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.

Stochastic growth logistic model with aftereffect for batch fermentation process

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

Rosli, Norhayati; Ayoubi, Tawfiqullah; Bahar, Arifah

2014-06-19

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

Stochastic growth logistic model with aftereffect for batch fermentation process

NASA Astrophysics Data System (ADS)

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

2014-06-01

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

Mathematical algorithm development and parametric studies with the GEOFRAC three-dimensional stochastic model of natural rock fracture systems

NASA Astrophysics Data System (ADS)

Ivanova, Violeta M.; Sousa, Rita; Murrihy, Brian; Einstein, Herbert H.

2014-06-01

This paper presents results from research conducted at MIT during 2010-2012 on modeling of natural rock fracture systems with the GEOFRAC three-dimensional stochastic model. Following a background summary of discrete fracture network models and a brief introduction of GEOFRAC, the paper provides a thorough description of the newly developed mathematical and computer algorithms for fracture intensity, aperture, and intersection representation, which have been implemented in MATLAB. The new methods optimize, in particular, the representation of fracture intensity in terms of cumulative fracture area per unit volume, P32, via the Poisson-Voronoi Tessellation of planes into polygonal fracture shapes. In addition, fracture apertures now can be represented probabilistically or deterministically whereas the newly implemented intersection algorithms allow for computing discrete pathways of interconnected fractures. In conclusion, results from a statistical parametric study, which was conducted with the enhanced GEOFRAC model and the new MATLAB-based Monte Carlo simulation program FRACSIM, demonstrate how fracture intensity, size, and orientations influence fracture connectivity.

Stochastic dynamic programming illuminates the link between environment, physiology, and evolution.

PubMed

Mangel, Marc

2015-05-01

I describe how stochastic dynamic programming (SDP), a method for stochastic optimization that evolved from the work of Hamilton and Jacobi on variational problems, allows us to connect the physiological state of organisms, the environment in which they live, and how evolution by natural selection acts on trade-offs that all organisms face. I first derive the two canonical equations of SDP. These are valuable because although they apply to no system in particular, they share commonalities with many systems (as do frictionless springs). After that, I show how we used SDP in insect behavioral ecology. I describe the puzzles that needed to be solved, the SDP equations we used to solve the puzzles, and the experiments that we used to test the predictions of the models. I then briefly describe two other applications of SDP in biology: first, understanding the developmental pathways followed by steelhead trout in California and second skipped spawning by Norwegian cod. In both cases, modeling and empirical work were closely connected. I close with lessons learned and advice for the young mathematical biologists.

MONALISA for stochastic simulations of Petri net models of biochemical systems.

PubMed

Balazki, Pavel; Lindauer, Klaus; Einloft, Jens; Ackermann, Jörg; Koch, Ina

2015-07-10

The concept of Petri nets (PN) is widely used in systems biology and allows modeling of complex biochemical systems like metabolic systems, signal transduction pathways, and gene expression networks. In particular, PN allows the topological analysis based on structural properties, which is important and useful when quantitative (kinetic) data are incomplete or unknown. Knowing the kinetic parameters, the simulation of time evolution of such models can help to study the dynamic behavior of the underlying system. If the number of involved entities (molecules) is low, a stochastic simulation should be preferred against the classical deterministic approach of solving ordinary differential equations. The Stochastic Simulation Algorithm (SSA) is a common method for such simulations. The combination of the qualitative and semi-quantitative PN modeling and stochastic analysis techniques provides a valuable approach in the field of systems biology. Here, we describe the implementation of stochastic analysis in a PN environment. We extended MONALISA - an open-source software for creation, visualization and analysis of PN - by several stochastic simulation methods. The simulation module offers four simulation modes, among them the stochastic mode with constant firing rates and Gillespie's algorithm as exact and approximate versions. The simulator is operated by a user-friendly graphical interface and accepts input data such as concentrations and reaction rate constants that are common parameters in the biological context. The key features of the simulation module are visualization of simulation, interactive plotting, export of results into a text file, mathematical expressions for describing simulation parameters, and up to 500 parallel simulations of the same parameter sets. To illustrate the method we discuss a model for insulin receptor recycling as case study. We present a software that combines the modeling power of Petri nets with stochastic simulation of dynamic processes in a user-friendly environment supported by an intuitive graphical interface. The program offers a valuable alternative to modeling, using ordinary differential equations, especially when simulating single-cell experiments with low molecule counts. The ability to use mathematical expressions provides an additional flexibility in describing the simulation parameters. The open-source distribution allows further extensions by third-party developers. The software is cross-platform and is licensed under the Artistic License 2.0.

Hamilton-Jacobi-Bellman equations and approximate dynamic programming on time scales.

PubMed

Seiffertt, John; Sanyal, Suman; Wunsch, Donald C

2008-08-01

The time scales calculus is a key emerging area of mathematics due to its potential use in a wide variety of multidisciplinary applications. We extend this calculus to approximate dynamic programming (ADP). The core backward induction algorithm of dynamic programming is extended from its traditional discrete case to all isolated time scales. Hamilton-Jacobi-Bellman equations, the solution of which is the fundamental problem in the field of dynamic programming, are motivated and proven on time scales. By drawing together the calculus of time scales and the applied area of stochastic control via ADP, we have connected two major fields of research.

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

NASA Astrophysics Data System (ADS)

Choustova, Olga

2007-02-01

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

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

NASA Astrophysics Data System (ADS)

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

2017-03-01

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

Optimal Control Inventory Stochastic With Production Deteriorating

NASA Astrophysics Data System (ADS)

Affandi, Pardi

2018-01-01

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

Evaluation of Electric Power Procurement Strategies by Stochastic Dynamic Programming

NASA Astrophysics Data System (ADS)

Saisho, Yuichi; Hayashi, Taketo; Fujii, Yasumasa; Yamaji, Kenji

In deregulated electricity markets, the role of a distribution company is to purchase electricity from the wholesale electricity market at randomly fluctuating prices and to provide it to its customers at a given fixed price. Therefore the company has to take risk stemming from the uncertainties of electricity prices and/or demand fluctuation instead of the customers. The way to avoid the risk is to make a bilateral contact with generating companies or install its own power generation facility. This entails the necessity to develop a certain method to make an optimal strategy for electric power procurement. In such a circumstance, this research has the purpose for proposing a mathematical method based on stochastic dynamic programming and additionally considering the characteristics of the start-up cost of electric power generation facility to evaluate strategies of combination of the bilateral contract and power auto-generation with its own facility for procuring electric power in deregulated electricity market. In the beginning we proposed two approaches to solve the stochastic dynamic programming, and they are a Monte Carlo simulation method and a finite difference method to derive the solution of a partial differential equation of the total procurement cost of electric power. Finally we discussed the influences of the price uncertainty on optimal strategies of power procurement.

Exploring information transmission in gene networks using stochastic simulation and machine learning

NASA Astrophysics Data System (ADS)

Park, Kyemyung; Prüstel, Thorsten; Lu, Yong; Narayanan, Manikandan; Martins, Andrew; Tsang, John

How gene regulatory networks operate robustly despite environmental fluctuations and biochemical noise is a fundamental question in biology. Mathematically the stochastic dynamics of a gene regulatory network can be modeled using chemical master equation (CME), but nonlinearity and other challenges render analytical solutions of CMEs difficult to attain. While approaches of approximation and stochastic simulation have been devised for simple models, obtaining a more global picture of a system's behaviors in high-dimensional parameter space without simplifying the system substantially remains a major challenge. Here we present a new framework for understanding and predicting the behaviors of gene regulatory networks in the context of information transmission among genes. Our approach uses stochastic simulation of the network followed by machine learning of the mapping between model parameters and network phenotypes such as information transmission behavior. We also devised ways to visualize high-dimensional phase spaces in intuitive and informative manners. We applied our approach to several gene regulatory circuit motifs, including both feedback and feedforward loops, to reveal underexplored aspects of their operational behaviors. This work is supported by the Intramural Program of NIAID/NIH.

Mathematics, Pricing, Market Risk Management and Trading Strategies for Financial Derivatives (3/3)

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

Coffey, Brian J., Lynn, Bryan

IR and Long Term FX Derivatives - Stochastic Martingales for IR Curves - Implied Volatility Along the IR Curve - IR Libor Bonds - Vanilla IR Options: Caplets, Floorlets - Long Term FX Options: Interaction of Stochastic FX and Stochastic IR - $-Yen Bermudan Power Reverse Duals

Mathematics, Pricing, Market Risk Management and Trading Strategies for Financial Derivatives (3/3)

ScienceCinema

Coffey, Brian J., Lynn, Bryan

2018-04-26

IR and Long Term FX Derivatives - Stochastic Martingales for IR Curves - Implied Volatility Along the IR Curve - IR Libor Bonds - Vanilla IR Options: Caplets, Floorlets - Long Term FX Options: Interaction of Stochastic FX and Stochastic IR - $-Yen Bermudan Power Reverse Duals

New control concepts for uncertain water resources systems: 1. Theory

NASA Astrophysics Data System (ADS)

Georgakakos, Aris P.; Yao, Huaming

1993-06-01

A major complicating factor in water resources systems management is handling unknown inputs. Stochastic optimization provides a sound mathematical framework but requires that enough data exist to develop statistical input representations. In cases where data records are insufficient (e.g., extreme events) or atypical of future input realizations, stochastic methods are inadequate. This article presents a control approach where input variables are only expected to belong in certain sets. The objective is to determine sets of admissible control actions guaranteeing that the system will remain within desirable bounds. The solution is based on dynamic programming and derived for the case where all sets are convex polyhedra. A companion paper (Yao and Georgakakos, this issue) addresses specific applications and problems in relation to reservoir system management.

Optimisation in radiotherapy. III: Stochastic optimisation algorithms and conclusions.

PubMed

Ebert, M

1997-12-01

This is the final article in a three part examination of optimisation in radiotherapy. Previous articles have established the bases and form of the radiotherapy optimisation problem, and examined certain types of optimisation algorithm, namely, those which perform some form of ordered search of the solution space (mathematical programming), and those which attempt to find the closest feasible solution to the inverse planning problem (deterministic inversion). The current paper examines algorithms which search the space of possible irradiation strategies by stochastic methods. The resulting iterative search methods move about the solution space by sampling random variates, which gradually become more constricted as the algorithm converges upon the optimal solution. This paper also discusses the implementation of optimisation in radiotherapy practice.

A Primary Care Workload Production Model for Estimating Relative Value Unit Output

DTIC Science & Technology

2011-03-01

for Medicare and Medicaid Services, Office of the Actuary , National Health Statistics Group; and U.S. Department of Commerce, Bureau of Economic...The systematic variation in a relationship can be represented by a mathematical expression, whereas stochastic variation cannot. Further, stochastic...expressed mathematically as an equation, whereby a response variable Y is fitted to a function of “regressor variables and parameters” (SAS©, 2010). A

Joint Services Electronics Program. Electronics Research at the University of Texas at Austin.

DTIC Science & Technology

1986-09-30

L.S. Davis and J.K. Aggarwal, "Region Correspondence in Multi-Resolution Images Taken from Dynamic Scenes." Mexican Polytechnic Institute Mexico...Estimation and Control of Stochastic Systems ,", ’ Dept. of Mathematics Mexican Polytechnic Institute ,,, 1 Mexico City, Mexico March 27, 1985 * S.I...surface with well known stoichiometry. We have observed interesting new phenomena asociated with the 0__ local surface crystal field (splitting of the

Artificial Neural Network Metamodels of Stochastic Computer Simulations

DTIC Science & Technology

1994-08-10

SUBTITLE r 5. FUNDING NUMBERS Artificial Neural Network Metamodels of Stochastic I () Computer Simulations 6. AUTHOR(S) AD- A285 951 Robert Allen...8217!298*1C2 ARTIFICIAL NEURAL NETWORK METAMODELS OF STOCHASTIC COMPUTER SIMULATIONS by Robert Allen Kilmer B.S. in Education Mathematics, Indiana...dedicate this document to the memory of my father, William Ralph Kilmer. mi ABSTRACT Signature ARTIFICIAL NEURAL NETWORK METAMODELS OF STOCHASTIC

PREFACE: 3rd International Conference on Mathematical Modeling in Physical Sciences (IC-MSQUARE 2014)

NASA Astrophysics Data System (ADS)

2015-01-01

The third International Conference on Mathematical Modeling in Physical Sciences (IC-MSQUARE) took place at Madrid, Spain, from Thursday 28 to Sunday 31 August 2014. The Conference was attended by more than 200 participants and hosted about 350 oral, poster, and virtual presentations. More than 600 pre-registered authors were also counted. The third IC-MSQUARE consisted of different and diverging workshops and thus covered various research fields where Mathematical Modeling is used, such as Theoretical/Mathematical Physics, Neutrino Physics, Non-Integrable Systems, Dynamical Systems, Computational Nanoscience, Biological Physics, Computational Biomechanics, Complex Networks, Stochastic Modeling, Fractional Statistics, DNA Dynamics, Macroeconomics etc. The scientific program was rather heavy since after the Keynote and Invited Talks in the morning, three parallel oral sessions and one poster session were running every day. However, according to all attendees, the program was excellent with high level of talks and the scientific environment was fruitful, thus all attendees had a creative time. We would like to thank the Keynote Speaker and the Invited Speakers for their significant contribution to IC-MSQUARE. We also would like to thank the Members of the International Advisory and Scientific Committees as well as the Members of the Organizing Committee.

PREFACE: 4th International Conference on Mathematical Modeling in Physical Sciences (IC-MSquare2015)

NASA Astrophysics Data System (ADS)

Vlachos, Dimitrios; Vagenas, Elias C.

2015-09-01

The 4th International Conference on Mathematical Modeling in Physical Sciences (IC-MSQUARE) took place in Mykonos, Greece, from Friday 5th June to Monday 8th June 2015. The Conference was attended by more than 150 participants and hosted about 200 oral, poster, and virtual presentations. There were more than 600 pre-registered authors. The 4th IC-MSQUARE consisted of different and diverging workshops and thus covered various research fields where Mathematical Modeling is used, such as Theoretical/Mathematical Physics, Neutrino Physics, Non-Integrable Systems, Dynamical Systems, Computational Nanoscience, Biological Physics, Computational Biomechanics, Complex Networks, Stochastic Modeling, Fractional Statistics, DNA Dynamics, Macroeconomics etc. The scientific program was rather intense as after the Keynote and Invited Talks in the morning, three parallel oral and one poster session were running every day. However, according to all attendees, the program was excellent with a high quality of talks creating an innovative and productive scientific environment for all attendees. We would like to thank the Keynote Speaker and the Invited Speakers for their significant contribution to IC-MSQUARE. We also would like to thank the Members of the International Advisory and Scientific Committees as well as the Members of the Organizing Committee.

Numerical methods for stochastic differential equations

NASA Astrophysics Data System (ADS)

Kloeden, Peter; Platen, Eckhard

1991-06-01

The numerical analysis of stochastic differential equations differs significantly from that of ordinary differential equations due to the peculiarities of stochastic calculus. This book provides an introduction to stochastic calculus and stochastic differential equations, both theory and applications. The main emphasise is placed on the numerical methods needed to solve such equations. It assumes an undergraduate background in mathematical methods typical of engineers and physicists, through many chapters begin with a descriptive summary which may be accessible to others who only require numerical recipes. To help the reader develop an intuitive understanding of the underlying mathematicals and hand-on numerical skills exercises and over 100 PC Exercises (PC-personal computer) are included. The stochastic Taylor expansion provides the key tool for the systematic derivation and investigation of discrete time numerical methods for stochastic differential equations. The book presents many new results on higher order methods for strong sample path approximations and for weak functional approximations, including implicit, predictor-corrector, extrapolation and variance-reduction methods. Besides serving as a basic text on such methods. the book offers the reader ready access to a large number of potential research problems in a field that is just beginning to expand rapidly and is widely applicable.

Variational formulation for Black-Scholes equations in stochastic volatility models

NASA Astrophysics Data System (ADS)

Gyulov, Tihomir B.; Valkov, Radoslav L.

2012-11-01

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

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

NASA Astrophysics Data System (ADS)

Herath, Narmada; Del Vecchio, Domitilla

2018-03-01

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

Control of stochastic sensitivity in a stabilization problem for gas discharge system

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

Bashkirtseva, Irina

2015-11-30

We consider a nonlinear dynamic stochastic system with control. A problem of stochastic sensitivity synthesis of the equilibrium is studied. A mathematical technique of the solution of this problem is discussed. This technique is applied to the problem of the stabilization of the operating mode for the stochastic gas discharge system. We construct a feedback regulator that reduces the stochastic sensitivity of the equilibrium, suppresses large-amplitude oscillations, and provides a proper operation of this engineering device.

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.

CADNA_C: A version of CADNA for use with C or C++ programs

NASA Astrophysics Data System (ADS)

Lamotte, Jean-Luc; Chesneaux, Jean-Marie; Jézéquel, Fabienne

2010-11-01

The CADNA library enables one to estimate round-off error propagation using a probabilistic approach. The CADNA_C version enables this estimation in C or C++ programs, while the previous version had been developed for Fortran programs. The CADNA_C version has the same features as the previous one: with CADNA the numerical quality of any simulation program can be controlled. Furthermore by detecting all the instabilities which may occur at run time, a numerical debugging of the user code can be performed. CADNA provides new numerical types on which round-off errors can be estimated. Slight modifications are required to control a code with CADNA, mainly changes in variable declarations, input and output. New version program summaryProgram title: CADNA_C Catalogue identifier: AEGQ_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEGQ_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: Standard CPC licence, http://cpc.cs.qub.ac.uk/licence/licence.html No. of lines in distributed program, including test data, etc.: 60 075 No. of bytes in distributed program, including test data, etc.: 710 781 Distribution format: tar.gz Programming language: C++ Computer: PC running LINUX with an i686 or an ia64 processor, UNIX workstations including SUN, IBM Operating system: LINUX, UNIX Classification: 6.5 Catalogue identifier of previous version: AEAT_v1_0 Journal reference of previous version: Comput. Phys. Comm. 178 (2008) 933 Does the new version supersede the previous version?: No Nature of problem: A simulation program which uses floating-point arithmetic generates round-off errors, due to the rounding performed at each assignment and at each arithmetic operation. Round-off error propagation may invalidate the result of a program. The CADNA library enables one to estimate round-off error propagation in any simulation program and to detect all numerical instabilities that may occur at run time. Solution method: The CADNA library [1-3] implements Discrete Stochastic Arithmetic [4,5] which is based on a probabilistic model of round-off errors. The program is run several times with a random rounding mode generating different results each time. From this set of results, CADNA estimates the number of exact significant digits in the result that would have been computed with standard floating-point arithmetic. Reasons for new version: The previous version (AEAT_v1_0) enables the estimation of round-off error propagation in Fortran programs [2]. The new version has been developed to enable this estimation in C or C++ programs. Summary of revisions: The CADNA_C source code consists of one assembly language file (cadna_rounding.s) and twenty-three C++ language files (including three header files). cadna_rounding.s is a symbolic link to the assembly file corresponding to the processor and the C++ compiler used. This assembly file contains routines which are frequently called in the CADNA_C C++ files to change the rounding mode. The C++ language files contain the definition of the stochastic types on which the control of accuracy can be performed, CADNA_C specific functions (for instance to enable or disable the detection of numerical instabilities), the definition of arithmetic and relational operators which are overloaded for stochastic variables and the definition of mathematical functions which can be used with stochastic arguments. As a remark, on 64-bit processors, the mathematical library associated with the GNU C++ compiler may provide incorrect results or generate severe bugs with rounding towards -∞ and +∞, which the random rounding mode is based on. Therefore, if CADNA_C is used on a 64-bit processor with the GNU C++ compiler, mathematical functions are computed with rounding to the nearest, otherwise they are computed with the random rounding mode. It must be pointed out that the knowledge of the accuracy of the argument of a mathematical function is never lost. Additional comments: In the library archive, users are advised to read the INSTALL file first. The doc directory contains a user guide named ug.cadna.pdf and a reference guide named, ref_cadna.pdf. The user guide shows how to control the numerical accuracy of a program using CADNA, provides installation instructions and describes test runs.The reference guide briefly describes each function of the library. The source code (which consists of C++ and assembly files) is located in the src directory. The examples directory contains seven test runs which illustrate the use of the CADNA library and the benefits of Discrete Stochastic Arithmetic. Running time: The version of a code which uses CADNA runs at least three times slower than its floating-point version. This cost depends on the computer architecture and can be higher if the detection of numerical instabilities is enabled. In this case, the cost may be related to the number of instabilities detected.

The ‘hit’ phenomenon: a mathematical model of human dynamics interactions as a stochastic process

NASA Astrophysics Data System (ADS)

Ishii, Akira; Arakaki, Hisashi; Matsuda, Naoya; Umemura, Sanae; Urushidani, Tamiko; Yamagata, Naoya; Yoshida, Narihiko

2012-06-01

A mathematical model for the ‘hit’ phenomenon in entertainment within a society is presented as a stochastic process of human dynamics interactions. The model uses only the advertisement budget time distribution as an input, and word-of-mouth (WOM), represented by posts on social network systems, is used as data to make a comparison with the calculated results. The unit of time is days. The WOM distribution in time is found to be very close to the revenue distribution in time. Calculations for the Japanese motion picture market based on the mathematical model agree well with the actual revenue distribution in time.

Etiology and treatment of hematological neoplasms: stochastic mathematical models.

PubMed

Radivoyevitch, Tomas; Li, Huamin; Sachs, Rainer K

2014-01-01

Leukemias are driven by stemlike cancer cells (SLCC), whose initiation, growth, response to treatment, and posttreatment behavior are often "stochastic", i.e., differ substantially even among very similar patients for reasons not observable with present techniques. We review the probabilistic mathematical methods used to analyze stochastics and give two specific examples. The first example concerns a treatment protocol, e.g., for acute myeloid leukemia (AML), where intermittent cytotoxic drug dosing (e.g., once each weekday) is used with intent to cure. We argue mathematically that, if independent SLCC are growing stochastically during prolonged treatment, then, other things being equal, front-loading doses are more effective for tumor eradication than back loading. We also argue that the interacting SLCC dynamics during treatment is often best modeled by considering SLCC in microenvironmental niches, with SLCC-SLCC interactions occurring only among SLCC within the same niche, and we present a stochastic dynamics formalism, involving "Poissonization," applicable in such situations. Interactions at a distance due to partial control of total cell numbers are also considered. The second half of this chapter concerns chromosomal aberrations, lesions known to cause some leukemias. A specific example is the induction of a Philadelphia chromosome by ionizing radiation, subsequent development of chronic myeloid leukemia (CML), CML treatment, and treatment outcome. This time evolution involves a coordinated sequence of > 10 steps, each stochastic in its own way, at the subatomic, molecular, macromolecular, cellular, tissue, and population scales, with corresponding time scales ranging from picoseconds to decades. We discuss models of these steps and progress in integrating models across scales.

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

DOE PAGES

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

2017-03-31

The last decade has seen the success of stochastic parameterizations in short-term, medium-range, and seasonal forecasts: operational weather centers now routinely use stochastic parameterization schemes to represent model inadequacy better and to improve the quantification of forecast uncertainty. Developed initially for numerical weather prediction, the inclusion of stochastic parameterizations not only provides better estimates of uncertainty, but it is also extremely promising for reducing long-standing climate biases and is relevant for determining the climate response to external forcing. This article highlights recent developments from different research groups that show that the stochastic representation of unresolved processes in the atmosphere, oceans,more » land surface, and cryosphere of comprehensive weather and climate models 1) gives rise to more reliable probabilistic forecasts of weather and climate and 2) reduces systematic model bias. We make a case that the use of mathematically stringent methods for the derivation of stochastic dynamic equations will lead to substantial improvements in our ability to accurately simulate weather and climate at all scales. Recent work in mathematics, statistical mechanics, and turbulence is reviewed; its relevance for the climate problem is demonstrated; and future research directions are outlined« less

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

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

Berner, Judith; Achatz, Ulrich; Batté, Lauriane

The last decade has seen the success of stochastic parameterizations in short-term, medium-range, and seasonal forecasts: operational weather centers now routinely use stochastic parameterization schemes to represent model inadequacy better and to improve the quantification of forecast uncertainty. Developed initially for numerical weather prediction, the inclusion of stochastic parameterizations not only provides better estimates of uncertainty, but it is also extremely promising for reducing long-standing climate biases and is relevant for determining the climate response to external forcing. This article highlights recent developments from different research groups that show that the stochastic representation of unresolved processes in the atmosphere, oceans,more » land surface, and cryosphere of comprehensive weather and climate models 1) gives rise to more reliable probabilistic forecasts of weather and climate and 2) reduces systematic model bias. We make a case that the use of mathematically stringent methods for the derivation of stochastic dynamic equations will lead to substantial improvements in our ability to accurately simulate weather and climate at all scales. Recent work in mathematics, statistical mechanics, and turbulence is reviewed; its relevance for the climate problem is demonstrated; and future research directions are outlined« less

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

PubMed

Gomez, Christophe; Hartung, Niklas

2018-01-01

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

Incentive Pay for Remotely Piloted Aircraft Career Fields

DTIC Science & Technology

2012-01-01

Fields C.1. Mathematical Symbols for Non-Stochastic Values and Shock Terms...78 C.2. Mathematical Symbols for Taste and Compensation . . . . . . . . . . . 79 xiii Summary Background and...manning requirement, even with the current incentive pays and reenlistment bonuses. 2 The mathematical foundations, data, and estimation methods for the

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

NASA Astrophysics Data System (ADS)

Chang, Zhengbo; Meng, Xinzhu; Lu, Xiao

2017-04-01

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

PREFACE: 2nd International Conference on Mathematical Modeling in Physical Sciences 2013 (IC-MSQUARE 2013)

NASA Astrophysics Data System (ADS)

2014-03-01

The second International Conference on Mathematical Modeling in Physical Sciences (IC-MSQUARE) took place at Prague, Czech Republic, from Sunday 1 September to Thursday 5 September 2013. The Conference was attended by more than 280 participants and hosted about 400 oral, poster, and virtual presentations while counted more than 600 pre-registered authors. The second IC-MSQUARE consisted of different and diverging workshops and thus covered various research fields where Mathematical Modeling is used, such as Theoretical/Mathematical Physics, Neutrino Physics, Non-Integrable Systems, Dynamical Systems, Computational Nanoscience, Biological Physics, Computational Biomechanics, Complex Networks, Stochastic Modeling, Fractional Statistics, DNA Dynamics, Macroeconomics. The scientific program was rather heavy since after the Keynote and Invited Talks in the morning, three parallel sessions were running every day. However, according to all attendees, the program was excellent with high level of talks and the scientific environment was fruitful, thus all attendees had a creative time. We would like to thank the Keynote Speaker and the Invited Speakers for their significant contribution to IC-MSQUARE. We also would like to thank the Members of the International Advisory and Scientific Committees as well as the Members of the Organizing Committee. Further information on the editors, speakers and committees is available in the attached pdf.

SATA II - Stochastic Algebraic Topology and Applications

DTIC Science & Technology

2017-01-30

AFRL-AFOSR-UK-TR-2017-0018 SATA II - Stochastic Algebraic Topology and Applications 150032 Robert Adler TECHNION ISRAEL INSTITUTE OF TECHNOLOGY Final...REPORT TYPE Final 3. DATES COVERED (From - To) 15 Dec 2014 to 14 Dec 2016 4. TITLE AND SUBTITLE SATA II - Stochastic Algebraic Topology and Applications ...has recently been submitted to AFOSR. 15. SUBJECT TERMS Network Theory, Sensor Technology, Mathematical Modeling, EOARD 16. SECURITY CLASSIFICATION OF

Advanced Dynamically Adaptive Algorithms for Stochastic Simulations on Extreme Scales

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

Xiu, Dongbin

2017-03-03

The focus of the project is the development of mathematical methods and high-performance computational tools for stochastic simulations, with a particular emphasis on computations on extreme scales. The core of the project revolves around the design of highly efficient and scalable numerical algorithms that can adaptively and accurately, in high dimensional spaces, resolve stochastic problems with limited smoothness, even containing discontinuities.

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.

A developmental basis for stochasticity in floral organ numbers

PubMed Central

Kitazawa, Miho S.; Fujimoto, Koichi

2014-01-01

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

Evidence-based Controls for Epidemics Using Spatio-temporal Stochastic Model as a Bayesian Framwork

USDA-ARS?s Scientific Manuscript database

The control of highly infectious diseases of agricultural and plantation crops and livestock represents a key challenge in epidemiological and ecological modelling, with implemented control strategies often being controversial. Mathematical models, including the spatio-temporal stochastic models con...

Overview of Aro Program on Network Science for Human Decision Making

NASA Astrophysics Data System (ADS)

West, Bruce J.

This program brings together researchers from disparate disciplines to work on a complex research problem that defies confinement within any single discipline. Consequently, not only are new and rewarding solutions sought and obtained for a problem of importance to society and the Army, that is, the human dimension of complex networks, but, in addition, collaborations are established that would not otherwise have formed given the traditional disciplinary compartmentalization of research. This program develops the basic research foundation of a science of networks supporting the linkage between the physical and human (cognitive and social) domains as they relate to human decision making. The strategy is to extend the recent methods of non-equilibrium statistical physics to non-stationary, renewal stochastic processes that appear to be characteristic of the interactions among nodes in complex networks. We also pursue understanding of the phenomenon of synchronization, whose mathematical formulation has recently provided insight into how complex networks reach accommodation and cooperation. The theoretical analyses of complex networks, although mathematically rigorous, often elude analytic solutions and require computer simulation and computation to analyze the underlying dynamic process.

EpiModel: An R Package for Mathematical Modeling of Infectious Disease over Networks.

PubMed

Jenness, Samuel M; Goodreau, Steven M; Morris, Martina

2018-04-01

Package EpiModel provides tools for building, simulating, and analyzing mathematical models for the population dynamics of infectious disease transmission in R. Several classes of models are included, but the unique contribution of this software package is a general stochastic framework for modeling the spread of epidemics on networks. EpiModel integrates recent advances in statistical methods for network analysis (temporal exponential random graph models) that allow the epidemic modeling to be grounded in empirical data on contacts that can spread infection. This article provides an overview of both the modeling tools built into EpiModel , designed to facilitate learning for students new to modeling, and the application programming interface for extending package EpiModel , designed to facilitate the exploration of novel research questions for advanced modelers.

EpiModel: An R Package for Mathematical Modeling of Infectious Disease over Networks

PubMed Central

Jenness, Samuel M.; Goodreau, Steven M.; Morris, Martina

2018-01-01

Package EpiModel provides tools for building, simulating, and analyzing mathematical models for the population dynamics of infectious disease transmission in R. Several classes of models are included, but the unique contribution of this software package is a general stochastic framework for modeling the spread of epidemics on networks. EpiModel integrates recent advances in statistical methods for network analysis (temporal exponential random graph models) that allow the epidemic modeling to be grounded in empirical data on contacts that can spread infection. This article provides an overview of both the modeling tools built into EpiModel, designed to facilitate learning for students new to modeling, and the application programming interface for extending package EpiModel, designed to facilitate the exploration of novel research questions for advanced modelers. PMID:29731699

Ant Lion Optimization algorithm for kidney exchanges.

PubMed

Hamouda, Eslam; El-Metwally, Sara; Tarek, Mayada

2018-01-01

The kidney exchange programs bring new insights in the field of organ transplantation. They make the previously not allowed surgery of incompatible patient-donor pairs easier to be performed on a large scale. Mathematically, the kidney exchange is an optimization problem for the number of possible exchanges among the incompatible pairs in a given pool. Also, the optimization modeling should consider the expected quality-adjusted life of transplant candidates and the shortage of computational and operational hospital resources. In this article, we introduce a bio-inspired stochastic-based Ant Lion Optimization, ALO, algorithm to the kidney exchange space to maximize the number of feasible cycles and chains among the pool pairs. Ant Lion Optimizer-based program achieves comparable kidney exchange results to the deterministic-based approaches like integer programming. Also, ALO outperforms other stochastic-based methods such as Genetic Algorithm in terms of the efficient usage of computational resources and the quantity of resulting exchanges. Ant Lion Optimization algorithm can be adopted easily for on-line exchanges and the integration of weights for hard-to-match patients, which will improve the future decisions of kidney exchange programs. A reference implementation for ALO algorithm for kidney exchanges is written in MATLAB and is GPL licensed. It is available as free open-source software from: https://github.com/SaraEl-Metwally/ALO_algorithm_for_Kidney_Exchanges.

Stochastic control of smart home energy management with plug-in electric vehicle battery energy storage and photovoltaic array

NASA Astrophysics Data System (ADS)

Wu, Xiaohua; Hu, Xiaosong; Moura, Scott; Yin, Xiaofeng; Pickert, Volker

2016-11-01

Energy management strategies are instrumental in the performance and economy of smart homes integrating renewable energy and energy storage. This article focuses on stochastic energy management of a smart home with PEV (plug-in electric vehicle) energy storage and photovoltaic (PV) array. It is motivated by the challenges associated with sustainable energy supplies and the local energy storage opportunity provided by vehicle electrification. This paper seeks to minimize a consumer's energy charges under a time-of-use tariff, while satisfying home power demand and PEV charging requirements, and accommodating the variability of solar power. First, the random-variable models are developed, including Markov Chain model of PEV mobility, as well as predictive models of home power demand and PV power supply. Second, a stochastic optimal control problem is mathematically formulated for managing the power flow among energy sources in the smart home. Finally, based on time-varying electricity price, we systematically examine the performance of the proposed control strategy. As a result, the electric cost is 493.6% less for a Tesla Model S with optimal stochastic dynamic programming (SDP) control relative to the no optimal control case, and it is by 175.89% for a Nissan Leaf.

Nonlinear Stochastic Markov Processes and Modeling Uncertainty in Populations

DTIC Science & Technology

2011-07-06

219–232. [26] I. Karatzas and S.E. Shreve, Brownian Motion and Stochastic Calculus, Second Edition, Springer, New York, 1991. [27] F. Klebaner...ubiquitous in mathematics and physics (e.g., particle transport, filtering), biology (population models), finance (e.g., Black-Scholes equations) among other

Introducing health gains in location-allocation models: A stochastic model for planning the delivery of long-term care

NASA Astrophysics Data System (ADS)

Cardoso, T.; Oliveira, M. D.; Barbosa-Póvoa, A.; Nickel, S.

2015-05-01

Although the maximization of health is a key objective in health care systems, location-allocation literature has not yet considered this dimension. This study proposes a multi-objective stochastic mathematical programming approach to support the planning of a multi-service network of long-term care (LTC), both in terms of services location and capacity planning. This approach is based on a mixed integer linear programming model with two objectives - the maximization of expected health gains and the minimization of expected costs - with satisficing levels in several dimensions of equity - namely, equity of access, equity of utilization, socioeconomic equity and geographical equity - being imposed as constraints. The augmented ε-constraint method is used to explore the trade-off between these conflicting objectives, with uncertainty in the demand and delivery of care being accounted for. The model is applied to analyze the (re)organization of the LTC network currently operating in the Great Lisbon region in Portugal for the 2014-2016 period. Results show that extending the network of LTC is a cost-effective investment.

Stochastic theory of nonequilibrium steady states and its applications. Part I

NASA Astrophysics Data System (ADS)

Zhang, Xue-Juan; Qian, Hong; Qian, Min

2012-01-01

The concepts of equilibrium and nonequilibrium steady states are introduced in the present review as mathematical concepts associated with stationary Markov processes. For both discrete stochastic systems with master equations and continuous diffusion processes with Fokker-Planck equations, the nonequilibrium steady state (NESS) is characterized in terms of several key notions which are originated from nonequilibrium physics: time irreversibility, breakdown of detailed balance, free energy dissipation, and positive entropy production rate. After presenting this NESS theory in pedagogically accessible mathematical terms that require only a minimal amount of prerequisites in nonlinear differential equations and the theory of probability, it is applied, in Part I, to two widely studied problems: the stochastic resonance (also known as coherent resonance) and molecular motors (also known as Brownian ratchet). Although both areas have advanced rapidly on their own with a vast amount of literature, the theory of NESS provides them with a unifying mathematical foundation. Part II of this review contains applications of the NESS theory to processes from cellular biochemistry, ranging from enzyme catalyzed reactions, kinetic proofreading, to zeroth-order ultrasensitivity.

Study on Stochastic Optimal Electric Power Procurement Strategies with Uncertain Market Prices

NASA Astrophysics Data System (ADS)

Sakchai, Siripatanakulkhajorn; Saisho, Yuichi; Fujii, Yasumasa; Yamaji, Kenji

The player in deregulated electricity markets can be categorized into three groups of GENCO (Generator Companies), TRNASCO (Transmission Companies), DISCO (Distribution Companies). This research focuses on the role of Distribution Companies, which purchase electricity from market at randomly fluctuating prices, and provide it to their customers at given fixed prices. Therefore Distribution companies have to take the risk stemming from price fluctuation of electricity instead of the customers. This entails the necessity to develop a certain method to make an optimal strategy for electricity procurement. In such a circumstance, this research has the purpose for proposing the mathematical method based on stochastic dynamic programming to evaluate the value of a long-term bilateral contract of electricity trade, and also a project of combination of the bilateral contract and power generation with their own generators for procuring electric power in deregulated market.

Parameterization of norfolk sandy loam properties for stochastic modeling of light in-wheel motor UGV

USDA-ARS?s Scientific Manuscript database

To accurately develop a mathematical model for an In-Wheel Motor Unmanned Ground Vehicle (IWM UGV) on soft terrain, parameterization of terrain properties is essential to stochastically model tire-terrain interaction for each wheel independently. Operating in off-road conditions requires paying clos...

Models of Individual Trajectories in Computer-Assisted Instruction for Deaf Students. Technical Report No. 214.

ERIC Educational Resources Information Center

Suppes, P.; And Others

From some simple and schematic assumptions about information processing, a stochastic differential equation is derived for the motion of a student through a computer-assisted elementary mathematics curriculum. The mathematics strands curriculum of the Institute for Mathematical Studies in the Social Sciences is used to test: (1) the theory and (2)…

Derivation and computation of discrete-delay and continuous-delay SDEs in mathematical biology.

PubMed

Allen, Edward J

2014-06-01

Stochastic versions of several discrete-delay and continuous-delay differential equations, useful in mathematical biology, are derived from basic principles carefully taking into account the demographic, environmental, or physiological randomness in the dynamic processes. In particular, stochastic delay differential equation (SDDE) models are derived and studied for Nicholson's blowflies equation, Hutchinson's equation, an SIS epidemic model with delay, bacteria/phage dynamics, and glucose/insulin levels. Computational methods for approximating the SDDE models are described. Comparisons between computational solutions of the SDDEs and independently formulated Monte Carlo calculations support the accuracy of the derivations and of the computational methods.

Dynamics of non-holonomic systems with stochastic transport

NASA Astrophysics Data System (ADS)

Holm, D. D.; Putkaradze, V.

2018-01-01

This paper formulates a variational approach for treating observational uncertainty and/or computational model errors as stochastic transport in dynamical systems governed by action principles under non-holonomic constraints. For this purpose, we derive, analyse and numerically study the example of an unbalanced spherical ball rolling under gravity along a stochastic path. Our approach uses the Hamilton-Pontryagin variational principle, constrained by a stochastic rolling condition, which we show is equivalent to the corresponding stochastic Lagrange-d'Alembert principle. In the example of the rolling ball, the stochasticity represents uncertainty in the observation and/or error in the computational simulation of the angular velocity of rolling. The influence of the stochasticity on the deterministically conserved quantities is investigated both analytically and numerically. Our approach applies to a wide variety of stochastic, non-holonomically constrained systems, because it preserves the mathematical properties inherited from the variational principle.

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.

Inversion of Robin coefficient by a spectral stochastic finite element approach

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

Jin Bangti; Zou Jun

2008-03-01

This paper investigates a variational approach to the nonlinear stochastic inverse problem of probabilistically calibrating the Robin coefficient from boundary measurements for the steady-state heat conduction. The problem is formulated into an optimization problem, and mathematical properties relevant to its numerical computations are investigated. The spectral stochastic finite element method using polynomial chaos is utilized for the discretization of the optimization problem, and its convergence is analyzed. The nonlinear conjugate gradient method is derived for the optimization system. Numerical results for several two-dimensional problems are presented to illustrate the accuracy and efficiency of the stochastic finite element method.

The first new application of the mathematical theory of stochastic processes to lunar and planetary science: topography profile diagrams of Mars

NASA Astrophysics Data System (ADS)

Salamuniccar, G.

The Mathematical Statistics Theory (MST) and the Mathematical Theory of Stochastic Processes (MTSP) are different branches of the more general Mathematical Probability Theory (MPT) that represents different aspects of some physical processes we can analyze using mathematics. Each model of a stochastic process according to MTSP can provide one or more interpretations in MST domain. Large body of work on the impact crater statistics according to MST was already done many years ago, for e.g., where Cratering Chronology Diagrams (CCD) were shown in log/log scale, showing Cum. Crater Frequency [N km-2] that is the function of Age [years] for some particular crater diameter. However, all this is only one possible representation in MST domain, of the bombardment of the planetary surface modeled as stochastic process according to MTSP. The idea that other representations in MST domain of the same stochastic process from MTSP are possible was recently presented [G. Salamuniæcar, Adv. Space Res. in press]. The importance of the approach is that each such interpretation can provide large amount of new information. Topography Profile Diagrams (TPDs) are one example, that with MOLA data provide us with large amount of new information regarding history of Mars. TPDs consists of [34thLPS #1403]: (1) Topography-Profile Curve (TPC) that is representation of the planet topography, (2) Density-of-Craters Curve (DCC) that represents density of craters, (3) Filtered-DCC (FDCC) that represents DCC filtered by a low-pass filter included with the purpose of reducing the noise and (4) Level-of-Substance-Over-Time Curve (LSOTC). While definition of TPC uniquely corresponds to way we will compute it, the same is not also the case with DCC and FDCC. While DCC depends on algorithms for computing crater altitude according to the topography, center coordinates and radius of impact crater [34thLPS #1409], FDCC depends on the architecture of the custom designed low-pass filter for filtering DCC [34thLPS #1415]. However all variations of DCC and FDCC including the different input craters data-sets confirmed correlation between density of craters and topographic altitude over 70˜ 80% of the planet surface. For the assumption that ocean primarily caused noted correlation, LSOTC additionally for the first time offers mathematical approach how to compute how level of ocean was changing over time [6thMars #3187]. Accordingly, conclusion is that TPDs are the first new practical application of MTSP to the Lunar and Planetary Science (LPS).

Theory and applications survey of decentralized control methods

NASA Technical Reports Server (NTRS)

Athans, M.

1975-01-01

A nonmathematical overview is presented of trends in the general area of decentralized control strategies which are suitable for hierarchical systems. Advances in decentralized system theory are closely related to advances in the so-called stochastic control problem with nonclassical information pattern. The basic assumptions and mathematical tools pertaining to the classical stochastic control problem are outlined. Particular attention is devoted to pitfalls in the mathematical problem formulation for decentralized control. Major conclusions are that any purely deterministic approach to multilevel hierarchical dynamic systems is unlikely to lead to realistic theories or designs, that the flow of measurements and decisions in a decentralized system should not be instantaneous and error-free, and that delays in information exchange in a decentralized system lead to reasonable approaches to decentralized control. A mathematically precise notion of aggregating information is not yet available.

Bounds on stochastic chemical kinetic systems at steady state

NASA Astrophysics Data System (ADS)

Dowdy, Garrett R.; Barton, Paul I.

2018-02-01

The method of moments has been proposed as a potential means to reduce the dimensionality of the chemical master equation (CME) appearing in stochastic chemical kinetics. However, attempts to apply the method of moments to the CME usually result in the so-called closure problem. Several authors have proposed moment closure schemes, which allow them to obtain approximations of quantities of interest, such as the mean molecular count for each species. However, these approximations have the dissatisfying feature that they come with no error bounds. This paper presents a fundamentally different approach to the closure problem in stochastic chemical kinetics. Instead of making an approximation to compute a single number for the quantity of interest, we calculate mathematically rigorous bounds on this quantity by solving semidefinite programs. These bounds provide a check on the validity of the moment closure approximations and are in some cases so tight that they effectively provide the desired quantity. In this paper, the bounded quantities of interest are the mean molecular count for each species, the variance in this count, and the probability that the count lies in an arbitrary interval. At present, we consider only steady-state probability distributions, intending to discuss the dynamic problem in a future publication.

Multistage Stochastic Programming and its Applications in Energy Systems Modeling and Optimization

NASA Astrophysics Data System (ADS)

Golari, Mehdi

Electric energy constitutes one of the most crucial elements to almost every aspect of life of people. The modern electric power systems face several challenges such as efficiency, economics, sustainability, and reliability. Increase in electrical energy demand, distributed generations, integration of uncertain renewable energy resources, and demand side management are among the main underlying reasons of such growing complexity. Additionally, the elements of power systems are often vulnerable to failures because of many reasons, such as system limits, weak conditions, unexpected events, hidden failures, human errors, terrorist attacks, and natural disasters. One common factor complicating the operation of electrical power systems is the underlying uncertainties from the demands, supplies and failures of system components. Stochastic programming provides a mathematical framework for decision making under uncertainty. It enables a decision maker to incorporate some knowledge of the intrinsic uncertainty into the decision making process. In this dissertation, we focus on application of two-stage and multistage stochastic programming approaches to electric energy systems modeling and optimization. Particularly, we develop models and algorithms addressing the sustainability and reliability issues in power systems. First, we consider how to improve the reliability of power systems under severe failures or contingencies prone to cascading blackouts by so called islanding operations. We present a two-stage stochastic mixed-integer model to find optimal islanding operations as a powerful preventive action against cascading failures in case of extreme contingencies. Further, we study the properties of this problem and propose efficient solution methods to solve this problem for large-scale power systems. We present the numerical results showing the effectiveness of the model and investigate the performance of the solution methods. Next, we address the sustainability issue considering the integration of renewable energy resources into production planning of energy-intensive manufacturing industries. Recently, a growing number of manufacturing companies are considering renewable energies to meet their energy requirements to move towards green manufacturing as well as decreasing their energy costs. However, the intermittent nature of renewable energies imposes several difficulties in long term planning of how to efficiently exploit renewables. In this study, we propose a scheme for manufacturing companies to use onsite and grid renewable energies provided by their own investments and energy utilities as well as conventional grid energy to satisfy their energy requirements. We propose a multistage stochastic programming model and study an efficient solution method to solve this problem. We examine the proposed framework on a test case simulated based on a real-world semiconductor company. Moreover, we evaluate long-term profitability of such scheme via so called value of multistage stochastic programming.

Gesellschaft fuer angewandte Mathematik und Mechanik, Scientific Annual Meeting, Universitaet Stuttgart, Federal Republic of Germany, Apr. 13-17, 1987, Reports

NASA Astrophysics Data System (ADS)

Recent advances in the analytical and numerical treatment of physical and engineering problems are discussed in reviews and reports. Topics addressed include fluid mechanics, numerical methods for differential equations, FEM approaches, and boundary-element methods. Consideration is given to optimization, decision theory, stochastics, actuarial mathematics, applied mathematics and mathematical physics, and numerical analysis.

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.

Algorithm for repairing the damaged images of grain structures obtained from the cellular automata and measurement of grain size

NASA Astrophysics Data System (ADS)

Ramírez-López, A.; Romero-Romo, M. A.; Muñoz-Negron, D.; López-Ramírez, S.; Escarela-Pérez, R.; Duran-Valencia, C.

2012-10-01

Computational models are developed to create grain structures using mathematical algorithms based on the chaos theory such as cellular automaton, geometrical models, fractals, and stochastic methods. Because of the chaotic nature of grain structures, some of the most popular routines are based on the Monte Carlo method, statistical distributions, and random walk methods, which can be easily programmed and included in nested loops. Nevertheless, grain structures are not well defined as the results of computational errors and numerical inconsistencies on mathematical methods. Due to the finite definition of numbers or the numerical restrictions during the simulation of solidification, damaged images appear on the screen. These images must be repaired to obtain a good measurement of grain geometrical properties. Some mathematical algorithms were developed to repair, measure, and characterize grain structures obtained from cellular automata in the present work. An appropriate measurement of grain size and the corrected identification of interfaces and length are very important topics in materials science because they are the representation and validation of mathematical models with real samples. As a result, the developed algorithms are tested and proved to be appropriate and efficient to eliminate the errors and characterize the grain structures.

Mathematical Model of Armed Helicopter vs Tank Duel

DTIC Science & Technology

The purpose of this thesis is to mathematically model a duel between the armed helicopter and the tank. In addition to providing a parametric...analysis of B. O. Koopman’s classical Detection-Destruction Duel , two additional models were constructed and analyzed. All three models stem from stochastic

Harmony Theory: A Mathematical Framework for Stochastic Parallel Processing.

ERIC Educational Resources Information Center

Smolensky, Paul

This paper presents preliminary results of research founded on the hypothesis that in real environments there exist regularities that can be idealized as mathematical structures that are simple enough to be analyzed. The author considered three steps in analyzing the encoding of modularity of the environment. First, a general information…

Flexibility evaluation of multiechelon supply chains.

PubMed

Almeida, João Flávio de Freitas; Conceição, Samuel Vieira; Pinto, Luiz Ricardo; de Camargo, Ricardo Saraiva; Júnior, Gilberto de Miranda

2018-01-01

Multiechelon supply chains are complex logistics systems that require flexibility and coordination at a tactical level to cope with environmental uncertainties in an efficient and effective manner. To cope with these challenges, mathematical programming models are developed to evaluate supply chain flexibility. However, under uncertainty, supply chain models become complex and the scope of flexibility analysis is generally reduced. This paper presents a unified approach that can evaluate the flexibility of a four-echelon supply chain via a robust stochastic programming model. The model simultaneously considers the plans of multiple business divisions such as marketing, logistics, manufacturing, and procurement, whose goals are often conflicting. A numerical example with deterministic parameters is presented to introduce the analysis, and then, the model stochastic parameters are considered to evaluate flexibility. The results of the analysis on supply, manufacturing, and distribution flexibility are presented. Tradeoff analysis of demand variability and service levels is also carried out. The proposed approach facilitates the adoption of different management styles, thus improving supply chain resilience. The model can be extended to contexts pertaining to supply chain disruptions; for example, the model can be used to explore operation strategies when subtle events disrupt supply, manufacturing, or distribution.

Flexibility evaluation of multiechelon supply chains

PubMed Central

Conceição, Samuel Vieira; Pinto, Luiz Ricardo; de Camargo, Ricardo Saraiva; Júnior, Gilberto de Miranda

2018-01-01

Multiechelon supply chains are complex logistics systems that require flexibility and coordination at a tactical level to cope with environmental uncertainties in an efficient and effective manner. To cope with these challenges, mathematical programming models are developed to evaluate supply chain flexibility. However, under uncertainty, supply chain models become complex and the scope of flexibility analysis is generally reduced. This paper presents a unified approach that can evaluate the flexibility of a four-echelon supply chain via a robust stochastic programming model. The model simultaneously considers the plans of multiple business divisions such as marketing, logistics, manufacturing, and procurement, whose goals are often conflicting. A numerical example with deterministic parameters is presented to introduce the analysis, and then, the model stochastic parameters are considered to evaluate flexibility. The results of the analysis on supply, manufacturing, and distribution flexibility are presented. Tradeoff analysis of demand variability and service levels is also carried out. The proposed approach facilitates the adoption of different management styles, thus improving supply chain resilience. The model can be extended to contexts pertaining to supply chain disruptions; for example, the model can be used to explore operation strategies when subtle events disrupt supply, manufacturing, or distribution. PMID:29584755

Modeling small cell lung cancer (SCLC) biology through deterministic and stochastic mathematical models.

PubMed

Salgia, Ravi; Mambetsariev, Isa; Hewelt, Blake; Achuthan, Srisairam; Li, Haiqing; Poroyko, Valeriy; Wang, Yingyu; Sattler, Martin

2018-05-25

Mathematical cancer models are immensely powerful tools that are based in part on the fractal nature of biological structures, such as the geometry of the lung. Cancers of the lung provide an opportune model to develop and apply algorithms that capture changes and disease phenotypes. We reviewed mathematical models that have been developed for biological sciences and applied them in the context of small cell lung cancer (SCLC) growth, mutational heterogeneity, and mechanisms of metastasis. The ultimate goal is to develop the stochastic and deterministic nature of this disease, to link this comprehensive set of tools back to its fractalness and to provide a platform for accurate biomarker development. These techniques may be particularly useful in the context of drug development research, such as combination with existing omics approaches. The integration of these tools will be important to further understand the biology of SCLC and ultimately develop novel therapeutics.

Interplay of Determinism and Randomness: From Irreversibility to Chaos, Fractals, and Stochasticity

NASA Astrophysics Data System (ADS)

Tsonis, A.

2017-12-01

We will start our discussion into randomness by looking exclusively at our formal mathematical system to show that even in this pure and strictly logical system one cannot do away with randomness. By employing simple mathematical models, we will identify the three possible sources of randomness: randomness due to inability to find the rules (irreversibility), randomness due to inability to have infinite power (chaos), and randomness due to stochastic processes. Subsequently we will move from the mathematical system to our physical world to show that randomness, through the quantum mechanical character of small scales, through chaos, and because of the second law of thermodynamics, is an intrinsic property of nature as well. We will subsequently argue that the randomness in the physical world is consistent with the three sources of randomness suggested from the study of simple mathematical systems. Many examples ranging from purely mathematical to natural processes will be presented, which clearly demonstrate how the combination of rules and randomness produces the world we live in. Finally, the principle of least effort or the principle of minimum energy consumption will be suggested as the underlying principle behind this symbiosis between determinism and randomness.

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…

Stochastic model of the NASA/MSFC ground facility for large space structures with uncertain parameters: The maximum entropy approach, part 2

NASA Technical Reports Server (NTRS)

Hsia, Wei Shen

1989-01-01

A validated technology data base is being developed in the areas of control/structures interaction, deployment dynamics, and system performance for Large Space Structures (LSS). A Ground Facility (GF), in which the dynamics and control systems being considered for LSS applications can be verified, was designed and built. One of the important aspects of the GF is to verify the analytical model for the control system design. The procedure is to describe the control system mathematically as well as possible, then to perform tests on the control system, and finally to factor those results into the mathematical model. The reduction of the order of a higher order control plant was addressed. The computer program was improved for the maximum entropy principle adopted in Hyland's MEOP method. The program was tested against the testing problem. It resulted in a very close match. Two methods of model reduction were examined: Wilson's model reduction method and Hyland's optimal projection (OP) method. Design of a computer program for Hyland's OP method was attempted. Due to the difficulty encountered at the stage where a special matrix factorization technique is needed in order to obtain the required projection matrix, the program was successful up to the finding of the Linear Quadratic Gaussian solution but not beyond. Numerical results along with computer programs which employed ORACLS are presented.

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.

Stochastic user equilibrium model with a tradable credit scheme and application in maximizing network reserve capacity

NASA Astrophysics Data System (ADS)

Han, Fei; Cheng, Lin

2017-04-01

The tradable credit scheme (TCS) outperforms congestion pricing in terms of social equity and revenue neutrality, apart from the same perfect performance on congestion mitigation. This article investigates the effectiveness and efficiency of TCS on enhancing transportation network capacity in a stochastic user equilibrium (SUE) modelling framework. First, the SUE and credit market equilibrium conditions are presented; then an equivalent general SUE model with TCS is established by virtue of two constructed functions, which can be further simplified under a specific probability distribution. To enhance the network capacity by utilizing TCS, a bi-level mathematical programming model is established for the optimal TCS design problem, with the upper level optimization objective maximizing network reserve capacity and lower level being the proposed SUE model. The heuristic sensitivity analysis-based algorithm is developed to solve the bi-level model. Three numerical examples are provided to illustrate the improvement effect of TCS on the network in different scenarios.

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.

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.

Threshold for extinction and survival in stochastic tumor immune system

NASA Astrophysics Data System (ADS)

Li, Dongxi; Cheng, Fangjuan

2017-10-01

This paper mainly investigates the stochastic character of tumor growth and extinction in the presence of immune response of a host organism. Firstly, the mathematical model describing the interaction and competition between the tumor cells and immune system is established based on the Michaelis-Menten enzyme kinetics. Then, the threshold conditions for extinction, weak persistence and stochastic persistence of tumor cells are derived by the rigorous theoretical proofs. Finally, stochastic simulation are taken to substantiate and illustrate the conclusion we have derived. The modeling results will be beneficial to understand to concept of immunoediting, and develop the cancer immunotherapy. Besides, our simple theoretical model can help to obtain new insight into the complexity of tumor growth.

Some Aspects of Mathematical Model of Collaborative Learning

ERIC Educational Resources Information Center

Nakamura, Yasuyuki; Yasutake, Koichi; Yamakawa, Osamu

2012-01-01

There are some mathematical learning models of collaborative learning, with which we can learn how students obtain knowledge and we expect to design effective education. We put together those models and classify into three categories; model by differential equations, so-called Ising spin and a stochastic process equation. Some of the models do not…

A Mathematical model to investigate quorum sensing regulation and its heterogenecity in pseudomonas syringae on leaves

USDA-ARS?s Scientific Manuscript database

The bacterium Pseudomonas syringae is a plant-pathogen, which through quorum sensing (QS), controls virulence. In this paper, by means of mathematical modeling, we investigate QS of this bacterium when living on leaf surfaces. We extend an existing stochastic model for the formation of Pseudomonas s...

Active stability augmentation of large space structures: A stochastic control problem

NASA Technical Reports Server (NTRS)

Balakrishnan, A. V.

1987-01-01

A problem in SCOLE is that of slewing an offset antenna on a long flexible beam-like truss attached to the space shuttle, with rather stringent pointing accuracy requirements. The relevant methodology aspects in robust feedback-control design for stability augmentation of the beam using on-board sensors is examined. It is framed as a stochastic control problem, boundary control of a distributed parameter system described by partial differential equations. While the framework is mathematical, the emphasis is still on an engineering solution. An abstract mathematical formulation is developed as a nonlinear wave equation in a Hilbert space. That the system is controllable is shown and a feedback control law that is robust in the sense that it does not require quantitative knowledge of system parameters is developed. The stochastic control problem that arises in instrumenting this law using appropriate sensors is treated. Using an engineering first approximation which is valid for small damping, formulas for optimal choice of the control gain are developed.

Stochastic modelling of slow-progressing tumors: Analysis and applications to the cell interplay and control of low grade gliomas

NASA Astrophysics Data System (ADS)

Rodríguez, Clara Rojas; Fernández Calvo, Gabriel; Ramis-Conde, Ignacio; Belmonte-Beitia, Juan

2017-08-01

Tumor-normal cell interplay defines the course of a neoplastic malignancy. The outcome of this dual relation is the ultimate prevailing of one of the cells and the death or retreat of the other. In this paper we study the mathematical principles that underlay one important scenario: that of slow-progressing cancers. For this, we develop, within a stochastic framework, a mathematical model to account for tumor-normal cell interaction in such a clinically relevant situation and derive a number of deterministic approximations from the stochastic model. We consider in detail the existence and uniqueness of the solutions of the deterministic model and study the stability analysis. We then focus our model to the specific case of low grade gliomas, where we introduce an optimal control problem for different objective functionals under the administration of chemotherapy. We derive the conditions for which singular and bang-bang control exist and calculate the optimal control and states.

Capturing the Large Scale Behavior of Many Particle Systems Through Coarse-Graining

NASA Astrophysics Data System (ADS)

Punshon-Smith, Samuel

This dissertation is concerned with two areas of investigation: the first is understanding the mathematical structures behind the emergence of macroscopic laws and the effects of small scales fluctuations, the second involves the rigorous mathematical study of such laws and related questions of well-posedness. To address these areas of investigation the dissertation involves two parts: Part I concerns the theory of coarse-graining of many particle systems. We first investigate the mathematical structure behind the Mori-Zwanzig (projection operator) formalism by introducing two perturbative approaches to coarse-graining of systems that have an explicit scale separation. One concerns systems with little dissipation, while the other concerns systems with strong dissipation. In both settings we obtain an asymptotic series of `corrections' to the limiting description which are small with respect to the scaling parameter, these corrections represent the effects of small scales. We determine that only certain approximations give rise to dissipative effects in the resulting evolution. Next we apply this framework to the problem of coarse-graining the locally conserved quantities of a classical Hamiltonian system. By lumping conserved quantities into a collection of mesoscopic cells, we obtain, through a series of approximations, a stochastic particle system that resembles a discretization of the non-linear equations of fluctuating hydrodynamics. We study this system in the case that the transport coefficients are constant and prove well-posedness of the stochastic dynamics. Part II concerns the mathematical description of models where the underlying characteristics are stochastic. Such equations can model, for instance, the dynamics of a passive scalar in a random (turbulent) velocity field or the statistical behavior of a collection of particles subject to random environmental forces. First, we study general well-posedness properties of stochastic transport equation with rough diffusion coefficients. Our main result is strong existence and uniqueness under certain regularity conditions on the coefficients, and uses the theory of renormalized solutions of transport equations adapted to the stochastic setting. Next, in a work undertaken with collaborator Scott-Smith we study the Boltzmann equation with a stochastic forcing. The noise describing the forcing is white in time and colored in space and describes the effects of random environmental forces on a rarefied gas undergoing instantaneous, binary collisions. Under a cut-off assumption on the collision kernel and a coloring hypothesis for the noise coefficients, we prove the global existence of renormalized (DiPerna/Lions) martingale solutions to the Boltzmann equation for large initial data with finite mass, energy, and entropy. Our analysis includes a detailed study of weak martingale solutions to a class of linear stochastic kinetic equations. Tightness of the appropriate quantities is proved by an extension of the Skorohod theorem to non-metric spaces.

Partial ASL extensions for stochastic programming.

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

Gay, David

2010-03-31

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

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

NASA Technical Reports Server (NTRS)

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

2000-01-01

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

An application of different dioids in public key cryptography

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

Durcheva, Mariana I., E-mail: mdurcheva66@gmail.com

2014-11-18

Dioids provide a natural framework for analyzing a broad class of discrete event dynamical systems such as the design and analysis of bus and railway timetables, scheduling of high-throughput industrial processes, solution of combinatorial optimization problems, the analysis and improvement of flow systems in communication networks. They have appeared in several branches of mathematics such as functional analysis, optimization, stochastic systems and dynamic programming, tropical geometry, fuzzy logic. In this paper we show how to involve dioids in public key cryptography. The main goal is to create key – exchange protocols based on dioids. Additionally the digital signature scheme ismore » presented.« less

A Comparative Analysis of a Generalized Lanchester Equation Model and a Stochastic Computer Simulation Model.

DTIC Science & Technology

1987-03-01

model is one in which words or numerical descriptions are used to represent an entity or process. An example of a symbolic model is a mathematical ...are the third type of model used in modeling combat attrition. Analytical models are symbolic models which use mathematical symbols and equations to...simplicity and the ease of tracing through the mathematical computations. In this section I will discuss some of the shortcoming which have been

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

PubMed

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

1983-02-01

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

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

Simplification of Markov chains with infinite state space and the mathematical theory of random gene expression bursts.

PubMed

Jia, Chen

2017-09-01

Here we develop an effective approach to simplify two-time-scale Markov chains with infinite state spaces by removal of states with fast leaving rates, which improves the simplification method of finite Markov chains. We introduce the concept of fast transition paths and show that the effective transitions of the reduced chain can be represented as the superposition of the direct transitions and the indirect transitions via all the fast transition paths. Furthermore, we apply our simplification approach to the standard Markov model of single-cell stochastic gene expression and provide a mathematical theory of random gene expression bursts. We give the precise mathematical conditions for the bursting kinetics of both mRNAs and proteins. It turns out that random bursts exactly correspond to the fast transition paths of the Markov model. This helps us gain a better understanding of the physics behind the bursting kinetics as an emergent behavior from the fundamental multiscale biochemical reaction kinetics of stochastic gene expression.

Simplification of Markov chains with infinite state space and the mathematical theory of random gene expression bursts

NASA Astrophysics Data System (ADS)

Jia, Chen

2017-09-01

Here we develop an effective approach to simplify two-time-scale Markov chains with infinite state spaces by removal of states with fast leaving rates, which improves the simplification method of finite Markov chains. We introduce the concept of fast transition paths and show that the effective transitions of the reduced chain can be represented as the superposition of the direct transitions and the indirect transitions via all the fast transition paths. Furthermore, we apply our simplification approach to the standard Markov model of single-cell stochastic gene expression and provide a mathematical theory of random gene expression bursts. We give the precise mathematical conditions for the bursting kinetics of both mRNAs and proteins. It turns out that random bursts exactly correspond to the fast transition paths of the Markov model. This helps us gain a better understanding of the physics behind the bursting kinetics as an emergent behavior from the fundamental multiscale biochemical reaction kinetics of stochastic gene expression.

A facility location model for municipal solid waste management system under uncertain environment.

PubMed

Yadav, Vinay; Bhurjee, A K; Karmakar, Subhankar; Dikshit, A K

2017-12-15

In municipal solid waste management system, decision makers have to develop an insight into the processes namely, waste generation, collection, transportation, processing, and disposal methods. Many parameters (e.g., waste generation rate, functioning costs of facilities, transportation cost, and revenues) in this system are associated with uncertainties. Often, these uncertainties of parameters need to be modeled under a situation of data scarcity for generating probability distribution function or membership function for stochastic mathematical programming or fuzzy mathematical programming respectively, with only information of extreme variations. Moreover, if uncertainties are ignored, then the problems like insufficient capacities of waste management facilities or improper utilization of available funds may be raised. To tackle uncertainties of these parameters in a more efficient manner an algorithm, based on interval analysis, has been developed. This algorithm is applied to find optimal solutions for a facility location model, which is formulated to select economically best locations of transfer stations in a hypothetical urban center. Transfer stations are an integral part of contemporary municipal solid waste management systems, and economic siting of transfer stations ensures financial sustainability of this system. The model is written in a mathematical programming language AMPL with KNITRO as a solver. The developed model selects five economically best locations out of ten potential locations with an optimum overall cost of [394,836, 757,440] Rs. 1 /day ([5906, 11,331] USD/day) approximately. Further, the requirement of uncertainty modeling is explained based on the results of sensitivity analysis. Copyright © 2017 Elsevier B.V. All rights reserved.

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

A Model of Yeast Cell-Cycle Regulation Based on a Standard Component Modeling Strategy for Protein Regulatory Networks.

PubMed

Laomettachit, Teeraphan; Chen, Katherine C; Baumann, William T; Tyson, John J

2016-01-01

To understand the molecular mechanisms that regulate cell cycle progression in eukaryotes, a variety of mathematical modeling approaches have been employed, ranging from Boolean networks and differential equations to stochastic simulations. Each approach has its own characteristic strengths and weaknesses. In this paper, we propose a "standard component" modeling strategy that combines advantageous features of Boolean networks, differential equations and stochastic simulations in a framework that acknowledges the typical sorts of reactions found in protein regulatory networks. Applying this strategy to a comprehensive mechanism of the budding yeast cell cycle, we illustrate the potential value of standard component modeling. The deterministic version of our model reproduces the phenotypic properties of wild-type cells and of 125 mutant strains. The stochastic version of our model reproduces the cell-to-cell variability of wild-type cells and the partial viability of the CLB2-dbΔ clb5Δ mutant strain. Our simulations show that mathematical modeling with "standard components" can capture in quantitative detail many essential properties of cell cycle control in budding yeast.

A Model of Yeast Cell-Cycle Regulation Based on a Standard Component Modeling Strategy for Protein Regulatory Networks

PubMed Central

Laomettachit, Teeraphan; Chen, Katherine C.; Baumann, William T.

2016-01-01

To understand the molecular mechanisms that regulate cell cycle progression in eukaryotes, a variety of mathematical modeling approaches have been employed, ranging from Boolean networks and differential equations to stochastic simulations. Each approach has its own characteristic strengths and weaknesses. In this paper, we propose a “standard component” modeling strategy that combines advantageous features of Boolean networks, differential equations and stochastic simulations in a framework that acknowledges the typical sorts of reactions found in protein regulatory networks. Applying this strategy to a comprehensive mechanism of the budding yeast cell cycle, we illustrate the potential value of standard component modeling. The deterministic version of our model reproduces the phenotypic properties of wild-type cells and of 125 mutant strains. The stochastic version of our model reproduces the cell-to-cell variability of wild-type cells and the partial viability of the CLB2-dbΔ clb5Δ mutant strain. Our simulations show that mathematical modeling with “standard components” can capture in quantitative detail many essential properties of cell cycle control in budding yeast. PMID:27187804

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

Treesearch

Dung Tuan Nguyen

2012-01-01

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

Controlled Quantum Packets

NASA Technical Reports Server (NTRS)

DeMartino, Salvatore; DeSiena, Silvio

1996-01-01

We look at time evolution of a physical system from the point of view of dynamical control theory. Normally we solve motion equation with a given external potential and we obtain time evolution. Standard examples are the trajectories in classical mechanics or the wave functions in Quantum Mechanics. In the control theory, we have the configurational variables of a physical system, we choose a velocity field and with a suited strategy we force the physical system to have a well defined evolution. The evolution of the system is the 'premium' that the controller receives if he has adopted the right strategy. The strategy is given by well suited laboratory devices. The control mechanisms are in many cases non linear; it is necessary, namely, a feedback mechanism to retain in time the selected evolution. Our aim is to introduce a scheme to obtain Quantum wave packets by control theory. The program is to choose the characteristics of a packet, that is, the equation of evolution for its centre and a controlled dispersion, and to give a building scheme from some initial state (for example a solution of stationary Schroedinger equation). It seems natural in this view to use stochastic approach to Quantum Mechanics, that is, Stochastic Mechanics [S.M.]. It is a quantization scheme different from ordinary ones only formally. This approach introduces in quantum theory the whole mathematical apparatus of stochastic control theory. Stochastic Mechanics, in our view, is more intuitive when we want to study all the classical-like problems. We apply our scheme to build two classes of quantum packets both derived generalizing some properties of coherent states.

Distributed Synchronization in Networks of Agent Systems With Nonlinearities and Random Switchings.

PubMed

Tang, Yang; Gao, Huijun; Zou, Wei; Kurths, Jürgen

2013-02-01

In this paper, the distributed synchronization problem of networks of agent systems with controllers and nonlinearities subject to Bernoulli switchings is investigated. Controllers and adaptive updating laws injected in each vertex of networks depend on the state information of its neighborhood. Three sets of Bernoulli stochastic variables are introduced to describe the occurrence probabilities of distributed adaptive controllers, updating laws and nonlinearities, respectively. By the Lyapunov functions method, we show that the distributed synchronization of networks composed of agent systems with multiple randomly occurring nonlinearities, multiple randomly occurring controllers, and multiple randomly occurring updating laws can be achieved in mean square under certain criteria. The conditions derived in this paper can be solved by semi-definite programming. Moreover, by mathematical analysis, we find that the coupling strength, the probabilities of the Bernoulli stochastic variables, and the form of nonlinearities have great impacts on the convergence speed and the terminal control strength. The synchronization criteria and the observed phenomena are demonstrated by several numerical simulation examples. In addition, the advantage of distributed adaptive controllers over conventional adaptive controllers is illustrated.

Artificial emotion triggered stochastic behavior transitions with motivational gain effects for multi-objective robot tasks

NASA Astrophysics Data System (ADS)

Dağlarli, Evren; Temeltaş, Hakan

2007-04-01

This paper presents artificial emotional system based autonomous robot control architecture. Hidden Markov model developed as mathematical background for stochastic emotional and behavior transitions. Motivation module of architecture considered as behavioral gain effect generator for achieving multi-objective robot tasks. According to emotional and behavioral state transition probabilities, artificial emotions determine sequences of behaviors. Also motivational gain effects of proposed architecture can be observed on the executing behaviors during simulation.

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.

Stochastic modelling of human exposure to food chemicals and nutrients within the "Montecarlo" project: an exploration of the influence of brand loyalty and market share on intake estimates of intense sweeteners from sugar-free soft drinks.

PubMed

Leclercq, Catherine; Arcella, Davide; Le Donne, Cinzia; Piccinelli, Raffaela; Sette, Stefania; Soggiu, Maria Eleonora

2003-04-11

To get a more realistic view of exposure to food chemicals, risk managers are getting more interested in stochastic modelling as an alternative to deterministic approaches based on conservative assumptions. It allows to take into account all the available information in the concentration of the chemical present in foods and in food consumption patterns. Within the EC-funded "Montecarlo" project, a comprehensive set of mathematical algorithms was developed to take into account all the necessary components for stochastic modelling of a variety of food chemicals, nutrients and ingredients. An appropriate computer software is being developed. Since the concentration of food chemicals may vary among different brands of the same product, consumer behaviour with respect to brands may have an impact on exposure assessments. Numeric experiments were carried out on different ways of incorporating indicators of market share and brand loyalty in the mathematical algorithms developed within the stochastic model of exposure to intense sweeteners from sugar-free beverages. The 95th percentiles of intake were shown to vary according to the inclusion/exclusion of these indicators. The market share should be included in the model especially if the market is not equitably distributed between brands. If brand loyalty data are not available, the model may be run under theoretical scenarios.

Adaptation for Planting and Irrigation Decisions to Changing Monsoon Regime in Northeast India: Risk-based Hydro-economic Optimization

NASA Astrophysics Data System (ADS)

Zhu, T.; Cai, X.

2013-12-01

Delay in onset of Indian summer monsoon becomes increasingly frequent. Delayed monsoon and occasional monsoon failures seriously affect agricultural production in the northeast as well as other parts of India. In the Vaishali district of the Bihar State, Monsoon rainfall is very skewed and erratic, often concentrating in shorter durations. Farmers in Vaishali reported that delayed Monsoon affected paddy planting and, consequently delayed cropping cycle, putting crops under the risks of 'terminal heat.' Canal system in the district does not function due to lack of maintenance; irrigation relies almost entirely on groundwater. Many small farmers choose not to irrigate when monsoon onset is delayed due to high diesel price, leading to reduced production or even crop failure. Some farmers adapt to delayed onset of Monsoon by planting short-duration rice, which gives the flexibility for planting the next season crops. Other sporadic autonomous adaptation activities were observed as well, with various levels of success. Adaptation recommendations and effective policy interventions are much needed. To explore robust options to adapt to the changing Monsoon regime, we build a stochastic programming model to optimize revenues of farmer groups categorized by landholding size, subject to stochastic Monsoon onset and rainfall amount. Imperfect probabilistic long-range forecast is used to inform the model onset and rainfall amount probabilities; the 'skill' of the forecasting is measured using probabilities of correctly predicting events in the past derived through hindcasting. Crop production functions are determined using self-calibrating Positive Mathematical Programming approach. The stochastic programming model aims to emulate decision-making behaviors of representative farmer agents through making choices in adaptation, including crop mix, planting dates, irrigation, and use of weather information. A set of technological and policy intervention scenarios are tested, including irrigation subsidies, drought and heat-tolerant crop varieties, and enhancing agricultural extension. A portfolio of prioritized adaption options are recommended for the study area.

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.

FSILP: fuzzy-stochastic-interval linear programming for supporting municipal solid waste management.

PubMed

Li, Pu; Chen, Bing

2011-04-01

Although many studies on municipal solid waste management (MSW management) were conducted under uncertain conditions of fuzzy, stochastic, and interval coexistence, the solution to the conventional linear programming problems of integrating fuzzy method with the other two was inefficient. In this study, a fuzzy-stochastic-interval linear programming (FSILP) method is developed by integrating Nguyen's method with conventional linear programming for supporting municipal solid waste management. The Nguyen's method was used to convert the fuzzy and fuzzy-stochastic linear programming problems into the conventional linear programs, by measuring the attainment values of fuzzy numbers and/or fuzzy random variables, as well as superiority and inferiority between triangular fuzzy numbers/triangular fuzzy-stochastic variables. The developed method can effectively tackle uncertainties described in terms of probability density functions, fuzzy membership functions, and discrete intervals. Moreover, the method can also improve upon the conventional interval fuzzy programming and two-stage stochastic programming approaches, with advantageous capabilities that are easily achieved with fewer constraints and significantly reduces consumption time. The developed model was applied to a case study of municipal solid waste management system in a city. The results indicated that reasonable solutions had been generated. The solution can help quantify the relationship between the change of system cost and the uncertainties, which could support further analysis of tradeoffs between the waste management cost and the system failure risk. Copyright © 2010 Elsevier Ltd. All rights reserved.

Stochastic Semidefinite Programming: Applications and Algorithms

DTIC Science & Technology

2012-03-03

doi: 2011/09/07 13:38:21 13 TOTAL: 1 Number of Papers published in non peer-reviewed journals: Baha M. Alzalg and K. A. Ariyawansa, Stochastic...symmetric programming over integers. International Conference on Scientific Computing, Las Vegas, Nevada, July 18--21, 2011. Baha M. Alzalg. On recent...Proceeding publications (other than abstracts): PaperReceived Baha M. Alzalg, K. A. Ariyawansa. Stochastic mixed integer second-order cone programming

A Stochastic-Variational Model for Soft Mumford-Shah Segmentation

PubMed Central

2006-01-01

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

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

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

Xie, Fei; Huang, Yongxi

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

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

DOE PAGES

Xie, Fei; Huang, Yongxi

2018-02-04

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

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.

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 Dynamic Mixed-Integer Programming (SD-MIP)

DTIC Science & Technology

2015-05-05

stochastic linear programming ( SLP ) problems. By using a combination of ideas from cutting plane theory of deterministic MIP (especially disjunctive...developed to date. b) As part of this project, we have also developed tools for very large scale Stochastic Linear Programming ( SLP ). There are...several reasons for this. First, SLP models continue to challenge many of the fastest computers to date, and many applications within the DoD (e.g

Stochastic Models of Human Errors

NASA Technical Reports Server (NTRS)

Elshamy, Maged; Elliott, Dawn M. (Technical Monitor)

2002-01-01

Humans play an important role in the overall reliability of engineering systems. More often accidents and systems failure are traced to human errors. Therefore, in order to have meaningful system risk analysis, the reliability of the human element must be taken into consideration. Describing the human error process by mathematical models is a key to analyzing contributing factors. Therefore, the objective of this research effort is to establish stochastic models substantiated by sound theoretic foundation to address the occurrence of human errors in the processing of the space shuttle.

Deriving Differential Equations from Process Algebra Models in Reagent-Centric Style

NASA Astrophysics Data System (ADS)

Hillston, Jane; Duguid, Adam

The reagent-centric style of modeling allows stochastic process algebra models of biochemical signaling pathways to be developed in an intuitive way. Furthermore, once constructed, the models are amenable to analysis by a number of different mathematical approaches including both stochastic simulation and coupled ordinary differential equations. In this chapter, we give a tutorial introduction to the reagent-centric style, in PEPA and Bio-PEPA, and the way in which such models can be used to generate systems of ordinary differential equations.

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

An inexact mixed risk-aversion two-stage stochastic programming model for water resources management under uncertainty.

PubMed

Li, W; Wang, B; Xie, Y L; Huang, G H; Liu, L

2015-02-01

Uncertainties exist in the water resources system, while traditional two-stage stochastic programming is risk-neutral and compares the random variables (e.g., total benefit) to identify the best decisions. To deal with the risk issues, a risk-aversion inexact two-stage stochastic programming model is developed for water resources management under uncertainty. The model was a hybrid methodology of interval-parameter programming, conditional value-at-risk measure, and a general two-stage stochastic programming framework. The method extends on the traditional two-stage stochastic programming method by enabling uncertainties presented as probability density functions and discrete intervals to be effectively incorporated within the optimization framework. It could not only provide information on the benefits of the allocation plan to the decision makers but also measure the extreme expected loss on the second-stage penalty cost. The developed model was applied to a hypothetical case of water resources management. Results showed that that could help managers generate feasible and balanced risk-aversion allocation plans, and analyze the trade-offs between system stability and economy.

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

PubMed

Oizumi, Ryo

2014-01-01

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

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

PubMed Central

Oizumi, Ryo

2014-01-01

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

Dynamic, stochastic models for congestion pricing and congestion securities.

DOT National Transportation Integrated Search

2010-12-01

This research considers congestion pricing under demand uncertainty. In particular, a robust optimization (RO) approach is applied to optimal congestion pricing problems under user equilibrium. A mathematical model is developed and an analysis perfor...

An ambiguity of information content and error in an ill-posed satellite inversion

NASA Astrophysics Data System (ADS)

Koner, Prabhat

According to Rodgers (2000, stochastic approach), the averaging kernel (AK) is the representational matrix to understand the information content in a scholastic inversion. On the other hand, in deterministic approach this is referred to as model resolution matrix (MRM, Menke 1989). The analysis of AK/MRM can only give some understanding of how much regularization is imposed on the inverse problem. The trace of the AK/MRM matrix, which is the so-called degree of freedom from signal (DFS; stochastic) or degree of freedom in retrieval (DFR; deterministic). There are no physical/mathematical explanations in the literature: why the trace of the matrix is a valid form to calculate this quantity? We will present an ambiguity between information and error using a real life problem of SST retrieval from GOES13. The stochastic information content calculation is based on the linear assumption. The validity of such mathematics in satellite inversion will be questioned because it is based on the nonlinear radiative transfer and ill-conditioned inverse problems. References: Menke, W., 1989: Geophysical data analysis: discrete inverse theory. San Diego academic press. Rodgers, C.D., 2000: Inverse methods for atmospheric soundings: theory and practice. Singapore :World Scientific.

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 stochastic spatiotemporal model of a response-regulator network in the Caulobacter crescentus cell cycle

NASA Astrophysics Data System (ADS)

Li, Fei; Subramanian, Kartik; Chen, Minghan; Tyson, John J.; Cao, Yang

2016-06-01

The asymmetric cell division cycle in Caulobacter crescentus is controlled by an elaborate molecular mechanism governing the production, activation and spatial localization of a host of interacting proteins. In previous work, we proposed a deterministic mathematical model for the spatiotemporal dynamics of six major regulatory proteins. In this paper, we study a stochastic version of the model, which takes into account molecular fluctuations of these regulatory proteins in space and time during early stages of the cell cycle of wild-type Caulobacter cells. We test the stochastic model with regard to experimental observations of increased variability of cycle time in cells depleted of the divJ gene product. The deterministic model predicts that overexpression of the divK gene blocks cell cycle progression in the stalked stage; however, stochastic simulations suggest that a small fraction of the mutants cells do complete the cell cycle normally.

Dynamic Stochastic Control of Freeway Corridor Systems : Summary and Project Overview

DOT National Transportation Integrated Search

1978-12-01

Systematic methodological approaches to overall traffic management from both short-term (real-time) and long-term (planning) perspectives have been developed. The approach embodies formulation and solution of interrelated mathematical problems from o...

Teaching Reinforcement of Stochastic Behavior Using Monte Carlo Simulation.

ERIC Educational Resources Information Center

Fox, William P.; And Others

1996-01-01

Explains a proposed block of instruction that would give students in industrial engineering, operations research, systems engineering, and applied mathematics the basic understanding required to begin more advanced courses in simulation theory or applications. (DDR)

Stochastic Modeling and Generation of Partially Polarized or Partially Coherent Electromagnetic Waves

NASA Technical Reports Server (NTRS)

Davis, Brynmor; Kim, Edward; Piepmeier, Jeffrey; Hildebrand, Peter H. (Technical Monitor)

2001-01-01

Many new Earth remote-sensing instruments are embracing both the advantages and added complexity that result from interferometric or fully polarimetric operation. To increase instrument understanding and functionality a model of the signals these instruments measure is presented. A stochastic model is used as it recognizes the non-deterministic nature of any real-world measurements while also providing a tractable mathematical framework. A stationary, Gaussian-distributed model structure is proposed. Temporal and spectral correlation measures provide a statistical description of the physical properties of coherence and polarization-state. From this relationship the model is mathematically defined. The model is shown to be unique for any set of physical parameters. A method of realizing the model (necessary for applications such as synthetic calibration-signal generation) is given and computer simulation results are presented. The signals are constructed using the output of a multi-input multi-output linear filter system, driven with white noise.

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

Treesearch

Yu Wei; Michael Bevers; Dung Nguyen; Erin Belval

2014-01-01

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

Gesellschaft fuer angewandte Mathematik und Mechanik, Annual Scientific Meeting, Universitaet Regensburg, Regensburg, West Germany, April 16-19, 1984, Proceedings

NASA Astrophysics Data System (ADS)

Problems in applied mathematics and mechanics are addressed in reviews and reports. Areas covered are vibration and stability, elastic and plastic mechanics, fluid mechanics, the numerical treatment of differential equations (general theory and finite-element methods in particular), optimization, decision theory, stochastics, actuarial mathematics, applied analysis and mathematical physics, and numerical analysis. Included are major lectures on separated flows, the transition regime of rarefied-gas dynamics, recent results in nonlinear elasticity, fluid-elastic vibration, the new computer arithmetic, and unsteady wave propagation in layered elastic bodies.

Evolution and mass extinctions as lognormal stochastic processes

NASA Astrophysics Data System (ADS)

Maccone, Claudio

2014-10-01

In a series of recent papers and in a book, this author put forward a mathematical model capable of embracing the search for extra-terrestrial intelligence (SETI), Darwinian Evolution and Human History into a single, unified statistical picture, concisely called Evo-SETI. The relevant mathematical tools are: (1) Geometric Brownian motion (GBM), the stochastic process representing evolution as the stochastic increase of the number of species living on Earth over the last 3.5 billion years. This GBM is well known in the mathematics of finances (Black-Sholes models). Its main features are that its probability density function (pdf) is a lognormal pdf, and its mean value is either an increasing or, more rarely, decreasing exponential function of the time. (2) The probability distributions known as b-lognormals, i.e. lognormals starting at a certain positive instant b>0 rather than at the origin. These b-lognormals were then forced by us to have their peak value located on the exponential mean-value curve of the GBM (Peak-Locus theorem). In the framework of Darwinian Evolution, the resulting mathematical construction was shown to be what evolutionary biologists call Cladistics. (3) The (Shannon) entropy of such b-lognormals is then seen to represent the `degree of progress' reached by each living organism or by each big set of living organisms, like historic human civilizations. Having understood this fact, human history may then be cast into the language of b-lognormals that are more and more organized in time (i.e. having smaller and smaller entropy, or smaller and smaller `chaos'), and have their peaks on the increasing GBM exponential. This exponential is thus the `trend of progress' in human history. (4) All these results also match with SETI in that the statistical Drake equation (generalization of the ordinary Drake equation to encompass statistics) leads just to the lognormal distribution as the probability distribution for the number of extra-terrestrial civilizations existing in the Galaxy (as a consequence of the central limit theorem of statistics). (5) But the most striking new result is that the well-known `Molecular Clock of Evolution', namely the `constant rate of Evolution at the molecular level' as shown by Kimura's Neutral Theory of Molecular Evolution, identifies with growth rate of the entropy of our Evo-SETI model, because they both grew linearly in time since the origin of life. (6) Furthermore, we apply our Evo-SETI model to lognormal stochastic processes other than GBMs. For instance, we provide two models for the mass extinctions that occurred in the past: (a) one based on GBMs and (b) the other based on a parabolic mean value capable of covering both the extinction and the subsequent recovery of life forms. (7) Finally, we show that the Markov & Korotayev (2007, 2008) model for Darwinian Evolution identifies with an Evo-SETI model for which the mean value of the underlying lognormal stochastic process is a cubic function of the time. In conclusion: we have provided a new mathematical model capable of embracing molecular evolution, SETI and entropy into a simple set of statistical equations based upon b-lognormals and lognormal stochastic processes with arbitrary mean, of which the GBMs are the particular case of exponential growth.

Structural Reliability Using Probability Density Estimation Methods Within NESSUS

NASA Technical Reports Server (NTRS)

Chamis, Chrisos C. (Technical Monitor); Godines, Cody Ric

2003-01-01

A reliability analysis studies a mathematical model of a physical system taking into account uncertainties of design variables and common results are estimations of a response density, which also implies estimations of its parameters. Some common density parameters include the mean value, the standard deviation, and specific percentile(s) of the response, which are measures of central tendency, variation, and probability regions, respectively. Reliability analyses are important since the results can lead to different designs by calculating the probability of observing safe responses in each of the proposed designs. All of this is done at the expense of added computational time as compared to a single deterministic analysis which will result in one value of the response out of many that make up the density of the response. Sampling methods, such as monte carlo (MC) and latin hypercube sampling (LHS), can be used to perform reliability analyses and can compute nonlinear response density parameters even if the response is dependent on many random variables. Hence, both methods are very robust; however, they are computationally expensive to use in the estimation of the response density parameters. Both methods are 2 of 13 stochastic methods that are contained within the Numerical Evaluation of Stochastic Structures Under Stress (NESSUS) program. NESSUS is a probabilistic finite element analysis (FEA) program that was developed through funding from NASA Glenn Research Center (GRC). It has the additional capability of being linked to other analysis programs; therefore, probabilistic fluid dynamics, fracture mechanics, and heat transfer are only a few of what is possible with this software. The LHS method is the newest addition to the stochastic methods within NESSUS. Part of this work was to enhance NESSUS with the LHS method. The new LHS module is complete, has been successfully integrated with NESSUS, and been used to study four different test cases that have been proposed by the Society of Automotive Engineers (SAE). The test cases compare different probabilistic methods within NESSUS because it is important that a user can have confidence that estimates of stochastic parameters of a response will be within an acceptable error limit. For each response, the mean, standard deviation, and 0.99 percentile, are repeatedly estimated which allows confidence statements to be made for each parameter estimated, and for each method. Thus, the ability of several stochastic methods to efficiently and accurately estimate density parameters is compared using four valid test cases. While all of the reliability methods used performed quite well, for the new LHS module within NESSUS it was found that it had a lower estimation error than MC when they were used to estimate the mean, standard deviation, and 0.99 percentile of the four different stochastic responses. Also, LHS required a smaller amount of calculations to obtain low error answers with a high amount of confidence than MC. It can therefore be stated that NESSUS is an important reliability tool that has a variety of sound probabilistic methods a user can employ and the newest LHS module is a valuable new enhancement of the program.

Review: Optimization methods for groundwater modeling and management

NASA Astrophysics Data System (ADS)

Yeh, William W.-G.

2015-09-01

Optimization methods have been used in groundwater modeling as well as for the planning and management of groundwater systems. This paper reviews and evaluates the various optimization methods that have been used for solving the inverse problem of parameter identification (estimation), experimental design, and groundwater planning and management. Various model selection criteria are discussed, as well as criteria used for model discrimination. The inverse problem of parameter identification concerns the optimal determination of model parameters using water-level observations. In general, the optimal experimental design seeks to find sampling strategies for the purpose of estimating the unknown model parameters. A typical objective of optimal conjunctive-use planning of surface water and groundwater is to minimize the operational costs of meeting water demand. The optimization methods include mathematical programming techniques such as linear programming, quadratic programming, dynamic programming, stochastic programming, nonlinear programming, and the global search algorithms such as genetic algorithms, simulated annealing, and tabu search. Emphasis is placed on groundwater flow problems as opposed to contaminant transport problems. A typical two-dimensional groundwater flow problem is used to explain the basic formulations and algorithms that have been used to solve the formulated optimization problems.

Conference on Non-linear Phenomena in Mathematical Physics: Dedicated to Cathleen Synge Morawetz on her 85th Birthday. The Fields Institute, Toronto, Canada September 18-20, 2008. Sponsors: Association for Women in Mathematics, Inc. and The Fields Institute

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

Lewis, Jennifer

2012-10-15

This scientific meeting focused on the legacy of Cathleen S. Morawetz and the impact that her scientific work on transonic flow and the non-linear wave equation has had in recent progress on different aspects of analysis for non-linear wave, kinetic and quantum transport problems associated to mathematical physics. These are areas where the elements of continuum, statistical and stochastic mechanics, and their interplay, have counterparts in the theory of existence, uniqueness and stability of the associated systems of equations and geometric constraints. It was a central event for the applied and computational analysis community focusing on Partial Differential Equations. Themore » goal of the proposal was to honor Cathleen Morawetz, a highly successful woman in mathematics, while encouraging beginning researchers. The conference was successful in show casing the work of successful women, enhancing the visibility of women in the profession and providing role models for those just beginning their careers. The two-day conference included seven 45-minute lectures and one day of six 45-minute lectures, and a poster session for junior participants. The conference program included 19 distinguished speakers, 10 poster presentations, about 70 junior and senior participants and, of course, the participation of Cathleen Synge Morawetz. The conference celebrated Morawetz's paramount contributions to the theory of non-linear equations in gas dynamics and their impact in the current trends of nonlinear phenomena in mathematical physics, but also served as an awareness session of current women's contribution to mathematics.« less

Dynamics of a prey-predator system under Poisson white noise excitation

NASA Astrophysics Data System (ADS)

Pan, Shan-Shan; Zhu, Wei-Qiu

2014-10-01

The classical Lotka-Volterra (LV) model is a well-known mathematical model for prey-predator ecosystems. In the present paper, the pulse-type version of stochastic LV model, in which the effect of a random natural environment has been modeled as Poisson white noise, is investigated by using the stochastic averaging method. The averaged generalized Itô stochastic differential equation and Fokker-Planck-Kolmogorov (FPK) equation are derived for prey-predator ecosystem driven by Poisson white noise. Approximate stationary solution for the averaged generalized FPK equation is obtained by using the perturbation method. The effect of prey self-competition parameter ɛ2 s on ecosystem behavior is evaluated. The analytical result is confirmed by corresponding Monte Carlo (MC) simulation.

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.

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

NASA Astrophysics Data System (ADS)

Próchniewicz, Dominik; Szpunar, Ryszard

2015-04-01

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

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

NASA Astrophysics Data System (ADS)

Carlen, Eric Anders

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

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.

PREFACE: IC-MSQUARE 2012: International Conference on Mathematical Modelling in Physical Sciences

NASA Astrophysics Data System (ADS)

Kosmas, Theocharis; Vagenas, Elias; Vlachos, Dimitrios

2013-02-01

The first International Conference on Mathematical Modelling in Physical Sciences (IC-MSQUARE) took place in Budapest, Hungary, from Monday 3 to Friday 7 September 2012. The conference was attended by more than 130 participants, and hosted about 290 oral, poster and virtual papers by more than 460 pre-registered authors. The first IC-MSQUARE consisted of different and diverging workshops and thus covered various research fields in which mathematical modelling is used, such as theoretical/mathematical physics, neutrino physics, non-integrable systems, dynamical systems, computational nanoscience, biological physics, computational biomechanics, complex networks, stochastic modelling, fractional statistics, DNA dynamics, and macroeconomics. The scientific program was rather heavy since after the Keynote and Invited Talks in the morning, two parallel sessions ran every day. However, according to all attendees, the program was excellent with a high level of talks and the scientific environment was fruitful; thus all attendees had a creative time. The mounting question is whether this occurred accidentally, or whether IC-MSQUARE is a necessity in the field of physical and mathematical modelling. For all of us working in the field, the existing and established conferences in this particular field suffer from two distinguished and recognized drawbacks: the first is the increasing orientation, while the second refers to the extreme specialization of the meetings. Therefore, a conference which aims to promote the knowledge and development of high-quality research in mathematical fields concerned with applications of other scientific fields as well as modern technological trends in physics, chemistry, biology, medicine, economics, sociology, environmental sciences etc., appears to be a necessity. This is the key role that IC-MSQUARE will play. We would like to thank the Keynote Speaker and the Invited Speakers for their significant contributions to IC-MSQUARE. We would also like to thank the members of the International Scientific Committee and the members of the Organizing Committee. Conference Chairmen Theocharis Kosmas Department of Physics, University of Ioannina Elias Vagenas RCAAM, Academy of Athens Dimitrios Vlachos Department of Computer Science and Technology, University of Peloponnese The PDF also contains a list of members of the International Scientific Committes and details of the Keynote and Invited Speakers.

Proceedings of the 3rd Annual SCOLE Workshop

NASA Technical Reports Server (NTRS)

Taylor, Lawrence W., Jr. (Compiler)

1987-01-01

Topics addressed include: modeling and controlling the Spacecraft Control Laboratory Experiment (SCOLE) configurations; slewing maneuvers; mathematical models; vibration damping; gravitational effects; structural dynamics; finite element method; distributed parameter system; on-line pulse control; stability augmentation; and stochastic processes.

Qualitative analysis of a stochastic epidemic model with specific functional response and temporary immunity

NASA Astrophysics Data System (ADS)

Hattaf, Khalid; Mahrouf, Marouane; Adnani, Jihad; Yousfi, Noura

2018-01-01

In this paper, we propose a stochastic delayed epidemic model with specific functional response. The time delay represents temporary immunity period, i.e., time from recovery to becoming susceptible again. We first show that the proposed model is mathematically and biologically well-posed. Moreover, the extinction of the disease and the persistence in the mean are established in the terms of a threshold value R0S which is smaller than the basic reproduction number R0 of the corresponding deterministic system.

Modeling and simulation of high dimensional stochastic multiscale PDE systems at the exascale

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

Zabaras, Nicolas J.

2016-11-08

Predictive Modeling of multiscale and Multiphysics systems requires accurate data driven characterization of the input uncertainties, and understanding of how they propagate across scales and alter the final solution. This project develops a rigorous mathematical framework and scalable uncertainty quantification algorithms to efficiently construct realistic low dimensional input models, and surrogate low complexity systems for the analysis, design, and control of physical systems represented by multiscale stochastic PDEs. The work can be applied to many areas including physical and biological processes, from climate modeling to systems biology.

Price dynamics of the financial markets using the stochastic differential equation for a potential double well

NASA Astrophysics Data System (ADS)

Lima, L. S.; Miranda, L. L. B.

2018-01-01

We have used the Itô's stochastic differential equation for the double well with additive white noise as a mathematical model for price dynamics of the financial market. We have presented a model which allows us to test within the same framework the comparative explanatory power of rational agents versus irrational agents, with respect to the facts of financial markets. We have obtained the mean price in terms of the β parameter that represents the force of the randomness term of the model.

A mathematical model for maximizing the value of phase 3 drug development portfolios incorporating budget constraints and risk.

PubMed

Patel, Nitin R; Ankolekar, Suresh; Antonijevic, Zoran; Rajicic, Natasa

2013-05-10

We describe a value-driven approach to optimizing pharmaceutical portfolios. Our approach incorporates inputs from research and development and commercial functions by simultaneously addressing internal and external factors. This approach differentiates itself from current practices in that it recognizes the impact of study design parameters, sample size in particular, on the portfolio value. We develop an integer programming (IP) model as the basis for Bayesian decision analysis to optimize phase 3 development portfolios using expected net present value as the criterion. We show how this framework can be used to determine optimal sample sizes and trial schedules to maximize the value of a portfolio under budget constraints. We then illustrate the remarkable flexibility of the IP model to answer a variety of 'what-if' questions that reflect situations that arise in practice. We extend the IP model to a stochastic IP model to incorporate uncertainty in the availability of drugs from earlier development phases for phase 3 development in the future. We show how to use stochastic IP to re-optimize the portfolio development strategy over time as new information accumulates and budget changes occur. Copyright © 2013 John Wiley & Sons, Ltd.

Local polynomial chaos expansion for linear differential equations with high dimensional random inputs

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

Chen, Yi; Jakeman, John; Gittelson, Claude

2015-01-08

In this paper we present a localized polynomial chaos expansion for partial differential equations (PDE) with random inputs. In particular, we focus on time independent linear stochastic problems with high dimensional random inputs, where the traditional polynomial chaos methods, and most of the existing methods, incur prohibitively high simulation cost. Furthermore, the local polynomial chaos method employs a domain decomposition technique to approximate the stochastic solution locally. In each subdomain, a subdomain problem is solved independently and, more importantly, in a much lower dimensional random space. In a postprocesing stage, accurate samples of the original stochastic problems are obtained frommore » the samples of the local solutions by enforcing the correct stochastic structure of the random inputs and the coupling conditions at the interfaces of the subdomains. Overall, the method is able to solve stochastic PDEs in very large dimensions by solving a collection of low dimensional local problems and can be highly efficient. In our paper we present the general mathematical framework of the methodology and use numerical examples to demonstrate the properties of the method.« less

Automated Flight Routing Using Stochastic Dynamic Programming

NASA Technical Reports Server (NTRS)

Ng, Hok K.; Morando, Alex; Grabbe, Shon

2010-01-01

Airspace capacity reduction due to convective weather impedes air traffic flows and causes traffic congestion. This study presents an algorithm that reroutes flights in the presence of winds, enroute convective weather, and congested airspace based on stochastic dynamic programming. A stochastic disturbance model incorporates into the reroute design process the capacity uncertainty. A trajectory-based airspace demand model is employed for calculating current and future airspace demand. The optimal routes minimize the total expected traveling time, weather incursion, and induced congestion costs. They are compared to weather-avoidance routes calculated using deterministic dynamic programming. The stochastic reroutes have smaller deviation probability than the deterministic counterpart when both reroutes have similar total flight distance. The stochastic rerouting algorithm takes into account all convective weather fields with all severity levels while the deterministic algorithm only accounts for convective weather systems exceeding a specified level of severity. When the stochastic reroutes are compared to the actual flight routes, they have similar total flight time, and both have about 1% of travel time crossing congested enroute sectors on average. The actual flight routes induce slightly less traffic congestion than the stochastic reroutes but intercept more severe convective weather.

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

PubMed

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

2018-01-01

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

A chance-constrained stochastic approach to intermodal container routing problems

PubMed Central

Zhao, Yi; Zhang, Xi; Whiteing, Anthony

2018-01-01

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

Non-equilibrium phase transition in mesoscopic biochemical systems: from stochastic to nonlinear dynamics and beyond

PubMed Central

Ge, Hao; Qian, Hong

2011-01-01

A theory for an non-equilibrium phase transition in a driven biochemical network is presented. The theory is based on the chemical master equation (CME) formulation of mesoscopic biochemical reactions and the mathematical method of large deviations. The large deviations theory provides an analytical tool connecting the macroscopic multi-stability of an open chemical system with the multi-scale dynamics of its mesoscopic counterpart. It shows a corresponding non-equilibrium phase transition among multiple stochastic attractors. As an example, in the canonical phosphorylation–dephosphorylation system with feedback that exhibits bistability, we show that the non-equilibrium steady-state (NESS) phase transition has all the characteristics of classic equilibrium phase transition: Maxwell construction, a discontinuous first-derivative of the ‘free energy function’, Lee–Yang's zero for a generating function and a critical point that matches the cusp in nonlinear bifurcation theory. To the biochemical system, the mathematical analysis suggests three distinct timescales and needed levels of description. They are (i) molecular signalling, (ii) biochemical network nonlinear dynamics, and (iii) cellular evolution. For finite mesoscopic systems such as a cell, motions associated with (i) and (iii) are stochastic while that with (ii) is deterministic. Both (ii) and (iii) are emergent properties of a dynamic biochemical network. PMID:20466813

An imaging-based stochastic model for simulation of tumour vasculature

NASA Astrophysics Data System (ADS)

Adhikarla, Vikram; Jeraj, Robert

2012-10-01

A mathematical model which reconstructs the structure of existing vasculature using patient-specific anatomical, functional and molecular imaging as input was developed. The vessel structure is modelled according to empirical vascular parameters, such as the mean vessel branching angle. The model is calibrated such that the resultant oxygen map modelled from the simulated microvasculature stochastically matches the input oxygen map to a high degree of accuracy (R2 ≈ 1). The calibrated model was successfully applied to preclinical imaging data. Starting from the anatomical vasculature image (obtained from contrast-enhanced computed tomography), a representative map of the complete vasculature was stochastically simulated as determined by the oxygen map (obtained from hypoxia [64Cu]Cu-ATSM positron emission tomography). The simulated microscopic vasculature and the calculated oxygenation map successfully represent the imaged hypoxia distribution (R2 = 0.94). The model elicits the parameters required to simulate vasculature consistent with imaging and provides a key mathematical relationship relating the vessel volume to the tissue oxygen tension. Apart from providing an excellent framework for visualizing the imaging gap between the microscopic and macroscopic imagings, the model has the potential to be extended as a tool to study the dynamics between the tumour and the vasculature in a patient-specific manner and has an application in the simulation of anti-angiogenic therapies.

Stochastic agent-based modeling of tuberculosis in Canadian Indigenous communities.

PubMed

Tuite, Ashleigh R; Gallant, Victor; Randell, Elaine; Bourgeois, Annie-Claude; Greer, Amy L

2017-01-13

In Canada, active tuberculosis (TB) disease rates remain disproportionately higher among the Indigenous population, especially among the Inuit in the north. We used mathematical modeling to evaluate how interventions might enhance existing TB control efforts in a region of Nunavut. We developed a stochastic, agent-based model of TB transmission that captured the unique household and community structure. Evaluated interventions included: (i) rapid treatment of active cases; (ii) rapid contact tracing; (iii) expanded screening programs for latent TB infection (LTBI); and (iv) reduced household density. The outcomes of interest were incident TB infections and total diagnosed active TB disease over a 10- year time period. Model-projected incidence in the absence of additional interventions was highly variable (range: 33-369 cases) over 10 years. Compared to the 'no additional intervention' scenario, reducing the time between onset of active TB disease and initiation of treatment reduced both the number of new TB infections (47% reduction, relative risk of TB = 0.53) and diagnoses of active TB disease (19% reduction, relative risk of TB = 0.81). Expanding general population screening was also projected to reduce the burden of TB, although these findings were sensitive to assumptions around the relative amount of transmission occurring outside of households. Other potential interventions examined in the model (school-based screening, rapid contact tracing, and reduced household density) were found to have limited effectiveness. In a region of northern Canada experiencing a significant TB burden, more rapid treatment initiation in active TB cases was the most impactful intervention evaluated. Mathematical modeling can provide guidance for allocation of limited resources in a way that minimizes disease transmission and protects population health.

The subtle business of model reduction for stochastic chemical kinetics

NASA Astrophysics Data System (ADS)

Gillespie, Dan T.; Cao, Yang; Sanft, Kevin R.; Petzold, Linda R.

2009-02-01

This paper addresses the problem of simplifying chemical reaction networks by adroitly reducing the number of reaction channels and chemical species. The analysis adopts a discrete-stochastic point of view and focuses on the model reaction set S1⇌S2→S3, whose simplicity allows all the mathematics to be done exactly. The advantages and disadvantages of replacing this reaction set with a single S3-producing reaction are analyzed quantitatively using novel criteria for measuring simulation accuracy and simulation efficiency. It is shown that in all cases in which such a model reduction can be accomplished accurately and with a significant gain in simulation efficiency, a procedure called the slow-scale stochastic simulation algorithm provides a robust and theoretically transparent way of implementing the reduction.

The subtle business of model reduction for stochastic chemical kinetics.

PubMed

Gillespie, Dan T; Cao, Yang; Sanft, Kevin R; Petzold, Linda R

2009-02-14

This paper addresses the problem of simplifying chemical reaction networks by adroitly reducing the number of reaction channels and chemical species. The analysis adopts a discrete-stochastic point of view and focuses on the model reaction set S(1)<=>S(2)-->S(3), whose simplicity allows all the mathematics to be done exactly. The advantages and disadvantages of replacing this reaction set with a single S(3)-producing reaction are analyzed quantitatively using novel criteria for measuring simulation accuracy and simulation efficiency. It is shown that in all cases in which such a model reduction can be accomplished accurately and with a significant gain in simulation efficiency, a procedure called the slow-scale stochastic simulation algorithm provides a robust and theoretically transparent way of implementing the reduction.

Compensating for estimation smoothing in kriging

USGS Publications Warehouse

Olea, R.A.; Pawlowsky, Vera

1996-01-01

Smoothing is a characteristic inherent to all minimum mean-square-error spatial estimators such as kriging. Cross-validation can be used to detect and model such smoothing. Inversion of the model produces a new estimator-compensated kriging. A numerical comparison based on an exhaustive permeability sampling of a 4-fr2 slab of Berea Sandstone shows that the estimation surface generated by compensated kriging has properties intermediate between those generated by ordinary kriging and stochastic realizations resulting from simulated annealing and sequential Gaussian simulation. The frequency distribution is well reproduced by the compensated kriging surface, which also approximates the experimental semivariogram well - better than ordinary kriging, but not as well as stochastic realizations. Compensated kriging produces surfaces that are more accurate than stochastic realizations, but not as accurate as ordinary kriging. ?? 1996 International Association for Mathematical Geology.

Scenario Decomposition for 0-1 Stochastic Programs: Improvements and Asynchronous Implementation

DOE PAGES

Ryan, Kevin; Rajan, Deepak; Ahmed, Shabbir

2016-05-01

We recently proposed scenario decomposition algorithm for stochastic 0-1 programs finds an optimal solution by evaluating and removing individual solutions that are discovered by solving scenario subproblems. In our work, we develop an asynchronous, distributed implementation of the algorithm which has computational advantages over existing synchronous implementations of the algorithm. Improvements to both the synchronous and asynchronous algorithm are proposed. We also test the results on well known stochastic 0-1 programs from the SIPLIB test library and is able to solve one previously unsolved instance from the test set.

A Gompertzian model with random effects to cervical cancer growth

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

Mazlan, Mazma Syahidatul Ayuni; Rosli, Norhayati

2015-05-15

In this paper, a Gompertzian model with random effects is introduced to describe the cervical cancer growth. The parameters values of the mathematical model are estimated via maximum likehood estimation. We apply 4-stage Runge-Kutta (SRK4) for solving the stochastic model numerically. The efficiency of mathematical model is measured by comparing the simulated result and the clinical data of the cervical cancer growth. Low values of root mean-square error (RMSE) of Gompertzian model with random effect indicate good fits.

Designer: A Knowledge-Based Graphic Design Assistant.

DTIC Science & Technology

1986-07-01

pro- pulsion. The system consists of a color graphics interface to a mathematical simulation. One can view and manipulate this simulation at a number of...valve vaive graph 50- mufi -plot graph 100 4 0 80 6.. 30 60 4 20 .... 40 2 10 V 20 0 2 4 6 8 10 0 20 40 60 80 100 FIGURE 4. Icon Sampler. This view...in Computing Systems. New York: ACM, 1983. 8306. Paul Smolensky. Harmony Theory: A Mathematical Framework for Stochastic Parallel Pro- cessing

Enhanced algorithms for stochastic programming

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

Krishna, Alamuru S.

1993-09-01

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

Retrospective estimation of breeding phenology of American Goldfinch (Carduelis tristis) using pattern oriented modeling

EPA Science Inventory

Avian seasonal productivity is often modeled as a time-limited stochastic process. Many mathematical formulations have been proposed, including individual based models, continuous-time differential equations, and discrete Markov models. All such models typically include paramete...

Optimizing decentralized production-distribution planning problem in a multi-period supply chain network under uncertainty

NASA Astrophysics Data System (ADS)

Nourifar, Raheleh; Mahdavi, Iraj; Mahdavi-Amiri, Nezam; Paydar, Mohammad Mahdi

2017-09-01

Decentralized supply chain management is found to be significantly relevant in today's competitive markets. Production and distribution planning is posed as an important optimization problem in supply chain networks. Here, we propose a multi-period decentralized supply chain network model with uncertainty. The imprecision related to uncertain parameters like demand and price of the final product is appropriated with stochastic and fuzzy numbers. We provide mathematical formulation of the problem as a bi-level mixed integer linear programming model. Due to problem's convolution, a structure to solve is developed that incorporates a novel heuristic algorithm based on Kth-best algorithm, fuzzy approach and chance constraint approach. Ultimately, a numerical example is constructed and worked through to demonstrate applicability of the optimization model. A sensitivity analysis is also made.

Portfolio Optimization with Stochastic Dividends and Stochastic Volatility

ERIC Educational Resources Information Center

Varga, Katherine Yvonne

2015-01-01

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

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.

Adaptive Neural Tracking Control for Switched High-Order Stochastic Nonlinear Systems.

PubMed

Zhao, Xudong; Wang, Xinyong; Zong, Guangdeng; Zheng, Xiaolong

2017-10-01

This paper deals with adaptive neural tracking control design for a class of switched high-order stochastic nonlinear systems with unknown uncertainties and arbitrary deterministic switching. The considered issues are: 1) completely unknown uncertainties; 2) stochastic disturbances; and 3) high-order nonstrict-feedback system structure. The considered mathematical models can represent many practical systems in the actual engineering. By adopting the approximation ability of neural networks, common stochastic Lyapunov function method together with adding an improved power integrator technique, an adaptive state feedback controller with multiple adaptive laws is systematically designed for the systems. Subsequently, a controller with only two adaptive laws is proposed to solve the problem of over parameterization. Under the designed controllers, all the signals in the closed-loop system are bounded-input bounded-output stable in probability, and the system output can almost surely track the target trajectory within a specified bounded error. Finally, simulation results are presented to show the effectiveness of the proposed approaches.

Stochastic simulation in systems biology

PubMed Central

Székely, Tamás; Burrage, Kevin

2014-01-01

Natural systems are, almost by definition, heterogeneous: this can be either a boon or an obstacle to be overcome, depending on the situation. Traditionally, when constructing mathematical models of these systems, heterogeneity has typically been ignored, despite its critical role. However, in recent years, stochastic computational methods have become commonplace in science. They are able to appropriately account for heterogeneity; indeed, they are based around the premise that systems inherently contain at least one source of heterogeneity (namely, intrinsic heterogeneity). In this mini-review, we give a brief introduction to theoretical modelling and simulation in systems biology and discuss the three different sources of heterogeneity in natural systems. Our main topic is an overview of stochastic simulation methods in systems biology. There are many different types of stochastic methods. We focus on one group that has become especially popular in systems biology, biochemistry, chemistry and physics. These discrete-state stochastic methods do not follow individuals over time; rather they track only total populations. They also assume that the volume of interest is spatially homogeneous. We give an overview of these methods, with a discussion of the advantages and disadvantages of each, and suggest when each is more appropriate to use. We also include references to software implementations of them, so that beginners can quickly start using stochastic methods for practical problems of interest. PMID:25505503

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

PubMed

Cairoli, Andrea; Klages, Rainer; Baule, Adrian

2018-05-29

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

Strategies and trajectories of coral reef fish larvae optimizing self-recruitment.

PubMed

Irisson, Jean-Olivier; LeVan, Anselme; De Lara, Michel; Planes, Serge

2004-03-21

Like many marine organisms, most coral reef fishes have a dispersive larval phase. The fate of this phase is of great concern for their ecology as it may determine population demography and connectivity. As direct study of the larval phase is difficult, we tackle the question of dispersion from an opposite point of view and study self-recruitment. In this paper, we propose a mathematical model of the pelagic phase, parameterized by a limited number of factors (currents, predator and prey distributions, energy budgets) and which focuses on the behavioral response of the larvae to these factors. We evaluate optimal behavioral strategies of the larvae (i.e. strategies that maximize the probability of return to the natal reef) and examine the trajectories of dispersal that they induce. Mathematically, larval behavior is described by a controlled Markov process. A strategy induces a sequence, indexed by time steps, of "decisions" (e.g. looking for food, swimming in a given direction). Biological, physical and topographic constraints are captured through the transition probabilities and the sets of possible decisions. Optimal strategies are found by means of the so-called stochastic dynamic programming equation. A computer program is developed and optimal decisions and trajectories are numerically derived. We conclude that this technique can be considered as a good tool to represent plausible larval behaviors and that it has great potential in terms of theoretical investigations and also for field applications.

Mathematic and the Quest for Fundamental Principles of Biology

DTIC Science & Technology

2017-05-05

stochasticity as part of the process, rather than as extrinsic noise. In some sense, like all organisms, we must continually solve inverse problems...predictions that could not be made before, ideally while simultaneously elucidating new mechanisms and proposing new experiments. The meeting concluded with

Seasonally forced disease dynamics explored as switching between attractors

NASA Astrophysics Data System (ADS)

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

2001-01-01

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

Stochastic chemical kinetics : A review of the modelling and simulation approaches.

PubMed

Lecca, Paola

2013-12-01

A review of the physical principles that are the ground of the stochastic formulation of chemical kinetics is presented along with a survey of the algorithms currently used to simulate it. This review covers the main literature of the last decade and focuses on the mathematical models describing the characteristics and the behavior of systems of chemical reactions at the nano- and micro-scale. Advantages and limitations of the models are also discussed in the light of the more and more frequent use of these models and algorithms in modeling and simulating biochemical and even biological processes.

Crises, noise, and tipping in the Hassell population model

NASA Astrophysics Data System (ADS)

Bashkirtseva, Irina

2018-03-01

We consider a problem of the analysis of the noise-induced tipping in population systems. To study this phenomenon, we use Hassell-type system with Allee effect as a conceptual model. A mathematical investigation of the tipping is connected with the analysis of the crisis bifurcations, both boundary and interior. In the parametric study of the abrupt changes in dynamics related to the noise-induced extinction and transition from order to chaos, the stochastic sensitivity function technique and confidence domains are used. The effectiveness of the suggested approach to detect early warnings of critical stochastic transitions is demonstrated.

An argument for mechanism-based statistical inference in cancer

PubMed Central

Ochs, Michael; Price, Nathan D.; Tomasetti, Cristian; Younes, Laurent

2015-01-01

Cancer is perhaps the prototypical systems disease, and as such has been the focus of extensive study in quantitative systems biology. However, translating these programs into personalized clinical care remains elusive and incomplete. In this perspective, we argue that realizing this agenda—in particular, predicting disease phenotypes, progression and treatment response for individuals—requires going well beyond standard computational and bioinformatics tools and algorithms. It entails designing global mathematical models over network-scale configurations of genomic states and molecular concentrations, and learning the model parameters from limited available samples of high-dimensional and integrative omics data. As such, any plausible design should accommodate: biological mechanism, necessary for both feasible learning and interpretable decision making; stochasticity, to deal with uncertainty and observed variation at many scales; and a capacity for statistical inference at the patient level. This program, which requires a close, sustained collaboration between mathematicians and biologists, is illustrated in several contexts, including learning bio-markers, metabolism, cell signaling, network inference and tumorigenesis. PMID:25381197

Obtaining lower bounds from the progressive hedging algorithm for stochastic mixed-integer programs

DOE PAGES

Gade, Dinakar; Hackebeil, Gabriel; Ryan, Sarah M.; ...

2016-04-02

We present a method for computing lower bounds in the progressive hedging algorithm (PHA) for two-stage and multi-stage stochastic mixed-integer programs. Computing lower bounds in the PHA allows one to assess the quality of the solutions generated by the algorithm contemporaneously. The lower bounds can be computed in any iteration of the algorithm by using dual prices that are calculated during execution of the standard PHA. In conclusion, we report computational results on stochastic unit commitment and stochastic server location problem instances, and explore the relationship between key PHA parameters and the quality of the resulting lower bounds.

Efficient stochastic approaches for sensitivity studies of an Eulerian large-scale air pollution model

NASA Astrophysics Data System (ADS)

Dimov, I.; Georgieva, R.; Todorov, V.; Ostromsky, Tz.

2017-10-01

Reliability of large-scale mathematical models is an important issue when such models are used to support decision makers. Sensitivity analysis of model outputs to variation or natural uncertainties of model inputs is crucial for improving the reliability of mathematical models. A comprehensive experimental study of Monte Carlo algorithms based on Sobol sequences for multidimensional numerical integration has been done. A comparison with Latin hypercube sampling and a particular quasi-Monte Carlo lattice rule based on generalized Fibonacci numbers has been presented. The algorithms have been successfully applied to compute global Sobol sensitivity measures corresponding to the influence of several input parameters (six chemical reactions rates and four different groups of pollutants) on the concentrations of important air pollutants. The concentration values have been generated by the Unified Danish Eulerian Model. The sensitivity study has been done for the areas of several European cities with different geographical locations. The numerical tests show that the stochastic algorithms under consideration are efficient for multidimensional integration and especially for computing small by value sensitivity indices. It is a crucial element since even small indices may be important to be estimated in order to achieve a more accurate distribution of inputs influence and a more reliable interpretation of the mathematical model results.

Continuous-time mean-variance portfolio selection with value-at-risk and no-shorting constraints

NASA Astrophysics Data System (ADS)

Yan, Wei

2012-01-01

An investment problem is considered with dynamic mean-variance(M-V) portfolio criterion under discontinuous prices which follow jump-diffusion processes according to the actual prices of stocks and the normality and stability of the financial market. The short-selling of stocks is prohibited in this mathematical model. Then, the corresponding stochastic Hamilton-Jacobi-Bellman(HJB) equation of the problem is presented and the solution of the stochastic HJB equation based on the theory of stochastic LQ control and viscosity solution is obtained. The efficient frontier and optimal strategies of the original dynamic M-V portfolio selection problem are also provided. And then, the effects on efficient frontier under the value-at-risk constraint are illustrated. Finally, an example illustrating the discontinuous prices based on M-V portfolio selection is presented.

Restoring the encoding properties of a stochastic neuron model by an exogenous noise

PubMed Central

Paffi, Alessandra; Camera, Francesca; Apollonio, Francesca; d'Inzeo, Guglielmo; Liberti, Micaela

2015-01-01

Here we evaluate the possibility of improving the encoding properties of an impaired neuronal system by superimposing an exogenous noise to an external electric stimulation signal. The approach is based on the use of mathematical neuron models consisting of stochastic HH-like circuit, where the impairment of the endogenous presynaptic inputs is described as a subthreshold injected current and the exogenous stimulation signal is a sinusoidal voltage perturbation across the membrane. Our results indicate that a correlated Gaussian noise, added to the sinusoidal signal can significantly increase the encoding properties of the impaired system, through the Stochastic Resonance (SR) phenomenon. These results suggest that an exogenous noise, suitably tailored, could improve the efficacy of those stimulation techniques used in neuronal systems, where the presynaptic sensory neurons are impaired and have to be artificially bypassed. PMID:25999845

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.

SYSTEM THEORY: INTER-UNIVERSITY ELECTRONICS SERIES, VOLUME VIII,

DTIC Science & Technology

The book contains contributions in the area of general system theory , linear systems, nonlinear systems, stochastic and learning systems by...nationally and internationally known experts. It presents the most basic and important areas of system theory for the use and familiarization of mathematically-oriented nonspecialists. (Author)

Quantum Analog Computing

NASA Technical Reports Server (NTRS)

Zak, M.

1998-01-01

Quantum analog computing is based upon similarity between mathematical formalism of quantum mechanics and phenomena to be computed. It exploits a dynamical convergence of several competing phenomena to an attractor which can represent an externum of a function, an image, a solution to a system of ODE, or a stochastic process.

Computational Cellular Dynamics Based on the Chemical Master Equation: A Challenge for Understanding Complexity

PubMed Central

Liang, Jie; Qian, Hong

2010-01-01

Modern molecular biology has always been a great source of inspiration for computational science. Half a century ago, the challenge from understanding macromolecular dynamics has led the way for computations to be part of the tool set to study molecular biology. Twenty-five years ago, the demand from genome science has inspired an entire generation of computer scientists with an interest in discrete mathematics to join the field that is now called bioinformatics. In this paper, we shall lay out a new mathematical theory for dynamics of biochemical reaction systems in a small volume (i.e., mesoscopic) in terms of a stochastic, discrete-state continuous-time formulation, called the chemical master equation (CME). Similar to the wavefunction in quantum mechanics, the dynamically changing probability landscape associated with the state space provides a fundamental characterization of the biochemical reaction system. The stochastic trajectories of the dynamics are best known through the simulations using the Gillespie algorithm. In contrast to the Metropolis algorithm, this Monte Carlo sampling technique does not follow a process with detailed balance. We shall show several examples how CMEs are used to model cellular biochemical systems. We shall also illustrate the computational challenges involved: multiscale phenomena, the interplay between stochasticity and nonlinearity, and how macroscopic determinism arises from mesoscopic dynamics. We point out recent advances in computing solutions to the CME, including exact solution of the steady state landscape and stochastic differential equations that offer alternatives to the Gilespie algorithm. We argue that the CME is an ideal system from which one can learn to understand “complex behavior” and complexity theory, and from which important biological insight can be gained. PMID:24999297

Computational Cellular Dynamics Based on the Chemical Master Equation: A Challenge for Understanding Complexity.

PubMed

Liang, Jie; Qian, Hong

2010-01-01

Modern molecular biology has always been a great source of inspiration for computational science. Half a century ago, the challenge from understanding macromolecular dynamics has led the way for computations to be part of the tool set to study molecular biology. Twenty-five years ago, the demand from genome science has inspired an entire generation of computer scientists with an interest in discrete mathematics to join the field that is now called bioinformatics. In this paper, we shall lay out a new mathematical theory for dynamics of biochemical reaction systems in a small volume (i.e., mesoscopic) in terms of a stochastic, discrete-state continuous-time formulation, called the chemical master equation (CME). Similar to the wavefunction in quantum mechanics, the dynamically changing probability landscape associated with the state space provides a fundamental characterization of the biochemical reaction system. The stochastic trajectories of the dynamics are best known through the simulations using the Gillespie algorithm. In contrast to the Metropolis algorithm, this Monte Carlo sampling technique does not follow a process with detailed balance. We shall show several examples how CMEs are used to model cellular biochemical systems. We shall also illustrate the computational challenges involved: multiscale phenomena, the interplay between stochasticity and nonlinearity, and how macroscopic determinism arises from mesoscopic dynamics. We point out recent advances in computing solutions to the CME, including exact solution of the steady state landscape and stochastic differential equations that offer alternatives to the Gilespie algorithm. We argue that the CME is an ideal system from which one can learn to understand "complex behavior" and complexity theory, and from which important biological insight can be gained.

Stochastic Geometry and Quantum Gravity: Some Rigorous Results

NASA Astrophysics Data System (ADS)

Zessin, H.

The aim of these lectures is a short introduction into some recent developments in stochastic geometry which have one of its origins in simplicial gravity theory (see Regge Nuovo Cimento 19: 558-571, 1961). The aim is to define and construct rigorously point processes on spaces of Euclidean simplices in such a way that the configurations of these simplices are simplicial complexes. The main interest then is concentrated on their curvature properties. We illustrate certain basic ideas from a mathematical point of view. An excellent representation of this area can be found in Schneider and Weil (Stochastic and Integral Geometry, Springer, Berlin, 2008. German edition: Stochastische Geometrie, Teubner, 2000). In Ambjørn et al. (Quantum Geometry Cambridge University Press, Cambridge, 1997) you find a beautiful account from the physical point of view. More recent developments in this direction can be found in Ambjørn et al. ("Quantum gravity as sum over spacetimes", Lect. Notes Phys. 807. Springer, Heidelberg, 2010). After an informal axiomatic introduction into the conceptual foundations of Regge's approach the first lecture recalls the concepts and notations used. It presents the fundamental zero-infinity law of stochastic geometry and the construction of cluster processes based on it. The second lecture presents the main mathematical object, i.e. Poisson-Delaunay surfaces possessing an intrinsic random metric structure. The third and fourth lectures discuss their ergodic behaviour and present the two-dimensional Regge model of pure simplicial quantum gravity. We terminate with the formulation of basic open problems. Proofs are given in detail only in a few cases. In general the main ideas are developed. Sufficiently complete references are given.

Study on the influence of stochastic properties of correction terms on the reliability of instantaneous network RTK

NASA Astrophysics Data System (ADS)

Próchniewicz, Dominik

2014-03-01

The reliability of precision GNSS positioning primarily depends on correct carrier-phase ambiguity resolution. An optimal estimation and correct validation of ambiguities necessitates a proper definition of mathematical positioning model. Of particular importance in the model definition is the taking into account of the atmospheric errors (ionospheric and tropospheric refraction) as well as orbital errors. The use of the network of reference stations in kinematic positioning, known as Network-based Real-Time Kinematic (Network RTK) solution, facilitates the modeling of such errors and their incorporation, in the form of correction terms, into the functional description of positioning model. Lowered accuracy of corrections, especially during atmospheric disturbances, results in the occurrence of unaccounted biases, the so-called residual errors. The taking into account of such errors in Network RTK positioning model is possible by incorporating the accuracy characteristics of the correction terms into the stochastic model of observations. In this paper we investigate the impact of the expansion of the stochastic model to include correction term variances on the reliability of the model solution. In particular the results of instantaneous solution that only utilizes a single epoch of GPS observations, is analyzed. Such a solution mode due to the low number of degrees of freedom is very sensitive to an inappropriate mathematical model definition. Thus the high level of the solution reliability is very difficult to achieve. Numerical tests performed for a test network located in mountain area during ionospheric disturbances allows to verify the described method for the poor measurement conditions. The results of the ambiguity resolution as well as the rover positioning accuracy shows that the proposed method of stochastic modeling can increase the reliability of instantaneous Network RTK performance.

Mathematical issues in eternal inflation

NASA Astrophysics Data System (ADS)

Singh Kohli, Ikjyot; Haslam, Michael C.

2015-04-01

In this paper, we consider the problem of the existence and uniqueness of solutions to the Einstein field equations for a spatially flat Friedmann-Lemaître-Robertson-Walker universe in the context of stochastic eternal inflation, where the stochastic mechanism is modelled by adding a stochastic forcing term representing Gaussian white noise to the Klein-Gordon equation. We show that under these considerations, the Klein-Gordon equation actually becomes a stochastic differential equation. Therefore, the existence and uniqueness of solutions to Einstein’s equations depend on whether the coefficients of this stochastic differential equation obey Lipschitz continuity conditions. We show that for any choice of V(φ ), the Einstein field equations are not globally well-posed, hence, any solution found to these equations is not guaranteed to be unique. Instead, the coefficients are at best locally Lipschitz continuous in the physical state space of the dynamical variables, which only exist up to a finite explosion time. We further perform Feller’s explosion test for an arbitrary power-law inflaton potential and prove that all solutions to the Einstein field equations explode in a finite time with probability one. This implies that the mechanism of stochastic inflation thus considered cannot be described to be eternal, since the very concept of eternal inflation implies that the process continues indefinitely. We therefore argue that stochastic inflation based on a stochastic forcing term would not produce an infinite number of universes in some multiverse ensemble. In general, since the Einstein field equations in both situations are not well-posed, we further conclude that the existence of a multiverse via the stochastic eternal inflation mechanism considered in this paper is still very much an open question that will require much deeper investigation.

Engineered Resilient Systems: Knowledge Capture and Transfer

DTIC Science & Technology

2014-08-29

development, but the work has not progressed significantly. 71 Peter Kall and Stein W. Wallace, Stochastic Programming, John Wiley & Sons, Chichester, 1994...John Wiley and Sons: Hoboken, 2008. Peter Kall and Stein W. Wallace, Stochastic Programming, John Wiley & Sons, Chichester, 1994. Rhodes, D.H., Lamb

Stochastic Models for Precipitable Water in Convection

NASA Astrophysics Data System (ADS)

Leung, Kimberly

Atmospheric precipitable water vapor (PWV) is the amount of water vapor in the atmosphere within a vertical column of unit cross-sectional area and is a critically important parameter of precipitation processes. However, accurate high-frequency and long-term observations of PWV in the sky were impossible until the availability of modern instruments such as radar. The United States Department of Energy (DOE)'s Atmospheric Radiation Measurement (ARM) Program facility made the first systematic and high-resolution observations of PWV at Darwin, Australia since 2002. At a resolution of 20 seconds, this time series allowed us to examine the volatility of PWV, including fractal behavior with dimension equal to 1.9, higher than the Brownian motion dimension of 1.5. Such strong fractal behavior calls for stochastic differential equation modeling in an attempt to address some of the difficulties of convective parameterization in various kinds of climate models, ranging from general circulation models (GCM) to weather research forecasting (WRF) models. This important observed data at high resolution can capture the fractal behavior of PWV and enables stochastic exploration into the next generation of climate models which considers scales from micrometers to thousands of kilometers. As a first step, this thesis explores a simple stochastic differential equation model of water mass balance for PWV and assesses accuracy, robustness, and sensitivity of the stochastic model. A 1000-day simulation allows for the determination of the best-fitting 25-day period as compared to data from the TWP-ICE field campaign conducted out of Darwin, Australia in early 2006. The observed data and this portion of the simulation had a correlation coefficient of 0.6513 and followed similar statistics and low-resolution temporal trends. Building on the point model foundation, a similar algorithm was applied to the National Center for Atmospheric Research (NCAR)'s existing single-column model as a test-of-concept for eventual inclusion in a general circulation model. The stochastic scheme was designed to be coupled with the deterministic single-column simulation by modifying results of the existing convective scheme (Zhang-McFarlane) and was able to produce a 20-second resolution time series that effectively simulated observed PWV, as measured by correlation coefficient (0.5510), fractal dimension (1.9), statistics, and visual examination of temporal trends. Results indicate that simulation of a highly volatile time series of observed PWV is certainly achievable and has potential to improve prediction capabilities in climate modeling. Further, this study demonstrates the feasibility of adding a mathematics- and statistics-based stochastic scheme to an existing deterministic parameterization to simulate observed fractal behavior.

Multiobjective fuzzy stochastic linear programming problems with inexact probability distribution

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

Hamadameen, Abdulqader Othman; Zainuddin, Zaitul Marlizawati

This study deals with multiobjective fuzzy stochastic linear programming problems with uncertainty probability distribution which are defined as fuzzy assertions by ambiguous experts. The problem formulation has been presented and the two solutions strategies are; the fuzzy transformation via ranking function and the stochastic transformation when α{sup –}. cut technique and linguistic hedges are used in the uncertainty probability distribution. The development of Sen’s method is employed to find a compromise solution, supported by illustrative numerical example.

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.

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.

Can avian reproductive outcomes estimated with MCnest be made more robust using stochastic parameterizations?

EPA Science Inventory

The Markov chain nest productivity model, or MCnest, is a set of algorithms for integrating the results of avian toxicity tests with reproductive life-history data to project the relative magnitude of chemical effects on avian reproduction. The mathematical foundation of MCnest i...

Incorporating location, routing, and inventory decisions in a bi-objective supply chain design problem with risk-pooling

NASA Astrophysics Data System (ADS)

Tavakkoli-Moghaddam, Reza; Forouzanfar, Fateme; Ebrahimnejad, Sadoullah

2013-07-01

This paper considers a single-sourcing network design problem for a three-level supply chain. For the first time, a novel mathematical model is presented considering risk-pooling, the inventory existence at distribution centers (DCs) under demand uncertainty, the existence of several alternatives to transport the product between facilities, and routing of vehicles from distribution centers to customer in a stochastic supply chain system, simultaneously. This problem is formulated as a bi-objective stochastic mixed-integer nonlinear programming model. The aim of this model is to determine the number of located distribution centers, their locations, and capacity levels, and allocating customers to distribution centers and distribution centers to suppliers. It also determines the inventory control decisions on the amount of ordered products and the amount of safety stocks at each opened DC, selecting a type of vehicle for transportation. Moreover, it determines routing decisions, such as determination of vehicles' routes starting from an opened distribution center to serve its allocated customers and returning to that distribution center. All are done in a way that the total system cost and the total transportation time are minimized. The Lingo software is used to solve the presented model. The computational results are illustrated in this paper.

MarkoLAB: A simulator to study ionic channel's stochastic behavior.

PubMed

da Silva, Robson Rodrigues; Goroso, Daniel Gustavo; Bers, Donald M; Puglisi, José Luis

2017-08-01

Mathematical models of the cardiac cell have started to include markovian representations of the ionic channels instead of the traditional Hodgkin & Huxley formulations. There are many reasons for this: Markov models are not restricted to the idea of independent gates defining the channel, they allow more complex description with specific transitions between open, closed or inactivated states, and more importantly those states can be closely related to the underlying channel structure and conformational changes. We used the LabVIEW ® and MATLAB ® programs to implement the simulator MarkoLAB that allow a dynamical 3D representation of the markovian model of the channel. The Monte Carlo simulation was used to implement the stochastic transitions among states. The user can specify the voltage protocol by setting the holding potential, the step-to voltage and the duration of the stimuli. The most studied feature of a channel is the current flowing through it. This happens when the channel stays in the open state, but most of the time, as revealed by the low open probability values, the channel remains on the inactive or closed states. By focusing only when the channel enters or leaves the open state we are missing most of its activity. MarkoLAB proved to be quite useful to visualize the whole behavior of the channel and not only when the channel produces a current. Such dynamic representation provides more complete information about channel kinetics and will be a powerful tool to demonstrate the effect of gene mutations or drugs on the channel function. MarkoLAB provides an original way of visualizing the stochastic behavior of a channel. It clarifies concepts, such as recovery from inactivation, calcium- versus voltage-dependent inactivation, and tail currents. It is not restricted to ionic channels only but it can be extended to other transporters, such as exchangers and pumps. This program is intended as a didactical tool to illustrate the dynamical behavior of a channel. It has been implemented in two platforms MATLAB ® and LabVIEW ® to enhance the target users of this new didactical tool. The computational cost of implementing a stochastic simulation is within the range of a personal computer performance; making MarkoLAB suitable to be run during a lecture or presentation. Copyright © 2017 Elsevier Ltd. All rights reserved.

Approximate Dynamic Programming and Aerial Refueling

DTIC Science & Technology

2007-06-01

by two Army Air Corps de Havilland DH -4Bs (9). While crude by modern standards, the passing of hoses be- tween planes is effectively the same approach...incorporating stochastic data sets. . . . . . . . . . . 106 55 Total Cost Stochastically Trained Simulations versus Deterministically Trained Simulations...incorporating stochastic data sets. 106 To create meaningful results when testing stochastic data, the data sets are av- eraged so that conclusions are not

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

DTIC Science & Technology

2016-02-25

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

Modeling Adsorption Based Filters (Bio-remediation of Heavy Metal Contaminated Water)

NASA Astrophysics Data System (ADS)

McCarthy, Chris

I will discuss kinetic models of adsorption, as well as models of filters based on those mechanisms. These mathematical models have been developed in support of our interdisciplinary lab group, which is centered at BMCC/CUNY (City University of New York). Our group conducts research into bio-remediation of heavy metal contaminated water via filtration. The filters are constructed out of biomass, such as spent tea leaves. The spent tea leaves are available in large quantities as a result of the industrial production of tea beverages. The heavy metals bond with the surfaces of the tea leaves (adsorption). The models involve differential equations, stochastic methods, and recursive functions. I will compare the models' predictions to data obtained from computer simulations and experimentally by our lab group. Funding: CUNY Collaborative Incentive Research Grant (Round 12); CUNY Research Scholars Program.

Stochastic volatility models and Kelvin waves

NASA Astrophysics Data System (ADS)

Lipton, Alex; Sepp, Artur

2008-08-01

We use stochastic volatility models to describe the evolution of an asset price, its instantaneous volatility and its realized volatility. In particular, we concentrate on the Stein and Stein model (SSM) (1991) for the stochastic asset volatility and the Heston model (HM) (1993) for the stochastic asset variance. By construction, the volatility is not sign definite in SSM and is non-negative in HM. It is well known that both models produce closed-form expressions for the prices of vanilla option via the Lewis-Lipton formula. However, the numerical pricing of exotic options by means of the finite difference and Monte Carlo methods is much more complex for HM than for SSM. Until now, this complexity was considered to be an acceptable price to pay for ensuring that the asset volatility is non-negative. We argue that having negative stochastic volatility is a psychological rather than financial or mathematical problem, and advocate using SSM rather than HM in most applications. We extend SSM by adding volatility jumps and obtain a closed-form expression for the density of the asset price and its realized volatility. We also show that the current method of choice for solving pricing problems with stochastic volatility (via the affine ansatz for the Fourier-transformed density function) can be traced back to the Kelvin method designed in the 19th century for studying wave motion problems arising in fluid dynamics.

Detecting the Stochastic Gravitational-Wave Background

NASA Astrophysics Data System (ADS)

Colacino, Carlo Nicola

2017-12-01

The stochastic gravitational-wave background (SGWB) is by far the most difficult source of gravitational radiation detect. At the same time, it is the most interesting and intriguing one. This book describes the initial detection of the SGWB and describes the underlying mathematics behind one of the most amazing discoveries of the 21st century. On the experimental side it would mean that interferometric gravitational wave detectors work even better than expected. On the observational side, such a detection could give us information about the very early Universe, information that could not be obtained otherwise. Even negative results and improved upper bounds could put constraints on many cosmological and particle physics models.

Approximation of state variables for discrete-time stochastic genetic regulatory networks with leakage, distributed, and probabilistic measurement delays: a robust stability problem.

PubMed

Pandiselvi, S; Raja, R; Cao, Jinde; Rajchakit, G; Ahmad, Bashir

2018-01-01

This work predominantly labels the problem of approximation of state variables for discrete-time stochastic genetic regulatory networks with leakage, distributed, and probabilistic measurement delays. Here we design a linear estimator in such a way that the absorption of mRNA and protein can be approximated via known measurement outputs. By utilizing a Lyapunov-Krasovskii functional and some stochastic analysis execution, we obtain the stability formula of the estimation error systems in the structure of linear matrix inequalities under which the estimation error dynamics is robustly exponentially stable. Further, the obtained conditions (in the form of LMIs) can be effortlessly solved by some available software packages. Moreover, the specific expression of the desired estimator is also shown in the main section. Finally, two mathematical illustrative examples are accorded to show the advantage of the proposed conceptual results.

Exploring Ackermann and LQR stability control of stochastic state-space model of hexacopter equipped with robotic arm

NASA Astrophysics Data System (ADS)

Ibrahim, I. N.; Akkad, M. A. Al; Abramov, I. V.

2018-05-01

This paper discusses the control of Unmanned Aerial Vehicles (UAVs) for active interaction and manipulation of objects. The manipulator motion with an unknown payload was analysed concerning force and moment disturbances, which influence the mass distribution, and the centre of gravity (CG). Therefore, a general dynamics mathematical model of a hexacopter was formulated where a stochastic state-space model was extracted in order to build anti-disturbance controllers. Based on the compound pendulum method, the disturbances model that simulates the robotic arm with a payload was inserted into the stochastic model. This study investigates two types of controllers in order to study the stability of a hexacopter. A controller based on Ackermann’s method and the other - on the linear quadratic regulator (LQR) approach - were presented. The latter constitutes a challenge for UAV control performance especially with the presence of uncertainties and disturbances.

Online learning in optical tomography: a stochastic approach

NASA Astrophysics Data System (ADS)

Chen, Ke; Li, Qin; Liu, Jian-Guo

2018-07-01

We study the inverse problem of radiative transfer equation (RTE) using stochastic gradient descent method (SGD) in this paper. Mathematically, optical tomography amounts to recovering the optical parameters in RTE using the incoming–outgoing pair of light intensity. We formulate it as a PDE-constraint optimization problem, where the mismatch of computed and measured outgoing data is minimized with same initial data and RTE constraint. The memory and computation cost it requires, however, is typically prohibitive, especially in high dimensional space. Smart iterative solvers that only use partial information in each step is called for thereafter. Stochastic gradient descent method is an online learning algorithm that randomly selects data for minimizing the mismatch. It requires minimum memory and computation, and advances fast, therefore perfectly serves the purpose. In this paper we formulate the problem, in both nonlinear and its linearized setting, apply SGD algorithm and analyze the convergence performance.

Optimal growth trajectories with finite carrying capacity.

PubMed

Caravelli, F; Sindoni, L; Caccioli, F; Ududec, C

2016-08-01

We consider the problem of finding optimal strategies that maximize the average growth rate of multiplicative stochastic processes. For a geometric Brownian motion, the problem is solved through the so-called Kelly criterion, according to which the optimal growth rate is achieved by investing a constant given fraction of resources at any step of the dynamics. We generalize these finding to the case of dynamical equations with finite carrying capacity, which can find applications in biology, mathematical ecology, and finance. We formulate the problem in terms of a stochastic process with multiplicative noise and a nonlinear drift term that is determined by the specific functional form of carrying capacity. We solve the stochastic equation for two classes of carrying capacity functions (power laws and logarithmic), and in both cases we compute the optimal trajectories of the control parameter. We further test the validity of our analytical results using numerical simulations.

A quantile-based scenario analysis approach to biomass supply chain optimization under uncertainty

DOE PAGES

Zamar, David S.; Gopaluni, Bhushan; Sokhansanj, Shahab; ...

2016-11-21

Supply chain optimization for biomass-based power plants is an important research area due to greater emphasis on renewable power energy sources. Biomass supply chain design and operational planning models are often formulated and studied using deterministic mathematical models. While these models are beneficial for making decisions, their applicability to real world problems may be limited because they do not capture all the complexities in the supply chain, including uncertainties in the parameters. This study develops a statistically robust quantile-based approach for stochastic optimization under uncertainty, which builds upon scenario analysis. We apply and evaluate the performance of our approach tomore » address the problem of analyzing competing biomass supply chains subject to stochastic demand and supply. Finally, the proposed approach was found to outperform alternative methods in terms of computational efficiency and ability to meet the stochastic problem requirements.« less

A quantile-based scenario analysis approach to biomass supply chain optimization under uncertainty

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

Zamar, David S.; Gopaluni, Bhushan; Sokhansanj, Shahab

Supply chain optimization for biomass-based power plants is an important research area due to greater emphasis on renewable power energy sources. Biomass supply chain design and operational planning models are often formulated and studied using deterministic mathematical models. While these models are beneficial for making decisions, their applicability to real world problems may be limited because they do not capture all the complexities in the supply chain, including uncertainties in the parameters. This study develops a statistically robust quantile-based approach for stochastic optimization under uncertainty, which builds upon scenario analysis. We apply and evaluate the performance of our approach tomore » address the problem of analyzing competing biomass supply chains subject to stochastic demand and supply. Finally, the proposed approach was found to outperform alternative methods in terms of computational efficiency and ability to meet the stochastic problem requirements.« less

A noisy chaotic neural network for solving combinatorial optimization problems: stochastic chaotic simulated annealing.

PubMed

Wang, Lipo; Li, Sa; Tian, Fuyu; Fu, Xiuju

2004-10-01

Recently Chen and Aihara have demonstrated both experimentally and mathematically that their chaotic simulated annealing (CSA) has better search ability for solving combinatorial optimization problems compared to both the Hopfield-Tank approach and stochastic simulated annealing (SSA). However, CSA may not find a globally optimal solution no matter how slowly annealing is carried out, because the chaotic dynamics are completely deterministic. In contrast, SSA tends to settle down to a global optimum if the temperature is reduced sufficiently slowly. Here we combine the best features of both SSA and CSA, thereby proposing a new approach for solving optimization problems, i.e., stochastic chaotic simulated annealing, by using a noisy chaotic neural network. We show the effectiveness of this new approach with two difficult combinatorial optimization problems, i.e., a traveling salesman problem and a channel assignment problem for cellular mobile communications.

Optimal growth trajectories with finite carrying capacity

NASA Astrophysics Data System (ADS)

Caravelli, F.; Sindoni, L.; Caccioli, F.; Ududec, C.

2016-08-01

We consider the problem of finding optimal strategies that maximize the average growth rate of multiplicative stochastic processes. For a geometric Brownian motion, the problem is solved through the so-called Kelly criterion, according to which the optimal growth rate is achieved by investing a constant given fraction of resources at any step of the dynamics. We generalize these finding to the case of dynamical equations with finite carrying capacity, which can find applications in biology, mathematical ecology, and finance. We formulate the problem in terms of a stochastic process with multiplicative noise and a nonlinear drift term that is determined by the specific functional form of carrying capacity. We solve the stochastic equation for two classes of carrying capacity functions (power laws and logarithmic), and in both cases we compute the optimal trajectories of the control parameter. We further test the validity of our analytical results using numerical simulations.

Definition and solution of a stochastic inverse problem for the Manning's n parameter field in hydrodynamic models.

PubMed

Butler, T; Graham, L; Estep, D; Dawson, C; Westerink, J J

2015-04-01

The uncertainty in spatially heterogeneous Manning's n fields is quantified using a novel formulation and numerical solution of stochastic inverse problems for physics-based models. The uncertainty is quantified in terms of a probability measure and the physics-based model considered here is the state-of-the-art ADCIRC model although the presented methodology applies to other hydrodynamic models. An accessible overview of the formulation and solution of the stochastic inverse problem in a mathematically rigorous framework based on measure theory is presented. Technical details that arise in practice by applying the framework to determine the Manning's n parameter field in a shallow water equation model used for coastal hydrodynamics are presented and an efficient computational algorithm and open source software package are developed. A new notion of "condition" for the stochastic inverse problem is defined and analyzed as it relates to the computation of probabilities. This notion of condition is investigated to determine effective output quantities of interest of maximum water elevations to use for the inverse problem for the Manning's n parameter and the effect on model predictions is analyzed.

Definition and solution of a stochastic inverse problem for the Manning's n parameter field in hydrodynamic models

NASA Astrophysics Data System (ADS)

Butler, T.; Graham, L.; Estep, D.; Dawson, C.; Westerink, J. J.

2015-04-01

The uncertainty in spatially heterogeneous Manning's n fields is quantified using a novel formulation and numerical solution of stochastic inverse problems for physics-based models. The uncertainty is quantified in terms of a probability measure and the physics-based model considered here is the state-of-the-art ADCIRC model although the presented methodology applies to other hydrodynamic models. An accessible overview of the formulation and solution of the stochastic inverse problem in a mathematically rigorous framework based on measure theory is presented. Technical details that arise in practice by applying the framework to determine the Manning's n parameter field in a shallow water equation model used for coastal hydrodynamics are presented and an efficient computational algorithm and open source software package are developed. A new notion of "condition" for the stochastic inverse problem is defined and analyzed as it relates to the computation of probabilities. This notion of condition is investigated to determine effective output quantities of interest of maximum water elevations to use for the inverse problem for the Manning's n parameter and the effect on model predictions is analyzed.

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

Quantifying Stochastic Noise in Cultured Circadian Reporter Cells

DOE PAGES

John, Peter C.; Doyle, III, Francis J.

2015-11-20

We report that stochastic noise at the cellular level has been shown to play a fundamental role in circadian oscillations, influencing how groups of cells entrain to external cues and likely serving as the mechanism by which cell-autonomous rhythms are generated. Despite this importance, few studies have investigated how clock perturbations affect stochastic noise—even as increasing numbers of high-throughput screens categorize how gene knockdowns or small molecules can change clock period and amplitude. This absence is likely due to the difficulty associated with measuring cell-autonomous stochastic noise directly, which currently requires the careful collection and processing of single-cell data. Inmore » this study, we show that the damping rate of population-level bioluminescence recordings can serve as an accurate measure of overall stochastic noise, and one that can be applied to future and existing high-throughput circadian screens. Using cell-autonomous fibroblast data, we first show directly that higher noise at the single-cell results in faster damping at the population level. Next, we show that the damping rate of cultured cells can be changed in a dose-dependent fashion by small molecule modulators, and confirm that such a change can be explained by single-cell noise using a mathematical model. We further demonstrate the insights that can be gained by applying our method to a genome-wide siRNA screen, revealing that stochastic noise is altered independently from period, amplitude, and phase. Finally, we hypothesize that the unperturbed clock is highly optimized for robust rhythms, as very few gene perturbations are capable of simultaneously increasing amplitude and lowering stochastic noise. Ultimately, this study demonstrates the importance of considering the effect of circadian perturbations on stochastic noise, particularly with regard to the development of small-molecule circadian therapeutics.« 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

Demographic noise can reverse the direction of deterministic selection

PubMed Central

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

2016-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2018-03-01

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

Truth, models, model sets, AIC, and multimodel inference: a Bayesian perspective

USGS Publications Warehouse

Barker, Richard J.; Link, William A.

2015-01-01

Statistical inference begins with viewing data as realizations of stochastic processes. Mathematical models provide partial descriptions of these processes; inference is the process of using the data to obtain a more complete description of the stochastic processes. Wildlife and ecological scientists have become increasingly concerned with the conditional nature of model-based inference: what if the model is wrong? Over the last 2 decades, Akaike's Information Criterion (AIC) has been widely and increasingly used in wildlife statistics for 2 related purposes, first for model choice and second to quantify model uncertainty. We argue that for the second of these purposes, the Bayesian paradigm provides the natural framework for describing uncertainty associated with model choice and provides the most easily communicated basis for model weighting. Moreover, Bayesian arguments provide the sole justification for interpreting model weights (including AIC weights) as coherent (mathematically self consistent) model probabilities. This interpretation requires treating the model as an exact description of the data-generating mechanism. We discuss the implications of this assumption, and conclude that more emphasis is needed on model checking to provide confidence in the quality of inference.

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

Development of dynamic Bayesian models for web application test management

NASA Astrophysics Data System (ADS)

Azarnova, T. V.; Polukhin, P. V.; Bondarenko, Yu V.; Kashirina, I. L.

2018-03-01

The mathematical apparatus of dynamic Bayesian networks is an effective and technically proven tool that can be used to model complex stochastic dynamic processes. According to the results of the research, mathematical models and methods of dynamic Bayesian networks provide a high coverage of stochastic tasks associated with error testing in multiuser software products operated in a dynamically changing environment. Formalized representation of the discrete test process as a dynamic Bayesian model allows us to organize the logical connection between individual test assets for multiple time slices. This approach gives an opportunity to present testing as a discrete process with set structural components responsible for the generation of test assets. Dynamic Bayesian network-based models allow us to combine in one management area individual units and testing components with different functionalities and a direct influence on each other in the process of comprehensive testing of various groups of computer bugs. The application of the proposed models provides an opportunity to use a consistent approach to formalize test principles and procedures, methods used to treat situational error signs, and methods used to produce analytical conclusions based on test results.

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

DTIC Science & Technology

1978-09-01

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

The development of a stochastic mathematical model of Alzheimer’s disease to help improve the design of clinical trials of potential treatments

PubMed Central

Ower, Alison K.; de Wolf, Frank; Anderson, Roy M.

2018-01-01

Alzheimer’s disease (AD) is a neurodegenerative disorder characterised by a slow progressive deterioration of cognitive capacity. Drugs are urgently needed for the treatment of AD and unfortunately almost all clinical trials of AD drug candidates have failed or been discontinued to date. Mathematical, computational and statistical tools can be employed in the construction of clinical trial simulators to assist in the improvement of trial design and enhance the chances of success of potential new therapies. Based on the analysis of a set of clinical data provided by the Alzheimer's Disease Neuroimaging Initiative (ADNI) we developed a simple stochastic mathematical model to simulate the development and progression of Alzheimer’s in a longitudinal cohort study. We show how this modelling framework could be used to assess the effect and the chances of success of hypothetical treatments that are administered at different stages and delay disease development. We demonstrate that the detection of the true efficacy of an AD treatment can be very challenging, even if the treatment is highly effective. An important reason behind the inability to detect signals of efficacy in a clinical trial in this therapy area could be the high between- and within-individual variability in the measurement of diagnostic markers and endpoints, which consequently results in the misdiagnosis of an individual’s disease state. PMID:29377891

A stochastic differential equation analysis of cerebrospinal fluid dynamics.

PubMed

Raman, Kalyan

2011-01-18

Clinical measurements of intracranial pressure (ICP) over time show fluctuations around the deterministic time path predicted by a classic mathematical model in hydrocephalus research. Thus an important issue in mathematical research on hydrocephalus remains unaddressed--modeling the effect of noise on CSF dynamics. Our objective is to mathematically model the noise in the data. The classic model relating the temporal evolution of ICP in pressure-volume studies to infusions is a nonlinear differential equation based on natural physical analogies between CSF dynamics and an electrical circuit. Brownian motion was incorporated into the differential equation describing CSF dynamics to obtain a nonlinear stochastic differential equation (SDE) that accommodates the fluctuations in ICP. The SDE is explicitly solved and the dynamic probabilities of exceeding critical levels of ICP under different clinical conditions are computed. A key finding is that the probabilities display strong threshold effects with respect to noise. Above the noise threshold, the probabilities are significantly influenced by the resistance to CSF outflow and the intensity of the noise. Fluctuations in the CSF formation rate increase fluctuations in the ICP and they should be minimized to lower the patient's risk. The nonlinear SDE provides a scientific methodology for dynamic risk management of patients. The dynamic output of the SDE matches the noisy ICP data generated by the actual intracranial dynamics of patients better than the classic model used in prior research.

The development of a stochastic mathematical model of Alzheimer's disease to help improve the design of clinical trials of potential treatments.

PubMed

Hadjichrysanthou, Christoforos; Ower, Alison K; de Wolf, Frank; Anderson, Roy M

2018-01-01

Alzheimer's disease (AD) is a neurodegenerative disorder characterised by a slow progressive deterioration of cognitive capacity. Drugs are urgently needed for the treatment of AD and unfortunately almost all clinical trials of AD drug candidates have failed or been discontinued to date. Mathematical, computational and statistical tools can be employed in the construction of clinical trial simulators to assist in the improvement of trial design and enhance the chances of success of potential new therapies. Based on the analysis of a set of clinical data provided by the Alzheimer's Disease Neuroimaging Initiative (ADNI) we developed a simple stochastic mathematical model to simulate the development and progression of Alzheimer's in a longitudinal cohort study. We show how this modelling framework could be used to assess the effect and the chances of success of hypothetical treatments that are administered at different stages and delay disease development. We demonstrate that the detection of the true efficacy of an AD treatment can be very challenging, even if the treatment is highly effective. An important reason behind the inability to detect signals of efficacy in a clinical trial in this therapy area could be the high between- and within-individual variability in the measurement of diagnostic markers and endpoints, which consequently results in the misdiagnosis of an individual's disease state.

Stochastic computing with biomolecular automata

PubMed Central

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

2004-01-01

Stochastic computing has a broad range of applications, yet electronic computers realize its basic step, stochastic choice between alternative computation paths, in a cumbersome way. Biomolecular computers use a different computational paradigm and hence afford novel designs. We constructed a stochastic molecular automaton in which stochastic choice is realized by means of competition between alternative biochemical pathways, and choice probabilities are programmed by the relative molar concentrations of the software molecules coding for the alternatives. Programmable and autonomous stochastic molecular automata have been shown to perform direct analysis of disease-related molecular indicators in vitro and may have the potential to provide in situ medical diagnosis and cure. PMID:15215499

Cyto-Sim: a formal language model and stochastic simulator of membrane-enclosed biochemical processes.

PubMed

Sedwards, Sean; Mazza, Tommaso

2007-10-15

Compartments and membranes are the basis of cell topology and more than 30% of the human genome codes for membrane proteins. While it is possible to represent compartments and membrane proteins in a nominal way with many mathematical formalisms used in systems biology, few, if any, explicitly model the topology of the membranes themselves. Discrete stochastic simulation potentially offers the most accurate representation of cell dynamics. Since the details of every molecular interaction in a pathway are often not known, the relationship between chemical species in not necessarily best described at the lowest level, i.e. by mass action. Simulation is a form of computer-aided analysis, relying on human interpretation to derive meaning. To improve efficiency and gain meaning in an automatic way, it is necessary to have a formalism based on a model which has decidable properties. We present Cyto-Sim, a stochastic simulator of membrane-enclosed hierarchies of biochemical processes, where the membranes comprise an inner, outer and integral layer. The underlying model is based on formal language theory and has been shown to have decidable properties (Cavaliere and Sedwards, 2006), allowing formal analysis in addition to simulation. The simulator provides variable levels of abstraction via arbitrary chemical kinetics which link to ordinary differential equations. In addition to its compact native syntax, Cyto-Sim currently supports models described as Petri nets, can import all versions of SBML and can export SBML and MATLAB m-files. Cyto-Sim is available free, either as an applet or a stand-alone Java program via the web page (http://www.cosbi.eu/Rpty_Soft_CytoSim.php). Other versions can be made available upon request.

On multilevel RBF collocation to solve nonlinear PDEs arising from endogenous stochastic volatility models

NASA Astrophysics Data System (ADS)

Bastani, Ali Foroush; Dastgerdi, Maryam Vahid; Mighani, Abolfazl

2018-06-01

The main aim of this paper is the analytical and numerical study of a time-dependent second-order nonlinear partial differential equation (PDE) arising from the endogenous stochastic volatility model, introduced in [Bensoussan, A., Crouhy, M. and Galai, D., Stochastic equity volatility related to the leverage effect (I): equity volatility behavior. Applied Mathematical Finance, 1, 63-85, 1994]. As the first step, we derive a consistent set of initial and boundary conditions to complement the PDE, when the firm is financed by equity and debt. In the sequel, we propose a Newton-based iteration scheme for nonlinear parabolic PDEs which is an extension of a method for solving elliptic partial differential equations introduced in [Fasshauer, G. E., Newton iteration with multiquadrics for the solution of nonlinear PDEs. Computers and Mathematics with Applications, 43, 423-438, 2002]. The scheme is based on multilevel collocation using radial basis functions (RBFs) to solve the resulting locally linearized elliptic PDEs obtained at each level of the Newton iteration. We show the effectiveness of the resulting framework by solving a prototypical example from the field and compare the results with those obtained from three different techniques: (1) a finite difference discretization; (2) a naive RBF collocation and (3) a benchmark approximation, introduced for the first time in this paper. The numerical results confirm the robustness, higher convergence rate and good stability properties of the proposed scheme compared to other alternatives. We also comment on some possible research directions in this field.

Rare events in finite and infinite dimensions

NASA Astrophysics Data System (ADS)

Reznikoff, Maria G.

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

Repopulation of interacting tumor cells during fractionated radiotherapy: stochastic modeling of the tumor control probability.

PubMed

Fakir, Hatim; Hlatky, Lynn; Li, Huamin; Sachs, Rainer

2013-12-01

Optimal treatment planning for fractionated external beam radiation therapy requires inputs from radiobiology based on recent thinking about the "five Rs" (repopulation, radiosensitivity, reoxygenation, redistribution, and repair). The need is especially acute for the newer, often individualized, protocols made feasible by progress in image guided radiation therapy and dose conformity. Current stochastic tumor control probability (TCP) models incorporating tumor repopulation effects consider "stem-like cancer cells" (SLCC) to be independent, but the authors here propose that SLCC-SLCC interactions may be significant. The authors present a new stochastic TCP model for repopulating SLCC interacting within microenvironmental niches. Our approach is meant mainly for comparing similar protocols. It aims at practical generalizations of previous mathematical models. The authors consider protocols with complete sublethal damage repair between fractions. The authors use customized open-source software and recent mathematical approaches from stochastic process theory for calculating the time-dependent SLCC number and thereby estimating SLCC eradication probabilities. As specific numerical examples, the authors consider predicted TCP results for a 2 Gy per fraction, 60 Gy protocol compared to 64 Gy protocols involving early or late boosts in a limited volume to some fractions. In sample calculations with linear quadratic parameters α = 0.3 per Gy, α∕β = 10 Gy, boosting is predicted to raise TCP from a dismal 14.5% observed in some older protocols for advanced NSCLC to above 70%. This prediction is robust as regards: (a) the assumed values of parameters other than α and (b) the choice of models for intraniche SLCC-SLCC interactions. However, α = 0.03 per Gy leads to a prediction of almost no improvement when boosting. The predicted efficacy of moderate boosts depends sensitively on α. Presumably, the larger values of α are the ones appropriate for individualized treatment protocols, with the smaller values relevant only to protocols for a heterogeneous patient population. On that assumption, boosting is predicted to be highly effective. Front boosting, apart from practical advantages and a possible advantage as regards iatrogenic second cancers, also probably gives a slightly higher TCP than back boosting. If the total number of SLCC at the start of treatment can be measured even roughly, it will provide a highly sensitive way of discriminating between various models and parameter choices. Updated mathematical methods for calculating repopulation allow credible generalizations of earlier results.

On the stochastic dissemination of faults in an admissible network

NASA Technical Reports Server (NTRS)

Kyrala, A.

1987-01-01

The dynamic distribution of faults in a general type network is discussed. The starting point is a uniquely branched network in which each pair of nodes is connected by a single branch. Mathematical expressions for the uniquely branched network transition matrix are derived to show that sufficient stationarity exists to ensure the validity of the use of the Markov Chain model to analyze networks. In addition the conditions for the use of Semi-Markov models are discussed. General mathematical expressions are derived in an examination of branch redundancy techniques commonly used to increase reliability.

Mathematical models of behavior of individual animals.

PubMed

Tsibulsky, Vladimir L; Norman, Andrew B

2007-01-01

This review is focused on mathematical modeling of behaviors of a whole organism with special emphasis on models with a clearly scientific approach to the problem that helps to understand the mechanisms underlying behavior. The aim is to provide an overview of old and contemporary mathematical models without complex mathematical details. Only deterministic and stochastic, but not statistical models are reviewed. All mathematical models of behavior can be divided into two main classes. First, models that are based on the principle of teleological determinism assume that subjects choose the behavior that will lead them to a better payoff in the future. Examples are game theories and operant behavior models both of which are based on the matching law. The second class of models are based on the principle of causal determinism, which assume that subjects do not choose from a set of possibilities but rather are compelled to perform a predetermined behavior in response to specific stimuli. Examples are perception and discrimination models, drug effects models and individual-based population models. A brief overview of the utility of each mathematical model is provided for each section.

Holistic irrigation water management approach based on stochastic soil water dynamics

NASA Astrophysics Data System (ADS)

Alizadeh, H.; Mousavi, S. J.

2012-04-01

Appreciating the essential gap between fundamental unsaturated zone transport processes and soil and water management due to low effectiveness of some of monitoring and modeling approaches, this study presents a mathematical programming model for irrigation management optimization based on stochastic soil water dynamics. The model is a nonlinear non-convex program with an economic objective function to address water productivity and profitability aspects in irrigation management through optimizing irrigation policy. Utilizing an optimization-simulation method, the model includes an eco-hydrological integrated simulation model consisting of an explicit stochastic module of soil moisture dynamics in the crop-root zone with shallow water table effects, a conceptual root-zone salt balance module, and the FAO crop yield module. Interdependent hydrology of soil unsaturated and saturated zones is treated in a semi-analytical approach in two steps. At first step analytical expressions are derived for the expected values of crop yield, total water requirement and soil water balance components assuming fixed level for shallow water table, while numerical Newton-Raphson procedure is employed at the second step to modify value of shallow water table level. Particle Swarm Optimization (PSO) algorithm, combined with the eco-hydrological simulation model, has been used to solve the non-convex program. Benefiting from semi-analytical framework of the simulation model, the optimization-simulation method with significantly better computational performance compared to a numerical Mote-Carlo simulation-based technique has led to an effective irrigation management tool that can contribute to bridging the gap between vadose zone theory and water management practice. In addition to precisely assessing the most influential processes at a growing season time scale, one can use the developed model in large scale systems such as irrigation districts and agricultural catchments. Accordingly, the model has been applied in Dasht-e-Abbas and Ein-khosh Fakkeh Irrigation Districts (DAID and EFID) of the Karkheh Basin in southwest of Iran. The area suffers from the water scarcity problem and therefore the trade-off between the level of deficit and economical profit should be assessed. Based on the results, while the maximum net benefit has been obtained for the stress-avoidance (SA) irrigation policy, the highest water profitability, defined by economical net benefit gained from unit irrigation water volume application, has been resulted when only about 60% of water used in the SA policy is applied.

Mathematical psychology.

PubMed

Batchelder, William H

2010-09-01

Mathematical psychology is a sub-field of psychology that started in the 1950s and has continued to grow as an important contributor to formal psychological theory, especially in the cognitive areas of psychology such as learning, memory, classification, choice response time, decision making, attention, and problem solving. In addition, there are several scientific sub-areas that were originated by mathematical psychologists such as the foundations of measurement, stochastic memory models, and psychologically motivated reformulations of expected utility theory. Mathematical psychology does not include all uses of mathematics and statistics in psychology, and indeed there is a long history of such uses especially in the areas of perception and psychometrics. What is most unique about mathematical psychology is its approach to theory construction. While accepting the behaviorist dictum that the data in psychology must be observable and replicable, mathematical models are specified in terms of unobservable formal constructs that can predict detailed aspects of data across multiple experimental and natural settings. By now almost all the substantive areas of cognitive and experimental psychology have formal mathematical models and theories, and many of these are due to researchers that identify with mathematical psychology. Copyright © 2010 John Wiley & Sons, Ltd. For further resources related to this article, please visit the WIREs website. Copyright © 2010 John Wiley & Sons, Ltd.

Fitting of full Cobb-Douglas and full VRTS cost frontiers by solving goal programming problem

NASA Astrophysics Data System (ADS)

Venkateswarlu, B.; Mahaboob, B.; Subbarami Reddy, C.; Madhusudhana Rao, B.

2017-11-01

The present research article first defines two popular production functions viz, Cobb-Douglas and VRTS production frontiers and their dual cost functions and then derives their cost limited maximal outputs. This paper tells us that the cost limited maximal output is cost efficient. Here the one side goal programming problem is proposed by which the full Cobb-Douglas cost frontier, full VRTS frontier can be fitted. This paper includes the framing of goal programming by which stochastic cost frontier and stochastic VRTS frontiers are fitted. Hasan et al. [1] used a parameter approach Stochastic Frontier Approach (SFA) to examine the technical efficiency of the Malaysian domestic banks listed in the Kuala Lumpur stock Exchange (KLSE) market over the period 2005-2010. AshkanHassani [2] exposed Cobb-Douglas Production Functions application in construction schedule crashing and project risk analysis related to the duration of construction projects. Nan Jiang [3] applied Stochastic Frontier analysis to a panel of New Zealand dairy forms in 1998/99-2006/2007.

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

DOE PAGES

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

2016-05-01

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

Integration of fuzzy analytic hierarchy process and probabilistic dynamic programming in formulating an optimal fleet management model

NASA Astrophysics Data System (ADS)

Teoh, Lay Eng; Khoo, Hooi Ling

2013-09-01

This study deals with two major aspects of airlines, i.e. supply and demand management. The aspect of supply focuses on the mathematical formulation of an optimal fleet management model to maximize operational profit of the airlines while the aspect of demand focuses on the incorporation of mode choice modeling as parts of the developed model. The proposed methodology is outlined in two-stage, i.e. Fuzzy Analytic Hierarchy Process is first adopted to capture mode choice modeling in order to quantify the probability of probable phenomena (for aircraft acquisition/leasing decision). Then, an optimization model is developed as a probabilistic dynamic programming model to determine the optimal number and types of aircraft to be acquired and/or leased in order to meet stochastic demand during the planning horizon. The findings of an illustrative case study show that the proposed methodology is viable. The results demonstrate that the incorporation of mode choice modeling could affect the operational profit and fleet management decision of the airlines at varying degrees.

Trading strategies for distribution company with stochastic distributed energy resources

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

Zhang, Chunyu; Wang, Qi; Wang, Jianhui

2016-09-01

This paper proposes a methodology to address the trading strategies of a proactive distribution company (PDISCO) engaged in the transmission-level (TL) markets. A one-leader multi-follower bilevel model is presented to formulate the gaming framework between the PDISCO and markets. The lower-level (LL) problems include the TL day-ahead market and scenario-based real-time markets, respectively with the objectives of maximizing social welfare and minimizing operation cost. The upper-level (UL) problem is to maximize the PDISCO’s profit across these markets. The PDISCO’s strategic offers/bids interactively influence the outcomes of each market. Since the LL problems are linear and convex, while the UL problemmore » is non-linear and non-convex, an equivalent primal–dual approach is used to reformulate this bilevel model to a solvable mathematical program with equilibrium constraints (MPEC). The effectiveness of the proposed model is verified by case studies.« less

Mathematics of gravitational lensing: multiple imaging and magnification

NASA Astrophysics Data System (ADS)

Petters, A. O.; Werner, M. C.

2010-09-01

The mathematical theory of gravitational lensing has revealed many generic and global properties. Beginning with multiple imaging, we review Morse-theoretic image counting formulas and lower bound results, and complex-algebraic upper bounds in the case of single and multiple lens planes. We discuss recent advances in the mathematics of stochastic lensing, discussing a general formula for the global expected number of minimum lensed images as well as asymptotic formulas for the probability densities of the microlensing random time delay functions, random lensing maps, and random shear, and an asymptotic expression for the global expected number of micro-minima. Multiple imaging in optical geometry and a spacetime setting are treated. We review global magnification relation results for model-dependent scenarios and cover recent developments on universal local magnification relations for higher order caustics.

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.

Stochastic population dynamic models as probability networks

Treesearch

M.E. and D.C. Lee Borsuk

2009-01-01

The dynamics of a population and its response to environmental change depend on the balance of birth, death and age-at-maturity, and there have been many attempts to mathematically model populations based on these characteristics. Historically, most of these models were deterministic, meaning that the results were strictly determined by the equations of the model and...

Designing seasonal initial attack resource deployment and dispatch rules using a two-stage stochastic programming procedure

Treesearch

Yu Wei; Michael Bevers; Erin J. Belval

2015-01-01

Initial attack dispatch rules can help shorten fire suppression response times by providing easy-to-follow recommendations based on fire weather, discovery time, location, and other factors that may influence fire behavior and the appropriate response. A new procedure is combined with a stochastic programming model and tested in this study for designing initial attack...

Definition and solution of a stochastic inverse problem for the Manning’s n parameter field in hydrodynamic models

DOE PAGES

Butler, Troy; Graham, L.; Estep, D.; ...

2015-02-03

The uncertainty in spatially heterogeneous Manning’s n fields is quantified using a novel formulation and numerical solution of stochastic inverse problems for physics-based models. The uncertainty is quantified in terms of a probability measure and the physics-based model considered here is the state-of-the-art ADCIRC model although the presented methodology applies to other hydrodynamic models. An accessible overview of the formulation and solution of the stochastic inverse problem in a mathematically rigorous framework based on measure theory is presented in this paper. Technical details that arise in practice by applying the framework to determine the Manning’s n parameter field in amore » shallow water equation model used for coastal hydrodynamics are presented and an efficient computational algorithm and open source software package are developed. A new notion of “condition” for the stochastic inverse problem is defined and analyzed as it relates to the computation of probabilities. Finally, this notion of condition is investigated to determine effective output quantities of interest of maximum water elevations to use for the inverse problem for the Manning’s n parameter and the effect on model predictions is analyzed.« less

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

PubMed

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

2010-03-26

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

Random diffusivity from stochastic equations: comparison of two models for Brownian yet non-Gaussian diffusion

NASA Astrophysics Data System (ADS)

Sposini, Vittoria; Chechkin, Aleksei V.; Seno, Flavio; Pagnini, Gianni; Metzler, Ralf

2018-04-01

A considerable number of systems have recently been reported in which Brownian yet non-Gaussian dynamics was observed. These are processes characterised by a linear growth in time of the mean squared displacement, yet the probability density function of the particle displacement is distinctly non-Gaussian, and often of exponential (Laplace) shape. This apparently ubiquitous behaviour observed in very different physical systems has been interpreted as resulting from diffusion in inhomogeneous environments and mathematically represented through a variable, stochastic diffusion coefficient. Indeed different models describing a fluctuating diffusivity have been studied. Here we present a new view of the stochastic basis describing time-dependent random diffusivities within a broad spectrum of distributions. Concretely, our study is based on the very generic class of the generalised Gamma distribution. Two models for the particle spreading in such random diffusivity settings are studied. The first belongs to the class of generalised grey Brownian motion while the second follows from the idea of diffusing diffusivities. The two processes exhibit significant characteristics which reproduce experimental results from different biological and physical systems. We promote these two physical models for the description of stochastic particle motion in complex environments.

An inexact multistage fuzzy-stochastic programming for regional electric power system management constrained by environmental quality.

PubMed

Fu, Zhenghui; Wang, Han; Lu, Wentao; Guo, Huaicheng; Li, Wei

2017-12-01

Electric power system involves different fields and disciplines which addressed the economic system, energy system, and environment system. Inner uncertainty of this compound system would be an inevitable problem. Therefore, an inexact multistage fuzzy-stochastic programming (IMFSP) was developed for regional electric power system management constrained by environmental quality. A model which concluded interval-parameter programming, multistage stochastic programming, and fuzzy probability distribution was built to reflect the uncertain information and dynamic variation in the case study, and the scenarios under different credibility degrees were considered. For all scenarios under consideration, corrective actions were allowed to be taken dynamically in accordance with the pre-regulated policies and the uncertainties in reality. The results suggest that the methodology is applicable to handle the uncertainty of regional electric power management systems and help the decision makers to establish an effective development plan.

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.

Learning Kriging by an instructive program.

NASA Astrophysics Data System (ADS)

Cuador, José

2016-04-01

There are three types of problem classification: the deterministic, the approximated and the stochastic problems. First, in the deterministic problems the law of the phenomenon and the data are known in the entire domain and for each instant of time. In the approximated problems, the law of the phenomenon behavior is unknown but the data can be known in the entire domain and for each instant of time. In the stochastic problems much of the law and the data are unknown in the domain, so in this case the spatial behavior of the data can only be explained with probabilistic laws. This is the most important reason why the students of geo-sciences careers and others related careers need to take courses in advance estimation methods. A good example of this situation is the estimation grades in ore mineral deposit for which the Geostatistics was formalized by G. Matheron in 1962 [6]. Geostatistics is defined as the application of the theory of Random Function to the recognition and estimation of natural phenomenon [4]. Nowadays, Geostatistics is widely used in several fields of earth sciences, for example: Mining, Oil exploration, Environment, Agricultural, Forest and others [3]. It provides a wide variety of tools for spatial data analysis and allows analysing models which are subjected to degrees of uncertainty with the rigor of mathematics and formal statistical analysis [9]. Adequate models for the Kriging interpolator has been developed according to the data behavior; however there are two key steps in applying this interpolator properly: the semivariogram determination and the Kriging neighborhood selection. The main objective of this paper is to present these two elements using an instructive program.

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

Stochastic Simulation Tool for Aerospace Structural Analysis

NASA Technical Reports Server (NTRS)

Knight, Norman F.; Moore, David F.

2006-01-01

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

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

Large Deviations for Nonlocal Stochastic Neural Fields

PubMed Central

2014-01-01

We study the effect of additive noise on integro-differential neural field equations. In particular, we analyze an Amari-type model driven by a Q-Wiener process, and focus on noise-induced transitions and escape. We argue that proving a sharp Kramers’ law for neural fields poses substantial difficulties, but that one may transfer techniques from stochastic partial differential equations to establish a large deviation principle (LDP). Then we demonstrate that an efficient finite-dimensional approximation of the stochastic neural field equation can be achieved using a Galerkin method and that the resulting finite-dimensional rate function for the LDP can have a multiscale structure in certain cases. These results form the starting point for an efficient practical computation of the LDP. Our approach also provides the technical basis for further rigorous study of noise-induced transitions in neural fields based on Galerkin approximations. Mathematics Subject Classification (2000): 60F10, 60H15, 65M60, 92C20. PMID:24742297

Asymptotic Equivalence of Probability Measures and Stochastic Processes

NASA Astrophysics Data System (ADS)

Touchette, Hugo

2018-03-01

Let P_n and Q_n be two probability measures representing two different probabilistic models of some system (e.g., an n-particle equilibrium system, a set of random graphs with n vertices, or a stochastic process evolving over a time n) and let M_n be a random variable representing a "macrostate" or "global observable" of that system. We provide sufficient conditions, based on the Radon-Nikodym derivative of P_n and Q_n, for the set of typical values of M_n obtained relative to P_n to be the same as the set of typical values obtained relative to Q_n in the limit n→ ∞. This extends to general probability measures and stochastic processes the well-known thermodynamic-limit equivalence of the microcanonical and canonical ensembles, related mathematically to the asymptotic equivalence of conditional and exponentially-tilted measures. In this more general sense, two probability measures that are asymptotically equivalent predict the same typical or macroscopic properties of the system they are meant to model.

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.

Solution Methods for Stochastic Dynamic Linear Programs.

DTIC Science & Technology

1980-12-01

16, No. 11, pp. 652-675, July 1970. [28] Glassey, C.R., "Dynamic linear programs for production scheduling", OR 19, pp. 45-56. 1971 . 129 Glassey, C.R...Huang, C.C., I. Vertinsky, W.T. Ziemba, ’Sharp bounds on the value of perfect information", OR 25, pp. 128-139, 1977. [37 Kall , P., ’Computational... 1971 . [701 Ziemba, W.T., *Computational algorithms for convex stochastic programs with simple recourse", OR 8, pp. 414-431, 1970. 131 UNCLASSI FIED

FERN - a Java framework for stochastic simulation and evaluation of reaction networks.

PubMed

Erhard, Florian; Friedel, Caroline C; Zimmer, Ralf

2008-08-29

Stochastic simulation can be used to illustrate the development of biological systems over time and the stochastic nature of these processes. Currently available programs for stochastic simulation, however, are limited in that they either a) do not provide the most efficient simulation algorithms and are difficult to extend, b) cannot be easily integrated into other applications or c) do not allow to monitor and intervene during the simulation process in an easy and intuitive way. Thus, in order to use stochastic simulation in innovative high-level modeling and analysis approaches more flexible tools are necessary. In this article, we present FERN (Framework for Evaluation of Reaction Networks), a Java framework for the efficient simulation of chemical reaction networks. FERN is subdivided into three layers for network representation, simulation and visualization of the simulation results each of which can be easily extended. It provides efficient and accurate state-of-the-art stochastic simulation algorithms for well-mixed chemical systems and a powerful observer system, which makes it possible to track and control the simulation progress on every level. To illustrate how FERN can be easily integrated into other systems biology applications, plugins to Cytoscape and CellDesigner are included. These plugins make it possible to run simulations and to observe the simulation progress in a reaction network in real-time from within the Cytoscape or CellDesigner environment. FERN addresses shortcomings of currently available stochastic simulation programs in several ways. First, it provides a broad range of efficient and accurate algorithms both for exact and approximate stochastic simulation and a simple interface for extending to new algorithms. FERN's implementations are considerably faster than the C implementations of gillespie2 or the Java implementations of ISBJava. Second, it can be used in a straightforward way both as a stand-alone program and within new systems biology applications. Finally, complex scenarios requiring intervention during the simulation progress can be modelled easily with FERN.

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.

Gesellschaft fuer angewandte Mathematik und Mechanik, Scientific Annual Meeting, Universitaet Stuttgart, Federal Republic of Germany, Apr. 13-17, 1987, Reports

NASA Astrophysics Data System (ADS)

Recent experimental, theoretical, and numerical investigations of problems in applied mechanics are discussed in reviews and reports. The fields covered include vibration and stability; the mechanics of elastic and plastic materials; fluid mechanics; the numerical treatment of differential equations; finite and boundary elements; optimization, decision theory, stochastics, and actuarial analysis; applied analysis and mathematical physics; and numerical analysis. Reviews are presented on mathematical applications of geometric-optics methods, biomechanics and implant technology, vibration theory in engineering, the stiffness and strength of damaged materials, and the existence of slow steady flows of viscoelastic fluids of integral type.

Generalized Polynomial Chaos Based Uncertainty Quantification for Planning MRgLITT Procedures

PubMed Central

Fahrenholtz, S.; Stafford, R. J.; Maier, F.; Hazle, J. D.; Fuentes, D.

2014-01-01

Purpose A generalized polynomial chaos (gPC) method is used to incorporate constitutive parameter uncertainties within the Pennes representation of bioheat transfer phenomena. The stochastic temperature predictions of the mathematical model are critically evaluated against MR thermometry data for planning MR-guided Laser Induced Thermal Therapies (MRgLITT). Methods Pennes bioheat transfer model coupled with a diffusion theory approximation of laser tissue interaction was implemented as the underlying deterministic kernel. A probabilistic sensitivity study was used to identify parameters that provide the most variance in temperature output. Confidence intervals of the temperature predictions are compared to MR temperature imaging (MRTI) obtained during phantom and in vivo canine (n=4) MRgLITT experiments. The gPC predictions were quantitatively compared to MRTI data using probabilistic linear and temporal profiles as well as 2-D 60 °C isotherms. Results Within the range of physically meaningful constitutive values relevant to the ablative temperature regime of MRgLITT, the sensitivity study indicated that the optical parameters, particularly the anisotropy factor, created the most variance in the stochastic model's output temperature prediction. Further, within the statistical sense considered, a nonlinear model of the temperature and damage dependent perfusion, absorption, and scattering is captured within the confidence intervals of the linear gPC method. Multivariate stochastic model predictions using parameters with the dominant sensitivities show good agreement with experimental MRTI data. Conclusions Given parameter uncertainties and mathematical modeling approximations of the Pennes bioheat model, the statistical framework demonstrates conservative estimates of the therapeutic heating and has potential for use as a computational prediction tool for thermal therapy planning. PMID:23692295

IMPLICIT DUAL CONTROL BASED ON PARTICLE FILTERING AND FORWARD DYNAMIC PROGRAMMING.

PubMed

Bayard, David S; Schumitzky, Alan

2010-03-01

This paper develops a sampling-based approach to implicit dual control. Implicit dual control methods synthesize stochastic control policies by systematically approximating the stochastic dynamic programming equations of Bellman, in contrast to explicit dual control methods that artificially induce probing into the control law by modifying the cost function to include a term that rewards learning. The proposed implicit dual control approach is novel in that it combines a particle filter with a policy-iteration method for forward dynamic programming. The integration of the two methods provides a complete sampling-based approach to the problem. Implementation of the approach is simplified by making use of a specific architecture denoted as an H-block. Practical suggestions are given for reducing computational loads within the H-block for real-time applications. As an example, the method is applied to the control of a stochastic pendulum model having unknown mass, length, initial position and velocity, and unknown sign of its dc gain. Simulation results indicate that active controllers based on the described method can systematically improve closed-loop performance with respect to other more common stochastic control approaches.

Structural Complexity in Linguistic Systems Research Topic 3: Mathematical Sciences

DTIC Science & Technology

2015-04-01

understanding of structure (pattern, correlation, memory , semantics , ...) observed in linguistic systems and process? On this score we believe the...on our understanding of structure (pattern, correlation, memory , semantics , ...) observed in linguistic systems and process? On this score we believe...promised to overcome these difficulties, since it gives a clear and constructive view of structure in memoryful stochastic processes. In principle, this

Mathematical background of Parrondo's paradox

NASA Astrophysics Data System (ADS)

Behrends, Ehrhard

2004-05-01

Parrondo's paradox states that there are losing gambling games which, when being combined stochastically or in a suitable deterministic way, give rise to winning games. Here we investigate the probabilistic background. We show how the properties of the equilibrium distributions of the Markov chains under consideration give rise to the paradoxical behavior, and we provide methods how to find the best a priori strategies.

Application of Stochastic Learning Theory to Elementary Arithmetic Exercises. Technical Report No. 302. Psychology and Education Series.

ERIC Educational Resources Information Center

Wagner, William J.

The application of a linear learning model, which combines learning theory with a structural analysis of the exercises given to students, to an elementary mathematics curriculum is examined. Elementary arithmetic items taken by about 100 second-grade students on 26 weekly tests form the data base. Weekly predictions of group performance on…

Malaria transmission rates estimated from serological data.

PubMed Central

Burattini, M. N.; Massad, E.; Coutinho, F. A.

1993-01-01

A mathematical model was used to estimate malaria transmission rates based on serological data. The model is minimally stochastic and assumes an age-dependent force of infection for malaria. The transmission rates estimated were applied to a simple compartmental model in order to mimic the malaria transmission. The model has shown a good retrieving capacity for serological and parasite prevalence data. PMID:8270011

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

PubMed

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

2012-10-07

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

Nonlinear and Stochastic Dynamics in the Heart

PubMed Central

Qu, Zhilin; Hu, Gang; Garfinkel, Alan; Weiss, James N.

2014-01-01

In a normal human life span, the heart beats about 2 to 3 billion times. Under diseased conditions, a heart may lose its normal rhythm and degenerate suddenly into much faster and irregular rhythms, called arrhythmias, which may lead to sudden death. The transition from a normal rhythm to an arrhythmia is a transition from regular electrical wave conduction to irregular or turbulent wave conduction in the heart, and thus this medical problem is also a problem of physics and mathematics. In the last century, clinical, experimental, and theoretical studies have shown that dynamical theories play fundamental roles in understanding the mechanisms of the genesis of the normal heart rhythm as well as lethal arrhythmias. In this article, we summarize in detail the nonlinear and stochastic dynamics occurring in the heart and their links to normal cardiac functions and arrhythmias, providing a holistic view through integrating dynamics from the molecular (microscopic) scale, to the organelle (mesoscopic) scale, to the cellular, tissue, and organ (macroscopic) scales. We discuss what existing problems and challenges are waiting to be solved and how multi-scale mathematical modeling and nonlinear dynamics may be helpful for solving these problems. PMID:25267872

Mathematical modeling of degradation for bulk-erosive polymers: applications in tissue engineering scaffolds and drug delivery systems.

PubMed

Chen, Yuhang; Zhou, Shiwei; Li, Qing

2011-03-01

The degradation of polymeric biomaterials, which are widely exploited in tissue engineering and drug delivery systems, has drawn significant attention in recent years. This paper aims to develop a mathematical model that combines stochastic hydrolysis and mass transport to simulate the polymeric degradation and erosion process. The hydrolysis reaction is modeled in a discrete fashion by a fundamental stochastic process and an additional autocatalytic effect induced by the local carboxylic acid concentration in terms of the continuous diffusion equation. Illustrative examples of microparticles and tissue scaffolds demonstrate the applicability of the model. It is found that diffusive transport plays a critical role in determining the degradation pathway, whilst autocatalysis makes the degradation size dependent. The modeling results show good agreement with experimental data in the literature, in which the hydrolysis rate, polymer architecture and matrix size actually work together to determine the characteristics of the degradation and erosion processes of bulk-erosive polymer devices. The proposed degradation model exhibits great potential for the design optimization of drug carriers and tissue scaffolds. Copyright © 2010 Acta Materialia Inc. Published by Elsevier Ltd. All rights reserved.

Evolutionary game theory using agent-based methods.

PubMed

Adami, Christoph; Schossau, Jory; Hintze, Arend

2016-12-01

Evolutionary game theory is a successful mathematical framework geared towards understanding the selective pressures that affect the evolution of the strategies of agents engaged in interactions with potential conflicts. While a mathematical treatment of the costs and benefits of decisions can predict the optimal strategy in simple settings, more realistic settings such as finite populations, non-vanishing mutations rates, stochastic decisions, communication between agents, and spatial interactions, require agent-based methods where each agent is modeled as an individual, carries its own genes that determine its decisions, and where the evolutionary outcome can only be ascertained by evolving the population of agents forward in time. While highlighting standard mathematical results, we compare those to agent-based methods that can go beyond the limitations of equations and simulate the complexity of heterogeneous populations and an ever-changing set of interactors. We conclude that agent-based methods can predict evolutionary outcomes where purely mathematical treatments cannot tread (for example in the weak selection-strong mutation limit), but that mathematics is crucial to validate the computational simulations. Copyright © 2016 Elsevier B.V. All rights reserved.

The ESPAT tool: a general-purpose DSS shell for solving stochastic optimization problems in complex river-aquifer systems

NASA Astrophysics Data System (ADS)

Macian-Sorribes, Hector; Pulido-Velazquez, Manuel; Tilmant, Amaury

2015-04-01

Stochastic programming methods are better suited to deal with the inherent uncertainty of inflow time series in water resource management. However, one of the most important hurdles in their use in practical implementations is the lack of generalized Decision Support System (DSS) shells, usually based on a deterministic approach. The purpose of this contribution is to present a general-purpose DSS shell, named Explicit Stochastic Programming Advanced Tool (ESPAT), able to build and solve stochastic programming problems for most water resource systems. It implements a hydro-economic approach, optimizing the total system benefits as the sum of the benefits obtained by each user. It has been coded using GAMS, and implements a Microsoft Excel interface with a GAMS-Excel link that allows the user to introduce the required data and recover the results. Therefore, no GAMS skills are required to run the program. The tool is divided into four modules according to its capabilities: 1) the ESPATR module, which performs stochastic optimization procedures in surface water systems using a Stochastic Dual Dynamic Programming (SDDP) approach; 2) the ESPAT_RA module, which optimizes coupled surface-groundwater systems using a modified SDDP approach; 3) the ESPAT_SDP module, capable of performing stochastic optimization procedures in small-size surface systems using a standard SDP approach; and 4) the ESPAT_DET module, which implements a deterministic programming procedure using non-linear programming, able to solve deterministic optimization problems in complex surface-groundwater river basins. The case study of the Mijares river basin (Spain) is used to illustrate the method. It consists in two reservoirs in series, one aquifer and four agricultural demand sites currently managed using historical (XIV century) rights, which give priority to the most traditional irrigation district over the XX century agricultural developments. Its size makes it possible to use either the SDP or the SDDP methods. The independent use of surface and groundwater can be examined with and without the aquifer. The ESPAT_DET, ESPATR and ESPAT_SDP modules were executed for the surface system, while the ESPAT_RA and the ESPAT_DET modules were run for the surface-groundwater system. The surface system's results show a similar performance between the ESPAT_SDP and ESPATR modules, with outperform the one showed by the current policies besides being outperformed by the ESPAT_DET results, which have the advantage of the perfect foresight. The surface-groundwater system's results show a robust situation in which the differences between the module's results and the current policies are lower due the use of pumped groundwater in the XX century crops when surface water is scarce. The results are realistic, with the deterministic optimization outperforming the stochastic one, which at the same time outperforms the current policies; showing that the tool is able to stochastically optimize river-aquifer water resources systems. We are currently working in the application of these tools in the analysis of changes in systems' operation under global change conditions. ACKNOWLEDGEMENT: This study has been partially supported by the IMPADAPT project (CGL2013-48424-C2-1-R) with Spanish MINECO (Ministerio de Economía y Competitividad) funds.

A stochastic model for the normal tissue complication probability (NTCP) and applicationss.

PubMed

Stocks, Theresa; Hillen, Thomas; Gong, Jiafen; Burger, Martin

2017-12-11

The normal tissue complication probability (NTCP) is a measure for the estimated side effects of a given radiation treatment schedule. Here we use a stochastic logistic birth-death process to define an organ-specific and patient-specific NTCP. We emphasize an asymptotic simplification which relates the NTCP to the solution of a logistic differential equation. This framework is based on simple modelling assumptions and it prepares a framework for the use of the NTCP model in clinical practice. As example, we consider side effects of prostate cancer brachytherapy such as increase in urinal frequency, urinal retention and acute rectal dysfunction. © The authors 2016. Published by Oxford University Press on behalf of the Institute of Mathematics and its Applications. All rights reserved.

Synchrony and entrainment properties of robust circadian oscillators

PubMed Central

Bagheri, Neda; Taylor, Stephanie R.; Meeker, Kirsten; Petzold, Linda R.; Doyle, Francis J.

2008-01-01

Systems theoretic tools (i.e. mathematical modelling, control, and feedback design) advance the understanding of robust performance in complex biological networks. We highlight phase entrainment as a key performance measure used to investigate dynamics of a single deterministic circadian oscillator for the purpose of generating insight into the behaviour of a population of (synchronized) oscillators. More specifically, the analysis of phase characteristics may facilitate the identification of appropriate coupling mechanisms for the ensemble of noisy (stochastic) circadian clocks. Phase also serves as a critical control objective to correct mismatch between the biological clock and its environment. Thus, we introduce methods of investigating synchrony and entrainment in both stochastic and deterministic frameworks, and as a property of a single oscillator or population of coupled oscillators. PMID:18426774

Universal ideal behavior and macroscopic work relation of linear irreversible stochastic thermodynamics

NASA Astrophysics Data System (ADS)

Ma, Yi-An; Qian, Hong

2015-06-01

We revisit the Ornstein-Uhlenbeck (OU) process as the fundamental mathematical description of linear irreversible phenomena, with fluctuations, near an equilibrium. By identifying the underlying circulating dynamics in a stationary process as the natural generalization of classical conservative mechanics, a bridge between a family of OU processes with equilibrium fluctuations and thermodynamics is established through the celebrated Helmholtz theorem. The Helmholtz theorem provides an emergent macroscopic ‘equation of state’ of the entire system, which exhibits a universal ideal thermodynamic behavior. Fluctuating macroscopic quantities are studied from the stochastic thermodynamic point of view and a non-equilibrium work relation is obtained in the macroscopic picture, which may facilitate experimental study and application of the equalities due to Jarzynski, Crooks, and Hatano and Sasa.

Anticipatory systems using a probabilistic-possibilistic formalism

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

Tsoukalas, L.H.

1989-01-01

A methodology for the realization of the Anticipatory Paradigm in the diagnosis and control of complex systems, such as power plants, is developed. The objective is to synthesize engineering systems as analogs of certain biological systems which are capable of modifying their present states on the basis of anticipated future states. These future states are construed to be the output of predictive, numerical, stochastic or symbolic models. The mathematical basis of the implementation is developed on the basis of a formulation coupling probabilistic (random) and possibilistic(fuzzy) data in the form of an Information Granule. Random data are generated from observationsmore » and sensors input from the environment. Fuzzy data consists of eqistemic information, such as criteria or constraints qualifying the environmental inputs. The approach generates mathematical performance measures upon which diagnostic inferences and control functions are based. Anticipated performance is generated using a fuzzified Bayes formula. Triplex arithmetic is used in the numerical estimation of the performance measures. Representation of the system is based upon a goal-tree within the rule-based paradigm from the field of Applied Artificial Intelligence. The ensuing construction incorporates a coupling of Symbolic and Procedural programming methods. As a demonstration of the possibility of constructing such systems, a model-based system of a nuclear reactor is constructed. A numerical model of the reactor as a damped simple harmonic oscillator is used. The neutronic behavior is described by a point kinetics model with temperature feedback. The resulting system is programmed in OPS5 for the symbolic component and in FORTRAN for the procedural part.« less

K-Minimax Stochastic Programming Problems

NASA Astrophysics Data System (ADS)

Nedeva, C.

2007-10-01

The purpose of this paper is a discussion of a numerical procedure based on the simplex method for stochastic optimization problems with partially known distribution functions. The convergence of this procedure is proved by the condition on dual problems.

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.

On the Mathematical Consequences of Binning Spike Trains.

PubMed

Cessac, Bruno; Le Ny, Arnaud; Löcherbach, Eva

2017-01-01

We initiate a mathematical analysis of hidden effects induced by binning spike trains of neurons. Assuming that the original spike train has been generated by a discrete Markov process, we show that binning generates a stochastic process that is no longer Markov but is instead a variable-length Markov chain (VLMC) with unbounded memory. We also show that the law of the binned raster is a Gibbs measure in the DLR (Dobrushin-Lanford-Ruelle) sense coined in mathematical statistical mechanics. This allows the derivation of several important consequences on statistical properties of binned spike trains. In particular, we introduce the DLR framework as a natural setting to mathematically formalize anticipation, that is, to tell "how good" our nervous system is at making predictions. In a probabilistic sense, this corresponds to condition a process by its future, and we discuss how binning may affect our conclusions on this ability. We finally comment on the possible consequences of binning in the detection of spurious phase transitions or in the detection of incorrect evidence of criticality.

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.

The Effects of a Web-Based Mathematics Program on Student Achievement

ERIC Educational Resources Information Center

Woody, Andrea L.

2013-01-01

The purpose of this study was to investigate the impact of a Web-based mathematics program, Education Program for Gifted Youth (EPGY) Stanford Math, on mathematics achievement of fourth- through eighth-grade students in a metropolitan school district. Few studies have researched a Web-based mathematics program that provides an individualized,…

The Experiences and Effect of Two Post-Secondary Mathematics Remediation Programs

ERIC Educational Resources Information Center

Izard, Angie D.

2010-01-01

The purpose of this study was to describe the experience and effect of two post-secondary mathematics remediation programs at a Midwest university. The two mathematics remediation programs were provided as part of a summer bridge program designed to assist entering freshmen students who demonstrated low mathematics proficiency levels based on…

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

PubMed

Wang, Bo; Qi, Qianqian

2018-06-01

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

Boosting Stochastic Problem Solvers Through Online Self-Analysis of Performance

DTIC Science & Technology

2003-07-21

Boosting Stochastic Problem Solvers Through Online Self-Analysis of Performance Vincent A. Cicirello CMU-RI-TR-03-27 Submitted in partial fulfillment...AND SUBTITLE Boosting Stochastic Problem Solvers Through Online Self-Analysis of Performance 5a. CONTRACT NUMBER 5b. GRANT NUMBER 5c. PROGRAM...lead to the development of a search control framework, called QD-BEACON that uses online -generated statistical models of search performance to

New Results on a Stochastic Duel Game with Each Force Consisting of Heterogeneous Units

DTIC Science & Technology

2013-02-01

NAVAL POSTGRADUATE SCHOOL MONTEREY, CALIFORNIA NEW RESULTS ON A STOCHASTIC DUEL GAME WITH EACH FORCE CONSISTING OF...on a Stochastic Duel Game With Each Force Consisting of Heterogeneous Units 5a. CONTRACT NUMBER 5b. GRANT NUMBER 5c. PROGRAM ELEMENT NUMBER...distribution is unlimited 13. SUPPLEMENTARY NOTES 14. ABSTRACT Two forces engage in a duel , with each force initially consisting of several

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.

Computer programming in the UK undergraduate mathematics curriculum

NASA Astrophysics Data System (ADS)

Sangwin, Christopher J.; O'Toole, Claire

2017-11-01

This paper reports a study which investigated the extent to which undergraduate mathematics students in the United Kingdom are currently taught to programme a computer as a core part of their mathematics degree programme. We undertook an online survey, with significant follow-up correspondence, to gather data on current curricula and received replies from 46 (63%) of the departments who teach a BSc mathematics degree. We found that 78% of BSc degree courses in mathematics included computer programming in a compulsory module but 11% of mathematics degree programmes do not teach programming to all their undergraduate mathematics students. In 2016, programming is most commonly taught to undergraduate mathematics students through imperative languages, notably MATLAB, using numerical analysis as the underlying (or parallel) mathematical subject matter. Statistics is a very popular choice in optional courses, using the package R. Computer algebra systems appear to be significantly less popular for compulsory first-year courses than a decade ago, and there was no mention of logic programming, functional programming or automatic theorem proving software. The modal form of assessment of computing modules is entirely by coursework (i.e. no examination).

AMOVA ["Accumulative Manifold Validation Analysis"]: An Advanced Statistical Methodology Designed to Measure and Test the Validity, Reliability, and Overall Efficacy of Inquiry-Based Psychometric Instruments

ERIC Educational Resources Information Center

Osler, James Edward, II

2015-01-01

This monograph provides an epistemological rational for the Accumulative Manifold Validation Analysis [also referred by the acronym "AMOVA"] statistical methodology designed to test psychometric instruments. This form of inquiry is a form of mathematical optimization in the discipline of linear stochastic modelling. AMOVA is an in-depth…

Sine-gordon type field in spacetime of arbitrary dimension. II: Stochastic quantization

NASA Astrophysics Data System (ADS)

Kirillov, A. I.

1995-11-01

Using the theory of Dirichlet forms, we prove the existence of a distribution-valued diffusion process such that the Nelson measure of a field with a bounded interaction density is its invariant probability measure. A Langevin equation in mathematically correct form is formulated which is satisfied by the process. The drift term of the equation is interpreted as a renormalized Euclidean current operator.

Mathematical observations on the relation between eclosion periods and the copulation rate of cicadas.

PubMed

Saisho, Yasumasa

2010-04-01

In many species of cicadas the peak of eclosion of males precedes that of females. In this paper, we construct a stochastic model and consider whether this sexual difference of eclosion periods works against mating or not. We also discuss the relation between the peak period of copulations and the development of population number by using this model.

Hidden Statistics of Schroedinger Equation

NASA Technical Reports Server (NTRS)

Zak, Michail

2011-01-01

Work was carried out in determination of the mathematical origin of randomness in quantum mechanics and creating a hidden statistics of Schr dinger equation; i.e., to expose the transitional stochastic process as a "bridge" to the quantum world. The governing equations of hidden statistics would preserve such properties of quantum physics as superposition, entanglement, and direct-product decomposability while allowing one to measure its state variables using classical methods.

Combat Simulation Using Breach Computer Language

DTIC Science & Technology

1979-09-01

simulation and weapon system analysis computer language Two types of models were constructed: a stochastic duel and a dynamic engagement model The... duel model validates the BREACH approach by comparing results with mathematical solutions. The dynamic model shows the capability of the BREACH...BREACH 2 Background 2 The Language 3 Static Duel 4 Background and Methodology 4 Validation 5 Results 8 Tank Duel Simulation 8 Dynamic Assault Model

A New Mathematical Framework for Design Under Uncertainty

DTIC Science & Technology

2016-05-05

blending multiple information sources via auto-regressive stochastic modeling. A computationally efficient machine learning framework is developed based on...sion and machine learning approaches; see Fig. 1. This will lead to a comprehensive description of system performance with less uncertainty than in the...Bayesian optimization of super-cavitating hy- drofoils The goal of this study is to demonstrate the capabilities of statistical learning and

A data driven nonlinear stochastic model for blood glucose dynamics.

PubMed

Zhang, Yan; Holt, Tim A; Khovanova, Natalia

2016-03-01

The development of adequate mathematical models for blood glucose dynamics may improve early diagnosis and control of diabetes mellitus (DM). We have developed a stochastic nonlinear second order differential equation to describe the response of blood glucose concentration to food intake using continuous glucose monitoring (CGM) data. A variational Bayesian learning scheme was applied to define the number and values of the system's parameters by iterative optimisation of free energy. The model has the minimal order and number of parameters to successfully describe blood glucose dynamics in people with and without DM. The model accounts for the nonlinearity and stochasticity of the underlying glucose-insulin dynamic process. Being data-driven, it takes full advantage of available CGM data and, at the same time, reflects the intrinsic characteristics of the glucose-insulin system without detailed knowledge of the physiological mechanisms. We have shown that the dynamics of some postprandial blood glucose excursions can be described by a reduced (linear) model, previously seen in the literature. A comprehensive analysis demonstrates that deterministic system parameters belong to different ranges for diabetes and controls. Implications for clinical practice are discussed. This is the first study introducing a continuous data-driven nonlinear stochastic model capable of describing both DM and non-DM profiles. Copyright © 2015 The Authors. Published by Elsevier Ireland Ltd.. All rights reserved.

Chemical Memory Reactions Induced Bursting Dynamics in Gene Expression

PubMed Central

Tian, Tianhai

2013-01-01

Memory is a ubiquitous phenomenon in biological systems in which the present system state is not entirely determined by the current conditions but also depends on the time evolutionary path of the system. Specifically, many memorial phenomena are characterized by chemical memory reactions that may fire under particular system conditions. These conditional chemical reactions contradict to the extant stochastic approaches for modeling chemical kinetics and have increasingly posed significant challenges to mathematical modeling and computer simulation. To tackle the challenge, I proposed a novel theory consisting of the memory chemical master equations and memory stochastic simulation algorithm. A stochastic model for single-gene expression was proposed to illustrate the key function of memory reactions in inducing bursting dynamics of gene expression that has been observed in experiments recently. The importance of memory reactions has been further validated by the stochastic model of the p53-MDM2 core module. Simulations showed that memory reactions is a major mechanism for realizing both sustained oscillations of p53 protein numbers in single cells and damped oscillations over a population of cells. These successful applications of the memory modeling framework suggested that this innovative theory is an effective and powerful tool to study memory process and conditional chemical reactions in a wide range of complex biological systems. PMID:23349679

Chemical memory reactions induced bursting dynamics in gene expression.

PubMed

Tian, Tianhai

2013-01-01

Memory is a ubiquitous phenomenon in biological systems in which the present system state is not entirely determined by the current conditions but also depends on the time evolutionary path of the system. Specifically, many memorial phenomena are characterized by chemical memory reactions that may fire under particular system conditions. These conditional chemical reactions contradict to the extant stochastic approaches for modeling chemical kinetics and have increasingly posed significant challenges to mathematical modeling and computer simulation. To tackle the challenge, I proposed a novel theory consisting of the memory chemical master equations and memory stochastic simulation algorithm. A stochastic model for single-gene expression was proposed to illustrate the key function of memory reactions in inducing bursting dynamics of gene expression that has been observed in experiments recently. The importance of memory reactions has been further validated by the stochastic model of the p53-MDM2 core module. Simulations showed that memory reactions is a major mechanism for realizing both sustained oscillations of p53 protein numbers in single cells and damped oscillations over a population of cells. These successful applications of the memory modeling framework suggested that this innovative theory is an effective and powerful tool to study memory process and conditional chemical reactions in a wide range of complex biological systems.

Modelling Evolutionary Algorithms with Stochastic Differential Equations.

PubMed

Heredia, Jorge Pérez

2017-11-20

There has been renewed interest in modelling the behaviour of evolutionary algorithms (EAs) by more traditional mathematical objects, such as ordinary differential equations or Markov chains. The advantage is that the analysis becomes greatly facilitated due to the existence of well established methods. However, this typically comes at the cost of disregarding information about the process. Here, we introduce the use of stochastic differential equations (SDEs) for the study of EAs. SDEs can produce simple analytical results for the dynamics of stochastic processes, unlike Markov chains which can produce rigorous but unwieldy expressions about the dynamics. On the other hand, unlike ordinary differential equations (ODEs), they do not discard information about the stochasticity of the process. We show that these are especially suitable for the analysis of fixed budget scenarios and present analogues of the additive and multiplicative drift theorems from runtime analysis. In addition, we derive a new more general multiplicative drift theorem that also covers non-elitist EAs. This theorem simultaneously allows for positive and negative results, providing information on the algorithm's progress even when the problem cannot be optimised efficiently. Finally, we provide results for some well-known heuristics namely Random Walk (RW), Random Local Search (RLS), the (1+1) EA, the Metropolis Algorithm (MA), and the Strong Selection Weak Mutation (SSWM) algorithm.

Normal forms for reduced stochastic climate models

PubMed Central

Majda, Andrew J.; Franzke, Christian; Crommelin, Daan

2009-01-01

The systematic development of reduced low-dimensional stochastic climate models from observations or comprehensive high-dimensional climate models is an important topic for atmospheric low-frequency variability, climate sensitivity, and improved extended range forecasting. Here techniques from applied mathematics are utilized to systematically derive normal forms for reduced stochastic climate models for low-frequency variables. The use of a few Empirical Orthogonal Functions (EOFs) (also known as Principal Component Analysis, Karhunen–Loéve and Proper Orthogonal Decomposition) depending on observational data to span the low-frequency subspace requires the assessment of dyad interactions besides the more familiar triads in the interaction between the low- and high-frequency subspaces of the dynamics. It is shown below that the dyad and multiplicative triad interactions combine with the climatological linear operator interactions to simultaneously produce both strong nonlinear dissipation and Correlated Additive and Multiplicative (CAM) stochastic noise. For a single low-frequency variable the dyad interactions and climatological linear operator alone produce a normal form with CAM noise from advection of the large scales by the small scales and simultaneously strong cubic damping. These normal forms should prove useful for developing systematic strategies for the estimation of stochastic models from climate data. As an illustrative example the one-dimensional normal form is applied below to low-frequency patterns such as the North Atlantic Oscillation (NAO) in a climate model. The results here also illustrate the short comings of a recent linear scalar CAM noise model proposed elsewhere for low-frequency variability. PMID:19228943

A polynomial-chaos-expansion-based building block approach for stochastic analysis of photonic circuits

NASA Astrophysics Data System (ADS)

Waqas, Abi; Melati, Daniele; Manfredi, Paolo; Grassi, Flavia; Melloni, Andrea

2018-02-01

The Building Block (BB) approach has recently emerged in photonic as a suitable strategy for the analysis and design of complex circuits. Each BB can be foundry related and contains a mathematical macro-model of its functionality. As well known, statistical variations in fabrication processes can have a strong effect on their functionality and ultimately affect the yield. In order to predict the statistical behavior of the circuit, proper analysis of the uncertainties effects is crucial. This paper presents a method to build a novel class of Stochastic Process Design Kits for the analysis of photonic circuits. The proposed design kits directly store the information on the stochastic behavior of each building block in the form of a generalized-polynomial-chaos-based augmented macro-model obtained by properly exploiting stochastic collocation and Galerkin methods. Using this approach, we demonstrate that the augmented macro-models of the BBs can be calculated once and stored in a BB (foundry dependent) library and then used for the analysis of any desired circuit. The main advantage of this approach, shown here for the first time in photonics, is that the stochastic moments of an arbitrary photonic circuit can be evaluated by a single simulation only, without the need for repeated simulations. The accuracy and the significant speed-up with respect to the classical Monte Carlo analysis are verified by means of classical photonic circuit example with multiple uncertain variables.

Stochastic dynamics and non-equilibrium thermodynamics of a bistable chemical system: the Schlögl model revisited.

PubMed

Vellela, Melissa; Qian, Hong

2009-10-06

Schlögl's model is the canonical example of a chemical reaction system that exhibits bistability. Because the biological examples of bistability and switching behaviour are increasingly numerous, this paper presents an integrated deterministic, stochastic and thermodynamic analysis of the model. After a brief review of the deterministic and stochastic modelling frameworks, the concepts of chemical and mathematical detailed balances are discussed and non-equilibrium conditions are shown to be necessary for bistability. Thermodynamic quantities such as the flux, chemical potential and entropy production rate are defined and compared across the two models. In the bistable region, the stochastic model exhibits an exchange of the global stability between the two stable states under changes in the pump parameters and volume size. The stochastic entropy production rate shows a sharp transition that mirrors this exchange. A new hybrid model that includes continuous diffusion and discrete jumps is suggested to deal with the multiscale dynamics of the bistable system. Accurate approximations of the exponentially small eigenvalue associated with the time scale of this switching and the full time-dependent solution are calculated using Matlab. A breakdown of previously known asymptotic approximations on small volume scales is observed through comparison with these and Monte Carlo results. Finally, in the appendix section is an illustration of how the diffusion approximation of the chemical master equation can fail to represent correctly the mesoscopically interesting steady-state behaviour of the system.

Stochastic tools hidden behind the empirical dielectric relaxation laws

NASA Astrophysics Data System (ADS)

Stanislavsky, Aleksander; Weron, Karina

2017-03-01

The paper is devoted to recent advances in stochastic modeling of anomalous kinetic processes observed in dielectric materials which are prominent examples of disordered (complex) systems. Theoretical studies of dynamical properties of ‘structures with variations’ (Goldenfield and Kadanoff 1999 Science 284 87-9) require application of such mathematical tools—by means of which their random nature can be analyzed and, independently of the details distinguishing various systems (dipolar materials, glasses, semiconductors, liquid crystals, polymers, etc), the empirical universal kinetic patterns can be derived. We begin with a brief survey of the historical background of the dielectric relaxation study. After a short outline of the theoretical ideas providing the random tools applicable to modeling of relaxation phenomena, we present probabilistic implications for the study of the relaxation-rate distribution models. In the framework of the probability distribution of relaxation rates we consider description of complex systems, in which relaxing entities form random clusters interacting with each other and single entities. Then we focus on stochastic mechanisms of the relaxation phenomenon. We discuss the diffusion approach and its usefulness for understanding of anomalous dynamics of relaxing systems. We also discuss extensions of the diffusive approach to systems under tempered random processes. Useful relationships among different stochastic approaches to the anomalous dynamics of complex systems allow us to get a fresh look at this subject. The paper closes with a final discussion on achievements of stochastic tools describing the anomalous time evolution of complex systems.

A discrete in continuous mathematical model of cardiac progenitor cells formation and growth as spheroid clusters (Cardiospheres).

PubMed

Di Costanzo, Ezio; Giacomello, Alessandro; Messina, Elisa; Natalini, Roberto; Pontrelli, Giuseppe; Rossi, Fabrizio; Smits, Robert; Twarogowska, Monika

2018-03-14

We propose a discrete in continuous mathematical model describing the in vitro growth process of biophsy-derived mammalian cardiac progenitor cells growing as clusters in the form of spheres (Cardiospheres). The approach is hybrid: discrete at cellular scale and continuous at molecular level. In the present model, cells are subject to the self-organizing collective dynamics mechanism and, additionally, they can proliferate and differentiate, also depending on stochastic processes. The two latter processes are triggered and regulated by chemical signals present in the environment. Numerical simulations show the structure and the development of the clustered progenitors and are in a good agreement with the results obtained from in vitro experiments.

Dynamic principle for ensemble control tools.

PubMed

Samoletov, A; Vasiev, B

2017-11-28

Dynamical equations describing physical systems in contact with a thermal bath are commonly extended by mathematical tools called "thermostats." These tools are designed for sampling ensembles in statistical mechanics. Here we propose a dynamic principle underlying a range of thermostats which is derived using fundamental laws of statistical physics and ensures invariance of the canonical measure. The principle covers both stochastic and deterministic thermostat schemes. Our method has a clear advantage over a range of proposed and widely used thermostat schemes that are based on formal mathematical reasoning. Following the derivation of the proposed principle, we show its generality and illustrate its applications including design of temperature control tools that differ from the Nosé-Hoover-Langevin scheme.

Time-Series INSAR: An Integer Least-Squares Approach For Distributed Scatterers

NASA Astrophysics Data System (ADS)

Samiei-Esfahany, Sami; Hanssen, Ramon F.

2012-01-01

The objective of this research is to extend the geode- tic mathematical model which was developed for persistent scatterers to a model which can exploit distributed scatterers (DS). The main focus is on the integer least- squares framework, and the main challenge is to include the decorrelation effect in the mathematical model. In order to adapt the integer least-squares mathematical model for DS we altered the model from a single master to a multi-master configuration and introduced the decorrelation effect stochastically. This effect is described in our model by a full covariance matrix. We propose to de- rive this covariance matrix by numerical integration of the (joint) probability distribution function (PDF) of interferometric phases. This PDF is a function of coherence values and can be directly computed from radar data. We show that the use of this model can improve the performance of temporal phase unwrapping of distributed scatterers.

A guide to differences between stochastic point-source and stochastic finite-fault simulations

USGS Publications Warehouse

Atkinson, G.M.; Assatourians, K.; Boore, D.M.; Campbell, K.; Motazedian, D.

2009-01-01

Why do stochastic point-source and finite-fault simulation models not agree on the predicted ground motions for moderate earthquakes at large distances? This question was posed by Ken Campbell, who attempted to reproduce the Atkinson and Boore (2006) ground-motion prediction equations for eastern North America using the stochastic point-source program SMSIM (Boore, 2005) in place of the finite-source stochastic program EXSIM (Motazedian and Atkinson, 2005) that was used by Atkinson and Boore (2006) in their model. His comparisons suggested that a higher stress drop is needed in the context of SMSIM to produce an average match, at larger distances, with the model predictions of Atkinson and Boore (2006) based on EXSIM; this is so even for moderate magnitudes, which should be well-represented by a point-source model. Why? The answer to this question is rooted in significant differences between point-source and finite-source stochastic simulation methodologies, specifically as implemented in SMSIM (Boore, 2005) and EXSIM (Motazedian and Atkinson, 2005) to date. Point-source and finite-fault methodologies differ in general in several important ways: (1) the geometry of the source; (2) the definition and application of duration; and (3) the normalization of finite-source subsource summations. Furthermore, the specific implementation of the methods may differ in their details. The purpose of this article is to provide a brief overview of these differences, their origins, and implications. This sets the stage for a more detailed companion article, "Comparing Stochastic Point-Source and Finite-Source Ground-Motion Simulations: SMSIM and EXSIM," in which Boore (2009) provides modifications and improvements in the implementations of both programs that narrow the gap and result in closer agreement. These issues are important because both SMSIM and EXSIM have been widely used in the development of ground-motion prediction equations and in modeling the parameters that control observed ground motions.

Blessing of dimensionality: mathematical foundations of the statistical physics of data.

PubMed

Gorban, A N; Tyukin, I Y

2018-04-28

The concentrations of measure phenomena were discovered as the mathematical background to statistical mechanics at the end of the nineteenth/beginning of the twentieth century and have been explored in mathematics ever since. At the beginning of the twenty-first century, it became clear that the proper utilization of these phenomena in machine learning might transform the curse of dimensionality into the blessing of dimensionality This paper summarizes recently discovered phenomena of measure concentration which drastically simplify some machine learning problems in high dimension, and allow us to correct legacy artificial intelligence systems. The classical concentration of measure theorems state that i.i.d. random points are concentrated in a thin layer near a surface (a sphere or equators of a sphere, an average or median-level set of energy or another Lipschitz function, etc.). The new stochastic separation theorems describe the thin structure of these thin layers: the random points are not only concentrated in a thin layer but are all linearly separable from the rest of the set, even for exponentially large random sets. The linear functionals for separation of points can be selected in the form of the linear Fisher's discriminant. All artificial intelligence systems make errors. Non-destructive correction requires separation of the situations (samples) with errors from the samples corresponding to correct behaviour by a simple and robust classifier. The stochastic separation theorems provide us with such classifiers and determine a non-iterative (one-shot) procedure for their construction.This article is part of the theme issue 'Hilbert's sixth problem'. © 2018 The Author(s).

Blessing of dimensionality: mathematical foundations of the statistical physics of data

NASA Astrophysics Data System (ADS)

Gorban, A. N.; Tyukin, I. Y.

2018-04-01

The concentrations of measure phenomena were discovered as the mathematical background to statistical mechanics at the end of the nineteenth/beginning of the twentieth century and have been explored in mathematics ever since. At the beginning of the twenty-first century, it became clear that the proper utilization of these phenomena in machine learning might transform the curse of dimensionality into the blessing of dimensionality. This paper summarizes recently discovered phenomena of measure concentration which drastically simplify some machine learning problems in high dimension, and allow us to correct legacy artificial intelligence systems. The classical concentration of measure theorems state that i.i.d. random points are concentrated in a thin layer near a surface (a sphere or equators of a sphere, an average or median-level set of energy or another Lipschitz function, etc.). The new stochastic separation theorems describe the thin structure of these thin layers: the random points are not only concentrated in a thin layer but are all linearly separable from the rest of the set, even for exponentially large random sets. The linear functionals for separation of points can be selected in the form of the linear Fisher's discriminant. All artificial intelligence systems make errors. Non-destructive correction requires separation of the situations (samples) with errors from the samples corresponding to correct behaviour by a simple and robust classifier. The stochastic separation theorems provide us with such classifiers and determine a non-iterative (one-shot) procedure for their construction. This article is part of the theme issue `Hilbert's sixth problem'.

Mapping the architecture of the HIV-lTat circuit: A decision-making circuit that lacks bistability and exploits stochastic noise

PubMed Central

Razooky, Brandon S.; Weinberger, Leor S.

2014-01-01

Upon infection of a CD4+ T cell, HIV-l appears to ‘choose’ between two alternate fates: active replication or a long-lived dormant statetermed proviral latency. A transcriptional positive-feedback loop generated by the HIV-l Tat protein appears sufficient to mediate this decision. Here, we describea coupled wet-lab and computational approach that uses mathematical modeling and live-cell time-lapse microscopy to map the architecture of the HIV-l Tat transcriptional regulatorycircuit and generate predictive models of HIV-l latency. This approach provided the first characterization of a ‘decision-making’ circuit that lacks bistability andinstead exploits stochastic fluctuations in cellular molecules (i.e. noise) to generate a decision between an on or off transcriptional state. PMID:21167940

A hybrid CS-SA intelligent approach to solve uncertain dynamic facility layout problems considering dependency of demands

NASA Astrophysics Data System (ADS)

Moslemipour, Ghorbanali

2018-07-01

This paper aims at proposing a quadratic assignment-based mathematical model to deal with the stochastic dynamic facility layout problem. In this problem, product demands are assumed to be dependent normally distributed random variables with known probability density function and covariance that change from period to period at random. To solve the proposed model, a novel hybrid intelligent algorithm is proposed by combining the simulated annealing and clonal selection algorithms. The proposed model and the hybrid algorithm are verified and validated using design of experiment and benchmark methods. The results show that the hybrid algorithm has an outstanding performance from both solution quality and computational time points of view. Besides, the proposed model can be used in both of the stochastic and deterministic situations.

Cold induced mortality of the Burmese Python: An explanation via stochastic analysis

NASA Astrophysics Data System (ADS)

Quansah, Emmanuel; Parshad, Rana D.; Mondal, Sumona

2017-02-01

The Burmese python (Python bivitatus) is an invasive species, wreaking havoc on indigenous species in the Florida everglades. Data suggests an exponential growth in their population from 1995 to 2009, with a sharp decline however in 2010-2012 (Dorcas et al., 2012). In Mazzotti et al. (2011) an explanation is provided, citing the unusually cold winter that year, as the primary reason for this decline. We provide a first mathematical model, in the form of a system of stochastic differential equations, that supports the explanation in Mazzotti et al. (2011), by accurately matching the field data presented in Dorcas et al. (2012). More generally, our model provides a tool to predict the population dynamics of rapidly growing alien species, in the advent of climate change.

Weighted Flow Algorithms (WFA) for stochastic particle coagulation

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

DeVille, R.E.L., E-mail: rdeville@illinois.edu; Riemer, N., E-mail: nriemer@illinois.edu; West, M., E-mail: mwest@illinois.edu

2011-09-20

Stochastic particle-resolved methods are a useful way to compute the time evolution of the multi-dimensional size distribution of atmospheric aerosol particles. An effective approach to improve the efficiency of such models is the use of weighted computational particles. Here we introduce particle weighting functions that are power laws in particle size to the recently-developed particle-resolved model PartMC-MOSAIC and present the mathematical formalism of these Weighted Flow Algorithms (WFA) for particle coagulation and growth. We apply this to an urban plume scenario that simulates a particle population undergoing emission of different particle types, dilution, coagulation and aerosol chemistry along a Lagrangianmore » trajectory. We quantify the performance of the Weighted Flow Algorithm for number and mass-based quantities of relevance for atmospheric sciences applications.« less

Human brain detects short-time nonlinear predictability in the temporal fine structure of deterministic chaotic sounds

NASA Astrophysics Data System (ADS)

Itoh, Kosuke; Nakada, Tsutomu

2013-04-01

Deterministic nonlinear dynamical processes are ubiquitous in nature. Chaotic sounds generated by such processes may appear irregular and random in waveform, but these sounds are mathematically distinguished from random stochastic sounds in that they contain deterministic short-time predictability in their temporal fine structures. We show that the human brain distinguishes deterministic chaotic sounds from spectrally matched stochastic sounds in neural processing and perception. Deterministic chaotic sounds, even without being attended to, elicited greater cerebral cortical responses than the surrogate control sounds after about 150 ms in latency after sound onset. Listeners also clearly discriminated these sounds in perception. The results support the hypothesis that the human auditory system is sensitive to the subtle short-time predictability embedded in the temporal fine structure of sounds.

Weighted Flow Algorithms (WFA) for stochastic particle coagulation

NASA Astrophysics Data System (ADS)

DeVille, R. E. L.; Riemer, N.; West, M.

2011-09-01

Stochastic particle-resolved methods are a useful way to compute the time evolution of the multi-dimensional size distribution of atmospheric aerosol particles. An effective approach to improve the efficiency of such models is the use of weighted computational particles. Here we introduce particle weighting functions that are power laws in particle size to the recently-developed particle-resolved model PartMC-MOSAIC and present the mathematical formalism of these Weighted Flow Algorithms (WFA) for particle coagulation and growth. We apply this to an urban plume scenario that simulates a particle population undergoing emission of different particle types, dilution, coagulation and aerosol chemistry along a Lagrangian trajectory. We quantify the performance of the Weighted Flow Algorithm for number and mass-based quantities of relevance for atmospheric sciences applications.

Visual Programming: A Programming Tool for Increasing Mathematics Achivement

ERIC Educational Resources Information Center

Swanier, Cheryl A.; Seals, Cheryl D.; Billionniere, Elodie V.

2009-01-01

This paper aims to address the need of increasing student achievement in mathematics using a visual programming language such as Scratch. This visual programming language facilitates creating an environment where students in K-12 education can develop mathematical simulations while learning a visual programming language at the same time.…

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

PubMed

Hahl, Sayuri K; Kremling, Andreas

2016-01-01

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

Stochastic univariate and multivariate time series analysis of PM2.5 and PM10 air pollution: A comparative case study for Plovdiv and Asenovgrad, Bulgaria

NASA Astrophysics Data System (ADS)

Gocheva-Ilieva, S.; Stoimenova, M.; Ivanov, A.; Voynikova, D.; Iliev, I.

2016-10-01

Fine particulate matter PM2.5 and PM10 air pollutants are a serious problem in many urban areas affecting both the health of the population and the environment as a whole. The availability of large data arrays for the levels of these pollutants makes it possible to perform statistical analysis, to obtain relevant information, and to find patterns within the data. Research in this field is particularly topical for a number of Bulgarian cities, European country, where in recent years regulatory air pollution health limits are constantly being exceeded. This paper examines average daily data for air pollution with PM2.5 and PM10, collected by 3 monitoring stations in the cities of Plovdiv and Asenovgrad between 2011 and 2016. The goal is to find and analyze actual relationships in data time series, to build adequate mathematical models, and to develop short-term forecasts. Modeling is carried out by stochastic univariate and multivariate time series analysis, based on Box-Jenkins methodology. The best models are selected following initial transformation of the data and using a set of standard and robust statistical criteria. The Mathematica and SPSS software were used to perform calculations. This examination showed measured concentrations of PM2.5 and PM10 in the region of Plovdiv and Asenovgrad regularly exceed permissible European and national health and safety thresholds. We obtained adequate stochastic models with high statistical fit with the data and good quality forecasting when compared against actual measurements. The mathematical approach applied provides an independent alternative to standard official monitoring and control means for air pollution in urban areas.

pyomo.dae: a modeling and automatic discretization framework for optimization with differential and algebraic equations

DOE PAGES

Nicholson, Bethany; Siirola, John D.; Watson, Jean-Paul; ...

2017-12-20

We describe pyomo.dae, an open source Python-based modeling framework that enables high-level abstract specification of optimization problems with differential and algebraic equations. The pyomo.dae framework is integrated with the Pyomo open source algebraic modeling language, and is available at http://www.pyomo.org. One key feature of pyomo.dae is that it does not restrict users to standard, predefined forms of differential equations, providing a high degree of modeling flexibility and the ability to express constraints that cannot be easily specified in other modeling frameworks. Other key features of pyomo.dae are the ability to specify optimization problems with high-order differential equations and partial differentialmore » equations, defined on restricted domain types, and the ability to automatically transform high-level abstract models into finite-dimensional algebraic problems that can be solved with off-the-shelf solvers. Moreover, pyomo.dae users can leverage existing capabilities of Pyomo to embed differential equation models within stochastic and integer programming models and mathematical programs with equilibrium constraint formulations. Collectively, these features enable the exploration of new modeling concepts, discretization schemes, and the benchmarking of state-of-the-art optimization solvers.« less

pyomo.dae: a modeling and automatic discretization framework for optimization with differential and algebraic equations

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

Nicholson, Bethany; Siirola, John D.; Watson, Jean-Paul

We describe pyomo.dae, an open source Python-based modeling framework that enables high-level abstract specification of optimization problems with differential and algebraic equations. The pyomo.dae framework is integrated with the Pyomo open source algebraic modeling language, and is available at http://www.pyomo.org. One key feature of pyomo.dae is that it does not restrict users to standard, predefined forms of differential equations, providing a high degree of modeling flexibility and the ability to express constraints that cannot be easily specified in other modeling frameworks. Other key features of pyomo.dae are the ability to specify optimization problems with high-order differential equations and partial differentialmore » equations, defined on restricted domain types, and the ability to automatically transform high-level abstract models into finite-dimensional algebraic problems that can be solved with off-the-shelf solvers. Moreover, pyomo.dae users can leverage existing capabilities of Pyomo to embed differential equation models within stochastic and integer programming models and mathematical programs with equilibrium constraint formulations. Collectively, these features enable the exploration of new modeling concepts, discretization schemes, and the benchmarking of state-of-the-art optimization solvers.« less

Formally verifying Ada programs which use real number types

NASA Technical Reports Server (NTRS)

Sutherland, David

1986-01-01

Formal verification is applied to programs which use real number arithmetic operations (mathematical programs). Formal verification of a program P consists of creating a mathematical model of F, stating the desired properties of P in a formal logical language, and proving that the mathematical model has the desired properties using a formal proof calculus. The development and verification of the mathematical model are discussed.

A New Stochastic Equivalent Linearization Implementation for Prediction of Geometrically Nonlinear Vibrations

NASA Technical Reports Server (NTRS)

Muravyov, Alexander A.; Turner, Travis L.; Robinson, Jay H.; Rizzi, Stephen A.

1999-01-01

In this paper, the problem of random vibration of geometrically nonlinear MDOF structures is considered. The solutions obtained by application of two different versions of a stochastic linearization method are compared with exact (F-P-K) solutions. The formulation of a relatively new version of the stochastic linearization method (energy-based version) is generalized to the MDOF system case. Also, a new method for determination of nonlinear sti ness coefficients for MDOF structures is demonstrated. This method in combination with the equivalent linearization technique is implemented in a new computer program. Results in terms of root-mean-square (RMS) displacements obtained by using the new program and an existing in-house code are compared for two examples of beam-like structures.

Nonlatching positive feedback enables robust bimodality by decoupling expression noise from the mean

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

Razooky, Brandon S.; Cao, Youfang; Hansen, Maike M. K.

Fundamental to biological decision-making is the ability to generate bimodal expression patterns where two alternate expression states simultaneously exist. Here in this study, we use a combination of single-cell analysis and mathematical modeling to examine the sources of bimodality in the transcriptional program controlling HIV’s fate decision between active replication and viral latency. We find that the HIV Tat protein manipulates the intrinsic toggling of HIV’s promoter, the LTR, to generate bimodal ON-OFF expression, and that transcriptional positive feedback from Tat shifts and expands the regime of LTR bimodality. This result holds for both minimal synthetic viral circuits and full-lengthmore » virus. Strikingly, computational analysis indicates that the Tat circuit’s non-cooperative ‘non-latching’ feedback architecture is optimized to slow the promoter’s toggling and generate bimodality by stochastic extinction of Tat. In contrast to the standard Poisson model, theory and experiment show that non-latching positive feedback substantially dampens the inverse noise-mean relationship to maintain stochastic bimodality despite increasing mean-expression levels. Given the rapid evolution of HIV, the presence of a circuit optimized to robustly generate bimodal expression appears consistent with the hypothesis that HIV’s decision between active replication and latency provides a viral fitness advantage. More broadly, the results suggest that positive-feedback circuits may have evolved not only for signal amplification but also for robustly generating bimodality by decoupling expression fluctuations (noise) from mean expression levels.« less

Practice of Contemporary Dance Promotes Stochastic Postural Control in Aging

PubMed Central

Ferrufino, Lena; Bril, Blandine; Dietrich, Gilles; Nonaka, Tetsushi; Coubard, Olivier A.

2011-01-01

As society ages and the frequency of falls increases, counteracting gait and posture decline is a challenging issue for countries of the developed world. Previous studies have shown that exercise and hazard management help to improve balance and/or decrease the risks for falling in normal aging. Motor activity based on motor-skill learning, particularly dance, can also benefit balance and decreases falls with age. Recent studies have suggested that older dancers have better balance, posture, or gait than non-dancers. Additionally, clinical or laboratory measures have shown improvements in some aspects of balance after dance interventions in elderly trainees. This study examined the impact of contemporary dance (CD) and of fall prevention (FP) programs on postural control of older adults. Posturography of quiet upright stance was performed in 41 participants aged 59–86 years before and after 4.4-month training in either CD or FP once a week. Though classical statistic scores failed to show any effect, dynamic analyses of the center-of-pressure displacements revealed significant changes after training. Specifically, practice of CD enhanced the critical time interval in diffusion analysis, and reduced recurrence and mathematical stability in recurrence quantification analysis, whereas practice of FP induced or tended to induce the reverse patterns. Such effects were obtained only in the eyes open condition. We suggest that CD training based on motor improvisation favored stochastic posture inducing plasticity in motor control, while FP training based on more stereotyped behaviors did not. PMID:22232582

Which Kind of Mathematics for Quantum Mechanics? the Relevance of H. Weyl's Program of Research

NASA Astrophysics Data System (ADS)

Drago, Antonino

In 1918 Weyl's book Das Kontinuum planned to found anew mathematics upon more conservative bases than both rigorous mathematics and set theory. It gave birth to the so-called Weyl's elementary mathematics, i.e. an intermediate mathematics between the mathematics rejecting at all actual infinity and the classical one including it almost freely. The present paper scrutinises the subsequent Weyl's book Gruppentheorie und Quantenmechanik (1928) as a program for founding anew theoretical physics - through quantum theory - and at the same time developing his mathematics through an improvement of group theory; which, according to Weyl, is a mathematical theory effacing the old distinction between discrete and continuous mathematics. Evidence from Weyl's writings is collected for supporting this interpretation. Then Weyl's program is evaluated as unsuccessful, owing to some crucial difficulties of both physical and mathematical nature. The present clear-cut knowledge of Weyl's elementary mathematics allows us to re-evaluate Weyl's program in order to look for more adequate formulations of quantum mechanics in any weaker kind of mathematics than the classical one.

Exact event-driven implementation for recurrent networks of stochastic perfect integrate-and-fire neurons.

PubMed

Taillefumier, Thibaud; Touboul, Jonathan; Magnasco, Marcelo

2012-12-01

In vivo cortical recording reveals that indirectly driven neural assemblies can produce reliable and temporally precise spiking patterns in response to stereotyped stimulation. This suggests that despite being fundamentally noisy, the collective activity of neurons conveys information through temporal coding. Stochastic integrate-and-fire models delineate a natural theoretical framework to study the interplay of intrinsic neural noise and spike timing precision. However, there are inherent difficulties in simulating their networks' dynamics in silico with standard numerical discretization schemes. Indeed, the well-posedness of the evolution of such networks requires temporally ordering every neuronal interaction, whereas the order of interactions is highly sensitive to the random variability of spiking times. Here, we answer these issues for perfect stochastic integrate-and-fire neurons by designing an exact event-driven algorithm for the simulation of recurrent networks, with delayed Dirac-like interactions. In addition to being exact from the mathematical standpoint, our proposed method is highly efficient numerically. We envision that our algorithm is especially indicated for studying the emergence of polychronized motifs in networks evolving under spike-timing-dependent plasticity with intrinsic noise.

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 stochastic model for ternary and quaternary alloys: Application of the Bernoulli relation to the phonon spectra of mixed crystals

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

Marchewka, M., E-mail: marmi@ur.edu.pl; Woźny, M.; Polit, J.

2014-03-21

To understand and interpret the experimental data on the phonon spectra of the solid solutions, it is necessary to describe mathematically the non-regular distribution of atoms in their lattices. It appears that such description is possible in case of the strongly stochastically homogenous distribution which requires a great number of atoms and very carefully mixed alloys. These conditions are generally fulfilled in case of high quality homogenous semiconductor solid solutions of the III–V and II–VI semiconductor compounds. In this case, we can use the Bernoulli relation describing probability of the occurrence of one n equivalent event which can be applied,more » to the probability of finding one from n configurations in the solid solution lattice. The results described in this paper for ternary HgCdTe and GaAsP as well as quaternary ZnCdHgTe can provide an affirmative answer to the question: whether stochastic geometry, e.g., the Bernoulli relation, is enough to describe the observed phonon spectra.« less

Stochastic Noise and Synchronisation during Dictyostelium Aggregation Make cAMP Oscillations Robust

PubMed Central

Kim, Jongrae; Heslop-Harrison, Pat; Postlethwaite, Ian; Bates, Declan G

2007-01-01

Stable and robust oscillations in the concentration of adenosine 3′, 5′-cyclic monophosphate (cAMP) are observed during the aggregation phase of starvation-induced development in Dictyostelium discoideum. In this paper we use mathematical modelling together with ideas from robust control theory to identify two factors which appear to make crucial contributions to ensuring the robustness of these oscillations. Firstly, we show that stochastic fluctuations in the molecular interactions play an important role in preserving stable oscillations in the face of variations in the kinetics of the intracellular network. Secondly, we show that synchronisation of the aggregating cells through the diffusion of extracellular cAMP is a key factor in ensuring robustness of the oscillatory waves of cAMP observed in Dictyostelium cell cultures to cell-to-cell variations. A striking and quite general implication of the results is that the robustness analysis of models of oscillating biomolecular networks (circadian clocks, Ca2+ oscillations, etc.) can only be done reliably by using stochastic simulations, even in the case where molecular concentrations are very high. PMID:17997595

Modelling daily water temperature from air temperature for the Missouri River.

PubMed

Zhu, Senlin; Nyarko, Emmanuel Karlo; Hadzima-Nyarko, Marijana

2018-01-01

The bio-chemical and physical characteristics of a river are directly affected by water temperature, which thereby affects the overall health of aquatic ecosystems. It is a complex problem to accurately estimate water temperature. Modelling of river water temperature is usually based on a suitable mathematical model and field measurements of various atmospheric factors. In this article, the air-water temperature relationship of the Missouri River is investigated by developing three different machine learning models (Artificial Neural Network (ANN), Gaussian Process Regression (GPR), and Bootstrap Aggregated Decision Trees (BA-DT)). Standard models (linear regression, non-linear regression, and stochastic models) are also developed and compared to machine learning models. Analyzing the three standard models, the stochastic model clearly outperforms the standard linear model and nonlinear model. All the three machine learning models have comparable results and outperform the stochastic model, with GPR having slightly better results for stations No. 2 and 3, while BA-DT has slightly better results for station No. 1. The machine learning models are very effective tools which can be used for the prediction of daily river temperature.

Bonds with index-linked stochastic coupons in quantum finance

NASA Astrophysics Data System (ADS)

Baaquie, Belal Ehsan

2018-06-01

An index-linked coupon bond is defined that pays coupons whose values are stochastic, depending on a market defined index. This is an asset class distinct from the existing coupon bonds. The index-linked coupon bond is an example of a sukuk, which is an instrument that implements one of the cornerstones of Islamic finance (Askari et al., 2012): that an investor must share in the risk of the issuer in order to earn profits from the investment. The index-linked coupon bond is defined using the mathematical framework of quantum finance (Baaquie, 2004, 2010). The coupons are stochastic, with the quantum of coupon payments depending on a publicly traded index that is chosen to reflect the primary drivers of the revenues of the issuer of the bond. The index ensures there is information symmetry - regarding the quantum of coupon being paid - between issuer and investor. The dependence of the coupon on the index is designed so that the variation of the index mirrors the changing fortunes of the issuer, with the coupon's quantum increasing for increasing values of the index and conversely, decreasing with a fall of the index.

Networked iterative learning control design for discrete-time systems with stochastic communication delay in input and output channels

NASA Astrophysics Data System (ADS)

Liu, Jian; Ruan, Xiaoe

2017-07-01

This paper develops two kinds of derivative-type networked iterative learning control (NILC) schemes for repetitive discrete-time systems with stochastic communication delay occurred in input and output channels and modelled as 0-1 Bernoulli-type stochastic variable. In the two schemes, the delayed signal of the current control input is replaced by the synchronous input utilised at the previous iteration, whilst for the delayed signal of the system output the one scheme substitutes it by the synchronous predetermined desired trajectory and the other takes it by the synchronous output at the previous operation, respectively. In virtue of the mathematical expectation, the tracking performance is analysed which exhibits that for both the linear time-invariant and nonlinear affine systems the two kinds of NILCs are convergent under the assumptions that the probabilities of communication delays are adequately constrained and the product of the input-output coupling matrices is full-column rank. Last, two illustrative examples are presented to demonstrate the effectiveness and validity of the proposed NILC schemes.

Incorporating prior knowledge induced from stochastic differential equations in the classification of stochastic observations.

PubMed

Zollanvari, Amin; Dougherty, Edward R

2016-12-01

In classification, prior knowledge is incorporated in a Bayesian framework by assuming that the feature-label distribution belongs to an uncertainty class of feature-label distributions governed by a prior distribution. A posterior distribution is then derived from the prior and the sample data. An optimal Bayesian classifier (OBC) minimizes the expected misclassification error relative to the posterior distribution. From an application perspective, prior construction is critical. The prior distribution is formed by mapping a set of mathematical relations among the features and labels, the prior knowledge, into a distribution governing the probability mass across the uncertainty class. In this paper, we consider prior knowledge in the form of stochastic differential equations (SDEs). We consider a vector SDE in integral form involving a drift vector and dispersion matrix. Having constructed the prior, we develop the optimal Bayesian classifier between two models and examine, via synthetic experiments, the effects of uncertainty in the drift vector and dispersion matrix. We apply the theory to a set of SDEs for the purpose of differentiating the evolutionary history between two species.

The stochastic model for ternary and quaternary alloys: Application of the Bernoulli relation to the phonon spectra of mixed crystals

NASA Astrophysics Data System (ADS)

Marchewka, M.; Woźny, M.; Polit, J.; Kisiel, A.; Robouch, B. V.; Marcelli, A.; Sheregii, E. M.

2014-03-01

To understand and interpret the experimental data on the phonon spectra of the solid solutions, it is necessary to describe mathematically the non-regular distribution of atoms in their lattices. It appears that such description is possible in case of the strongly stochastically homogenous distribution which requires a great number of atoms and very carefully mixed alloys. These conditions are generally fulfilled in case of high quality homogenous semiconductor solid solutions of the III-V and II-VI semiconductor compounds. In this case, we can use the Bernoulli relation describing probability of the occurrence of one n equivalent event which can be applied, to the probability of finding one from n configurations in the solid solution lattice. The results described in this paper for ternary HgCdTe and GaAsP as well as quaternary ZnCdHgTe can provide an affirmative answer to the question: whether stochastic geometry, e.g., the Bernoulli relation, is enough to describe the observed phonon spectra.

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.

ASSESSING RESIDENTIAL EXPOSURE USING THE STOCHASTIC HUMAN EXPOSURE AND DOSE SIMULATION (SHEDS) MODEL

EPA Science Inventory

As part of a workshop sponsored by the Environmental Protection Agency's Office of Research and Development and Office of Pesticide Programs, the Aggregate Stochastic Human Exposure and Dose Simulation (SHEDS) Model was used to assess potential aggregate residential pesticide e...

Influences on Mathematical Preparation of Secondary School Teachers of Mathematics.

ERIC Educational Resources Information Center

Johnson, Carl S.; Byars, Jackson A.

The results of a survey related to the impact of various recommendations on preservice content programs for teachers of mathematics are reported. The content of current programs is compared to the recommendations of the Committee on Undergraduate Programs in Mathematics (CUPM). The acceptance of CUPM and the Cambridge Conference on School…

Addressing the Mathematics-Specific Needs of Beginning Mathematics Teachers

ERIC Educational Resources Information Center

Britton, Edward

2012-01-01

Beginning mathematics teachers at the secondary level (middle and high school grades) have mathematics-specific needs that induction programs should address more substantially. However, a number of issues in how programs can accomplish this are more complex than often framed in discussions occurring in the induction programs and the field of…

Effects of a Prekindergarten Mathematics Intervention on Mathematical Abilities of Preschoolers with Low Socioeconomic Status

ERIC Educational Resources Information Center

DeLoach, Debbie

2012-01-01

Many children who have attended Georgia's prekindergarten programs are unprepared to enter kindergarten and learn a standards-based mathematics curriculum. In addition, a majority of prekindergarten programs in Georgia struggle to provide high quality mathematics instructional support for children. One such program is a childcare center located in…

The effects of integrated mathematics/science curriculum and instruction on mathematics achievement and student attitudes in grade six

NASA Astrophysics Data System (ADS)

Hill, Mary Denise

The purpose of this study was to determine whether integrating mathematics and science curriculum and teaching practices significantly improves achievement in mathematics and attitudes towards mathematics among sixth grade students in South Texas. The study was conducted during the 2001--2002 school year. A causal-comparative ex post facto research design was used to explore the effects of integrated mathematics and science classrooms compared to classrooms of traditional, isolated mathematics and science teaching practices on student achievement and student attitudes. Achievement was based on the Spring 2002 Mathematics portion of the standardized Texas Assessment of Academic Skills (TAAS) Texas Learning Index (TLI) scores and individual student's mathematics Grade Point Average (GPA). Measurement of student attitudes was based on the results of the Integrated Mathematics Attitudinal Survey (IMAS), created by the researcher for this study. The sample population included 349 Grade 6 mathematics students attending one middle school involved in a pilot program utilizing integrated mathematics/science curriculum and teaching practices in a South Texas urban school district. The research involved 337 of the 349 sixth grade students to study the effects of mathematics/science curriculum and teaching practices on achievement and 207 of the 349 sixth grade students to study the effects of mathematics/science curriculum on attitudes concerning mathematics. The data were analyzed using chi square analyses, independent samples t-tests, and the analysis of variance (ANOVA). Statistical significance was determined at the .05 level of significance. Significant relationships were found when analyzing the proficiency of mathematics skills and individual growth of mathematics achievement. Chi square analyses indicated that the students in the integrated mathematics/science classrooms were more likely to exhibit individual growth and proficiency of mathematics skills based on the results of TAAS. Independent samples t-tests indicated that students in the integrated mathematics/science program scored significantly higher than the students in the traditional program in mean achievement scores and in mean growth of scores based on the results of TAAS. No significant differences were found when comparing mathematics anxiety scores between students in the integrated mathematics/science program and the traditional program. However, additional significant differences were identified when students in the integrated mathematics/science program scored higher than the students in the traditional program when analyzing the overall mean student attitude scores concerning mathematics and the mean scores of attitudinal values of mathematics in society.

Stochastic models of the Social Security trust funds.

PubMed

Burdick, Clark; Manchester, Joyce

Each year in March, the Board of Trustees of the Social Security trust funds reports on the current and projected financial condition of the Social Security programs. Those programs, which pay monthly benefits to retired workers and their families, to the survivors of deceased workers, and to disabled workers and their families, are financed through the Old-Age, Survivors, and Disability Insurance (OASDI) Trust Funds. In their 2003 report, the Trustees present, for the first time, results from a stochastic model of the combined OASDI trust funds. Stochastic modeling is an important new tool for Social Security policy analysis and offers the promise of valuable new insights into the financial status of the OASDI trust funds and the effects of policy changes. The results presented in this article demonstrate that several stochastic models deliver broadly consistent results even though they use very different approaches and assumptions. However, they also show that the variation in trust fund outcomes differs as the approach and assumptions are varied. Which approach and assumptions are best suited for Social Security policy analysis remains an open question. Further research is needed before the promise of stochastic modeling is fully realized. For example, neither parameter uncertainty nor variability in ultimate assumption values is recognized explicitly in the analyses. Despite this caveat, stochastic modeling results are already shedding new light on the range and distribution of trust fund outcomes that might occur in the future.

Mathematical Models to Determine Stable Behavior of Complex Systems

NASA Astrophysics Data System (ADS)

Sumin, V. I.; Dushkin, A. V.; Smolentseva, T. E.

2018-05-01

The paper analyzes a possibility to predict functioning of a complex dynamic system with a significant amount of circulating information and a large number of random factors impacting its functioning. Functioning of the complex dynamic system is described as a chaotic state, self-organized criticality and bifurcation. This problem may be resolved by modeling such systems as dynamic ones, without applying stochastic models and taking into account strange attractors.

Frontiers in Applied and Computational Mathematics 05’

DTIC Science & Technology

2005-03-01

dynamics, forcing subsets to have the same oscillation numbers and interleaving spiking times . Our analysis follows the theory of coupled systems of...continuum is described by a continuous- time stochastic process, as are their internal dynamics. Soluble factors, such as cytokines, are represent- ed...scale of a partide pas- sage time through the reaction zone. Both are realistic for many systems of physical interest. A higher order theory includes

Pressure distribution with surface roughness for effect between porous infinitely long rectangular plates with MHD couple stress squeeze film lubrication

NASA Astrophysics Data System (ADS)

Sangeetha, S.; Kesavan, Sundarammal

2018-04-01

This investigation is an analysis of MHD couple stress squeeze film performance with a rough surface between porous infinitely long rectangular plates. The pressure equation for the magnetic field is mathematically derived using Christensen’s stochastic equation. Therefore, the upshot of this magnetic effect reveals the enhanced performance of the pressure which is compared to the Newtonian instance.

An Analysis of Efficiency in Senior Secondary Schools in the Gambia 2006-2008: Educational Inputs and Production of Credits in English and Mathematics Subjects

ERIC Educational Resources Information Center

Sillah, B. M. S.

2012-01-01

This paper employs a stochastic production frontier model to assess the efficiency of the senior secondary schools in the Gambia. It examines their efficiency in using and mixing the educational inputs of average teacher salary, average teacher education, average teacher experience and students-to-teacher ratio in producing the number of students…

Spatial modeling of cell signaling networks.

PubMed

Cowan, Ann E; Moraru, Ion I; Schaff, James C; Slepchenko, Boris M; Loew, Leslie M

2012-01-01

The shape of a cell, the sizes of subcellular compartments, and the spatial distribution of molecules within the cytoplasm can all control how molecules interact to produce a cellular behavior. This chapter describes how these spatial features can be included in mechanistic mathematical models of cell signaling. The Virtual Cell computational modeling and simulation software is used to illustrate the considerations required to build a spatial model. An explanation of how to appropriately choose between physical formulations that implicitly or explicitly account for cell geometry and between deterministic versus stochastic formulations for molecular dynamics is provided, along with a discussion of their respective strengths and weaknesses. As a first step toward constructing a spatial model, the geometry needs to be specified and associated with the molecules, reactions, and membrane flux processes of the network. Initial conditions, diffusion coefficients, velocities, and boundary conditions complete the specifications required to define the mathematics of the model. The numerical methods used to solve reaction-diffusion problems both deterministically and stochastically are then described and some guidance is provided in how to set up and run simulations. A study of cAMP signaling in neurons ends the chapter, providing an example of the insights that can be gained in interpreting experimental results through the application of spatial modeling. Copyright © 2012 Elsevier Inc. All rights reserved.

A Mathematical Framework for the Complex System Approach to Group Dynamics: The Case of Recovery House Social Integration.

PubMed

Light, John M; Jason, Leonard A; Stevens, Edward B; Callahan, Sarah; Stone, Ariel

2016-03-01

The complex system conception of group social dynamics often involves not only changing individual characteristics, but also changing within-group relationships. Recent advances in stochastic dynamic network modeling allow these interdependencies to be modeled from data. This methodology is discussed within a context of other mathematical and statistical approaches that have been or could be applied to study the temporal evolution of relationships and behaviors within small- to medium-sized groups. An example model is presented, based on a pilot study of five Oxford House recovery homes, sober living environments for individuals following release from acute substance abuse treatment. This model demonstrates how dynamic network modeling can be applied to such systems, examines and discusses several options for pooling, and shows how results are interpreted in line with complex system concepts. Results suggest that this approach (a) is a credible modeling framework for studying group dynamics even with limited data, (b) improves upon the most common alternatives, and (c) is especially well-suited to complex system conceptions. Continuing improvements in stochastic models and associated software may finally lead to mainstream use of these techniques for the study of group dynamics, a shift already occurring in related fields of behavioral science.

Improved Bayesian Infrasonic Source Localization for regional infrasound

DOE PAGES

Blom, Philip S.; Marcillo, Omar; Arrowsmith, Stephen J.

2015-10-20

The Bayesian Infrasonic Source Localization (BISL) methodology is examined and simplified providing a generalized method of estimating the source location and time for an infrasonic event and the mathematical framework is used therein. The likelihood function describing an infrasonic detection used in BISL has been redefined to include the von Mises distribution developed in directional statistics and propagation-based, physically derived celerity-range and azimuth deviation models. Frameworks for constructing propagation-based celerity-range and azimuth deviation statistics are presented to demonstrate how stochastic propagation modelling methods can be used to improve the precision and accuracy of the posterior probability density function describing themore » source localization. Infrasonic signals recorded at a number of arrays in the western United States produced by rocket motor detonations at the Utah Test and Training Range are used to demonstrate the application of the new mathematical framework and to quantify the improvement obtained by using the stochastic propagation modelling methods. Moreover, using propagation-based priors, the spatial and temporal confidence bounds of the source decreased by more than 40 per cent in all cases and by as much as 80 per cent in one case. Further, the accuracy of the estimates remained high, keeping the ground truth within the 99 per cent confidence bounds for all cases.« less

On stochastic control and optimal measurement strategies. Ph.D. Thesis

NASA Technical Reports Server (NTRS)

Kramer, L. C.

1971-01-01

The control of stochastic dynamic systems is studied with particular emphasis on those which influence the quality or nature of the measurements which are made to effect control. Four main areas are discussed: (1) the meaning of stochastic optimality and the means by which dynamic programming may be applied to solve a combined control/measurement problem; (2) a technique by which it is possible to apply deterministic methods, specifically the minimum principle, to the study of stochastic problems; (3) the methods described are applied to linear systems with Gaussian disturbances to study the structure of the resulting control system; and (4) several applications are considered.

Guidelines for the Academic Preparation of Mathematics Faculty at Two-Year Colleges.

ERIC Educational Resources Information Center

American Mathematical Association of Two-Year Colleges.

Addressed to two-year college professionals responsible for staffing and evaluating mathematics programs and university personnel responsible for programs that prepare college mathematics teachers, this document provides recommendations for training effective community college mathematics faculty adopted by the American Mathematical Association of…

Optimization of structures undergoing harmonic or stochastic excitation. Ph.D. Thesis; [atmospheric turbulence and white noise

NASA Technical Reports Server (NTRS)

Johnson, E. H.

1975-01-01

The optimal design was investigated of simple structures subjected to dynamic loads, with constraints on the structures' responses. Optimal designs were examined for one dimensional structures excited by harmonically oscillating loads, similar structures excited by white noise, and a wing in the presence of continuous atmospheric turbulence. The first has constraints on the maximum allowable stress while the last two place bounds on the probability of failure of the structure. Approximations were made to replace the time parameter with a frequency parameter. For the first problem, this involved the steady state response, and in the remaining cases, power spectral techniques were employed to find the root mean square values of the responses. Optimal solutions were found by using computer algorithms which combined finite elements methods with optimization techniques based on mathematical programming. It was found that the inertial loads for these dynamic problems result in optimal structures that are radically different from those obtained for structures loaded statically by forces of comparable magnitude.

On equivalent parameter learning in simplified feature space based on Bayesian asymptotic analysis.

PubMed

Yamazaki, Keisuke

2012-07-01

Parametric models for sequential data, such as hidden Markov models, stochastic context-free grammars, and linear dynamical systems, are widely used in time-series analysis and structural data analysis. Computation of the likelihood function is one of primary considerations in many learning methods. Iterative calculation of the likelihood such as the model selection is still time-consuming though there are effective algorithms based on dynamic programming. The present paper studies parameter learning in a simplified feature space to reduce the computational cost. Simplifying data is a common technique seen in feature selection and dimension reduction though an oversimplified space causes adverse learning results. Therefore, we mathematically investigate a condition of the feature map to have an asymptotically equivalent convergence point of estimated parameters, referred to as the vicarious map. As a demonstration to find vicarious maps, we consider the feature space, which limits the length of data, and derive a necessary length for parameter learning in hidden Markov models. Copyright © 2012 Elsevier Ltd. All rights reserved.

Impact of Online Summer Mathematics Bridge Program on Placement Scores and Pass Rates

ERIC Educational Resources Information Center

Frost, Jodi L.; Dreher, J. P.

2017-01-01

An online four-week summer mathematics bridge program was implemented at a Midwest university with historically low pass rates in College Algebra and Remedial Mathematics. Students who completed the four week program significantly increased their mathematics placement exam scores. These students also had a higher pass rate in their initial college…

Mathematics in Colleges and Universities. A Comprehensive Survey of Graduate and Undergraduate Programs. Final Report

ERIC Educational Resources Information Center

Lindquist, Clarence B.

Presented is a comprehensive survey of graduate and undergraduate programs in mathematics in effect during Winter and Spring of 1961. Questionnaires were mailed to 1,069 institutions which awarded degrees in mathematics or offered substantial programs in mathematics. Junior colleges and such specialized schools as Bible Colleges and seminaries,…

Optimal exploitation strategies for an animal population in a Markovian environment: A theory and an example

USGS Publications Warehouse

Anderson, D.R.

1975-01-01

Optimal exploitation strategies were studied for an animal population in a Markovian (stochastic, serially correlated) environment. This is a general case and encompasses a number of important special cases as simplifications. Extensive empirical data on the Mallard (Anas platyrhynchos) were used as an example of general theory. The number of small ponds on the central breeding grounds was used as an index to the state of the environment. A general mathematical model was formulated to provide a synthesis of the existing literature, estimates of parameters developed from an analysis of data, and hypotheses regarding the specific effect of exploitation on total survival. The literature and analysis of data were inconclusive concerning the effect of exploitation on survival. Therefore, two hypotheses were explored: (1) exploitation mortality represents a largely additive form of mortality, and (2) exploitation mortality is compensatory with other forms of mortality, at least to some threshold level. Models incorporating these two hypotheses were formulated as stochastic dynamic programming models and optimal exploitation strategies were derived numerically on a digital computer. Optimal exploitation strategies were found to exist under the rather general conditions. Direct feedback control was an integral component in the optimal decision-making process. Optimal exploitation was found to be substantially different depending upon the hypothesis regarding the effect of exploitation on the population. If we assume that exploitation is largely an additive force of mortality in Mallards, then optimal exploitation decisions are a convex function of the size of the breeding population and a linear or slight concave function of the environmental conditions. Under the hypothesis of compensatory mortality forces, optimal exploitation decisions are approximately linearly related to the size of the Mallard breeding population. Dynamic programming is suggested as a very general formulation for realistic solutions to the general optimal exploitation problem. The concepts of state vectors and stage transformations are completely general. Populations can be modeled stochastically and the objective function can include extra-biological factors. The optimal level of exploitation in year t must be based on the observed size of the population and the state of the environment in year t unless the dynamics of the population, the state of the environment, and the result of the exploitation decisions are completely deterministic. Exploitation based on an average harvest, or harvest rate, or designed to maintain a constant breeding population size is inefficient.

Pre-service Mathematics Teachers' Knowledge of History of Mathematics and Their Attitudes and Beliefs Towards Using History of Mathematics in Mathematics Education

NASA Astrophysics Data System (ADS)

Alpaslan, Mustafa; Işıksal, Mine; Haser, Çiğdem

2014-01-01

This study examined pre-service mathematics teachers' knowledge of history of mathematics and their attitudes and beliefs towards using history of mathematics in mathematics education based on year level in teacher education program and gender. The sample included 1,593 freshman, sophomore, junior, and senior pre-service middle school (grades 4-8) mathematics teachers from nine universities in Turkey. Data were collected through Knowledge of History of Mathematics Test and Attitudes and Beliefs towards the Use of History of Mathematics in Mathematics Education Questionnaire. Results indicate that pre-service teachers have moderate knowledge of history of mathematics and positive attitudes and beliefs towards using history of mathematics. Their knowledge scores increase as the year level in teacher education program advanced. Males' knowledge scores are significantly higher than females' scores in the first 2 years. This situation reverses in the last 2 years, but it is not statistically significant. Pre-service teachers have more positive attitudes and availing beliefs towards using history of mathematics as they progress in their teacher education program. Females have greater attitudes and beliefs mean scores than males in each of the years. The results indicate that the teacher education program may have enhanced the pre-service teachers' knowledge of history of mathematics by related courses. However, the moderate knowledge scores indicate that there is a need for revision of these courses. The pre-service teachers' positive attitudes and beliefs towards using history of mathematics stress the importance of teacher education program in order to prepare them for implementing this alternative strategy in the future.

The EMERGE Summer Program: Supporting Incoming Freshmen's Success in Mathematics Developmental Coursework

ERIC Educational Resources Information Center

Bird, Katherine; Oppland-Cordell, Sarah; Hibdon, Joseph

2016-01-01

This paper describes the development, results, and future directions of the mathematics component of the EMERGE Summer Program at Northeastern Illinois University. Initiated summer 2014, EMERGE offered English and mathematics sessions for incoming freshmen. The mathematics session aimed to strengthen participants' mathematical foundations,…

Alternative Secondary Mathematics Programs for Migrant Students: Cultural and Linguistic Considerations.

ERIC Educational Resources Information Center

Celedon-Pattichis, Sylvia

This chapter describes various programs providing secondary mathematics curricula to migrant students and discusses some challenges of integrating the cultural and linguistic experiences of migrant students learning mathematics. Among the distance-education programs designed for migrant students, the University of Texas Migrant Program delivers 22…

Integration of progressive hedging and dual decomposition in stochastic integer programs

DOE PAGES

Watson, Jean -Paul; Guo, Ge; Hackebeil, Gabriel; ...

2015-04-07

We present a method for integrating the Progressive Hedging (PH) algorithm and the Dual Decomposition (DD) algorithm of Carøe and Schultz for stochastic mixed-integer programs. Based on the correspondence between lower bounds obtained with PH and DD, a method to transform weights from PH to Lagrange multipliers in DD is found. Fast progress in early iterations of PH speeds up convergence of DD to an exact solution. As a result, we report computational results on server location and unit commitment instances.

A one-model approach based on relaxed combinations of inputs for evaluating input congestion in DEA

NASA Astrophysics Data System (ADS)

Khodabakhshi, Mohammad

2009-08-01

This paper provides a one-model approach of input congestion based on input relaxation model developed in data envelopment analysis (e.g. [G.R. Jahanshahloo, M. Khodabakhshi, Suitable combination of inputs for improving outputs in DEA with determining input congestion -- Considering textile industry of China, Applied Mathematics and Computation (1) (2004) 263-273; G.R. Jahanshahloo, M. Khodabakhshi, Determining assurance interval for non-Archimedean ele improving outputs model in DEA, Applied Mathematics and Computation 151 (2) (2004) 501-506; M. Khodabakhshi, A super-efficiency model based on improved outputs in data envelopment analysis, Applied Mathematics and Computation 184 (2) (2007) 695-703; M. Khodabakhshi, M. Asgharian, An input relaxation measure of efficiency in stochastic data analysis, Applied Mathematical Modelling 33 (2009) 2010-2023]. This approach reduces solving three problems with the two-model approach introduced in the first of the above-mentioned reference to two problems which is certainly important from computational point of view. The model is applied to a set of data extracted from ISI database to estimate input congestion of 12 Canadian business schools.

Statistical Optics

NASA Astrophysics Data System (ADS)

Goodman, Joseph W.

2000-07-01

The Wiley Classics Library consists of selected books that have become recognized classics in their respective fields. With these new unabridged and inexpensive editions, Wiley hopes to extend the life of these important works by making them available to future generations of mathematicians and scientists. Currently available in the Series: T. W. Anderson The Statistical Analysis of Time Series T. S. Arthanari & Yadolah Dodge Mathematical Programming in Statistics Emil Artin Geometric Algebra Norman T. J. Bailey The Elements of Stochastic Processes with Applications to the Natural Sciences Robert G. Bartle The Elements of Integration and Lebesgue Measure George E. P. Box & Norman R. Draper Evolutionary Operation: A Statistical Method for Process Improvement George E. P. Box & George C. Tiao Bayesian Inference in Statistical Analysis R. W. Carter Finite Groups of Lie Type: Conjugacy Classes and Complex Characters R. W. Carter Simple Groups of Lie Type William G. Cochran & Gertrude M. Cox Experimental Designs, Second Edition Richard Courant Differential and Integral Calculus, Volume I RIchard Courant Differential and Integral Calculus, Volume II Richard Courant & D. Hilbert Methods of Mathematical Physics, Volume I Richard Courant & D. Hilbert Methods of Mathematical Physics, Volume II D. R. Cox Planning of Experiments Harold S. M. Coxeter Introduction to Geometry, Second Edition Charles W. Curtis & Irving Reiner Representation Theory of Finite Groups and Associative Algebras Charles W. Curtis & Irving Reiner Methods of Representation Theory with Applications to Finite Groups and Orders, Volume I Charles W. Curtis & Irving Reiner Methods of Representation Theory with Applications to Finite Groups and Orders, Volume II Cuthbert Daniel Fitting Equations to Data: Computer Analysis of Multifactor Data, Second Edition Bruno de Finetti Theory of Probability, Volume I Bruno de Finetti Theory of Probability, Volume 2 W. Edwards Deming Sample Design in Business Research

Dynamic Programming and Error Estimates for Stochastic Control Problems with Maximum Cost

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

Bokanowski, Olivier, E-mail: boka@math.jussieu.fr; Picarelli, Athena, E-mail: athena.picarelli@inria.fr; Zidani, Hasnaa, E-mail: hasnaa.zidani@ensta.fr

2015-02-15

This work is concerned with stochastic optimal control for a running maximum cost. A direct approach based on dynamic programming techniques is studied leading to the characterization of the value function as the unique viscosity solution of a second order Hamilton–Jacobi–Bellman (HJB) equation with an oblique derivative boundary condition. A general numerical scheme is proposed and a convergence result is provided. Error estimates are obtained for the semi-Lagrangian scheme. These results can apply to the case of lookback options in finance. Moreover, optimal control problems with maximum cost arise in the characterization of the reachable sets for a system ofmore » controlled stochastic differential equations. Some numerical simulations on examples of reachable analysis are included to illustrate our approach.« less

Search Planning Under Incomplete Information Using Stochastic Optimization and Regression

DTIC Science & Technology

2011-09-01

solve since they involve un- certainty and unknown parameters (see for example Shapiro et al., 2009; Wallace & Ziemba , 2005). One application area is...M16130.2E. 43 Wallace, S. W., & Ziemba , W. T. (2005). Applications of stochastic programming. Philadelphia, PA: Society for Industrial and Applied

Improving the Graduate School Experience for Women in Mathematics: the Edge Program

NASA Astrophysics Data System (ADS)

Bozeman, Sylvia T.; Hughes, Rhonda J.

For over a decade, Spelman College and Bryn Mawr College have collaborated on initiatives designed to increase the presence of women, with a special focus on women of color, in the upper ranks of mathematical science. The most recent initiative is the EDGE Program (Enhancing Diversity in Graduate Education), which addresses this challenge by attempting to decrease the loss of talent from U.S. graduate programs. To this end, the program provides structures that help women make successful transitions from undergraduate into graduate mathematics programs, redirect or refocus their ambitions when programs are inappropriate or unsuitable, and, ultimately, enable them to "accumulate advantages" that will empower them and foster success in their careers. A broader goal of this program is to diversify the mathematics community by creating models for mathematics programs that allow people from all backgrounds and cultures to thrive, advance, and contribute to the profession.

Effectiveness of the Incentive Loan Program for Mathematics and Science Teachers--Washington State 1983-1986. Part III: Report to Washington State Legislature Incentive Loan Program for Mathematics and Science Teachers.

ERIC Educational Resources Information Center

Harder, Annie K.; And Others

The effectiveness of a loan program in providing an incentive for students to prepare for mathematics and/or science teaching in Washington State is described in this report. It is the third of a three part report to the Washington State Legislature regarding the Teacher Incentive Loan Program for Mathematics and Science. Recipients of forgiveness…

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.

Application of the Cluster Expansion to a Mathematical Model of the Long Memory Phenomenon in a Financial Market

NASA Astrophysics Data System (ADS)

Kuroda, Koji; Maskawa, Jun-ichi; Murai, Joshin

2013-08-01

Empirical studies of the high frequency data in stock markets show that the time series of trade signs or signed volumes has a long memory property. In this paper, we present a discrete time stochastic process for polymer model which describes trader's trading strategy, and show that a scale limit of the process converges to superposition of fractional Brownian motions with Hurst exponents and Brownian motion, provided that the index γ of the time scale about the trader's investment strategy coincides with the index δ of the interaction range in the discrete time process. The main tool for the investigation is the method of cluster expansion developed in the mathematical study of statistical mechanics.

Mathematical Modeling of the Origins of Life

NASA Technical Reports Server (NTRS)

Pohorille, Andrew

2006-01-01

The emergence of early metabolism - a network of catalyzed chemical reactions that supported self-maintenance, growth, reproduction and evolution of the ancestors of contemporary cells (protocells) was a critical, but still very poorly understood step on the path from inanimate to animate matter. Here, it is proposed and tested through mathematical modeling of biochemically plausible systems that the emergence of metabolism and its initial evolution towards higher complexity preceded the emergence of a genome. Even though the formation of protocellular metabolism was driven by non-genomic, highly stochastic processes the outcome was largely deterministic, strongly constrained by laws of chemistry. It is shown that such concepts as speciation and fitness to the environment, developed in the context of genomic evolution, also held in the absence of a genome.

XMDS2: Fast, scalable simulation of coupled stochastic partial differential equations

NASA Astrophysics Data System (ADS)

Dennis, Graham R.; Hope, Joseph J.; Johnsson, Mattias T.

2013-01-01

XMDS2 is a cross-platform, GPL-licensed, open source package for numerically integrating initial value problems that range from a single ordinary differential equation up to systems of coupled stochastic partial differential equations. The equations are described in a high-level XML-based script, and the package generates low-level optionally parallelised C++ code for the efficient solution of those equations. It combines the advantages of high-level simulations, namely fast and low-error development, with the speed, portability and scalability of hand-written code. XMDS2 is a complete redesign of the XMDS package, and features support for a much wider problem space while also producing faster code. Program summaryProgram title: XMDS2 Catalogue identifier: AENK_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AENK_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: GNU General Public License, version 2 No. of lines in distributed program, including test data, etc.: 872490 No. of bytes in distributed program, including test data, etc.: 45522370 Distribution format: tar.gz Programming language: Python and C++. Computer: Any computer with a Unix-like system, a C++ compiler and Python. Operating system: Any Unix-like system; developed under Mac OS X and GNU/Linux. RAM: Problem dependent (roughly 50 bytes per grid point) Classification: 4.3, 6.5. External routines: The external libraries required are problem-dependent. Uses FFTW3 Fourier transforms (used only for FFT-based spectral methods), dSFMT random number generation (used only for stochastic problems), MPI message-passing interface (used only for distributed problems), HDF5, GNU Scientific Library (used only for Bessel-based spectral methods) and a BLAS implementation (used only for non-FFT-based spectral methods). Nature of problem: General coupled initial-value stochastic partial differential equations. Solution method: Spectral method with method-of-lines integration Running time: Determined by the size of the problem

Itô-SDE MCMC method for Bayesian characterization of errors associated with data limitations in stochastic expansion methods for uncertainty quantification

NASA Astrophysics Data System (ADS)

Arnst, M.; Abello Álvarez, B.; Ponthot, J.-P.; Boman, R.

2017-11-01

This paper is concerned with the characterization and the propagation of errors associated with data limitations in polynomial-chaos-based stochastic methods for uncertainty quantification. Such an issue can arise in uncertainty quantification when only a limited amount of data is available. When the available information does not suffice to accurately determine the probability distributions that must be assigned to the uncertain variables, the Bayesian method for assigning these probability distributions becomes attractive because it allows the stochastic model to account explicitly for insufficiency of the available information. In previous work, such applications of the Bayesian method had already been implemented by using the Metropolis-Hastings and Gibbs Markov Chain Monte Carlo (MCMC) methods. In this paper, we present an alternative implementation, which uses an alternative MCMC method built around an Itô stochastic differential equation (SDE) that is ergodic for the Bayesian posterior. We draw together from the mathematics literature a number of formal properties of this Itô SDE that lend support to its use in the implementation of the Bayesian method, and we describe its discretization, including the choice of the free parameters, by using the implicit Euler method. We demonstrate the proposed methodology on a problem of uncertainty quantification in a complex nonlinear engineering application relevant to metal forming.

Stochastic modeling of central apnea events in preterm infants.

PubMed

Clark, Matthew T; Delos, John B; Lake, Douglas E; Lee, Hoshik; Fairchild, Karen D; Kattwinkel, John; Moorman, J Randall

2016-04-01

A near-ubiquitous pathology in very low birth weight infants is neonatal apnea, breathing pauses with slowing of the heart and falling blood oxygen. Events of substantial duration occasionally occur after an infant is discharged from the neonatal intensive care unit (NICU). It is not known whether apneas result from a predictable process or from a stochastic process, but the observation that they occur in seemingly random clusters justifies the use of stochastic models. We use a hidden-Markov model to analyze the distribution of durations of apneas and the distribution of times between apneas. The model suggests the presence of four breathing states, ranging from very stable (with an average lifetime of 12 h) to very unstable (with an average lifetime of 10 s). Although the states themselves are not visible, the mathematical analysis gives estimates of the transition rates among these states. We have obtained these transition rates, and shown how they change with post-menstrual age; as expected, the residence time in the more stable breathing states increases with age. We also extrapolated the model to predict the frequency of very prolonged apnea during the first year of life. This paradigm-stochastic modeling of cardiorespiratory control in neonatal infants to estimate risk for severe clinical events-may be a first step toward personalized risk assessment for life threatening apnea events after NICU discharge.

Proper orthogonal decomposition-based spectral higher-order stochastic estimation

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

Baars, Woutijn J., E-mail: wbaars@unimelb.edu.au; Tinney, Charles E.

A unique routine, capable of identifying both linear and higher-order coherence in multiple-input/output systems, is presented. The technique combines two well-established methods: Proper Orthogonal Decomposition (POD) and Higher-Order Spectra Analysis. The latter of these is based on known methods for characterizing nonlinear systems by way of Volterra series. In that, both linear and higher-order kernels are formed to quantify the spectral (nonlinear) transfer of energy between the system's input and output. This reduces essentially to spectral Linear Stochastic Estimation when only first-order terms are considered, and is therefore presented in the context of stochastic estimation as spectral Higher-Order Stochastic Estimationmore » (HOSE). The trade-off to seeking higher-order transfer kernels is that the increased complexity restricts the analysis to single-input/output systems. Low-dimensional (POD-based) analysis techniques are inserted to alleviate this void as POD coefficients represent the dynamics of the spatial structures (modes) of a multi-degree-of-freedom system. The mathematical framework behind this POD-based HOSE method is first described. The method is then tested in the context of jet aeroacoustics by modeling acoustically efficient large-scale instabilities as combinations of wave packets. The growth, saturation, and decay of these spatially convecting wave packets are shown to couple both linearly and nonlinearly in the near-field to produce waveforms that propagate acoustically to the far-field for different frequency combinations.« less

Developing stochastic model of thrust and flight dynamics for small UAVs

NASA Astrophysics Data System (ADS)

Tjhai, Chandra

This thesis presents a stochastic thrust model and aerodynamic model for small propeller driven UAVs whose power plant is a small electric motor. First a model which relates thrust generated by a small propeller driven electric motor as a function of throttle setting and commanded engine RPM is developed. A perturbation of this model is then used to relate the uncertainty in throttle and engine RPM commanded to the error in the predicted thrust. Such a stochastic model is indispensable in the design of state estimation and control systems for UAVs where the performance requirements of the systems are specied in stochastic terms. It is shown that thrust prediction models for small UAVs are not a simple, explicit functions relating throttle input and RPM command to thrust generated. Rather they are non-linear, iterative procedures which depend on a geometric description of the propeller and mathematical model of the motor. A detailed derivation of the iterative procedure is presented and the impact of errors which arise from inaccurate propeller and motor descriptions are discussed. Validation results from a series of wind tunnel tests are presented. The results show a favorable statistical agreement between the thrust uncertainty predicted by the model and the errors measured in the wind tunnel. The uncertainty model of aircraft aerodynamic coefficients developed based on wind tunnel experiment will be discussed at the end of this thesis.

The Impact of an Online Tutoring Program on Mathematics Achievement

ERIC Educational Resources Information Center

Clark, Amy K.; Whetstone, Patti

2014-01-01

The authors explored the impact of an online tutoring program, Math Whizz (Whizz Education, 2014), on student mathematics achievement at 15 elementary schools. Students participated in the use of the Math Whizz program for the duration of the school year as a supplement to mathematics instruction. The Math Whizz program recorded such information…

Sociophysics of sexism: normal and anomalous petrie multipliers

NASA Astrophysics Data System (ADS)

Eliazar, Iddo

2015-07-01

A recent mathematical model by Karen Petrie explains how sexism towards women can arise in organizations where male and female are equally sexist. Indeed, the Petrie model predicts that such sexism will emerge whenever there is a male majority, and quantifies this majority bias by the ‘Petrie multiplier’: the square of the male/female ratio. In this paper—emulating the shift from ‘normal’ to ‘anomalous’ diffusion—we generalize the Petrie model to a stochastic Poisson model that accommodates heterogeneously sexist men and woman, and that extends the ‘normal’ quadratic Petrie multiplier to ‘anomalous’ non-quadratic multipliers. The Petrie multipliers span a full spectrum of behaviors which we classify into four universal types. A variation of the stochastic Poisson model and its Petrie multipliers is further applied to the context of cyber warfare.

Random walk, diffusion and mixing in simulations of scalar transport in fluid flows

NASA Astrophysics Data System (ADS)

Klimenko, A. Y.

2008-12-01

Physical similarity and mathematical equivalence of continuous diffusion and particle random walk form one of the cornerstones of modern physics and the theory of stochastic processes. In many applied models used in simulation of turbulent transport and turbulent combustion, mixing between particles is used to reflect the influence of the continuous diffusion terms in the transport equations. We show that the continuous scalar transport and diffusion can be accurately specified by means of mixing between randomly walking Lagrangian particles with scalar properties and assess errors associated with this scheme. This gives an alternative formulation for the stochastic process which is selected to represent the continuous diffusion. This paper focuses on statistical errors and deals with relatively simple cases, where one-particle distributions are sufficient for a complete description of the problem.

Developing a new stochastic competitive model regarding inventory and price

NASA Astrophysics Data System (ADS)

Rashid, Reza; Bozorgi-Amiri, Ali; Seyedhoseini, S. M.

2015-09-01

Within the competition in today's business environment, the design of supply chains becomes more complex than before. This paper deals with the retailer's location problem when customers choose their vendors, and inventory costs have been considered for retailers. In a competitive location problem, price and location of facilities affect demands of customers; consequently, simultaneous optimization of the location and inventory system is needed. To prepare a realistic model, demand and lead time have been assumed as stochastic parameters, and queuing theory has been used to develop a comprehensive mathematical model. Due to complexity of the problem, a branch and bound algorithm has been developed, and its performance has been validated in several numerical examples, which indicated effectiveness of the algorithm. Also, a real case has been prepared to demonstrate performance of the model for real world.

Plasma Equilibrium in a Magnetic Field with Stochastic Regions

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

J.A. Krommes and Allan H. Reiman

The nature of plasma equilibrium in a magnetic field with stochastic regions is examined. It is shown that the magnetic differential equation that determines the equilibrium Pfirsch-Schluter currents can be cast in a form similar to various nonlinear equations for a turbulent plasma, allowing application of the mathematical methods of statistical turbulence theory. An analytically tractable model, previously studied in the context of resonance-broadening theory, is applied with particular attention paid to the periodicity constraints required in toroidal configurations. It is shown that even a very weak radial diffusion of the magnetic field lines can have a significant effect onmore » the equilibrium in the neighborhood of the rational surfaces, strongly modifying the near-resonant Pfirsch-Schluter currents. Implications for the numerical calculation of 3D equilibria are discussed« less

The effect of mathematics games to the student perception of mathematics subject: A case study in Sekolah Kebangsaan Bukit Kuda, Klang

NASA Astrophysics Data System (ADS)

Abdul Hadi, Normi; Mohd Noor, Norlenda; Abd Halim, Suhaila; Alwadood, Zuraida; Khairol Azmi, Nurul Nisa'

2013-04-01

Mathematics is a basic subject in primary and secondary schools. Early exposure to mathematics is very important since it will affect the student perception towards this subject for their entire life. Therefore, a program called 'Mini Hari Matematik' was conducted to expose the basic mathematics concept through some games which fit the knowledge of Standard four and five students. A questionnaire regarding student perception towards this subject was distributed before and after the program. From the analysis, the program has positively changed the student's perception towards mathematics.

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

Return Difference Feedback Design for Robust Uncertainty Tolerance in Stochastic Multivariable Control Systems.

DTIC Science & Technology

1982-11-01

D- R136 495 RETURN DIFFERENCE FEEDBACK DESIGN FOR ROBUSTj/ UNCERTAINTY TOLERANCE IN STO..(U) UNIVERSITY OF SOUTHERN CALIFORNIA LOS ANGELES DEPT OF...State and ZIP Code) 7. b6 ADORESS (City. Staft and ZIP Code) Department of Electrical Engineering -’M Directorate of Mathematical & Information Systems ...13. SUBJECT TERMS Continur on rverse ineeesaty and identify by block nmber) FIELD GROUP SUE. GR. Systems theory; control; feedback; automatic control

Chaotic Motions in the Dynamics of Space Tethered Systems. 1. Analysis of the Problem

NASA Astrophysics Data System (ADS)

Pirozhenko, A. V.

The determined-chaos phenomenon in the dynamics of space tethered systems is analyzed. A model problem, the essence of stochastic regimes of motion in the oscillation of masses in the internal degrees of freedom is formulated. A number of calculus approaches to the phenomenon is considered and the supposition is made that it is impossible to define the essence of the phenomenon by the mathematical methods traditional for mechanics.

Supercritical Quasi-Conduction States in Stochastic Rayleigh-Benard Convection

DTIC Science & Technology

2011-09-15

is 10 (see table 1). The sensitivity (in the sense of Sobol [39]) of the integrated Nusselt number with respect to the amplitude of the boundary...using a multi-element quadrature formula [32]. Following Sobol [39], we shall define global sensitivity indices as the ratio between the variance of...39] I. M. Sobol , Global sensitivity indices for nonlinear mathematical models and their monte carlo estimates, Math. Comput. Simul. 55 (2001) 271

Distributed Time Synchronization Algorithms and Opinion Dynamics

NASA Astrophysics Data System (ADS)

Manita, Anatoly; Manita, Larisa

2018-01-01

We propose new deterministic and stochastic models for synchronization of clocks in nodes of distributed networks. An external accurate time server is used to ensure convergence of the node clocks to the exact time. These systems have much in common with mathematical models of opinion formation in multiagent systems. There is a direct analogy between the time server/node clocks pair in asynchronous networks and the leader/follower pair in the context of social network models.

Algebraic Functions of H-Functions with Specific Dependency Structure.

DTIC Science & Technology

1984-05-01

a study of its characteristic function. Such analysis is reproduced in books by Springer (17), Anderson (23), Feller (34,35), Mood and Graybill (52...following linearity property for expectations of jointly distributed random variables is derived. r 1 Theorem 1.1: If X and Y are real random variables...appear in American Journal of Mathematical and Management Science. 13. Mathai, A.M., and R.K. Saxena, "On linear combinations of stochastic variables

New computer system simplifies programming of mathematical equations

NASA Technical Reports Server (NTRS)

Reinfelds, J.; Seitz, R. N.; Wood, L. H.

1966-01-01

Automatic Mathematical Translator /AMSTRAN/ permits scientists or engineers to enter mathematical equations in their natural mathematical format and to obtain an immediate graphical display of the solution. This automatic-programming, on-line, multiterminal computer system allows experienced programmers to solve nonroutine problems.

Effects of a Mathematics Fluency Program on Mathematics Performance of Students with Challenging Behaviors

ERIC Educational Resources Information Center

Whitney, Todd; Hirn, Regina G.; Lingo, Amy S.

2016-01-01

In the present study, we examined the effects of a fluency-building mathematics program called Great Leaps Math on fluency of basic addition mathematics facts zero to nine and word problem solving using a multiple probe design across participants. Three elementary students with challenging behaviors and mathematics difficulty participated in the…

Examining Change in K-3 Teachers' Mathematical Knowledge, Attitudes, and Beliefs: The Case of Primarily Math

ERIC Educational Resources Information Center

Kutaka, T. S.; Ren, L.; Smith, W. M.; Beattie, H. L.; Edwards, C. P.; Green, J. L.; Chernyavskiy, P.; Stroup, W.; Heaton, R. M.; Lewis, W. J.

2018-01-01

This study examines the impact of the Primarily Math Elementary Mathematics Specialist program on K-3 teachers' mathematical content knowledge for teaching, attitudes toward learning mathematics, and beliefs about mathematics teaching and learning. Three cohorts of teachers participating in the program were compared to a similar group of…

Predicting the remaining service life of concrete

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

Clifton, J.F.

1991-11-01

Nuclear power plants are providing, currently, about 17 percent of the U.S. electricity and many of these plants are approaching their licensed life of 40 years. The U.S. Nuclear Regulatory Commission and the Department of Energy`s Oak Ridge National Laboratory are carrying out a program to develop a methodology for assessing the remaining safe-life of the concrete components and structures in nuclear power plants. This program has the overall objective of identifying potential structural safety issues, as well as acceptance criteria, for use in evaluations of nuclear power plants for continued service. The National Institute of Standards and Technology (NIST)more » is contributing to this program by identifying and analyzing methods for predicting the remaining life of in-service concrete materials. This report examines the basis for predicting the remaining service lives of concrete materials of nuclear power facilities. Methods for predicting the service life of new and in-service concrete materials are analyzed. These methods include (1) estimates based on experience, (2) comparison of performance, (3) accelerated testing, (4) stochastic methods, and (5) mathematical modeling. New approaches for predicting the remaining service lives of concrete materials are proposed and recommendations for their further development given. Degradation processes are discussed based on considerations of their mechanisms, likelihood of occurrence, manifestations, and detection. They include corrosion, sulfate attack, alkali-aggregate reactions, frost attack, leaching, radiation, salt crystallization, and microbiological attack.« less

What's Working: Program Factors Influencing California Community College Basic Skills Mathematics Students' Advancement to Transfer Level

ERIC Educational Resources Information Center

Fiero, Diane M.

2013-01-01

Purpose: The purpose of this study was to determine which basic skills program factors were exhibited by successful basic skills programs that helped students advance to transfer-level mathematics. This study specifically examined California community college basic skills programs that assist students who place in mathematics courses 2 levels…

Improving Mathematics Teacher Education in Germany: Empirical Results from a Longitudinal Evaluation of Innovative Programs

ERIC Educational Resources Information Center

Buchholtz, Nils; Kaiser, Gabriele

2013-01-01

Innovative programs for restructuring the entry phase of mathematics teacher education programs have been implemented at various German universities within the last few years. This article reports about the design and the results of a longitudinal evaluation study of the effectiveness of two of these programs aiming to improve mathematics teacher…

Promoting Leadership in Doctoral Programs in Mathematics Education

ERIC Educational Resources Information Center

Reys, Robert

2013-01-01

Mathematics educators have many different opportunities to reflect leadership throughout their careers. High quality doctoral programs provide a rich and stimulating environment that supports the development of leadership qualities. This paper describes some ways that leadership can be fostered in doctoral programs in mathematics education.

An Attempt of Making Program-Generated Animation in a Beginners’ Programming Class

NASA Astrophysics Data System (ADS)

Matsuyama, Chieko; Nakashima, Toyoshiro; Ishii, Naohiro

In general, mathematical subjects are used for programming education in universities. In this case, many students lose the interest in the programming because the students have the preconception that is difficult to program by using the mathematical expressions. Especially beginners of the programming are a tendency to lose the interest. Therefore it is pointed out to use the subjects which do not need mathematical knowledge as much as possible. In this paper the authors have tried to make animation that are generated by programs instead of the mathematical subjects in a beginners’ programming class using C language used in a wide-ranging field. The authors discuss about improvements of the interest of students for programming by the try that is to make animation by programs in a programming class and refer to its effects.

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.

Parameter-based stochastic simulation of selection and breeding for multiple traits

Treesearch

Jennifer Myszewski; Thomas Byram; Floyd Bridgwater

2006-01-01

To increase the adaptability and economic value of plantations, tree improvement professionals often manage multiple traits in their breeding programs. When these traits are unfavorably correlated, breeders must weigh the economic importance of each trait and select for a desirable aggregate phenotype. Stochastic simulation allows breeders to test the effects of...

Stochastic search, optimization and regression with energy applications

NASA Astrophysics Data System (ADS)

Hannah, Lauren A.

Designing clean energy systems will be an important task over the next few decades. One of the major roadblocks is a lack of mathematical tools to economically evaluate those energy systems. However, solutions to these mathematical problems are also of interest to the operations research and statistical communities in general. This thesis studies three problems that are of interest to the energy community itself or provide support for solution methods: R&D portfolio optimization, nonparametric regression and stochastic search with an observable state variable. First, we consider the one stage R&D portfolio optimization problem to avoid the sequential decision process associated with the multi-stage. The one stage problem is still difficult because of a non-convex, combinatorial decision space and a non-convex objective function. We propose a heuristic solution method that uses marginal project values---which depend on the selected portfolio---to create a linear objective function. In conjunction with the 0-1 decision space, this new problem can be solved as a knapsack linear program. This method scales well to large decision spaces. We also propose an alternate, provably convergent algorithm that does not exploit problem structure. These methods are compared on a solid oxide fuel cell R&D portfolio problem. Next, we propose Dirichlet Process mixtures of Generalized Linear Models (DPGLM), a new method of nonparametric regression that accommodates continuous and categorical inputs, and responses that can be modeled by a generalized linear model. We prove conditions for the asymptotic unbiasedness of the DP-GLM regression mean function estimate. We also give examples for when those conditions hold, including models for compactly supported continuous distributions and a model with continuous covariates and categorical response. We empirically analyze the properties of the DP-GLM and why it provides better results than existing Dirichlet process mixture regression models. We evaluate DP-GLM on several data sets, comparing it to modern methods of nonparametric regression like CART, Bayesian trees and Gaussian processes. Compared to existing techniques, the DP-GLM provides a single model (and corresponding inference algorithms) that performs well in many regression settings. Finally, we study convex stochastic search problems where a noisy objective function value is observed after a decision is made. There are many stochastic search problems whose behavior depends on an exogenous state variable which affects the shape of the objective function. Currently, there is no general purpose algorithm to solve this class of problems. We use nonparametric density estimation to take observations from the joint state-outcome distribution and use them to infer the optimal decision for a given query state. We propose two solution methods that depend on the problem characteristics: function-based and gradient-based optimization. We examine two weighting schemes, kernel-based weights and Dirichlet process-based weights, for use with the solution methods. The weights and solution methods are tested on a synthetic multi-product newsvendor problem and the hour-ahead wind commitment problem. Our results show that in some cases Dirichlet process weights offer substantial benefits over kernel based weights and more generally that nonparametric estimation methods provide good solutions to otherwise intractable problems.

Stochastic Control of Energy Efficient Buildings: A Semidefinite Programming Approach

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

Ma, Xiao; Dong, Jin; Djouadi, Seddik M

2015-01-01

The key goal in energy efficient buildings is to reduce energy consumption of Heating, Ventilation, and Air- Conditioning (HVAC) systems while maintaining a comfortable temperature and humidity in the building. This paper proposes a novel stochastic control approach for achieving joint performance and power control of HVAC. We employ a constrained Stochastic Linear Quadratic Control (cSLQC) by minimizing a quadratic cost function with a disturbance assumed to be Gaussian. The problem is formulated to minimize the expected cost subject to a linear constraint and a probabilistic constraint. By using cSLQC, the problem is reduced to a semidefinite optimization problem, wheremore » the optimal control can be computed efficiently by Semidefinite programming (SDP). Simulation results are provided to demonstrate the effectiveness and power efficiency by utilizing the proposed control approach.« less

Manitoba Mathematics Assessment Program, 1981. Final Report.

ERIC Educational Resources Information Center

Manitoba Dept. of Education, Winnipeg.

This document contains conclusions, recommendations, a summary of results, and interpretations of the 1981 Mathematics Assessment Program. The Assessment Program involved the production of achievement tests and teacher questionnaires for the third, sixth, ninth, and twelth-grade students. These were a test related to general mathematics skills,…

78 FR 22841 - Defense Federal Acquisition Regulation Supplement: Encouragement of Science, Technology...

Federal Register 2010, 2011, 2012, 2013, 2014

2013-04-17

..., Engineering, and Mathematics (STEM) Programs (DFARS Case 2012-D027); Withdrawal AGENCY: Defense Acquisition... mathematics (STEM) programs. FOR FURTHER INFORMATION CONTACT: Mr. Dustin Pitsch: telephone 571-372- 6090... develop science, technology, engineering, and mathematics (STEM) programs. The purpose of this Notice is...

Effects of an Additional Mathematics Content Course on Elementary Teachers' Mathematical Beliefs and Knowledge for Teaching

ERIC Educational Resources Information Center

Smith, Marvin E.; Swars, Susan L.; Smith, Stephanie Z.; Hart, Lynn C.; Haardorfer, Regine

2012-01-01

This longitudinal study examines the effects of changes in an elementary teacher preparation program on mathematics beliefs and content knowledge for teaching of two groups of prospective teachers (N = 276): (1) those who completed a program with three mathematics content courses and two mathematics methods courses and (2) those who completed a…

The Effect of Teacher Education Programs on Future Elementary Mathematics Teachers' Knowledge: A Five-Country Analysis Using TEDS-M Data

ERIC Educational Resources Information Center

Qian, Hong; Youngs, Peter

2016-01-01

This article addresses the problem of how opportunities to learn in teacher education programs influence future elementary mathematics teachers' knowledge. This study used data collected for the Teacher Education and Development Study in Mathematics (TEDS-M). TEDS-M measured the mathematics content knowledge (MCK) and the mathematics pedagogical…

GillesPy: A Python Package for Stochastic Model Building and Simulation.

PubMed

Abel, John H; Drawert, Brian; Hellander, Andreas; Petzold, Linda R

2016-09-01

GillesPy is an open-source Python package for model construction and simulation of stochastic biochemical systems. GillesPy consists of a Python framework for model building and an interface to the StochKit2 suite of efficient simulation algorithms based on the Gillespie stochastic simulation algorithms (SSA). To enable intuitive model construction and seamless integration into the scientific Python stack, we present an easy to understand, action-oriented programming interface. Here, we describe the components of this package and provide a detailed example relevant to the computational biology community.

GillesPy: A Python Package for Stochastic Model Building and Simulation

PubMed Central

Abel, John H.; Drawert, Brian; Hellander, Andreas; Petzold, Linda R.

2017-01-01

GillesPy is an open-source Python package for model construction and simulation of stochastic biochemical systems. GillesPy consists of a Python framework for model building and an interface to the StochKit2 suite of efficient simulation algorithms based on the Gillespie stochastic simulation algorithms (SSA). To enable intuitive model construction and seamless integration into the scientific Python stack, we present an easy to understand, action-oriented programming interface. Here, we describe the components of this package and provide a detailed example relevant to the computational biology community. PMID:28630888

Stochastic thermodynamics

NASA Astrophysics Data System (ADS)

Eichhorn, Ralf; Aurell, Erik

2014-04-01

'Stochastic thermodynamics as a conceptual framework combines the stochastic energetics approach introduced a decade ago by Sekimoto [1] with the idea that entropy can consistently be assigned to a single fluctuating trajectory [2]'. This quote, taken from Udo Seifert's [3] 2008 review, nicely summarizes the basic ideas behind stochastic thermodynamics: for small systems, driven by external forces and in contact with a heat bath at a well-defined temperature, stochastic energetics [4] defines the exchanged work and heat along a single fluctuating trajectory and connects them to changes in the internal (system) energy by an energy balance analogous to the first law of thermodynamics. Additionally, providing a consistent definition of trajectory-wise entropy production gives rise to second-law-like relations and forms the basis for a 'stochastic thermodynamics' along individual fluctuating trajectories. In order to construct meaningful concepts of work, heat and entropy production for single trajectories, their definitions are based on the stochastic equations of motion modeling the physical system of interest. Because of this, they are valid even for systems that are prevented from equilibrating with the thermal environment by external driving forces (or other sources of non-equilibrium). In that way, the central notions of equilibrium thermodynamics, such as heat, work and entropy, are consistently extended to the non-equilibrium realm. In the (non-equilibrium) ensemble, the trajectory-wise quantities acquire distributions. General statements derived within stochastic thermodynamics typically refer to properties of these distributions, and are valid in the non-equilibrium regime even beyond the linear response. The extension of statistical mechanics and of exact thermodynamic statements to the non-equilibrium realm has been discussed from the early days of statistical mechanics more than 100 years ago. This debate culminated in the development of linear response theory for small deviations from equilibrium, in which a general framework is constructed from the analysis of non-equilibrium states close to equilibrium. In a next step, Prigogine and others developed linear irreversible thermodynamics, which establishes relations between transport coefficients and entropy production on a phenomenological level in terms of thermodynamic forces and fluxes. However, beyond the realm of linear response no general theoretical results were available for quite a long time. This situation has changed drastically over the last 20 years with the development of stochastic thermodynamics, revealing that the range of validity of thermodynamic statements can indeed be extended deep into the non-equilibrium regime. Early developments in that direction trace back to the observations of symmetry relations between the probabilities for entropy production and entropy annihilation in non-equilibrium steady states [5-8] (nowadays categorized in the class of so-called detailed fluctuation theorems), and the derivations of the Bochkov-Kuzovlev [9, 10] and Jarzynski relations [11] (which are now classified as so-called integral fluctuation theorems). Apart from its fundamental theoretical interest, the developments in stochastic thermodynamics have experienced an additional boost from the recent experimental progress in fabricating, manipulating, controlling and observing systems on the micro- and nano-scale. These advances are not only of formidable use for probing and monitoring biological processes on the cellular, sub-cellular and molecular level, but even include the realization of a microscopic thermodynamic heat engine [12] or the experimental verification of Landauer's principle in a colloidal system [13]. The scientific program Stochastic Thermodynamics held between 4 and 15 March 2013, and hosted by The Nordic Institute for Theoretical Physics (Nordita), was attended by more than 50 scientists from the Nordic countries and elsewhere, amongst them many leading experts in the field. During the program, the most recent developments, open questions and new ideas in stochastic thermodynamics were presented and discussed. From the talks and debates, the notion of information in stochastic thermodynamics, the fundamental properties of entropy production (rate) in non-equilibrium, the efficiency of small thermodynamic machines and the characteristics of optimal protocols for the applied (cyclic) forces were crystallizing as main themes. Surprisingly, the long-studied adiabatic piston, its peculiarities and its relation to stochastic thermodynamics were also the subject of intense discussions. The comment on the Nordita program Stochastic Thermodynamics published in this issue of Physica Scripta exploits the Jarzynski relation for determining free energy differences in the adiabatic piston. This scientific program and the contribution presented here were made possible by the financial and administrative support of The Nordic Institute for Theoretical Physics.

The Alberta K-9 Mathematics Program of Studies with Achievement Indicators

ERIC Educational Resources Information Center

Alberta Education, 2007

2007-01-01

The "Alberta K-9 Mathematics Program of Studies with Achievement Indicators" has been derived from "The Common Curriculum Framework for K-9 Mathematics: Western and Northern Canadian Protocol," May 2006 (the Common Curriculum Framework). The program of studies incorporates the conceptual framework for Kindergarten to Grade 9…

Effects of a Mathematics Cognitive Acceleration Program on Student Achievement and Motivation

ERIC Educational Resources Information Center

Finau, Teukava; Treagust, David F.; Won, Mihye; Chandrasegaran, A. L.

2018-01-01

This paper presents the effects of a cognitive acceleration program in mathematics classes on Tongan students' achievements, motivation and self-regulation. Cognitive Acceleration in Mathematics Education (CAME) is a program developed at King's College and implemented worldwide with the aim of improving students' thinking skills, mathematics…

Integration of CAI into a Freshmen Liberal Arts Math Course in the Community College.

ERIC Educational Resources Information Center

McCall, Michael B.; Holton, Jean L.

1982-01-01

Discusses four computer-assisted-instruction programs used in a college-level mathematics course to introduce computer literacy and improve mathematical skills. The BASIC programs include polynomial functions, trigonometric functions, matrix algebra, and differential calculus. Each program discusses mathematics theory and introduces programming…

Investigating Integer Restrictions in Linear Programming

ERIC Educational Resources Information Center

Edwards, Thomas G.; Chelst, Kenneth R.; Principato, Angela M.; Wilhelm, Thad L.

2015-01-01

Linear programming (LP) is an application of graphing linear systems that appears in many Algebra 2 textbooks. Although not explicitly mentioned in the Common Core State Standards for Mathematics, linear programming blends seamlessly into modeling with mathematics, the fourth Standard for Mathematical Practice (CCSSI 2010, p. 7). In solving a…

A Survey of Doctoral Programs in Mathematics Education.

ERIC Educational Resources Information Center

Sonnabend, Thomas

This nationwide survey of mathematics education professors presents and discusses rankings of mathematics education doctoral programs, tabulations of the number of doctoral dissertations produced in various programs, and the correlations between these two sets of data. Georgia, Ohio State, and Wisconsin were each mentioned by over 90% of the…

Development Mathematic Assessment to Increase Mathematical Prerequisite Ability on The Student with Learning Disabilities in Inclusive Elementary School

NASA Astrophysics Data System (ADS)

Robiansyah, S. T. U.; Nanang, F.; Hidayat

2018-01-01

The purpose of this study was to introduce about mathematic assessment is a process of obtaining data or information about the mastery of a student's mathematical skills as an ingredient in preparing a learning program. With this mathematics assessment can be known obstacles, difficulties and needs of students especially in the field of mathematic, so that the learning program will be in accordance with the potential students because it is tailored to what is required of students. This research study was conducted at elementary school of inclusive precisely at SDN Sukagalih I Bandung City based learning in setting of inclusive education. This research study is motivated by the existence of a first-grade student who has disabilities learning in mathematics, the ability of the mathematical prerequisite mastery of the classification of objects by color. The results of the research can provide a profile picture of student data information, the data obtained from the results of the development of systematic and formal mathematical assessment. After doing the development of mathematics assessment then the teacher gets important related information: 1. process the analysis of students’ learning needs, especially in the field of mathematics, 2. preparing the learning program planning according to student learning needs, 3. Designing procedural of method remedial program.

Ultrasensitive dual phosphorylation dephosphorylation cycle kinetics exhibits canonical competition behavior

NASA Astrophysics Data System (ADS)

Huang, Qingdao; Qian, Hong

2009-09-01

We establish a mathematical model for a cellular biochemical signaling module in terms of a planar differential equation system. The signaling process is carried out by two phosphorylation-dephosphorylation reaction steps that share common kinase and phosphatase with saturated enzyme kinetics. The pair of equations is particularly simple in the present mathematical formulation, but they are singular. A complete mathematical analysis is developed based on an elementary perturbation theory. The dynamics exhibits the canonical competition behavior in addition to bistability. Although widely understood in ecological context, we are not aware of a full range of biochemical competition in a simple signaling network. The competition dynamics has broad implications to cellular processes such as cell differentiation and cancer immunoediting. The concepts of homogeneous and heterogeneous multisite phosphorylation are introduced and their corresponding dynamics are compared: there is no bistability in a heterogeneous dual phosphorylation system. A stochastic interpretation is also provided that further gives intuitive understanding of the bistable behavior inside the cells.

Modeling birds on wires.

PubMed

Aydoğdu, A; Frasca, P; D'Apice, C; Manzo, R; Thornton, J M; Gachomo, B; Wilson, T; Cheung, B; Tariq, U; Saidel, W; Piccoli, B

2017-02-21

In this paper we introduce a mathematical model to study the group dynamics of birds resting on wires. The model is agent-based and postulates attraction-repulsion forces between the interacting birds: the interactions are "topological", in the sense that they involve a given number of neighbors irrespective of their distance. The model is first mathematically analyzed and then simulated to study its main properties: we observe that the model predicts birds to be more widely spaced near the borders of each group. We compare the results from the model with experimental data, derived from the analysis of pictures of pigeons and starlings taken in New Jersey: two different image elaboration protocols allow us to establish a good agreement with the model and to quantify its main parameters. We also discuss the potential handedness of the birds, by analyzing the group organization features and the group dynamics at the arrival of new birds. Finally, we propose a more refined mathematical model that describes landing and departing birds by suitable stochastic processes. Copyright © 2016 Elsevier Ltd. All rights reserved.

Phenotypic switching of populations of cells in a stochastic environment

NASA Astrophysics Data System (ADS)

Hufton, Peter G.; Lin, Yen Ting; Galla, Tobias

2018-02-01

In biology phenotypic switching is a common bet-hedging strategy in the face of uncertain environmental conditions. Existing mathematical models often focus on periodically changing environments to determine the optimal phenotypic response. We focus on the case in which the environment switches randomly between discrete states. Starting from an individual-based model we derive stochastic differential equations to describe the dynamics, and obtain analytical expressions for the mean instantaneous growth rates based on the theory of piecewise-deterministic Markov processes. We show that optimal phenotypic responses are non-trivial for slow and intermediate environmental processes, and systematically compare the cases of periodic and random environments. The best response to random switching is more likely to be heterogeneity than in the case of deterministic periodic environments, net growth rates tend to be higher under stochastic environmental dynamics. The combined system of environment and population of cells can be interpreted as host-pathogen interaction, in which the host tries to choose environmental switching so as to minimise growth of the pathogen, and in which the pathogen employs a phenotypic switching optimised to increase its growth rate. We discuss the existence of Nash-like mutual best-response scenarios for such host-pathogen games.

Simple stochastic birth and death models of genome evolution: was there enough time for us to evolve?

PubMed

Karev, Georgy P; Wolf, Yuri I; Koonin, Eugene V

2003-10-12

The distributions of many genome-associated quantities, including the membership of paralogous gene families can be approximated with power laws. We are interested in developing mathematical models of genome evolution that adequately account for the shape of these distributions and describe the evolutionary dynamics of their formation. We show that simple stochastic models of genome evolution lead to power-law asymptotics of protein domain family size distribution. These models, called Birth, Death and Innovation Models (BDIM), represent a special class of balanced birth-and-death processes, in which domain duplication and deletion rates are asymptotically equal up to the second order. The simplest, linear BDIM shows an excellent fit to the observed distributions of domain family size in diverse prokaryotic and eukaryotic genomes. However, the stochastic version of the linear BDIM explored here predicts that the actual size of large paralogous families is reached on an unrealistically long timescale. We show that introduction of non-linearity, which might be interpreted as interaction of a particular order between individual family members, allows the model to achieve genome evolution rates that are much better compatible with the current estimates of the rates of individual duplication/loss events.

The Influence of Turbulent Coherent Structure on Suspended Sediment Transport

NASA Astrophysics Data System (ADS)

Huang, S. H.; Tsai, C.

2017-12-01

The anomalous diffusion of turbulent sedimentation has received more and more attention in recent years. With the advent of new instruments and technologies, researchers have found that sediment behavior may deviate from Fickian assumptions when particles are heavier. In particle-laden flow, bursting phenomena affects instantaneous local concentrations, and seems to carry suspended particles for a longer distance. Instead of the pure diffusion process in an analogy to Brownian motion, Levy flight which allows particles to move in response to bursting phenomena is suspected to be more suitable for describing particle movement in turbulence. And the fractional differential equation is a potential candidate to improve the concentration profile. However, stochastic modeling (the Differential Chapmen-Kolmogorov Equation) also provides an alternative mathematical framework to describe system transits between different states through diffusion/the jump processes. Within this framework, the stochastic particle tracking model linked with advection diffusion equation is a powerful tool to simulate particle locations in the flow field. By including the jump process to this model, a more comprehensive description for suspended sediment transport can be provided with a better physical insight. This study also shows the adaptability and expandability of the stochastic particle tracking model for suspended sediment transport modeling.

Neuronal spike-train responses in the presence of threshold noise.

PubMed

Coombes, S; Thul, R; Laudanski, J; Palmer, A R; Sumner, C J

2011-03-01

The variability of neuronal firing has been an intense topic of study for many years. From a modelling perspective it has often been studied in conductance based spiking models with the use of additive or multiplicative noise terms to represent channel fluctuations or the stochastic nature of neurotransmitter release. Here we propose an alternative approach using a simple leaky integrate-and-fire model with a noisy threshold. Initially, we develop a mathematical treatment of the neuronal response to periodic forcing using tools from linear response theory and use this to highlight how a noisy threshold can enhance downstream signal reconstruction. We further develop a more general framework for understanding the responses to large amplitude forcing based on a calculation of first passage times. This is ideally suited to understanding stochastic mode-locking, for which we numerically determine the Arnol'd tongue structure. An examination of data from regularly firing stellate neurons within the ventral cochlear nucleus, responding to sinusoidally amplitude modulated pure tones, shows tongue structures consistent with these predictions and highlights that stochastic, as opposed to deterministic, mode-locking is utilised at the level of the single stellate cell to faithfully encode periodic stimuli.

The timing and targeting of treatment in influenza pandemics influences the emergence of resistance in structured populations.

PubMed

Althouse, Benjamin M; Patterson-Lomba, Oscar; Goerg, Georg M; Hébert-Dufresne, Laurent

2013-01-01

Antiviral resistance in influenza is rampant and has the possibility of causing major morbidity and mortality. Previous models have identified treatment regimes to minimize total infections and keep resistance low. However, the bulk of these studies have ignored stochasticity and heterogeneous contact structures. Here we develop a network model of influenza transmission with treatment and resistance, and present both standard mean-field approximations as well as simulated dynamics. We find differences in the final epidemic sizes for identical transmission parameters (bistability) leading to different optimal treatment timing depending on the number initially infected. We also find, contrary to previous results, that treatment targeted by number of contacts per individual (node degree) gives rise to more resistance at lower levels of treatment than non-targeted treatment. Finally we highlight important differences between the two methods of analysis (mean-field versus stochastic simulations), and show where traditional mean-field approximations fail. Our results have important implications not only for the timing and distribution of influenza chemotherapy, but also for mathematical epidemiological modeling in general. Antiviral resistance in influenza may carry large consequences for pandemic mitigation efforts, and models ignoring contact heterogeneity and stochasticity may provide misleading policy recommendations.

Optimal Control via Self-Generated Stochasticity

NASA Technical Reports Server (NTRS)

Zak, Michail

2011-01-01

The problem of global maxima of functionals has been examined. Mathematical roots of local maxima are the same as those for a much simpler problem of finding global maximum of a multi-dimensional function. The second problem is instability even if an optimal trajectory is found, there is no guarantee that it is stable. As a result, a fundamentally new approach is introduced to optimal control based upon two new ideas. The first idea is to represent the functional to be maximized as a limit of a probability density governed by the appropriately selected Liouville equation. Then, the corresponding ordinary differential equations (ODEs) become stochastic, and that sample of the solution that has the largest value will have the highest probability to appear in ODE simulation. The main advantages of the stochastic approach are that it is not sensitive to local maxima, the function to be maximized must be only integrable but not necessarily differentiable, and global equality and inequality constraints do not cause any significant obstacles. The second idea is to remove possible instability of the optimal solution by equipping the control system with a self-stabilizing device. The applications of the proposed methodology will optimize the performance of NASA spacecraft, as well as robot performance.

The progression of the entropy of a five dimensional psychotherapeutic system

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

Badalamenti, A.F.; Langs, R.J.

This paper presents a study of the deterministic and stochastic behavior of the entropy of a 5-dimensional, 2400 state, system across each of six psychotherapeutic sessions. The growth of entropy was found to be logarithmic in each session. The stochastic behavior of a moving 600 second estimator of entropy revealed a Box-Jenkins model of type (1,1,0) - that is, the first difference of the entropy series was first order autoregressive or prior state sensitive. In addition, the patient and therapist entropy series exhibited no significant cross correlation across lags of -300 to +300 seconds. Yet all such pairs of seriesmore » exhibited high coherency past the frequency of .06 (on a full range of 0 to .5). Furthermore, all the patients and therapists were attracted to a geometric center of mass in 5-dimensional space which was different from the geometric center of the region where the system lived. The process significance of the findings and the relationship between the deterministic and stochastic results are discussed. The paper is then placed in the broader context of our efforts to provide new and meaningful quantitative dimensions and mathematical models to psychotherapy research. 59 refs.« less

Annotated Bibliography of Mathematics Resources. Program Resources.

ERIC Educational Resources Information Center

Markus, Nancy L.

Two bibliographies that review 18 books and resource materials that adult educators can use to teach mathematics in adult literacy classes are included. The materials are suggested to help teachers implement an effective, successful mathematics program, using many of the strategies recommended by the National Council of Teachers of Mathematics.…

From the University to the Classroom: Prospective Elementary Mathematics Specialists' Pedagogical Shifts

ERIC Educational Resources Information Center

Myers, Kayla D.; Swars, Susan L.; Smith, Stephanie Z.

2016-01-01

This project focuses on the development of prospective Elementary Mathematics Specialists (EMSs) in a K-5 Mathematics Endorsement Program. Program courses emphasized elementary mathematics content and pedagogy while providing opportunities for participants to evidence their learning through classroom teaching practice, all in an attempt to…

Mathematics Programs in High Schools and Two-Year Colleges.

ERIC Educational Resources Information Center

Taylor, Ross

Reviewing current conditions and projecting future directions, this paper explores trends in high school mathematics and discusses their implications for two-year college education. The first section examines the secondary school mathematics program, indicating that until now this two-track curriculum has focused on precalculus mathematics for…

Bilingual Mathematics and Science Achievement, 1988-89. Evaluation Section Report.

ERIC Educational Resources Information Center

Berney, Tomi D.; Barrera, Marbella

This report documents the evaluation of the Bilingual Mathematics and Science Achievement Program (Project BMSA) for students of limited English proficiency. The bilingual program was designed to provide intensive mathematics and science instruction, using mastery level concepts, in the native language and to incorporate mathematics and science…

Topics in Mathematics.

ERIC Educational Resources Information Center

Posey, Johnsie Jo, Ed.; And Others

This manual is a collection of materials and teaching strategies to motivate the development of mathematical ideas in secondary school mathematics programs or in beginning college mathematics programs. The unit is written for the instructor with step-by-step procedures including lists of needed materials. The exercises in this unit also appear in…

Mathematics, Programming, and STEM

ERIC Educational Resources Information Center

Yeh, Andy; Chandra, Vinesh

2015-01-01

Learning mathematics is a complex and dynamic process. In this paper, the authors adopt a semiotic framework (Yeh & Nason, 2004) and highlight programming as one of the main aspects of the semiosis or meaning-making for the learning of mathematics. During a 10- week teaching experiment, mathematical meaning-making was enriched when primary…

Two-stage fuzzy-stochastic robust programming: a hybrid model for regional air quality management.

PubMed

Li, Yongping; Huang, Guo H; Veawab, Amornvadee; Nie, Xianghui; Liu, Lei

2006-08-01

In this study, a hybrid two-stage fuzzy-stochastic robust programming (TFSRP) model is developed and applied to the planning of an air-quality management system. As an extension of existing fuzzy-robust programming and two-stage stochastic programming methods, the TFSRP can explicitly address complexities and uncertainties of the study system without unrealistic simplifications. Uncertain parameters can be expressed as probability density and/or fuzzy membership functions, such that robustness of the optimization efforts can be enhanced. Moreover, economic penalties as corrective measures against any infeasibilities arising from the uncertainties are taken into account. This method can, thus, provide a linkage to predefined policies determined by authorities that have to be respected when a modeling effort is undertaken. In its solution algorithm, the fuzzy decision space can be delimited through specification of the uncertainties using dimensional enlargement of the original fuzzy constraints. The developed model is applied to a case study of regional air quality management. The results indicate that reasonable solutions have been obtained. The solutions can be used for further generating pollution-mitigation alternatives with minimized system costs and for providing a more solid support for sound environmental decisions.

Resilience and vulnerability to a natural hazard: A mathematical framework based on viability theory

NASA Astrophysics Data System (ADS)

Rougé, Charles; Mathias, Jean-Denis; Deffuant, Guillaume

2013-04-01

This deals with the response of a coupled human and natural system (CHANS) to a natural hazard by using the concepts of resilience and vulnerability within the mathematical framework of viability theory. This theory applies to time-evolving systems such as CHANS and assumes that their desirable properties can be defined as a subset of their state space. Policies can also apply to influence the dynamics of such systems: viability theory aims at finding the policies which keep the properties of a controlled dynamical system for so long as no disturbance hits it. The states of the system such that the properties are guaranteed constitute what is called the viability kernel. This viability framework has been extended to describe the response to a perturbation such as a natural hazard. Resilience describes the capacity of the CHANS to recover by getting back in the viability kernel, where its properties are guaranteed until the onset of the next major event. Defined for a given controlled trajectory that the system may take after the event ends, resilience is (a) whether the system comes back to the viability kernel within a given budget such as a time constraint, but also (b) a decreasing function of vulnerability. Computed for a given trajectory as well, vulnerability is a measure of the consequence of violating a property. We propose a family of functions from which cost functions and other vulnerability indicators can be derived for a certain trajectory. There can be several vulnerability functions, representing for instance social, economic or ecological vulnerability, and each representing the violation of an associated property, but these functions need to be ultimately aggregated as a single indicator. Computing the resilience and vulnerability of a trajectory enables the viability framework to describe the response of both deterministic and stochastic systems to hazards. In the deterministic case, there is only one response trajectory for a given action policy, and methods exist to find the actions which yield the most resilient trajectory, namely the least vulnerable trajectory for which recovery is complete. In the stochastic case however, there is a range of possible trajectories. Statistics can be derived from the probability distribution of the resilience and vulnerability of the trajectories. Dynamic programming methods can then yield either the policies that maximize the probability of being resilient by achieving recovery within a given time horizon, or these which minimize a given vulnerability statistic. These objectives are different and can be in contradiction, so that trade-offs may have to be considered between them. The approach is illustrated in both the deterministic and stochastic cases through a simple model of lake eutrophication, for which the desirable ecological properties of the lake conflict with the economic interest of neighboring farmers.

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

NASA Astrophysics Data System (ADS)

Gay-Balmaz, François; Holm, Darryl D.

2018-01-01

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

Stochastic Watershed Models for Risk Based Decision Making

NASA Astrophysics Data System (ADS)

Vogel, R. M.

2017-12-01

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

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

NASA Astrophysics Data System (ADS)

Gay-Balmaz, François; Holm, Darryl D.

2018-06-01

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

The Impact of Participation in an Ancillary Science and Mathematics Program (SEMAA) on Engagement Rates of Middle School Students in Regular Mathematics Classrooms

ERIC Educational Resources Information Center

Seaton, Daniel M.; Carr, Donna

2005-01-01

The purpose of this study was to investigate the impact of participation in a federally sponsored, short-term, cocurricular, mathematics and science program (Science Engineering Mathematics Aerospace Academy, SEMAA) on the engagement rates of sixth- and seventh-grade students in public school mathematics classes. Engagement was measured with the…

Black-Scholes model under subordination

NASA Astrophysics Data System (ADS)

Stanislavsky, A. A.

2003-02-01

In this paper, we consider a new mathematical extension of the Black-Scholes (BS) model in which the stochastic time and stock share price evolution is described by two independent random processes. The parent process is Brownian, and the directing process is inverse to the totally skewed, strictly α-stable process. The subordinated process represents the Brownian motion indexed by an independent, continuous and increasing process. This allows us to introduce the long-term memory effects in the classical BS model.

Illness-death model: statistical perspective and differential equations.

PubMed

Brinks, Ralph; Hoyer, Annika

2018-01-27

The aim of this work is to relate the theory of stochastic processes with the differential equations associated with multistate (compartment) models. We show that the Kolmogorov Forward Differential Equations can be used to derive a relation between the prevalence and the transition rates in the illness-death model. Then, we prove mathematical well-definedness and epidemiological meaningfulness of the prevalence of the disease. As an application, we derive the incidence of diabetes from a series of cross-sections.

The Use of Hydrogen as a Fuel for Engines in the Energy Cycle of Remote Production Facilities

NASA Astrophysics Data System (ADS)

Ivanov, M. F.; Kiverin, A. D.; Smygalina, A. E.; Zaichenko, V. M.

2018-01-01

The approach to using hydrogen as fuel, which ensures the smooth operation of autonomous power systems that use renewable energy sources (wind or solar power installations) with the stochastic mode of power generation, has been presented. The fundamental possibility of implementing the nondetonation combustion of hydrogen via the addition of ecologically clean components or a small percentage of methane has been demonstrated by methods of mathematical modeling.

Generation Expansion Planning With Large Amounts of Wind Power via Decision-Dependent Stochastic Programming

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

Zhan, Yiduo; Zheng, Qipeng P.; Wang, Jianhui

Power generation expansion planning needs to deal with future uncertainties carefully, given that the invested generation assets will be in operation for a long time. Many stochastic programming models have been proposed to tackle this challenge. However, most previous works assume predetermined future uncertainties (i.e., fixed random outcomes with given probabilities). In several recent studies of generation assets' planning (e.g., thermal versus renewable), new findings show that the investment decisions could affect the future uncertainties as well. To this end, this paper proposes a multistage decision-dependent stochastic optimization model for long-term large-scale generation expansion planning, where large amounts of windmore » power are involved. In the decision-dependent model, the future uncertainties are not only affecting but also affected by the current decisions. In particular, the probability distribution function is determined by not only input parameters but also decision variables. To deal with the nonlinear constraints in our model, a quasi-exact solution approach is then introduced to reformulate the multistage stochastic investment model to a mixed-integer linear programming model. The wind penetration, investment decisions, and the optimality of the decision-dependent model are evaluated in a series of multistage case studies. The results show that the proposed decision-dependent model provides effective optimization solutions for long-term generation expansion planning.« less

Solving multistage stochastic programming models of portfolio selection with outstanding liabilities

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

Edirisinghe, C.

1994-12-31

Models for portfolio selection in the presence of an outstanding liability have received significant attention, for example, models for pricing options. The problem may be described briefly as follows: given a set of risky securities (and a riskless security such as a bond), and given a set of cash flows, i.e., outstanding liability, to be met at some future date, determine an initial portfolio and a dynamic trading strategy for the underlying securities such that the initial cost of the portfolio is within a prescribed wealth level and the expected cash surpluses arising from trading is maximized. While the tradingmore » strategy should be self-financing, there may also be other restrictions such as leverage and short-sale constraints. Usually the treatment is limited to binomial evolution of uncertainty (of stock price), with possible extensions for developing computational bounds for multinomial generalizations. Posing as stochastic programming models of decision making, we investigate alternative efficient solution procedures under continuous evolution of uncertainty, for discrete time economies. We point out an important moment problem arising in the portfolio selection problem, the solution (or bounds) on which provides the basis for developing efficient computational algorithms. While the underlying stochastic program may be computationally tedious even for a modest number of trading opportunities (i.e., time periods), the derived algorithms may used to solve problems whose sizes are beyond those considered within stochastic optimization.« less

Stochastic layer scaling in the two-wire model for divertor tokamaks

NASA Astrophysics Data System (ADS)

Ali, Halima; Punjabi, Alkesh; Boozer, Allen

2009-06-01

The question of magnetic field structure in the vicinity of the separatrix in divertor tokamaks is studied. The authors have investigated this problem earlier in a series of papers, using various mathematical techniques. In the present paper, the two-wire model (TWM) [Reiman, A. 1996 Phys. Plasmas 3, 906] is considered. It is noted that, in the TWM, it is useful to consider an extra equation expressing magnetic flux conservation. This equation does not add any more information to the TWM, since the equation is derived from the TWM. This equation is useful for controlling the step size in the numerical integration of the TWM equations. The TWM with the extra equation is called the flux-preserving TWM. Nevertheless, the technique is apparently still plagued by numerical inaccuracies when the perturbation level is low, resulting in an incorrect scaling of the stochastic layer width. The stochastic broadening of the separatrix in the flux-preserving TWM is compared with that in the low mn (poloidal mode number m and toroidal mode number n) map (LMN) [Ali, H., Punjabi, A., Boozer, A. and Evans, T. 2004 Phys. Plasmas 11, 1908]. The flux-preserving TWM and LMN both give Boozer-Rechester 0.5 power scaling of the stochastic layer width with the amplitude of magnetic perturbation when the perturbation is sufficiently large [Boozer, A. and Rechester, A. 1978, Phys. Fluids 21, 682]. The flux-preserving TWM gives a larger stochastic layer width when the perturbation is low, while the LMN gives correct scaling in the low perturbation region. Area-preserving maps such as the LMN respect the Hamiltonian structure of field line trajectories, and have the added advantage of computational efficiency. Also, for a $1\\frac12$ degree of freedom Hamiltonian system such as field lines, maps do not give Arnold diffusion.

POD Model Reconstruction for Gray-Box Fault Detection

NASA Technical Reports Server (NTRS)

Park, Han; Zak, Michail

2007-01-01

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

Stochastic Education in Childhood: Examining the Learning of Teachers and Students

ERIC Educational Resources Information Center

de Souza, Antonio Carlos; Lopes, Celi Espasandin; de Oliveira, Débora

2014-01-01

This paper presents discussions on stochastic education in early childhood, based on two doctoral research projects carried out with groups of preschool teachers from public schools in the Brazilian cities of Suzano and São Paulo who were participating in a continuing education program. The objective is to reflect on the analysis of two didactic…

Quantum caustics in resonance-fluorescence trajectories

NASA Astrophysics Data System (ADS)

Naghiloo, M.; Tan, D.; Harrington, P. M.; Lewalle, P.; Jordan, A. N.; Murch, K. W.

2017-11-01

We employ phase-sensitive amplification to perform homodyne detection of the resonance fluorescence from a driven superconducting artificial atom. Entanglement between the emitter and its fluorescence allows us to track the individual quantum state trajectories of the emitter conditioned on the outcomes of the field measurements. We analyze the ensemble properties of these trajectories by considering trajectories that connect specific initial and final states. By applying the stochastic path-integral formalism, we calculate equations of motion for the most-likely path between two quantum states and compare these predicted paths to experimental data. Drawing on the mathematical similarity between the action formalism of the most-likely quantum paths and ray optics, we study the emergence of caustics in quantum trajectories: places where multiple extrema in the stochastic action occur. We observe such multiple most-likely paths in experimental data and find these paths to be in reasonable quantitative agreement with theoretical calculations.

Resonance fluorescence trajectories in superconducting qubit

NASA Astrophysics Data System (ADS)

Naghiloo, Mahdi; Tan, Dian; Harrington, Patrick; Lewalle, Philippe; Jordan, Andrew; Murch, Kater

We employ phase-sensitive amplification to perform homodyne detection of the resonance fluorescence from a driven superconducting artificial atom. Entanglement between the emitter and its fluorescence allows us to track the individual quantum state trajectories of the emitter. We analyze the ensemble properties of these trajectories by considering paths that connect specific initial and final states. By applying a stochastic path integral formalism, we calculate equations of motion for the most likely path between two quantum states and compare these predicted paths to experimental data. Drawing on the mathematical similarity between the action formalism of the most likely quantum paths and ray optics, we study the emergence of caustics in quantum trajectories-situations where multiple extrema in the stochastic action occur. We observe such multiple most likely paths in experimental data and find these paths to be in reasonable quantitative agreement with theoretical calculations. Supported by the John Templeton Foundation.

Network-based stochastic semisupervised learning.

PubMed

Silva, Thiago Christiano; Zhao, Liang

2012-03-01

Semisupervised learning is a machine learning approach that is able to employ both labeled and unlabeled samples in the training process. In this paper, we propose a semisupervised data classification model based on a combined random-preferential walk of particles in a network (graph) constructed from the input dataset. The particles of the same class cooperate among themselves, while the particles of different classes compete with each other to propagate class labels to the whole network. A rigorous model definition is provided via a nonlinear stochastic dynamical system and a mathematical analysis of its behavior is carried out. A numerical validation presented in this paper confirms the theoretical predictions. An interesting feature brought by the competitive-cooperative mechanism is that the proposed model can achieve good classification rates while exhibiting low computational complexity order in comparison to other network-based semisupervised algorithms. Computer simulations conducted on synthetic and real-world datasets reveal the effectiveness of the model.

Stochastic Dynamics through Hierarchically Embedded Markov Chains

NASA Astrophysics Data System (ADS)

Vasconcelos, Vítor V.; Santos, Fernando P.; Santos, Francisco C.; Pacheco, Jorge M.

2017-02-01

Studying dynamical phenomena in finite populations often involves Markov processes of significant mathematical and/or computational complexity, which rapidly becomes prohibitive with increasing population size or an increasing number of individual configuration states. Here, we develop a framework that allows us to define a hierarchy of approximations to the stationary distribution of general systems that can be described as discrete Markov processes with time invariant transition probabilities and (possibly) a large number of states. This results in an efficient method for studying social and biological communities in the presence of stochastic effects—such as mutations in evolutionary dynamics and a random exploration of choices in social systems—including situations where the dynamics encompasses the existence of stable polymorphic configurations, thus overcoming the limitations of existing methods. The present formalism is shown to be general in scope, widely applicable, and of relevance to a variety of interdisciplinary problems.

A stochastic model for stationary dynamics of prices in real estate markets. A case of random intensity for Poisson moments of prices changes

NASA Astrophysics Data System (ADS)

Rusakov, Oleg; Laskin, Michael

2017-06-01

We consider a stochastic model of changes of prices in real estate markets. We suppose that in a book of prices the changes happen in points of jumps of a Poisson process with a random intensity, i.e. moments of changes sequently follow to a random process of the Cox process type. We calculate cumulative mathematical expectations and variances for the random intensity of this point process. In the case that the process of random intensity is a martingale the cumulative variance has a linear grows. We statistically process a number of observations of real estate prices and accept hypotheses of a linear grows for estimations as well for cumulative average, as for cumulative variance both for input and output prises that are writing in the book of prises.

Stochastic Dynamics through Hierarchically Embedded Markov Chains.

PubMed

Vasconcelos, Vítor V; Santos, Fernando P; Santos, Francisco C; Pacheco, Jorge M

2017-02-03

Studying dynamical phenomena in finite populations often involves Markov processes of significant mathematical and/or computational complexity, which rapidly becomes prohibitive with increasing population size or an increasing number of individual configuration states. Here, we develop a framework that allows us to define a hierarchy of approximations to the stationary distribution of general systems that can be described as discrete Markov processes with time invariant transition probabilities and (possibly) a large number of states. This results in an efficient method for studying social and biological communities in the presence of stochastic effects-such as mutations in evolutionary dynamics and a random exploration of choices in social systems-including situations where the dynamics encompasses the existence of stable polymorphic configurations, thus overcoming the limitations of existing methods. The present formalism is shown to be general in scope, widely applicable, and of relevance to a variety of interdisciplinary problems.

REVIEWS OF TOPICAL PROBLEMS: Gravitational-wave astronomy

NASA Astrophysics Data System (ADS)

Grishchuk, Leonid P.

1988-10-01

CONTENTS 1. Introduction. Gravitational-wave astronomy in action 940 2. Astronomical manifestations of gravitational waves 941 2.1. The binary radio pulsar PSR 1913 + 16. 2.2. Cataclysmic variables. 2.3. Type I supernovas. 3. Theory and some new results 942 3.1. Mathematical description of gravitational waves. 3.2. Relativistic celestial mechanics. 4. Sources of gravitational waves and modern experimental limits 943 4.1. Pulsed sources. 4.2. Periodic sources. 5. Stochastic background of gravitational waves and the early universe 946 5.1. Quantum production of gravitons. 5.2. Observational bounds on the intensity of the stochastic background and physics of the early universe. 6. Detection of gravitational waves 950 6.1. Brief description of detectors. 6.2. Noise and sensitivity. 7. New ideas and prospects 951 7.1. Kinematic resonance and the memory effect. 7.2. Possibilities of detection of high-frequency relic gravitons. References 953

New Mathematical Dimensions: Adam's Story

ERIC Educational Resources Information Center

Manizade, Agida

2009-01-01

Adam, an 11th grader, was identified as gifted and accepted into a two week summer enrichment program. He signed up for "Geometry with Flash Programming." He had no prior programming experience but had a strong and healthy self-image as mathematics student. Although Adam had a positive attitude toward mathematics and saw himself as a successful…

Solving Common Mathematical Problems

NASA Technical Reports Server (NTRS)

Luz, Paul L.

2005-01-01

Mathematical Solutions Toolset is a collection of five software programs that rapidly solve some common mathematical problems. The programs consist of a set of Microsoft Excel worksheets. The programs provide for entry of input data and display of output data in a user-friendly, menu-driven format, and for automatic execution once the input data has been entered.

Programmable Calculators: Implications for the Mathematics Curriculum.

ERIC Educational Resources Information Center

Spikell, Mark A., Ed.

This document is a collection of reports presented at a programable calculator symposium held in Seattle, Washington, in April, 1980, as part of the annual meeting of the National Council of Teachers of Mathematics (NCTM). The session was designed to review whether the programable calculator has a place in the school mathematics program, in light…

Developing Mathematical Thinking: Changing Teachers' Knowledge and Instruction

ERIC Educational Resources Information Center

Brendefur, Jonathan L.; Thiede, Keith; Strother, Sam; Bunning, Kim; Peck, Duane

2013-01-01

In the present research, we evaluated the effectiveness of a multi-year professional development program in mathematics for elementary teachers. Each year the program focused on a different domain of mathematics. We found the program increased teachers' knowledge of (a) number and operations, (b) measurement and geometry, and (c) probability and…

Why New Mathematics Teachers Do or Don't Use Practices Emphasized in Their Credential Program

ERIC Educational Resources Information Center

Gainsburg, Julie

2012-01-01

A major research concern for teacher education is the impact of university credentialing programs on K-12 teaching and the disjuncture between university-promoted practices and what teachers actually do in their classrooms. In particular, mathematics-credential programs typically promote reform-oriented methods, while mathematics teaching in the…

The pointillism method for creating stimuli suitable for use in computer-based visual contrast sensitivity testing.

PubMed

Turner, Travis H

2005-03-30

An increasingly large corpus of clinical and experimental neuropsychological research has demonstrated the utility of measuring visual contrast sensitivity. Unfortunately, existing means of measuring contrast sensitivity can be prohibitively expensive, difficult to standardize, or lack reliability. Additionally, most existing tests do not allow full control over important characteristics, such as off-angle rotations, waveform, contrast, and spatial frequency. Ideally, researchers could manipulate characteristics and display stimuli in a computerized task designed to meet experimental needs. Thus far, 256-bit color limitation in standard cathode ray tube (CRT) monitors has been preclusive. To this end, the pointillism method (PM) was developed. Using MATLAB software, stimuli are created based on both mathematical and stochastic components, such that differences in regional luminance values of the gradient field closely approximate the desired contrast. This paper describes the method and examines its performance in sine and square-wave image sets from a range of contrast values. Results suggest the utility of the method for most experimental applications. Weaknesses in the current version, the need for validation and reliability studies, and considerations regarding applications are discussed. Syntax for the program is provided in an appendix, and a version of the program independent of MATLAB is available from the author.

Teaching and Learning K-8 Mathematics and Science through Inquiry: Program Reviews and Recommendations.

ERIC Educational Resources Information Center

Linn, Marcia C.; Kessel, Cathy; Lee, Kristen; Levenson, Janet; Spitulnik, Michelle; Slotta, James D.

This report offers guidance for those shaping policy and designing elementary and middle school science and mathematics courses that prepare students to be lifelong users of scientific and mathematical ideas. We have reviewed programs designed to improve elementary and middle school students' understanding of science and mathematics by…

Assessing the Effectiveness of a Mathematics-Focused, Instructional Technology Program for Grades 6-8: A 5-Year Trend Analysis of NASA CONNECT(tm) Evaluation Data

NASA Technical Reports Server (NTRS)

Glassman, Nanci A.; Perry, Jeannine B.; Giersch, Christopher E.; Lambert, Matthew A.; Pinelli, Thomas E.

2004-01-01

NASA CONNECT is a research-, inquiry, and standards-based, integrated mathematics, science, and technology series of 30-minute instructional distance learning (television and web-based) programs for students in grades 6 8. Respondents who evaluated the programs in the series over the first five seasons (1998-99 through 2002-03) reported that (1) they used the programs in the series; (2) the goals and objectives for the series were met; (3) the programs were aligned with the national mathematics, science, and technology standards; (4) the program content was developmentally appropriate for the grade level; and (5) the programs in the series enhanced and enriched the teaching of mathematics, science, and technology.

Interactive two-stage stochastic fuzzy programming for water resources management.

PubMed

Wang, S; Huang, G H

2011-08-01

In this study, an interactive two-stage stochastic fuzzy programming (ITSFP) approach has been developed through incorporating an interactive fuzzy resolution (IFR) method within an inexact two-stage stochastic programming (ITSP) framework. ITSFP can not only tackle dual uncertainties presented as fuzzy boundary intervals that exist in the objective function and the left- and right-hand sides of constraints, but also permit in-depth analyses of various policy scenarios that are associated with different levels of economic penalties when the promised policy targets are violated. A management problem in terms of water resources allocation has been studied to illustrate applicability of the proposed approach. The results indicate that a set of solutions under different feasibility degrees has been generated for planning the water resources allocation. They can help the decision makers (DMs) to conduct in-depth analyses of tradeoffs between economic efficiency and constraint-violation risk, as well as enable them to identify, in an interactive way, a desired compromise between satisfaction degree of the goal and feasibility of the constraints (i.e., risk of constraint violation). Copyright © 2011 Elsevier Ltd. All rights reserved.

The role of predictive uncertainty in the operational management of reservoirs

NASA Astrophysics Data System (ADS)

Todini, E.

2014-09-01

The present work deals with the operational management of multi-purpose reservoirs, whose optimisation-based rules are derived, in the planning phase, via deterministic (linear and nonlinear programming, dynamic programming, etc.) or via stochastic (generally stochastic dynamic programming) approaches. In operation, the resulting deterministic or stochastic optimised operating rules are then triggered based on inflow predictions. In order to fully benefit from predictions, one must avoid using them as direct inputs to the reservoirs, but rather assess the "predictive knowledge" in terms of a predictive probability density to be operationally used in the decision making process for the estimation of expected benefits and/or expected losses. Using a theoretical and extremely simplified case, it will be shown why directly using model forecasts instead of the full predictive density leads to less robust reservoir management decisions. Moreover, the effectiveness and the tangible benefits for using the entire predictive probability density instead of the model predicted values will be demonstrated on the basis of the Lake Como management system, operational since 1997, as well as on the basis of a case study on the lake of Aswan.

Differential Equations Models to Study Quorum Sensing.

PubMed

Pérez-Velázquez, Judith; Hense, Burkhard A

2018-01-01

Mathematical models to study quorum sensing (QS) have become an important tool to explore all aspects of this type of bacterial communication. A wide spectrum of mathematical tools and methods such as dynamical systems, stochastics, and spatial models can be employed. In this chapter, we focus on giving an overview of models consisting of differential equations (DE), which can be used to describe changing quantities, for example, the dynamics of one or more signaling molecule in time and space, often in conjunction with bacterial growth dynamics. The chapter is divided into two sections: ordinary differential equations (ODE) and partial differential equations (PDE) models of QS. Rates of change are represented mathematically by derivatives, i.e., in terms of DE. ODE models allow describing changes in one independent variable, for example, time. PDE models can be used to follow changes in more than one independent variable, for example, time and space. Both types of models often consist of systems (i.e., more than one equation) of equations, such as equations for bacterial growth and autoinducer concentration dynamics. Almost from the onset, mathematical modeling of QS using differential equations has been an interdisciplinary endeavor and many of the works we revised here will be placed into their biological context.

Integrating to Learn and Learning to Integrate: A Case Study of an Online Master's Program on Science-Mathematics Integration for Middle School Teachers

ERIC Educational Resources Information Center

Lee, Mimi Miyoung; Chauvot, Jennifer; Plankis, Brian; Vowell, Julie; Culpepper, Shea

2011-01-01

iSMART (Integration of Science, Mathematics, and Reflective Teaching) Program is an online science and mathematics integrated graduate program for middle school teachers across the state of Texas. As part of a large design-based research project, this paper describes the initial stages of the design process of the iSMART program for its first…

Coupled stochastic spatial and non-spatial simulations of ErbB1 signaling pathways demonstrate the importance of spatial organization in signal transduction.

PubMed

Costa, Michelle N; Radhakrishnan, Krishnan; Wilson, Bridget S; Vlachos, Dionisios G; Edwards, Jeremy S

2009-07-23

The ErbB family of receptors activates intracellular signaling pathways that control cellular proliferation, growth, differentiation and apoptosis. Given these central roles, it is not surprising that overexpression of the ErbB receptors is often associated with carcinogenesis. Therefore, extensive laboratory studies have been devoted to understanding the signaling events associated with ErbB activation. Systems biology has contributed significantly to our current understanding of ErbB signaling networks. However, although computational models have grown in complexity over the years, little work has been done to consider the spatial-temporal dynamics of receptor interactions and to evaluate how spatial organization of membrane receptors influences signaling transduction. Herein, we explore the impact of spatial organization of the epidermal growth factor receptor (ErbB1/EGFR) on the initiation of downstream signaling. We describe the development of an algorithm that couples a spatial stochastic model of membrane receptors with a nonspatial stochastic model of the reactions and interactions in the cytosol. This novel algorithm provides a computationally efficient method to evaluate the effects of spatial heterogeneity on the coupling of receptors to cytosolic signaling partners. Mathematical models of signal transduction rarely consider the contributions of spatial organization due to high computational costs. A hybrid stochastic approach simplifies analyses of the spatio-temporal aspects of cell signaling and, as an example, demonstrates that receptor clustering contributes significantly to the efficiency of signal propagation from ligand-engaged growth factor receptors.

CellTrans: An R Package to Quantify Stochastic Cell State Transitions.

PubMed

Buder, Thomas; Deutsch, Andreas; Seifert, Michael; Voss-Böhme, Anja

2017-01-01

Many normal and cancerous cell lines exhibit a stable composition of cells in distinct states which can, e.g., be defined on the basis of cell surface markers. There is evidence that such an equilibrium is associated with stochastic transitions between distinct states. Quantifying these transitions has the potential to better understand cell lineage compositions. We introduce CellTrans, an R package to quantify stochastic cell state transitions from cell state proportion data from fluorescence-activated cell sorting and flow cytometry experiments. The R package is based on a mathematical model in which cell state alterations occur due to stochastic transitions between distinct cell states whose rates only depend on the current state of a cell. CellTrans is an automated tool for estimating the underlying transition probabilities from appropriately prepared data. We point out potential analytical challenges in the quantification of these cell transitions and explain how CellTrans handles them. The applicability of CellTrans is demonstrated on publicly available data on the evolution of cell state compositions in cancer cell lines. We show that CellTrans can be used to (1) infer the transition probabilities between different cell states, (2) predict cell line compositions at a certain time, (3) predict equilibrium cell state compositions, and (4) estimate the time needed to reach this equilibrium. We provide an implementation of CellTrans in R, freely available via GitHub (https://github.com/tbuder/CellTrans).

PROTECTED POLYMORPHISMS AND EVOLUTIONARY STABILITY OF PATCH-SELECTION STRATEGIES IN STOCHASTIC ENVIRONMENTS

PubMed Central

EVANS, STEVEN N.; HENING, ALEXANDRU; SCHREIBER, SEBASTIAN J.

2015-01-01

We consider a population living in a patchy environment that varies stochastically in space and time. The population is composed of two morphs (that is, individuals of the same species with different genotypes). In terms of survival and reproductive success, the associated phenotypes differ only in their habitat selection strategies. We compute invasion rates corresponding to the rates at which the abundance of an initially rare morph increases in the presence of the other morph established at equilibrium. If both morphs have positive invasion rates when rare, then there is an equilibrium distribution such that the two morphs coexist; that is, there is a protected polymorphism for habitat selection. Alternatively, if one morph has a negative invasion rate when rare, then it is asymptotically displaced by the other morph under all initial conditions where both morphs are present. We refine the characterization of an evolutionary stable strategy for habitat selection from [Schreiber, 2012] in a mathematically rigorous manner. We provide a necessary and sufficient condition for the existence of an ESS that uses all patches and determine when using a single patch is an ESS. We also provide an explicit formula for the ESS when there are two habitat types. We show that adding environmental stochasticity results in an ESS that, when compared to the ESS for the corresponding model without stochasticity, spends less time in patches with larger carrying capacities and possibly makes use of sink patches, thereby practicing a spatial form of bet hedging. PMID:25151369

A stochastic evolution model for residue Insertion-Deletion Independent from Substitution.

PubMed

Lèbre, Sophie; Michel, Christian J

2010-12-01

We develop here a new class of stochastic models of gene evolution based on residue Insertion-Deletion Independent from Substitution (IDIS). Indeed, in contrast to all existing evolution models, insertions and deletions are modeled here by a concept in population dynamics. Therefore, they are not only independent from each other, but also independent from the substitution process. After a separate stochastic analysis of the substitution and the insertion-deletion processes, we obtain a matrix differential equation combining these two processes defining the IDIS model. By deriving a general solution, we give an analytical expression of the residue occurrence probability at evolution time t as a function of a substitution rate matrix, an insertion rate vector, a deletion rate and an initial residue probability vector. Various mathematical properties of the IDIS model in relation with time t are derived: time scale, time step, time inversion and sequence length. Particular expressions of the nucleotide occurrence probability at time t are given for classical substitution rate matrices in various biological contexts: equal insertion rate, insertion-deletion only and substitution only. All these expressions can be directly used for biological evolutionary applications. The IDIS model shows a strongly different stochastic behavior from the classical substitution only model when compared on a gene dataset. Indeed, by considering three processes of residue insertion, deletion and substitution independently from each other, it allows a more realistic representation of gene evolution and opens new directions and applications in this research field. Copyright © 2010 Elsevier Ltd. All rights reserved.

Two-strain competition in quasineutral stochastic disease dynamics.

PubMed

Kogan, Oleg; Khasin, Michael; Meerson, Baruch; Schneider, David; Myers, Christopher R

2014-10-01

We develop a perturbation method for studying quasineutral competition in a broad class of stochastic competition models and apply it to the analysis of fixation of competing strains in two epidemic models. The first model is a two-strain generalization of the stochastic susceptible-infected-susceptible (SIS) model. Here we extend previous results due to Parsons and Quince [Theor. Popul. Biol. 72, 468 (2007)], Parsons et al. [Theor. Popul. Biol. 74, 302 (2008)], and Lin, Kim, and Doering [J. Stat. Phys. 148, 646 (2012)]. The second model, a two-strain generalization of the stochastic susceptible-infected-recovered (SIR) model with population turnover, has not been studied previously. In each of the two models, when the basic reproduction numbers of the two strains are identical, a system with an infinite population size approaches a point on the deterministic coexistence line (CL): a straight line of fixed points in the phase space of subpopulation sizes. Shot noise drives one of the strain populations to fixation, and the other to extinction, on a time scale proportional to the total population size. Our perturbation method explicitly tracks the dynamics of the probability distribution of the subpopulations in the vicinity of the CL. We argue that, whereas the slow strain has a competitive advantage for mathematically "typical" initial conditions, it is the fast strain that is more likely to win in the important situation when a few infectives of both strains are introduced into a susceptible population.

Evolution of Life and SETI (Evo-SETI)

NASA Astrophysics Data System (ADS)

Maccone, Claudio

When SETI scientists will be able to discover a signal or just some signs of an Extra-Terrestrial (ET) Civilization, those ETs should turn out to be technologically advanced at least as much as Humans, if not more, or much more so. Comparing the technological level of two different Civilizations is then a key issue in SETI. But at the moment we only know about the development of life on Earth over the last 3.5 billion years. We thus need to mathematically model the evolution of life on Earth (RNA to Humans) and then apply our results to other extra-solar planets to find out “where they stand” along their evolution of life. In a series of recent papers and in a book (refs. [1] through [4]) this author introduced a new statistical model embracing SETI, Darwinian Evolution and Human History into a unified statistical picture and concisely called Evo-SETI (Evolution & SETI). The relevant mathematical instruments are: 1) The statistical generalization of the Drake equation yielding the number N of communicating ET civilizations in the Galaxy. Assuming that each input variable in the Drake equation was a random variable, rather than just a pure number, N was shown to follow the lognormal probability distribution having as mean value the sum of the input mean values, and as variance the sum of the input variances (ref. [1]). 2) Geometric Brownian Motion (GBM), the stochastic process representing Evolution as the stochastic increase of the number of Species living on Earth over the last 3.5 billion years. This GBM is well-known in the mathematics of finances (Black-Sholes models). Its main features are that its probability density function (pdf) is a lognormal pdf, and its mean value is either an increasing, or, more rarely (as in the Mass Extinctions of the past) a decreasing exponential of the time. 3) The probability distributions known as b-lognormals, i.e. lognormals starting at a certain positive instant b>0 rather than at the origin. These b-lognormals were then forced by us to have their peak value located on the exponential mean-value curve of the GBM (this is the so-called “Peak-Locus Theorem”). In the framework of Darwinian Evolution, the resulting mathematical construction was shown to identify with Cladistics (refs. [2], [3], [4]). 4) The (Shannon) Entropy of such b-lognormals is then seen to represent the “degree of progress” reached by each living organism or by each big set of living organisms, like historic human civilizations. Having understood this fact, Human History may then be cast into the language of b-lognormals that are more and more organized in time (i.e. having smaller and smaller entropy, or smaller and smaller “chaos”), and have their peaks located on the increasing GBM exponential. This exponential is thus the “trend of progress” in Human History. 5) But our most striking new result is about the well-known “Molecular Clock of Evolution”, namely the “constant rate of Evolution at the molecular level” as shown by Kimura’s Neutral Theory of Molecular Evolution. We showed that that the Molecular Clock identifies with Entropy in our Evo-SETI model because they both grew linearly in time since the origin of life. 6) Furthermore, we applid our Evo-SETI model to lognormal stochastic processes other then the GBMs. For instance, we showed that the Markov-Korotayev (2007-2008, refs. [5], [6]) model for Darwinian Evolution identifies with an Evo-SETI model for which the mean value of the lognormal stochastic process is a cubic (third degree polynomial) function of the time. In conclusion: we have provided a vast mathematical model capable of embracing Molecular Evolution, SETI and Entropy into a simple set of statistical equations based upon b-lognormals pdfs and lognormal stochastic processes Keywords: Molecular Clock, Darwinian evolution, statistical Drake equation, lognormal probability densities, geometric Brownian motion, entropy. REFERENCES [1] Maccone, C. (2008), “The Statistical Drake Equation”, paper #IAC-08-A4.1.4 presented on October 1st, 2008, at the 59th International Astronautical Congress (IAC) held in Glasgow, Scotland, UK, September 29th thru October 3rd, 2008, later published in Acta Astronautica, Vol. 67 (2010), pages 1366-1383. [2] Maccone, C. (2011, b), “A Mathematical Model for Evolution and SETI”, Origins of Life and Evolutionary Biospheres (OLEB), Vol. 41, pages 609-619, available online December 3rd, 2011. [3] Maccone, C. (2012), “Mathematical SETI”, a 724-pages book published by Praxis-Springer in the fall of 2012. ISBN, ISBN-10: 3642274366 | ISBN-13: 978-3642274367 | Edition: 2012 [4] Maccone, C., (2013), “SETI, Evolution and Human History merged into a Mathematical Model”, International Journal of Astrobiology, Vol. 12, issue 3 (2013), pages 218-245. Available online since April 23, 2013. [5] Markov A., Korotayev A., “Phanerozoic marine biodiversity follows a hyperbolic trend”, Paleoworld, Volume 16, Issue 4, December 2007, Pages 311-318. [6] Markov A., Korotayev A., “Hyperbolic growth of marine and continental biodiversity through the Phanerozoic and community evolution”, Journal of General Biology. Volume 69, 2008, N. 3, pp. 175-194.

Gaining Options: A Mathematics Program for Potentially Talented At-Risk Adolescent Girls

ERIC Educational Resources Information Center

Reid, Pamela Trotman; Roberts, Sally K.

2006-01-01

In response to indicators that a decline in interest in mathematics occurs among girls--particularly those from low-income and minority groups--during middle school, the GO-GIRL (Gaining Options: Girls Investigate Real Life) program was designed to help potentially talented at-risk girls. The program aimed to build mathematical confidence, skills,…

Examining How Teachers Use Graphs to Teach Mathematics during a Professional Development Program

ERIC Educational Resources Information Center

Bautista, Alfredo; Cañadas, María C.; Brizuela, Bárbara M.; Schliemann, Analúcia D.

2015-01-01

There are urgent calls for more studies examining the impact of Professional Development (PD) programs on teachers' instructional practices. In this study, we analyzed how grades 5-9 mathematics teachers used graphs to teach mathematics at the start and end of a PD program. This topic is relevant because while many studies have investigated…

Didactic Aspects of the Academic Discipline "History and Methodology of Mathematics"

ERIC Educational Resources Information Center

Sun, Hai; Varankina, Vera I.; Sadovaya, Victoriya V.

2017-01-01

The purpose of this article is to develop the content and methods, as well as the analysis of the approbation of the program of the academic discipline "History and methodology of mathematics" for graduate students of the Master's program of mathematical program tracks. The leading method in the study of this problem was the method of…

Climate Change and Integrodifference Equations in a Stochastic Environment.

PubMed

Bouhours, Juliette; Lewis, Mark A

2016-09-01

Climate change impacts population distributions, forcing some species to migrate poleward if they are to survive and keep up with the suitable habitat that is shifting with the temperature isoclines. Previous studies have analysed whether populations have the capacity to keep up with shifting temperature isoclines, and have mathematically determined the combination of growth and dispersal that is needed to achieve this. However, the rate of isocline movement can be highly variable, with much uncertainty associated with yearly shifts. The same is true for population growth rates. Growth rates can be variable and uncertain, even within suitable habitats for growth. In this paper, we reanalyse the question of population persistence in the context of the uncertainty and variability in isocline shifts and rates of growth. Specifically, we employ a stochastic integrodifference equation model on a patch of suitable habitat that shifts poleward at a random rate. We derive a metric describing the asymptotic growth rate of the linearised operator of the stochastic model. This metric yields a threshold criterion for population persistence. We demonstrate that the variability in the yearly shift and in the growth rate has a significant negative effect on the persistence in the sense that it decreases the threshold criterion for population persistence. Mathematically, we show how the persistence metric can be connected to the principal eigenvalue problem for a related integral operator, at least for the case where isocline shifting speed is deterministic. Analysis of dynamics for the case where the dispersal kernel is Gaussian leads to the existence of a critical shifting speed, above which the population will go extinct, and below which the population will persist. This leads to clear bounds on rate of environmental change if the population is to persist. Finally, we illustrate our different results for butterfly population using numerical simulations and demonstrate how increased variances in isocline shifts and growth rates translate into decreased likelihoods of persistence.

A Professional Development Program to Improve Math Skills among Preschool Children in Head Start

ERIC Educational Resources Information Center

Brendefur, Jonathan; Strother, Sam; Thiede, Keith; Lane, Cristianne; Surges-Prokop, Mary Jo

2013-01-01

The purpose of this study was to examine the effects on four-year-olds' knowledge of mathematics by introducing professional development and center-based mathematics activities around four mathematical domains to early educators' teaching in Head Start programs. Because of the need to provide necessary mathematical experiences to young children to…

The New York City Staff Development Program in Mathematics for High School Teachers and Supervisors, 1987-1988.

ERIC Educational Resources Information Center

Berney, Tomi D.; Friedman, Grace Ibanez

The state-funded New York City Staff Development Program in Mathematics was a five-workshop series serving bilingual/English-as-a-Second-Language teachers teaching mathematics, and mathematics teachers unfamiliar with the special needs of limited-English-proficient (LEP) high school students. Supervisors were also invited to participate. Workshop…

How Wide Is a Squid Eye? Integrating Mathematics into Public Library Programs for the Elementary Grades

ERIC Educational Resources Information Center

Kliman, Marlene; Jaumot-Pascual, Nuria; Martin, Valerie

2013-01-01

Although public library programs for the elementary grades offer explorations in a wide range of topics in which mathematics plays a role, are all too rare: Mathematics offerings are typically limited to homework help. Participating in out-of-school activities that embed mathematics in authentic ways bolsters children's skill development,…

A COMPARISON OF MATHEMATICS PROGRAMS FOR ABLE JUNIOR HIGH SCHOOL STUDENTS, VOLUME 1 - FINAL REPORT.

ERIC Educational Resources Information Center

GOLDBERG, MIRIAM L.; AND OTHERS

THE TALENTED YOUTH PROJECT (TYP) MATHEMATICS STUDY WAS DESIGNED AS A STUDY TO COMPARE THE EFFECTIVENESS OF VARIOUS CURRICULUM PATTERNS AND PRACTICES IN MATHEMATICS EDUCATION CURRENTLY USED WITH ACADEMICALLY TALENTED JUNIOR HIGH SCHOOL STUDENTS. THE SAMPLE CONSISTED OF 51 CLASSES AND 6 MATHEMATICS PROGRAMS. THE LORGE-THORNDIKE VERBAL INTELLIGENCE…

BBPH: Using progressive hedging within branch and bound to solve multi-stage stochastic mixed integer programs

DOE PAGES

Barnett, Jason; Watson, Jean -Paul; Woodruff, David L.

2016-11-27

Progressive hedging, though an effective heuristic for solving stochastic mixed integer programs (SMIPs), is not guaranteed to converge in this case. Here, we describe BBPH, a branch and bound algorithm that uses PH at each node in the search tree such that, given sufficient time, it will always converge to a globally optimal solution. Additionally, to providing a theoretically convergent “wrapper” for PH applied to SMIPs, computational results demonstrate that for some difficult problem instances branch and bound can find improved solutions after exploring only a few nodes.

Linear theory for filtering nonlinear multiscale systems with model error

PubMed Central

Berry, Tyrus; Harlim, John

2014-01-01

In this paper, we study filtering of multiscale dynamical systems with model error arising from limitations in resolving the smaller scale processes. In particular, the analysis assumes the availability of continuous-time noisy observations of all components of the slow variables. Mathematically, this paper presents new results on higher order asymptotic expansion of the first two moments of a conditional measure. In particular, we are interested in the application of filtering multiscale problems in which the conditional distribution is defined over the slow variables, given noisy observation of the slow variables alone. From the mathematical analysis, we learn that for a continuous time linear model with Gaussian noise, there exists a unique choice of parameters in a linear reduced model for the slow variables which gives the optimal filtering when only the slow variables are observed. Moreover, these parameters simultaneously give the optimal equilibrium statistical estimates of the underlying system, and as a consequence they can be estimated offline from the equilibrium statistics of the true signal. By examining a nonlinear test model, we show that the linear theory extends in this non-Gaussian, nonlinear configuration as long as we know the optimal stochastic parametrization and the correct observation model. However, when the stochastic parametrization model is inappropriate, parameters chosen for good filter performance may give poor equilibrium statistical estimates and vice versa; this finding is based on analytical and numerical results on our nonlinear test model and the two-layer Lorenz-96 model. Finally, even when the correct stochastic ansatz is given, it is imperative to estimate the parameters simultaneously and to account for the nonlinear feedback of the stochastic parameters into the reduced filter estimates. In numerical experiments on the two-layer Lorenz-96 model, we find that the parameters estimated online, as part of a filtering procedure, simultaneously produce accurate filtering and equilibrium statistical prediction. In contrast, an offline estimation technique based on a linear regression, which fits the parameters to a training dataset without using the filter, yields filter estimates which are worse than the observations or even divergent when the slow variables are not fully observed. This finding does not imply that all offline methods are inherently inferior to the online method for nonlinear estimation problems, it only suggests that an ideal estimation technique should estimate all parameters simultaneously whether it is online or offline. PMID:25002829

Lognormals for SETI, Evolution and Mass Extinctions

NASA Astrophysics Data System (ADS)

Maccone, Claudio

2014-12-01

In a series of recent papers (Refs. [1-5,7,8]) and in a book (Ref. [6]), this author suggested a new mathematical theory capable of merging Darwinian Evolution and SETI into a unified statistical framework. In this new vision, Darwinian Evolution, as it unfolded on Earth over the last 3.5 billion years, is defined as just one particular realization of a certain lognormal stochastic process in the number of living species on Earth, whose mean value increased in time exponentially. SETI also may be brought into this vision since the number of communicating civilizations in the Galaxy is given by a lognormal distribution (Statistical Drake Equation). Now, in this paper we further elaborate on all that particularly with regard to two important topics: The introduction of the general lognormal stochastic process L(t) whose mean value may be an arbitrary continuous function of the time, m(t), rather than just the exponential mGBM (t) =N0eμt typical of the Geometric Brownian Motion (GBM). This is a considerable generalization of the GBM-based theory used in Refs. [1-8]. The particular application of the general stochastic process L(t) to the understanding of Mass Extinctions like the K-Pg one that marked the dinosaurs' end 65 million years ago. We first model this Mass Extinction as a decreasing Geometric Brownian Motion (GBM) extending from the asteroid's impact time all through the ensuing 'nuclear winter'. However, this model has a flaw: the 'final value' of the GBM cannot have a horizontal tangent, as requested to enable the recovery of life again after this 'final extinction value'. That flaw, however, is removed if the rapidly decreasing mean value function of L(t) is the left branch of a parabola extending from the asteroid's impact time all through the ensuing 'nuclear winter' and up to the time when the number of living species on Earth started growing up again, as we show mathematically in Section 3. In conclusion, we have uncovered an important generalization of the GBM into the general lognormal stochastic process L(t), paving the way to a better, future understanding the evolution of life on Exoplanets on the basis of what Evolution unfolded on Earth in the last 3.5 billion years. That will be the goal of further research papers in the future.

Programming Probabilistic Structural Analysis for Parallel Processing Computer

NASA Technical Reports Server (NTRS)

Sues, Robert H.; Chen, Heh-Chyun; Twisdale, Lawrence A.; Chamis, Christos C.; Murthy, Pappu L. N.

1991-01-01

The ultimate goal of this research program is to make Probabilistic Structural Analysis (PSA) computationally efficient and hence practical for the design environment by achieving large scale parallelism. The paper identifies the multiple levels of parallelism in PSA, identifies methodologies for exploiting this parallelism, describes the development of a parallel stochastic finite element code, and presents results of two example applications. It is demonstrated that speeds within five percent of those theoretically possible can be achieved. A special-purpose numerical technique, the stochastic preconditioned conjugate gradient method, is also presented and demonstrated to be extremely efficient for certain classes of PSA problems.

Expanding your Horizons: a Program for Engaging Middle School Girls in Science and Mathematics

NASA Astrophysics Data System (ADS)

Jahnke, Tamera S.; Level, Allison V.

Gender equity in science, mathematics, and technology is an issue that has generated the creation of a number of programs. Young women need to be aware that there are a variety of careers in science, mathematics, and technology that they can actively pursue. This article highlights one example of a successful middle school science program in Southwest Missouri. Expanding Your Horizons in Science, Mathematics, and Technology (EYH) integrates keynote speakers, role model mentoring sessions, and small group experiments into a hands-on learning environment. Initial survey results of parents and teachers show support for the conference and indicate that the program helps motivate students to consider careers in science, mathematics, and technology. In addition to the goal of increasing awareness for these young people, there is a need for increased scientific literacy of the general public and an increased application of science to "real world" circumstances. This program addresses these issues.

BOOK REVIEW: Advanced Topics in Computational Partial Differential Equations: Numerical Methods and Diffpack Programming

NASA Astrophysics Data System (ADS)

Katsaounis, T. D.

2005-02-01

The scope of this book is to present well known simple and advanced numerical methods for solving partial differential equations (PDEs) and how to implement these methods using the programming environment of the software package Diffpack. A basic background in PDEs and numerical methods is required by the potential reader. Further, a basic knowledge of the finite element method and its implementation in one and two space dimensions is required. The authors claim that no prior knowledge of the package Diffpack is required, which is true, but the reader should be at least familiar with an object oriented programming language like C++ in order to better comprehend the programming environment of Diffpack. Certainly, a prior knowledge or usage of Diffpack would be a great advantage to the reader. The book consists of 15 chapters, each one written by one or more authors. Each chapter is basically divided into two parts: the first part is about mathematical models described by PDEs and numerical methods to solve these models and the second part describes how to implement the numerical methods using the programming environment of Diffpack. Each chapter closes with a list of references on its subject. The first nine chapters cover well known numerical methods for solving the basic types of PDEs. Further, programming techniques on the serial as well as on the parallel implementation of numerical methods are also included in these chapters. The last five chapters are dedicated to applications, modelled by PDEs, in a variety of fields. The first chapter is an introduction to parallel processing. It covers fundamentals of parallel processing in a simple and concrete way and no prior knowledge of the subject is required. Examples of parallel implementation of basic linear algebra operations are presented using the Message Passing Interface (MPI) programming environment. Here, some knowledge of MPI routines is required by the reader. Examples solving in parallel simple PDEs using Diffpack and MPI are also presented. Chapter 2 presents the overlapping domain decomposition method for solving PDEs. It is well known that these methods are suitable for parallel processing. The first part of the chapter covers the mathematical formulation of the method as well as algorithmic and implementational issues. The second part presents a serial and a parallel implementational framework within the programming environment of Diffpack. The chapter closes by showing how to solve two application examples with the overlapping domain decomposition method using Diffpack. Chapter 3 is a tutorial about how to incorporate the multigrid solver in Diffpack. The method is illustrated by examples such as a Poisson solver, a general elliptic problem with various types of boundary conditions and a nonlinear Poisson type problem. In chapter 4 the mixed finite element is introduced. Technical issues concerning the practical implementation of the method are also presented. The main difficulties of the efficient implementation of the method, especially in two and three space dimensions on unstructured grids, are presented and addressed in the framework of Diffpack. The implementational process is illustrated by two examples, namely the system formulation of the Poisson problem and the Stokes problem. Chapter 5 is closely related to chapter 4 and addresses the problem of how to solve efficiently the linear systems arising by the application of the mixed finite element method. The proposed method is block preconditioning. Efficient techniques for implementing the method within Diffpack are presented. Optimal block preconditioners are used to solve the system formulation of the Poisson problem, the Stokes problem and the bidomain model for the electrical activity in the heart. The subject of chapter 6 is systems of PDEs. Linear and nonlinear systems are discussed. Fully implicit and operator splitting methods are presented. Special attention is paid to how existing solvers for scalar equations in Diffpack can be used to derive fully implicit solvers for systems. The proposed techniques are illustrated in terms of two applications, namely a system of PDEs modelling pipeflow and a two-phase porous media flow. Stochastic PDEs is the topic of chapter 7. The first part of the chapter is a simple introduction to stochastic PDEs; basic analytical properties are presented for simple models like transport phenomena and viscous drag forces. The second part considers the numerical solution of stochastic PDEs. Two basic techniques are presented, namely Monte Carlo and perturbation methods. The last part explains how to implement and incorporate these solvers into Diffpack. Chapter 8 describes how to operate Diffpack from Python scripts. The main goal here is to provide all the programming and technical details in order to glue the programming environment of Diffpack with visualization packages through Python and in general take advantage of the Python interfaces. Chapter 9 attempts to show how to use numerical experiments to measure the performance of various PDE solvers. The authors gathered a rather impressive list, a total of 14 PDE solvers. Solvers for problems like Poisson, Navier--Stokes, elasticity, two-phase flows and methods such as finite difference, finite element, multigrid, and gradient type methods are presented. The authors provide a series of numerical results combining various solvers with various methods in order to gain insight into their computational performance and efficiency. In Chapter 10 the authors consider a computationally challenging problem, namely the computation of the electrical activity of the human heart. After a brief introduction on the biology of the problem the authors present the mathematical models involved and a numerical method for solving them within the framework of Diffpack. Chapter 11 and 12 are closely related; actually they could have been combined in a single chapter. Chapter 11 introduces several mathematical models used in finance, based on the Black--Scholes equation. Chapter 12 considers several numerical methods like Monte Carlo, lattice methods, finite difference and finite element methods. Implementation of these methods within Diffpack is presented in the last part of the chapter. Chapter 13 presents how the finite element method is used for the modelling and analysis of elastic structures. The authors describe the structural elements of Diffpack which include popular elements such as beams and plates and examples are presented on how to use them to simulate elastic structures. Chapter 14 describes an application problem, namely the extrusion of aluminum. This is a rather\\endcolumn complicated process which involves non-Newtonian flow, heat transfer and elasticity. The authors describe the systems of PDEs modelling the underlying process and use a finite element method to obtain a numerical solution. The implementation of the numerical method in Diffpack is presented along with some applications. The last chapter, chapter 15, focuses on mathematical and numerical models of systems of PDEs governing geological processes in sedimentary basins. The underlying mathematical model is solved using the finite element method within a fully implicit scheme. The authors discuss the implementational issues involved within Diffpack and they present results from several examples. In summary, the book focuses on the computational and implementational issues involved in solving partial differential equations. The potential reader should have a basic knowledge of PDEs and the finite difference and finite element methods. The examples presented are solved within the programming framework of Diffpack and the reader should have prior experience with the particular software in order to take full advantage of the book. Overall the book is well written, the subject of each chapter is well presented and can serve as a reference for graduate students, researchers and engineers who are interested in the numerical solution of partial differential equations modelling various applications.

Computational fluid dynamics combustion analysis evaluation

NASA Technical Reports Server (NTRS)

Kim, Y. M.; Shang, H. M.; Chen, C. P.; Ziebarth, J. P.

1992-01-01

This study involves the development of numerical modelling in spray combustion. These modelling efforts are mainly motivated to improve the computational efficiency in the stochastic particle tracking method as well as to incorporate the physical submodels of turbulence, combustion, vaporization, and dense spray effects. The present mathematical formulation and numerical methodologies can be casted in any time-marching pressure correction methodologies (PCM) such as FDNS code and MAST code. A sequence of validation cases involving steady burning sprays and transient evaporating sprays will be included.

Creating a Culture of Inquiry in Mathematics Programs

ERIC Educational Resources Information Center

Dietz, Jill

2013-01-01

We argue that student research skills in mathematics should be honed throughout the curriculum just as such skills are built over time in the natural and physical sciences. Examples used in the mathematics program at St. Olaf College are given.

Effects of Intelligent Computer-Generated Interactive Mathematics Programs on Students' Achievement and Affective Domain

ERIC Educational Resources Information Center

Wendel, Holly Marie

2016-01-01

The purpose of this study was to determine the relationship each of the mathematics web-based programs, MyMathLab and Assessments and Learning in Knowledge Spaces (ALEKS), has with students' mathematics achievement. In addition, the study examined the relationship between students' affective domain and the type of program as well as student…

Girls in Engineering, Mathematics and Science, GEMS: A Science Outreach Program for Middle-School Female Students

ERIC Educational Resources Information Center

Dubetz, Terry A.; Wilson, Jo Ann

2013-01-01

Girls in Engineering, Mathematics and Science (GEMS) is a science and math outreach program for middle-school female students. The program was developed to encourage interest in math and science in female students at an early age. Increased scientific familiarity may encourage girls to consider careers in science and mathematics and will also help…

The Evolution of a Mathematics Lead Teacher Program: Teacher Leaders' Perspective on the Selection and Adaptation of Their Leadership Roles

ERIC Educational Resources Information Center

Saada, Nivan

2012-01-01

I examine a unique Elementary Mathematics Lead Teacher program entering its second decade of operation. The program is based in a large, urban, Midwestern school district, with the vision of developing a cadre of teacher leaders to support mathematics education. The district's professional development content was conventional, including both…

An Evaluation of a 4-8 Mathematics Teacher Preparation Program at a Large State Institution in Texas

ERIC Educational Resources Information Center

Lim, Woong

2011-01-01

This study provided a springboard for future teacher preparation evaluation studies by examining the 4-8 mathematics teacher preparation component of the teacher preparation program at a large state institution in Texas. The research questions for this study were: (1) To what extent is the 4-8 mathematics teacher preparation program consistent…

Evaluation of NSF's Program of Grants and Vertical Integration of Research and Education in the Mathematical Sciences (VIGRE)

ERIC Educational Resources Information Center

National Academies Press, 2009

2009-01-01

In 1998, the National Science Foundation (NSF) launched a program of Grants for Vertical Integration of Research and Education in the Mathematical Sciences (VIGRE). These grants were designed for institutions with PhD-granting departments in the mathematical sciences, for the purpose of developing high-quality education programs, at all levels,…

Underprepared Students' Performance on Algebra in a Double-Period High School Mathematics Program

ERIC Educational Resources Information Center

Martinez, Mara V.; Bragelman, John; Stoelinga, Timothy

2016-01-01

The primary goal of the Intensified Algebra I (IA) program is to enable mathematically underprepared students to successfully complete Algebra I in 9th grade and stay on track to meet increasingly rigorous high school mathematics graduation requirements. The program was designed to bring a range of both cognitive and non-cognitive supports to bear…

Did Learning Mathematics Online Increase Students' Math Proficiency?: An Outcome Study of a Vocational High School's Use of an Online Mathematics Program

ERIC Educational Resources Information Center

Paadre, Taimi H.

2011-01-01

This mixed methods outcomes study investigated a summer school mathematics program for all incoming 9th grade students at a suburban New England vocational technical high school. Qualitative data was gathered via survey and interview from administration, faculty, and students involved with the newly introduced online learning program.…

Content Knowledge, Attitudes, and Self-Efficacy in the Mathematics New York City Teaching Fellows (NYCTF) Program

ERIC Educational Resources Information Center

Evans, Brian R.

2011-01-01

The purpose of this study was to understand the mathematical content knowledge new teachers have both before and after taking a mathematics methods course in the NYCTF program. Further, the purpose was to understand the attitudes toward mathematics and concepts of self-efficacy that Teaching Fellows had over the course of the semester. The sample…

MIPS to the "4", Mathematics Improves Promotes Students. A Program of Mathematics for the Elementary Math Laboratory. Limited Edition.

ERIC Educational Resources Information Center

Wichita Unified School District 259, KS.

This book is a guide for the reinforcement of the elementary mathematics laboratory program. It uses a hands-on and activity approach with maximum involvement of the students. Reinforcement strategies for the first three phases (concrete, semiconcrete, and semiabstract) of each mathematics concept are suggested. Also included are specific job…

Hybrid Differential Dynamic Programming with Stochastic Search

NASA Technical Reports Server (NTRS)

Aziz, Jonathan; Parker, Jeffrey; Englander, Jacob

2016-01-01

Differential dynamic programming (DDP) has been demonstrated as a viable approach to low-thrust trajectory optimization, namely with the recent success of NASAs Dawn mission. The Dawn trajectory was designed with the DDP-based Static Dynamic Optimal Control algorithm used in the Mystic software. Another recently developed method, Hybrid Differential Dynamic Programming (HDDP) is a variant of the standard DDP formulation that leverages both first-order and second-order state transition matrices in addition to nonlinear programming (NLP) techniques. Areas of improvement over standard DDP include constraint handling, convergence properties, continuous dynamics, and multi-phase capability. DDP is a gradient based method and will converge to a solution nearby an initial guess. In this study, monotonic basin hopping (MBH) is employed as a stochastic search method to overcome this limitation, by augmenting the HDDP algorithm for a wider search of the solution space.

Congestion patterns of electric vehicles with limited battery capacity.

PubMed

Jing, Wentao; Ramezani, Mohsen; An, Kun; Kim, Inhi

2018-01-01

The path choice behavior of battery electric vehicle (BEV) drivers is influenced by the lack of public charging stations, limited battery capacity, range anxiety and long battery charging time. This paper investigates the congestion/flow pattern captured by stochastic user equilibrium (SUE) traffic assignment problem in transportation networks with BEVs, where the BEV paths are restricted by their battery capacities. The BEV energy consumption is assumed to be a linear function of path length and path travel time, which addresses both path distance limit problem and road congestion effect. A mathematical programming model is proposed for the path-based SUE traffic assignment where the path cost is the sum of the corresponding link costs and a path specific out-of-energy penalty. We then apply the convergent Lagrangian dual method to transform the original problem into a concave maximization problem and develop a customized gradient projection algorithm to solve it. A column generation procedure is incorporated to generate the path set. Finally, two numerical examples are presented to demonstrate the applicability of the proposed model and the solution algorithm.

Molecular Cooperativity Governs Diverse and Monoallelic Olfactory Receptor Expression

NASA Astrophysics Data System (ADS)

Xing, Jianhua; Tian, Xiaojun; Zhang, Hang; Sannerud, Jens

Multiple-objective optimization is common in biological systems. In the mammalian olfactory system, each sensory neuron stochastically expresses only one out of up to thousands of olfactory receptor (OR) gene alleles; at organism level the types of expressed ORs need to be maximized. The molecular mechanism of this Nobel-Prize winning puzzle remains unresolved after decades of extensive studies. Existing models focus only on monoallele activation, and cannot explain recent observations in mutants, especially the reduced global diversity of expressed ORs in G9a/GLP knockouts. In this work we integrated existing information on OR expression, and proposed an evolutionarily optimized three-layer regulation mechanism, which includes zonal segregation, epigenetic and enhancer competition coupled to a negative feedback loop. This model not only recapitulates monoallelic OR expression, but also elucidates how the olfactory system maximizes and maintains the diversity of OR expression. The model is validated by several experimental results, and particularly underscores cooperativity and synergy as a general design principle of multi-objective optimization in biology. The work is supported by the NIGMS/DMS Mathematical Biology program.

Congestion patterns of electric vehicles with limited battery capacity

PubMed Central

2018-01-01

The path choice behavior of battery electric vehicle (BEV) drivers is influenced by the lack of public charging stations, limited battery capacity, range anxiety and long battery charging time. This paper investigates the congestion/flow pattern captured by stochastic user equilibrium (SUE) traffic assignment problem in transportation networks with BEVs, where the BEV paths are restricted by their battery capacities. The BEV energy consumption is assumed to be a linear function of path length and path travel time, which addresses both path distance limit problem and road congestion effect. A mathematical programming model is proposed for the path-based SUE traffic assignment where the path cost is the sum of the corresponding link costs and a path specific out-of-energy penalty. We then apply the convergent Lagrangian dual method to transform the original problem into a concave maximization problem and develop a customized gradient projection algorithm to solve it. A column generation procedure is incorporated to generate the path set. Finally, two numerical examples are presented to demonstrate the applicability of the proposed model and the solution algorithm. PMID:29543875

Mathematical formulation of the Applications Technology Satellite-F (ATS-F) orbital maneuver control program (CNTRLF)

NASA Technical Reports Server (NTRS)

Goorevich, C. E.

1975-01-01

The mathematical formulation is presented of CNTRLF, the maneuver control program for the Applications Technology Satellite-F (ATS-F). The purpose is to specify the mathematical models that are included in the design of CNTRLF.

A Framework for Teachers' Knowledge of Mathematical Reasoning

ERIC Educational Resources Information Center

Herbert, Sandra

2014-01-01

Exploring and developing primary teachers' understanding of mathematical reasoning was the focus of the "Mathematical Reasoning Professional Learning Research Program." Twenty-four primary teachers were interviewed after engagement in the first stage of the program incorporating demonstration lessons focused on reasoning conducted in…

Water resources planning and management : A stochastic dual dynamic programming approach

NASA Astrophysics Data System (ADS)

Goor, Q.; Pinte, D.; Tilmant, A.

2008-12-01

Allocating water between different users and uses, including the environment, is one of the most challenging task facing water resources managers and has always been at the heart of Integrated Water Resources Management (IWRM). As water scarcity is expected to increase over time, allocation decisions among the different uses will have to be found taking into account the complex interactions between water and the economy. Hydro-economic optimization models can capture those interactions while prescribing efficient allocation policies. Many hydro-economic models found in the literature are formulated as large-scale non linear optimization problems (NLP), seeking to maximize net benefits from the system operation while meeting operational and/or institutional constraints, and describing the main hydrological processes. However, those models rarely incorporate the uncertainty inherent to the availability of water, essentially because of the computational difficulties associated stochastic formulations. The purpose of this presentation is to present a stochastic programming model that can identify economically efficient allocation policies in large-scale multipurpose multireservoir systems. The model is based on stochastic dual dynamic programming (SDDP), an extension of traditional SDP that is not affected by the curse of dimensionality. SDDP identify efficient allocation policies while considering the hydrologic uncertainty. The objective function includes the net benefits from the hydropower and irrigation sectors, as well as penalties for not meeting operational and/or institutional constraints. To be able to implement the efficient decomposition scheme that remove the computational burden, the one-stage SDDP problem has to be a linear program. Recent developments improve the representation of the non-linear and mildly non- convex hydropower function through a convex hull approximation of the true hydropower function. This model is illustrated on a cascade of 14 reservoirs on the Nile river basin.

Optimal preview control for a linear continuous-time stochastic control system in finite-time horizon

NASA Astrophysics Data System (ADS)

Wu, Jiang; Liao, Fucheng; Tomizuka, Masayoshi

2017-01-01

This paper discusses the design of the optimal preview controller for a linear continuous-time stochastic control system in finite-time horizon, using the method of augmented error system. First, an assistant system is introduced for state shifting. Then, in order to overcome the difficulty of the state equation of the stochastic control system being unable to be differentiated because of Brownian motion, the integrator is introduced. Thus, the augmented error system which contains the integrator vector, control input, reference signal, error vector and state of the system is reconstructed. This leads to the tracking problem of the optimal preview control of the linear stochastic control system being transformed into the optimal output tracking problem of the augmented error system. With the method of dynamic programming in the theory of stochastic control, the optimal controller with previewable signals of the augmented error system being equal to the controller of the original system is obtained. Finally, numerical simulations show the effectiveness of the controller.

Stochastic simulation of human pulmonary blood flow and transit time frequency distribution based on anatomic and elasticity data.

PubMed

Huang, Wei; Shi, Jun; Yen, R T

2012-12-01

The objective of our study was to develop a computing program for computing the transit time frequency distributions of red blood cell in human pulmonary circulation, based on our anatomic and elasticity data of blood vessels in human lung. A stochastic simulation model was introduced to simulate blood flow in human pulmonary circulation. In the stochastic simulation model, the connectivity data of pulmonary blood vessels in human lung was converted into a probability matrix. Based on this model, the transit time of red blood cell in human pulmonary circulation and the output blood pressure were studied. Additionally, the stochastic simulation model can be used to predict the changes of blood flow in human pulmonary circulation with the advantage of the lower computing cost and the higher flexibility. In conclusion, a stochastic simulation approach was introduced to simulate the blood flow in the hierarchical structure of a pulmonary circulation system, and to calculate the transit time distributions and the blood pressure outputs.