation. This presentation compares the dynamical properties of these systems and discusses the physical situations in which each might be appropriate. If the parameters describing either class of systems originate in hydrodynamics, then proper consideration of stochastic calculus is required during numerical implementation of the parameterization. It is shown here that an improper numerical treatment can have severe implications for estimating rainfall distributions, particularly in the tails of the distributions and, thus, on the frequency of extreme events.

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.

Markovian limit for a reduced operation-valued stochastic process

NASA Astrophysics Data System (ADS)

Barchielli, Alberto

1987-04-01

Operation-valued stochastic processes give a formalization of the concept of continuous (in time) measurements in quantum mechanics. In this article, a first stage M of a measuring apparatus coupled to the system S is explicitly introduced, and continuous measurement of some observables of M is considered (one can speak of an indirect continuous measurement on S). When the degrees of freedom of the measuring apparatus M are eliminated and the weak coupling limit is taken, it is shown that an operation-valued stochastic process describing a direct continuous observation of the system S is obtained.

Models for interrupted monitoring of a stochastic process

NASA Technical Reports Server (NTRS)

Palmer, E.

1977-01-01

As computers are added to the cockpit, the pilot's job is changing from of manually flying the aircraft, to one of supervising computers which are doing navigation, guidance and energy management calculations as well as automatically flying the aircraft. In this supervisorial role the pilot must divide his attention between monitoring the aircraft's performance and giving commands to the computer. Normative strategies are developed for tasks where the pilot must interrupt his monitoring of a stochastic process in order to attend to other duties. Results are given as to how characteristics of the stochastic process and the other tasks affect the optimal strategies.

Stochastic assembly in a subtropical forest chronosequence: evidence from contrasting changes of species, phylogenetic and functional dissimilarity over succession.

PubMed

Mi, Xiangcheng; Swenson, Nathan G; Jia, Qi; Rao, Mide; Feng, Gang; Ren, Haibao; Bebber, Daniel P; Ma, Keping

2016-09-07

Deterministic and stochastic processes jointly determine the community dynamics of forest succession. However, it has been widely held in previous studies that deterministic processes dominate forest succession. Furthermore, inference of mechanisms for community assembly may be misleading if based on a single axis of diversity alone. In this study, we evaluated the relative roles of deterministic and stochastic processes along a disturbance gradient by integrating species, functional, and phylogenetic beta diversity in a subtropical forest chronosequence in Southeastern China. We found a general pattern of increasing species turnover, but little-to-no change in phylogenetic and functional turnover over succession at two spatial scales. Meanwhile, the phylogenetic and functional beta diversity were not significantly different from random expectation. This result suggested a dominance of stochastic assembly, contrary to the general expectation that deterministic processes dominate forest succession. On the other hand, we found significant interactions of environment and disturbance and limited evidence for significant deviations of phylogenetic or functional turnover from random expectations for different size classes. This result provided weak evidence of deterministic processes over succession. Stochastic assembly of forest succession suggests that post-disturbance restoration may be largely unpredictable and difficult to control in subtropical forests.

Diffusion Processes Satisfying a Conservation Law Constraint

DOE PAGES

Bakosi, J.; Ristorcelli, J. R.

2014-03-04

We investigate coupled stochastic differential equations governing N non-negative continuous random variables that satisfy a conservation principle. In various fields a conservation law requires that a set of fluctuating variables be non-negative and (if appropriately normalized) sum to one. As a result, any stochastic differential equation model to be realizable must not produce events outside of the allowed sample space. We develop a set of constraints on the drift and diffusion terms of such stochastic models to ensure that both the non-negativity and the unit-sum conservation law constraint are satisfied as the variables evolve in time. We investigate the consequencesmore » of the developed constraints on the Fokker-Planck equation, the associated system of stochastic differential equations, and the evolution equations of the first four moments of the probability density function. We show that random variables, satisfying a conservation law constraint, represented by stochastic diffusion processes, must have diffusion terms that are coupled and nonlinear. The set of constraints developed enables the development of statistical representations of fluctuating variables satisfying a conservation law. We exemplify the results with the bivariate beta process and the multivariate Wright-Fisher, Dirichlet, and Lochner’s generalized Dirichlet processes.« less

Diffusion Processes Satisfying a Conservation Law Constraint

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

Bakosi, J.; Ristorcelli, J. R.

We investigate coupled stochastic differential equations governing N non-negative continuous random variables that satisfy a conservation principle. In various fields a conservation law requires that a set of fluctuating variables be non-negative and (if appropriately normalized) sum to one. As a result, any stochastic differential equation model to be realizable must not produce events outside of the allowed sample space. We develop a set of constraints on the drift and diffusion terms of such stochastic models to ensure that both the non-negativity and the unit-sum conservation law constraint are satisfied as the variables evolve in time. We investigate the consequencesmore » of the developed constraints on the Fokker-Planck equation, the associated system of stochastic differential equations, and the evolution equations of the first four moments of the probability density function. We show that random variables, satisfying a conservation law constraint, represented by stochastic diffusion processes, must have diffusion terms that are coupled and nonlinear. The set of constraints developed enables the development of statistical representations of fluctuating variables satisfying a conservation law. We exemplify the results with the bivariate beta process and the multivariate Wright-Fisher, Dirichlet, and Lochner’s generalized Dirichlet processes.« less

Multivariate moment closure techniques for stochastic kinetic models

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

Lakatos, Eszter, E-mail: e.lakatos13@imperial.ac.uk; Ale, Angelique; Kirk, Paul D. W.

2015-09-07

Stochastic effects dominate many chemical and biochemical processes. Their analysis, however, can be computationally prohibitively expensive and a range of approximation schemes have been proposed to lighten the computational burden. These, notably the increasingly popular linear noise approximation and the more general moment expansion methods, perform well for many dynamical regimes, especially linear systems. At higher levels of nonlinearity, it comes to an interplay between the nonlinearities and the stochastic dynamics, which is much harder to capture correctly by such approximations to the true stochastic processes. Moment-closure approaches promise to address this problem by capturing higher-order terms of the temporallymore » evolving probability distribution. Here, we develop a set of multivariate moment-closures that allows us to describe the stochastic dynamics of nonlinear systems. Multivariate closure captures the way that correlations between different molecular species, induced by the reaction dynamics, interact with stochastic effects. We use multivariate Gaussian, gamma, and lognormal closure and illustrate their use in the context of two models that have proved challenging to the previous attempts at approximating stochastic dynamics: oscillations in p53 and Hes1. In addition, we consider a larger system, Erk-mediated mitogen-activated protein kinases signalling, where conventional stochastic simulation approaches incur unacceptably high computational costs.« less

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.

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.

Time-ordered product expansions for computational stochastic system biology.

PubMed

Mjolsness, Eric

2013-06-01

The time-ordered product framework of quantum field theory can also be used to understand salient phenomena in stochastic biochemical networks. It is used here to derive Gillespie's stochastic simulation algorithm (SSA) for chemical reaction networks; consequently, the SSA can be interpreted in terms of Feynman diagrams. It is also used here to derive other, more general simulation and parameter-learning algorithms including simulation algorithms for networks of stochastic reaction-like processes operating on parameterized objects, and also hybrid stochastic reaction/differential equation models in which systems of ordinary differential equations evolve the parameters of objects that can also undergo stochastic reactions. Thus, the time-ordered product expansion can be used systematically to derive simulation and parameter-fitting algorithms for stochastic systems.

The Two-On-One Stochastic Duel

DTIC Science & Technology

1983-12-01

ACN 67500 TRASANA-TR-43-83 (.0 (v THE TWO-ON-ONE STOCHASTIC DUEL I • Prepared By A.V. Gafarian C.J. Ancker, Jr. DECEMBER 19833D I°"’" " TIC ELECTE...83 M A IL / _ _ 4. TITLE (and Subtitle) TYPE OF REPORT & PERIOD CO\\,ERED The Two-On-One Stochastic Duel Final Report 6. PERFORMING ORG. REPORT NUMBER...Stochastic Duels , Stochastic Processed, and Attrition. 5-14cIa~c fal roLCS-e ss 120. ABSTRACT (C’ntfMte am reverse Ed& if necesemay and idemtitf by block

Practical Unitary Simulator for Non-Markovian Complex Processes

NASA Astrophysics Data System (ADS)

Binder, Felix C.; Thompson, Jayne; Gu, Mile

2018-06-01

Stochastic processes are as ubiquitous throughout the quantitative sciences as they are notorious for being difficult to simulate and predict. In this Letter, we propose a unitary quantum simulator for discrete-time stochastic processes which requires less internal memory than any classical analogue throughout the simulation. The simulator's internal memory requirements equal those of the best previous quantum models. However, in contrast to previous models, it only requires a (small) finite-dimensional Hilbert space. Moreover, since the simulator operates unitarily throughout, it avoids any unnecessary information loss. We provide a stepwise construction for simulators for a large class of stochastic processes hence directly opening the possibility for experimental implementations with current platforms for quantum computation. The results are illustrated for an example process.

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.

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.

Derivation of kinetic equations from non-Wiener stochastic differential equations

NASA Astrophysics Data System (ADS)

Basharov, A. M.

2013-12-01

Kinetic differential-difference equations containing terms with fractional derivatives and describing α -stable Levy processes with 0 < α < 1 have been derived in a unified manner in terms of one-dimensional stochastic differential equations controlled merely by the Poisson processes.

Using Multi-Objective Genetic Programming to Synthesize Stochastic Processes

NASA Astrophysics Data System (ADS)

Ross, Brian; Imada, Janine

Genetic programming is used to automatically construct stochastic processes written in the stochastic π-calculus. Grammar-guided genetic programming constrains search to useful process algebra structures. The time-series behaviour of a target process is denoted with a suitable selection of statistical feature tests. Feature tests can permit complex process behaviours to be effectively evaluated. However, they must be selected with care, in order to accurately characterize the desired process behaviour. Multi-objective evaluation is shown to be appropriate for this application, since it permits heterogeneous statistical feature tests to reside as independent objectives. Multiple undominated solutions can be saved and evaluated after a run, for determination of those that are most appropriate. Since there can be a vast number of candidate solutions, however, strategies for filtering and analyzing this set are required.

Reduced equations of motion for quantum systems driven by diffusive Markov processes.

PubMed

Sarovar, Mohan; Grace, Matthew D

2012-09-28

The expansion of a stochastic Liouville equation for the coupled evolution of a quantum system and an Ornstein-Uhlenbeck process into a hierarchy of coupled differential equations is a useful technique that simplifies the simulation of stochastically driven quantum systems. We expand the applicability of this technique by completely characterizing the class of diffusive Markov processes for which a useful hierarchy of equations can be derived. The expansion of this technique enables the examination of quantum systems driven by non-Gaussian stochastic processes with bounded range. We present an application of this extended technique by simulating Stark-tuned Förster resonance transfer in Rydberg atoms with nonperturbative position fluctuations.

The development of the deterministic nonlinear PDEs in particle physics to stochastic case

NASA Astrophysics Data System (ADS)

Abdelrahman, Mahmoud A. E.; Sohaly, M. A.

2018-06-01

In the present work, accuracy method called, Riccati-Bernoulli Sub-ODE technique is used for solving the deterministic and stochastic case of the Phi-4 equation and the nonlinear Foam Drainage equation. Also, the control on the randomness input is studied for stability stochastic process solution.

Nonlinear intrinsic variables and state reconstruction in multiscale simulations

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

Dsilva, Carmeline J., E-mail: cdsilva@princeton.edu; Talmon, Ronen, E-mail: ronen.talmon@yale.edu; Coifman, Ronald R., E-mail: coifman@math.yale.edu

2013-11-14

Finding informative low-dimensional descriptions of high-dimensional simulation data (like the ones arising in molecular dynamics or kinetic Monte Carlo simulations of physical and chemical processes) is crucial to understanding physical phenomena, and can also dramatically assist in accelerating the simulations themselves. In this paper, we discuss and illustrate the use of nonlinear intrinsic variables (NIV) in the mining of high-dimensional multiscale simulation data. In particular, we focus on the way NIV allows us to functionally merge different simulation ensembles, and different partial observations of these ensembles, as well as to infer variables not explicitly measured. The approach relies on certainmore » simple features of the underlying process variability to filter out measurement noise and systematically recover a unique reference coordinate frame. We illustrate the approach through two distinct sets of atomistic simulations: a stochastic simulation of an enzyme reaction network exhibiting both fast and slow time scales, and a molecular dynamics simulation of alanine dipeptide in explicit water.« less

Nonlinear intrinsic variables and state reconstruction in multiscale simulations

NASA Astrophysics Data System (ADS)

Dsilva, Carmeline J.; Talmon, Ronen; Rabin, Neta; Coifman, Ronald R.; Kevrekidis, Ioannis G.

2013-11-01

Finding informative low-dimensional descriptions of high-dimensional simulation data (like the ones arising in molecular dynamics or kinetic Monte Carlo simulations of physical and chemical processes) is crucial to understanding physical phenomena, and can also dramatically assist in accelerating the simulations themselves. In this paper, we discuss and illustrate the use of nonlinear intrinsic variables (NIV) in the mining of high-dimensional multiscale simulation data. In particular, we focus on the way NIV allows us to functionally merge different simulation ensembles, and different partial observations of these ensembles, as well as to infer variables not explicitly measured. The approach relies on certain simple features of the underlying process variability to filter out measurement noise and systematically recover a unique reference coordinate frame. We illustrate the approach through two distinct sets of atomistic simulations: a stochastic simulation of an enzyme reaction network exhibiting both fast and slow time scales, and a molecular dynamics simulation of alanine dipeptide in explicit water.

Neutral competition of stem cells is skewed by proliferative changes downstream of Hh and Hpo.

PubMed

Amoyel, Marc; Simons, Benjamin D; Bach, Erika A

2014-10-16

Neutral competition, an emerging feature of stem cell homeostasis, posits that individual stem cells can be lost and replaced by their neighbors stochastically, resulting in chance dominance of a clone at the niche. A single stem cell with an oncogenic mutation could bias this process and clonally spread the mutation throughout the stem cell pool. The Drosophila testis provides an ideal system for testing this model. The niche supports two stem cell populations that compete for niche occupancy. Here, we show that cyst stem cells (CySCs) conform to the paradigm of neutral competition and that clonal deregulation of either the Hedgehog (Hh) or Hippo (Hpo) pathway allows a single CySC to colonize the niche. We find that the driving force behind such behavior is accelerated proliferation. Our results demonstrate that a single stem cell colonizes its niche through oncogenic mutation by co-opting an underlying homeostatic process. © 2014 The Authors.

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

Soil pH mediates the balance between stochastic and deterministic assembly of bacteria

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

Tripathi, Binu M.; Stegen, James C.; Kim, Mincheol

Little is known about the factors affecting the relative influence of stochastic and deterministic processes that governs the assembly of microbial communities in successional soils. Here, we conducted a meta-analysis of bacterial communities using six different successional soils data sets, scattered across different regions, with different pH conditions in early and late successional soils. We found that soil pH was the best predictor of bacterial community assembly and the relative importance of stochastic and deterministic processes along successional soils. Extreme acidic or alkaline pH conditions lead to assembly of phylogenetically more clustered bacterial communities through deterministic processes, whereas pH conditionsmore » close to neutral lead to phylogenetically less clustered bacterial communities with more stochasticity. We suggest that the influence of pH, rather than successional age, is the main driving force in producing trends in phylogenetic assembly of bacteria, and that pH also influences the relative balance of stochastic and deterministic processes along successional soils. Given that pH had a much stronger association with community assembly than did successional age, we evaluated whether the inferred influence of pH was maintained when studying globally-distributed samples collected without regard for successional age. This dataset confirmed the strong influence of pH, suggesting that the influence of soil pH on community assembly processes occurs globally. Extreme pH conditions likely exert more stringent limits on survival and fitness, imposing strong selective pressures through ecological and evolutionary time. Taken together, these findings suggest that the degree to which stochastic vs. deterministic processes shape soil bacterial community assembly is a consequence of soil pH rather than successional age.« less

Stochasticity, succession, and environmental perturbations in a fluidic ecosystem

PubMed Central

Zhou, Jizhong; Deng, Ye; Zhang, Ping; Xue, Kai; Liang, Yuting; Van Nostrand, Joy D.; Yang, Yunfeng; He, Zhili; Wu, Liyou; Stahl, David A.; Hazen, Terry C.; Tiedje, James M.; Arkin, Adam P.

2014-01-01

Unraveling the drivers of community structure and succession in response to environmental change is a central goal in ecology. Although the mechanisms shaping community structure have been intensively examined, those controlling ecological succession remain elusive. To understand the relative importance of stochastic and deterministic processes in mediating microbial community succession, a unique framework composed of four different cases was developed for fluidic and nonfluidic ecosystems. The framework was then tested for one fluidic ecosystem: a groundwater system perturbed by adding emulsified vegetable oil (EVO) for uranium immobilization. Our results revealed that groundwater microbial community diverged substantially away from the initial community after EVO amendment and eventually converged to a new community state, which was closely clustered with its initial state. However, their composition and structure were significantly different from each other. Null model analysis indicated that both deterministic and stochastic processes played important roles in controlling the assembly and succession of the groundwater microbial community, but their relative importance was time dependent. Additionally, consistent with the proposed conceptual framework but contradictory to conventional wisdom, the community succession responding to EVO amendment was primarily controlled by stochastic rather than deterministic processes. During the middle phase of the succession, the roles of stochastic processes in controlling community composition increased substantially, ranging from 81.3% to 92.0%. Finally, there are limited successional studies available to support different cases in the conceptual framework, but further well-replicated explicit time-series experiments are needed to understand the relative importance of deterministic and stochastic processes in controlling community succession. PMID:24550501

Data-driven monitoring for stochastic systems and its application on batch process

NASA Astrophysics Data System (ADS)

Yin, Shen; Ding, Steven X.; Haghani Abandan Sari, Adel; Hao, Haiyang

2013-07-01

Batch processes are characterised by a prescribed processing of raw materials into final products for a finite duration and play an important role in many industrial sectors due to the low-volume and high-value products. Process dynamics and stochastic disturbances are inherent characteristics of batch processes, which cause monitoring of batch processes a challenging problem in practice. To solve this problem, a subspace-aided data-driven approach is presented in this article for batch process monitoring. The advantages of the proposed approach lie in its simple form and its abilities to deal with stochastic disturbances and process dynamics existing in the process. The kernel density estimation, which serves as a non-parametric way of estimating the probability density function, is utilised for threshold calculation. An industrial benchmark of fed-batch penicillin production is finally utilised to verify the effectiveness of the proposed approach.

Computer models of social processes: the case of migration.

PubMed

Beshers, J M

1967-06-01

The demographic model is a program for representing births, deaths, migration, and social mobility as social processes in a non-stationary stochastic process (Markovian). Transition probabilities for each age group are stored and then retrieved at the next appearance of that age cohort. In this way new transition probabilities can be calculated as a function of the old transition probabilities and of two successive distribution vectors.Transition probabilities can be calculated to represent effects of the whole age-by-state distribution at any given time period, too. Such effects as saturation or queuing may be represented by a market mechanism; for example, migration between metropolitan areas can be represented as depending upon job supplies and labor markets. Within metropolitan areas, migration can be represented as invasion and succession processes with tipping points (acceleration curves), and the market device has been extended to represent this phenomenon.Thus, the demographic model makes possible the representation of alternative classes of models of demographic processes. With each class of model one can deduce implied time series (varying parame-terswithin the class) and the output of the several classes can be compared to each other and to outside criteria, such as empirical time series.

Stochastic evolutionary voluntary public goods game with punishment in a Quasi-birth-and-death process.

PubMed

Quan, Ji; Liu, Wei; Chu, Yuqing; Wang, Xianjia

2017-11-23

Traditional replication dynamic model and the corresponding concept of evolutionary stable strategy (ESS) only takes into account whether the system can return to the equilibrium after being subjected to a small disturbance. In the real world, due to continuous noise, the ESS of the system may not be stochastically stable. In this paper, a model of voluntary public goods game with punishment is studied in a stochastic situation. Unlike the existing model, we describe the evolutionary process of strategies in the population as a generalized quasi-birth-and-death process. And we investigate the stochastic stable equilibrium (SSE) instead. By numerical experiments, we get all possible SSEs of the system for any combination of parameters, and investigate the influence of parameters on the probabilities of the system to select different equilibriums. It is found that in the stochastic situation, the introduction of the punishment and non-participation strategies can change the evolutionary dynamics of the system and equilibrium of the game. There is a large range of parameters that the system selects the cooperative states as its SSE with a high probability. This result provides us an insight and control method for the evolution of cooperation in the public goods game in stochastic situations.

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

PubMed Central

Martinez, Alexander S.; Faist, Akasha M.

2016-01-01

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

Stochastic dynamics and stable equilibrium of evolutionary optional public goods game in finite populations

NASA Astrophysics Data System (ADS)

Quan, Ji; Liu, Wei; Chu, Yuqing; Wang, Xianjia

2018-07-01

Continuous noise caused by mutation is widely present in evolutionary systems. Considering the noise effects and under the optional participation mechanism, a stochastic model for evolutionary public goods game in a finite size population is established. The evolutionary process of strategies in the population is described as a multidimensional ergodic and continuous time Markov process. The stochastic stable state of the system is analyzed by the limit distribution of the stochastic process. By numerical experiments, the influences of the fixed income coefficient for non-participants and the investment income coefficient of the public goods on the stochastic stable equilibrium of the system are analyzed. Through the numerical calculation results, we found that the optional participation mechanism can change the evolutionary dynamics and the equilibrium of the public goods game, and there is a range of parameters which can effectively promote the evolution of cooperation. Further, we obtain the accurate quantitative relationship between the parameters and the probabilities for the system to choose different stable equilibriums, which can be used to realize the control of cooperation.

q-Gaussian distributions and multiplicative stochastic processes for analysis of multiple financial time series

NASA Astrophysics Data System (ADS)

Sato, Aki-Hiro

2010-12-01

This study considers q-Gaussian distributions and stochastic differential equations with both multiplicative and additive noises. In the M-dimensional case a q-Gaussian distribution can be theoretically derived as a stationary probability distribution of the multiplicative stochastic differential equation with both mutually independent multiplicative and additive noises. By using the proposed stochastic differential equation a method to evaluate a default probability under a given risk buffer is proposed.

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.

Research in Stochastic Processes.

DTIC Science & Technology

1982-10-31

Office of Scientific Research Grant AFOSR F49620 82 C 0009 Period: 1 Noveber 1981 through 31 October 1982 Title: Research in Stochastic Processes Co...STA4ATIS CAMBANIS The work briefly described here was developed in connection with problems arising from and related to the statistical comunication

Changing contributions of stochastic and deterministic processes in community assembly over a successional gradient.

PubMed

Måren, Inger Elisabeth; Kapfer, Jutta; Aarrestad, Per Arild; Grytnes, John-Arvid; Vandvik, Vigdis

2018-01-01

Successional dynamics in plant community assembly may result from both deterministic and stochastic ecological processes. The relative importance of different ecological processes is expected to vary over the successional sequence, between different plant functional groups, and with the disturbance levels and land-use management regimes of the successional systems. We evaluate the relative importance of stochastic and deterministic processes in bryophyte and vascular plant community assembly after fire in grazed and ungrazed anthropogenic coastal heathlands in Northern Europe. A replicated series of post-fire successions (n = 12) were initiated under grazed and ungrazed conditions, and vegetation data were recorded in permanent plots over 13 years. We used redundancy analysis (RDA) to test for deterministic successional patterns in species composition repeated across the replicate successional series and analyses of co-occurrence to evaluate to what extent species respond synchronously along the successional gradient. Change in species co-occurrences over succession indicates stochastic successional dynamics at the species level (i.e., species equivalence), whereas constancy in co-occurrence indicates deterministic dynamics (successional niche differentiation). The RDA shows high and deterministic vascular plant community compositional change, especially early in succession. Co-occurrence analyses indicate stochastic species-level dynamics the first two years, which then give way to more deterministic replacements. Grazed and ungrazed successions are similar, but the early stage stochasticity is higher in ungrazed areas. Bryophyte communities in ungrazed successions resemble vascular plant communities. In contrast, bryophytes in grazed successions showed consistently high stochasticity and low determinism in both community composition and species co-occurrence. In conclusion, stochastic and individualistic species responses early in succession give way to more niche-driven dynamics in later successional stages. Grazing reduces predictability in both successional trends and species-level dynamics, especially in plant functional groups that are not well adapted to disturbance. © 2017 The Authors. Ecology, published by Wiley Periodicals, Inc., on behalf of the Ecological Society of America.

Pricing foreign equity option under stochastic volatility tempered stable Lévy processes

NASA Astrophysics Data System (ADS)

Gong, Xiaoli; Zhuang, Xintian

2017-10-01

Considering that financial assets returns exhibit leptokurtosis, asymmetry properties as well as clustering and heteroskedasticity effect, this paper substitutes the logarithm normal jumps in Heston stochastic volatility model by the classical tempered stable (CTS) distribution and normal tempered stable (NTS) distribution to construct stochastic volatility tempered stable Lévy processes (TSSV) model. The TSSV model framework permits infinite activity jump behaviors of return dynamics and time varying volatility consistently observed in financial markets through subordinating tempered stable process to stochastic volatility process, capturing leptokurtosis, fat tailedness and asymmetry features of returns. By employing the analytical characteristic function and fast Fourier transform (FFT) technique, the formula for probability density function (PDF) of TSSV returns is derived, making the analytical formula for foreign equity option (FEO) pricing available. High frequency financial returns data are employed to verify the effectiveness of proposed models in reflecting the stylized facts of financial markets. Numerical analysis is performed to investigate the relationship between the corresponding parameters and the implied volatility of foreign equity option.

Particle Energization via Tearing Instability with Global Self-Organization Constraints

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

Sarff, John; Guo, Fan

The presentation reviews how tearing magnetic reconnection leads to powerful ion energization in reversed field pinch (RFP) plasmas. A mature MHD model for tearing instability has been developed that captures key nonlinear dynamics from the global to intermediate spatial scales. A turbulent cascade is also present that extends to at least the ion gyroradius scale, within which important particle energization mechanisms are anticipated. In summary, Ion heating and acceleration associated with magnetic reconnection from tearing instability is a powerful process in the RFP laboratory plasma (gyro-resonant and stochastic processes are likely candidates to support the observed rapid heating and othermore » features, reconnection-driven electron heating appears weaker or even absent, energetic tail formation for ions and electrons). Global self-organization strongly impacts particle energization (tearing interactions that span to core to edge, global magnetic flux change produces a larger electric field and runaway, correlations in electric and magnetic field fluctuations needed for dynamo feedback, impact of transport processes (which can be quite different for ions and electrons), inhomogeneity on the system scale, e.g., strong edge gradients).« less

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.

Predicting mesoscale microstructural evolution in electron beam welding

DOE PAGES

Rodgers, Theron M.; Madison, Jonathan D.; Tikare, Veena; ...

2016-03-16

Using the kinetic Monte Carlo simulator, Stochastic Parallel PARticle Kinetic Simulator, from Sandia National Laboratories, a user routine has been developed to simulate mesoscale predictions of a grain structure near a moving heat source. Here, we demonstrate the use of this user routine to produce voxelized, synthetic, three-dimensional microstructures for electron-beam welding by comparing them with experimentally produced microstructures. When simulation input parameters are matched to experimental process parameters, qualitative and quantitative agreement for both grain size and grain morphology are achieved. The method is capable of simulating both single- and multipass welds. As a result, the simulations provide anmore » opportunity for not only accelerated design but also the integration of simulation and experiments in design such that simulations can receive parameter bounds from experiments and, in turn, provide predictions of a resultant microstructure.« less

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.

Research in Stochastic Processes

DTIC Science & Technology

1988-08-31

stationary sequence, Stochastic Proc. Appl. 29, 1988, 155-169 T. Hsing, J. Husler and M.R. Leadbetter, On the exceedance point process for a stationary...Nandagopalan, On exceedance point processes for "regular" sample functions, Proc. Volume, Oberxolfach Conf. on Extreme Value Theory, J. Husler and R. Reiss...exceedance point processes for stationary sequences under mild oscillation restrictions, Apr. 88. Obermotfach Conf. on Extremal Value Theory. Ed. J. HUsler

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

Accurate hybrid stochastic simulation of a system of coupled chemical or biochemical reactions.

PubMed

Salis, Howard; Kaznessis, Yiannis

2005-02-01

The dynamical solution of a well-mixed, nonlinear stochastic chemical kinetic system, described by the Master equation, may be exactly computed using the stochastic simulation algorithm. However, because the computational cost scales with the number of reaction occurrences, systems with one or more "fast" reactions become costly to simulate. This paper describes a hybrid stochastic method that partitions the system into subsets of fast and slow reactions, approximates the fast reactions as a continuous Markov process, using a chemical Langevin equation, and accurately describes the slow dynamics using the integral form of the "Next Reaction" variant of the stochastic simulation algorithm. The key innovation of this method is its mechanism of efficiently monitoring the occurrences of slow, discrete events while simultaneously simulating the dynamics of a continuous, stochastic or deterministic process. In addition, by introducing an approximation in which multiple slow reactions may occur within a time step of the numerical integration of the chemical Langevin equation, the hybrid stochastic method performs much faster with only a marginal decrease in accuracy. Multiple examples, including a biological pulse generator and a large-scale system benchmark, are simulated using the exact and proposed hybrid methods as well as, for comparison, a previous hybrid stochastic method. Probability distributions of the solutions are compared and the weak errors of the first two moments are computed. In general, these hybrid methods may be applied to the simulation of the dynamics of a system described by stochastic differential, ordinary differential, and Master equations.

Online POMDP Algorithms for Very Large Observation Spaces

DTIC Science & Technology

2017-06-06

stochastic optimization: From sets to paths." In Advances in Neural Information Processing Systems, pp. 1585- 1593 . 2015. • Luo, Yuanfu, Haoyu Bai...and Wee Sun Lee. "Adaptive stochastic optimization: From sets to paths." In Advances in Neural Information Processing Systems, pp. 1585- 1593 . 2015

An Analysis of Stochastic Duels Involving Fixed Rates of Fire

DTIC Science & Technology

The thesis presents an analysis of stochastic duels involving two opposing weapon systems with constant rates of fire. The duel was developed as a...process stochastic duels . The analysis was then extended to the two versus one duel where the three weapon systems were assumed to have fixed rates of fire.

STOCHSIMGPU: parallel stochastic simulation for the Systems Biology Toolbox 2 for MATLAB.

PubMed

Klingbeil, Guido; Erban, Radek; Giles, Mike; Maini, Philip K

2011-04-15

The importance of stochasticity in biological systems is becoming increasingly recognized and the computational cost of biologically realistic stochastic simulations urgently requires development of efficient software. We present a new software tool STOCHSIMGPU that exploits graphics processing units (GPUs) for parallel stochastic simulations of biological/chemical reaction systems and show that significant gains in efficiency can be made. It is integrated into MATLAB and works with the Systems Biology Toolbox 2 (SBTOOLBOX2) for MATLAB. The GPU-based parallel implementation of the Gillespie stochastic simulation algorithm (SSA), the logarithmic direct method (LDM) and the next reaction method (NRM) is approximately 85 times faster than the sequential implementation of the NRM on a central processing unit (CPU). Using our software does not require any changes to the user's models, since it acts as a direct replacement of the stochastic simulation software of the SBTOOLBOX2. The software is open source under the GPL v3 and available at http://www.maths.ox.ac.uk/cmb/STOCHSIMGPU. The web site also contains supplementary information. klingbeil@maths.ox.ac.uk Supplementary data are available at Bioinformatics online.

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.

Chaotic Expansions of Elements of the Universal Enveloping Superalgebra Associated with a Z2-graded Quantum Stochastic Calculus

NASA Astrophysics Data System (ADS)

Eyre, T. M. W.

Given a polynomial function f of classical stochastic integrator processes whose differentials satisfy a closed Ito multiplication table, we can express the stochastic derivative of f as We establish an analogue of this formula in the form of a chaotic decomposition for Z2-graded theories of quantum stochastic calculus based on the natural coalgebra structure of the universal enveloping superalgebra.

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

Stochastic description of quantum Brownian dynamics

NASA Astrophysics Data System (ADS)

Yan, Yun-An; Shao, Jiushu

2016-08-01

Classical Brownian motion has well been investigated since the pioneering work of Einstein, which inspired mathematicians to lay the theoretical foundation of stochastic processes. A stochastic formulation for quantum dynamics of dissipative systems described by the system-plus-bath model has been developed and found many applications in chemical dynamics, spectroscopy, quantum transport, and other fields. This article provides a tutorial review of the stochastic formulation for quantum dissipative dynamics. The key idea is to decouple the interaction between the system and the bath by virtue of the Hubbard-Stratonovich transformation or Itô calculus so that the system and the bath are not directly entangled during evolution, rather they are correlated due to the complex white noises introduced. The influence of the bath on the system is thereby defined by an induced stochastic field, which leads to the stochastic Liouville equation for the system. The exact reduced density matrix can be calculated as the stochastic average in the presence of bath-induced fields. In general, the plain implementation of the stochastic formulation is only useful for short-time dynamics, but not efficient for long-time dynamics as the statistical errors go very fast. For linear and other specific systems, the stochastic Liouville equation is a good starting point to derive the master equation. For general systems with decomposable bath-induced processes, the hierarchical approach in the form of a set of deterministic equations of motion is derived based on the stochastic formulation and provides an effective means for simulating the dissipative dynamics. A combination of the stochastic simulation and the hierarchical approach is suggested to solve the zero-temperature dynamics of the spin-boson model. This scheme correctly describes the coherent-incoherent transition (Toulouse limit) at moderate dissipation and predicts a rate dynamics in the overdamped regime. Challenging problems such as the dynamical description of quantum phase transition (local- ization) and the numerical stability of the trace-conserving, nonlinear stochastic Liouville equation are outlined.

Inter-species competition-facilitation in stochastic riparian vegetation dynamics.

PubMed

Tealdi, Stefano; Camporeale, Carlo; Ridolfi, Luca

2013-02-07

Riparian vegetation is a highly dynamic community that lives on river banks and which depends to a great extent on the fluvial hydrology. The stochasticity of the discharge and erosion/deposition processes in fact play a key role in determining the distribution of vegetation along a riparian transect. These abiotic processes interact with biotic competition/facilitation mechanisms, such as plant competition for light, water, and nutrients. In this work, we focus on the dynamics of plants characterized by three components: (1) stochastic forcing due to river discharges, (2) competition for resources, and (3) inter-species facilitation due to the interplay between vegetation and fluid dynamics processes. A minimalist stochastic bio-hydrological model is proposed for the dynamics of the biomass of two vegetation species: one species is assumed dominant and slow-growing, the other is subdominant, but fast-growing. The stochastic model is solved analytically and the probability density function of the plant biomasses is obtained as a function of both the hydrologic and biologic parameters. The impact of the competition/facilitation processes on the distribution of vegetation species along the riparian transect is investigated and remarkable effects are observed. Finally, a good qualitative agreement is found between the model results and field data. Copyright © 2012 Elsevier Ltd. All rights reserved.

Research in Stochastic Processes.

DTIC Science & Technology

1983-10-01

increases. A more detailed investigation for the exceedances themselves (rather than Just the cluster centers) was undertaken, together with J. HUsler and...J. HUsler and M.R. Leadbetter, Compoung Poisson limit theorems for high level exceedances by stationary sequences, Center for Stochastic Processes...stability by a random linear operator. C.D. Hardin, General (asymmetric) stable variables and processes. T. Hsing, J. HUsler and M.R. Leadbetter, Compound

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.

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.

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.

O the Derivation of the Schroedinger Equation from Stochastic Mechanics.

NASA Astrophysics Data System (ADS)

Wallstrom, Timothy Clarke

The thesis is divided into four largely independent chapters. The first three chapters treat mathematical problems in the theory of stochastic mechanics. The fourth chapter deals with stochastic mechanisms as a physical theory and shows that the Schrodinger equation cannot be derived from existing formulations of stochastic mechanics, as had previously been believed. Since the drift coefficients of stochastic mechanical diffusions are undefined on the nodes, or zeros of the density, an important problem has been to show that the sample paths stay away from the nodes. In Chapter 1, it is shown that for a smooth wavefunction, the closest approach to the nodes can be bounded solely in terms of the time -integrated energy. The ergodic properties of stochastic mechanical diffusions are greatly complicated by the tendency of the particles to avoid the nodes. In Chapter 2, it is shown that a sufficient condition for a stationary process to be ergodic is that there exist positive t and c such that for all x and y, p^{t} (x,y) > cp(y), and this result is applied to show that the set of spin-1over2 diffusions is uniformly ergodic. In stochastic mechanics, the Bopp-Haag-Dankel diffusions on IR^3times SO(3) are used to represent particles with spin. Nelson has conjectured that in the limit as the particle's moment of inertia I goes to zero, the projections of the Bopp -Haag-Dankel diffusions onto IR^3 converge to a Markovian limit process. This conjecture is proved for the spin-1over2 case in Chapter 3, and the limit process identified as the diffusion naturally associated with the solution to the regular Pauli equation. In Chapter 4 it is shown that the general solution of the stochastic Newton equation does not correspond to a solution of the Schrodinger equation, and that there are solutions to the Schrodinger equation which do not satisfy the Guerra-Morato Lagrangian variational principle. These observations are shown to apply equally to other existing formulations of stochastic mechanics, and it is argued that these difficulties represent fundamental inadequacies in the physical foundation of stochastic mechanics.

Memristor-based neural networks: Synaptic versus neuronal stochasticity

NASA Astrophysics Data System (ADS)

Naous, Rawan; AlShedivat, Maruan; Neftci, Emre; Cauwenberghs, Gert; Salama, Khaled Nabil

2016-11-01

In neuromorphic circuits, stochasticity in the cortex can be mapped into the synaptic or neuronal components. The hardware emulation of these stochastic neural networks are currently being extensively studied using resistive memories or memristors. The ionic process involved in the underlying switching behavior of the memristive elements is considered as the main source of stochasticity of its operation. Building on its inherent variability, the memristor is incorporated into abstract models of stochastic neurons and synapses. Two approaches of stochastic neural networks are investigated. Aside from the size and area perspective, the impact on the system performance, in terms of accuracy, recognition rates, and learning, among these two approaches and where the memristor would fall into place are the main comparison points to be considered.

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.

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

Modelling on optimal portfolio with exchange rate based on discontinuous stochastic process

NASA Astrophysics Data System (ADS)

Yan, Wei; Chang, Yuwen

2016-12-01

Considering the stochastic exchange rate, this paper is concerned with the dynamic portfolio selection in financial market. The optimal investment problem is formulated as a continuous-time mathematical model under mean-variance criterion. These processes follow jump-diffusion processes (Weiner process and Poisson process). Then the corresponding Hamilton-Jacobi-Bellman(HJB) equation of the problem is presented and its efferent frontier is obtained. Moreover, the optimal strategy is also derived under safety-first criterion.

Northern Hemisphere glaciation and the evolution of Plio-Pleistocene climate noise

NASA Astrophysics Data System (ADS)

Meyers, Stephen R.; Hinnov, Linda A.

2010-08-01

Deterministic orbital controls on climate variability are commonly inferred to dominate across timescales of 104-106 years, although some studies have suggested that stochastic processes may be of equal or greater importance. Here we explicitly quantify changes in deterministic orbital processes (forcing and/or pacing) versus stochastic climate processes during the Plio-Pleistocene, via time-frequency analysis of two prominent foraminifera oxygen isotopic stacks. Our results indicate that development of the Northern Hemisphere ice sheet is paralleled by an overall amplification of both deterministic and stochastic climate energy, but their relative dominance is variable. The progression from a more stochastic early Pliocene to a strongly deterministic late Pleistocene is primarily accommodated during two transitory phases of Northern Hemisphere ice sheet growth. This long-term trend is punctuated by “stochastic events,” which we interpret as evidence for abrupt reorganization of the climate system at the initiation and termination of the mid-Pleistocene transition and at the onset of Northern Hemisphere glaciation. In addition to highlighting a complex interplay between deterministic and stochastic climate change during the Plio-Pleistocene, our results support an early onset for Northern Hemisphere glaciation (between 3.5 and 3.7 Ma) and reveal some new characteristics of the orbital signal response, such as the puzzling emergence of 100 ka and 400 ka cyclic climate variability during theoretical eccentricity nodes.

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.

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.

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.

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.

Long-lasting injection of solar energetic electrons into the heliosphere

NASA Astrophysics Data System (ADS)

Dresing, N.; Gómez-Herrero, R.; Heber, B.; Klassen, A.; Temmer, M.; Veronig, A.

2018-05-01

Context. The main sources of solar energetic particle (SEP) events are solar flares and shocks driven by coronal mass ejections (CMEs). While it is generally accepted that energetic protons can be accelerated by shocks, whether or not these shocks can also efficiently accelerate solar energetic electrons is still debated. In this study we present observations of the extremely widespread SEP event of 26 Dec 2013 To the knowledge of the authors, this is the widest longitudinal SEP distribution ever observed together with unusually long-lasting energetic electron anisotropies at all observer positions. Further striking features of the event are long-lasting SEP intensity increases, two distinct SEP components with the second component mainly consisting of high-energy particles, a complex associated coronal activity including a pronounced signature of a shock in radio type-II observations, and the interaction of two CMEs early in the event. Aims: The observations require a prolonged injection scenario not only for protons but also for electrons. We therefore analyze the data comprehensively to characterize the possible role of the shock for the electron event. Methods: Remote-sensing observations of the complex solar activity are combined with in situ measurements of the particle event. We also apply a graduated cylindrical shell (GCS) model to the coronagraph observations of the two associated CMEs to analyze their interaction. Results: We find that the shock alone is likely not responsible for this extremely wide SEP event. Therefore we propose a scenario of trapped energetic particles inside the CME-CME interaction region which undergo further acceleration due to the shock propagating through this region, stochastic acceleration, or ongoing reconnection processes inside the interaction region. The origin of the second component of the SEP event is likely caused by a sudden opening of the particle trap.

Stochastic flow shop scheduling of overlapping jobs on tandem machines in application to optimizing the US Army's deliberate nuclear, biological, and chemical decontamination process, (final report). Master's thesis

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

Novikov, V.

1991-05-01

The U.S. Army's detailed equipment decontamination process is a stochastic flow shop which has N independent non-identical jobs (vehicles) which have overlapping processing times. This flow shop consists of up to six non-identical machines (stations). With the exception of one station, the processing times of the jobs are random variables. Based on an analysis of the processing times, the jobs for the 56 Army heavy division companies were scheduled according to the best shortest expected processing time - longest expected processing time (SEPT-LEPT) sequence. To assist in this scheduling the Gap Comparison Heuristic was developed to select the best SEPT-LEPTmore » schedule. This schedule was then used in balancing the detailed equipment decon line in order to find the best possible site configuration subject to several constraints. The detailed troop decon line, in which all jobs are independent and identically distributed, was then balanced. Lastly, an NBC decon optimization computer program was developed using the scheduling and line balancing results. This program serves as a prototype module for the ANBACIS automated NBC decision support system.... Decontamination, Stochastic flow shop, Scheduling, Stochastic scheduling, Minimization of the makespan, SEPT-LEPT Sequences, Flow shop line balancing, ANBACIS.« less

Unified picture of strong-coupling stochastic thermodynamics and time reversals

NASA Astrophysics Data System (ADS)

Aurell, Erik

2018-04-01

Strong-coupling statistical thermodynamics is formulated as the Hamiltonian dynamics of an observed system interacting with another unobserved system (a bath). It is shown that the entropy production functional of stochastic thermodynamics, defined as the log ratio of forward and backward system path probabilities, is in a one-to-one relation with the log ratios of the joint initial conditions of the system and the bath. A version of strong-coupling statistical thermodynamics where the system-bath interaction vanishes at the beginning and at the end of a process is, as is also weak-coupling stochastic thermodynamics, related to the bath initially in equilibrium by itself. The heat is then the change of bath energy over the process, and it is discussed when this heat is a functional of the system history alone. The version of strong-coupling statistical thermodynamics introduced by Seifert and Jarzynski is related to the bath initially in conditional equilibrium with respect to the system. This leads to heat as another functional of the system history which needs to be determined by thermodynamic integration. The log ratio of forward and backward system path probabilities in a stochastic process is finally related to log ratios of the initial conditions of a combined system and bath. It is shown that the entropy production formulas of stochastic processes under a general class of time reversals are given by the differences of bath energies in a larger underlying Hamiltonian system. The paper highlights the centrality of time reversal in stochastic thermodynamics, also in the case of strong coupling.

A stochastic diffusion process for Lochner's generalized Dirichlet distribution

DOE PAGES

Bakosi, J.; Ristorcelli, J. R.

2013-10-01

The method of potential solutions of Fokker-Planck equations is used to develop a transport equation for the joint probability of N stochastic variables with Lochner’s generalized Dirichlet distribution as its asymptotic solution. Individual samples of a discrete ensemble, obtained from the system of stochastic differential equations, equivalent to the Fokker-Planck equation developed here, satisfy a unit-sum constraint at all times and ensure a bounded sample space, similarly to the process developed in for the Dirichlet distribution. Consequently, the generalized Dirichlet diffusion process may be used to represent realizations of a fluctuating ensemble of N variables subject to a conservation principle.more » Compared to the Dirichlet distribution and process, the additional parameters of the generalized Dirichlet distribution allow a more general class of physical processes to be modeled with a more general covariance matrix.« less

Stochastic hybrid systems for studying biochemical processes.

PubMed

Singh, Abhyudai; Hespanha, João P

2010-11-13

Many protein and mRNA species occur at low molecular counts within cells, and hence are subject to large stochastic fluctuations in copy numbers over time. Development of computationally tractable frameworks for modelling stochastic fluctuations in population counts is essential to understand how noise at the cellular level affects biological function and phenotype. We show that stochastic hybrid systems (SHSs) provide a convenient framework for modelling the time evolution of population counts of different chemical species involved in a set of biochemical reactions. We illustrate recently developed techniques that allow fast computations of the statistical moments of the population count, without having to run computationally expensive Monte Carlo simulations of the biochemical reactions. Finally, we review different examples from the literature that illustrate the benefits of using SHSs for modelling biochemical processes.

Stochastic reaction-diffusion algorithms for macromolecular crowding

NASA Astrophysics Data System (ADS)

Sturrock, Marc

2016-06-01

Compartment-based (lattice-based) reaction-diffusion algorithms are often used for studying complex stochastic spatio-temporal processes inside cells. In this paper the influence of macromolecular crowding on stochastic reaction-diffusion simulations is investigated. Reaction-diffusion processes are considered on two different kinds of compartmental lattice, a cubic lattice and a hexagonal close packed lattice, and solved using two different algorithms, the stochastic simulation algorithm and the spatiocyte algorithm (Arjunan and Tomita 2010 Syst. Synth. Biol. 4, 35-53). Obstacles (modelling macromolecular crowding) are shown to have substantial effects on the mean squared displacement and average number of molecules in the domain but the nature of these effects is dependent on the choice of lattice, with the cubic lattice being more susceptible to the effects of the obstacles. Finally, improvements for both algorithms are presented.

Valuation of Capabilities and System Architecture Options to Meet Affordability Requirement

DTIC Science & Technology

2014-04-30

is an extension of the historic volatility and trend of the stock using Brownian motion . In finance , the Black-Scholes equation is used to value...the underlying asset whose value is modeled as a stochastic process. In finance , the underlying asset is a tradeable stock and the stochastic process

On a Result for Finite Markov Chains

ERIC Educational Resources Information Center

Kulathinal, Sangita; Ghosh, Lagnojita

2006-01-01

In an undergraduate course on stochastic processes, Markov chains are discussed in great detail. Textbooks on stochastic processes provide interesting properties of finite Markov chains. This note discusses one such property regarding the number of steps in which a state is reachable or accessible from another state in a finite Markov chain with M…

Stochastic resonance effects reveal the neural mechanisms of transcranial magnetic stimulation

PubMed Central

Schwarzkopf, Dietrich Samuel; Silvanto, Juha; Rees, Geraint

2011-01-01

Transcranial magnetic stimulation (TMS) is a popular method for studying causal relationships between neural activity and behavior. However its mode of action remains controversial, and so far there is no framework to explain its wide range of facilitatory and inhibitory behavioral effects. While some theoretical accounts suggests that TMS suppresses neuronal processing, other competing accounts propose that the effects of TMS result from the addition of noise to neuronal processing. Here we exploited the stochastic resonance phenomenon to distinguish these theoretical accounts and determine how TMS affects neuronal processing. Specifically, we showed that online TMS can induce stochastic resonance in the human brain. At low intensity, TMS facilitated the detection of weak motion signals but with higher TMS intensities and stronger motion signals we found only impairment in detection. These findings suggest that TMS acts by adding noise to neuronal processing, at least in an online TMS protocol. Importantly, such stochastic resonance effects may also explain why TMS parameters that under normal circumstances impair behavior, can induce behavioral facilitations when the stimulated area is in an adapted or suppressed state. PMID:21368025

Averaging Principle for the Higher Order Nonlinear Schrödinger Equation with a Random Fast Oscillation

NASA Astrophysics Data System (ADS)

Gao, Peng

2018-06-01

This work concerns the problem associated with averaging principle for a higher order nonlinear Schrödinger equation perturbed by a oscillating term arising as the solution of a stochastic reaction-diffusion equation evolving with respect to the fast time. This model can be translated into a multiscale stochastic partial differential equations. Stochastic averaging principle is a powerful tool for studying qualitative analysis of stochastic dynamical systems with different time-scales. To be more precise, under suitable conditions, we prove that there is a limit process in which the fast varying process is averaged out and the limit process which takes the form of the higher order nonlinear Schrödinger equation is an average with respect to the stationary measure of the fast varying process. Finally, by using the Khasminskii technique we can obtain the rate of strong convergence for the slow component towards the solution of the averaged equation, and as a consequence, the system can be reduced to a single higher order nonlinear Schrödinger equation with a modified coefficient.

Averaging Principle for the Higher Order Nonlinear Schrödinger Equation with a Random Fast Oscillation

NASA Astrophysics Data System (ADS)

Gao, Peng

2018-04-01

This work concerns the problem associated with averaging principle for a higher order nonlinear Schrödinger equation perturbed by a oscillating term arising as the solution of a stochastic reaction-diffusion equation evolving with respect to the fast time. This model can be translated into a multiscale stochastic partial differential equations. Stochastic averaging principle is a powerful tool for studying qualitative analysis of stochastic dynamical systems with different time-scales. To be more precise, under suitable conditions, we prove that there is a limit process in which the fast varying process is averaged out and the limit process which takes the form of the higher order nonlinear Schrödinger equation is an average with respect to the stationary measure of the fast varying process. Finally, by using the Khasminskii technique we can obtain the rate of strong convergence for the slow component towards the solution of the averaged equation, and as a consequence, the system can be reduced to a single higher order nonlinear Schrödinger equation with a modified coefficient.

Global climate impacts of stochastic deep convection parameterization in the NCAR CAM5

DOE PAGES

Wang, Yong; Zhang, Guang J.

2016-09-29

In this paper, the stochastic deep convection parameterization of Plant and Craig (PC) is implemented in the Community Atmospheric Model version 5 (CAM5) to incorporate the stochastic processes of convection into the Zhang-McFarlane (ZM) deterministic deep convective scheme. Its impacts on deep convection, shallow convection, large-scale precipitation and associated dynamic and thermodynamic fields are investigated. Results show that with the introduction of the PC stochastic parameterization, deep convection is decreased while shallow convection is enhanced. The decrease in deep convection is mainly caused by the stochastic process and the spatial averaging of input quantities for the PC scheme. More detrainedmore » liquid water associated with more shallow convection leads to significant increase in liquid water and ice water paths, which increases large-scale precipitation in tropical regions. Specific humidity, relative humidity, zonal wind in the tropics, and precipitable water are all improved. The simulation of shortwave cloud forcing (SWCF) is also improved. The PC stochastic parameterization decreases the global mean SWCF from -52.25 W/m 2 in the standard CAM5 to -48.86 W/m 2, close to -47.16 W/m 2 in observations. The improvement in SWCF over the tropics is due to decreased low cloud fraction simulated by the stochastic scheme. Sensitivity tests of tuning parameters are also performed to investigate the sensitivity of simulated climatology to uncertain parameters in the stochastic deep convection scheme.« less

Global climate impacts of stochastic deep convection parameterization in the NCAR CAM5

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

Wang, Yong; Zhang, Guang J.

In this paper, the stochastic deep convection parameterization of Plant and Craig (PC) is implemented in the Community Atmospheric Model version 5 (CAM5) to incorporate the stochastic processes of convection into the Zhang-McFarlane (ZM) deterministic deep convective scheme. Its impacts on deep convection, shallow convection, large-scale precipitation and associated dynamic and thermodynamic fields are investigated. Results show that with the introduction of the PC stochastic parameterization, deep convection is decreased while shallow convection is enhanced. The decrease in deep convection is mainly caused by the stochastic process and the spatial averaging of input quantities for the PC scheme. More detrainedmore » liquid water associated with more shallow convection leads to significant increase in liquid water and ice water paths, which increases large-scale precipitation in tropical regions. Specific humidity, relative humidity, zonal wind in the tropics, and precipitable water are all improved. The simulation of shortwave cloud forcing (SWCF) is also improved. The PC stochastic parameterization decreases the global mean SWCF from -52.25 W/m 2 in the standard CAM5 to -48.86 W/m 2, close to -47.16 W/m 2 in observations. The improvement in SWCF over the tropics is due to decreased low cloud fraction simulated by the stochastic scheme. Sensitivity tests of tuning parameters are also performed to investigate the sensitivity of simulated climatology to uncertain parameters in the stochastic deep convection scheme.« 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.

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

Online stochastic optimization of radiotherapy patient scheduling.

PubMed

Legrain, Antoine; Fortin, Marie-Andrée; Lahrichi, Nadia; Rousseau, Louis-Martin

2015-06-01

The effective management of a cancer treatment facility for radiation therapy depends mainly on optimizing the use of the linear accelerators. In this project, we schedule patients on these machines taking into account their priority for treatment, the maximum waiting time before the first treatment, and the treatment duration. We collaborate with the Centre Intégré de Cancérologie de Laval to determine the best scheduling policy. Furthermore, we integrate the uncertainty related to the arrival of patients at the center. We develop a hybrid method combining stochastic optimization and online optimization to better meet the needs of central planning. We use information on the future arrivals of patients to provide an accurate picture of the expected utilization of resources. Results based on real data show that our method outperforms the policies typically used in treatment centers.

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

Siddiqui, Afzal; Marnay, Chris

This paper examines a California-based microgrid s decision to invest in a distributed generation (DG) unit that operates on natural gas. While the long-term natural gas generation cost is stochastic, we initially assume that the microgrid may purchase electricity at a fixed retail rate from its utility. Using the real options approach, we find natural gas generating cost thresholds that trigger DG investment. Furthermore, the consideration of operational flexibility by the microgrid accelerates DG investment, while the option to disconnect entirely from the utility is not attractive. By allowing the electricity price to be stochastic, we next determine an investmentmore » threshold boundary and find that high electricity price volatility relative to that of natural gas generating cost delays investment while simultaneously increasing the value of the investment. We conclude by using this result to find the implicit option value of the DG unit.« less

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.

On the use of reverse Brownian motion to accelerate hybrid simulations

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

Bakarji, Joseph; Tartakovsky, Daniel M., E-mail: tartakovsky@stanford.edu

Multiscale and multiphysics simulations are two rapidly developing fields of scientific computing. Efficient coupling of continuum (deterministic or stochastic) constitutive solvers with their discrete (stochastic, particle-based) counterparts is a common challenge in both kinds of simulations. We focus on interfacial, tightly coupled simulations of diffusion that combine continuum and particle-based solvers. The latter employs the reverse Brownian motion (rBm), a Monte Carlo approach that allows one to enforce inhomogeneous Dirichlet, Neumann, or Robin boundary conditions and is trivially parallelizable. We discuss numerical approaches for improving the accuracy of rBm in the presence of inhomogeneous Neumann boundary conditions and alternative strategiesmore » for coupling the rBm solver with its continuum counterpart. Numerical experiments are used to investigate the convergence, stability, and computational efficiency of the proposed hybrid algorithm.« less

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.

Stochastic simulation by image quilting of process-based geological models

NASA Astrophysics Data System (ADS)

Hoffimann, Júlio; Scheidt, Céline; Barfod, Adrian; Caers, Jef

2017-09-01

Process-based modeling offers a way to represent realistic geological heterogeneity in subsurface models. The main limitation lies in conditioning such models to data. Multiple-point geostatistics can use these process-based models as training images and address the data conditioning problem. In this work, we further develop image quilting as a method for 3D stochastic simulation capable of mimicking the realism of process-based geological models with minimal modeling effort (i.e. parameter tuning) and at the same time condition them to a variety of data. In particular, we develop a new probabilistic data aggregation method for image quilting that bypasses traditional ad-hoc weighting of auxiliary variables. In addition, we propose a novel criterion for template design in image quilting that generalizes the entropy plot for continuous training images. The criterion is based on the new concept of voxel reuse-a stochastic and quilting-aware function of the training image. We compare our proposed method with other established simulation methods on a set of process-based training images of varying complexity, including a real-case example of stochastic simulation of the buried-valley groundwater system in Denmark.

Exploring empirical rank-frequency distributions longitudinally through a simple stochastic process.

PubMed

Finley, Benjamin J; Kilkki, Kalevi

2014-01-01

The frequent appearance of empirical rank-frequency laws, such as Zipf's law, in a wide range of domains reinforces the importance of understanding and modeling these laws and rank-frequency distributions in general. In this spirit, we utilize a simple stochastic cascade process to simulate several empirical rank-frequency distributions longitudinally. We focus especially on limiting the process's complexity to increase accessibility for non-experts in mathematics. The process provides a good fit for many empirical distributions because the stochastic multiplicative nature of the process leads to an often observed concave rank-frequency distribution (on a log-log scale) and the finiteness of the cascade replicates real-world finite size effects. Furthermore, we show that repeated trials of the process can roughly simulate the longitudinal variation of empirical ranks. However, we find that the empirical variation is often less that the average simulated process variation, likely due to longitudinal dependencies in the empirical datasets. Finally, we discuss the process limitations and practical applications.

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

NASA Astrophysics Data System (ADS)

Horowitz, Jordan M.

2015-07-01

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

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

PubMed

Horowitz, Jordan M

2015-07-28

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

Asymmetric and Stochastic Behavior in Magnetic Vortices Studied by Soft X-ray Microscopy

NASA Astrophysics Data System (ADS)

Im, Mi-Young

Asymmetry and stochasticity in spin processes are not only long-standing fundamental issues but also highly relevant to technological applications of nanomagnetic structures to memory and storage nanodevices. Those nontrivial phenomena have been studied by direct imaging of spin structures in magnetic vortices utilizing magnetic transmission soft x-ray microscopy (BL6.1.2 at ALS). Magnetic vortices have attracted enormous scientific interests due to their fascinating spin structures consisting of circularity rotating clockwise (c = + 1) or counter-clockwise (c = -1) and polarity pointing either up (p = + 1) or down (p = -1). We observed a symmetry breaking in the formation process of vortex structures in circular permalloy (Ni80Fe20) disks. The generation rates of two different vortex groups with the signature of cp = + 1 and cp =-1 are completely asymmetric. The asymmetric nature was interpreted to be triggered by ``intrinsic'' Dzyaloshinskii-Moriya interaction (DMI) arising from the spin-orbit coupling due to the lack of inversion symmetry near the disk surface and ``extrinsic'' factors such as roughness and defects. We also investigated the stochastic behavior of vortex creation in the arrays of asymmetric disks. The stochasticity was found to be very sensitive to the geometry of disk arrays, particularly interdisk distance. The experimentally observed phenomenon couldn't be explained by thermal fluctuation effect, which has been considered as a main reason for the stochastic behavior in spin processes. We demonstrated for the first time that the ultrafast dynamics at the early stage of vortex creation, which has a character of classical chaos significantly affects the stochastic nature observed at the steady state in asymmetric disks. This work provided the new perspective of dynamics as a critical factor contributing to the stochasticity in spin processes and also the possibility for the control of the intrinsic stochastic nature by optimizing the design of asymmetric disk arrays. This work was supported by the Director, Office of Science, Office of Basic Energy Sciences, of the U.S. Department of Energy under Contract No. DE-AC02-05CH11231, by Leading Foreign Research Institute Recruitment Program through the NRF.

Stochastic scheduling on a repairable manufacturing system

NASA Astrophysics Data System (ADS)

Li, Wei; Cao, Jinhua

1995-08-01

In this paper, we consider some stochastic scheduling problems with a set of stochastic jobs on a manufacturing system with a single machine that is subject to multiple breakdowns and repairs. When the machine processing a job fails, the job processing must restart some time later when the machine is repaired. For this typical manufacturing system, we find the optimal policies that minimize the following objective functions: (1) the weighed sum of the completion times; (2) the weighed number of late jobs having constant due dates; (3) the weighted number of late jobs having random due dates exponentially distributed, which generalize some previous results.

Conference on Stochastic Processes and Their Applications (12th) held at Ithaca, New York on 11-15 Jul 83,

DTIC Science & Technology

1983-07-15

RD- R136 626 CONFERENCE ON STOCHASTIC PROCESSES AND THEIR APPLICATIONS (12TH> JULY 11 15 1983 ITHACA NEW YORK(U) CORNELL UNIV ITHACA NY 15 JUL 83...oscillator phase Instability" 2t53 - 3s15 p.m. M.N. GOPALAN, Indian Institute of Technoloy, Bombay "Cost benefit analysis of systems subject to inspection...p.m. W. KLIEDANN, Univ. Bremen, Fed. Rep. Germany "Controllability of stochastic systems 8sO0 - lOsO0 p.m. RECEPTION Johnson Art Museum ’q % , t

Variational processes and stochastic versions of mechanics

NASA Astrophysics Data System (ADS)

Zambrini, J. C.

1986-09-01

The dynamical structure of any reasonable stochastic version of classical mechanics is investigated, including the version created by Nelson [E. Nelson, Quantum Fluctuations (Princeton U.P., Princeton, NJ, 1985); Phys. Rev. 150, 1079 (1966)] for the description of quantum phenomena. Two different theories result from this common structure. One of them is the imaginary time version of Nelson's theory, whose existence was unknown, and yields a radically new probabilistic interpretation of the heat equation. The existence and uniqueness of all the involved stochastic processes is shown under conditions suggested by the variational approach of Yasue [K. Yasue, J. Math. Phys. 22, 1010 (1981)].

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

PubMed Central

Palmer, Tim N.; O’Shea, Michael

2015-01-01

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

Stochastic analysis of multiphase flow in porous media: II. Numerical simulations

NASA Astrophysics Data System (ADS)

Abin, A.; Kalurachchi, J. J.; Kemblowski, M. W.; Chang, C.-M.

1996-08-01

The first paper (Chang et al., 1995b) of this two-part series described the stochastic analysis using spectral/perturbation approach to analyze steady state two-phase (water and oil) flow in a, liquid-unsaturated, three fluid-phase porous medium. In this paper, the results between the numerical simulations and closed-form expressions obtained using the perturbation approach are compared. We present the solution to the one-dimensional, steady-state oil and water flow equations. The stochastic input processes are the spatially correlated logk where k is the intrinsic permeability and the soil retention parameter, α. These solutions are subsequently used in the numerical simulations to estimate the statistical properties of the key output processes. The comparison between the results of the perturbation analysis and numerical simulations showed a good agreement between the two methods over a wide range of logk variability with three different combinations of input stochastic processes of logk and soil parameter α. The results clearly demonstrated the importance of considering the spatial variability of key subsurface properties under a variety of physical scenarios. The variability of both capillary pressure and saturation is affected by the type of input stochastic process used to represent the spatial variability. The results also demonstrated the applicability of perturbation theory in predicting the system variability and defining effective fluid properties through the ergodic assumption.

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.

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.

Materials Knowledge Systems in Python - A Data Science Framework for Accelerated Development of Hierarchical Materials.

PubMed

Brough, David B; Wheeler, Daniel; Kalidindi, Surya R

2017-03-01

There is a critical need for customized analytics that take into account the stochastic nature of the internal structure of materials at multiple length scales in order to extract relevant and transferable knowledge. Data driven Process-Structure-Property (PSP) linkages provide systemic, modular and hierarchical framework for community driven curation of materials knowledge, and its transference to design and manufacturing experts. The Materials Knowledge Systems in Python project (PyMKS) is the first open source materials data science framework that can be used to create high value PSP linkages for hierarchical materials that can be leveraged by experts in materials science and engineering, manufacturing, machine learning and data science communities. This paper describes the main functions available from this repository, along with illustrations of how these can be accessed, utilized, and potentially further refined by the broader community of researchers.

Materials Knowledge Systems in Python - A Data Science Framework for Accelerated Development of Hierarchical Materials

PubMed Central

Brough, David B; Wheeler, Daniel; Kalidindi, Surya R.

2017-01-01

There is a critical need for customized analytics that take into account the stochastic nature of the internal structure of materials at multiple length scales in order to extract relevant and transferable knowledge. Data driven Process-Structure-Property (PSP) linkages provide systemic, modular and hierarchical framework for community driven curation of materials knowledge, and its transference to design and manufacturing experts. The Materials Knowledge Systems in Python project (PyMKS) is the first open source materials data science framework that can be used to create high value PSP linkages for hierarchical materials that can be leveraged by experts in materials science and engineering, manufacturing, machine learning and data science communities. This paper describes the main functions available from this repository, along with illustrations of how these can be accessed, utilized, and potentially further refined by the broader community of researchers. PMID:28690971

Relative Roles of Deterministic and Stochastic Processes in Driving the Vertical Distribution of Bacterial Communities in a Permafrost Core from the Qinghai-Tibet Plateau, China.

PubMed

Hu, Weigang; Zhang, Qi; Tian, Tian; Li, Dingyao; Cheng, Gang; Mu, Jing; Wu, Qingbai; Niu, Fujun; Stegen, James C; An, Lizhe; Feng, Huyuan

2015-01-01

Understanding the processes that influence the structure of biotic communities is one of the major ecological topics, and both stochastic and deterministic processes are expected to be at work simultaneously in most communities. Here, we investigated the vertical distribution patterns of bacterial communities in a 10-m-long soil core taken within permafrost of the Qinghai-Tibet Plateau. To get a better understanding of the forces that govern these patterns, we examined the diversity and structure of bacterial communities, and the change in community composition along the vertical distance (spatial turnover) from both taxonomic and phylogenetic perspectives. Measures of taxonomic and phylogenetic beta diversity revealed that bacterial community composition changed continuously along the soil core, and showed a vertical distance-decay relationship. Multiple stepwise regression analysis suggested that bacterial alpha diversity and phylogenetic structure were strongly correlated with soil conductivity and pH but weakly correlated with depth. There was evidence that deterministic and stochastic processes collectively drived bacterial vertically-structured pattern. Bacterial communities in five soil horizons (two originated from the active layer and three from permafrost) of the permafrost core were phylogenetically random, indicator of stochastic processes. However, we found a stronger effect of deterministic processes related to soil pH, conductivity, and organic carbon content that were structuring the bacterial communities. We therefore conclude that the vertical distribution of bacterial communities was governed primarily by deterministic ecological selection, although stochastic processes were also at work. Furthermore, the strong impact of environmental conditions (for example, soil physicochemical parameters and seasonal freeze-thaw cycles) on these communities underlines the sensitivity of permafrost microorganisms to climate change and potentially subsequent permafrost thaw.

Relative Roles of Deterministic and Stochastic Processes in Driving the Vertical Distribution of Bacterial Communities in a Permafrost Core from the Qinghai-Tibet Plateau, China

PubMed Central

Tian, Tian; Li, Dingyao; Cheng, Gang; Mu, Jing; Wu, Qingbai; Niu, Fujun; Stegen, James C.; An, Lizhe; Feng, Huyuan

2015-01-01

Understanding the processes that influence the structure of biotic communities is one of the major ecological topics, and both stochastic and deterministic processes are expected to be at work simultaneously in most communities. Here, we investigated the vertical distribution patterns of bacterial communities in a 10-m-long soil core taken within permafrost of the Qinghai-Tibet Plateau. To get a better understanding of the forces that govern these patterns, we examined the diversity and structure of bacterial communities, and the change in community composition along the vertical distance (spatial turnover) from both taxonomic and phylogenetic perspectives. Measures of taxonomic and phylogenetic beta diversity revealed that bacterial community composition changed continuously along the soil core, and showed a vertical distance-decay relationship. Multiple stepwise regression analysis suggested that bacterial alpha diversity and phylogenetic structure were strongly correlated with soil conductivity and pH but weakly correlated with depth. There was evidence that deterministic and stochastic processes collectively drived bacterial vertically-structured pattern. Bacterial communities in five soil horizons (two originated from the active layer and three from permafrost) of the permafrost core were phylogenetically random, indicator of stochastic processes. However, we found a stronger effect of deterministic processes related to soil pH, conductivity, and organic carbon content that were structuring the bacterial communities. We therefore conclude that the vertical distribution of bacterial communities was governed primarily by deterministic ecological selection, although stochastic processes were also at work. Furthermore, the strong impact of environmental conditions (for example, soil physicochemical parameters and seasonal freeze-thaw cycles) on these communities underlines the sensitivity of permafrost microorganisms to climate change and potentially subsequent permafrost thaw. PMID:26699734

Simulations of Technology-Induced and Crisis-Led Stochastic and Chaotic Fluctuations in Higher Education Processes: A Model and a Case Study for Performance and Expected Employment

ERIC Educational Resources Information Center

Ahmet, Kara

2015-01-01

This paper presents a simple model of the provision of higher educational services that considers and exemplifies nonlinear, stochastic, and potentially chaotic processes. I use the methods of system dynamics to simulate these processes in the context of a particular sociologically interesting case, namely that of the Turkish higher education…

General Results in Optimal Control of Discrete-Time Nonlinear Stochastic Systems

DTIC Science & Technology

1988-01-01

P. J. McLane, "Optimal Stochastic Control of Linear System. with State- and Control-Dependent Distur- bances," ZEEE Trans. 4uto. Contr., Vol. 16, No...Vol. 45, No. 1, pp. 359-362, 1987 (9] R. R. Mohler and W. J. Kolodziej, "An Overview of Stochastic Bilinear Control Processes," ZEEE Trans. Syst...34 J. of Math. anal. App.:, Vol. 47, pp. 156-161, 1974 [14) E. Yaz, "A Control Scheme for a Class of Discrete Nonlinear Stochastic Systems," ZEEE Trans

Effective stochastic generator with site-dependent interactions

NASA Astrophysics Data System (ADS)

Khamehchi, Masoumeh; Jafarpour, Farhad H.

2017-11-01

It is known that the stochastic generators of effective processes associated with the unconditioned dynamics of rare events might consist of non-local interactions; however, it can be shown that there are special cases for which these generators can include local interactions. In this paper, we investigate this possibility by considering systems of classical particles moving on a one-dimensional lattice with open boundaries. The particles might have hard-core interactions similar to the particles in an exclusion process, or there can be many arbitrary particles at a single site in a zero-range process. Assuming that the interactions in the original process are local and site-independent, we will show that under certain constraints on the microscopic reaction rules, the stochastic generator of an unconditioned process can be local but site-dependent. As two examples, the asymmetric zero-temperature Glauber model and the A-model with diffusion are presented and studied under the above-mentioned constraints.

Study on Stationarity of Random Load Spectrum Based on the Special Road

NASA Astrophysics Data System (ADS)

Yan, Huawen; Zhang, Weigong; Wang, Dong

2017-09-01

In the special road quality assessment method, there is a method using a wheel force sensor, the essence of this method is collecting the load spectrum of the car to reflect the quality of road. According to the definition of stochastic process, it is easy to find that the load spectrum is a stochastic process. However, the analysis method and application range of different random processes are very different, especially in engineering practice, which will directly affect the design and development of the experiment. Therefore, determining the type of a random process has important practical significance. Based on the analysis of the digital characteristics of road load spectrum, this paper determines that the road load spectrum in this experiment belongs to a stationary stochastic process, paving the way for the follow-up modeling and feature extraction of the special road.

A Stochastic Detection and Retrieval Model for the Study of Metacognition

ERIC Educational Resources Information Center

Jang, Yoonhee; Wallsten, Thomas S.; Huber, David E.

2012-01-01

We present a signal detection-like model termed the stochastic detection and retrieval model (SDRM) for use in studying metacognition. Focusing on paradigms that relate retrieval (e.g., recall or recognition) and confidence judgments, the SDRM measures (1) variance in the retrieval process, (2) variance in the confidence process, (3) the extent to…

Stochastic processes, estimation theory and image enhancement

NASA Technical Reports Server (NTRS)

Assefi, T.

1978-01-01

An introductory account of stochastic processes, estimation theory, and image enhancement is presented. The book is primarily intended for first-year graduate students and practicing engineers and scientists whose work requires an acquaintance with the theory. Fundamental concepts of probability were reviewed that are required to support the main topics. The appendices discuss the remaining mathematical background.

Stochastic Multiscale Analysis and Design of Engine Disks

DTIC Science & Technology

2010-07-28

shown recently to fail when used with data-driven non-linear stochastic input models (KPCA, IsoMap, etc.). Need for scalable exascale computing algorithms Materials Process Design and Control Laboratory Cornell University

Transcriptional dynamics with time-dependent reaction rates

NASA Astrophysics Data System (ADS)

Nandi, Shubhendu; Ghosh, Anandamohan

2015-02-01

Transcription is the first step in the process of gene regulation that controls cell response to varying environmental conditions. Transcription is a stochastic process, involving synthesis and degradation of mRNAs, that can be modeled as a birth-death process. We consider a generic stochastic model, where the fluctuating environment is encoded in the time-dependent reaction rates. We obtain an exact analytical expression for the mRNA probability distribution and are able to analyze the response for arbitrary time-dependent protocols. Our analytical results and stochastic simulations confirm that the transcriptional machinery primarily act as a low-pass filter. We also show that depending on the system parameters, the mRNA levels in a cell population can show synchronous/asynchronous fluctuations and can deviate from Poisson statistics.

Machine learning for inverse lithography: using stochastic gradient descent for robust photomask synthesis

NASA Astrophysics Data System (ADS)

Jia, Ningning; Y Lam, Edmund

2010-04-01

Inverse lithography technology (ILT) synthesizes photomasks by solving an inverse imaging problem through optimization of an appropriate functional. Much effort on ILT is dedicated to deriving superior masks at a nominal process condition. However, the lower k1 factor causes the mask to be more sensitive to process variations. Robustness to major process variations, such as focus and dose variations, is desired. In this paper, we consider the focus variation as a stochastic variable, and treat the mask design as a machine learning problem. The stochastic gradient descent approach, which is a useful tool in machine learning, is adopted to train the mask design. Compared with previous work, simulation shows that the proposed algorithm is effective in producing robust masks.

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.

430th Brookhaven Lecture

ScienceCinema

Mike Blaskiewicz

2017-12-09

RHIC's current collision rate, known as luminosity, stands at thousands per second. But RHIC physicists want more. One approach to achieving a higher collision rate is known as stochastic cooling. In simple terms, this "cooling" helps keep the gold nuclei that make up RHIC's beams from spreading out. Though this approach has been used in specialized, low energy accelerators, it has never been made to work at high energy or with tightly bunched beams, until now.

Exploring Empirical Rank-Frequency Distributions Longitudinally through a Simple Stochastic Process

PubMed Central

Finley, Benjamin J.; Kilkki, Kalevi

2014-01-01

The frequent appearance of empirical rank-frequency laws, such as Zipf’s law, in a wide range of domains reinforces the importance of understanding and modeling these laws and rank-frequency distributions in general. In this spirit, we utilize a simple stochastic cascade process to simulate several empirical rank-frequency distributions longitudinally. We focus especially on limiting the process’s complexity to increase accessibility for non-experts in mathematics. The process provides a good fit for many empirical distributions because the stochastic multiplicative nature of the process leads to an often observed concave rank-frequency distribution (on a log-log scale) and the finiteness of the cascade replicates real-world finite size effects. Furthermore, we show that repeated trials of the process can roughly simulate the longitudinal variation of empirical ranks. However, we find that the empirical variation is often less that the average simulated process variation, likely due to longitudinal dependencies in the empirical datasets. Finally, we discuss the process limitations and practical applications. PMID:24755621

Hidden symmetries and equilibrium properties of multiplicative white-noise stochastic processes

NASA Astrophysics Data System (ADS)

González Arenas, Zochil; Barci, Daniel G.

2012-12-01

Multiplicative white-noise stochastic processes continue to attract attention in a wide area of scientific research. The variety of prescriptions available for defining them makes the development of general tools for their characterization difficult. In this work, we study equilibrium properties of Markovian multiplicative white-noise processes. For this, we define the time reversal transformation for such processes, taking into account that the asymptotic stationary probability distribution depends on the prescription. Representing the stochastic process in a functional Grassmann formalism, we avoid the necessity of fixing a particular prescription. In this framework, we analyze equilibrium properties and study hidden symmetries of the process. We show that, using a careful definition of the equilibrium distribution and taking into account the appropriate time reversal transformation, usual equilibrium properties are satisfied for any prescription. Finally, we present a detailed deduction of a covariant supersymmetric formulation of a multiplicative Markovian white-noise process and study some of the constraints that it imposes on correlation functions using Ward-Takahashi identities.

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.

IOTA (Integrable Optics Test Accelerator): facility and experimental beam physics program

NASA Astrophysics Data System (ADS)

Antipov, S.; Broemmelsiek, D.; Bruhwiler, D.; Edstrom, D.; Harms, E.; Lebedev, V.; Leibfritz, J.; Nagaitsev, S.; Park, C. S.; Piekarz, H.; Piot, P.; Prebys, E.; Romanov, A.; Ruan, J.; Sen, T.; Stancari, G.; Thangaraj, C.; Thurman-Keup, R.; Valishev, A.; Shiltsev, V.

2017-03-01

The Integrable Optics Test Accelerator (IOTA) is a storage ring for advanced beam physics research currently being built and commissioned at Fermilab. It will operate with protons and electrons using injectors with momenta of 70 and 150 MeV/c, respectively. The research program includes the study of nonlinear focusing integrable optical beam lattices based on special magnets and electron lenses, beam dynamics of space-charge effects and their compensation, optical stochastic cooling, and several other experiments. In this article, we present the design and main parameters of the facility, outline progress to date and provide the timeline of the construction, commissioning and research. The physical principles, design, and hardware implementation plans for the major IOTA experiments are also discussed.

Optimal regulation in systems with stochastic time sampling

NASA Technical Reports Server (NTRS)

Montgomery, R. C.; Lee, P. S.

1980-01-01

An optimal control theory that accounts for stochastic variable time sampling in a distributed microprocessor based flight control system is presented. The theory is developed by using a linear process model for the airplane dynamics and the information distribution process is modeled as a variable time increment process where, at the time that information is supplied to the control effectors, the control effectors know the time of the next information update only in a stochastic sense. An optimal control problem is formulated and solved for the control law that minimizes the expected value of a quadratic cost function. The optimal cost obtained with a variable time increment Markov information update process where the control effectors know only the past information update intervals and the Markov transition mechanism is almost identical to that obtained with a known and uniform information update interval.

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.

Improved PPP Ambiguity Resolution Considering the Stochastic Characteristics of Atmospheric Corrections from Regional Networks

PubMed Central

Li, Yihe; Li, Bofeng; Gao, Yang

2015-01-01

With the increased availability of regional reference networks, Precise Point Positioning (PPP) can achieve fast ambiguity resolution (AR) and precise positioning by assimilating the satellite fractional cycle biases (FCBs) and atmospheric corrections derived from these networks. In such processing, the atmospheric corrections are usually treated as deterministic quantities. This is however unrealistic since the estimated atmospheric corrections obtained from the network data are random and furthermore the interpolated corrections diverge from the realistic corrections. This paper is dedicated to the stochastic modelling of atmospheric corrections and analyzing their effects on the PPP AR efficiency. The random errors of the interpolated corrections are processed as two components: one is from the random errors of estimated corrections at reference stations, while the other arises from the atmospheric delay discrepancies between reference stations and users. The interpolated atmospheric corrections are then applied by users as pseudo-observations with the estimated stochastic model. Two data sets are processed to assess the performance of interpolated corrections with the estimated stochastic models. The results show that when the stochastic characteristics of interpolated corrections are properly taken into account, the successful fix rate reaches 93.3% within 5 min for a medium inter-station distance network and 80.6% within 10 min for a long inter-station distance network. PMID:26633400

Improved PPP Ambiguity Resolution Considering the Stochastic Characteristics of Atmospheric Corrections from Regional Networks.

PubMed

Li, Yihe; Li, Bofeng; Gao, Yang

2015-11-30

With the increased availability of regional reference networks, Precise Point Positioning (PPP) can achieve fast ambiguity resolution (AR) and precise positioning by assimilating the satellite fractional cycle biases (FCBs) and atmospheric corrections derived from these networks. In such processing, the atmospheric corrections are usually treated as deterministic quantities. This is however unrealistic since the estimated atmospheric corrections obtained from the network data are random and furthermore the interpolated corrections diverge from the realistic corrections. This paper is dedicated to the stochastic modelling of atmospheric corrections and analyzing their effects on the PPP AR efficiency. The random errors of the interpolated corrections are processed as two components: one is from the random errors of estimated corrections at reference stations, while the other arises from the atmospheric delay discrepancies between reference stations and users. The interpolated atmospheric corrections are then applied by users as pseudo-observations with the estimated stochastic model. Two data sets are processed to assess the performance of interpolated corrections with the estimated stochastic models. The results show that when the stochastic characteristics of interpolated corrections are properly taken into account, the successful fix rate reaches 93.3% within 5 min for a medium inter-station distance network and 80.6% within 10 min for a long inter-station distance network.

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.

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

Extracting features of Gaussian self-similar stochastic processes via the Bandt-Pompe approach.

PubMed

Rosso, O A; Zunino, L; Pérez, D G; Figliola, A; Larrondo, H A; Garavaglia, M; Martín, M T; Plastino, A

2007-12-01

By recourse to appropriate information theory quantifiers (normalized Shannon entropy and Martín-Plastino-Rosso intensive statistical complexity measure), we revisit the characterization of Gaussian self-similar stochastic processes from a Bandt-Pompe viewpoint. We show that the ensuing approach exhibits considerable advantages with respect to other treatments. In particular, clear quantifiers gaps are found in the transition between the continuous processes and their associated noises.

The electrical conductance growth of a metallic granular packing

NASA Astrophysics Data System (ADS)

Jakšić, Zorica M.; Cvetković, Milica; Šćepanović, Julija R.; Lončarević, Ivana; Budinski-Petković, Ljuba; Vrhovac, Slobodan B.

2017-06-01

We report on measurements of the electrical conductivity on a two-dimensional packing of metallic disks when a stable current of 1 mA flows through the system. At low applied currents, the conductance σ is found to increase by a pattern σ( t) = σ ∞ - Δσ E α [ - ( t/ τ) α ], where E α denotes the Mittag-Leffler function of order α ∈ (0,1). By changing the inclination angle θ of the granular bed from horizontal, we have studied the impact of the effective gravitational acceleration g e ff = gsin θ on the relaxation features of the conductance σ( t). The characteristic timescale τ is found to grow when effective gravity g e ff decreases. By changing both the distance between the electrodes and the number of grains in the packing, we have shown that the long term resistance decay observed in the experiment is related to local micro-contacts rearrangements at each disk. By focusing on the electro-mechanical processes that allow both creation and breakdown of micro-contacts between two disks, we present an approach to granular conduction based on subordination of stochastic processes. In order to imitate, in a very simplified way, the conduction dynamics of granular material at low currents, we impose that the micro-contacts at the interface switch stochastically between two possible states, "on" and "off", characterizing the conductivity of the micro-contact. We assume that the time intervals between the consecutive changes of state are governed by a certain waiting-time distribution. It is demonstrated how the microscopic random dynamics regarding the micro-contacts leads to the macroscopic observation of slow conductance growth, described by an exact fractional kinetic equations.

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

PubMed

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

2015-03-17

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

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

PubMed Central

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

2015-01-01

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

Non-linear dynamic characteristics and optimal control of giant magnetostrictive film subjected to in-plane stochastic excitation

NASA Astrophysics Data System (ADS)

Zhu, Z. W.; Zhang, W. D.; Xu, J.

2014-03-01

The non-linear dynamic characteristics and optimal control of a giant magnetostrictive film (GMF) subjected to in-plane stochastic excitation were studied. Non-linear differential items were introduced to interpret the hysteretic phenomena of the GMF, and the non-linear dynamic model of the GMF subjected to in-plane stochastic excitation was developed. The stochastic stability was analysed, and the probability density function was obtained. The condition of stochastic Hopf bifurcation and noise-induced chaotic response were determined, and the fractal boundary of the system's safe basin was provided. The reliability function was solved from the backward Kolmogorov equation, and an optimal control strategy was proposed in the stochastic dynamic programming method. Numerical simulation shows that the system stability varies with the parameters, and stochastic Hopf bifurcation and chaos appear in the process; the area of the safe basin decreases when the noise intensifies, and the boundary of the safe basin becomes fractal; the system reliability improved through stochastic optimal control. Finally, the theoretical and numerical results were proved by experiments. The results are helpful in the engineering applications of GMF.

Theory and methods for measuring the effective multiplication constant in ADS

NASA Astrophysics Data System (ADS)

Rugama Saez, Yolanda

2001-10-01

In the thesis an absolute measurements technique for the subcriticality determination is presented. The ADS is a hybrid system where a subcritical system is fed by a proton accelerator. There are different proposals to define an ADS, one is to use plutonium and minor actinides from power plants waste as fuel to be transmuted into non radioactive isotopes (transmuter/burner, ATW). Another proposal is to use a Th232-U233 cycle (Energy Amplifier), being that thorium is an interesting and abundant fertile isotope. The development of accelerator driven systems (ADS) requires the development of methods to monitor and control the subcriticality of this kind of system without interfering with its normal operation mode. With this finality, we have applied noise analysis techniques that allow us to characterise the system when it is operating. The method presented in this thesis is based on the stochastic neutron and photon transport theory that can be implemented by presently available neutron/photon transport codes. In this work, first we analyse the stochastic transport theory which has been applied to define a parameter to determine the subcritical reactivity monitoring measurements. Finally we give the main limitations and recommendations for these subcritical monitoring methodology. As a result of the theoretical methodology, done in the first part of this thesis, a monitoring measurement technique has been developed and verified using two coupled Monte Carlo programs. The first one, LAHET, simulates the spallation collisions and the high energy transport and the other, MCNP-DSP, is used to estimate the counting statistics from a neutron/photon ray counter in a fissile system, as well as the transport for neutron with energies less than 20 MeV. From the coupling of both codes we developed the LAHET/MCNP-DSP code which, has the capability to simulate the total process in the ADS from the proton interaction to the signal detector processing. In these simulations, we compute the cross power spectral densities between pairs of detectors located inside the system which, is defined as the measured parameter. From the comparison of the theoretical predictions with the Monte Carlo simulations, we obtain some practical and simple methods to determine the system multiplication constant. (Abstract shortened by UMI.)

1/f Noise from nonlinear stochastic differential equations.

PubMed

Ruseckas, J; Kaulakys, B

2010-03-01

We consider a class of nonlinear stochastic differential equations, giving the power-law behavior of the power spectral density in any desirably wide range of frequency. Such equations were obtained starting from the point process models of 1/fbeta noise. In this article the power-law behavior of spectrum is derived directly from the stochastic differential equations, without using the point process models. The analysis reveals that the power spectrum may be represented as a sum of the Lorentzian spectra. Such a derivation provides additional justification of equations, expands the class of equations generating 1/fbeta noise, and provides further insights into the origin of 1/fbeta noise.

Information transfer with rate-modulated Poisson processes: a simple model for nonstationary stochastic resonance.

PubMed

Goychuk, I

2001-08-01

Stochastic resonance in a simple model of information transfer is studied for sensory neurons and ensembles of ion channels. An exact expression for the information gain is obtained for the Poisson process with the signal-modulated spiking rate. This result allows one to generalize the conventional stochastic resonance (SR) problem (with periodic input signal) to the arbitrary signals of finite duration (nonstationary SR). Moreover, in the case of a periodic signal, the rate of information gain is compared with the conventional signal-to-noise ratio. The paper establishes the general nonequivalence between both measures notwithstanding their apparent similarity in the limit of weak signals.

Refractory pulse counting processes in stochastic neural computers.

PubMed

McNeill, Dean K; Card, Howard C

2005-03-01

This letter quantitiatively investigates the effect of a temporary refractory period or dead time in the ability of a stochastic Bernoulli processor to record subsequent pulse events, following the arrival of a pulse. These effects can arise in either the input detectors of a stochastic neural network or in subsequent processing. A transient period is observed, which increases with both the dead time and the Bernoulli probability of the dead-time free system, during which the system reaches equilibrium. Unless the Bernoulli probability is small compared to the inverse of the dead time, the mean and variance of the pulse count distributions are both appreciably reduced.

Structured Modeling and Analysis of Stochastic Epidemics with Immigration and Demographic Effects

PubMed Central

Baumann, Hendrik; Sandmann, Werner

2016-01-01

Stochastic epidemics with open populations of variable population sizes are considered where due to immigration and demographic effects the epidemic does not eventually die out forever. The underlying stochastic processes are ergodic multi-dimensional continuous-time Markov chains that possess unique equilibrium probability distributions. Modeling these epidemics as level-dependent quasi-birth-and-death processes enables efficient computations of the equilibrium distributions by matrix-analytic methods. Numerical examples for specific parameter sets are provided, which demonstrates that this approach is particularly well-suited for studying the impact of varying rates for immigration, births, deaths, infection, recovery from infection, and loss of immunity. PMID:27010993

Structured Modeling and Analysis of Stochastic Epidemics with Immigration and Demographic Effects.

PubMed

Baumann, Hendrik; Sandmann, Werner

2016-01-01

Stochastic epidemics with open populations of variable population sizes are considered where due to immigration and demographic effects the epidemic does not eventually die out forever. The underlying stochastic processes are ergodic multi-dimensional continuous-time Markov chains that possess unique equilibrium probability distributions. Modeling these epidemics as level-dependent quasi-birth-and-death processes enables efficient computations of the equilibrium distributions by matrix-analytic methods. Numerical examples for specific parameter sets are provided, which demonstrates that this approach is particularly well-suited for studying the impact of varying rates for immigration, births, deaths, infection, recovery from infection, and loss of immunity.

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.

A Simplified Treatment of Brownian Motion and Stochastic Differential Equations Arising in Financial Mathematics

ERIC Educational Resources Information Center

Parlar, Mahmut

2004-01-01

Brownian motion is an important stochastic process used in modelling the random evolution of stock prices. In their 1973 seminal paper--which led to the awarding of the 1997 Nobel prize in Economic Sciences--Fischer Black and Myron Scholes assumed that the random stock price process is described (i.e., generated) by Brownian motion. Despite its…

Mathematics Education. Selected Papers from the Conference on Stochastic Processes and Their Applications. (15th, Nagoya, Japan, July 2-5, 1985).

ERIC Educational Resources Information Center

Hida, Takeyuki; Shimizu, Akinobu

This volume contains the papers and comments from the Workshop on Mathematics Education, a special session of the 15th Conference on Stochastic Processes and Their Applications, held in Nagoya, Japan, July 2-5, 1985. Topics covered include: (1) probability; (2) statistics; (3) deviation; (4) Japanese mathematics curriculum; (5) statistical…

Quantum stochastic walks on networks for decision-making.

PubMed

Martínez-Martínez, Ismael; Sánchez-Burillo, Eduardo

2016-03-31

Recent experiments report violations of the classical law of total probability and incompatibility of certain mental representations when humans process and react to information. Evidence shows promise of a more general quantum theory providing a better explanation of the dynamics and structure of real decision-making processes than classical probability theory. Inspired by this, we show how the behavioral choice-probabilities can arise as the unique stationary distribution of quantum stochastic walkers on the classical network defined from Luce's response probabilities. This work is relevant because (i) we provide a very general framework integrating the positive characteristics of both quantum and classical approaches previously in confrontation, and (ii) we define a cognitive network which can be used to bring other connectivist approaches to decision-making into the quantum stochastic realm. We model the decision-maker as an open system in contact with her surrounding environment, and the time-length of the decision-making process reveals to be also a measure of the process' degree of interplay between the unitary and irreversible dynamics. Implementing quantum coherence on classical networks may be a door to better integrate human-like reasoning biases in stochastic models for decision-making.

Intrinsic Information Processing and Energy Dissipation in Stochastic Input-Output Dynamical Systems

DTIC Science & Technology

2015-07-09

Crutchfield. Information Anatomy of Stochastic Equilibria, Entropy , (08 2014): 0. doi: 10.3390/e16094713 Virgil Griffith, Edwin Chong, Ryan James...Christopher Ellison, James Crutchfield. Intersection Information Based on Common Randomness, Entropy , (04 2014): 0. doi: 10.3390/e16041985 TOTAL: 5 Number...Learning Group Seminar, Complexity Sciences Center, UC Davis. Korana Burke and Greg Wimsatt (UCD), reviewed PRL “Measurement of Stochastic Entropy

Stochastically gated local and occupation times of a Brownian particle

NASA Astrophysics Data System (ADS)

Bressloff, Paul C.

2017-01-01

We generalize the Feynman-Kac formula to analyze the local and occupation times of a Brownian particle moving in a stochastically gated one-dimensional domain. (i) The gated local time is defined as the amount of time spent by the particle in the neighborhood of a point in space where there is some target that only receives resources from (or detects) the particle when the gate is open; the target does not interfere with the motion of the Brownian particle. (ii) The gated occupation time is defined as the amount of time spent by the particle in the positive half of the real line, given that it can only cross the origin when a gate placed at the origin is open; in the closed state the particle is reflected. In both scenarios, the gate randomly switches between the open and closed states according to a two-state Markov process. We derive a stochastic, backward Fokker-Planck equation (FPE) for the moment-generating function of the two types of gated Brownian functional, given a particular realization of the stochastic gate, and analyze the resulting stochastic FPE using a moments method recently developed for diffusion processes in randomly switching environments. In particular, we obtain dynamical equations for the moment-generating function, averaged with respect to realizations of the stochastic gate.

Universal avalanche statistics and triggering close to failure in a mean-field model of rheological fracture

NASA Astrophysics Data System (ADS)

Baró, Jordi; Davidsen, Jörn

2018-03-01

The hypothesis of critical failure relates the presence of an ultimate stability point in the structural constitutive equation of materials to a divergence of characteristic scales in the microscopic dynamics responsible for deformation. Avalanche models involving critical failure have determined common universality classes for stick-slip processes and fracture. However, not all empirical failure processes exhibit the trademarks of criticality. The rheological properties of materials introduce dissipation, usually reproduced in conceptual models as a hardening of the coarse grained elements of the system. Here, we investigate the effects of transient hardening on (i) the activity rate and (ii) the statistical properties of avalanches. We find the explicit representation of transient hardening in the presence of generalized viscoelasticity and solve the corresponding mean-field model of fracture. In the quasistatic limit, the accelerated energy release is invariant with respect to rheology and the avalanche propagation can be reinterpreted in terms of a stochastic counting process. A single universality class can be defined from such analogy, and all statistical properties depend only on the distance to criticality. We also prove that interevent correlations emerge due to the hardening—even in the quasistatic limit—that can be interpreted as "aftershocks" and "foreshocks."

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

Multilevel Monte Carlo for two phase flow and Buckley–Leverett transport in random heterogeneous porous media

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

Müller, Florian, E-mail: florian.mueller@sam.math.ethz.ch; Jenny, Patrick, E-mail: jenny@ifd.mavt.ethz.ch; Meyer, Daniel W., E-mail: meyerda@ethz.ch

2013-10-01

Monte Carlo (MC) is a well known method for quantifying uncertainty arising for example in subsurface flow problems. Although robust and easy to implement, MC suffers from slow convergence. Extending MC by means of multigrid techniques yields the multilevel Monte Carlo (MLMC) method. MLMC has proven to greatly accelerate MC for several applications including stochastic ordinary differential equations in finance, elliptic stochastic partial differential equations and also hyperbolic problems. In this study, MLMC is combined with a streamline-based solver to assess uncertain two phase flow and Buckley–Leverett transport in random heterogeneous porous media. The performance of MLMC is compared tomore » MC for a two dimensional reservoir with a multi-point Gaussian logarithmic permeability field. The influence of the variance and the correlation length of the logarithmic permeability on the MLMC performance is studied.« less

Development and optimization of an energy-regenerative suspension system under stochastic road excitation

NASA Astrophysics Data System (ADS)

Huang, Bo; Hsieh, Chen-Yu; Golnaraghi, Farid; Moallem, Mehrdad

2015-11-01

In this paper a vehicle suspension system with energy harvesting capability is developed, and an analytical methodology for the optimal design of the system is proposed. The optimization technique provides design guidelines for determining the stiffness and damping coefficients aimed at the optimal performance in terms of ride comfort and energy regeneration. The corresponding performance metrics are selected as root-mean-square (RMS) of sprung mass acceleration and expectation of generated power. The actual road roughness is considered as the stochastic excitation defined by ISO 8608:1995 standard road profiles and used in deriving the optimization method. An electronic circuit is proposed to provide variable damping in the real-time based on the optimization rule. A test-bed is utilized and the experiments under different driving conditions are conducted to verify the effectiveness of the proposed method. The test results suggest that the analytical approach is credible in determining the optimality of system performance.

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).

Approximation methods of European option pricing in multiscale stochastic volatility model

NASA Astrophysics Data System (ADS)

Ni, Ying; Canhanga, Betuel; Malyarenko, Anatoliy; Silvestrov, Sergei

2017-01-01

In the classical Black-Scholes model for financial option pricing, the asset price follows a geometric Brownian motion with constant volatility. Empirical findings such as volatility smile/skew, fat-tailed asset return distributions have suggested that the constant volatility assumption might not be realistic. A general stochastic volatility model, e.g. Heston model, GARCH model and SABR volatility model, in which the variance/volatility itself follows typically a mean-reverting stochastic process, has shown to be superior in terms of capturing the empirical facts. However in order to capture more features of the volatility smile a two-factor, of double Heston type, stochastic volatility model is more useful as shown in Christoffersen, Heston and Jacobs [12]. We consider one modified form of such two-factor volatility models in which the volatility has multiscale mean-reversion rates. Our model contains two mean-reverting volatility processes with a fast and a slow reverting rate respectively. We consider the European option pricing problem under one type of the multiscale stochastic volatility model where the two volatility processes act as independent factors in the asset price process. The novelty in this paper is an approximating analytical solution using asymptotic expansion method which extends the authors earlier research in Canhanga et al. [5, 6]. In addition we propose a numerical approximating solution using Monte-Carlo simulation. For completeness and for comparison we also implement the semi-analytical solution by Chiarella and Ziveyi [11] using method of characteristics, Fourier and bivariate Laplace transforms.

The response analysis of fractional-order stochastic system via generalized cell mapping method.

PubMed

Wang, Liang; Xue, Lili; Sun, Chunyan; Yue, Xiaole; Xu, Wei

2018-01-01

This paper is concerned with the response of a fractional-order stochastic system. The short memory principle is introduced to ensure that the response of the system is a Markov process. The generalized cell mapping method is applied to display the global dynamics of the noise-free system, such as attractors, basins of attraction, basin boundary, saddle, and invariant manifolds. The stochastic generalized cell mapping method is employed to obtain the evolutionary process of probability density functions of the response. The fractional-order ϕ 6 oscillator and the fractional-order smooth and discontinuous oscillator are taken as examples to give the implementations of our strategies. Studies have shown that the evolutionary direction of the probability density function of the fractional-order stochastic system is consistent with the unstable manifold. The effectiveness of the method is confirmed using Monte Carlo results.

A DG approach to the numerical solution of the Stein-Stein stochastic volatility option pricing model

NASA Astrophysics Data System (ADS)

Hozman, J.; Tichý, T.

2017-12-01

Stochastic volatility models enable to capture the real world features of the options better than the classical Black-Scholes treatment. Here we focus on pricing of European-style options under the Stein-Stein stochastic volatility model when the option value depends on the time, on the price of the underlying asset and on the volatility as a function of a mean reverting Orstein-Uhlenbeck process. A standard mathematical approach to this model leads to the non-stationary second-order degenerate partial differential equation of two spatial variables completed by the system of boundary and terminal conditions. In order to improve the numerical valuation process for a such pricing equation, we propose a numerical technique based on the discontinuous Galerkin method and the Crank-Nicolson scheme. Finally, reference numerical experiments on real market data illustrate comprehensive empirical findings on options with stochastic volatility.

A large deviations principle for stochastic flows of viscous fluids

NASA Astrophysics Data System (ADS)

Cipriano, Fernanda; Costa, Tiago

2018-04-01

We study the well-posedness of a stochastic differential equation on the two dimensional torus T2, driven by an infinite dimensional Wiener process with drift in the Sobolev space L2 (0 , T ;H1 (T2)) . The solution corresponds to a stochastic Lagrangian flow in the sense of DiPerna Lions. By taking into account that the motion of a viscous incompressible fluid on the torus can be described through a suitable stochastic differential equation of the previous type, we study the inviscid limit. By establishing a large deviations principle, we show that, as the viscosity goes to zero, the Lagrangian stochastic Navier-Stokes flow approaches the Euler deterministic Lagrangian flow with an exponential rate function.

The cardiorespiratory interaction: a nonlinear stochastic model and its synchronization properties

NASA Astrophysics Data System (ADS)

Bahraminasab, A.; Kenwright, D.; Stefanovska, A.; McClintock, P. V. E.

2007-06-01

We address the problem of interactions between the phase of cardiac and respiration oscillatory components. The coupling between these two quantities is experimentally investigated by the theory of stochastic Markovian processes. The so-called Markov analysis allows us to derive nonlinear stochastic equations for the reconstruction of the cardiorespiratory signals. The properties of these equations provide interesting new insights into the strength and direction of coupling which enable us to divide the couplings to two parts: deterministic and stochastic. It is shown that the synchronization behaviors of the reconstructed signals are statistically identical with original one.

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.

On convergence of the unscented Kalman-Bucy filter using contraction theory

NASA Astrophysics Data System (ADS)

Maree, J. P.; Imsland, L.; Jouffroy, J.

2016-06-01

Contraction theory entails a theoretical framework in which convergence of a nonlinear system can be analysed differentially in an appropriate contraction metric. This paper is concerned with utilising stochastic contraction theory to conclude on exponential convergence of the unscented Kalman-Bucy filter. The underlying process and measurement models of interest are Itô-type stochastic differential equations. In particular, statistical linearisation techniques are employed in a virtual-actual systems framework to establish deterministic contraction of the estimated expected mean of process values. Under mild conditions of bounded process noise, we extend the results on deterministic contraction to stochastic contraction of the estimated expected mean of the process state. It follows that for the regions of contraction, a result on convergence, and thereby incremental stability, is concluded for the unscented Kalman-Bucy filter. The theoretical concepts are illustrated in two case studies.

From stochastic processes to numerical methods: A new scheme for solving reaction subdiffusion fractional partial differential equations

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

Angstmann, C.N.; Donnelly, I.C.; Henry, B.I., E-mail: B.Henry@unsw.edu.au

We have introduced a new explicit numerical method, based on a discrete stochastic process, for solving a class of fractional partial differential equations that model reaction subdiffusion. The scheme is derived from the master equations for the evolution of the probability density of a sum of discrete time random walks. We show that the diffusion limit of the master equations recovers the fractional partial differential equation of interest. This limiting procedure guarantees the consistency of the numerical scheme. The positivity of the solution and stability results are simply obtained, provided that the underlying process is well posed. We also showmore » that the method can be applied to standard reaction–diffusion equations. This work highlights the broader applicability of using discrete stochastic processes to provide numerical schemes for partial differential equations, including fractional partial differential equations.« less

Random-order fractional bistable system and its stochastic resonance

NASA Astrophysics Data System (ADS)

Gao, Shilong; Zhang, Li; Liu, Hui; Kan, Bixia

2017-01-01

In this paper, the diffusion motion of Brownian particles in a viscous liquid suffering from stochastic fluctuations of the external environment is modeled as a random-order fractional bistable equation, and as a typical nonlinear dynamic behavior, the stochastic resonance phenomena in this system are investigated. At first, the derivation process of the random-order fractional bistable system is given. In particular, the random-power-law memory is deeply discussed to obtain the physical interpretation of the random-order fractional derivative. Secondly, the stochastic resonance evoked by random-order and external periodic force is mainly studied by numerical simulation. In particular, the frequency shifting phenomena of the periodical output are observed in SR induced by the excitation of the random order. Finally, the stochastic resonance of the system under the double stochastic excitations of the random order and the internal color noise is also investigated.

Variance decomposition in stochastic simulators.

PubMed

Le Maître, O P; Knio, O M; Moraes, A

2015-06-28

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

Stochastic goal-oriented error estimation with memory

NASA Astrophysics Data System (ADS)

Ackmann, Jan; Marotzke, Jochem; Korn, Peter

2017-11-01

We propose a stochastic dual-weighted error estimator for the viscous shallow-water equation with boundaries. For this purpose, previous work on memory-less stochastic dual-weighted error estimation is extended by incorporating memory effects. The memory is introduced by describing the local truncation error as a sum of time-correlated random variables. The random variables itself represent the temporal fluctuations in local truncation errors and are estimated from high-resolution information at near-initial times. The resulting error estimator is evaluated experimentally in two classical ocean-type experiments, the Munk gyre and the flow around an island. In these experiments, the stochastic process is adapted locally to the respective dynamical flow regime. Our stochastic dual-weighted error estimator is shown to provide meaningful error bounds for a range of physically relevant goals. We prove, as well as show numerically, that our approach can be interpreted as a linearized stochastic-physics ensemble.

Variance decomposition in stochastic simulators

NASA Astrophysics Data System (ADS)

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

2015-06-01

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

A stochastic estimate of ground motion at Oceano, California, for the M 6.5 22 December 2003 San Simeon earthquake, derived from aftershock recordings

USGS Publications Warehouse

Di, Alessandro C.; Boatwright, J.

2006-01-01

The U.S. Geological Survey deployed a digital seismic station in Oceano, California, in February 2004, to investigate the cause of damage and liquefaction from the 22 December 2003 M 6.5 San Simeon earthquake. This station recorded 11 M > 2.8 aftershocks in almost 8 weeks. We analyze these recordings, together with recordings of the mainshock and the same aftershocks obtained from nearby stations in Park Hill and San Luis Obispo, to estimate the mainshock ground motion in Oceano. We estimate the Fourier amplitude spectrum using generalized spectral ratio analysis. We test a set of aftershocks as Green's functions by comparing simulated and recorded acceleration amplitude spectra for the mainshock at San Luis Obispo and Park Hill. We convolve the aftershock accelerograms with a stochastic operator to simulate the duration and phase of the mainshock accelerograms. This approximation allows us to extend the range of aftershocks that can be used as Green's functions to events nearly three magnitude units smaller than the mainshock. Our realizations for the mainshock accelerogram at Oceano yield peak ground accelerations distributed as 28% ?? 4%g. We interpret these realizations as upper bounds for the actual ground motion, because our analysis assumes a linear response, whereas the presence of liquefaction indicates that the ground behaved nonlinearly in Oceano.

Stochastic analysis of uncertain thermal parameters for random thermal regime of frozen soil around a single freezing pipe

NASA Astrophysics Data System (ADS)

Wang, Tao; Zhou, Guoqing; Wang, Jianzhou; Zhou, Lei

2018-03-01

The artificial ground freezing method (AGF) is widely used in civil and mining engineering, and the thermal regime of frozen soil around the freezing pipe affects the safety of design and construction. The thermal parameters can be truly random due to heterogeneity of the soil properties, which lead to the randomness of thermal regime of frozen soil around the freezing pipe. The purpose of this paper is to study the one-dimensional (1D) random thermal regime problem on the basis of a stochastic analysis model and the Monte Carlo (MC) method. Considering the uncertain thermal parameters of frozen soil as random variables, stochastic processes and random fields, the corresponding stochastic thermal regime of frozen soil around a single freezing pipe are obtained and analyzed. Taking the variability of each stochastic parameter into account individually, the influences of each stochastic thermal parameter on stochastic thermal regime are investigated. The results show that the mean temperatures of frozen soil around the single freezing pipe with three analogy method are the same while the standard deviations are different. The distributions of standard deviation have a great difference at different radial coordinate location and the larger standard deviations are mainly at the phase change area. The computed data with random variable method and stochastic process method have a great difference from the measured data while the computed data with random field method well agree with the measured data. Each uncertain thermal parameter has a different effect on the standard deviation of frozen soil temperature around the single freezing pipe. These results can provide a theoretical basis for the design and construction of AGF.

Ignition probability of polymer-bonded explosives accounting for multiple sources of material stochasticity

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

Kim, S.; Barua, A.; Zhou, M., E-mail: min.zhou@me.gatech.edu

2014-05-07

Accounting for the combined effect of multiple sources of stochasticity in material attributes, we develop an approach that computationally predicts the probability of ignition of polymer-bonded explosives (PBXs) under impact loading. The probabilistic nature of the specific ignition processes is assumed to arise from two sources of stochasticity. The first source involves random variations in material microstructural morphology; the second source involves random fluctuations in grain-binder interfacial bonding strength. The effect of the first source of stochasticity is analyzed with multiple sets of statistically similar microstructures and constant interfacial bonding strength. Subsequently, each of the microstructures in the multiple setsmore » is assigned multiple instantiations of randomly varying grain-binder interfacial strengths to analyze the effect of the second source of stochasticity. Critical hotspot size-temperature states reaching the threshold for ignition are calculated through finite element simulations that explicitly account for microstructure and bulk and interfacial dissipation to quantify the time to criticality (t{sub c}) of individual samples, allowing the probability distribution of the time to criticality that results from each source of stochastic variation for a material to be analyzed. Two probability superposition models are considered to combine the effects of the multiple sources of stochasticity. The first is a parallel and series combination model, and the second is a nested probability function model. Results show that the nested Weibull distribution provides an accurate description of the combined ignition probability. The approach developed here represents a general framework for analyzing the stochasticity in the material behavior that arises out of multiple types of uncertainty associated with the structure, design, synthesis and processing of materials.« less

Conference on Stochastic Processes and their Applications (16th) Held in Stanford, California on 16-21 August 1987.

DTIC Science & Technology

1987-08-21

property. 3.. 32’ " ~a-CHAOS " by-" Ron C. BMe ". University of Connecticut f.Storrs, CT l. 𔃾 ABSTRACT Although presented from two different vantage...either an abort or a restart fashion. *1 pal 58.- S~. , 2~ ./ ON CRITERIA OF OPTIMALITY IN ESTIMATION FOR STOCHASTIC PROCESSES by C. C. Heyde Australian

Mathematical Sciences Division 1992 Programs

DTIC Science & Technology

1992-10-01

statistical theory that underlies modern signal analysis . There is a strong emphasis on stochastic processes and time series , particularly those which...include optimal resource planning and real- time scheduling of stochastic shop-floor processes. Scheduling systems will be developed that can adapt to...make forecasts for the length-of-service time series . Protocol analysis of these sessions will be used to idenify relevant contextual features and to

LATTICES FOR HIGH-POWER PROTON BEAM ACCELERATION AND SECONDARY BEAM COLLECTION AND COOLING.

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

WANG, S.; WEI, J.; BROWN, K.

2006-06-23

Rapid cycling synchrotrons are used to accelerate high-intensity proton beams to energies of tens of GeV for secondary beam production. After primary beam collision with a target, the secondary beam can be collected, cooled, accelerated or decelerated by ancillary synchrotrons for various applications. In this paper, we first present a lattice for the main synchrotron. This lattice has: (a) flexible momentum compaction to avoid transition and to facilitate RF gymnastics (b) long straight sections for low-loss injection, extraction, and high-efficiency collimation (c) dispersion-free straights to avoid longitudinal-transverse coupling, and (d) momentum cleaning at locations of large dispersion with missing dipoles.more » Then, we present a lattice for a cooler ring for the secondary beam. The momentum compaction across half of this ring is near zero, while for the other half it is normal. Thus, bad mixing is minimized while good mixing is maintained for stochastic beam cooling.« less

Modeling spiking behavior of neurons with time-dependent Poisson processes.

PubMed

Shinomoto, S; Tsubo, Y

2001-10-01

Three kinds of interval statistics, as represented by the coefficient of variation, the skewness coefficient, and the correlation coefficient of consecutive intervals, are evaluated for three kinds of time-dependent Poisson processes: pulse regulated, sinusoidally regulated, and doubly stochastic. Among these three processes, the sinusoidally regulated and doubly stochastic Poisson processes, in the case when the spike rate varies slowly compared with the mean interval between spikes, are found to be consistent with the three statistical coefficients exhibited by data recorded from neurons in the prefrontal cortex of monkeys.

Power Laws in Stochastic Processes for Social Phenomena: An Introductory Review

NASA Astrophysics Data System (ADS)

Kumamoto, Shin-Ichiro; Kamihigashi, Takashi

2018-03-01

Many phenomena with power laws have been observed in various fields of the natural and social sciences, and these power laws are often interpreted as the macro behaviors of systems that consist of micro units. In this paper, we review some basic mathematical mechanisms that are known to generate power laws. In particular, we focus on stochastic processes including the Yule process and the Simon process as well as some recent models. The main purpose of this paper is to explain the mathematical details of their mechanisms in a self-contained manner.

Codifference as a practical tool to measure interdependence

NASA Astrophysics Data System (ADS)

Wyłomańska, Agnieszka; Chechkin, Aleksei; Gajda, Janusz; Sokolov, Igor M.

2015-03-01

Correlation and spectral analysis represent the standard tools to study interdependence in statistical data. However, for the stochastic processes with heavy-tailed distributions such that the variance diverges, these tools are inadequate. The heavy-tailed processes are ubiquitous in nature and finance. We here discuss codifference as a convenient measure to study statistical interdependence, and we aim to give a short introductory review of its properties. By taking different known stochastic processes as generic examples, we present explicit formulas for their codifferences. We show that for the Gaussian processes codifference is equivalent to covariance. For processes with finite variance these two measures behave similarly with time. For the processes with infinite variance the covariance does not exist, however, the codifference is relevant. We demonstrate the practical importance of the codifference by extracting this function from simulated as well as real data taken from turbulent plasma of fusion device and financial market. We conclude that the codifference serves as a convenient practical tool to study interdependence for stochastic processes with both infinite and finite variances as well.

Laws of Large Numbers and Langevin Approximations for Stochastic Neural Field Equations

PubMed Central

2013-01-01

In this study, we consider limit theorems for microscopic stochastic models of neural fields. We show that the Wilson–Cowan equation can be obtained as the limit in uniform convergence on compacts in probability for a sequence of microscopic models when the number of neuron populations distributed in space and the number of neurons per population tend to infinity. This result also allows to obtain limits for qualitatively different stochastic convergence concepts, e.g., convergence in the mean. Further, we present a central limit theorem for the martingale part of the microscopic models which, suitably re-scaled, converges to a centred Gaussian process with independent increments. These two results provide the basis for presenting the neural field Langevin equation, a stochastic differential equation taking values in a Hilbert space, which is the infinite-dimensional analogue of the chemical Langevin equation in the present setting. On a technical level, we apply recently developed law of large numbers and central limit theorems for piecewise deterministic processes taking values in Hilbert spaces to a master equation formulation of stochastic neuronal network models. These theorems are valid for processes taking values in Hilbert spaces, and by this are able to incorporate spatial structures of the underlying model. Mathematics Subject Classification (2000): 60F05, 60J25, 60J75, 92C20. PMID:23343328

On time-dependent diffusion coefficients arising from stochastic processes with memory

NASA Astrophysics Data System (ADS)

Carpio-Bernido, M. Victoria; Barredo, Wilson I.; Bernido, Christopher C.

2017-08-01

Time-dependent diffusion coefficients arise from anomalous diffusion encountered in many physical systems such as protein transport in cells. We compare these coefficients with those arising from analysis of stochastic processes with memory that go beyond fractional Brownian motion. Facilitated by the Hida white noise functional integral approach, diffusion propagators or probability density functions (pdf) are obtained and shown to be solutions of modified diffusion equations with time-dependent diffusion coefficients. This should be useful in the study of complex transport processes.

Stochastic Analysis and Applied Probability(3.3.1): Topics in the Theory and Applications of Stochastic Analysis

DTIC Science & Technology

2015-08-13

is due to Reiman [36] who considered the case where the arrivals and services are mutually independent renewal processes with square integrable summands...to a reflected diffusion process with drift and diffusion coefficients that depend on the state of the process. In models considered in works of Reiman ...the infinity Laplacian. Jour. AMS, to appear [36] M. I. Reiman . Open queueing networks in heavy traffic. Mathematics of Operations Research, 9(3): 441

Simulation of anaerobic digestion processes using stochastic algorithm.

PubMed

Palanichamy, Jegathambal; Palani, Sundarambal

2014-01-01

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

Stochastic model for fatigue crack size and cost effective design decisions. [for aerospace structures

NASA Technical Reports Server (NTRS)

Hanagud, S.; Uppaluri, B.

1975-01-01

This paper describes a methodology for making cost effective fatigue design decisions. The methodology is based on a probabilistic model for the stochastic process of fatigue crack growth with time. The development of a particular model for the stochastic process is also discussed in the paper. The model is based on the assumption of continuous time and discrete space of crack lengths. Statistical decision theory and the developed probabilistic model are used to develop the procedure for making fatigue design decisions on the basis of minimum expected cost or risk function and reliability bounds. Selections of initial flaw size distribution, NDT, repair threshold crack lengths, and inspection intervals are discussed.

Asymptotic behavior of distributions of mRNA and protein levels in a model of stochastic gene expression

NASA Astrophysics Data System (ADS)

Bobrowski, Adam; Lipniacki, Tomasz; Pichór, Katarzyna; Rudnicki, Ryszard

2007-09-01

The paper is devoted to a stochastic process introduced in the recent paper by Lipniacki et al. [T. Lipniacki, P. Paszek, A. Marciniak-Czochra, A.RE Brasier, M. Kimmel, Transcriptional stochasticity in gene expression, JE Theor. Biol. 238 (2006) 348-367] in modelling gene expression in eukaryotes. Starting from the full generator of the process we show that its distributions satisfy a (Fokker-Planck-type) system of partial differential equations. Then, we construct a c0 Markov semigroup in L1 space corresponding to this system. The main result of the paper is asymptotic stability of the involved semigroup in the set of densities.

Constraints on Fluctuations in Sparsely Characterized Biological Systems.

PubMed

Hilfinger, Andreas; Norman, Thomas M; Vinnicombe, Glenn; Paulsson, Johan

2016-02-05

Biochemical processes are inherently stochastic, creating molecular fluctuations in otherwise identical cells. Such "noise" is widespread but has proven difficult to analyze because most systems are sparsely characterized at the single cell level and because nonlinear stochastic models are analytically intractable. Here, we exactly relate average abundances, lifetimes, step sizes, and covariances for any pair of components in complex stochastic reaction systems even when the dynamics of other components are left unspecified. Using basic mathematical inequalities, we then establish bounds for whole classes of systems. These bounds highlight fundamental trade-offs that show how efficient assembly processes must invariably exhibit large fluctuations in subunit levels and how eliminating fluctuations in one cellular component requires creating heterogeneity in another.

Stochastic phase segregation on surfaces

PubMed Central

Gera, Prerna

2017-01-01

Phase separation and coarsening is a phenomenon commonly seen in binary physical and chemical systems that occur in nature. Often, thermal fluctuations, modelled as stochastic noise, are present in the system and the phase segregation process occurs on a surface. In this work, the segregation process is modelled via the Cahn–Hilliard–Cook model, which is a fourth-order parabolic stochastic system. Coarsening is analysed on two sample surfaces: a unit sphere and a dumbbell. On both surfaces, a statistical analysis of the growth rate is performed, and the influence of noise level and mobility is also investigated. For the spherical interface, it is also shown that a lognormal distribution fits the growth rate well. PMID:28878994

Constraints on Fluctuations in Sparsely Characterized Biological Systems

NASA Astrophysics Data System (ADS)

Hilfinger, Andreas; Norman, Thomas M.; Vinnicombe, Glenn; Paulsson, Johan

2016-02-01

Biochemical processes are inherently stochastic, creating molecular fluctuations in otherwise identical cells. Such "noise" is widespread but has proven difficult to analyze because most systems are sparsely characterized at the single cell level and because nonlinear stochastic models are analytically intractable. Here, we exactly relate average abundances, lifetimes, step sizes, and covariances for any pair of components in complex stochastic reaction systems even when the dynamics of other components are left unspecified. Using basic mathematical inequalities, we then establish bounds for whole classes of systems. These bounds highlight fundamental trade-offs that show how efficient assembly processes must invariably exhibit large fluctuations in subunit levels and how eliminating fluctuations in one cellular component requires creating heterogeneity in another.

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.

IOTA (Integrable Optics Test Accelerator): Facility and experimental beam physics program

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

Antipov, Sergei; Broemmelsiek, Daniel; Bruhwiler, David

The Integrable Optics Test Accelerator (IOTA) is a storage ring for advanced beam physics research currently being built and commissioned at Fermilab. It will operate with protons and electrons using injectors with momenta of 70 and 150 MeV/c, respectively. The research program includes the study of nonlinear focusing integrable optical beam lattices based on special magnets and electron lenses, beam dynamics of space-charge effects and their compensation, optical stochastic cooling, and several other experiments. In this article, we present the design and main parameters of the facility, outline progress to date and provide the timeline of the construction, commissioning andmore » research. Finally, the physical principles, design, and hardware implementation plans for the major IOTA experiments are also discussed.« less

IOTA (Integrable Optics Test Accelerator): Facility and experimental beam physics program

DOE PAGES

Antipov, Sergei; Broemmelsiek, Daniel; Bruhwiler, David; ...

2017-03-06

The Integrable Optics Test Accelerator (IOTA) is a storage ring for advanced beam physics research currently being built and commissioned at Fermilab. It will operate with protons and electrons using injectors with momenta of 70 and 150 MeV/c, respectively. The research program includes the study of nonlinear focusing integrable optical beam lattices based on special magnets and electron lenses, beam dynamics of space-charge effects and their compensation, optical stochastic cooling, and several other experiments. In this article, we present the design and main parameters of the facility, outline progress to date and provide the timeline of the construction, commissioning andmore » research. Finally, the physical principles, design, and hardware implementation plans for the major IOTA experiments are also discussed.« less

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.

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.

3D aquifer characterization using stochastic streamline calibration

NASA Astrophysics Data System (ADS)

Jang, Minchul

2007-03-01

In this study, a new inverse approach, stochastic streamline calibration is proposed. Using both a streamline concept and a stochastic technique, stochastic streamline calibration optimizes an identified field to fit in given observation data in a exceptionally fast and stable fashion. In the stochastic streamline calibration, streamlines are adopted as basic elements not only for describing fluid flow but also for identifying the permeability distribution. Based on the streamline-based inversion by Agarwal et al. [Agarwal B, Blunt MJ. Streamline-based method with full-physics forward simulation for history matching performance data of a North sea field. SPE J 2003;8(2):171-80], Wang and Kovscek [Wang Y, Kovscek AR. Streamline approach for history matching production data. SPE J 2000;5(4):353-62], permeability is modified rather along streamlines than at the individual gridblocks. Permeabilities in the gridblocks which a streamline passes are adjusted by being multiplied by some factor such that we can match flow and transport properties of the streamline. This enables the inverse process to achieve fast convergence. In addition, equipped with a stochastic module, the proposed technique supportively calibrates the identified field in a stochastic manner, while incorporating spatial information into the field. This prevents the inverse process from being stuck in local minima and helps search for a globally optimized solution. Simulation results indicate that stochastic streamline calibration identifies an unknown permeability exceptionally quickly. More notably, the identified permeability distribution reflected realistic geological features, which had not been achieved in the original work by Agarwal et al. with the limitations of the large modifications along streamlines for matching production data only. The constructed model by stochastic streamline calibration forecasted transport of plume which was similar to that of a reference model. By this, we can expect the proposed approach to be applied to the construction of an aquifer model and forecasting of the aquifer performances of interest.

Non-linear dynamic characteristics and optimal control of giant magnetostrictive film subjected to in-plane stochastic excitation

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

Zhu, Z. W., E-mail: zhuzhiwen@tju.edu.cn; Tianjin Key Laboratory of Non-linear Dynamics and Chaos Control, 300072, Tianjin; Zhang, W. D., E-mail: zhangwenditju@126.com

2014-03-15

The non-linear dynamic characteristics and optimal control of a giant magnetostrictive film (GMF) subjected to in-plane stochastic excitation were studied. Non-linear differential items were introduced to interpret the hysteretic phenomena of the GMF, and the non-linear dynamic model of the GMF subjected to in-plane stochastic excitation was developed. The stochastic stability was analysed, and the probability density function was obtained. The condition of stochastic Hopf bifurcation and noise-induced chaotic response were determined, and the fractal boundary of the system's safe basin was provided. The reliability function was solved from the backward Kolmogorov equation, and an optimal control strategy was proposedmore » in the stochastic dynamic programming method. Numerical simulation shows that the system stability varies with the parameters, and stochastic Hopf bifurcation and chaos appear in the process; the area of the safe basin decreases when the noise intensifies, and the boundary of the safe basin becomes fractal; the system reliability improved through stochastic optimal control. Finally, the theoretical and numerical results were proved by experiments. The results are helpful in the engineering applications of GMF.« less

A Functional Central Limit Theorem for the Becker-Döring Model

NASA Astrophysics Data System (ADS)

Sun, Wen

2018-04-01

We investigate the fluctuations of the stochastic Becker-Döring model of polymerization when the initial size of the system converges to infinity. A functional central limit problem is proved for the vector of the number of polymers of a given size. It is shown that the stochastic process associated to fluctuations is converging to the strong solution of an infinite dimensional stochastic differential equation (SDE) in a Hilbert space. We also prove that, at equilibrium, the solution of this SDE is a Gaussian process. The proofs are based on a specific representation of the evolution equations, the introduction of a convenient Hilbert space and several technical estimates to control the fluctuations, especially of the first coordinate which interacts with all components of the infinite dimensional vector representing the state of the process.

Predicting the process of extinction in experimental microcosms and accounting for interspecific interactions in single-species time series

PubMed Central

Ferguson, Jake M; Ponciano, José M

2014-01-01

Predicting population extinction risk is a fundamental application of ecological theory to the practice of conservation biology. Here, we compared the prediction performance of a wide array of stochastic, population dynamics models against direct observations of the extinction process from an extensive experimental data set. By varying a series of biological and statistical assumptions in the proposed models, we were able to identify the assumptions that affected predictions about population extinction. We also show how certain autocorrelation structures can emerge due to interspecific interactions, and that accounting for the stochastic effect of these interactions can improve predictions of the extinction process. We conclude that it is possible to account for the stochastic effects of community interactions on extinction when using single-species time series. PMID:24304946

Entropy production in mesoscopic stochastic thermodynamics: nonequilibrium kinetic cycles driven by chemical potentials, temperatures, and mechanical forces

NASA Astrophysics Data System (ADS)

Qian, Hong; Kjelstrup, Signe; Kolomeisky, Anatoly B.; Bedeaux, Dick

2016-04-01

Nonequilibrium thermodynamics (NET) investigates processes in systems out of global equilibrium. On a mesoscopic level, it provides a statistical dynamic description of various complex phenomena such as chemical reactions, ion transport, diffusion, thermochemical, thermomechanical and mechanochemical fluxes. In the present review, we introduce a mesoscopic stochastic formulation of NET by analyzing entropy production in several simple examples. The fundamental role of nonequilibrium steady-state cycle kinetics is emphasized. The statistical mechanics of Onsager’s reciprocal relations in this context is elucidated. Chemomechanical, thermomechanical, and enzyme-catalyzed thermochemical energy transduction processes are discussed. It is argued that mesoscopic stochastic NET in phase space provides a rigorous mathematical basis of fundamental concepts needed for understanding complex processes in chemistry, physics and biology. This theory is also relevant for nanoscale technological advances.

Investigation of the stochastic nature of temperature and humidity for energy management

NASA Astrophysics Data System (ADS)

Hadjimitsis, Evanthis; Demetriou, Evangelos; Sakellari, Katerina; Tyralis, Hristos; Iliopoulou, Theano; Koutsoyiannis, Demetris

2017-04-01

Atmospheric temperature and dew point, in addition to their role in atmospheric processes, influence the management of energy systems since they highly affect the energy demand and production. Both temperature and humidity depend on the climate conditions and geographical location. In this context, we analyze numerous of observations around the globe and we investigate the long-term behaviour and periodicities of the temperature and humidity processes. Also, we present and apply a parsimonious stochastic double-cyclostationary model for these processes to an island in the Aegean Sea and investigate their link to energy management. Acknowledgement: This research is conducted within the frame of the undergraduate course "Stochastic Methods in Water Resources" of the National Technical University of Athens (NTUA). The School of Civil Engineering of NTUA provided moral support for the participation of the students in the Assembly.

Bi-Objective Flexible Job-Shop Scheduling Problem Considering Energy Consumption under Stochastic Processing Times.

PubMed

Yang, Xin; Zeng, Zhenxiang; Wang, Ruidong; Sun, Xueshan

2016-01-01

This paper presents a novel method on the optimization of bi-objective Flexible Job-shop Scheduling Problem (FJSP) under stochastic processing times. The robust counterpart model and the Non-dominated Sorting Genetic Algorithm II (NSGA-II) are used to solve the bi-objective FJSP with consideration of the completion time and the total energy consumption under stochastic processing times. The case study on GM Corporation verifies that the NSGA-II used in this paper is effective and has advantages to solve the proposed model comparing with HPSO and PSO+SA. The idea and method of the paper can be generalized widely in the manufacturing industry, because it can reduce the energy consumption of the energy-intensive manufacturing enterprise with less investment when the new approach is applied in existing systems.

Bi-Objective Flexible Job-Shop Scheduling Problem Considering Energy Consumption under Stochastic Processing Times

PubMed Central

Zeng, Zhenxiang; Wang, Ruidong; Sun, Xueshan

2016-01-01

This paper presents a novel method on the optimization of bi-objective Flexible Job-shop Scheduling Problem (FJSP) under stochastic processing times. The robust counterpart model and the Non-dominated Sorting Genetic Algorithm II (NSGA-II) are used to solve the bi-objective FJSP with consideration of the completion time and the total energy consumption under stochastic processing times. The case study on GM Corporation verifies that the NSGA-II used in this paper is effective and has advantages to solve the proposed model comparing with HPSO and PSO+SA. The idea and method of the paper can be generalized widely in the manufacturing industry, because it can reduce the energy consumption of the energy-intensive manufacturing enterprise with less investment when the new approach is applied in existing systems. PMID:27907163

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.

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.

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.

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.

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.

Slow-fast stochastic diffusion dynamics and quasi-stationarity for diploid populations with varying size.

PubMed

Coron, Camille

2016-01-01

We are interested in the long-time behavior of a diploid population with sexual reproduction and randomly varying population size, characterized by its genotype composition at one bi-allelic locus. The population is modeled by a 3-dimensional birth-and-death process with competition, weak cooperation and Mendelian reproduction. This stochastic process is indexed by a scaling parameter K that goes to infinity, following a large population assumption. When the individual birth and natural death rates are of order K, the sequence of stochastic processes indexed by K converges toward a new slow-fast dynamics with variable population size. We indeed prove the convergence toward 0 of a fast variable giving the deviation of the population from quasi Hardy-Weinberg equilibrium, while the sequence of slow variables giving the respective numbers of occurrences of each allele converges toward a 2-dimensional diffusion process that reaches (0,0) almost surely in finite time. The population size and the proportion of a given allele converge toward a Wright-Fisher diffusion with stochastically varying population size and diploid selection. We insist on differences between haploid and diploid populations due to population size stochastic variability. Using a non trivial change of variables, we study the absorption of this diffusion and its long time behavior conditioned on non-extinction. In particular we prove that this diffusion starting from any non-trivial state and conditioned on not hitting (0,0) admits a unique quasi-stationary distribution. We give numerical approximations of this quasi-stationary behavior in three biologically relevant cases: neutrality, overdominance, and separate niches.

Introduction to Focus Issue: nonlinear and stochastic physics in biology.

PubMed

Bahar, Sonya; Neiman, Alexander B; Jung, Peter; Kurths, Jürgen; Schimansky-Geier, Lutz; Showalter, Kenneth

2011-12-01

Frank Moss was a leading figure in the study of nonlinear and stochastic processes in biological systems. His work, particularly in the area of stochastic resonance, has been highly influential to the interdisciplinary scientific community. This Focus Issue pays tribute to Moss with articles that describe the most recent advances in the field he helped to create. In this Introduction, we review Moss's seminal scientific contributions and introduce the articles that make up this Focus Issue.

Oscillatory regulation of Hes1: Discrete stochastic delay modelling and simulation.

PubMed

Barrio, Manuel; Burrage, Kevin; Leier, André; Tian, Tianhai

2006-09-08

Discrete stochastic simulations are a powerful tool for understanding the dynamics of chemical kinetics when there are small-to-moderate numbers of certain molecular species. In this paper we introduce delays into the stochastic simulation algorithm, thus mimicking delays associated with transcription and translation. We then show that this process may well explain more faithfully than continuous deterministic models the observed sustained oscillations in expression levels of hes1 mRNA and Hes1 protein.

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

PubMed

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

2016-01-01

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

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.

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

PubMed Central

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

2016-01-01

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

Conference on Stochastic Processes and their Applications (16th) Held in Stanford, California on August 17-21, 1987.

DTIC Science & Technology

1987-08-01

ESTIMATION FOR STOCHASTIC PROCESSES by C. C. Heyde Australian National University Canberra, Australia ABSTRACT Optimality is a widely and loosely used...Case 240 S. Australia 1211 Geneva 24 Switzerland Christopher C. Heyde Dept. of Statistics, IAS Patricia Jacobs . Australian National University...Universitat Regensburg USA Postfach D-8400 Regensburg Anatole Joffe W. Germany Dept. of Mathematics & Statatistics Frank Kelly Universite de Montreal

Simplified model of statistically stationary spacecraft rotation and associated induced gravity environments

NASA Technical Reports Server (NTRS)

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

1978-01-01

A stochastic model of spacecraft motion was developed based on the assumption that the net torque vector due to crew activity and rocket thruster firings is a statistically stationary Gaussian vector process. The process had zero ensemble mean value, and the components of the torque vector were mutually stochastically independent. The linearized rigid-body equations of motion were used to derive the autospectral density functions of the components of the spacecraft rotation vector. The cross-spectral density functions of the components of the rotation vector vanish for all frequencies so that the components of rotation were mutually stochastically independent. The autospectral and cross-spectral density functions of the induced gravity environment imparted to scientific apparatus rigidly attached to the spacecraft were calculated from the rotation rate spectral density functions via linearized inertial frame to body-fixed principal axis frame transformation formulae. The induced gravity process was a Gaussian one with zero mean value. Transformation formulae were used to rotate the principal axis body-fixed frame to which the rotation rate and induced gravity vector were referred to a body-fixed frame in which the components of the induced gravity vector were stochastically independent. Rice's theory of exceedances was used to calculate expected exceedance rates of the components of the rotation and induced gravity vector processes.

A Learning Framework for Winner-Take-All Networks with Stochastic Synapses.

PubMed

Mostafa, Hesham; Cauwenberghs, Gert

2018-06-01

Many recent generative models make use of neural networks to transform the probability distribution of a simple low-dimensional noise process into the complex distribution of the data. This raises the question of whether biological networks operate along similar principles to implement a probabilistic model of the environment through transformations of intrinsic noise processes. The intrinsic neural and synaptic noise processes in biological networks, however, are quite different from the noise processes used in current abstract generative networks. This, together with the discrete nature of spikes and local circuit interactions among the neurons, raises several difficulties when using recent generative modeling frameworks to train biologically motivated models. In this letter, we show that a biologically motivated model based on multilayer winner-take-all circuits and stochastic synapses admits an approximate analytical description. This allows us to use the proposed networks in a variational learning setting where stochastic backpropagation is used to optimize a lower bound on the data log likelihood, thereby learning a generative model of the data. We illustrate the generality of the proposed networks and learning technique by using them in a structured output prediction task and a semisupervised learning task. Our results extend the domain of application of modern stochastic network architectures to networks where synaptic transmission failure is the principal noise mechanism.

Optimization under variability and uncertainty: a case study for NOx emissions control for a gasification system.

PubMed

Chen, Jianjun; Frey, H Christopher

2004-12-15

Methods for optimization of process technologies considering the distinction between variability and uncertainty are developed and applied to case studies of NOx control for Integrated Gasification Combined Cycle systems. Existing methods of stochastic optimization (SO) and stochastic programming (SP) are demonstrated. A comparison of SO and SP results provides the value of collecting additional information to reduce uncertainty. For example, an expected annual benefit of 240,000 dollars is estimated if uncertainty can be reduced before a final design is chosen. SO and SP are typically applied to uncertainty. However, when applied to variability, the benefit of dynamic process control is obtained. For example, an annual savings of 1 million dollars could be achieved if the system is adjusted to changes in process conditions. When variability and uncertainty are treated distinctively, a coupled stochastic optimization and programming method and a two-dimensional stochastic programming method are demonstrated via a case study. For the case study, the mean annual benefit of dynamic process control is estimated to be 700,000 dollars, with a 95% confidence range of 500,000 dollars to 940,000 dollars. These methods are expected to be of greatest utility for problems involving a large commitment of resources, for which small differences in designs can produce large cost savings.

Ensemble modeling of stochastic unsteady open-channel flow in terms of its time-space evolutionary probability distribution - Part 1: theoretical development

NASA Astrophysics Data System (ADS)

Dib, Alain; Kavvas, M. Levent

2018-03-01

The Saint-Venant equations are commonly used as the governing equations to solve for modeling the spatially varied unsteady flow in open channels. The presence of uncertainties in the channel or flow parameters renders these equations stochastic, thus requiring their solution in a stochastic framework in order to quantify the ensemble behavior and the variability of the process. While the Monte Carlo approach can be used for such a solution, its computational expense and its large number of simulations act to its disadvantage. This study proposes, explains, and derives a new methodology for solving the stochastic Saint-Venant equations in only one shot, without the need for a large number of simulations. The proposed methodology is derived by developing the nonlocal Lagrangian-Eulerian Fokker-Planck equation of the characteristic form of the stochastic Saint-Venant equations for an open-channel flow process, with an uncertain roughness coefficient. A numerical method for its solution is subsequently devised. The application and validation of this methodology are provided in a companion paper, in which the statistical results computed by the proposed methodology are compared against the results obtained by the Monte Carlo approach.

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.

Intrinsic map dynamics exploration for uncharted effective free-energy landscapes

PubMed Central

Covino, Roberto; Coifman, Ronald R.; Gear, C. William; Georgiou, Anastasia S.; Kevrekidis, Ioannis G.

2017-01-01

We describe and implement a computer-assisted approach for accelerating the exploration of uncharted effective free-energy surfaces (FESs). More generally, the aim is the extraction of coarse-grained, macroscopic information from stochastic or atomistic simulations, such as molecular dynamics (MD). The approach functionally links the MD simulator with nonlinear manifold learning techniques. The added value comes from biasing the simulator toward unexplored phase-space regions by exploiting the smoothness of the gradually revealed intrinsic low-dimensional geometry of the FES. PMID:28634293

Stochastic response of human blood platelets to stimulation of shape changes and secretion.

PubMed Central

Deranleau, D A; Lüthy, R; Lüscher, E F

1986-01-01

Stopped-flow turbidimetric data indicate that platelets stimulated with low levels of thrombin undergo a shape transformation from disc to "sphere" to smaller spiny sphere that is indistinguishable from the shape change induced by ADP through different membrane receptor sites and a dissimilar receptor trigger mechanism. Under conditions where neither secretion nor aggregation occur, the extinction coefficients for total scattering by each of the three platelet forms are independent of the stimulus applied, and both reaction mechanisms can be described as stochastic (Poisson) processes in which the rate constant for the formation of the transient species is equal to the rate constant for its disappearance. This observation is independent of the shape assignment, and as the concentration of thrombin is increased and various storage organelles secrete increasing amounts of their contents into the external medium, the stochastic pattern persists. Progressively larger decreases in the extinction coefficients of the intermediate and final platelet forms, over and above those that reflect shape alterations alone, accompany or parallel the reaction induced by the higher thrombin concentrations. The excess turbidity decrease observed when full secretion occurs can be wholly accounted for by a decrease in platelet volume equal in magnitude to the fraction of the total platelet volume occupied by alpha granules. Platelet activation, as reported by the whole body light scattering of either shape changes alone or shape changes plus parallel (but not necessarily also stochastic) alpha granule secretion, thus manifests itself as a random series of transient events conceivably with its origins in the superposition of a set of more elementary stochastic processes that could include microtubule depolymerization, actin polymerization, and possibly diffusion. Although the real nature of the control mechanism remains obscure, certain properties of pooled stochastic processes suggest that a reciprocal connection between microtubule fragmentation and the assembly of actin-containing pseudopodal structures and contractile elements--processes that may exhibit reciprocal requirements for calcium--might provide a hypothetical basis for a rate-limiting step. PMID:3457375

Source Energy Spectrum of the 17 May 2012 GLE

NASA Astrophysics Data System (ADS)

Pérez-Peraza, Jorge; Márquez-Adame, Juan C.; Miroshnichenko, Leonty; Velasco-Herrera, Victor

2018-05-01

Among the several GLEs (ground level enhancements) that have presumptuously occurred in the period 2012-2015, the 17 May 2012 is that which is more widely accepted to be a GLE, in view of the high number of high-latitude neutron monitor stations that have registered it. In spite of the small amplitude, it was more prominent of the predicted GLE's of the present decade (Pérez-Peraza & Juárez-Zuñiga, 2015, https://doi.org/10.1088/0004-637X/803/1/27). However, the lack of latitude effect makes it difficult to study the characteristics of this event in the high-energy extreme of the spectrum. Nevertheless, several outstanding works have been able to derive observational spectra at the top of the Earth atmosphere for this peculiar GLE. Some of these works find that the flow of protons is characterized by two components. Quite a great number of works have been published in relation with observational features obtained with different instrumentation, but the source phenomena, regarding the generation processes and source physical parameters, have not been scrutinized. The main goal of this work is to look at such aspects by means of the confrontation of the different approaches of the observational spectra with our analytical theoretical spectra based on stochastic acceleration and electric field acceleration from reconnection processes. In this way, we derive a set of parameters which characterize the sources of these two GLE components, leading us to propose possible scenarios for the generation of particles in this particular GLE event.

Modeling delay in genetic networks: From delay birth-death processes to delay stochastic differential equations

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

Gupta, Chinmaya; López, José Manuel; Azencott, Robert

Delay is an important and ubiquitous aspect of many biochemical processes. For example, delay plays a central role in the dynamics of genetic regulatory networks as it stems from the sequential assembly of first mRNA and then protein. Genetic regulatory networks are therefore frequently modeled as stochastic birth-death processes with delay. Here, we examine the relationship between delay birth-death processes and their appropriate approximating delay chemical Langevin equations. We prove a quantitative bound on the error between the pathwise realizations of these two processes. Our results hold for both fixed delay and distributed delay. Simulations demonstrate that the delay chemicalmore » Langevin approximation is accurate even at moderate system sizes. It captures dynamical features such as the oscillatory behavior in negative feedback circuits, cross-correlations between nodes in a network, and spatial and temporal information in two commonly studied motifs of metastability in biochemical systems. Overall, these results provide a foundation for using delay stochastic differential equations to approximate the dynamics of birth-death processes with delay.« less

Adaptive hybrid simulations for multiscale stochastic reaction networks

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

Hepp, Benjamin; Gupta, Ankit; Khammash, Mustafa

2015-01-21

The probability distribution describing the state of a Stochastic Reaction Network (SRN) evolves according to the Chemical Master Equation (CME). It is common to estimate its solution using Monte Carlo methods such as the Stochastic Simulation Algorithm (SSA). In many cases, these simulations can take an impractical amount of computational time. Therefore, many methods have been developed that approximate sample paths of the underlying stochastic process and estimate the solution of the CME. A prominent class of these methods include hybrid methods that partition the set of species and the set of reactions into discrete and continuous subsets. Such amore » partition separates the dynamics into a discrete and a continuous part. Simulating such a stochastic process can be computationally much easier than simulating the exact discrete stochastic process with SSA. Moreover, the quasi-stationary assumption to approximate the dynamics of fast subnetworks can be applied for certain classes of networks. However, as the dynamics of a SRN evolves, these partitions may have to be adapted during the simulation. We develop a hybrid method that approximates the solution of a CME by automatically partitioning the reactions and species sets into discrete and continuous components and applying the quasi-stationary assumption on identifiable fast subnetworks. Our method does not require any user intervention and it adapts to exploit the changing timescale separation between reactions and/or changing magnitudes of copy-numbers of constituent species. We demonstrate the efficiency of the proposed method by considering examples from systems biology and showing that very good approximations to the exact probability distributions can be achieved in significantly less computational time. This is especially the case for systems with oscillatory dynamics, where the system dynamics change considerably throughout the time-period of interest.« less

Adaptive hybrid simulations for multiscale stochastic reaction networks.

PubMed

Hepp, Benjamin; Gupta, Ankit; Khammash, Mustafa

2015-01-21

The probability distribution describing the state of a Stochastic Reaction Network (SRN) evolves according to the Chemical Master Equation (CME). It is common to estimate its solution using Monte Carlo methods such as the Stochastic Simulation Algorithm (SSA). In many cases, these simulations can take an impractical amount of computational time. Therefore, many methods have been developed that approximate sample paths of the underlying stochastic process and estimate the solution of the CME. A prominent class of these methods include hybrid methods that partition the set of species and the set of reactions into discrete and continuous subsets. Such a partition separates the dynamics into a discrete and a continuous part. Simulating such a stochastic process can be computationally much easier than simulating the exact discrete stochastic process with SSA. Moreover, the quasi-stationary assumption to approximate the dynamics of fast subnetworks can be applied for certain classes of networks. However, as the dynamics of a SRN evolves, these partitions may have to be adapted during the simulation. We develop a hybrid method that approximates the solution of a CME by automatically partitioning the reactions and species sets into discrete and continuous components and applying the quasi-stationary assumption on identifiable fast subnetworks. Our method does not require any user intervention and it adapts to exploit the changing timescale separation between reactions and/or changing magnitudes of copy-numbers of constituent species. We demonstrate the efficiency of the proposed method by considering examples from systems biology and showing that very good approximations to the exact probability distributions can be achieved in significantly less computational time. This is especially the case for systems with oscillatory dynamics, where the system dynamics change considerably throughout the time-period of interest.

Deterministic Factors Overwhelm Stochastic Environmental Fluctuations as Drivers of Jellyfish Outbreaks.

PubMed

Benedetti-Cecchi, Lisandro; Canepa, Antonio; Fuentes, Veronica; Tamburello, Laura; Purcell, Jennifer E; Piraino, Stefano; Roberts, Jason; Boero, Ferdinando; Halpin, Patrick

2015-01-01

Jellyfish outbreaks are increasingly viewed as a deterministic response to escalating levels of environmental degradation and climate extremes. However, a comprehensive understanding of the influence of deterministic drivers and stochastic environmental variations favouring population renewal processes has remained elusive. This study quantifies the deterministic and stochastic components of environmental change that lead to outbreaks of the jellyfish Pelagia noctiluca in the Mediterranen Sea. Using data of jellyfish abundance collected at 241 sites along the Catalan coast from 2007 to 2010 we: (1) tested hypotheses about the influence of time-varying and spatial predictors of jellyfish outbreaks; (2) evaluated the relative importance of stochastic vs. deterministic forcing of outbreaks through the environmental bootstrap method; and (3) quantified return times of extreme events. Outbreaks were common in May and June and less likely in other summer months, which resulted in a negative relationship between outbreaks and SST. Cross- and along-shore advection by geostrophic flow were important concentrating forces of jellyfish, but most outbreaks occurred in the proximity of two canyons in the northern part of the study area. This result supported the recent hypothesis that canyons can funnel P. noctiluca blooms towards shore during upwelling. This can be a general, yet unappreciated mechanism leading to outbreaks of holoplanktonic jellyfish species. The environmental bootstrap indicated that stochastic environmental fluctuations have negligible effects on return times of outbreaks. Our analysis emphasized the importance of deterministic processes leading to jellyfish outbreaks compared to the stochastic component of environmental variation. A better understanding of how environmental drivers affect demographic and population processes in jellyfish species will increase the ability to anticipate jellyfish outbreaks in the future.

Accelerating population balance-Monte Carlo simulation for coagulation dynamics from the Markov jump model, stochastic algorithm and GPU parallel computing

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

Xu, Zuwei; Zhao, Haibo, E-mail: klinsmannzhb@163.com; Zheng, Chuguang

2015-01-15

This paper proposes a comprehensive framework for accelerating population balance-Monte Carlo (PBMC) simulation of particle coagulation dynamics. By combining Markov jump model, weighted majorant kernel and GPU (graphics processing unit) parallel computing, a significant gain in computational efficiency is achieved. The Markov jump model constructs a coagulation-rule matrix of differentially-weighted simulation particles, so as to capture the time evolution of particle size distribution with low statistical noise over the full size range and as far as possible to reduce the number of time loopings. Here three coagulation rules are highlighted and it is found that constructing appropriate coagulation rule providesmore » a route to attain the compromise between accuracy and cost of PBMC methods. Further, in order to avoid double looping over all simulation particles when considering the two-particle events (typically, particle coagulation), the weighted majorant kernel is introduced to estimate the maximum coagulation rates being used for acceptance–rejection processes by single-looping over all particles, and meanwhile the mean time-step of coagulation event is estimated by summing the coagulation kernels of rejected and accepted particle pairs. The computational load of these fast differentially-weighted PBMC simulations (based on the Markov jump model) is reduced greatly to be proportional to the number of simulation particles in a zero-dimensional system (single cell). Finally, for a spatially inhomogeneous multi-dimensional (multi-cell) simulation, the proposed fast PBMC is performed in each cell, and multiple cells are parallel processed by multi-cores on a GPU that can implement the massively threaded data-parallel tasks to obtain remarkable speedup ratio (comparing with CPU computation, the speedup ratio of GPU parallel computing is as high as 200 in a case of 100 cells with 10 000 simulation particles per cell). These accelerating approaches of PBMC are demonstrated in a physically realistic Brownian coagulation case. The computational accuracy is validated with benchmark solution of discrete-sectional method. The simulation results show that the comprehensive approach can attain very favorable improvement in cost without sacrificing computational accuracy.« less

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.

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

3D printed cellular solid outperforms traditional stochastic foam in long-term mechanical response

DOE PAGES

Maiti, A.; Small, W.; Lewicki, J.; ...

2016-04-27

3D printing of polymeric foams by direct-ink-write is a recent technological breakthrough that enables the creation of versatile compressible solids with programmable microstructure, customizable shapes, and tunable mechanical response including negative elastic modulus. However, in many applications the success of these 3D printed materials as a viable replacement for traditional stochastic foams critically depends on their mechanical performance and micro-architectural stability while deployed under long-term mechanical strain. To predict the long-term performance of the two types of foams we employed multi-year-long accelerated aging studies under compressive strain followed by a time-temperature-superposition analysis using a minimum-arc-length-based algorithm. The resulting master curvesmore » predict superior long-term performance of the 3D printed foam in terms of two different metrics, i.e., compression set and load retention. 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. As a result, this indicates a wider stress variation in the stochastic foam with points of more extreme local stress as compared to the 3D printed material, which might explain the latter’s improved long-term stability and mechanical performance.« less

3D printed cellular solid outperforms traditional stochastic foam in long-term mechanical response

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

Maiti, A.; Small, W.; Lewicki, J.

3D printing of polymeric foams by direct-ink-write is a recent technological breakthrough that enables the creation of versatile compressible solids with programmable microstructure, customizable shapes, and tunable mechanical response including negative elastic modulus. However, in many applications the success of these 3D printed materials as a viable replacement for traditional stochastic foams critically depends on their mechanical performance and micro-architectural stability while deployed under long-term mechanical strain. To predict the long-term performance of the two types of foams we employed multi-year-long accelerated aging studies under compressive strain followed by a time-temperature-superposition analysis using a minimum-arc-length-based algorithm. The resulting master curvesmore » predict superior long-term performance of the 3D printed foam in terms of two different metrics, i.e., compression set and load retention. 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. As a result, this indicates a wider stress variation in the stochastic foam with points of more extreme local stress as compared to the 3D printed material, which might explain the latter’s improved long-term stability and mechanical performance.« less

3D printed cellular solid outperforms traditional stochastic foam in long-term mechanical response

NASA Astrophysics Data System (ADS)

Maiti, A.; Small, W.; Lewicki, J. P.; Weisgraber, T. H.; Duoss, E. B.; Chinn, S. C.; Pearson, M. A.; Spadaccini, C. M.; Maxwell, R. S.; Wilson, T. S.

2016-04-01

3D printing of polymeric foams by direct-ink-write is a recent technological breakthrough that enables the creation of versatile compressible solids with programmable microstructure, customizable shapes, and tunable mechanical response including negative elastic modulus. However, in many applications the success of these 3D printed materials as a viable replacement for traditional stochastic foams critically depends on their mechanical performance and micro-architectural stability while deployed under long-term mechanical strain. To predict the long-term performance of the two types of foams we employed multi-year-long accelerated aging studies under compressive strain followed by a time-temperature-superposition analysis using a minimum-arc-length-based algorithm. The resulting master curves predict superior long-term performance of the 3D printed foam in terms of two different metrics, i.e., compression set and load retention. 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, which might explain the latter’s improved long-term stability and mechanical performance.

3D printed cellular solid outperforms traditional stochastic foam in long-term mechanical response

PubMed Central

Maiti, A.; Small, W.; Lewicki, J. P.; Weisgraber, T. H.; Duoss, E. B.; Chinn, S. C.; Pearson, M. A.; Spadaccini, C. M.; Maxwell, R. S.; Wilson, T. S.

2016-01-01

3D printing of polymeric foams by direct-ink-write is a recent technological breakthrough that enables the creation of versatile compressible solids with programmable microstructure, customizable shapes, and tunable mechanical response including negative elastic modulus. However, in many applications the success of these 3D printed materials as a viable replacement for traditional stochastic foams critically depends on their mechanical performance and micro-architectural stability while deployed under long-term mechanical strain. To predict the long-term performance of the two types of foams we employed multi-year-long accelerated aging studies under compressive strain followed by a time-temperature-superposition analysis using a minimum-arc-length-based algorithm. The resulting master curves predict superior long-term performance of the 3D printed foam in terms of two different metrics, i.e., compression set and load retention. 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, which might explain the latter’s improved long-term stability and mechanical performance. PMID:27117858

Investigation of the stochastic nature of solar radiation for renewable resources management

NASA Astrophysics Data System (ADS)

Koudouris, Giannis; Dimitriadis, Panayiotis; Iliopoulou, Theano; Mamasis, Nikos; Koutsoyiannis, Demetris

2017-04-01

A detailed investigation of the variability of solar radiation can be proven useful towards more efficient and sustainable design of renewable resources systems. This variability is mainly caused from the regular seasonal and diurnal variation, as well as its stochastic nature of the atmospheric processes, i.e. sunshine duration. In this context, we analyze numerous observations in Greece (Hellenic National Meteorological Service; http://www.hnms.gr/) and around the globe (NASA SSE - Surface meteorology and Solar Energy; http://www.soda-pro.com/web-services/radiation/nasa-sse) and we investigate the long-term behaviour and double periodicity of the solar radiation process. Also, we apply a parsimonious double-cyclostationary stochastic model to a theoretical scenario of solar energy production for an island in the Aegean Sea. Acknowledgement: This research is conducted within the frame of the undergraduate course "Stochastic Methods in Water Resources" of the National Technical University of Athens (NTUA). The School of Civil Engineering of NTUA provided moral support for the participation of the students in the Assembly.

SDE decomposition and A-type stochastic interpretation in nonequilibrium processes

NASA Astrophysics Data System (ADS)

Yuan, Ruoshi; Tang, Ying; Ao, Ping

2017-12-01

An innovative theoretical framework for stochastic dynamics based on the decomposition of a stochastic differential equation (SDE) into a dissipative component, a detailed-balance-breaking component, and a dual-role potential landscape has been developed, which has fruitful applications in physics, engineering, chemistry, and biology. It introduces the A-type stochastic interpretation of the SDE beyond the traditional Ito or Stratonovich interpretation or even the α-type interpretation for multidimensional systems. The potential landscape serves as a Hamiltonian-like function in nonequilibrium processes without detailed balance, which extends this important concept from equilibrium statistical physics to the nonequilibrium region. A question on the uniqueness of the SDE decomposition was recently raised. Our review of both the mathematical and physical aspects shows that uniqueness is guaranteed. The demonstration leads to a better understanding of the robustness of the novel framework. In addition, we discuss related issues including the limitations of an approach to obtaining the potential function from a steady-state distribution.

Statistical nature of infrared dynamics on de Sitter background

NASA Astrophysics Data System (ADS)

Tokuda, Junsei; Tanaka, Takahiro

2018-02-01

In this study, we formulate a systematic way of deriving an effective equation of motion(EoM) for long wavelength modes of a massless scalar field with a general potential V(phi) on de Sitter background, and investigate whether or not the effective EoM can be described as a classical stochastic process. Our formulation gives an extension of the usual stochastic formalism to including sub-leading secular growth coming from the nonlinearity of short wavelength modes. Applying our formalism to λ phi4 theory, we explicitly derive an effective EoM which correctly recovers the next-to-leading secularly growing part at a late time, and show that this effective EoM can be seen as a classical stochastic process. Our extended stochastic formalism can describe all secularly growing terms which appear in all correlation functions with a specific operator ordering. The restriction of the operator ordering will not be a big drawback because the commutator of a light scalar field becomes negligible at large scales owing to the squeezing.

Extinction in neutrally stable stochastic Lotka-Volterra models

NASA Astrophysics Data System (ADS)

Dobrinevski, Alexander; Frey, Erwin

2012-05-01

Populations of competing biological species exhibit a fascinating interplay between the nonlinear dynamics of evolutionary selection forces and random fluctuations arising from the stochastic nature of the interactions. The processes leading to extinction of species, whose understanding is a key component in the study of evolution and biodiversity, are influenced by both of these factors. Here, we investigate a class of stochastic population dynamics models based on generalized Lotka-Volterra systems. In the case of neutral stability of the underlying deterministic model, the impact of intrinsic noise on the survival of species is dramatic: It destroys coexistence of interacting species on a time scale proportional to the population size. We introduce a new method based on stochastic averaging which allows one to understand this extinction process quantitatively by reduction to a lower-dimensional effective dynamics. This is performed analytically for two highly symmetrical models and can be generalized numerically to more complex situations. The extinction probability distributions and other quantities of interest we obtain show excellent agreement with simulations.

Extinction in neutrally stable stochastic Lotka-Volterra models.

PubMed

Dobrinevski, Alexander; Frey, Erwin

2012-05-01

Populations of competing biological species exhibit a fascinating interplay between the nonlinear dynamics of evolutionary selection forces and random fluctuations arising from the stochastic nature of the interactions. The processes leading to extinction of species, whose understanding is a key component in the study of evolution and biodiversity, are influenced by both of these factors. Here, we investigate a class of stochastic population dynamics models based on generalized Lotka-Volterra systems. In the case of neutral stability of the underlying deterministic model, the impact of intrinsic noise on the survival of species is dramatic: It destroys coexistence of interacting species on a time scale proportional to the population size. We introduce a new method based on stochastic averaging which allows one to understand this extinction process quantitatively by reduction to a lower-dimensional effective dynamics. This is performed analytically for two highly symmetrical models and can be generalized numerically to more complex situations. The extinction probability distributions and other quantities of interest we obtain show excellent agreement with simulations.

Langevin dynamics for vector variables driven by multiplicative white noise: A functional formalism

NASA Astrophysics Data System (ADS)

Moreno, Miguel Vera; Arenas, Zochil González; Barci, Daniel G.

2015-04-01

We discuss general multidimensional stochastic processes driven by a system of Langevin equations with multiplicative white noise. In particular, we address the problem of how time reversal diffusion processes are affected by the variety of conventions available to deal with stochastic integrals. We present a functional formalism to build up the generating functional of correlation functions without any type of discretization of the Langevin equations at any intermediate step. The generating functional is characterized by a functional integration over two sets of commuting variables, as well as Grassmann variables. In this representation, time reversal transformation became a linear transformation in the extended variables, simplifying in this way the complexity introduced by the mixture of prescriptions and the associated calculus rules. The stochastic calculus is codified in our formalism in the structure of the Grassmann algebra. We study some examples such as higher order derivative Langevin equations and the functional representation of the micromagnetic stochastic Landau-Lifshitz-Gilbert equation.

Stochastic P-bifurcation and stochastic resonance in a noisy bistable fractional-order system

NASA Astrophysics Data System (ADS)

Yang, J. H.; Sanjuán, Miguel A. F.; Liu, H. G.; Litak, G.; Li, X.

2016-12-01

We investigate the stochastic response of a noisy bistable fractional-order system when the fractional-order lies in the interval (0, 2]. We focus mainly on the stochastic P-bifurcation and the phenomenon of the stochastic resonance. We compare the generalized Euler algorithm and the predictor-corrector approach which are commonly used for numerical calculations of fractional-order nonlinear equations. Based on the predictor-corrector approach, the stochastic P-bifurcation and the stochastic resonance are investigated. Both the fractional-order value and the noise intensity can induce an stochastic P-bifurcation. The fractional-order may lead the stationary probability density function to turn from a single-peak mode to a double-peak mode. However, the noise intensity may transform the stationary probability density function from a double-peak mode to a single-peak mode. The stochastic resonance is investigated thoroughly, according to the linear and the nonlinear response theory. In the linear response theory, the optimal stochastic resonance may occur when the value of the fractional-order is larger than one. In previous works, the fractional-order is usually limited to the interval (0, 1]. Moreover, the stochastic resonance at the subharmonic frequency and the superharmonic frequency are investigated respectively, by using the nonlinear response theory. When it occurs at the subharmonic frequency, the resonance may be strong and cannot be ignored. When it occurs at the superharmonic frequency, the resonance is weak. We believe that the results in this paper might be useful for the signal processing of nonlinear systems.

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

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

Horowitz, Jordan M., E-mail: jordan.horowitz@umb.edu

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

Stochastic approximation methods-Powerful tools for simulation and optimization: A survey of some recent work on multi-agent systems and cyber-physical systems

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

Yin, George; Wang, Le Yi; Zhang, Hongwei

2014-12-10

Stochastic approximation methods have found extensive and diversified applications. Recent emergence of networked systems and cyber-physical systems has generated renewed interest in advancing stochastic approximation into a general framework to support algorithm development for information processing and decisions in such systems. This paper presents a survey on some recent developments in stochastic approximation methods and their applications. Using connected vehicles in platoon formation and coordination as a platform, we highlight some traditional and new methodologies of stochastic approximation algorithms and explain how they can be used to capture essential features in networked systems. Distinct features of networked systems with randomlymore » switching topologies, dynamically evolving parameters, and unknown delays are presented, and control strategies are provided.« less

Variance decomposition in stochastic simulators

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

Le Maître, O. P., E-mail: olm@limsi.fr; Knio, O. M., E-mail: knio@duke.edu; Moraes, A., E-mail: alvaro.moraesgutierrez@kaust.edu.sa

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

Analytical Assessment for Transient Stability Under Stochastic Continuous Disturbances

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

Ju, Ping; Li, Hongyu; Gan, Chun

Here, with the growing integration of renewable power generation, plug-in electric vehicles, and other sources of uncertainty, increasing stochastic continuous disturbances are brought to power systems. The impact of stochastic continuous disturbances on power system transient stability attracts significant attention. To address this problem, this paper proposes an analytical assessment method for transient stability of multi-machine power systems under stochastic continuous disturbances. In the proposed method, a probability measure of transient stability is presented and analytically solved by stochastic averaging. Compared with the conventional method (Monte Carlo simulation), the proposed method is many orders of magnitude faster, which makes itmore » very attractive in practice when many plans for transient stability must be compared or when transient stability must be analyzed quickly. Also, it is found that the evolution of system energy over time is almost a simple diffusion process by the proposed method, which explains the impact mechanism of stochastic continuous disturbances on transient stability in theory.« less

Earthquake ground motion simulation at Zoser pyramid using the stochastic method: A step toward the preservation of an ancient Egyptian heritage

NASA Astrophysics Data System (ADS)

Khalil, Amin E.; Abdel Hafiez, H. E.; Girgis, Milad; Taha, M. A.

2017-06-01

Strong ground shaking during earthquakes can greatly affect the ancient monuments and subsequently demolish the human heritage. On October 12th 1992, a moderate earthquake (Ms = 5.8) shocked the greater Cairo area causing widespread damages. Unfortunately, the focus of that earthquake is located about 14 km to the south of Zoser pyramid. After the earthquake, the Egyptian Supreme council of antiquities issued an alarm that Zoser pyramid is partially collapsed and international and national efforts are exerted to restore this important human heritage that was built about 4000 years ago. Engineering and geophysical work is thus needed for the restoration process. The definition of the strong motion parameters is one of the required studies since seismically active zone is recorded in its near vicinity. The present study adopted the stochastic method to determine the peak ground motion (acceleration, velocity and displacement) for the three largest earthquakes recorded in the Egypt's seismological history. These earthquakes are Shedwan earthquake with magnitude Ms = 6.9, Aqaba earthquake with magnitude Mw = 7.2 and Cairo (Dahshour earthquake) with magnitude Ms = 5.8. The former two major earthquakes took place few hundred kilometers away. It is logic to have the predominant effects from the epicentral location of the Cairo earthquake; however, the authors wanted to test also the long period effects of the large distance earthquakes expected from the other two earthquakes under consideration. In addition, the dynamic site response was studied using the Horizontal to vertical spectral ratio (HVSR) technique. HVSR can provide information about the fundamental frequency successfully; however, the amplification estimation is not accepted. The result represented as either peak ground motion parameters or response spectra indicates that the effects from Cairo earthquake epicenter are the largest for all periods considered in the present study. The level of strong motion as indicated by peak ground acceleration reaches the value of 250 gals which is considerably high. At the end, it is worth to mention that the information resulted from the present work may be useful for the planned restoration decision of the Zoser pyramid site.

Stochastic collective dynamics of charged-particle beams in the stability regime

NASA Astrophysics Data System (ADS)

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

2001-01-01

We introduce a description of the collective transverse dynamics of charged (proton) beams in the stability regime by suitable classical stochastic fluctuations. In this scheme, the collective beam dynamics is described by time-reversal invariant diffusion processes deduced by stochastic variational principles (Nelson processes). By general arguments, we show that the diffusion coefficient, expressed in units of length, is given by λcN, where N is the number of particles in the beam and λc the Compton wavelength of a single constituent. This diffusion coefficient represents an effective unit of beam emittance. The hydrodynamic equations of the stochastic dynamics can be easily recast in the form of a Schrödinger equation, with the unit of emittance replacing the Planck action constant. This fact provides a natural connection to the so-called ``quantum-like approaches'' to beam dynamics. The transition probabilities associated to Nelson processes can be exploited to model evolutions suitable to control the transverse beam dynamics. In particular we show how to control, in the quadrupole approximation to the beam-field interaction, both the focusing and the transverse oscillations of the beam, either together or independently.

Quantum stochastic walks on networks for decision-making

NASA Astrophysics Data System (ADS)

Martínez-Martínez, Ismael; Sánchez-Burillo, Eduardo

2016-03-01

Recent experiments report violations of the classical law of total probability and incompatibility of certain mental representations when humans process and react to information. Evidence shows promise of a more general quantum theory providing a better explanation of the dynamics and structure of real decision-making processes than classical probability theory. Inspired by this, we show how the behavioral choice-probabilities can arise as the unique stationary distribution of quantum stochastic walkers on the classical network defined from Luce’s response probabilities. This work is relevant because (i) we provide a very general framework integrating the positive characteristics of both quantum and classical approaches previously in confrontation, and (ii) we define a cognitive network which can be used to bring other connectivist approaches to decision-making into the quantum stochastic realm. We model the decision-maker as an open system in contact with her surrounding environment, and the time-length of the decision-making process reveals to be also a measure of the process’ degree of interplay between the unitary and irreversible dynamics. Implementing quantum coherence on classical networks may be a door to better integrate human-like reasoning biases in stochastic models for decision-making.

Quantum stochastic walks on networks for decision-making

PubMed Central

Martínez-Martínez, Ismael; Sánchez-Burillo, Eduardo

2016-01-01

Recent experiments report violations of the classical law of total probability and incompatibility of certain mental representations when humans process and react to information. Evidence shows promise of a more general quantum theory providing a better explanation of the dynamics and structure of real decision-making processes than classical probability theory. Inspired by this, we show how the behavioral choice-probabilities can arise as the unique stationary distribution of quantum stochastic walkers on the classical network defined from Luce’s response probabilities. This work is relevant because (i) we provide a very general framework integrating the positive characteristics of both quantum and classical approaches previously in confrontation, and (ii) we define a cognitive network which can be used to bring other connectivist approaches to decision-making into the quantum stochastic realm. We model the decision-maker as an open system in contact with her surrounding environment, and the time-length of the decision-making process reveals to be also a measure of the process’ degree of interplay between the unitary and irreversible dynamics. Implementing quantum coherence on classical networks may be a door to better integrate human-like reasoning biases in stochastic models for decision-making. PMID:27030372

Stochastic calculus of protein filament formation under spatial confinement

NASA Astrophysics Data System (ADS)

Michaels, Thomas C. T.; Dear, Alexander J.; Knowles, Tuomas P. J.

2018-05-01

The growth of filamentous aggregates from precursor proteins is a process of central importance to both normal and aberrant biology, for instance as the driver of devastating human disorders such as Alzheimer's and Parkinson's diseases. The conventional theoretical framework for describing this class of phenomena in bulk is based upon the mean-field limit of the law of mass action, which implicitly assumes deterministic dynamics. However, protein filament formation processes under spatial confinement, such as in microdroplets or in the cellular environment, show intrinsic variability due to the molecular noise associated with small-volume effects. To account for this effect, in this paper we introduce a stochastic differential equation approach for investigating protein filament formation processes under spatial confinement. Using this framework, we study the statistical properties of stochastic aggregation curves, as well as the distribution of reaction lag-times. Moreover, we establish the gradual breakdown of the correlation between lag-time and normalized growth rate under spatial confinement. Our results establish the key role of spatial confinement in determining the onset of stochasticity in protein filament formation and offer a formalism for studying protein aggregation kinetics in small volumes in terms of the kinetic parameters describing the aggregation dynamics in bulk.

Statistical description and transport in stochastic magnetic fields

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

Vanden Eijnden, E.; Balescu, R.

1996-03-01

The statistical description of particle motion in a stochastic magnetic field is presented. Starting form the stochastic Liouville equation (or, hybrid kinetic equation) associated with the equations of motion of a test particle, the probability distribution function of the system is obtained for various magnetic fields and collisional processes. The influence of these two ingredients on the statistics of the particle dynamics is stressed. In all cases, transport properties of the system are discussed. {copyright} {ital 1996 American Institute of Physics.}

LETTER TO THE EDITOR: Thermally activated processes in magnetic systems consisting of rigid dipoles: equivalence of the Ito and Stratonovich stochastic calculus

NASA Astrophysics Data System (ADS)

Berkov, D. V.; Gorn, N. L.

2002-04-01

We demonstrate that the Ito and the Stratonovich stochastic calculus lead to identical results when applied to the stochastic dynamics study of magnetic systems consisting of dipoles with the constant magnitude, despite the multiplicative noise appearing in the corresponding Langevin equations. The immediate consequence of this statement is that any numerical method used for the solution of these equations will lead to the physically correct results.

Simulation of quantum dynamics based on the quantum stochastic differential equation.

PubMed

Li, Ming

2013-01-01

The quantum stochastic differential equation derived from the Lindblad form quantum master equation is investigated. The general formulation in terms of environment operators representing the quantum state diffusion is given. The numerical simulation algorithm of stochastic process of direct photodetection of a driven two-level system for the predictions of the dynamical behavior is proposed. The effectiveness and superiority of the algorithm are verified by the performance analysis of the accuracy and the computational cost in comparison with the classical Runge-Kutta algorithm.

Analysis of the stochastic excitability in the flow chemical reactor

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

Bashkirtseva, Irina

2015-11-30

A dynamic model of the thermochemical process in the flow reactor is considered. We study an influence of the random disturbances on the stationary regime of this model. A phenomenon of noise-induced excitability is demonstrated. For the analysis of this phenomenon, a constructive technique based on the stochastic sensitivity functions and confidence domains is applied. It is shown how elaborated technique can be used for the probabilistic analysis of the generation of mixed-mode stochastic oscillations in the flow chemical reactor.

Oscillatory Regulation of Hes1: Discrete Stochastic Delay Modelling and Simulation

PubMed Central

Barrio, Manuel; Burrage, Kevin; Leier, André; Tian, Tianhai

2006-01-01

Discrete stochastic simulations are a powerful tool for understanding the dynamics of chemical kinetics when there are small-to-moderate numbers of certain molecular species. In this paper we introduce delays into the stochastic simulation algorithm, thus mimicking delays associated with transcription and translation. We then show that this process may well explain more faithfully than continuous deterministic models the observed sustained oscillations in expression levels of hes1 mRNA and Hes1 protein. PMID:16965175

Applied Nonlinear Dynamics and Stochastic Systems Near The Millenium. Proceedings

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

Kadtke, J.B.; Bulsara, A.

These proceedings represent papers presented at the Applied Nonlinear Dynamics and Stochastic Systems conference held in San Diego, California in July 1997. The conference emphasized the applications of nonlinear dynamical systems theory in fields as diverse as neuroscience and biomedical engineering, fluid dynamics, chaos control, nonlinear signal/image processing, stochastic resonance, devices and nonlinear dynamics in socio{minus}economic systems. There were 56 papers presented at the conference and 5 have been abstracted for the Energy Science and Technology database.(AIP)

Pricing foreign equity option with stochastic volatility

NASA Astrophysics Data System (ADS)

Sun, Qi; Xu, Weidong

2015-11-01

In this paper we propose a general foreign equity option pricing framework that unifies the vast foreign equity option pricing literature and incorporates the stochastic volatility into foreign equity option pricing. Under our framework, the time-changed Lévy processes are used to model the underlying assets price of foreign equity option and the closed form pricing formula is obtained through the use of characteristic function methodology. Numerical tests indicate that stochastic volatility has a dramatic effect on the foreign equity option prices.

Stochastic Feedforward Control Technique

NASA Technical Reports Server (NTRS)

Halyo, Nesim

1990-01-01

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

Analysis of the stochastic excitability in the flow chemical reactor

NASA Astrophysics Data System (ADS)

Bashkirtseva, Irina

2015-11-01

A dynamic model of the thermochemical process in the flow reactor is considered. We study an influence of the random disturbances on the stationary regime of this model. A phenomenon of noise-induced excitability is demonstrated. For the analysis of this phenomenon, a constructive technique based on the stochastic sensitivity functions and confidence domains is applied. It is shown how elaborated technique can be used for the probabilistic analysis of the generation of mixed-mode stochastic oscillations in the flow chemical reactor.