Evolutionary stability concepts in a stochastic environment

NASA Astrophysics Data System (ADS)

Zheng, Xiu-Deng; Li, Cong; Lessard, Sabin; Tao, Yi

2017-09-01

Over the past 30 years, evolutionary game theory and the concept of an evolutionarily stable strategy have been not only extensively developed and successfully applied to explain the evolution of animal behaviors, but also widely used in economics and social sciences. Nonetheless, the stochastic dynamical properties of evolutionary games in randomly fluctuating environments are still unclear. In this study, we investigate conditions for stochastic local stability of fixation states and constant interior equilibria in a two-phenotype model with random payoffs following pairwise interactions. Based on this model, we develop the concepts of stochastic evolutionary stability (SES) and stochastic convergence stability (SCS). We show that the condition for a pure strategy to be SES and SCS is more stringent than in a constant environment, while the condition for a constant mixed strategy to be SES is less stringent than the condition to be SCS, which is less stringent than the condition in a constant environment.

Evolutionary fields can explain patterns of high-dimensional complexity in ecology

NASA Astrophysics Data System (ADS)

Wilsenach, James; Landi, Pietro; Hui, Cang

2017-04-01

One of the properties that make ecological systems so unique is the range of complex behavioral patterns that can be exhibited by even the simplest communities with only a few species. Much of this complexity is commonly attributed to stochastic factors that have very high-degrees of freedom. Orthodox study of the evolution of these simple networks has generally been limited in its ability to explain complexity, since it restricts evolutionary adaptation to an inertia-free process with few degrees of freedom in which only gradual, moderately complex behaviors are possible. We propose a model inspired by particle-mediated field phenomena in classical physics in combination with fundamental concepts in adaptation, which suggests that small but high-dimensional chaotic dynamics near to the adaptive trait optimum could help explain complex properties shared by most ecological datasets, such as aperiodicity and pink, fractal noise spectra. By examining a simple predator-prey model and appealing to real ecological data, we show that this type of complexity could be easily confused for or confounded by stochasticity, especially when spurred on or amplified by stochastic factors that share variational and spectral properties with the underlying dynamics.

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

PubMed Central

Juricke, Stephan; Jung, Thomas

2014-01-01

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

The phenotypic equilibrium of cancer cells: From average-level stability to path-wise convergence.

PubMed

Niu, Yuanling; Wang, Yue; Zhou, Da

2015-12-07

The phenotypic equilibrium, i.e. heterogeneous population of cancer cells tending to a fixed equilibrium of phenotypic proportions, has received much attention in cancer biology very recently. In the previous literature, some theoretical models were used to predict the experimental phenomena of the phenotypic equilibrium, which were often explained by different concepts of stabilities of the models. Here we present a stochastic multi-phenotype branching model by integrating conventional cellular hierarchy with phenotypic plasticity mechanisms of cancer cells. Based on our model, it is shown that: (i) our model can serve as a framework to unify the previous models for the phenotypic equilibrium, and then harmonizes the different kinds of average-level stabilities proposed in these models; and (ii) path-wise convergence of our model provides a deeper understanding to the phenotypic equilibrium from stochastic point of view. That is, the emergence of the phenotypic equilibrium is rooted in the stochastic nature of (almost) every sample path, the average-level stability just follows from it by averaging stochastic samples. Copyright © 2015 Elsevier Ltd. All rights reserved.

Analysis of isothermal and cooling-rate-dependent immersion freezing by a unifying stochastic ice nucleation model

NASA Astrophysics Data System (ADS)

Alpert, Peter A.; Knopf, Daniel A.

2016-02-01

Immersion freezing is an important ice nucleation pathway involved in the formation of cirrus and mixed-phase clouds. Laboratory immersion freezing experiments are necessary to determine the range in temperature, T, and relative humidity, RH, at which ice nucleation occurs and to quantify the associated nucleation kinetics. Typically, isothermal (applying a constant temperature) and cooling-rate-dependent immersion freezing experiments are conducted. In these experiments it is usually assumed that the droplets containing ice nucleating particles (INPs) all have the same INP surface area (ISA); however, the validity of this assumption or the impact it may have on analysis and interpretation of the experimental data is rarely questioned. Descriptions of ice active sites and variability of contact angles have been successfully formulated to describe ice nucleation experimental data in previous research; however, we consider the ability of a stochastic freezing model founded on classical nucleation theory to reproduce previous results and to explain experimental uncertainties and data scatter. A stochastic immersion freezing model based on first principles of statistics is presented, which accounts for variable ISA per droplet and uses parameters including the total number of droplets, Ntot, and the heterogeneous ice nucleation rate coefficient, Jhet(T). This model is applied to address if (i) a time and ISA-dependent stochastic immersion freezing process can explain laboratory immersion freezing data for different experimental methods and (ii) the assumption that all droplets contain identical ISA is a valid conjecture with subsequent consequences for analysis and interpretation of immersion freezing. The simple stochastic model can reproduce the observed time and surface area dependence in immersion freezing experiments for a variety of methods such as: droplets on a cold-stage exposed to air or surrounded by an oil matrix, wind and acoustically levitated droplets, droplets in a continuous-flow diffusion chamber (CFDC), the Leipzig aerosol cloud interaction simulator (LACIS), and the aerosol interaction and dynamics in the atmosphere (AIDA) cloud chamber. Observed time-dependent isothermal frozen fractions exhibiting non-exponential behavior can be readily explained by this model considering varying ISA. An apparent cooling-rate dependence of Jhet is explained by assuming identical ISA in each droplet. When accounting for ISA variability, the cooling-rate dependence of ice nucleation kinetics vanishes as expected from classical nucleation theory. The model simulations allow for a quantitative experimental uncertainty analysis for parameters Ntot, T, RH, and the ISA variability. The implications of our results for experimental analysis and interpretation of the immersion freezing process are discussed.

Optimality, stochasticity, and variability in motor behavior

PubMed Central

Guigon, Emmanuel; Baraduc, Pierre; Desmurget, Michel

2008-01-01

Recent theories of motor control have proposed that the nervous system acts as a stochastically optimal controller, i.e. it plans and executes motor behaviors taking into account the nature and statistics of noise. Detrimental effects of noise are converted into a principled way of controlling movements. Attractive aspects of such theories are their ability to explain not only characteristic features of single motor acts, but also statistical properties of repeated actions. Here, we present a critical analysis of stochastic optimality in motor control which reveals several difficulties with this hypothesis. We show that stochastic control may not be necessary to explain the stochastic nature of motor behavior, and we propose an alternative framework, based on the action of a deterministic controller coupled with an optimal state estimator, which relieves drawbacks of stochastic optimality and appropriately explains movement variability. PMID:18202922

Time delay and noise explaining the behaviour of the cell growth in fermentation process

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

Ayuobi, Tawfiqullah; Rosli, Norhayati; Bahar, Arifah

2015-02-03

This paper proposes to investigate the interplay between time delay and external noise in explaining the behaviour of the microbial growth in batch fermentation process. Time delay and noise are modelled jointly via stochastic delay differential equations (SDDEs). The typical behaviour of cell concentration in batch fermentation process under this model is investigated. Milstein scheme is applied for solving this model numerically. Simulation results illustrate the effects of time delay and external noise in explaining the lag and stationary phases, respectively for the cell growth of fermentation process.

Time delay and noise explaining the behaviour of the cell growth in fermentation process

NASA Astrophysics Data System (ADS)

Ayuobi, Tawfiqullah; Rosli, Norhayati; Bahar, Arifah; Salleh, Madihah Md

2015-02-01

This paper proposes to investigate the interplay between time delay and external noise in explaining the behaviour of the microbial growth in batch fermentation process. Time delay and noise are modelled jointly via stochastic delay differential equations (SDDEs). The typical behaviour of cell concentration in batch fermentation process under this model is investigated. Milstein scheme is applied for solving this model numerically. Simulation results illustrate the effects of time delay and external noise in explaining the lag and stationary phases, respectively for the cell growth of fermentation process.

Linking agent-based models and stochastic models of financial markets

PubMed Central

Feng, Ling; Li, Baowen; Podobnik, Boris; Preis, Tobias; Stanley, H. Eugene

2012-01-01

It is well-known that financial asset returns exhibit fat-tailed distributions and long-term memory. These empirical features are the main objectives of modeling efforts using (i) stochastic processes to quantitatively reproduce these features and (ii) agent-based simulations to understand the underlying microscopic interactions. After reviewing selected empirical and theoretical evidence documenting the behavior of traders, we construct an agent-based model to quantitatively demonstrate that “fat” tails in return distributions arise when traders share similar technical trading strategies and decisions. Extending our behavioral model to a stochastic model, we derive and explain a set of quantitative scaling relations of long-term memory from the empirical behavior of individual market participants. Our analysis provides a behavioral interpretation of the long-term memory of absolute and squared price returns: They are directly linked to the way investors evaluate their investments by applying technical strategies at different investment horizons, and this quantitative relationship is in agreement with empirical findings. Our approach provides a possible behavioral explanation for stochastic models for financial systems in general and provides a method to parameterize such models from market data rather than from statistical fitting. PMID:22586086

Linking agent-based models and stochastic models of financial markets.

PubMed

Feng, Ling; Li, Baowen; Podobnik, Boris; Preis, Tobias; Stanley, H Eugene

2012-05-29

It is well-known that financial asset returns exhibit fat-tailed distributions and long-term memory. These empirical features are the main objectives of modeling efforts using (i) stochastic processes to quantitatively reproduce these features and (ii) agent-based simulations to understand the underlying microscopic interactions. After reviewing selected empirical and theoretical evidence documenting the behavior of traders, we construct an agent-based model to quantitatively demonstrate that "fat" tails in return distributions arise when traders share similar technical trading strategies and decisions. Extending our behavioral model to a stochastic model, we derive and explain a set of quantitative scaling relations of long-term memory from the empirical behavior of individual market participants. Our analysis provides a behavioral interpretation of the long-term memory of absolute and squared price returns: They are directly linked to the way investors evaluate their investments by applying technical strategies at different investment horizons, and this quantitative relationship is in agreement with empirical findings. Our approach provides a possible behavioral explanation for stochastic models for financial systems in general and provides a method to parameterize such models from market data rather than from statistical fitting.

Low-complexity stochastic modeling of wall-bounded shear flows

NASA Astrophysics Data System (ADS)

Zare, Armin

Turbulent flows are ubiquitous in nature and they appear in many engineering applications. Transition to turbulence, in general, increases skin-friction drag in air/water vehicles compromising their fuel-efficiency and reduces the efficiency and longevity of wind turbines. While traditional flow control techniques combine physical intuition with costly experiments, their effectiveness can be significantly enhanced by control design based on low-complexity models and optimization. In this dissertation, we develop a theoretical and computational framework for the low-complexity stochastic modeling of wall-bounded shear flows. Part I of the dissertation is devoted to the development of a modeling framework which incorporates data-driven techniques to refine physics-based models. We consider the problem of completing partially known sample statistics in a way that is consistent with underlying stochastically driven linear dynamics. Neither the statistics nor the dynamics are precisely known. Thus, our objective is to reconcile the two in a parsimonious manner. To this end, we formulate optimization problems to identify the dynamics and directionality of input excitation in order to explain and complete available covariance data. For problem sizes that general-purpose solvers cannot handle, we develop customized optimization algorithms based on alternating direction methods. The solution to the optimization problem provides information about critical directions that have maximal effect in bringing model and statistics in agreement. In Part II, we employ our modeling framework to account for statistical signatures of turbulent channel flow using low-complexity stochastic dynamical models. We demonstrate that white-in-time stochastic forcing is not sufficient to explain turbulent flow statistics and develop models for colored-in-time forcing of the linearized Navier-Stokes equations. We also examine the efficacy of stochastically forced linearized NS equations and their parabolized equivalents in the receptivity analysis of velocity fluctuations to external sources of excitation as well as capturing the effect of the slowly-varying base flow on streamwise streaks and Tollmien-Schlichting waves. In Part III, we develop a model-based approach to design surface actuation of turbulent channel flow in the form of streamwise traveling waves. This approach is capable of identifying the drag reducing trends of traveling waves in a simulation-free manner. We also use the stochastically forced linearized NS equations to examine the Reynolds number independent effects of spanwise wall oscillations on drag reduction in turbulent channel flows. This allows us to extend the predictive capability of our simulation-free approach to high Reynolds numbers.

Analysis of isothermal and cooling-rate-dependent immersion freezing by a unifying stochastic ice nucleation model

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

Alpert, Peter A.; Knopf, Daniel A.

Immersion freezing is an important ice nucleation pathway involved in the formation of cirrus and mixed-phase clouds. Laboratory immersion freezing experiments are necessary to determine the range in temperature, T, and relative humidity, RH, at which ice nucleation occurs and to quantify the associated nucleation kinetics. Typically, isothermal (applying a constant temperature) and cooling-rate-dependent immersion freezing experiments are conducted. In these experiments it is usually assumed that the droplets containing ice nucleating particles (INPs) all have the same INP surface area (ISA); however, the validity of this assumption or the impact it may have on analysis and interpretation of the experimentalmore » data is rarely questioned. Descriptions of ice active sites and variability of contact angles have been successfully formulated to describe ice nucleation experimental data in previous research; however, we consider the ability of a stochastic freezing model founded on classical nucleation theory to reproduce previous results and to explain experimental uncertainties and data scatter. A stochastic immersion freezing model based on first principles of statistics is presented, which accounts for variable ISA per droplet and uses parameters including the total number of droplets, N tot, and the heterogeneous ice nucleation rate coefficient, J het( T). This model is applied to address if (i) a time and ISA-dependent stochastic immersion freezing process can explain laboratory immersion freezing data for different experimental methods and (ii) the assumption that all droplets contain identical ISA is a valid conjecture with subsequent consequences for analysis and interpretation of immersion freezing. The simple stochastic model can reproduce the observed time and surface area dependence in immersion freezing experiments for a variety of methods such as: droplets on a cold-stage exposed to air or surrounded by an oil matrix, wind and acoustically levitated droplets, droplets in a continuous-flow diffusion chamber (CFDC), the Leipzig aerosol cloud interaction simulator (LACIS), and the aerosol interaction and dynamics in the atmosphere (AIDA) cloud chamber. Observed time-dependent isothermal frozen fractions exhibiting non-exponential behavior can be readily explained by this model considering varying ISA. An apparent cooling-rate dependence of J het is explained by assuming identical ISA in each droplet. When accounting for ISA variability, the cooling-rate dependence of ice nucleation kinetics vanishes as expected from classical nucleation theory. Finally, the model simulations allow for a quantitative experimental uncertainty analysis for parameters N tot, T, RH, and the ISA variability. We discuss the implications of our results for experimental analysis and interpretation of the immersion freezing process.« less

Analysis of isothermal and cooling-rate-dependent immersion freezing by a unifying stochastic ice nucleation model

DOE PAGES

Alpert, Peter A.; Knopf, Daniel A.

2016-02-24

Immersion freezing is an important ice nucleation pathway involved in the formation of cirrus and mixed-phase clouds. Laboratory immersion freezing experiments are necessary to determine the range in temperature, T, and relative humidity, RH, at which ice nucleation occurs and to quantify the associated nucleation kinetics. Typically, isothermal (applying a constant temperature) and cooling-rate-dependent immersion freezing experiments are conducted. In these experiments it is usually assumed that the droplets containing ice nucleating particles (INPs) all have the same INP surface area (ISA); however, the validity of this assumption or the impact it may have on analysis and interpretation of the experimentalmore » data is rarely questioned. Descriptions of ice active sites and variability of contact angles have been successfully formulated to describe ice nucleation experimental data in previous research; however, we consider the ability of a stochastic freezing model founded on classical nucleation theory to reproduce previous results and to explain experimental uncertainties and data scatter. A stochastic immersion freezing model based on first principles of statistics is presented, which accounts for variable ISA per droplet and uses parameters including the total number of droplets, N tot, and the heterogeneous ice nucleation rate coefficient, J het( T). This model is applied to address if (i) a time and ISA-dependent stochastic immersion freezing process can explain laboratory immersion freezing data for different experimental methods and (ii) the assumption that all droplets contain identical ISA is a valid conjecture with subsequent consequences for analysis and interpretation of immersion freezing. The simple stochastic model can reproduce the observed time and surface area dependence in immersion freezing experiments for a variety of methods such as: droplets on a cold-stage exposed to air or surrounded by an oil matrix, wind and acoustically levitated droplets, droplets in a continuous-flow diffusion chamber (CFDC), the Leipzig aerosol cloud interaction simulator (LACIS), and the aerosol interaction and dynamics in the atmosphere (AIDA) cloud chamber. Observed time-dependent isothermal frozen fractions exhibiting non-exponential behavior can be readily explained by this model considering varying ISA. An apparent cooling-rate dependence of J het is explained by assuming identical ISA in each droplet. When accounting for ISA variability, the cooling-rate dependence of ice nucleation kinetics vanishes as expected from classical nucleation theory. Finally, the model simulations allow for a quantitative experimental uncertainty analysis for parameters N tot, T, RH, and the ISA variability. We discuss the implications of our results for experimental analysis and interpretation of the immersion freezing process.« less

A stochastic evolutionary model generating a mixture of exponential distributions

NASA Astrophysics Data System (ADS)

Fenner, Trevor; Levene, Mark; Loizou, George

2016-02-01

Recent interest in human dynamics has stimulated the investigation of the stochastic processes that explain human behaviour in various contexts, such as mobile phone networks and social media. In this paper, we extend the stochastic urn-based model proposed in [T. Fenner, M. Levene, G. Loizou, J. Stat. Mech. 2015, P08015 (2015)] so that it can generate mixture models, in particular, a mixture of exponential distributions. The model is designed to capture the dynamics of survival analysis, traditionally employed in clinical trials, reliability analysis in engineering, and more recently in the analysis of large data sets recording human dynamics. The mixture modelling approach, which is relatively simple and well understood, is very effective in capturing heterogeneity in data. We provide empirical evidence for the validity of the model, using a data set of popular search engine queries collected over a period of 114 months. We show that the survival function of these queries is closely matched by the exponential mixture solution for our model.

A unified model of the hierarchical and stochastic theories of gastric cancer

PubMed Central

Song, Yanjing; Wang, Yao; Tong, Chuan; Xi, Hongqing; Zhao, Xudong; Wang, Yi; Chen, Lin

2017-01-01

Gastric cancer (GC) is a life-threatening disease worldwide. Despite remarkable advances in treatments for GC, it is still fatal to many patients due to cancer progression, recurrence and metastasis. Regarding the development of novel therapeutic techniques, many studies have focused on the biological mechanisms that initiate tumours and cause treatment resistance. Tumours have traditionally been considered to result from somatic mutations, either via clonal evolution or through a stochastic model. However, emerging evidence has characterised tumours using a hierarchical organisational structure, with cancer stem cells (CSCs) at the apex. Both stochastic and hierarchical models are reasonable systems that have been hypothesised to describe tumour heterogeneity. Although each model alone inadequately explains tumour diversity, the two models can be integrated to provide a more comprehensive explanation. In this review, we discuss existing evidence supporting a unified model of gastric CSCs, including the regulatory mechanisms of this unified model in addition to the current status of stemness-related targeted therapy in GC patients. PMID:28301871

Nonlinear stochastic exclusion financial dynamics modeling and time-dependent intrinsic detrended cross-correlation

NASA Astrophysics Data System (ADS)

Zhang, Wei; Wang, Jun

2017-09-01

In attempt to reproduce price dynamics of financial markets, a stochastic agent-based financial price model is proposed and investigated by stochastic exclusion process. The exclusion process, one of interacting particle systems, is usually thought of as modeling particle motion (with the conserved number of particles) in a continuous time Markov process. In this work, the process is utilized to imitate the trading interactions among the investing agents, in order to explain some stylized facts found in financial time series dynamics. To better understand the correlation behaviors of the proposed model, a new time-dependent intrinsic detrended cross-correlation (TDI-DCC) is introduced and performed, also, the autocorrelation analyses are applied in the empirical research. Furthermore, to verify the rationality of the financial price model, the actual return series are also considered to be comparatively studied with the simulation ones. The comparison results of return behaviors reveal that this financial price dynamics model can reproduce some correlation features of actual stock markets.

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

NASA Astrophysics Data System (ADS)

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

2011-09-01

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

Characterizing the dynamics of rubella relative to measles: the role of stochasticity

PubMed Central

Rozhnova, Ganna; Metcalf, C. Jessica E.; Grenfell, Bryan T.

2013-01-01

Rubella is a completely immunizing and mild infection in children. Understanding its behaviour is of considerable public health importance because of congenital rubella syndrome, which results from infection with rubella during early pregnancy and may entail a variety of birth defects. The recurrent dynamics of rubella are relatively poorly resolved, and appear to show considerable diversity globally. Here, we investigate the behaviour of a stochastic seasonally forced susceptible–infected–recovered model to characterize the determinants of these dynamics and illustrate patterns by comparison with measles. We perform a systematic analysis of spectra of stochastic fluctuations around stable attractors of the corresponding deterministic model and compare them with spectra from full stochastic simulations in large populations. This approach allows us to quantify the effects of demographic stochasticity and to give a coherent picture of measles and rubella dynamics, explaining essential differences in the recurrent patterns exhibited by these diseases. We discuss the implications of our findings in the context of vaccination and changing birth rates as well as the persistence of these two childhood infections. PMID:24026472

Stochastic model of transcription factor-regulated gene expression

NASA Astrophysics Data System (ADS)

Karmakar, Rajesh; Bose, Indrani

2006-09-01

We consider a stochastic model of transcription factor (TF)-regulated gene expression. The model describes two genes, gene A and gene B, which synthesize the TFs and the target gene proteins, respectively. We show through analytic calculations that the TF fluctuations have a significant effect on the distribution of the target gene protein levels when the mean TF level falls in the highest sensitive region of the dose-response curve. We further study the effect of reducing the copy number of gene A from two to one. The enhanced TF fluctuations yield results different from those in the deterministic case. The probability that the target gene protein level exceeds a threshold value is calculated with the knowledge of the probability density functions associated with the TF and target gene protein levels. Numerical simulation results for a more detailed stochastic model are shown to be in agreement with those obtained through analytic calculations. The relevance of these results in the context of the genetic disorder haploinsufficiency is pointed out. Some experimental observations on the haploinsufficiency of the tumour suppressor gene, Nkx 3.1, are explained with the help of the stochastic model of TF-regulated gene expression.

On the molecular mechanisms driving pain perception and emergent collective behaviors

NASA Astrophysics Data System (ADS)

Di Patti, F.; Fanelli, D.

2010-05-01

A stochastic model to investigate the microscopic processes which trigger the sensation of pain is considered. The model, presented in Di Patti and Fanelli [Di Patti F, Fanelli D. Can a microscopic stochastic model explain the emergence of pain cycles in patients? J Stat Mech 2009. doi:10.1088/1742-5468/2009/01/P01004], accounts for the action of analgesic drug and introduces an effect of competition with the inactive species populating the bloodstream. Regular oscillations in the amount of bound receptors are detected, following a resonant amplification of the stochastic component intrinsic to the system. The condition for such oscillations to occur are here studied, resorting to combined numerical and analytical techniques. Extended and connected patches of the admissible parameters space are detected which do correspond to the oscillatory behaviors. These findings are discussed with reference to the existing literature on patients' response to the analgesic treatment.

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.

Medical imaging technology shock and volatility of macro economics: Analysis using a three-sector dynamical stochastic general equilibrium REC model.

PubMed

Han, Shurong; Huang, Yeqing

2017-07-07

The study analysed the medical imaging technology business cycle from 1981 to 2009 and found that the volatility of consumption in Chinese medical imaging business was higher than that of the developed countries. The volatility of gross domestic product (GDP) and the correlation between consumption and GDP is also higher than that of the developed countries. Prior to the early 1990s the volatility of consumption is even higher than GDP. This fact makes it difficult to explain the volatile market using the standard one sector real economic cycle (REC) model. Contrary to the other domestic studies, this study considers a three-sector dynamical stochastic general equilibrium REC model. In this model there are two consumption sectors, whereby one is labour intensive and another is capital intensive. The more capital intensive investment sector only introduces technology shocks in the medical imaging market. Our response functions and Monte-Carlo simulation results show that the model can explain 90% of the volatility of consummation relative to GDP, and explain the correlation between consumption and GDP. The results demonstrated the significant correlation between the technological reform in medical imaging and volatility in the labour market on Chinese macro economy development.

A stochastic model of cell replicative senescence based on telomere shortening, oxidative stress, and somatic mutations in nuclear and mitochondrial DNA.

PubMed

Sozou, P D; Kirkwood, T B

2001-12-21

Human diploid fibroblast cells can divide for only a limited number of times in vitro, a phenomenon known as replicative senescence or the Hayflick limit. Variability in doubling potential is observed within a clone of cells, and between two sister cells arising from a single mitotic division. This strongly suggests that the process by which cells become senescent is intrinsically stochastic. Among the various biochemical mechanisms that have been proposed to explain replicative senescence, particular interest has been focussed on the role of telomere reduction. In the absence of telomerase--an enzyme switched off in normal diploid fibro-blasts-cells lose telomeric DNA at each cell division. According to the telomere hypothesis of cell senescence, cells eventually reach a critically short telomere length and cell cycle arrest follows. In support of this concept, forced expression of telomerase in normal fibroblasts appears to prevent cell senescence. Nevertheless, the telomere hypothesis in its basic form has some difficulty in explaining the marked stochastic variations seen in the replicative lifespans of individual cells within a culture, and there is strong empirical and theoretical support for the concept that other kinds of damage may contribute to cellular ageing. We describe a stochastic network model of cell senescence in which a primary role is played by telomere reduction but in which other mechanisms (oxidative stress linked particularly to mitochondrial damage, and nuclear somatic mutations) also contribute. The model gives simulation results that are in good agreement with published data on intra-clonal variability in cell doubling potential and permits an analysis of how the various elements of the stochastic network interact. Such integrative models may aid in developing new experimental approaches aimed at unravelling the intrinsic complexity of the mechanisms contributing to human cell ageing. Copyright 2001 Academic Press.

Stochastic Erosion of Fractal Structure in Nonlinear Dynamical Systems

NASA Astrophysics Data System (ADS)

Agarwal, S.; Wettlaufer, J. S.

2014-12-01

We analyze the effects of stochastic noise on the Lorenz-63 model in the chaotic regime to demonstrate a set of general issues arising in the interpretation of data from nonlinear dynamical systems typical in geophysics. The model is forced using both additive and multiplicative, white and colored noise and it is shown that, through a suitable choice of the noise intensity, both additive and multiplicative noise can produce similar dynamics. We use a recently developed measure, histogram distance, to show the similarity between the dynamics produced by additive and multiplicative forcing. This phenomenon, in a nonlinear fractal structure with chaotic dynamics can be explained by understanding how noise affects the Unstable Periodic Orbits (UPOs) of the system. For delta-correlated noise, the UPOs erode the fractal structure. In the presence of memory in the noise forcing, the time scale of the noise starts to interact with the period of some UPO and, depending on the noise intensity, stochastic resonance may be observed. This also explains the mixing in dissipative dynamical systems in presence of white noise; as the fractal structure is smoothed, the decay of correlations is enhanced, and hence the rate of mixing increases with noise intensity.

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 models to study the impact of mixing on a fed-batch culture of Saccharomyces cerevisiae.

PubMed

Delvigne, F; Lejeune, A; Destain, J; Thonart, P

2006-01-01

The mechanisms of interaction between microorganisms and their environment in a stirred bioreactor can be modeled by a stochastic approach. The procedure comprises two submodels: a classical stochastic model for the microbial cell circulation and a Markov chain model for the concentration gradient calculus. The advantage lies in the fact that the core of each submodel, i.e., the transition matrix (which contains the probabilities to shift from a perfectly mixed compartment to another in the bioreactor representation), is identical for the two cases. That means that both the particle circulation and fluid mixing process can be analyzed by use of the same modeling basis. This assumption has been validated by performing inert tracer (NaCl) and stained yeast cells dispersion experiments that have shown good agreement with simulation results. The stochastic model has been used to define a characteristic concentration profile experienced by the microorganisms during a fermentation test performed in a scale-down reactor. The concentration profiles obtained in this way can explain the scale-down effect in the case of a Saccharomyces cerevisiae fed-batch process. The simulation results are analyzed in order to give some explanations about the effect of the substrate fluctuation dynamics on S. cerevisiae.

Kinetic and Stochastic Models of 1D yeast ``prions"

NASA Astrophysics Data System (ADS)

Kunes, Kay

2005-03-01

Mammalian prion proteins (PrP) are of public health interest because of mad cow and chronic wasting diseases. Yeasts have proteins, which can undergo similar reconformation and aggregation processes to PrP; yeast ``prions" are simpler to experimentally study and model. Recent in vitro studies of the SUP35 protein (1), showed long aggregates and pure exponential growth of the misfolded form. To explain this data, we have extended a previous model of aggregation kinetics along with our own stochastic approach (2). Both models assume reconformation only upon aggregation, and include aggregate fissioning and an initial nucleation barrier. We find for sufficiently small nucleation rates or seeding by small dimer concentrations that we can achieve the requisite exponential growth and long aggregates.

Stochastic IMT (Insulator-Metal-Transition) Neurons: An Interplay of Thermal and Threshold Noise at Bifurcation

PubMed Central

Parihar, Abhinav; Jerry, Matthew; Datta, Suman; Raychowdhury, Arijit

2018-01-01

Artificial neural networks can harness stochasticity in multiple ways to enable a vast class of computationally powerful models. Boltzmann machines and other stochastic neural networks have been shown to outperform their deterministic counterparts by allowing dynamical systems to escape local energy minima. Electronic implementation of such stochastic networks is currently limited to addition of algorithmic noise to digital machines which is inherently inefficient; albeit recent efforts to harness physical noise in devices for stochasticity have shown promise. To succeed in fabricating electronic neuromorphic networks we need experimental evidence of devices with measurable and controllable stochasticity which is complemented with the development of reliable statistical models of such observed stochasticity. Current research literature has sparse evidence of the former and a complete lack of the latter. This motivates the current article where we demonstrate a stochastic neuron using an insulator-metal-transition (IMT) device, based on electrically induced phase-transition, in series with a tunable resistance. We show that an IMT neuron has dynamics similar to a piecewise linear FitzHugh-Nagumo (FHN) neuron and incorporates all characteristics of a spiking neuron in the device phenomena. We experimentally demonstrate spontaneous stochastic spiking along with electrically controllable firing probabilities using Vanadium Dioxide (VO2) based IMT neurons which show a sigmoid-like transfer function. The stochastic spiking is explained by two noise sources - thermal noise and threshold fluctuations, which act as precursors of bifurcation. As such, the IMT neuron is modeled as an Ornstein-Uhlenbeck (OU) process with a fluctuating boundary resulting in transfer curves that closely match experiments. The moments of interspike intervals are calculated analytically by extending the first-passage-time (FPT) models for Ornstein-Uhlenbeck (OU) process to include a fluctuating boundary. We find that the coefficient of variation of interspike intervals depend on the relative proportion of thermal and threshold noise, where threshold noise is the dominant source in the current experimental demonstrations. As one of the first comprehensive studies of a stochastic neuron hardware and its statistical properties, this article would enable efficient implementation of a large class of neuro-mimetic networks and algorithms. PMID:29670508

Stochastic IMT (Insulator-Metal-Transition) Neurons: An Interplay of Thermal and Threshold Noise at Bifurcation.

PubMed

Parihar, Abhinav; Jerry, Matthew; Datta, Suman; Raychowdhury, Arijit

2018-01-01

Artificial neural networks can harness stochasticity in multiple ways to enable a vast class of computationally powerful models. Boltzmann machines and other stochastic neural networks have been shown to outperform their deterministic counterparts by allowing dynamical systems to escape local energy minima. Electronic implementation of such stochastic networks is currently limited to addition of algorithmic noise to digital machines which is inherently inefficient; albeit recent efforts to harness physical noise in devices for stochasticity have shown promise. To succeed in fabricating electronic neuromorphic networks we need experimental evidence of devices with measurable and controllable stochasticity which is complemented with the development of reliable statistical models of such observed stochasticity. Current research literature has sparse evidence of the former and a complete lack of the latter. This motivates the current article where we demonstrate a stochastic neuron using an insulator-metal-transition (IMT) device, based on electrically induced phase-transition, in series with a tunable resistance. We show that an IMT neuron has dynamics similar to a piecewise linear FitzHugh-Nagumo (FHN) neuron and incorporates all characteristics of a spiking neuron in the device phenomena. We experimentally demonstrate spontaneous stochastic spiking along with electrically controllable firing probabilities using Vanadium Dioxide (VO 2 ) based IMT neurons which show a sigmoid-like transfer function. The stochastic spiking is explained by two noise sources - thermal noise and threshold fluctuations, which act as precursors of bifurcation. As such, the IMT neuron is modeled as an Ornstein-Uhlenbeck (OU) process with a fluctuating boundary resulting in transfer curves that closely match experiments. The moments of interspike intervals are calculated analytically by extending the first-passage-time (FPT) models for Ornstein-Uhlenbeck (OU) process to include a fluctuating boundary. We find that the coefficient of variation of interspike intervals depend on the relative proportion of thermal and threshold noise, where threshold noise is the dominant source in the current experimental demonstrations. As one of the first comprehensive studies of a stochastic neuron hardware and its statistical properties, this article would enable efficient implementation of a large class of neuro-mimetic networks and algorithms.

Effects of stochastic noise on dynamical decoupling procedures

NASA Astrophysics Data System (ADS)

Bernád, J. Z.; Frydrych, H.

2014-06-01

Dynamical decoupling is an important tool to counter decoherence and dissipation effects in quantum systems originating from environmental interactions. It has been used successfully in many experiments; however, there is still a gap between fidelity improvements achieved in practice compared to theoretical predictions. We propose a model for imperfect dynamical decoupling based on a stochastic Ito differential equation which could explain the observed gap. We discuss the impact of our model on the time evolution of various quantum systems in finite- and infinite-dimensional Hilbert spaces. Analytical results are given for the limit of continuous control, whereas we present numerical simulations and upper bounds for the case of finite control.

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

NASA Astrophysics Data System (ADS)

Dib, Alain; Kavvas, M. Levent

2018-03-01

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

Stochastic analysis of experimentally determined physical parameters of HPMC:NiCl{sub 2} polymer composites

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

Thejas, Urs G.; Somashekar, R., E-mail: rs@physics.uni-mysore.ac.in; Sangappa, Y.

A stochastic approach to explain the variation of physical parameters in polymer composites is discussed in this study. We have given a statistical model to derive the characteristic variation of physical parameters as a function of dopant concentration. Results of X-ray diffraction study and conductivity have been taken to validate this function, which can be extended to any of the physical parameters and polymer composites. For this study we have considered a polymer composites of HPMC doped with various concentrations of Nickel Chloride.

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.

The Stochastic Early Reaction, Inhibition, and late Action (SERIA) model for antisaccades

PubMed Central

2017-01-01

The antisaccade task is a classic paradigm used to study the voluntary control of eye movements. It requires participants to suppress a reactive eye movement to a visual target and to concurrently initiate a saccade in the opposite direction. Although several models have been proposed to explain error rates and reaction times in this task, no formal model comparison has yet been performed. Here, we describe a Bayesian modeling approach to the antisaccade task that allows us to formally compare different models on the basis of their evidence. First, we provide a formal likelihood function of actions (pro- and antisaccades) and reaction times based on previously published models. Second, we introduce the Stochastic Early Reaction, Inhibition, and late Action model (SERIA), a novel model postulating two different mechanisms that interact in the antisaccade task: an early GO/NO-GO race decision process and a late GO/GO decision process. Third, we apply these models to a data set from an experiment with three mixed blocks of pro- and antisaccade trials. Bayesian model comparison demonstrates that the SERIA model explains the data better than competing models that do not incorporate a late decision process. Moreover, we show that the early decision process postulated by the SERIA model is, to a large extent, insensitive to the cue presented in a single trial. Finally, we use parameter estimates to demonstrate that changes in reaction time and error rate due to the probability of a trial type (pro- or antisaccade) are best explained by faster or slower inhibition and the probability of generating late voluntary prosaccades. PMID:28767650

Probabilistic Inference in General Graphical Models through Sampling in Stochastic Networks of Spiking Neurons

PubMed Central

Pecevski, Dejan; Buesing, Lars; Maass, Wolfgang

2011-01-01

An important open problem of computational neuroscience is the generic organization of computations in networks of neurons in the brain. We show here through rigorous theoretical analysis that inherent stochastic features of spiking neurons, in combination with simple nonlinear computational operations in specific network motifs and dendritic arbors, enable networks of spiking neurons to carry out probabilistic inference through sampling in general graphical models. In particular, it enables them to carry out probabilistic inference in Bayesian networks with converging arrows (“explaining away”) and with undirected loops, that occur in many real-world tasks. Ubiquitous stochastic features of networks of spiking neurons, such as trial-to-trial variability and spontaneous activity, are necessary ingredients of the underlying computational organization. We demonstrate through computer simulations that this approach can be scaled up to neural emulations of probabilistic inference in fairly large graphical models, yielding some of the most complex computations that have been carried out so far in networks of spiking neurons. PMID:22219717

First Test of Stochastic Growth Theory for Langmuir Waves in Earth's Foreshock

NASA Technical Reports Server (NTRS)

Cairns, Iver H.; Robinson, P. A.

1997-01-01

This paper presents the first test of whether stochastic growth theory (SGT) can explain the detailed characteristics of Langmuir-like waves in Earth's foreshock. A period with unusually constant solar wind magnetic field is analyzed. The observed distributions P(logE) of wave fields E for two intervals with relatively constant spacecraft location (DIFF) are shown to agree well with the fundamental prediction of SGT, that P(logE) is Gaussian in log E. This stochastic growth can be accounted for semi-quantitatively in terms of standard foreshock beam parameters and a model developed for interplanetary type III bursts. Averaged over the entire period with large variations in DIFF, the P(logE) distribution is a power-law with index approximately -1; this is interpreted in terms of convolution of intrinsic, spatially varying P(logE) distributions with a probability function describing ISEE's residence time at a given DIFF. Wave data from this interval thus provide good observational evidence that SGT can sometimes explain the clumping, burstiness, persistence, and highly variable fields of the foreshock Langmuir-like waves.

First test of stochastic growth theory for Langmuir waves in Earth's foreshock

NASA Astrophysics Data System (ADS)

Cairns, Iver H.; Robinson, P. A.

This paper presents the first test of whether stochastic growth theory (SGT) can explain the detailed characteristics of Langmuir-like waves in Earth's foreshock. A period with unusually constant solar wind magnetic field is analyzed. The observed distributions P(log E) of wave fields E for two intervals with relatively constant spacecraft location (DIFF) are shown to agree well with the fundamental prediction of SGT, that P(log E) is Gaussian in log E. This stochastic growth can be accounted for semi-quantitatively in terms of standard foreshock beam parameters and a model developed for interplanetary type III bursts. Averaged over the entire period with large variations in DIFF, the P(log E) distribution is a power-law with index ˜ -1 this is interpreted in terms of convolution of intrinsic, spatially varying P(log E) distributions with a probability function describing ISEE's residence time at a given DIFF. Wave data from this interval thus provide good observational evidence that SGT can sometimes explain the clumping, burstiness, persistence, and highly variable fields of the foreshock Langmuir-like waves.

Selfish routing equilibrium in stochastic traffic network: A probability-dominant description.

PubMed

Zhang, Wenyi; He, Zhengbing; Guan, Wei; Ma, Rui

2017-01-01

This paper suggests a probability-dominant user equilibrium (PdUE) model to describe the selfish routing equilibrium in a stochastic traffic network. At PdUE, travel demands are only assigned to the most dominant routes in the same origin-destination pair. A probability-dominant rerouting dynamic model is proposed to explain the behavioral mechanism of PdUE. To facilitate applications, the logit formula of PdUE is developed, of which a well-designed route set is not indispensable and the equivalent varitional inequality formation is simple. Two routing strategies, i.e., the probability-dominant strategy (PDS) and the dominant probability strategy (DPS), are discussed through a hypothetical experiment. It is found that, whether out of insurance or striving for perfection, PDS is a better choice than DPS. For more general cases, the conducted numerical tests lead to the same conclusion. These imply that PdUE (rather than the conventional stochastic user equilibrium) is a desirable selfish routing equilibrium for a stochastic network, given that the probability distributions of travel time are available to travelers.

Selfish routing equilibrium in stochastic traffic network: A probability-dominant description

PubMed Central

Zhang, Wenyi; Guan, Wei; Ma, Rui

2017-01-01

This paper suggests a probability-dominant user equilibrium (PdUE) model to describe the selfish routing equilibrium in a stochastic traffic network. At PdUE, travel demands are only assigned to the most dominant routes in the same origin-destination pair. A probability-dominant rerouting dynamic model is proposed to explain the behavioral mechanism of PdUE. To facilitate applications, the logit formula of PdUE is developed, of which a well-designed route set is not indispensable and the equivalent varitional inequality formation is simple. Two routing strategies, i.e., the probability-dominant strategy (PDS) and the dominant probability strategy (DPS), are discussed through a hypothetical experiment. It is found that, whether out of insurance or striving for perfection, PDS is a better choice than DPS. For more general cases, the conducted numerical tests lead to the same conclusion. These imply that PdUE (rather than the conventional stochastic user equilibrium) is a desirable selfish routing equilibrium for a stochastic network, given that the probability distributions of travel time are available to travelers. PMID:28829834

Neural Dynamics as Sampling: A Model for Stochastic Computation in Recurrent Networks of Spiking Neurons

PubMed Central

Buesing, Lars; Bill, Johannes; Nessler, Bernhard; Maass, Wolfgang

2011-01-01

The organization of computations in networks of spiking neurons in the brain is still largely unknown, in particular in view of the inherently stochastic features of their firing activity and the experimentally observed trial-to-trial variability of neural systems in the brain. In principle there exists a powerful computational framework for stochastic computations, probabilistic inference by sampling, which can explain a large number of macroscopic experimental data in neuroscience and cognitive science. But it has turned out to be surprisingly difficult to create a link between these abstract models for stochastic computations and more detailed models of the dynamics of networks of spiking neurons. Here we create such a link and show that under some conditions the stochastic firing activity of networks of spiking neurons can be interpreted as probabilistic inference via Markov chain Monte Carlo (MCMC) sampling. Since common methods for MCMC sampling in distributed systems, such as Gibbs sampling, are inconsistent with the dynamics of spiking neurons, we introduce a different approach based on non-reversible Markov chains that is able to reflect inherent temporal processes of spiking neuronal activity through a suitable choice of random variables. We propose a neural network model and show by a rigorous theoretical analysis that its neural activity implements MCMC sampling of a given distribution, both for the case of discrete and continuous time. This provides a step towards closing the gap between abstract functional models of cortical computation and more detailed models of networks of spiking neurons. PMID:22096452

Explaining opinion polarisation with opinion copulas.

PubMed

Askitas, Nikolaos

2017-01-01

An empirically founded and widely established driving force in opinion dynamics is homophily i.e. the tendency of "birds of a feather" to "flock together". The closer our opinions are the more likely it is that we will interact and converge. Models using these assumptions are called bounded confidence models (BCM) as they assume a tolerance threshold after which interaction is unlikely. They are known to produce one or more clusters, depending on the size of the bound, with more than one cluster being possible only in the deterministic case. Introducing noise, as is likely to happen in a stochastic world, causes BCM to produce consensus which leaves us with the open problem of explaining the emergence and sustainance of opinion clusters and polarisation. We investigate the role of heterogeneous priors in opinion formation, introduce the concept of opinion copulas, argue that it is well supported by findings in Social Psychology and use it to show that the stochastic BCM does indeed produce opinion clustering without the need for extra assumptions.

Explaining opinion polarisation with opinion copulas

PubMed Central

2017-01-01

An empirically founded and widely established driving force in opinion dynamics is homophily i.e. the tendency of “birds of a feather” to “flock together”. The closer our opinions are the more likely it is that we will interact and converge. Models using these assumptions are called bounded confidence models (BCM) as they assume a tolerance threshold after which interaction is unlikely. They are known to produce one or more clusters, depending on the size of the bound, with more than one cluster being possible only in the deterministic case. Introducing noise, as is likely to happen in a stochastic world, causes BCM to produce consensus which leaves us with the open problem of explaining the emergence and sustainance of opinion clusters and polarisation. We investigate the role of heterogeneous priors in opinion formation, introduce the concept of opinion copulas, argue that it is well supported by findings in Social Psychology and use it to show that the stochastic BCM does indeed produce opinion clustering without the need for extra assumptions. PMID:28829802

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

PubMed

Kim, Y C; Shanblatt, M A

1995-01-01

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

Sex in an uncertain world: environmental stochasticity helps restore competitive balance between sexually and asexually reproducing populations.

PubMed

Park, A W; Vandekerkhove, J; Michalakis, Y

2014-08-01

Like many organisms, individuals of the freshwater ostracod species Eucypris virens exhibit either obligate sexual or asexual reproductive modes. Both types of individual routinely co-occur, including in the same temporary freshwater pond (their natural habitat in which they undergo seasonal diapause). Given the well-known two-fold cost of sex, this begs the question of how sexually reproducing individuals are able to coexist with their asexual counterparts in spite of such overwhelming costs. Environmental stochasticity in the form of 'false dawn' inundations (where the first hydration is ephemeral and causes loss of early hatching individuals) may provide an advantage to the sexual subpopulation, which shows greater variation in hatching times following inundation. We explore the potential role of environmental stochasticity in this system using life-history data analysis, climate data, and matrix projection models. In the absence of environmental stochasticity, the population growth rate is significantly lower in sexual subpopulations. Climate data reveal that 'false dawn' inundations are common. Using matrix projection modelling with and without environmental stochasticity, we demonstrate that this phenomenon can restore appreciable balance to the system, in terms of population growth rates. This provides support for the role of environmental stochasticity in helping to explain the maintenance of sex and the occurrence of geographical parthenogenesis. © 2014 The Authors. Journal of Evolutionary Biology © 2014 European Society For Evolutionary Biology.

Mice take calculated risks.

PubMed

Kheifets, Aaron; Gallistel, C R

2012-05-29

Animals successfully navigate the world despite having only incomplete information about behaviorally important contingencies. It is an open question to what degree this behavior is driven by estimates of stochastic parameters (brain-constructed models of the experienced world) and to what degree it is directed by reinforcement-driven processes that optimize behavior in the limit without estimating stochastic parameters (model-free adaptation processes, such as associative learning). We find that mice adjust their behavior in response to a change in probability more quickly and abruptly than can be explained by differential reinforcement. Our results imply that mice represent probabilities and perform calculations over them to optimize their behavior, even when the optimization produces negligible material gain.

Mice take calculated risks

PubMed Central

Kheifets, Aaron; Gallistel, C. R.

2012-01-01

Animals successfully navigate the world despite having only incomplete information about behaviorally important contingencies. It is an open question to what degree this behavior is driven by estimates of stochastic parameters (brain-constructed models of the experienced world) and to what degree it is directed by reinforcement-driven processes that optimize behavior in the limit without estimating stochastic parameters (model-free adaptation processes, such as associative learning). We find that mice adjust their behavior in response to a change in probability more quickly and abruptly than can be explained by differential reinforcement. Our results imply that mice represent probabilities and perform calculations over them to optimize their behavior, even when the optimization produces negligible material gain. PMID:22592792

CSI 2264: CHARACTERIZING YOUNG STARS IN NGC 2264 WITH STOCHASTICALLY VARYING LIGHT CURVES

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

Stauffer, John; Rebull, Luisa; Carey, Sean

2016-03-15

We provide CoRoT and Spitzer light curves and other supporting data for 17 classical T Tauri stars in NGC 2264 whose CoRoT light curves exemplify the “stochastic” light curve class as defined in 2014 by Cody et al. The most probable physical mechanism to explain the optical variability within this light curve class is time-dependent mass accretion onto the stellar photosphere, producing transient hot spots. Where we have appropriate spectral data, we show that the veiling variability in these stars is consistent in both amplitude and timescale with the optical light curve morphology. The veiling variability is also well-correlated with the strengthmore » of the He i 6678 Å emission line, predicted by models to arise in accretion shocks on or near the stellar photosphere. Stars with accretion burst light curve morphology also have variable mass accretion. The stochastic and accretion burst light curves can both be explained by a simple model of randomly occurring flux bursts, with the stochastic light curve class having a higher frequency of lower amplitude events. Members of the stochastic light curve class have only moderate mass accretion rates. Their Hα profiles usually have blueshifted absorption features, probably originating in a disk wind. The lack of periodic signatures in the light curves suggests that little of the variability is due to long-lived hot spots rotating into or out of our line of sight; instead, the primary driver of the observed photometric variability is likely to be instabilities in the inner disk that lead to variable mass accretion.« less

Species Associations in a Species-Rich Subtropical Forest Were Not Well-Explained by Stochastic Geometry of Biodiversity

PubMed Central

Wang, Qinggang; Bao, Dachuan; Guo, Yili; Lu, Junmeng; Lu, Zhijun; Xu, Yaozhan; Zhang, Kuihan; Liu, Haibo; Meng, Hongjie; Jiang, Mingxi; Qiao, Xiujuan; Huang, Handong

2014-01-01

The stochastic dilution hypothesis has been proposed to explain species coexistence in species-rich communities. The relative importance of the stochastic dilution effects with respect to other effects such as competition and habitat filtering required to be tested. In this study, using data from a 25-ha species-rich subtropical forest plot with a strong topographic structure at Badagongshan in central China, we analyzed overall species associations and fine-scale species interactions between 2,550 species pairs. The result showed that: (1) the proportion of segregation in overall species association analysis at 2 m neighborhood in this plot followed the prediction of the stochastic dilution hypothesis that segregations should decrease with species richness but that at 10 m neighborhood was higher than the prediction. (2) The proportion of no association type was lower than the expectation of stochastic dilution hypothesis. (3) Fine-scale species interaction analyses using Heterogeneous Poisson processes as null models revealed a high proportion (47%) of significant species effects. However, the assumption of separation of scale of this method was not fully met in this plot with a strong fine-scale topographic structure. We also found that for species within the same families, fine-scale positive species interactions occurred more frequently and negative ones occurred less frequently than expected by chance. These results suggested effects of environmental filtering other than species interaction in this forest. (4) We also found that arbor species showed a much higher proportion of significant fine-scale species interactions (66%) than shrub species (18%). We concluded that the stochastic dilution hypothesis only be partly supported and environmental filtering left discernible spatial signals in the spatial associations between species in this species-rich subtropical forest with a strong topographic structure. PMID:24824996

Species associations in a species-rich subtropical forest were not well-explained by stochastic geometry of biodiversity.

PubMed

Wang, Qinggang; Bao, Dachuan; Guo, Yili; Lu, Junmeng; Lu, Zhijun; Xu, Yaozhan; Zhang, Kuihan; Liu, Haibo; Meng, Hongjie; Jiang, Mingxi; Qiao, Xiujuan; Huang, Handong

2014-01-01

The stochastic dilution hypothesis has been proposed to explain species coexistence in species-rich communities. The relative importance of the stochastic dilution effects with respect to other effects such as competition and habitat filtering required to be tested. In this study, using data from a 25-ha species-rich subtropical forest plot with a strong topographic structure at Badagongshan in central China, we analyzed overall species associations and fine-scale species interactions between 2,550 species pairs. The result showed that: (1) the proportion of segregation in overall species association analysis at 2 m neighborhood in this plot followed the prediction of the stochastic dilution hypothesis that segregations should decrease with species richness but that at 10 m neighborhood was higher than the prediction. (2) The proportion of no association type was lower than the expectation of stochastic dilution hypothesis. (3) Fine-scale species interaction analyses using Heterogeneous Poisson processes as null models revealed a high proportion (47%) of significant species effects. However, the assumption of separation of scale of this method was not fully met in this plot with a strong fine-scale topographic structure. We also found that for species within the same families, fine-scale positive species interactions occurred more frequently and negative ones occurred less frequently than expected by chance. These results suggested effects of environmental filtering other than species interaction in this forest. (4) We also found that arbor species showed a much higher proportion of significant fine-scale species interactions (66%) than shrub species (18%). We concluded that the stochastic dilution hypothesis only be partly supported and environmental filtering left discernible spatial signals in the spatial associations between species in this species-rich subtropical forest with a strong topographic structure.

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.

Measuring the potential of individual airports for pandemic spread over the world airline network.

PubMed

Lawyer, Glenn

2016-02-09

Massive growth in human mobility has dramatically increased the risk and rate of pandemic spread. Macro-level descriptors of the topology of the World Airline Network (WAN) explains middle and late stage dynamics of pandemic spread mediated by this network, but necessarily regard early stage variation as stochastic. We propose that much of this early stage variation can be explained by appropriately characterizing the local network topology surrounding an outbreak's debut location. Based on a model of the WAN derived from public data, we measure for each airport the expected force of infection (AEF) which a pandemic originating at that airport would generate, assuming an epidemic process which transmits from airport to airport via scheduled commercial flights. We observe, for a subset of world airports, the minimum transmission rate at which a disease becomes pandemically competent at each airport. We also observe, for a larger subset, the time until a pandemically competent outbreak achieves pandemic status given its debut location. Observations are generated using a highly sophisticated metapopulation reaction-diffusion simulator under a disease model known to well replicate the 2009 influenza pandemic. The robustness of the AEF measure to model misspecification is examined by degrading the underlying model WAN. AEF powerfully explains pandemic risk, showing correlation of 0.90 to the transmission level needed to give a disease pandemic competence, and correlation of 0.85 to the delay until an outbreak becomes a pandemic. The AEF is robust to model misspecification. For 97 % of airports, removing 15 % of airports from the model changes their AEF metric by less than 1 %. Appropriately summarizing the size, shape, and diversity of an airport's local neighborhood in the WAN accurately explains much of the macro-level stochasticity in pandemic outcomes.

Analysis of isothermal and cooling rate dependent immersion freezing by a unifying stochastic ice nucleation model

NASA Astrophysics Data System (ADS)

Alpert, P. A.; Knopf, D. A.

2015-05-01

Immersion freezing is an important ice nucleation pathway involved in the formation of cirrus and mixed-phase clouds. Laboratory immersion freezing experiments are necessary to determine the range in temperature (T) and relative humidity (RH) at which ice nucleation occurs and to quantify the associated nucleation kinetics. Typically, isothermal (applying a constant temperature) and cooling rate dependent immersion freezing experiments are conducted. In these experiments it is usually assumed that the droplets containing ice nuclei (IN) all have the same IN surface area (ISA), however the validity of this assumption or the impact it may have on analysis and interpretation of the experimental data is rarely questioned. A stochastic immersion freezing model based on first principles of statistics is presented, which accounts for variable ISA per droplet and uses physically observable parameters including the total number of droplets (Ntot) and the heterogeneous ice nucleation rate coefficient, Jhet(T). This model is applied to address if (i) a time and ISA dependent stochastic immersion freezing process can explain laboratory immersion freezing data for different experimental methods and (ii) the assumption that all droplets contain identical ISA is a valid conjecture with subsequent consequences for analysis and interpretation of immersion freezing. The simple stochastic model can reproduce the observed time and surface area dependence in immersion freezing experiments for a variety of methods such as: droplets on a cold-stage exposed to air or surrounded by an oil matrix, wind and acoustically levitated droplets, droplets in a continuous flow diffusion chamber (CFDC), the Leipzig aerosol cloud interaction simulator (LACIS), and the aerosol interaction and dynamics in the atmosphere (AIDA) cloud chamber. Observed time dependent isothermal frozen fractions exhibiting non-exponential behavior with time can be readily explained by this model considering varying ISA. An apparent cooling rate dependence ofJhet is explained by assuming identical ISA in each droplet. When accounting for ISA variability, the cooling rate dependence of ice nucleation kinetics vanishes as expected from classical nucleation theory. The model simulations allow for a quantitative experimental uncertainty analysis for parameters Ntot, T, RH, and the ISA variability. In an idealized cloud parcel model applying variability in ISAs for each droplet, the model predicts enhanced immersion freezing temperatures and greater ice crystal production compared to a case when ISAs are uniform in each droplet. The implications of our results for experimental analysis and interpretation of the immersion freezing process are discussed.

Stochastic Car-Following Model for Explaining Nonlinear Traffic Phenomena

NASA Astrophysics Data System (ADS)

Meng, Jianping; Song, Tao; Dong, Liyun; Dai, Shiqiang

There is a common time parameter for representing the sensitivity or the lag (response) time of drivers in many car-following models. In the viewpoint of traffic psychology, this parameter could be considered as the perception-response time (PRT). Generally, this parameter is set to be a constant in previous models. However, PRT is actually not a constant but a random variable described by the lognormal distribution. Thus the probability can be naturally introduced into car-following models by recovering the probability of PRT. For demonstrating this idea, a specific stochastic model is constructed based on the optimal velocity model. By conducting simulations under periodic boundary conditions, it is found that some important traffic phenomena, such as the hysteresis and phantom traffic jams phenomena, can be reproduced more realistically. Especially, an interesting experimental feature of traffic jams, i.e., two moving jams propagating in parallel with constant speed stably and sustainably, is successfully captured by the present model.

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

NASA Astrophysics Data System (ADS)

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

2017-08-01

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

Extremely Rare Interbreeding Events Can Explain Neanderthal DNA in Living Humans

PubMed Central

Neves, Armando G. M.; Serva, Maurizio

2012-01-01

Considering the recent experimental discovery of Green et al that present-day non-Africans have 1 to of their nuclear DNA of Neanderthal origin, we propose here a model which is able to quantify the genetic interbreeding between two subpopulations with equal fitness, living in the same geographic region. The model consists of a solvable system of deterministic ordinary differential equations containing as a stochastic ingredient a realization of the neutral Wright-Fisher process. By simulating the stochastic part of the model we are able to apply it to the interbreeding ofthe African ancestors of Eurasians and Middle Eastern Neanderthal subpopulations and estimate the only parameter of the model, which is the number of individuals per generation exchanged between subpopulations. Our results indicate that the amount of Neanderthal DNA in living non-Africans can be explained with maximum probability by the exchange of a single pair of individuals between the subpopulations at each 77 generations, but larger exchange frequencies are also allowed with sizeable probability. The results are compatible with a long coexistence time of 130,000 years, a total interbreeding population of order individuals, and with all living humans being descendants of Africans both for mitochondrial DNA and Y chromosome. PMID:23112810

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

Zhu, Z. W., E-mail: zhuzhiwen@tju.edu.cn; Li, X. M., E-mail: lixinmiaotju@163.com; Xu, J., E-mail: xujia-ld@163.com

A kind of magnetic shape memory alloy (MSMA) microgripper is proposed in this paper, and its nonlinear dynamic characteristics are studied when the stochastic perturbation is considered. Nonlinear differential items are introduced to explain the hysteretic phenomena of MSMA, and the constructive relationships among strain, stress, and magnetic field intensity are obtained by the partial least-square regression method. The nonlinear dynamic model of a MSMA microgripper subjected to in-plane stochastic excitation is developed. The stationary probability density function of the system’s response is obtained, the transition sets of the system are determined, and the conditions of stochastic bifurcation are obtained.more » The homoclinic and heteroclinic orbits of the system are given, and the boundary of the system’s safe basin is obtained by stochastic Melnikov integral method. The numerical and experimental results show that the system’s motion depends on its parameters, and stochastic Hopf bifurcation appears in the variation of the parameters; the area of the safe basin decreases with the increase of the stochastic excitation, and the boundary of the safe basin becomes fractal. The results of this paper are helpful for the application of MSMA microgripper in engineering fields.« less

Boosting Bayesian parameter inference of nonlinear stochastic differential equation models by Hamiltonian scale separation.

PubMed

Albert, Carlo; Ulzega, Simone; Stoop, Ruedi

2016-04-01

Parameter inference is a fundamental problem in data-driven modeling. Given observed data that is believed to be a realization of some parameterized model, the aim is to find parameter values that are able to explain the observed data. In many situations, the dominant sources of uncertainty must be included into the model for making reliable predictions. This naturally leads to stochastic models. Stochastic models render parameter inference much harder, as the aim then is to find a distribution of likely parameter values. In Bayesian statistics, which is a consistent framework for data-driven learning, this so-called posterior distribution can be used to make probabilistic predictions. We propose a novel, exact, and very efficient approach for generating posterior parameter distributions for stochastic differential equation models calibrated to measured time series. The algorithm is inspired by reinterpreting the posterior distribution as a statistical mechanics partition function of an object akin to a polymer, where the measurements are mapped on heavier beads compared to those of the simulated data. To arrive at distribution samples, we employ a Hamiltonian Monte Carlo approach combined with a multiple time-scale integration. A separation of time scales naturally arises if either the number of measurement points or the number of simulation points becomes large. Furthermore, at least for one-dimensional problems, we can decouple the harmonic modes between measurement points and solve the fastest part of their dynamics analytically. Our approach is applicable to a wide range of inference problems and is highly parallelizable.

On Stochastic Dependence

ERIC Educational Resources Information Center

Meyer, Joerg M.

2018-01-01

The contrary of stochastic independence splits up into two cases: pairs of events being favourable or being unfavourable. Examples show that both notions have quite unexpected properties, some of them being opposite to intuition. For example, transitivity does not hold. Stochastic dependence is also useful to explain cases of Simpson's paradox.

A Dynamic, Stochastic, Computational Model of Preference Reversal Phenomena

ERIC Educational Resources Information Center

Johnson, Joseph G.; Busemeyer, Jerome R.

2005-01-01

Preference orderings among a set of options may depend on the elicitation method (e.g., choice or pricing); these preference reversals challenge traditional decision theories. Previous attempts to explain these reversals have relied on allowing utility of the options to change across elicitation methods by changing the decision weights, the…

GPELab, a Matlab toolbox to solve Gross-Pitaevskii equations II: Dynamics and stochastic simulations

NASA Astrophysics Data System (ADS)

Antoine, Xavier; Duboscq, Romain

2015-08-01

GPELab is a free Matlab toolbox for modeling and numerically solving large classes of systems of Gross-Pitaevskii equations that arise in the physics of Bose-Einstein condensates. The aim of this second paper, which follows (Antoine and Duboscq, 2014), is to first present the various pseudospectral schemes available in GPELab for computing the deterministic and stochastic nonlinear dynamics of Gross-Pitaevskii equations (Antoine, et al., 2013). Next, the corresponding GPELab functions are explained in detail. Finally, some numerical examples are provided to show how the code works for the complex dynamics of BEC problems.

Using Dynamic Stochastic Modelling to Estimate Population Risk Factors in Infectious Disease: The Example of FIV in 15 Cat Populations

PubMed Central

Fouchet, David; Leblanc, Guillaume; Sauvage, Frank; Guiserix, Micheline; Poulet, Hervé; Pontier, Dominique

2009-01-01

Background In natural cat populations, Feline Immunodeficiency Virus (FIV) is transmitted through bites between individuals. Factors such as the density of cats within the population or the sex-ratio can have potentially strong effects on the frequency of fight between individuals and hence appear as important population risk factors for FIV. Methodology/Principal Findings To study such population risk factors, we present data on FIV prevalence in 15 cat populations in northeastern France. We investigate five key social factors of cat populations; the density of cats, the sex-ratio, the number of males and the mean age of males and females within the population. We overcome the problem of dependence in the infective status data using sexually-structured dynamic stochastic models. Only the age of males and females had an effect (p = 0.043 and p = 0.02, respectively) on the male-to-female transmission rate. Due to multiple tests, it is even likely that these effects are, in reality, not significant. Finally we show that, in our study area, the data can be explained by a very simple model that does not invoke any risk factor. Conclusion Our conclusion is that, in host-parasite systems in general, fluctuations due to stochasticity in the transmission process are naturally very large and may alone explain a larger part of the variability in observed disease prevalence between populations than previously expected. Finally, we determined confidence intervals for the simple model parameters that can be used to further aid in management of the disease. PMID:19888418

Dynamic Trust Models between Users over Social Networks

DTIC Science & Technology

2016-03-30

SUPPLEMENTARY NOTES 14. ABSTRACT In this project, by focusing on a number of word -of- mouth communication websites, we attempted to...analyzed evolution of trust networks in social media sites from a perspective of mediators. To this end, we proposed two stochastic models that...focusing on a number of word -of- mouth communication websites, we first attempt to construct dynamic trust models between users that enable to explain trust

The consentaneous model of the financial markets exhibiting spurious nature of long-range memory

NASA Astrophysics Data System (ADS)

Gontis, V.; Kononovicius, A.

2018-09-01

It is widely accepted that there is strong persistence in the volatility of financial time series. The origin of the observed persistence, or long-range memory, is still an open problem as the observed phenomenon could be a spurious effect. Earlier we have proposed the consentaneous model of the financial markets based on the non-linear stochastic differential equations. The consentaneous model successfully reproduces empirical probability and power spectral densities of volatility. This approach is qualitatively different from models built using fractional Brownian motion. In this contribution we investigate burst and inter-burst duration statistics of volatility in the financial markets employing the consentaneous model. Our analysis provides an evidence that empirical statistical properties of burst and inter-burst duration can be explained by non-linear stochastic differential equations driving the volatility in the financial markets. This serves as an strong argument that long-range memory in finance can have spurious nature.

Model risk for European-style stock index options.

PubMed

Gençay, Ramazan; Gibson, Rajna

2007-01-01

In empirical modeling, there have been two strands for pricing in the options literature, namely the parametric and nonparametric models. Often, the support for the nonparametric methods is based on a benchmark such as the Black-Scholes (BS) model with constant volatility. In this paper, we study the stochastic volatility (SV) and stochastic volatility random jump (SVJ) models as parametric benchmarks against feedforward neural network (FNN) models, a class of neural network models. Our choice for FNN models is due to their well-studied universal approximation properties of an unknown function and its partial derivatives. Since the partial derivatives of an option pricing formula are risk pricing tools, an accurate estimation of the unknown option pricing function is essential for pricing and hedging. Our findings indicate that FNN models offer themselves as robust option pricing tools, over their sophisticated parametric counterparts in predictive settings. There are two routes to explain the superiority of FNN models over the parametric models in forecast settings. These are nonnormality of return distributions and adaptive learning.

Perpendicular and Parallel Ion Stochastic Heating by Kinetic Alfvén Wave Turbulence in the Solar Wind

NASA Astrophysics Data System (ADS)

Hoppock, I. W.; Chandran, B. D. G.

2017-12-01

The dissipation of turbulence is a prime candidate to explain the heating of collisionless plasmas like the solar wind. We consider the heating of protons and alpha particles using test particle simulations with a broad spectrum of randomly phased kinetic Alfvén waves (KAWs). Previous research extensively simulated and analytically considered stochastic heating at low plasma beta for conditions similar to coronal holes and the near-sun solar wind. We verify the analytical models of proton and alpha particle heating rates, and extend these simulations to plasmas with beta of order unity like in the solar wind at 1 au. Furthermore, we consider cases with very large beta of order 100, relevant to other astrophysical plasmas. We explore the parameter dependency of the critical KAW amplitude that breaks the gyro-center approximation and leads to stochastic gyro-orbits of the particles. Our results suggest that stochastic heating by KAW turbulence is an efficient heating mechanisms for moderate to high beta plasmas.

Physical Models of Cognition

NASA Technical Reports Server (NTRS)

Zak, Michail

1994-01-01

This paper presents and discusses physical models for simulating some aspects of neural intelligence, and, in particular, the process of cognition. The main departure from the classical approach here is in utilization of a terminal version of classical dynamics introduced by the author earlier. Based upon violations of the Lipschitz condition at equilibrium points, terminal dynamics attains two new fundamental properties: it is spontaneous and nondeterministic. Special attention is focused on terminal neurodynamics as a particular architecture of terminal dynamics which is suitable for modeling of information flows. Terminal neurodynamics possesses a well-organized probabilistic structure which can be analytically predicted, prescribed, and controlled, and therefore which presents a powerful tool for modeling real-life uncertainties. Two basic phenomena associated with random behavior of neurodynamic solutions are exploited. The first one is a stochastic attractor ; a stable stationary stochastic process to which random solutions of a closed system converge. As a model of the cognition process, a stochastic attractor can be viewed as a universal tool for generalization and formation of classes of patterns. The concept of stochastic attractor is applied to model a collective brain paradigm explaining coordination between simple units of intelligence which perform a collective task without direct exchange of information. The second fundamental phenomenon discussed is terminal chaos which occurs in open systems. Applications of terminal chaos to information fusion as well as to explanation and modeling of coordination among neurons in biological systems are discussed. It should be emphasized that all the models of terminal neurodynamics are implementable in analog devices, which means that all the cognition processes discussed in the paper are reducible to the laws of Newtonian mechanics.

Estimating radiative feedbacks from stochastic fluctuations in surface temperature and energy imbalance

NASA Astrophysics Data System (ADS)

Proistosescu, C.; Donohoe, A.; Armour, K.; Roe, G.; Stuecker, M. F.; Bitz, C. M.

2017-12-01

Joint observations of global surface temperature and energy imbalance provide for a unique opportunity to empirically constrain radiative feedbacks. However, the satellite record of Earth's radiative imbalance is relatively short and dominated by stochastic fluctuations. Estimates of radiative feedbacks obtained by regressing energy imbalance against surface temperature depend strongly on sampling choices and on assumptions about whether the stochastic fluctuations are primarily forced by atmospheric or oceanic variability (e.g. Murphy and Forster 2010, Dessler 2011, Spencer and Braswell 2011, Forster 2016). We develop a framework around a stochastic energy balance model that allows us to parse the different contributions of atmospheric and oceanic forcing based on their differing impacts on the covariance structure - or lagged regression - of temperature and radiative imbalance. We validate the framework in a hierarchy of general circulation models: the impact of atmospheric forcing is examined in unforced control simulations of fixed sea-surface temperature and slab ocean model versions; the impact of oceanic forcing is examined in coupled simulations with prescribed ENSO variability. With the impact of atmospheric and oceanic forcing constrained, we are able to predict the relationship between temperature and radiative imbalance in a fully coupled control simulation, finding that both forcing sources are needed to explain the structure of the lagged-regression. We further model the dependence of feedback estimates on sampling interval by considering the effects of a finite equilibration time for the atmosphere, and issues of smoothing and aliasing. Finally, we develop a method to fit the stochastic model to the short timeseries of temperature and radiative imbalance by performing a Bayesian inference based on a modified version of the spectral Whittle likelihood. We are thus able to place realistic joint uncertainty estimates on both stochastic forcing and radiative feedbacks derived from observational records. We find that these records are, as of yet, too short to be useful in constraining radiative feedbacks, and we provide estimates of how the uncertainty narrows as a function of record length.

Modelling the interaction between flooding events and economic growth

NASA Astrophysics Data System (ADS)

Grames, J.; Prskawetz, A.; Grass, D.; Blöschl, G.

2015-06-01

Socio-hydrology describes the interaction between the socio-economy and water. Recent models analyze the interplay of community risk-coping culture, flooding damage and economic growth (Di Baldassarre et al., 2013; Viglione et al., 2014). These models descriptively explain the feedbacks between socio-economic development and natural disasters like floods. Contrary to these descriptive models, our approach develops an optimization model, where the intertemporal decision of an economic agent interacts with the hydrological system. In order to build this first economic growth model describing the interaction between the consumption and investment decisions of an economic agent and the occurrence of flooding events, we transform an existing descriptive stochastic model into an optimal deterministic model. The intermediate step is to formulate and simulate a descriptive deterministic model. We develop a periodic water function to approximate the former discrete stochastic time series of rainfall events. Due to the non-autonomous exogenous periodic rainfall function the long-term path of consumption and investment will be periodic.

Investigating the two-moment characterisation of subcellular biochemical networks.

PubMed

Ullah, Mukhtar; Wolkenhauer, Olaf

2009-10-07

While ordinary differential equations (ODEs) form the conceptual framework for modelling many cellular processes, specific situations demand stochastic models to capture the influence of noise. The most common formulation of stochastic models for biochemical networks is the chemical master equation (CME). While stochastic simulations are a practical way to realise the CME, analytical approximations offer more insight into the influence of noise. Towards that end, the two-moment approximation (2MA) is a promising addition to the established analytical approaches including the chemical Langevin equation (CLE) and the related linear noise approximation (LNA). The 2MA approach directly tracks the mean and (co)variance which are coupled in general. This coupling is not obvious in CME and CLE and ignored by LNA and conventional ODE models. We extend previous derivations of 2MA by allowing (a) non-elementary reactions and (b) relative concentrations. Often, several elementary reactions are approximated by a single step. Furthermore, practical situations often require the use of relative concentrations. We investigate the applicability of the 2MA approach to the well-established fission yeast cell cycle model. Our analytical model reproduces the clustering of cycle times observed in experiments. This is explained through multiple resettings of M-phase promoting factor (MPF), caused by the coupling between mean and (co)variance, near the G2/M transition.

Modeling financial markets by the multiplicative sequence of trades

NASA Astrophysics Data System (ADS)

Gontis, V.; Kaulakys, B.

2004-12-01

We introduce the stochastic multiplicative point process modeling trading activity of financial markets. Such a model system exhibits power-law spectral density S(f)∝1/fβ, scaled as power of frequency for various values of β between 0.5 and 2. Furthermore, we analyze the relation between the power-law autocorrelations and the origin of the power-law probability distribution of the trading activity. The model reproduces the spectral properties of trading activity and explains the mechanism of power-law distribution in real markets.

Managerial performance and cost efficiency of Japanese local public hospitals: a latent class stochastic frontier model.

PubMed

Besstremyannaya, Galina

2011-09-01

The paper explores the link between managerial performance and cost efficiency of 617 Japanese general local public hospitals in 1999-2007. Treating managerial performance as unobservable heterogeneity, the paper employs a panel data stochastic cost frontier model with latent classes. Financial parameters associated with better managerial performance are found to be positively significant in explaining the probability of belonging to the more efficient latent class. The analysis of latent class membership was consistent with the conjecture that unobservable technological heterogeneity reflected in the existence of the latent classes is related to managerial performance. The findings may support the cause for raising efficiency of Japanese local public hospitals by enhancing the quality of management. Copyright © 2011 John Wiley & Sons, Ltd.

Population density approach for discrete mRNA distributions in generalized switching models for stochastic gene expression.

PubMed

Stinchcombe, Adam R; Peskin, Charles S; Tranchina, Daniel

2012-06-01

We present a generalization of a population density approach for modeling and analysis of stochastic gene expression. In the model, the gene of interest fluctuates stochastically between an inactive state, in which transcription cannot occur, and an active state, in which discrete transcription events occur; and the individual mRNA molecules are degraded stochastically in an independent manner. This sort of model in simplest form with exponential dwell times has been used to explain experimental estimates of the discrete distribution of random mRNA copy number. In our generalization, the random dwell times in the inactive and active states, T_{0} and T_{1}, respectively, are independent random variables drawn from any specified distributions. Consequently, the probability per unit time of switching out of a state depends on the time since entering that state. Our method exploits a connection between the fully discrete random process and a related continuous process. We present numerical methods for computing steady-state mRNA distributions and an analytical derivation of the mRNA autocovariance function. We find that empirical estimates of the steady-state mRNA probability mass function from Monte Carlo simulations of laboratory data do not allow one to distinguish between underlying models with exponential and nonexponential dwell times in some relevant parameter regimes. However, in these parameter regimes and where the autocovariance function has negative lobes, the autocovariance function disambiguates the two types of models. Our results strongly suggest that temporal data beyond the autocovariance function is required in general to characterize gene switching.

Occurrence analysis of daily rainfalls by using non-homogeneous Poissonian processes

NASA Astrophysics Data System (ADS)

Sirangelo, B.; Ferrari, E.; de Luca, D. L.

2009-09-01

In recent years several temporally homogeneous stochastic models have been applied to describe the rainfall process. In particular stochastic analysis of daily rainfall time series may contribute to explain the statistic features of the temporal variability related to the phenomenon. Due to the evident periodicity of the physical process, these models have to be used only to short temporal intervals in which occurrences and intensities of rainfalls can be considered reliably homogeneous. To this aim, occurrences of daily rainfalls can be considered as a stationary stochastic process in monthly periods. In this context point process models are widely used for at-site analysis of daily rainfall occurrence; they are continuous time series models, and are able to explain intermittent feature of rainfalls and simulate interstorm periods. With a different approach, periodic features of daily rainfalls can be interpreted by using a temporally non-homogeneous stochastic model characterized by parameters expressed as continuous functions in the time. In this case, great attention has to be paid to the parsimony of the models, as regards the number of parameters and the bias introduced into the generation of synthetic series, and to the influence of threshold values in extracting peak storm database from recorded daily rainfall heights. In this work, a stochastic model based on a non-homogeneous Poisson process, characterized by a time-dependent intensity of rainfall occurrence, is employed to explain seasonal effects of daily rainfalls exceeding prefixed threshold values. In particular, variation of rainfall occurrence intensity ? (t) is modelled by using Fourier series analysis, in which the non-homogeneous process is transformed into a homogeneous and unit one through a proper transformation of time domain, and the choice of the minimum number of harmonics is evaluated applying available statistical tests. The procedure is applied to a dataset of rain gauges located in different geographical zones of Mediterranean area. Time series have been selected on the basis of the availability of at least 50 years in the time period 1921-1985, chosen as calibration period, and of all the years of observation in the subsequent validation period 1986-2005, whose daily rainfall occurrence process variability is under hypothesis. Firstly, for each time series and for each fixed threshold value, parameters estimation of the non-homogeneous Poisson model is carried out, referred to calibration period. As second step, in order to test the hypothesis that daily rainfall occurrence process preserves the same behaviour in more recent time periods, the intensity distribution evaluated for calibration period is also adopted for the validation period. Starting from this and using a Monte Carlo approach, 1000 synthetic generations of daily rainfall occurrences, of length equal to validation period, have been carried out, and for each simulation sample ?(t) has been evaluated. This procedure is adopted because of the complexity of determining analytical statistical confidence limits referred to the sample intensity ?(t). Finally, sample intensity, theoretical function of the calibration period and 95% statistical band, evaluated by Monte Carlo approach, are matching, together with considering, for each threshold value, the mean square error (MSE) between the theoretical ?(t) and the sample one of recorded data, and his correspondent 95% one tail statistical band, estimated from the MSE values between the sample ?(t) of each synthetic series and the theoretical one. The results obtained may be very useful in the context of the identification and calibration of stochastic rainfall models based on historical precipitation data. Further applications of the non-homogeneous Poisson model will concern the joint analyses of the storm occurrence process with the rainfall height marks, interpreted by using a temporally homogeneous model in proper sub-year intervals.

Stochastic Sznajd Model in Open Community

NASA Astrophysics Data System (ADS)

Emmert-Streib, Frank

We extend the Sznajd Model for opinion formation by introducing persuasion probabilities for opinions. Moreover, we couple the system to an environment which mimics the application of the opinion. This results in a feedback, representing single-state opinion transitions in opposite to the two-state opinion transitions for persuading other people. We call this model opinion formation in an open community (OFOC). It can be seen as a stochastic extension of the Sznajd model for an open community, because it allows for a special choice of parameters to recover the original Sznajd model. We demonstrate the effect of feedback in the OFOC model by applying it to a scenario in which, e.g., opinion B is worse then opinion A but easier explained to other people. Casually formulated we analyzed the question, how much better one has to be, in order to persuade other people, provided the opinion is worse. Our results reveal a linear relation between the transition probability for opinion B and the influence of the environment on B.

Stochastic Simulation of Actin Dynamics Reveals the Role of Annealing and Fragmentation

PubMed Central

Fass, Joseph; Pak, Chi; Bamburg, James; Mogilner, Alex

2008-01-01

Recent observations of F-actin dynamics call for theoretical models to interpret and understand the quantitative data. A number of existing models rely on simplifications and do not take into account F-actin fragmentation and annealing. We use Gillespie’s algorithm for stochastic simulations of the F-actin dynamics including fragmentation and annealing. The simulations vividly illustrate that fragmentation and annealing have little influence on the shape of the polymerization curve and on nucleotide profiles within filaments but drastically affect the F-actin length distribution, making it exponential. We find that recent surprising measurements of high length diffusivity at the critical concentration cannot be explained by fragmentation and annealing events unless both fragmentation rates and frequency of undetected fragmentation and annealing events are greater than previously thought. The simulations compare well with experimentally measured actin polymerization data and lend additional support to a number of existing theoretical models. PMID:18279896

Technical indicators of economic performance in dairy sheep farming.

PubMed

Theodoridis, A; Ragkos, A; Roustemis, D; Arsenos, G; Abas, Z; Sinapis, E

2014-01-01

In this study, the level of technical efficiency of 58 sheep farms rearing the Chios breed in Greece was measured through the application of the stochastic frontier analysis method. A Translog stochastic frontier production function was estimated using farm accounting data of Chios sheep farms and the impact of various socio-demographic and biophysical factors on the estimated efficiency of the farms was evaluated. The farms were classified into efficiency groups on the basis of the estimated level of efficiency and a technical and economic descriptive analysis was applied in order to illustrate an indicative picture of their structure and productivity. The results of the stochastic frontier model indicate that there are substantial production inefficiencies among the Chios sheep farms and that these farms could increase their production through the improvement of technical efficiency, whereas the results of the inefficiency effects model reveal that the farm-specific explanatory factors can partly explain the observed efficiency differentials. The measurement of technical inefficiency and the detection of its determinants can be used to form the basis of policy recommendations that could contribute to the development of the sector.

A simple approximation of moments of the quasi-equilibrium distribution of an extended stochastic theta-logistic model with non-integer powers.

PubMed

Bhowmick, Amiya Ranjan; Bandyopadhyay, Subhadip; Rana, Sourav; Bhattacharya, Sabyasachi

2016-01-01

The stochastic versions of the logistic and extended logistic growth models are applied successfully to explain many real-life population dynamics and share a central body of literature in stochastic modeling of ecological systems. To understand the randomness in the population dynamics of the underlying processes completely, it is important to have a clear idea about the quasi-equilibrium distribution and its moments. Bartlett et al. (1960) took a pioneering attempt for estimating the moments of the quasi-equilibrium distribution of the stochastic logistic model. Matis and Kiffe (1996) obtain a set of more accurate and elegant approximations for the mean, variance and skewness of the quasi-equilibrium distribution of the same model using cumulant truncation method. The method is extended for stochastic power law logistic family by the same and several other authors (Nasell, 2003; Singh and Hespanha, 2007). Cumulant truncation and some alternative methods e.g. saddle point approximation, derivative matching approach can be applied if the powers involved in the extended logistic set up are integers, although plenty of evidence is available for non-integer powers in many practical situations (Sibly et al., 2005). In this paper, we develop a set of new approximations for mean, variance and skewness of the quasi-equilibrium distribution under more general family of growth curves, which is applicable for both integer and non-integer powers. The deterministic counterpart of this family of models captures both monotonic and non-monotonic behavior of the per capita growth rate, of which theta-logistic is a special case. The approximations accurately estimate the first three order moments of the quasi-equilibrium distribution. The proposed method is illustrated with simulated data and real data from global population dynamics database. Copyright © 2015 Elsevier Inc. All rights reserved.

Minimalist model of ice microphysics in mixed-phase stratiform clouds

NASA Astrophysics Data System (ADS)

Yang, Fan; Ovchinnikov, Mikhail; Shaw, Raymond A.

2013-07-01

The question of whether persistent ice crystal precipitation from supercooled layer clouds can be explained by time-dependent, stochastic ice nucleation is explored using an approximate, analytical model and a large-eddy simulation (LES) cloud model. The updraft velocity in the cloud defines an accumulation zone, where small ice particles cannot fall out until they are large enough, which will increase the residence time of ice particles in the cloud. Ice particles reach a quasi-steady state between growth by vapor deposition and fall speed at cloud base. The analytical model predicts that ice water content (wi) has a 2.5 power-law relationship with ice number concentration (ni). wi and ni from a LES cloud model with stochastic ice nucleation confirm the 2.5 power-law relationship, and initial indications of the scaling law are observed in data from the Indirect and Semi-Direct Aerosol Campaign. The prefactor of the power law is proportional to the ice nucleation rate and therefore provides a quantitative link to observations of ice microphysical properties.

Minimalist Model of Ice Microphysics in Mixed-phase Stratiform Clouds

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

Yang, F.; Ovchinnikov, Mikhail; Shaw, Raymond A.

The question of whether persistent ice crystal precipitation from super cooled layer clouds can be explained by time-dependent, stochastic ice nucleation is explored using an approximate, analytical model, and a large-eddy simulation (LES) cloud model. The updraft velocity in the cloud defines an accumulation zone, where small ice particles cannot fall out until they are large enough, which will increase the residence time of ice particles in the cloud. Ice particles reach a quasi-steady state between growth by vapor deposition and fall speed at cloud base. The analytical model predicts that ice water content (wi) has a 2.5 power lawmore » relationship with ice number concentration ni. wi and ni from a LES cloud model with stochastic ice nucleation also confirm the 2.5 power law relationship. The prefactor of the power law is proportional to the ice nucleation rate, and therefore provides a quantitative link to observations of ice microphysical properties.« less

Stochastic satisficing account of confidence in uncertain value-based decisions

PubMed Central

Bahrami, Bahador; Keramati, Mehdi

2018-01-01

Every day we make choices under uncertainty; choosing what route to work or which queue in a supermarket to take, for example. It is unclear how outcome variance, e.g. uncertainty about waiting time in a queue, affects decisions and confidence when outcome is stochastic and continuous. How does one evaluate and choose between an option with unreliable but high expected reward, and an option with more certain but lower expected reward? Here we used an experimental design where two choices’ payoffs took continuous values, to examine the effect of outcome variance on decision and confidence. We found that our participants’ probability of choosing the good (high expected reward) option decreased when the good or the bad options’ payoffs were more variable. Their confidence ratings were affected by outcome variability, but only when choosing the good option. Unlike perceptual detection tasks, confidence ratings correlated only weakly with decisions’ time, but correlated with the consistency of trial-by-trial choices. Inspired by the satisficing heuristic, we propose a “stochastic satisficing” (SSAT) model for evaluating options with continuous uncertain outcomes. In this model, options are evaluated by their probability of exceeding an acceptability threshold, and confidence reports scale with the chosen option’s thus-defined satisficing probability. Participants’ decisions were best explained by an expected reward model, while the SSAT model provided the best prediction of decision confidence. We further tested and verified the predictions of this model in a second experiment. Our model and experimental results generalize the models of metacognition from perceptual detection tasks to continuous-value based decisions. Finally, we discuss how the stochastic satisficing account of decision confidence serves psychological and social purposes associated with the evaluation, communication and justification of decision-making. PMID:29621325

The tug-of-war behavior of a Brownian particle in an asymmetric double optical trap with stochastic fluctuations

NASA Astrophysics Data System (ADS)

Long, Fei; Zhu, Jia-Pei

2018-07-01

A Brownian particle optically trapped in an asymmetric double potential surrounded by a thermal bath was simulated. Under the cooperative action of the resultant deterministic optical force and the stochastic fluctuations of the thermal bath, the confined particle undergoes Kramers transition, and oscillates between the two traps with a probability of trap occupancy that is asymmetrically distributed about the midpoint. The simulation results obtained at different temperatures indicate that the oscillation behavior of the particle can be treated as the result of a tug-of-war game played between the resultant deterministic force and the random force. We also employ a bistable model to explain the observed phenomena.

Detecting evolutionary forces in language change.

PubMed

Newberry, Mitchell G; Ahern, Christopher A; Clark, Robin; Plotkin, Joshua B

2017-11-09

Both language and genes evolve by transmission over generations with opportunity for differential replication of forms. The understanding that gene frequencies change at random by genetic drift, even in the absence of natural selection, was a seminal advance in evolutionary biology. Stochastic drift must also occur in language as a result of randomness in how linguistic forms are copied between speakers. Here we quantify the strength of selection relative to stochastic drift in language evolution. We use time series derived from large corpora of annotated texts dating from the 12th to 21st centuries to analyse three well-known grammatical changes in English: the regularization of past-tense verbs, the introduction of the periphrastic 'do', and variation in verbal negation. We reject stochastic drift in favour of selection in some cases but not in others. In particular, we infer selection towards the irregular forms of some past-tense verbs, which is likely driven by changing frequencies of rhyming patterns over time. We show that stochastic drift is stronger for rare words, which may explain why rare forms are more prone to replacement than common ones. This work provides a method for testing selective theories of language change against a null model and reveals an underappreciated role for stochasticity in language evolution.

Systems analysis of the single photon response in invertebrate photoreceptors.

PubMed

Pumir, Alain; Graves, Jennifer; Ranganathan, Rama; Shraiman, Boris I

2008-07-29

Photoreceptors of Drosophila compound eye employ a G protein-mediated signaling pathway that transduces single photons into transient electrical responses called "quantum bumps" (QB). Although most of the molecular components of this pathway are already known, the system-level understanding of the mechanism of QB generation has remained elusive. Here, we present a quantitative model explaining how QBs emerge from stochastic nonlinear dynamics of the signaling cascade. The model shows that the cascade acts as an "integrate and fire" device and explains how photoreceptors achieve reliable responses to light although keeping low background in the dark. The model predicts the nontrivial behavior of mutants that enhance or suppress signaling and explains the dependence on external calcium, which controls feedback regulation. The results provide insight into physiological questions such as single-photon response efficiency and the adaptation of response to high incident-light level. The system-level analysis enabled by modeling phototransduction provides a foundation for understanding G protein signaling pathways less amenable to quantitative approaches.

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

Modelling of information diffusion on social networks with applications to WeChat

NASA Astrophysics Data System (ADS)

Liu, Liang; Qu, Bo; Chen, Bin; Hanjalic, Alan; Wang, Huijuan

2018-04-01

Traces of user activities recorded in online social networks open new possibilities to systematically understand the information diffusion process on social networks. From the online social network WeChat, we collected a large number of information cascade trees, each of which tells the spreading trajectory of a message/information such as which user creates the information and which users view or forward the information shared by which neighbours. In this work, we propose two heterogeneous non-linear models, one for the topologies of the information cascade trees and the other for the stochastic process of information diffusion on a social network. Both models are validated by the WeChat data in reproducing and explaining key features of cascade trees. Specifically, we apply the Random Recursive Tree (RRT) to model the growth of cascade trees. The RRT model could capture key features, i.e. the average path length and degree variance of a cascade tree in relation to the number of nodes (size) of the tree. Its single identified parameter quantifies the relative depth or broadness of the cascade trees and indicates that information propagates via a star-like broadcasting or viral-like hop by hop spreading. The RRT model explains the appearance of hubs, thus a possibly smaller average path length as the cascade size increases, as observed in WeChat. We further propose the stochastic Susceptible View Forward Removed (SVFR) model to depict the dynamic user behaviour including creating, viewing, forwarding and ignoring a message on a given social network. Beside the average path length and degree variance of the cascade trees in relation to their sizes, the SVFR model could further explain the power-law cascade size distribution in WeChat and unravel that a user with a large number of friends may actually have a smaller probability to read a message (s)he receives due to limited attention.

Monte Carlo Solution to Find Input Parameters in Systems Design Problems

NASA Astrophysics Data System (ADS)

Arsham, Hossein

2013-06-01

Most engineering system designs, such as product, process, and service design, involve a framework for arriving at a target value for a set of experiments. This paper considers a stochastic approximation algorithm for estimating the controllable input parameter within a desired accuracy, given a target value for the performance function. Two different problems, what-if and goal-seeking problems, are explained and defined in an auxiliary simulation model, which represents a local response surface model in terms of a polynomial. A method of constructing this polynomial by a single run simulation is explained. An algorithm is given to select the design parameter for the local response surface model. Finally, the mean time to failure (MTTF) of a reliability subsystem is computed and compared with its known analytical MTTF value for validation purposes.

Biofilm community succession: a neutral perspective.

PubMed

Woodcock, Stephen; Sloan, William T

2017-05-22

Although biofilms represent one of the dominant forms of life in aqueous environments, our understanding of the assembly and development of their microbial communities remains relatively poor. In recent years, several studies have addressed this and have extended the concepts of succession theory in classical ecology into microbial systems. From these datasets, niche-based conceptual models have been developed explaining observed biodiversity patterns and their dynamics. These models have not, however, been formulated mathematically and so remain untested. Here, we further develop spatially resolved neutral community models and demonstrate that these can also explain these patterns and offer alternative explanations of microbial succession. The success of neutral models suggests that stochastic effects alone may have a much greater influence on microbial community succession than previously acknowledged. Furthermore, such models are much more readily parameterised and can be used as the foundation of more complex and realistic models of microbial community succession.

Turbulent fluctuations and the excitation of Z Cam outbursts

NASA Astrophysics Data System (ADS)

Ross, Johnathan; Latter, Henrik N.

2017-09-01

Z Cam variables are a subclass of dwarf nova that lie near a global bifurcation between outbursting ('limit cycle') and non-outbursting ('standstill') states. It is believed that variations in the secondary star's mass-injection rate instigate transitions between the two regimes. In this paper, we explore an alternative trigger for these transitions: stochastic fluctuations in the disc's turbulent viscosity. We employ simple one-zone and global viscous models which, though inappropriate for detailed matching to observed light curves, clearly indicate that turbulent disc fluctuations induce outbursts when the system is sufficiently close to the global bifurcation point. While the models easily produce the observed 'outburst/dip' pairs exhibited by Z Cam and Nova-like variables, they struggle to generate long trains of outbursts. We conclude that mass transfer variability is the dominant physical process determining the overall Z Cam standstill/outburst pattern, but that viscous stochasticity provides an additional ingredient explaining some of the secondary features observed.

Beer bottle whistling: a stochastic Hopf bifurcation

NASA Astrophysics Data System (ADS)

Boujo, Edouard; Bourquard, Claire; Xiong, Yuan; Noiray, Nicolas

2017-11-01

Blowing in a bottle to produce sound is a popular and yet intriguing entertainment. We reproduce experimentally the common observation that the bottle ``whistles'', i.e. produces a distinct tone, for large enough blowing velocity and over a finite interval of blowing angle. For a given set of parameters, the whistling frequency stays constant over time while the acoustic pressure amplitude fluctuates. Transverse oscillations of the shear layer in the bottle's neck are clearly identified with time-resolved particle image velocimetry (PIV) and proper orthogonal decomposition (POD). To account for these observations, we develop an analytical model of linear acoustic oscillator (the air in the bottle) subject to nonlinear stochastic forcing (the turbulent jet impacting the bottle's neck). We derive a stochastic differential equation and, from the associated Fokker-Planck equation and the measured acoustic pressure signals, we identify the model's parameters with an adjoint optimization technique. Results are further validated experimentally, and allow us to explain (i) the occurrence of whistling in terms of linear instability, and (ii) the amplitude of the limit cycle as a competition between linear growth rate, noise intensity, and nonlinear saturation. E. B. and N. N. acknowledge support by Repower and the ETH Zurich Foundation.

Mechanical properties of transription

NASA Astrophysics Data System (ADS)

Sevier, Stuart; Levine, Herbert

Over the last several decades it has been increasingly recognized that both stochastic and mechanical processes play a central role in transcription. Though many aspects have been explained a number of fundamental properties are undeveloped. Recent results have pointed to mechanical feedback as the source of transcriptional bursting and DNA supercoiling but a reconciliation of this perspective with preexisting views of transcriptional is lacking. In this work we present a simple model of transcription where RNA elongation, RNA polymerase rotation and DNA supercoiling are coupled. The mechanical properties of each object form a foundational framework for understanding the physical nature of transcription. The resulting model can explain several important aspects of chromatin structure and generates a number of predictions for the mechanical properties of transcription.

Stochastic dynamics and the predictability of big hits in online videos.

PubMed

Miotto, José M; Kantz, Holger; Altmann, Eduardo G

2017-03-01

The competition for the attention of users is a central element of the Internet. Crucial issues are the origin and predictability of big hits, the few items that capture a big portion of the total attention. We address these issues analyzing 10^{6} time series of videos' views from YouTube. We find that the average gain of views is linearly proportional to the number of views a video already has, in agreement with usual rich-get-richer mechanisms and Gibrat's law, but this fails to explain the prevalence of big hits. The reason is that the fluctuations around the average views are themselves heavy tailed. Based on these empirical observations, we propose a stochastic differential equation with Lévy noise as a model of the dynamics of videos. We show how this model is substantially better in estimating the probability of an ordinary item becoming a big hit, which is considerably underestimated in the traditional proportional-growth models.

Stochastic dynamics and the predictability of big hits in online videos

NASA Astrophysics Data System (ADS)

Miotto, José M.; Kantz, Holger; Altmann, Eduardo G.

2017-03-01

The competition for the attention of users is a central element of the Internet. Crucial issues are the origin and predictability of big hits, the few items that capture a big portion of the total attention. We address these issues analyzing 106 time series of videos' views from YouTube. We find that the average gain of views is linearly proportional to the number of views a video already has, in agreement with usual rich-get-richer mechanisms and Gibrat's law, but this fails to explain the prevalence of big hits. The reason is that the fluctuations around the average views are themselves heavy tailed. Based on these empirical observations, we propose a stochastic differential equation with Lévy noise as a model of the dynamics of videos. We show how this model is substantially better in estimating the probability of an ordinary item becoming a big hit, which is considerably underestimated in the traditional proportional-growth models.

A mechanistic pan-cancer pathway model informed by multi-omics data interprets stochastic cell fate responses to drugs and mitogens

PubMed Central

Bouhaddou, Mehdi; Koch, Rick J.; DiStefano, Matthew S.; Tan, Annie L.; Mertz, Alex E.

2018-01-01

Most cancer cells harbor multiple drivers whose epistasis and interactions with expression context clouds drug and drug combination sensitivity prediction. We constructed a mechanistic computational model that is context-tailored by omics data to capture regulation of stochastic proliferation and death by pan-cancer driver pathways. Simulations and experiments explore how the coordinated dynamics of RAF/MEK/ERK and PI-3K/AKT kinase activities in response to synergistic mitogen or drug combinations control cell fate in a specific cellular context. In this MCF10A cell context, simulations suggest that synergistic ERK and AKT inhibitor-induced death is likely mediated by BIM rather than BAD, which is supported by prior experimental studies. AKT dynamics explain S-phase entry synergy between EGF and insulin, but simulations suggest that stochastic ERK, and not AKT, dynamics seem to drive cell-to-cell proliferation variability, which in simulations is predictable from pre-stimulus fluctuations in C-Raf/B-Raf levels. Simulations suggest MEK alteration negligibly influences transformation, consistent with clinical data. Tailoring the model to an alternate cell expression and mutation context, a glioma cell line, allows prediction of increased sensitivity of cell death to AKT inhibition. Our model mechanistically interprets context-specific landscapes between driver pathways and cell fates, providing a framework for designing more rational cancer combination therapy. PMID:29579036

Diffusion of multiple species with excluded-volume effects.

PubMed

Bruna, Maria; Chapman, S Jonathan

2012-11-28

Stochastic models of diffusion with excluded-volume effects are used to model many biological and physical systems at a discrete level. The average properties of the population may be described by a continuum model based on partial differential equations. In this paper we consider multiple interacting subpopulations/species and study how the inter-species competition emerges at the population level. Each individual is described as a finite-size hard core interacting particle undergoing brownian motion. The link between the discrete stochastic equations of motion and the continuum model is considered systematically using the method of matched asymptotic expansions. The system for two species leads to a nonlinear cross-diffusion system for each subpopulation, which captures the enhancement of the effective diffusion rate due to excluded-volume interactions between particles of the same species, and the diminishment due to particles of the other species. This model can explain two alternative notions of the diffusion coefficient that are often confounded, namely collective diffusion and self-diffusion. Simulations of the discrete system show good agreement with the analytic results.

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

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

Petrosian, Vahe; Chen Qingrong

2010-04-01

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

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

NASA Astrophysics Data System (ADS)

Yamakou, Marius E.; Jost, Jürgen

2017-10-01

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

AGN Accretion Physics in the Time Domain: Survey Cadences, Stochastic Analysis, and Physical Interpretations

NASA Astrophysics Data System (ADS)

Moreno, Jackeline; Vogeley, Michael S.; Richards, Gordon; O'Brien, John T.; Kasliwal, Vishal

2018-01-01

We present rigorous testing of survey cadences (K2, SDSS, CRTS, & Pan-STARRS) for quasar variability science using a magnetohydrodynamics synthetic lightcurve and the canonical lightcurve from Kepler, Zw 229.15. We explain where the state of the art is in regards to physical interpretations of stochastic models (CARMA) applied to AGN variability. Quasar variability offers a time domain approach of probing accretion physics at the SMBH scale. Evidence shows that the strongest amplitude changes in the brightness of AGN occur on long timescales ranging from months to hundreds of days. These global behaviors can be constrained by survey data despite low sampling resolution. CARMA processes provide a flexible family of models used to interpolate between data points, predict future observations and describe behaviors in a lightcurve. This is accomplished by decomposing a signal into rise and decay timescales, frequencies for cyclic behavior and shock amplitudes. Characteristic timescales may point to length-scales over which a physical process operates such as turbulent eddies, warping or hotspots due to local thermal instabilities. We present the distribution of SDSS Stripe 82 quasars in CARMA parameters space that pass our cadence tests and also explain how the Damped Harmonic Oscillator model, CARMA(2,1), reduces to the Damped Random Walk, CARMA(1,0), given the data in a specific region of the parameter space.

Size Matters!. Birth Size and a Size-Independent Stochastic Term Determine Asexual Reproduction Dynamics in Freshwater Planarians

NASA Astrophysics Data System (ADS)

Thomas, Michael A.; Quinodoz, Sofia; Schötz, Eva-Maria

2012-09-01

Asexual reproduction by division in higher organisms is rare, because a prerequisite is the ability to regenerate an entire organism from a piece of the original body. Freshwater planarians are one of the few animals that can reproduce this way, but little is known about the regulation of their reproduction cycles or strategies. We have previously shown that a planarian's reproduction strategy is randomized to include fragmentations, producing multiple offspring, as well as binary fissions, and can be partially explained by a maximum relative entropy principle. In this study we attempt to decompose the factors controlling their reproduction cycle. Based on recent studies on the cell cycle of budding yeast, which suggest that molecular noise in gene expression and cell size at birth together control cell cycle variability, we investigated whether the variability in planarian reproduction waiting times could be similarly regulated. We find that such a model can indeed explain the observed distribution of waiting times between birth and next reproductive event, suggesting that birth size and a stochastic noise term govern the reproduction dynamics of asexual planarians.

Characteristics of broadband slow earthquakes explained by a Brownian model

NASA Astrophysics Data System (ADS)

Ide, S.; Takeo, A.

2017-12-01

Brownian slow earthquake (BSE) model (Ide, 2008; 2010) is a stochastic model for the temporal change of seismic moment release by slow earthquakes, which can be considered as a broadband phenomena including tectonic tremors, low frequency earthquakes, and very low frequency (VLF) earthquakes in the seismological frequency range, and slow slip events in geodetic range. Although the concept of broadband slow earthquake may not have been widely accepted, most of recent observations are consistent with this concept. Then, we review the characteristics of slow earthquakes and how they are explained by BSE model. In BSE model, the characteristic size of slow earthquake source is represented by a random variable, changed by a Gaussian fluctuation added at every time step. The model also includes a time constant, which divides the model behavior into short- and long-time regimes. In nature, the time constant corresponds to the spatial limit of tremor/SSE zone. In the long-time regime, the seismic moment rate is constant, which explains the moment-duration scaling law (Ide et al., 2007). For a shorter duration, the moment rate increases with size, as often observed for VLF earthquakes (Ide et al., 2008). The ratio between seismic energy and seismic moment is constant, as shown in Japan, Cascadia, and Mexico (Maury et al., 2017). The moment rate spectrum has a section of -1 slope, limited by two frequencies corresponding to the above time constant and the time increment of the stochastic process. Such broadband spectra have been observed for slow earthquakes near the trench axis (Kaneko et al., 2017). This spectrum also explains why we can obtain VLF signals by stacking broadband seismograms relative to tremor occurrence (e.g., Takeo et al., 2010; Ide and Yabe, 2014). The fluctuation in BSE model can be non-Gaussian, as far as the variance is finite, as supported by the central limit theorem. Recent observations suggest that tremors and LFEs are spatially characteristic, rather than random (Rubin and Armbruster, 2013; Bostock et al., 2015). Since even spatially characteristic source must be activated randomly in time, moment release from these sources are compatible to the fluctuation in BSE model. Therefore, BSE model contains the model of Gomberg et al. (2016), which suggests that the cluster of LFEs makes VLF signals, as a special case.

Predicting Rift Valley Fever Inter-epidemic Activities and Outbreak Patterns: Insights from a Stochastic Host-Vector Model

PubMed Central

Pedro, Sansao A.; Abelman, Shirley; Tonnang, Henri E. Z.

2016-01-01

Rift Valley fever (RVF) outbreaks are recurrent, occurring at irregular intervals of up to 15 years at least in East Africa. Between outbreaks disease inter-epidemic activities exist and occur at low levels and are maintained by female Aedes mcintoshi mosquitoes which transmit the virus to their eggs leading to disease persistence during unfavourable seasons. Here we formulate and analyse a full stochastic host-vector model with two routes of transmission: vertical and horizontal. By applying branching process theory we establish novel relationships between the basic reproduction number, R0, vertical transmission and the invasion and extinction probabilities. Optimum climatic conditions and presence of mosquitoes have not fully explained the irregular oscillatory behaviour of RVF outbreaks. Using our model without seasonality and applying van Kampen system-size expansion techniques, we provide an analytical expression for the spectrum of stochastic fluctuations, revealing how outbreaks multi-year periodicity varies with the vertical transmission. Our theory predicts complex fluctuations with a dominant period of 1 to 10 years which essentially depends on the efficiency of vertical transmission. Our predictions are then compared to temporal patterns of disease outbreaks in Tanzania, Kenya and South Africa. Our analyses show that interaction between nonlinearity, stochasticity and vertical transmission provides a simple but plausible explanation for the irregular oscillatory nature of RVF outbreaks. Therefore, we argue that while rainfall might be the major determinant for the onset and switch-off of an outbreak, the occurrence of a particular outbreak is also a result of a build up phenomena that is correlated to vertical transmission efficiency. PMID:28002417

Predicting Rift Valley Fever Inter-epidemic Activities and Outbreak Patterns: Insights from a Stochastic Host-Vector Model.

PubMed

Pedro, Sansao A; Abelman, Shirley; Tonnang, Henri E Z

2016-12-01

Rift Valley fever (RVF) outbreaks are recurrent, occurring at irregular intervals of up to 15 years at least in East Africa. Between outbreaks disease inter-epidemic activities exist and occur at low levels and are maintained by female Aedes mcintoshi mosquitoes which transmit the virus to their eggs leading to disease persistence during unfavourable seasons. Here we formulate and analyse a full stochastic host-vector model with two routes of transmission: vertical and horizontal. By applying branching process theory we establish novel relationships between the basic reproduction number, R0, vertical transmission and the invasion and extinction probabilities. Optimum climatic conditions and presence of mosquitoes have not fully explained the irregular oscillatory behaviour of RVF outbreaks. Using our model without seasonality and applying van Kampen system-size expansion techniques, we provide an analytical expression for the spectrum of stochastic fluctuations, revealing how outbreaks multi-year periodicity varies with the vertical transmission. Our theory predicts complex fluctuations with a dominant period of 1 to 10 years which essentially depends on the efficiency of vertical transmission. Our predictions are then compared to temporal patterns of disease outbreaks in Tanzania, Kenya and South Africa. Our analyses show that interaction between nonlinearity, stochasticity and vertical transmission provides a simple but plausible explanation for the irregular oscillatory nature of RVF outbreaks. Therefore, we argue that while rainfall might be the major determinant for the onset and switch-off of an outbreak, the occurrence of a particular outbreak is also a result of a build up phenomena that is correlated to vertical transmission efficiency.

PKPD model of interleukin-21 effects on thermoregulation in monkeys--application and evaluation of stochastic differential equations.

PubMed

Overgaard, Rune Viig; Holford, Nick; Rytved, Klaus A; Madsen, Henrik

2007-02-01

To describe the pharmacodynamic effects of recombinant human interleukin-21 (IL-21) on core body temperature in cynomolgus monkeys using basic mechanisms of heat regulation. A major effort was devoted to compare the use of ordinary differential equations (ODEs) with stochastic differential equations (SDEs) in pharmacokinetic pharmacodynamic (PKPD) modelling. A temperature model was formulated including circadian rhythm, metabolism, heat loss, and a thermoregulatory set-point. This model was formulated as a mixed-effects model based on SDEs using NONMEM. The effects of IL-21 were on the set-point and the circadian rhythm of metabolism. The model was able to describe a complex set of IL-21 induced phenomena, including 1) disappearance of the circadian rhythm, 2) no effect after first dose, and 3) high variability after second dose. SDEs provided a more realistic description with improved simulation properties, and further changed the model into one that could not be falsified by the autocorrelation function. The IL-21 induced effects on thermoregulation in cynomolgus monkeys are explained by a biologically plausible model. The quality of the model was improved by the use of SDEs.

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

PubMed

Tian, Tianhai

2010-03-01

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

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.

Eye-hand coordination during a double-step task: evidence for a common stochastic accumulator

PubMed Central

Gopal, Atul

2015-01-01

Many studies of reaching and pointing have shown significant spatial and temporal correlations between eye and hand movements. Nevertheless, it remains unclear whether these correlations are incidental, arising from common inputs (independent model); whether these correlations represent an interaction between otherwise independent eye and hand systems (interactive model); or whether these correlations arise from a single dedicated eye-hand system (common command model). Subjects were instructed to redirect gaze and pointing movements in a double-step task in an attempt to decouple eye-hand movements and causally distinguish between the three architectures. We used a drift-diffusion framework in the context of a race model, which has been previously used to explain redirect behavior for eye and hand movements separately, to predict the pattern of eye-hand decoupling. We found that the common command architecture could best explain the observed frequency of different eye and hand response patterns to the target step. A common stochastic accumulator for eye-hand coordination also predicts comparable variances, despite significant difference in the means of the eye and hand reaction time (RT) distributions, which we tested. Consistent with this prediction, we observed that the variances of the eye and hand RTs were similar, despite much larger hand RTs (∼90 ms). Moreover, changes in mean eye RTs, which also increased eye RT variance, produced a similar increase in mean and variance of the associated hand RT. Taken together, these data suggest that a dedicated circuit underlies coordinated eye-hand planning. PMID:26084906

A validation study of a stochastic model of human interaction

NASA Astrophysics Data System (ADS)

Burchfield, Mitchel Talmadge

The purpose of this dissertation is to validate a stochastic model of human interactions which is part of a developmentalism paradigm. Incorporating elements of ancient and contemporary philosophy and science, developmentalism defines human development as a progression of increasing competence and utilizes compatible theories of developmental psychology, cognitive psychology, educational psychology, social psychology, curriculum development, neurology, psychophysics, and physics. To validate a stochastic model of human interactions, the study addressed four research questions: (a) Does attitude vary over time? (b) What are the distributional assumptions underlying attitudes? (c) Does the stochastic model, {-}N{intlimitssbsp{-infty}{infty}}varphi(chi,tau)\\ Psi(tau)dtau, have utility for the study of attitudinal distributions and dynamics? (d) Are the Maxwell-Boltzmann, Fermi-Dirac, and Bose-Einstein theories applicable to human groups? Approximately 25,000 attitude observations were made using the Semantic Differential Scale. Positions of individuals varied over time and the logistic model predicted observed distributions with correlations between 0.98 and 1.0, with estimated standard errors significantly less than the magnitudes of the parameters. The results bring into question the applicability of Fisherian research designs (Fisher, 1922, 1928, 1938) for behavioral research based on the apparent failure of two fundamental assumptions-the noninteractive nature of the objects being studied and normal distribution of attributes. The findings indicate that individual belief structures are representable in terms of a psychological space which has the same or similar properties as physical space. The psychological space not only has dimension, but individuals interact by force equations similar to those described in theoretical physics models. Nonlinear regression techniques were used to estimate Fermi-Dirac parameters from the data. The model explained a high degree of the variance in each probability distribution. The correlation between predicted and observed probabilities ranged from a low of 0.955 to a high value of 0.998, indicating that humans behave in psychological space as Fermions behave in momentum space.

Stochastic resonance effects reveal the neural mechanisms of transcranial magnetic stimulation

PubMed Central

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

2011-01-01

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

Rainfall Intensity and Frequency Explain Production Basis Risk in Cumulative Rain Index Insurance

NASA Astrophysics Data System (ADS)

Muneepeerakul, Chitsomanus P.; Muneepeerakul, Rachata; Huffaker, Ray G.

2017-12-01

With minimal moral hazard and adverse selection, weather index insurance promises financial resilience to farmers struck by harsh weather conditions through swift compensation at affordable premium. Despite these advantages, the very nature of indexing gives rise to production basis risk as the selected weather indexes do not sufficiently correspond to actual damages. To address this problem, we develop a stochastic yield model, built upon a stochastic soil moisture model driven by marked Poisson rainfall. Our analysis shows that even under similar temperature and rainfall amount yields can differ significantly; this was empirically supported by a 2-year field experiment in which rain-fed maize was grown under very similar total rainfall. Here, the year with more intense, less-frequent rainfall produces a better yield—a rare counter evidence to most climate change projections. Through a stochastic yield model, we demonstrate the crucial roles of rainfall intensity and frequency in determining the yield. Importantly, the model allows us to compute rainfall pattern-related basis risk inherent in cumulative rain index insurance. The model results and a case study herein clearly show that total rainfall is a poor indicator of yield, imposing unnecessary production basis risk on farmers and false-positive payouts on insurers. Incorporating rainfall intensity and frequency in the design of rain index insurance can offer farmers better protection, while maintaining the attractive features of the weather index insurance and thus fulfilling its promise of financial resilience.

Coherence resonance and stochastic resonance in directionally coupled rings

NASA Astrophysics Data System (ADS)

Werner, Johannes Peter; Benner, Hartmut; Florio, Brendan James; Stemler, Thomas

2011-11-01

In coupled systems, symmetry plays an important role for the collective dynamics. We investigate the dynamical response to noise with and without weak periodic modulation for two classes of ring systems. Each ring system consists of unidirectionally coupled bistable elements but in one class, the number of elements is even while in the other class the number is odd. Consequently, the rings without forcing show at a certain coupling strength, either ordering (similar to anti-ferromagnetic chains) or auto-oscillations. Analysing the bifurcations and fixed points of the two ring classes enables us to explain the dynamical response measured to noise and weak modulation. Moreover, by analysing a simplified model, we demonstrate that the response is universal for systems having a directional component in their stochastic dynamics in phase space around the origin.

Stochastic arbitrage return and its implication for option pricing

NASA Astrophysics Data System (ADS)

Fedotov, Sergei; Panayides, Stephanos

2005-01-01

The purpose of this work is to explore the role that random arbitrage opportunities play in pricing financial derivatives. We use a non-equilibrium model to set up a stochastic portfolio, and for the random arbitrage return, we choose a stationary ergodic random process rapidly varying in time. We exploit the fact that option price and random arbitrage returns change on different time scales which allows us to develop an asymptotic pricing theory involving the central limit theorem for random processes. We restrict ourselves to finding pricing bands for options rather than exact prices. The resulting pricing bands are shown to be independent of the detailed statistical characteristics of the arbitrage return. We find that the volatility “smile” can also be explained in terms of random arbitrage opportunities.

Mesoscopic model of actin-based propulsion.

PubMed

Zhu, Jie; Mogilner, Alex

2012-01-01

Two theoretical models dominate current understanding of actin-based propulsion: microscopic polymerization ratchet model predicts that growing and writhing actin filaments generate forces and movements, while macroscopic elastic propulsion model suggests that deformation and stress of growing actin gel are responsible for the propulsion. We examine both experimentally and computationally the 2D movement of ellipsoidal beads propelled by actin tails and show that neither of the two models can explain the observed bistability of the orientation of the beads. To explain the data, we develop a 2D hybrid mesoscopic model by reconciling these two models such that individual actin filaments undergoing nucleation, elongation, attachment, detachment and capping are embedded into the boundary of a node-spring viscoelastic network representing the macroscopic actin gel. Stochastic simulations of this 'in silico' actin network show that the combined effects of the macroscopic elastic deformation and microscopic ratchets can explain the observed bistable orientation of the actin-propelled ellipsoidal beads. To test the theory further, we analyze observed distribution of the curvatures of the trajectories and show that the hybrid model's predictions fit the data. Finally, we demonstrate that the model can explain both concave-up and concave-down force-velocity relations for growing actin networks depending on the characteristic time scale and network recoil. To summarize, we propose that both microscopic polymerization ratchets and macroscopic stresses of the deformable actin network are responsible for the force and movement generation.

Habitat heterogeneity drives the geographical distribution of beta diversity: the case of New Zealand stream invertebrates.

PubMed

Astorga, Anna; Death, Russell; Death, Fiona; Paavola, Riku; Chakraborty, Manas; Muotka, Timo

2014-07-01

To define whether the beta diversity of stream invertebrate communities in New Zealand exhibits geographical variation unexplained by variation in gamma diversity and, if so, what mechanisms (productivity, habitat heterogeneity, dispersal limitation, disturbance) best explain the observed broad-scale beta diversity patterns. We sampled 120 streams across eight regions (stream catchments), spanning a north-south gradient of 12° of latitude, and calculated beta diversity (with both species richness and abundance data) for each region. We explored through a null model if beta diversity deviates from the expectation of stochastic assembly processes and whether the magnitude of the deviation varies geographically. We then performed multimodel inference analysis on the key environmental drivers of beta diversity, using Akaike's information criterion and model and predictor weights to select the best model(s) explaining beta diversity. Beta diversity was, unexpectedly, highest in the South Island. The null model analysis revealed that beta diversity was greater than expected by chance in all eight regions, but the magnitude of beta deviation was higher in the South Island, suggesting differences in environmental filtering and/or dispersal limitation between North and South Island. Habitat heterogeneity was the predominant driver of beta diversity of stream macroinvertebrates, with productivity having a secondary, and negative, contribution. This is one of the first studies accounting for stochastic effects while examining the ecological drivers of beta diversity. Our results suggest that local environmental heterogeneity may be the strongest determinant of beta diversity of stream invertebrates, more so than regional- or landscape-scale variables.

Correction to verdonck and tuerlinckx (2014).

PubMed

2015-01-01

Reports an error in "The Ising Decision Maker: A binary stochastic network for choice response time" by Stijn Verdonck and Francis Tuerlinckx (Psychological Review, 2014[Jul], Vol 121[3], 422-462). An inaccurate assumption in Appendix B (provided in the erratum) led to an oversimplified result in Equation 18 (the diffusion equations associated with the microscopically defined dynamics). The authors sincerely thank Rani Moran for making them aware of the problem. Only the expression of the diffusion coefficient D is incorrect, and should be changed, as indicated in the erratum. Both the cause of the problem and the solution are also explained in the erratum. (The following abstract of the original article appeared in record 2014-31650-006.) The Ising Decision Maker (IDM) is a new formal model for speeded two-choice decision making derived from the stochastic Hopfield network or dynamic Ising model. On a microscopic level, it consists of 2 pools of binary stochastic neurons with pairwise interactions. Inside each pool, neurons excite each other, whereas between pools, neurons inhibit each other. The perceptual input is represented by an external excitatory field. Using methods from statistical mechanics, the high-dimensional network of neurons (microscopic level) is reduced to a two-dimensional stochastic process, describing the evolution of the mean neural activity per pool (macroscopic level). The IDM can be seen as an abstract, analytically tractable multiple attractor network model of information accumulation. In this article, the properties of the IDM are studied, the relations to existing models are discussed, and it is shown that the most important basic aspects of two-choice response time data can be reproduced. In addition, the IDM is shown to predict a variety of observed psychophysical relations such as Piéron's law, the van der Molen-Keuss effect, and Weber's law. Using Bayesian methods, the model is fitted to both simulated and real data, and its performance is compared to the Ratcliff diffusion model. (PsycINFO Database Record (c) 2015 APA, all rights reserved).

Uncertainty Representation and Interpretation in Model-Based Prognostics Algorithms Based on Kalman Filter Estimation

NASA Technical Reports Server (NTRS)

Galvan, Jose Ramon; Saxena, Abhinav; Goebel, Kai Frank

2012-01-01

This article discusses several aspects of uncertainty representation and management for model-based prognostics methodologies based on our experience with Kalman Filters when applied to prognostics for electronics components. In particular, it explores the implications of modeling remaining useful life prediction as a stochastic process, and how it relates to uncertainty representation, management and the role of prognostics in decision-making. A distinction between the interpretations of estimated remaining useful life probability density function is explained and a cautionary argument is provided against mixing interpretations for two while considering prognostics in making critical decisions.

Effect of slip-area scaling on the earthquake frequency-magnitude relationship

NASA Astrophysics Data System (ADS)

Senatorski, Piotr

2017-06-01

The earthquake frequency-magnitude relationship is considered in the maximum entropy principle (MEP) perspective. The MEP suggests sampling with constraints as a simple stochastic model of seismicity. The model is based on the von Neumann's acceptance-rejection method, with b-value as the parameter that breaks symmetry between small and large earthquakes. The Gutenberg-Richter law's b-value forms a link between earthquake statistics and physics. Dependence between b-value and the rupture area vs. slip scaling exponent is derived. The relationship enables us to explain observed ranges of b-values for different types of earthquakes. Specifically, different b-value ranges for tectonic and induced, hydraulic fracturing seismicity is explained in terms of their different triggering mechanisms: by the applied stress increase and fault strength reduction, respectively.

The Forbes 400, the Pareto power-law and efficient markets

NASA Astrophysics Data System (ADS)

Klass, O. S.; Biham, O.; Levy, M.; Malcai, O.; Solomon, S.

2007-01-01

Statistical regularities at the top end of the wealth distribution in the United States are examined using the Forbes 400 lists of richest Americans, published between 1988 and 2003. It is found that the wealths are distributed according to a power-law (Pareto) distribution. This result is explained using a simple stochastic model of multiple investors that incorporates the efficient market hypothesis as well as the multiplicative nature of financial market fluctuations.

Epidemic Percolation Networks, Epidemic Outcomes, and Interventions

DOE PAGES

Kenah, Eben; Miller, Joel C.

2011-01-01

Epidemic percolation networks (EPNs) are directed random networks that can be used to analyze stochastic “Susceptible-Infectious-Removed” (SIR) and “Susceptible-Exposed-Infectious-Removed” (SEIR) epidemic models, unifying and generalizing previous uses of networks and branching processes to analyze mass-action and network-based S(E)IR models. This paper explains the fundamental concepts underlying the definition and use of EPNs, using them to build intuition about the final outcomes of epidemics. We then show how EPNs provide a novel and useful perspective on the design of vaccination strategies.

Concepts in solid tumor evolution.

PubMed

Sidow, Arend; Spies, Noah

2015-04-01

Evolutionary mechanisms in cancer progression give tumors their individuality. Cancer evolution is different from organismal evolution, however, and we discuss where concepts from evolutionary genetics are useful or limited in facilitating an understanding of cancer. Based on these concepts we construct and apply the simplest plausible model of tumor growth and progression. Simulations using this simple model illustrate the importance of stochastic events early in tumorigenesis, highlight the dominance of exponential growth over linear growth and differentiation, and explain the clonal substructure of tumors. Copyright © 2015 Elsevier Ltd. All rights reserved.

Epidemic Percolation Networks, Epidemic Outcomes, and Interventions

PubMed Central

Kenah, Eben; Miller, Joel C.

2011-01-01

Epidemic percolation networks (EPNs) are directed random networks that can be used to analyze stochastic “Susceptible-Infectious-Removed” (SIR) and “Susceptible-Exposed-Infectious-Removed” (SEIR) epidemic models, unifying and generalizing previous uses of networks and branching processes to analyze mass-action and network-based S(E)IR models. This paper explains the fundamental concepts underlying the definition and use of EPNs, using them to build intuition about the final outcomes of epidemics. We then show how EPNs provide a novel and useful perspective on the design of vaccination strategies. PMID:21437002

Patterns formation in ferrofluids and solid dissolutions using stochastic models with dissipative dynamics

NASA Astrophysics Data System (ADS)

Morales, Marco A.; Fernández-Cervantes, Irving; Agustín-Serrano, Ricardo; Anzo, Andrés; Sampedro, Mercedes P.

2016-08-01

A functional with interactions short-range and long-range low coarse-grained approximation is proposed. This functional satisfies models with dissipative dynamics A, B and the stochastic Swift-Hohenberg equation. Furthermore, terms associated with multiplicative noise source are added in these models. These models are solved numerically using the method known as fast Fourier transform. Results of the spatio-temporal dynamic show similarity with respect to patterns behaviour in ferrofluids phases subject to external fields (magnetic, electric and temperature), as well as with the nucleation and growth phenomena present in some solid dissolutions. As a result of the multiplicative noise effect over the dynamic, some microstructures formed by changing solid phase and composed by binary alloys of Pb-Sn, Fe-C and Cu-Ni, as well as a NiAl-Cr(Mo) eutectic composite material. The model A for active-particles with a non-potential term in form of quadratic gradient explain the formation of nanostructured particles of silver phosphate. With these models is shown that the underlying mechanisms in the patterns formation in all these systems depends of: (a) dissipative dynamics; (b) the short-range and long-range interactions and (c) the appropiate combination of quadratic and multiplicative noise terms.

Stem cells and cancer of the stomach and intestine.

PubMed

Vries, Robert G J; Huch, Meritxell; Clevers, Hans

2010-10-01

Cancer in the 21st century has become the number one cause of death in developed countries. Although much progress has been made in improving patient survival, tumour relapse is one of the important causes of cancer treatment failure. An early observation in the study of cancer was the heterogeneity of tumours. Traditionally, this was explained by a combination of genomic instability of tumours and micro environmental factors leading to diverse phenotypical characteristics. It was assumed that cells in a tumour have an equal capacity to propagate the cancer. This model is currently known as the stochastic model. Recently, the Cancer stem cell model has been proposed to explain the heterogeneity of a tumour and its progression. According to this model, the heterogeneity of tumours is the result of aberrant differentiation of tumour cells into the cells of the tissue the tumour originated from. Tumours were suggested to contain stem cell-like cells, the cancer stem cells or tumour-initiating cells, which are uniquely capable of propagating a tumour much like normal stem cells fuel proliferation and differentiation in normal tissue. In this review we discuss the normal stem cell biology of the stomach and intestine followed by both the stochastic and cancer stem cell models in light of recent findings in the gastric and intestinal systems. The molecular pathways underlying normal and tumourigenic growth have been well studied, and recently the stem cells of the stomach and intestine have been identified. Furthermore, intestinal stem cells were identified as the cells-of-origin of colon cancer upon loss of the tumour suppressor APC. Lastly, several studies have proposed the positive identification of a cancer stem cell of human colon cancer. At the end we compare the cancer stem cell model and the stochastic model. We conclude that clonal evolution of tumour cells resulting from genetic mutations underlies tumour initiation and progression in both cancer models. This implies that at any point during tumour development any tumour cell can revert to a cancer stem cell after having gained a clonal advantage over the original cancer stem cell. Therefore, these models represent two sides of the same coin. Copyright © 2010 Federation of European Biochemical Societies. Published by Elsevier B.V. All rights reserved.

Colored noise and a stochastic fractional model for correlated inputs and adaptation in neuronal firing.

PubMed

Pirozzi, Enrica

2018-04-01

High variability in the neuronal response to stimulations and the adaptation phenomenon cannot be explained by the standard stochastic leaky integrate-and-fire model. The main reason is that the uncorrelated inputs involved in the model are not realistic. There exists some form of dependency between the inputs, and it can be interpreted as memory effects. In order to include these physiological features in the standard model, we reconsider it with time-dependent coefficients and correlated inputs. Due to its hard mathematical tractability, we perform simulations of it for a wide investigation of its output. A Gauss-Markov process is constructed for approximating its non-Markovian dynamics. The first passage time probability density of such a process can be numerically evaluated, and it can be used to fit the histograms of simulated firing times. Some estimates of the moments of firing times are also provided. The effect of the correlation time of the inputs on firing densities and on firing rates is shown. An exponential probability density of the first firing time is estimated for low values of input current and high values of correlation time. For comparison, a simulation-based investigation is also carried out for a fractional stochastic model that allows to preserve the memory of the time evolution of the neuronal membrane potential. In this case, the memory parameter that affects the firing activity is the fractional derivative order. In both models an adaptation level of spike frequency is attained, even if along different modalities. Comparisons and discussion of the obtained results are provided.

Stochastic unilateral free vibration of an in-plane cable network

NASA Astrophysics Data System (ADS)

Giaccu, Gian Felice; Barbiellini, Bernardo; Caracoglia, Luca

2015-03-01

Cross-ties are often used on cable-stayed bridges for mitigating wind-induced stay vibration since they can be easily installed on existing systems. The system obtained by connecting two (or more) stays with a transverse restrainer is designated as an "in-plane cable-network". Failures in the restrainers of an existing network have been observed. In a previous study [1] a model was proposed to explain the failures in the cross-ties as being related to a loss in the initial pre-tensioning force imparted to the connector. This effect leads to the "unilateral" free vibration of the network. Deterministic free vibrations of a three-cable network were investigated by using the "equivalent linearization method". Since the value of the initial vibration amplitude is often not well known due to the complex aeroelastic vibration regimes, which can be experienced by the stays, the stochastic nature of the problem must be considered. This issue is investigated in the present paper. Free-vibration dynamics of the cable network, driven by an initial stochastic disturbance associated with uncertain vibration amplitudes, is examined. The corresponding random eigen-value problem for the vibration frequencies is solved through an implementation of Stochastic Approximation, (SA) based on the Robbins-Monro Theorem. Monte-Carlo methods are also used for validating the SA results.

Seismic Moment, Seismic Energy, and Source Duration of Slow Earthquakes: Application of Brownian slow earthquake model to three major subduction zones

NASA Astrophysics Data System (ADS)

Ide, Satoshi; Maury, Julie

2018-04-01

Tectonic tremors, low-frequency earthquakes, very low-frequency earthquakes, and slow slip events are all regarded as components of broadband slow earthquakes, which can be modeled as a stochastic process using Brownian motion. Here we show that the Brownian slow earthquake model provides theoretical relationships among the seismic moment, seismic energy, and source duration of slow earthquakes and that this model explains various estimates of these quantities in three major subduction zones: Japan, Cascadia, and Mexico. While the estimates for these three regions are similar at the seismological frequencies, the seismic moment rates are significantly different in the geodetic observation. This difference is ascribed to the difference in the characteristic times of the Brownian slow earthquake model, which is controlled by the width of the source area. We also show that the model can include non-Gaussian fluctuations, which better explains recent findings of a near-constant source duration for low-frequency earthquake families.

To react or not to react? Intrinsic stochasticity of human control in virtual stick balancing

PubMed Central

Zgonnikov, Arkady; Lubashevsky, Ihor; Kanemoto, Shigeru; Miyazawa, Toru; Suzuki, Takashi

2014-01-01

Understanding how humans control unstable systems is central to many research problems, with applications ranging from quiet standing to aircraft landing. Increasingly, much evidence appears in favour of event-driven control hypothesis: human operators only start actively controlling the system when the discrepancy between the current and desired system states becomes large enough. The event-driven models based on the concept of threshold can explain many features of the experimentally observed dynamics. However, much still remains unclear about the dynamics of human-controlled systems, which likely indicates that humans use more intricate control mechanisms. This paper argues that control activation in humans may be not threshold-driven, but instead intrinsically stochastic, noise-driven. Specifically, we suggest that control activation stems from stochastic interplay between the operator's need to keep the controlled system near the goal state, on the one hand, and the tendency to postpone interrupting the system dynamics, on the other hand. We propose a model capturing this interplay and show that it matches the experimental data on human balancing of virtual overdamped stick. Our results illuminate that the noise-driven activation mechanism plays a crucial role at least in the considered task, and, hypothetically, in a broad range of human-controlled processes. PMID:25056217

The Stochastic Dynamics of Filopodial Growth

NASA Astrophysics Data System (ADS)

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

2008-03-01

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

Modeling and estimating the jump risk of exchange rates: Applications to RMB

NASA Astrophysics Data System (ADS)

Wang, Yiming; Tong, Hanfei

2008-11-01

In this paper we propose a new type of continuous-time stochastic volatility model, SVDJ, for the spot exchange rate of RMB, and other foreign currencies. In the model, we assume that the change of exchange rate can be decomposed into two components. One is the normally small-cope innovation driven by the diffusion motion; the other is a large drop or rise engendered by the Poisson counting process. Furthermore, we develop a MCMC method to estimate our model. Empirical results indicate the significant existence of jumps in the exchange rate. Jump components explain a large proportion of the exchange rate change.

Heterogeneous nucleation of aspartame from aqueous solutions

NASA Astrophysics Data System (ADS)

Kubota, Noriaki; Kinno, Hiroaki; Shimizu, Kenji

1990-03-01

Waiting times, the time from the instant of quenching needed for a first nucleus to appear, were measured at constant supercoolings for primary nucleation of aspartame (α-L-aspartyl-L-phenylalanine methylester) from aqueous solutions, which were sealed into glass ampoules (solution volume = 3.16 cm 3). Since the waiting time became shorter by filtering the solution prior to quenching, the nucleation was concluded to be heterogeneously induced. The measured waiting time consisted of two parts: time needed for the nucleus to grow to a detactable size (growth time) and stochastic time needed for nucleation (true waiting time). The distribution of the true waiting time, is well explained by a stochastic model, in which nucleation is regarded to occur heterogeneously and in a stochastic manner by two kinds of active sites. The active sites are estimated to be located on foreign particles in which such elements as Si, Al and Mg were contained. The amount of each element is very small in the order of magnitude of ppb (mass basis) of the whole solution. The growth time was correlated with the degree of supercooling.

A Stochastic Seismic Model for the European Arctic

NASA Astrophysics Data System (ADS)

Hauser, J.; Dyer, K.; Pasyanos, M. E.; Bungum, H.; Faleide, J. I.; Clark, S. A.

2009-12-01

The development of three-dimensional seismic models for the crust and upper mantle has traditionally focused on finding one model that provides the best fit to the data, while observing some regularization constraints. Such deterministic models however ignore a fundamental property of many inverse problems in geophysics, non-uniqueness, that is, if a model can be found to satisfy given datasets an infinite number of alternative models will exist that satisfy the datasets equally well. The solution to the inverse problem presented here is therefore a stochastic model, an ensemble of models that satisfy all available data to the same degree, the posterior distribution. It is based on two sources of information, (1) the data, in this work surface-wave group velocities, regional body-wave travel times, gravity data, compiled 1D velocity models, and thickness relationships between sedimentary rocks and underlying crystalline rocks, and (2) prior information, which is independent from the data. A Monte Carlo Markov Chain (MCMC) algorithm allows us to sample models from the prior distribution and test them against the data to generate the posterior distribution. While being computationally much more expensive, such a stochastic inversion provides a more complete picture of solution space and allows to seamlessly combine various datasets. The resulting stochastic model gives an overview of the different structures that can explain the observed datasets while taking the uncertainties in the data into account. Stochastic models are important for improving seismic monitoring capabilities as they allow to not only predict new observables but also their uncertainties. The model introduced here for the crust and upper mantle structure of the European Arctic is parametrized by a series of 8 layers in an equidistant mesh. Within each layer the seismic parameters (Vp, Vs and density) can vary linearly with depth. This allows to model changes of seismic parameters within the sediments and the crystalline crust without introducing artificial discontinuities that would result from parametrizing the structure using layers with constant seismic parameters. The complex geology of the region, encompassing oceanic crust, continental shelf regions, rift basins and old cratonic crust, and the non-uniform coverage of the region by data with varying levels of uncertainty makes the European Arctic a challenging setting for any imaging technique and therefore an ideal environment for demonstrating the practical advantages of a stochastic model. Maps of sediment thickness and thickness of the crystalline crust derived from the posterior distribution are in good agreement with knowledge of the regional tectonic setting. The predicted uncertainties, which are more important than the absolute values, correlate well with the variation in data coverage and data quality in the region. This indicates that the technique behaves as expected, thus we are properly tuning the methodology by allowing the Markov Chain adequate time to fully sample the model space.

Photoresist and stochastic modeling

NASA Astrophysics Data System (ADS)

Hansen, Steven G.

2018-01-01

Analysis of physical modeling results can provide unique insights into extreme ultraviolet stochastic variation, which augment, and sometimes refute, conclusions based on physical intuition and even wafer experiments. Simulations verify the primacy of "imaging critical" counting statistics (photons, electrons, and net acids) and the image/blur-dependent dose sensitivity in describing the local edge or critical dimension variation. But the failure of simple counting when resist thickness is varied highlights a limitation of this exact analytical approach, so a calibratable empirical model offers useful simplicity and convenience. Results presented here show that a wide range of physical simulation results can be well matched by an empirical two-parameter model based on blurred image log-slope (ILS) for lines/spaces and normalized ILS for holes. These results are largely consistent with a wide range of published experimental results; however, there is some disagreement with the recently published dataset of De Bisschop. The present analysis suggests that the origin of this model failure is an unexpected blurred ILS:dose-sensitivity relationship failure in that resist process. It is shown that a photoresist mechanism based on high photodecomposable quencher loading and high quencher diffusivity can give rise to pitch-dependent blur, which may explain the discrepancy.

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

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

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

2014-12-10

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

First-Passage-Time Distribution for Variable-Diffusion Processes

NASA Astrophysics Data System (ADS)

Barney, Liberty; Gunaratne, Gemunu H.

2017-05-01

First-passage-time distribution, which presents the likelihood of a stock reaching a pre-specified price at a given time, is useful in establishing the value of financial instruments and in designing trading strategies. First-passage-time distribution for Wiener processes has a single peak, while that for stocks exhibits a notable second peak within a trading day. This feature has only been discussed sporadically—often dismissed as due to insufficient/incorrect data or circumvented by conversion to tick time—and to the best of our knowledge has not been explained in terms of the underlying stochastic process. It was shown previously that intra-day variations in the market can be modeled by a stochastic process containing two variable-diffusion processes (Hua et al. in, Physica A 419:221-233, 2015). We show here that the first-passage-time distribution of this two-stage variable-diffusion model does exhibit a behavior similar to the empirical observation. In addition, we find that an extended model incorporating overnight price fluctuations exhibits intra- and inter-day behavior similar to those of empirical first-passage-time distributions.

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

NASA Astrophysics Data System (ADS)

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

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

Transcranial Electrical Stimulation

PubMed Central

Fertonani, Anna; Miniussi, Carlo

2016-01-01

In recent years, there has been remarkable progress in the understanding and practical use of transcranial electrical stimulation (tES) techniques. Nevertheless, to date, this experimental effort has not been accompanied by substantial reflections on the models and mechanisms that could explain the stimulation effects. Given these premises, the aim of this article is to provide an updated picture of what we know about the theoretical models of tES that have been proposed to date, contextualized in a more specific and unitary framework. We demonstrate that these models can explain the tES behavioral effects as distributed along a continuum from stimulation dependent to network activity dependent. In this framework, we also propose that stochastic resonance is a useful mechanism to explain the general online neuromodulation effects of tES. Moreover, we highlight the aspects that should be considered in future research. We emphasize that tES is not an “easy-to-use” technique; however, it may represent a very fruitful approach if applied within rigorous protocols, with deep knowledge of both the behavioral and cognitive aspects and the more recent advances in the application of stimulation. PMID:26873962

Evaluation of a Stochastic Inactivation Model for Heat-Activated Spores of Bacillus spp. ▿

PubMed Central

Corradini, Maria G.; Normand, Mark D.; Eisenberg, Murray; Peleg, Micha

2010-01-01

Heat activates the dormant spores of certain Bacillus spp., which is reflected in the “activation shoulder” in their survival curves. At the same time, heat also inactivates the already active and just activated spores, as well as those still dormant. A stochastic model based on progressively changing probabilities of activation and inactivation can describe this phenomenon. The model is presented in a fully probabilistic discrete form for individual and small groups of spores and as a semicontinuous deterministic model for large spore populations. The same underlying algorithm applies to both isothermal and dynamic heat treatments. Its construction does not require the assumption of the activation and inactivation kinetics or knowledge of their biophysical and biochemical mechanisms. A simplified version of the semicontinuous model was used to simulate survival curves with the activation shoulder that are reminiscent of experimental curves reported in the literature. The model is not intended to replace current models to predict dynamic inactivation but only to offer a conceptual alternative to their interpretation. Nevertheless, by linking the survival curve's shape to probabilities of events at the individual spore level, the model explains, and can be used to simulate, the irregular activation and survival patterns of individual and small groups of spores, which might be involved in food poisoning and spoilage. PMID:20453137

Evolution in health and medicine Sackler colloquium: Stochastic epigenetic variation as a driving force of development, evolutionary adaptation, and disease.

PubMed

Feinberg, Andrew P; Irizarry, Rafael A

2010-01-26

Neo-Darwinian evolutionary theory is based on exquisite selection of phenotypes caused by small genetic variations, which is the basis of quantitative trait contribution to phenotype and disease. Epigenetics is the study of nonsequence-based changes, such as DNA methylation, heritable during cell division. Previous attempts to incorporate epigenetics into evolutionary thinking have focused on Lamarckian inheritance, that is, environmentally directed epigenetic changes. Here, we propose a new non-Lamarckian theory for a role of epigenetics in evolution. We suggest that genetic variants that do not change the mean phenotype could change the variability of phenotype; and this could be mediated epigenetically. This inherited stochastic variation model would provide a mechanism to explain an epigenetic role of developmental biology in selectable phenotypic variation, as well as the largely unexplained heritable genetic variation underlying common complex disease. We provide two experimental results as proof of principle. The first result is direct evidence for stochastic epigenetic variation, identifying highly variably DNA-methylated regions in mouse and human liver and mouse brain, associated with development and morphogenesis. The second is a heritable genetic mechanism for variable methylation, namely the loss or gain of CpG dinucleotides over evolutionary time. Finally, we model genetically inherited stochastic variation in evolution, showing that it provides a powerful mechanism for evolutionary adaptation in changing environments that can be mediated epigenetically. These data suggest that genetically inherited propensity to phenotypic variability, even with no change in the mean phenotype, substantially increases fitness while increasing the disease susceptibility of a population with a changing environment.

Fundamentals and Recent Developments in Approximate Bayesian Computation

PubMed Central

Lintusaari, Jarno; Gutmann, Michael U.; Dutta, Ritabrata; Kaski, Samuel; Corander, Jukka

2017-01-01

Abstract Bayesian inference plays an important role in phylogenetics, evolutionary biology, and in many other branches of science. It provides a principled framework for dealing with uncertainty and quantifying how it changes in the light of new evidence. For many complex models and inference problems, however, only approximate quantitative answers are obtainable. Approximate Bayesian computation (ABC) refers to a family of algorithms for approximate inference that makes a minimal set of assumptions by only requiring that sampling from a model is possible. We explain here the fundamentals of ABC, review the classical algorithms, and highlight recent developments. [ABC; approximate Bayesian computation; Bayesian inference; likelihood-free inference; phylogenetics; simulator-based models; stochastic simulation models; tree-based models.] PMID:28175922

Analytical Assessment for Transient Stability Under Stochastic Continuous Disturbances

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

Ju, Ping; Li, Hongyu; Gan, Chun

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

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

PubMed

Caglar, Mehmet Umut; Pal, Ranadip

2013-01-01

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

New Development on Modelling Fluctuations and Fragmentation in Heavy-Ion Collisions

NASA Astrophysics Data System (ADS)

Lin, Hao; Danielewicz, Pawel

2017-09-01

During heavy-ion collisions (HIC), colliding nuclei form an excited composite system. Instabilities present in the system may deform the shape of the system exotically, leading to a break-up into fragments. Many experimental efforts have been devoted to the nuclear multifragmentation phenomenon, while traditional HIC models, lacking in proper treatment of fluctuations, fall short in explaining it. In view of this, we are developing a new model to implement realistic fluctuations into transport simulation. The new model is motivated by the Brownian motion description of colliding particles. The effects of two-body collisions are recast in one-body diffusion processes. Vastly different dynamical paths are sampled by solving Langevin equations in momentum space. It is the stochastic sampling of dynamical paths that leads to a wide spread of exit channels. In addition, the nucleon degree of freedom is used to enhance the fluctuations. The model has been tested in reactions such as 112Sn + 112Sn and 58Ni + 58Ni, where reasonable results are yielded. An exploratory comparison on the 112Sn + 112Sn reaction at 50 MeV/nucleon with two other models, the stochastic mean-field (SMF) and the antisymmetrized molecular dynamics (AMD) models, has also been conducted. Work supported by the NSF Grant No. PHY-1403906.

Stochastic Optimal Prediction with Application to Averaged Euler Equations

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

Bell, John; Chorin, Alexandre J.; Crutchfield, William

Optimal prediction (OP) methods compensate for a lack of resolution in the numerical solution of complex problems through the use of an invariant measure as a prior measure in the Bayesian sense. In first-order OP, unresolved information is approximated by its conditional expectation with respect to the invariant measure. In higher-order OP, unresolved information is approximated by a stochastic estimator, leading to a system of random or stochastic differential equations. We explain the ideas through a simple example, and then apply them to the solution of Averaged Euler equations in two space dimensions.

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

NASA Astrophysics Data System (ADS)

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

2014-09-01

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

A Stochastic Framework for Evaluating Seizure Prediction Algorithms Using Hidden Markov Models

PubMed Central

Wong, Stephen; Gardner, Andrew B.; Krieger, Abba M.; Litt, Brian

2007-01-01

Responsive, implantable stimulation devices to treat epilepsy are now in clinical trials. New evidence suggests that these devices may be more effective when they deliver therapy before seizure onset. Despite years of effort, prospective seizure prediction, which could improve device performance, remains elusive. In large part, this is explained by lack of agreement on a statistical framework for modeling seizure generation and a method for validating algorithm performance. We present a novel stochastic framework based on a three-state hidden Markov model (HMM) (representing interictal, preictal, and seizure states) with the feature that periods of increased seizure probability can transition back to the interictal state. This notion reflects clinical experience and may enhance interpretation of published seizure prediction studies. Our model accommodates clipped EEG segments and formalizes intuitive notions regarding statistical validation. We derive equations for type I and type II errors as a function of the number of seizures, duration of interictal data, and prediction horizon length and we demonstrate the model’s utility with a novel seizure detection algorithm that appeared to predicted seizure onset. We propose this framework as a vital tool for designing and validating prediction algorithms and for facilitating collaborative research in this area. PMID:17021032

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

Giant impactors - Plausible sizes and populations

NASA Technical Reports Server (NTRS)

Hartmann, William K.; Vail, S. M.

1986-01-01

The largest sizes of planetesimals required to explain spin properties of planets are investigated in the context of the impact-trigger hypothesis of lunar origin. Solar system models with different large impactor sources are constructed and stochastic variations in obliquities and rotation periods resulting from each source are studied. The present study finds it highly plausible that earth was struck by a body of about 0.03-0.12 earth masses with enough energy and angular momentum to dislodge mantle material and form the present earth-moon system.

Planetary Rings

NASA Astrophysics Data System (ADS)

Esposito, Larry W.

2011-07-01

Preface; 1. Introduction: the allure of ringed planets; 2. Studies of planetary rings 1610-2004; 3. Diversity of planetary rings; 4. Individual ring particles and their collisions; 5. Large-scale ring evolution; 6. Moons confine and sculpt rings; 7. Explaining ring phenomena; 8. N-Body simulations; 9. Stochastic models; 10. Age and evolution of rings; 11. Saturn's mysterious F ring; 12. Neptune's partial rings; 13. Jupiter's ring-moon system after Galileo; 14. Ring photometry; 15. Dusty rings; 16. Cassini observations; 17. Summary: the big questions; Glossary; References; Index.

Clustering and optimal arrangement of enzymes in reaction-diffusion systems.

PubMed

Buchner, Alexander; Tostevin, Filipe; Gerland, Ulrich

2013-05-17

Enzymes within biochemical pathways are often colocalized, yet the consequences of specific spatial enzyme arrangements remain poorly understood. We study the impact of enzyme arrangement on reaction efficiency within a reaction-diffusion model. The optimal arrangement transitions from a cluster to a distributed profile as a single parameter, which controls the probability of reaction versus diffusive loss of pathway intermediates, is varied. We introduce the concept of enzyme exposure to explain how this transition arises from the stochastic nature of molecular reactions and diffusion.

A statistical model of aggregate fragmentation

NASA Astrophysics Data System (ADS)

Spahn, F.; Vieira Neto, E.; Guimarães, A. H. F.; Gorban, A. N.; Brilliantov, N. V.

2014-01-01

A statistical model of fragmentation of aggregates is proposed, based on the stochastic propagation of cracks through the body. The propagation rules are formulated on a lattice and mimic two important features of the process—a crack moves against the stress gradient while dissipating energy during its growth. We perform numerical simulations of the model for two-dimensional lattice and reveal that the mass distribution for small- and intermediate-size fragments obeys a power law, F(m)∝m-3/2, in agreement with experimental observations. We develop an analytical theory which explains the detected power law and demonstrate that the overall fragment mass distribution in our model agrees qualitatively with that one observed in experiments.

Improving satellite-based PM2.5 estimates in China using Gaussian processes modeling in a Bayesian hierarchical setting.

PubMed

Yu, Wenxi; Liu, Yang; Ma, Zongwei; Bi, Jun

2017-08-01

Using satellite-based aerosol optical depth (AOD) measurements and statistical models to estimate ground-level PM 2.5 is a promising way to fill the areas that are not covered by ground PM 2.5 monitors. The statistical models used in previous studies are primarily Linear Mixed Effects (LME) and Geographically Weighted Regression (GWR) models. In this study, we developed a new regression model between PM 2.5 and AOD using Gaussian processes in a Bayesian hierarchical setting. Gaussian processes model the stochastic nature of the spatial random effects, where the mean surface and the covariance function is specified. The spatial stochastic process is incorporated under the Bayesian hierarchical framework to explain the variation of PM 2.5 concentrations together with other factors, such as AOD, spatial and non-spatial random effects. We evaluate the results of our model and compare them with those of other, conventional statistical models (GWR and LME) by within-sample model fitting and out-of-sample validation (cross validation, CV). The results show that our model possesses a CV result (R 2  = 0.81) that reflects higher accuracy than that of GWR and LME (0.74 and 0.48, respectively). Our results indicate that Gaussian process models have the potential to improve the accuracy of satellite-based PM 2.5 estimates.

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

DTIC Science & Technology

2009-01-01

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

Stochastic Multi-Timescale Power System Operations With Variable Wind Generation

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

Wu, Hongyu; Krad, Ibrahim; Florita, Anthony

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

Information management in DNA replication modeled by directional, stochastic chains with memory

NASA Astrophysics Data System (ADS)

Arias-Gonzalez, J. Ricardo

2016-11-01

Stochastic chains represent a key variety of phenomena in many branches of science within the context of information theory and thermodynamics. They are typically approached by a sequence of independent events or by a memoryless Markov process. Stochastic chains are of special significance to molecular biology, where genes are conveyed by linear polymers made up of molecular subunits and transferred from DNA to proteins by specialized molecular motors in the presence of errors. Here, we demonstrate that when memory is introduced, the statistics of the chain depends on the mechanism by which objects or symbols are assembled, even in the slow dynamics limit wherein friction can be neglected. To analyze these systems, we introduce a sequence-dependent partition function, investigate its properties, and compare it to the standard normalization defined by the statistical physics of ensembles. We then apply this theory to characterize the enzyme-mediated information transfer involved in DNA replication under the real, non-equilibrium conditions, reproducing measured error rates and explaining the typical 100-fold increase in fidelity that is experimentally found when proofreading and edition take place. Our model further predicts that approximately 1 kT has to be consumed to elevate fidelity in one order of magnitude. We anticipate that our results are necessary to interpret configurational order and information management in many molecular systems within biophysics, materials science, communication, and engineering.

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

PubMed

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

2015-05-01

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

Stochastic modelling of microstructure formation in solidification processes

NASA Astrophysics Data System (ADS)

Nastac, Laurentiu; Stefanescu, Doru M.

1997-07-01

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

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

PubMed

El-Diasty, Mohammed; Pagiatakis, Spiros

2009-01-01

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

Harmonic stochastic resonance-enhanced signal detecting in NW small-world neural network

NASA Astrophysics Data System (ADS)

Wang, Dao-Guang; Liang, Xiao-Ming; Wang, Jing; Yang, Cheng-Fang; Liu, Kai; Lü, Hua-Ping

2010-11-01

The harmonic stochastic resonance-enhanced signal detecting in Newman-Watts small-world neural network is studied using the Hodgkin-Huxley dynamical equation with noise. If the connection probability p, coupling strength gsyn and noise intensity D matches well, higher order resonance will be found and an optimal signal-to-noise ratio will be obtained. Then, the reasons are given to explain the mechanism of this appearance.

Stochastic effects in a seasonally forced epidemic model

NASA Astrophysics Data System (ADS)

Rozhnova, G.; Nunes, A.

2010-10-01

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

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

NASA Astrophysics Data System (ADS)

Turner, Douglas C.; Ladde, Gangaram S.

2018-03-01

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

Discrete diffusion models to study the effects of Mg2+ concentration on the PhoPQ signal transduction system

PubMed Central

2010-01-01

Background The challenge today is to develop a modeling and simulation paradigm that integrates structural, molecular and genetic data for a quantitative understanding of physiology and behavior of biological processes at multiple scales. This modeling method requires techniques that maintain a reasonable accuracy of the biological process and also reduces the computational overhead. This objective motivates the use of new methods that can transform the problem from energy and affinity based modeling to information theory based modeling. To achieve this, we transform all dynamics within the cell into a random event time, which is specified through an information domain measure like probability distribution. This allows us to use the “in silico” stochastic event based modeling approach to find the molecular dynamics of the system. Results In this paper, we present the discrete event simulation concept using the example of the signal transduction cascade triggered by extra-cellular Mg2+ concentration in the two component PhoPQ regulatory system of Salmonella Typhimurium. We also present a model to compute the information domain measure of the molecular transport process by estimating the statistical parameters of inter-arrival time between molecules/ions coming to a cell receptor as external signal. This model transforms the diffusion process into the information theory measure of stochastic event completion time to get the distribution of the Mg2+ departure events. Using these molecular transport models, we next study the in-silico effects of this external trigger on the PhoPQ system. Conclusions Our results illustrate the accuracy of the proposed diffusion models in explaining the molecular/ionic transport processes inside the cell. Also, the proposed simulation framework can incorporate the stochasticity in cellular environments to a certain degree of accuracy. We expect that this scalable simulation platform will be able to model more complex biological systems with reasonable accuracy to understand their temporal dynamics. PMID:21143785

Discrete diffusion models to study the effects of Mg2+ concentration on the PhoPQ signal transduction system.

PubMed

Ghosh, Preetam; Ghosh, Samik; Basu, Kalyan; Das, Sajal K; Zhang, Chaoyang

2010-12-01

The challenge today is to develop a modeling and simulation paradigm that integrates structural, molecular and genetic data for a quantitative understanding of physiology and behavior of biological processes at multiple scales. This modeling method requires techniques that maintain a reasonable accuracy of the biological process and also reduces the computational overhead. This objective motivates the use of new methods that can transform the problem from energy and affinity based modeling to information theory based modeling. To achieve this, we transform all dynamics within the cell into a random event time, which is specified through an information domain measure like probability distribution. This allows us to use the "in silico" stochastic event based modeling approach to find the molecular dynamics of the system. In this paper, we present the discrete event simulation concept using the example of the signal transduction cascade triggered by extra-cellular Mg2+ concentration in the two component PhoPQ regulatory system of Salmonella Typhimurium. We also present a model to compute the information domain measure of the molecular transport process by estimating the statistical parameters of inter-arrival time between molecules/ions coming to a cell receptor as external signal. This model transforms the diffusion process into the information theory measure of stochastic event completion time to get the distribution of the Mg2+ departure events. Using these molecular transport models, we next study the in-silico effects of this external trigger on the PhoPQ system. Our results illustrate the accuracy of the proposed diffusion models in explaining the molecular/ionic transport processes inside the cell. Also, the proposed simulation framework can incorporate the stochasticity in cellular environments to a certain degree of accuracy. We expect that this scalable simulation platform will be able to model more complex biological systems with reasonable accuracy to understand their temporal dynamics.

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

NASA Astrophysics Data System (ADS)

Kononovicius, A.; Gontis, V.

2012-02-01

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

Magnetic particle-scanning for ultrasensitive immunodetection on-chip.

PubMed

Cornaglia, Matteo; Trouillon, Raphaël; Tekin, H Cumhur; Lehnert, Thomas; Gijs, Martin A M

2014-08-19

We describe the concept of magnetic particle-scanning for on-chip detection of biomolecules: a magnetic particle, carrying a low number of antigens (Ag's) (down to a single molecule), is transported by hydrodynamic forces and is subjected to successive stochastic reorientations in an engineered magnetic energy landscape. The latter consists of a pattern of substrate-bound small magnetic particles that are functionalized with antibodies (Ab's). Subsequationuent counting of the captured Ag-carrying particles provides the detection signal. The magnetic particle-scanning principle is investigated in a custom-built magneto-microfluidic chip and theoretically described by a random walk-based model, in which the trajectory of the contact point between an Ag-carrying particle and the small magnetic particle pattern is described by stochastic moves over the surface of the mobile particle, until this point coincides with the position of an Ag, resulting in the binding of the particle. This model explains the particular behavior of previously reported experimental dose-response curves obtained for two different ligand-receptor systems (biotin/streptavidin and TNF-α) over a wide range of concentrations. Our model shows that magnetic particle-scanning results in a very high probability of immunocomplex formation for very low Ag concentrations, leading to an extremely low limit of detection, down to the single molecule-per-particle level. When compared to other types of magnetic particle-based surface coverage assays, our strategy was found to offer a wider dynamic range (>8 orders of magnitude), as the system does not saturate for concentrations as high as 10(11) Ag molecules in a 5 μL drop. Furthermore, by emphasizing the importance of maximizing the encounter probability between the Ag and the Ab to improve sensitivity, our model also contributes to explaining the behavior of other particle-based heterogeneous immunoassays.

Quasi-Monte Carlo Methods Applied to Tau-Leaping in Stochastic Biological Systems.

PubMed

Beentjes, Casper H L; Baker, Ruth E

2018-05-25

Quasi-Monte Carlo methods have proven to be effective extensions of traditional Monte Carlo methods in, amongst others, problems of quadrature and the sample path simulation of stochastic differential equations. By replacing the random number input stream in a simulation procedure by a low-discrepancy number input stream, variance reductions of several orders have been observed in financial applications. Analysis of stochastic effects in well-mixed chemical reaction networks often relies on sample path simulation using Monte Carlo methods, even though these methods suffer from typical slow [Formula: see text] convergence rates as a function of the number of sample paths N. This paper investigates the combination of (randomised) quasi-Monte Carlo methods with an efficient sample path simulation procedure, namely [Formula: see text]-leaping. We show that this combination is often more effective than traditional Monte Carlo simulation in terms of the decay of statistical errors. The observed convergence rate behaviour is, however, non-trivial due to the discrete nature of the models of chemical reactions. We explain how this affects the performance of quasi-Monte Carlo methods by looking at a test problem in standard quadrature.

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

PubMed

Liu, Meng; Wang, Ke

2010-12-07

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

Hybrid approaches for multiple-species stochastic reaction–diffusion models

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

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

2015-10-15

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

Universal Behavior of Extreme Price Movements in Stock Markets

PubMed Central

Fuentes, Miguel A.; Gerig, Austin; Vicente, Javier

2009-01-01

Many studies assume stock prices follow a random process known as geometric Brownian motion. Although approximately correct, this model fails to explain the frequent occurrence of extreme price movements, such as stock market crashes. Using a large collection of data from three different stock markets, we present evidence that a modification to the random model—adding a slow, but significant, fluctuation to the standard deviation of the process—accurately explains the probability of different-sized price changes, including the relative high frequency of extreme movements. Furthermore, we show that this process is similar across stocks so that their price fluctuations can be characterized by a single curve. Because the behavior of price fluctuations is rooted in the characteristics of volatility, we expect our results to bring increased interest to stochastic volatility models, and especially to those that can produce the properties of volatility reported here. PMID:20041178

Collective Behavior of Brain Tumor Cells: the Role of Hypoxia

NASA Astrophysics Data System (ADS)

Khain, Evgeniy; Katakowski, Mark; Hopkins, Scott; Szalad, Alexandra; Zheng, Xuguang; Jiang, Feng; Chopp, Michael

2013-03-01

We consider emergent collective behavior of a multicellular biological system. Specifically we investigate the role of hypoxia (lack of oxygen) in migration of brain tumor cells. We performed two series of cell migration experiments. The first set of experiments was performed in a typical wound healing geometry: cells were placed on a substrate, and a scratch was done. In the second set of experiments, cell migration away from a tumor spheroid was investigated. Experiments show a controversy: cells under normal and hypoxic conditions have migrated the same distance in the ``spheroid'' experiment, while in the ``scratch'' experiment cells under normal conditions migrated much faster than under hypoxic conditions. To explain this paradox, we formulate a discrete stochastic model for cell dynamics. The theoretical model explains our experimental observations and suggests that hypoxia decreases both the motility of cells and the strength of cell-cell adhesion. The theoretical predictions were further verified in independent experiments.

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

NASA Astrophysics Data System (ADS)

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

2017-09-01

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

Two new algorithms to combine kriging with stochastic modelling

NASA Astrophysics Data System (ADS)

Venema, Victor; Lindau, Ralf; Varnai, Tamas; Simmer, Clemens

2010-05-01

Two main groups of statistical methods used in the Earth sciences are geostatistics and stochastic modelling. Geostatistical methods, such as various kriging algorithms, aim at estimating the mean value for every point as well as possible. In case of sparse measurements, such fields have less variability at small scales and a narrower distribution as the true field. This can lead to biases if a nonlinear process is simulated driven by such a kriged field. Stochastic modelling aims at reproducing the statistical structure of the data in space and time. One of the stochastic modelling methods, the so-called surrogate data approach, replicates the value distribution and power spectrum of a certain data set. While stochastic methods reproduce the statistical properties of the data, the location of the measurement is not considered. This requires the use of so-called constrained stochastic models. Because radiative transfer through clouds is a highly nonlinear process, it is essential to model the distribution (e.g. of optical depth, extinction, liquid water content or liquid water path) accurately. In addition, the correlations within the cloud field are important, especially because of horizontal photon transport. This explains the success of surrogate cloud fields for use in 3D radiative transfer studies. Up to now, however, we could only achieve good results for the radiative properties averaged over the field, but not for a radiation measurement located at a certain position. Therefore we have developed a new algorithm that combines the accuracy of stochastic (surrogate) modelling with the positioning capabilities of kriging. In this way, we can automatically profit from the large geostatistical literature and software. This algorithm is similar to the standard iterative amplitude adjusted Fourier transform (IAAFT) algorithm, but has an additional iterative step in which the surrogate field is nudged towards the kriged field. The nudging strength is gradually reduced to zero during successive iterations. A second algorithm, which we call step-wise kriging, pursues the same aim. Each time the kriging algorithm estimates a value, noise is added to it, after which this new point is accounted for in the estimation of all the later points. In this way, the autocorrelation of the step-krigged field is close to that found in the pseudo measurements. The amount of noise is determined by the kriging uncertainty. The algorithms are tested on cloud fields from large eddy simulations (LES). On these clouds, a measurement is simulated. From these pseudo-measurements, we estimated the power spectrum for the surrogates, the semi-variogram for the (stepwise) kriging and the distribution. Furthermore, the pseudo-measurement is kriged. Because we work with LES clouds and the truth is known, we can validate the algorithm by performing 3D radiative transfer calculations on the original LES clouds and on the two new types of stochastic clouds. For comparison, also the radiative properties of the kriged fields and standard surrogate fields are computed. Preliminary results show that both algorithms reproduce the structure of the original clouds well, and the minima and maxima are located where the pseudo-measurements see them. The main problem for the quality of the structure and the root mean square error is the amount of data, which is especially very limited in case of just one zenith pointing measurement.

A new hybrid model for filling gaps and forecast in sea level: application to the eastern English Channel and the North Atlantic Sea (western France)

NASA Astrophysics Data System (ADS)

Turki, Imen; Laignel, Benoit; Kakeh, Nabil; Chevalier, Laetitia; Costa, Stephane

2015-04-01

This research is carried out in the framework of the program Surface Water and Ocean Topography (SWOT) which is a partnership between NASA and CNES. Here, a new hybrid model is implemented for filling gaps and forecasting the hourly sea level variability by combining classical harmonic analyses to high statistical methods to reproduce the deterministic and stochastic processes, respectively. After simulating the mean trend sea level and astronomical tides, the nontidal residual surges are investigated using an autoregressive moving average (ARMA) methods by two ways: (1) applying a purely statistical approach and (2) introducing the SLP in ARMA as a main physical process driving the residual sea level. The new hybrid model is applied to the western Atlantic sea and the eastern English Channel. Using ARMA model and considering the SLP, results show that the hourly sea level observations of gauges with are well reproduced with a root mean square error (RMSE) ranging between 4.5 and 7 cm for 1 to 30 days of gaps and an explained variance more than 80 %. For larger gaps of months, the RMSE reaches 9 cm. The negative and the positive extreme values of sea levels are also well reproduced with a mean explained variance between 70 and 85 %. The statistical behavior of 1-year modeled residual components shows good agreements with observations. The frequency analysis using the discrete wavelet transform illustrate strong correlations between observed and modeled energy spectrum and the bands of variability. Accordingly, the proposed model presents a coherent, simple, and easy tool to estimate the total sea level at timescales from days to months. The ARMA model seems to be more promising for filling gaps and estimating the sea level at larger scales of years by introducing more physical processes driving its stochastic variability.

Evolution of probability densities in stochastic coupled map lattices

NASA Astrophysics Data System (ADS)

Losson, Jérôme; Mackey, Michael C.

1995-08-01

This paper describes the statistical properties of coupled map lattices subjected to the influence of stochastic perturbations. The stochastic analog of the Perron-Frobenius operator is derived for various types of noise. When the local dynamics satisfy rather mild conditions, this equation is shown to possess either stable, steady state solutions (i.e., a stable invariant density) or density limit cycles. Convergence of the phase space densities to these limit cycle solutions explains the nonstationary behavior of statistical quantifiers at equilibrium. Numerical experiments performed on various lattices of tent, logistic, and shift maps with diffusivelike interelement couplings are examined in light of these theoretical results.

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.

Influence of Westerly Wind Events stochasticity on El Niño amplitude: the case of 2014 vs. 2015

NASA Astrophysics Data System (ADS)

Puy, Martin; Vialard, Jérôme; Lengaigne, Matthieu; Guilyardi, Eric; DiNezio, Pedro N.; Voldoire, Aurore; Balmaseda, Magdalena; Madec, Gurvan; Menkes, Christophe; Mcphaden, Michael J.

2017-10-01

The weak El Niño of 2014 was preceded by anomalously high equatorial Pacific Warm Water Volume (WWV) and strong Westerly Wind Events (WWEs), which typically lead to record breaking El Nino, like in 1997 and 2015. Here, we use the CNRM-CM5 coupled model to investigate the causes for the stalled El Niño in 2014 and the necessary conditions for extreme El Niños. This model is ideally suited to study this problem because it simulates all the processes thought to be critical for the onset and development of El Niño. It captures El Niño preconditioning by WWV, the WWEs characteristics and their deterministic behaviour in response to warm pool displacements. Our main finding is, that despite their deterministic control, WWEs display a sufficiently strong stochastic component to explain the distinct evolutions of El Niño in 2014 and 2015. A 100-member ensemble simulation initialized with early-spring equatorial conditions analogous to those observed in 2014 and 2015 demonstrates that early-year elevated WWV and strong WWEs preclude the occurrence of a La Niña but lead to El Niños that span the weak (with few WWEs) to extreme (with many WWEs) range. Sensitivity experiments confirm that numerous/strong WWEs shift the El Niño distribution toward larger amplitudes, with a particular emphasis on summer/fall WWEs occurrence which result in a five-fold increase of the odds for an extreme El Niño. A long simulation further demonstrates that sustained WWEs throughout the year and anomalously high WWV are necessary conditions for extreme El Niño to develop. In contrast, we find no systematic influence of easterly wind events (EWEs) on the El Niño amplitude in our model. Our results demonstrate that the weak amplitude of El Niño in 2014 can be explained by WWEs stochastic variations without invoking EWEs or remote influences from outside the tropical Pacific and therefore its peak amplitude was inherently unpredictable at long lead-time.

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

PubMed

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

2008-08-01

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

Gompertzian stochastic model with delay effect to cervical cancer growth

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

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

2015-02-03

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

CSI 2264: Characterizing Young Stars in NGC 2264 with Stochastically Varying Light Curves

NASA Astrophysics Data System (ADS)

Stauffer, John; Cody, Ann Marie; Rebull, Luisa; Hillenbrand, Lynne A.; Turner, Neal J.; Carpenter, John; Carey, Sean; Terebey, Susan; Morales-Calderón, María; Alencar, Silvia H. P.; McGinnis, Pauline; Sousa, Alana; Bouvier, Jerome; Venuti, Laura; Hartmann, Lee; Calvet, Nuria; Micela, Giusi; Flaccomio, Ettore; Song, Inseok; Gutermuth, Rob; Barrado, David; Vrba, Frederick J.; Covey, Kevin; Herbst, William; Gillen, Edward; Medeiros Guimarães, Marcelo; Bouy, Herve; Favata, Fabio

2016-03-01

We provide CoRoT and Spitzer light curves and other supporting data for 17 classical T Tauri stars in NGC 2264 whose CoRoT light curves exemplify the “stochastic” light curve class as defined in 2014 by Cody et al. The most probable physical mechanism to explain the optical variability within this light curve class is time-dependent mass accretion onto the stellar photosphere, producing transient hot spots. Where we have appropriate spectral data, we show that the veiling variability in these stars is consistent in both amplitude and timescale with the optical light curve morphology. The veiling variability is also well-correlated with the strength of the He I 6678 Å emission line, predicted by models to arise in accretion shocks on or near the stellar photosphere. Stars with accretion burst light curve morphology also have variable mass accretion. The stochastic and accretion burst light curves can both be explained by a simple model of randomly occurring flux bursts, with the stochastic light curve class having a higher frequency of lower amplitude events. Members of the stochastic light curve class have only moderate mass accretion rates. Their Hα profiles usually have blueshifted absorption features, probably originating in a disk wind. The lack of periodic signatures in the light curves suggests that little of the variability is due to long-lived hot spots rotating into or out of our line of sight; instead, the primary driver of the observed photometric variability is likely to be instabilities in the inner disk that lead to variable mass accretion. Based on data from the Spitzer and CoRoT missions, as well as the Canada-France-Hawaii Telescope (CFHT) MegaCam CCD, and the European Southern Observatory Very Large Telescope, Paranal Chile, under program 088.C-0239. The CoRoT space mission was developed and is operated by the French space agency CNES, with particpiation of ESA’s RSSD and Science Programmes, Austria, Belgium, Brazil, Germany, and Spain. MegaCam is a joint project of CFHT and CEA/DAPNIA, which is operated by the National Research Council (NRC) of Canada, the Institute National des Sciences de l’Univers of the Centre National de la Recherche Scientifique of France, and the University of Hawaii.

An electrophysiological validation of stochastic DCM for fMRI

PubMed Central

Daunizeau, J.; Lemieux, L.; Vaudano, A. E.; Friston, K. J.; Stephan, K. E.

2013-01-01

In this note, we assess the predictive validity of stochastic dynamic causal modeling (sDCM) of functional magnetic resonance imaging (fMRI) data, in terms of its ability to explain changes in the frequency spectrum of concurrently acquired electroencephalography (EEG) signal. We first revisit the heuristic model proposed in Kilner et al. (2005), which suggests that fMRI activation is associated with a frequency modulation of the EEG signal (rather than an amplitude modulation within frequency bands). We propose a quantitative derivation of the underlying idea, based upon a neural field formulation of cortical activity. In brief, dense lateral connections induce a separation of time scales, whereby fast (and high spatial frequency) modes are enslaved by slow (low spatial frequency) modes. This slaving effect is such that the frequency spectrum of fast modes (which dominate EEG signals) is controlled by the amplitude of slow modes (which dominate fMRI signals). We then use conjoint empirical EEG-fMRI data—acquired in epilepsy patients—to demonstrate the electrophysiological underpinning of neural fluctuations inferred from sDCM for fMRI. PMID:23346055

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

NASA Astrophysics Data System (ADS)

Zheng, Fei; Zhu, Jiang

2017-04-01

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

The Convergence Coefficient across Political Systems

PubMed Central

Schofield, Norman

2013-01-01

Formal work on the electoral model often suggests that parties or candidates should locate themselves at the electoral mean. Recent research has found no evidence of such convergence. In order to explain nonconvergence, the stochastic electoral model is extended by including estimates of electoral valence. We introduce the notion of a convergence coefficient, c. It has been shown that high values of c imply that there is a significant centrifugal tendency acting on parties. We used electoral surveys to construct a stochastic valence model of the the elections in various countries. We find that the convergence coefficient varies across elections in a country, across countries with similar regimes, and across political regimes. In some countries, the centripetal tendency leads parties to converge to the electoral mean. In others the centrifugal tendency dominates and some parties locate far from the electoral mean. In particular, for countries with proportional electoral systems, namely, Israel, Turkey, and Poland, the centrifugal tendency is very high. In the majoritarian polities of the United States and Great Britain, the centrifugal tendency is very low. In anocracies, the autocrat imposes limitations on how far from the origin the opposition parties can move. PMID:24385886

The convergence coefficient across political systems.

PubMed

Gallego, Maria; Schofield, Norman

2013-01-01

Formal work on the electoral model often suggests that parties or candidates should locate themselves at the electoral mean. Recent research has found no evidence of such convergence. In order to explain nonconvergence, the stochastic electoral model is extended by including estimates of electoral valence. We introduce the notion of a convergence coefficient, c. It has been shown that high values of c imply that there is a significant centrifugal tendency acting on parties. We used electoral surveys to construct a stochastic valence model of the the elections in various countries. We find that the convergence coefficient varies across elections in a country, across countries with similar regimes, and across political regimes. In some countries, the centripetal tendency leads parties to converge to the electoral mean. In others the centrifugal tendency dominates and some parties locate far from the electoral mean. In particular, for countries with proportional electoral systems, namely, Israel, Turkey, and Poland, the centrifugal tendency is very high. In the majoritarian polities of the United States and Great Britain, the centrifugal tendency is very low. In anocracies, the autocrat imposes limitations on how far from the origin the opposition parties can move.

Effects of delay and noise in a negative feedback regulatory motif

NASA Astrophysics Data System (ADS)

Palassini, Matteo; Dies, Marta

2009-03-01

The small copy number of the molecules involved in gene regulation can induce nontrivial stochastic phenomena such as noise-induced oscillations. An often neglected aspect of regulation dynamics are the delays involved in transcription and translation. Delays introduce analytical and computational complications because the dynamics is non-Markovian. We study the interplay of noise and delays in a negative feedback model of the p53 core regulatory network. Recent experiments have found pronounced oscillations in the concentrations of proteins p53 and Mdm2 in individual cells subjected to DNA damage. Similar oscillations occur in the Hes-1 and NK-kB systems, and in circadian rhythms. Several mechanisms have been proposed to explain this oscillatory behaviour, such as deterministic limit cycles, with and without delay, or noise-induced excursions in excitable models. We consider a generic delayed Master Equation incorporating the activation of Mdm2 by p53 and the Mdm2-promoted degradation of p53. In the deterministic limit and for large delays, the model shows a Hopf bifurcation. Via exact stochastic simulations, we find strong noise-induced oscillations well outside the limit-cycle region. We propose that this may be a generic mechanism for oscillations in gene regulatory systems.

Tail dependence and information flow: Evidence from international equity markets

NASA Astrophysics Data System (ADS)

Al Rahahleh, Naseem; Bhatti, M. Ishaq; Adeinat, Iman

2017-05-01

Bhatti and Nguyen (2012) used the copula approach to measure the tail dependence between a number of international markets. They observed that some country pairs exhibit only left-tail dependence whereas others show only right-tail. However, the flow of information from uni-dimensional (one-tail) to bi-dimensional (two-tails) between various markets was not accounted for. In this study, we address the flow of information of this nature by using the dynamic conditional correlation (DCC-GARCH) model. More specifically, we use various versions of the DCC models to explain the nexus between the information flow of international equity and to explain the stochastic forward vs. backward dynamics of financial markets based on data for a 15-year period comprising 3,782 observations. We observed that the information flow between the US and Hong Kong markets and between the US and Australian markets are bi-directional. We also observed that the DCC model captures a wider co-movement structure and inter-connectedness compared to the symmetric Joe-Clayton copula.

Emergent neutrality drives phytoplankton species coexistence

PubMed Central

Segura, Angel M.; Calliari, Danilo; Kruk, Carla; Conde, Daniel; Bonilla, Sylvia; Fort, Hugo

2011-01-01

The mechanisms that drive species coexistence and community dynamics have long puzzled ecologists. Here, we explain species coexistence, size structure and diversity patterns in a phytoplankton community using a combination of four fundamental factors: organism traits, size-based constraints, hydrology and species competition. Using a ‘microscopic’ Lotka–Volterra competition (MLVC) model (i.e. with explicit recipes to compute its parameters), we provide a mechanistic explanation of species coexistence along a niche axis (i.e. organismic volume). We based our model on empirically measured quantities, minimal ecological assumptions and stochastic processes. In nature, we found aggregated patterns of species biovolume (i.e. clumps) along the volume axis and a peak in species richness. Both patterns were reproduced by the MLVC model. Observed clumps corresponded to niche zones (volumes) where species fitness was highest, or where fitness was equal among competing species. The latter implies the action of equalizing processes, which would suggest emergent neutrality as a plausible mechanism to explain community patterns. PMID:21177680

Occurrence analysis of daily rainfalls through non-homogeneous Poissonian processes

NASA Astrophysics Data System (ADS)

Sirangelo, B.; Ferrari, E.; de Luca, D. L.

2011-06-01

A stochastic model based on a non-homogeneous Poisson process, characterised by a time-dependent intensity of rainfall occurrence, is employed to explain seasonal effects of daily rainfalls exceeding prefixed threshold values. The data modelling has been performed with a partition of observed daily rainfall data into a calibration period for parameter estimation and a validation period for checking on occurrence process changes. The model has been applied to a set of rain gauges located in different geographical areas of Southern Italy. The results show a good fit for time-varying intensity of rainfall occurrence process by 2-harmonic Fourier law and no statistically significant evidence of changes in the validation period for different threshold values.

A Discussion on Uncertainty Representation and Interpretation in Model-Based Prognostics Algorithms based on Kalman Filter Estimation Applied to Prognostics of Electronics Components

NASA Technical Reports Server (NTRS)

Celaya, Jose R.; Saxen, Abhinav; Goebel, Kai

2012-01-01

This article discusses several aspects of uncertainty representation and management for model-based prognostics methodologies based on our experience with Kalman Filters when applied to prognostics for electronics components. In particular, it explores the implications of modeling remaining useful life prediction as a stochastic process and how it relates to uncertainty representation, management, and the role of prognostics in decision-making. A distinction between the interpretations of estimated remaining useful life probability density function and the true remaining useful life probability density function is explained and a cautionary argument is provided against mixing interpretations for the two while considering prognostics in making critical decisions.

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

PubMed

Mino, Hiroyuki; Grill, Warren M

2002-06-01

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

Scaling laws and fluctuations in the statistics of word frequencies

NASA Astrophysics Data System (ADS)

Gerlach, Martin; Altmann, Eduardo G.

2014-11-01

In this paper, we combine statistical analysis of written texts and simple stochastic models to explain the appearance of scaling laws in the statistics of word frequencies. The average vocabulary of an ensemble of fixed-length texts is known to scale sublinearly with the total number of words (Heaps’ law). Analyzing the fluctuations around this average in three large databases (Google-ngram, English Wikipedia, and a collection of scientific articles), we find that the standard deviation scales linearly with the average (Taylor's law), in contrast to the prediction of decaying fluctuations obtained using simple sampling arguments. We explain both scaling laws (Heaps’ and Taylor) by modeling the usage of words using a Poisson process with a fat-tailed distribution of word frequencies (Zipf's law) and topic-dependent frequencies of individual words (as in topic models). Considering topical variations lead to quenched averages, turn the vocabulary size a non-self-averaging quantity, and explain the empirical observations. For the numerous practical applications relying on estimations of vocabulary size, our results show that uncertainties remain large even for long texts. We show how to account for these uncertainties in measurements of lexical richness of texts with different lengths.

Modeling stochasticity and robustness in gene regulatory networks.

PubMed

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

2009-06-15

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

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

NASA Astrophysics Data System (ADS)

Chang, Zhengbo; Meng, Xinzhu; Lu, Xiao

2017-04-01

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

Impact-induced seismic activity on asteroid 433 Eros: a surface modification process.

PubMed

Richardson, James E; Melosh, H Jay; Greenberg, Richard

2004-11-26

High-resolution images of the surface of asteroid 433 Eros revealed evidence of downslope movement of a loose regolith layer, as well as the degradation and erasure of small impact craters (less than approximately 100 meters in diameter). One hypothesis to explain these observations is seismic reverberation after impact events. We used a combination of seismic and geomorphic modeling to analyze the response of regolith-covered topography, particularly craters, to impact-induced seismic shaking. Applying these results to a stochastic cratering model for the surface of Eros produced good agreement with the observed size-frequency distribution of craters, including the paucity of small craters.

Portfolio choice in retirement: Health risk and the demand for annuities, housing, and risky assets*

PubMed Central

Yogo, Motohiro

2016-01-01

In a life-cycle model, a retiree faces stochastic health depreciation and chooses consumption, health expenditure, and the allocation of wealth between bonds, stocks, and housing. The model explains key facts about asset allocation and health expenditure across health status and age. The portfolio share in stocks is low overall and is positively related to health, especially for younger retirees. The portfolio share in housing is negatively related to health for younger retirees and falls significantly in age. Finally, out-of-pocket health expenditure as a share of income is negatively related to health and rises in age. PMID:27766005

Portfolio choice in retirement: Health risk and the demand for annuities, housing, and risky assets.

PubMed

Yogo, Motohiro

2016-06-01

In a life-cycle model, a retiree faces stochastic health depreciation and chooses consumption, health expenditure, and the allocation of wealth between bonds, stocks, and housing. The model explains key facts about asset allocation and health expenditure across health status and age. The portfolio share in stocks is low overall and is positively related to health, especially for younger retirees. The portfolio share in housing is negatively related to health for younger retirees and falls significantly in age. Finally, out-of-pocket health expenditure as a share of income is negatively related to health and rises in age.

Stochastic Human Exposure and Dose Simulation Model for Pesticides

EPA Science Inventory

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

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

DTIC Science & Technology

2016-02-25

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

Phenomenology of stochastic exponential growth

NASA Astrophysics Data System (ADS)

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

2017-06-01

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

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

NASA Astrophysics Data System (ADS)

Chen, Can; Kang, Yanmei

2017-01-01

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

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

NASA Astrophysics Data System (ADS)

Sudakov, Ivan

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

Effects of Stochastic Traffic Flow Model on Expected System Performance

DTIC Science & Technology

2012-12-01

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

Mimicking Nonequilibrium Steady States with Time-Periodic Driving

NASA Astrophysics Data System (ADS)

Raz, O.; Subaşı, Y.; Jarzynski, C.

2016-04-01

Under static conditions, a system satisfying detailed balance generically relaxes to an equilibrium state in which there are no currents. To generate persistent currents, either detailed balance must be broken or the system must be driven in a time-dependent manner. A stationary system that violates detailed balance evolves to a nonequilibrium steady state (NESS) characterized by fixed currents. Conversely, a system that satisfies instantaneous detailed balance but is driven by the time-periodic variation of external parameters—also known as a stochastic pump (SP)—reaches a periodic state with nonvanishing currents. In both cases, these currents are maintained at the cost of entropy production. Are these two paradigmatic scenarios effectively equivalent? For discrete-state systems, we establish a mapping between nonequilibrium stationary states and stochastic pumps. Given a NESS characterized by a particular set of stationary probabilities, currents, and entropy production rates, we show how to construct a SP with exactly the same (time-averaged) values. The mapping works in the opposite direction as well. These results establish a proof of principle: They show that stochastic pumps are able to mimic the behavior of nonequilibrium steady states, and vice versa, within the theoretical framework of discrete-state stochastic thermodynamics. Nonequilibrium steady states and stochastic pumps are often used to model, respectively, biomolecular motors driven by chemical reactions and artificial molecular machines steered by the variation of external, macroscopic parameters. Our results loosely suggest that anything a biomolecular machine can do, an artificial molecular machine can do equally well. We illustrate this principle by showing that kinetic proofreading, a NESS mechanism that explains the low error rates in biochemical reactions, can be effectively mimicked by a constrained periodic driving.

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

NASA Astrophysics Data System (ADS)

Savran, William Harvey

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

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

PubMed

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

2016-12-01

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

Stochastic model of financial markets reproducing scaling and memory in volatility return intervals

NASA Astrophysics Data System (ADS)

Gontis, V.; Havlin, S.; Kononovicius, A.; Podobnik, B.; Stanley, H. E.

2016-11-01

We investigate the volatility return intervals in the NYSE and FOREX markets. We explain previous empirical findings using a model based on the interacting agent hypothesis instead of the widely-used efficient market hypothesis. We derive macroscopic equations based on the microscopic herding interactions of agents and find that they are able to reproduce various stylized facts of different markets and different assets with the same set of model parameters. We show that the power-law properties and the scaling of return intervals and other financial variables have a similar origin and could be a result of a general class of non-linear stochastic differential equations derived from a master equation of an agent system that is coupled by herding interactions. Specifically, we find that this approach enables us to recover the volatility return interval statistics as well as volatility probability and spectral densities for the NYSE and FOREX markets, for different assets, and for different time-scales. We find also that the historical S&P500 monthly series exhibits the same volatility return interval properties recovered by our proposed model. Our statistical results suggest that human herding is so strong that it persists even when other evolving fluctuations perturbate the financial system.

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

NASA Astrophysics Data System (ADS)

Burrage, Clare; Parkinson, David; Seery, David

2017-08-01

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

Advanced Computational Approaches for Characterizing Stochastic Cellular Responses to Low Dose, Low Dose Rate Exposures

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

Scott, Bobby, R., Ph.D.

2003-06-27

OAK - B135 This project final report summarizes modeling research conducted in the U.S. Department of Energy (DOE), Low Dose Radiation Research Program at the Lovelace Respiratory Research Institute from October 1998 through June 2003. The modeling research described involves critically evaluating the validity of the linear nonthreshold (LNT) risk model as it relates to stochastic effects induced in cells by low doses of ionizing radiation and genotoxic chemicals. The LNT model plays a central role in low-dose risk assessment for humans. With the LNT model, any radiation (or genotoxic chemical) exposure is assumed to increase one¡¯s risk of cancer.more » Based on the LNT model, others have predicted tens of thousands of cancer deaths related to environmental exposure to radioactive material from nuclear accidents (e.g., Chernobyl) and fallout from nuclear weapons testing. Our research has focused on developing biologically based models that explain the shape of dose-response curves for low-dose radiation and genotoxic chemical-induced stochastic effects in cells. Understanding the shape of the dose-response curve for radiation and genotoxic chemical-induced stochastic effects in cells helps to better understand the shape of the dose-response curve for cancer induction in humans. We have used a modeling approach that facilitated model revisions over time, allowing for timely incorporation of new knowledge gained related to the biological basis for low-dose-induced stochastic effects in cells. Both deleterious (e.g., genomic instability, mutations, and neoplastic transformation) and protective (e.g., DNA repair and apoptosis) effects have been included in our modeling. Our most advanced model, NEOTRANS2, involves differing levels of genomic instability. Persistent genomic instability is presumed to be associated with nonspecific, nonlethal mutations and to increase both the risk for neoplastic transformation and for cancer occurrence. Our research results, based on applications of NEOTRANS2, indicate that nonlinear threshold-type, dose-response relationships for excess stochastic effects (problematic nonlethal mutations, neoplastic transformation) should be expected after exposure to low linear energy transfer (LET) gamma rays or gamma rays in combination with high-LET alpha radiation. Similar thresholds are expected for low-dose-rate low-LET beta irradiation. We attribute the thresholds to low-dose, low-LET radiation induced protection against spontaneous mutations and neoplastic transformations. The protection is presumed mainly to involve selective elimination of problematic cells via apoptosis. Low-dose, low-LET radiation is presumed to trigger wide-area cell signaling, which in turn leads to problematic bystander cells (e.g., mutants, neoplastically transformed cells) selectively undergoing apoptosis. Thus, this protective bystander effect leads to selective elimination of problematic cells (a tissue cleansing process in vivo). However, this protective bystander effects is a different process from low-dose stimulation of the immune system. Low-dose, low-LET radiation stimulation of the immune system may explain why thresholds for inducing excess cancer appear much larger (possibly more than 100-fold larger) than thresholds for inducing excess mutations and neoplastic transformations, when the dose rate is low. For ionizing radiation, the current risk assessment paradigm is such that the relative risk (RR) is always ¡Ý 1, no matter how small the dose. Our research results indicate that for low-dose or low-dose-rate, low-LET irradiation, RR < 1 may be more the rule than the exception. Directly tied to the current RR paradigm are the billion-dollar cleanup costs for radionuclide-contaminated DOE sites. Our research results suggest that continued use of the current RR paradigm for which RR ¡Ý 1 could cause more harm than benefit to society (e.g., by spreading unwarranted fear about phantom excess risks associated with low-dose low-LET radiation). Such phantom risks also may arise from risk assessments conducted for combined exposure to low- and high-LET radiations when based on the LNT or other models that exclude RR < 1. Our results for high-LET radiation are consistent with the LNT hypothesis but only where there is no additional low-LET contribution (e.g., gamma rays) to the total dose. For high-LET neutron sources, gamma rays arise (especially in vivo) for large mammals such as humans from neutron interactions with tissue. The gamma rays might provide some protection from low-dose-related stochastic effects via inducing the protective bystander apoptosis effect that is considered to contribute to tissue cleansing via removal of problematic cells.« less

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).

Planetary Rings

NASA Astrophysics Data System (ADS)

Esposito, Larry

2014-03-01

Preface: a personal view of planetary rings; 1. Introduction: the allure of the ringed planets; 2. Studies of planetary rings 1610-2013; 3. Diversity of planetary rings; 4. Individual ring particles and their collisions; 5. Large-scale ring evolution; 6. Moons confine and sculpt rings; 7. Explaining ring phenomena; 8. N-body simulations; 9. Stochastic models; 10. Age and evolution of rings; 11. Saturn's mysterious F ring; 12. Uranus' rings and moons; 13. Neptune's partial rings; 14. Jupiter's ring-moon system after Galileo and New Horizons; 15. Ring photometry; 16. Dusty rings; 17. Concluding remarks; Afterword; Glossary; References; Index.

The kinetic origin of delayed yielding in metallic glasses

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

Ye, Y. F.; Liu, X. D.; Wang, S.

2016-06-20

Recent experiments showed that irreversible structural change or plasticity could occur in metallic glasses (MGs) even within the apparent elastic limit after a sufficiently long waiting time. To explain this phenomenon, a stochastic shear transformation model is developed based on a unified rate theory to predict delayed yielding in MGs, which is validated afterwards through extensive atomistic simulations carried out on different MGs. On a fundamental level, an analytic framework is established in this work that links time, stress, and temperature altogether into a general yielding criterion for MGs.

Linear System Control Using Stochastic Learning Automata

NASA Technical Reports Server (NTRS)

Ziyad, Nigel; Cox, E. Lucien; Chouikha, Mohamed F.

1998-01-01

This paper explains the use of a Stochastic Learning Automata (SLA) to control switching between three systems to produce the desired output response. The SLA learns the optimal choice of the damping ratio for each system to achieve a desired result. We show that the SLA can learn these states for the control of an unknown system with the proper choice of the error criteria. The results of using a single automaton are compared to using multiple automata.

Stochastic Petri Net extension of a yeast cell cycle model.

PubMed

Mura, Ivan; Csikász-Nagy, Attila

2008-10-21

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

Stochasticity and determinism in models of hematopoiesis.

PubMed

Kimmel, Marek

2014-01-01

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

Hybrid ODE/SSA methods and the cell cycle model

NASA Astrophysics Data System (ADS)

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

2017-07-01

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

p-adic stochastic hidden variable model

NASA Astrophysics Data System (ADS)

Khrennikov, Andrew

1998-03-01

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

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.

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…

Relativistic runaway ionization fronts.

PubMed

Luque, A

2014-01-31

We investigate the first example of self-consistent impact ionization fronts propagating at relativistic speeds and involving interacting, high-energy electrons. These fronts, which we name relativistic runaway ionization fronts, show remarkable features such as a bulk speed within less than one percent of the speed of light and the stochastic selection of high-energy electrons for further acceleration, which leads to a power-law distribution of particle energies. A simplified model explains this selection in terms of the overrun of Coulomb-scattered electrons. Appearing as the electromagnetic interaction between electrons saturates the exponential growth of a relativistic runaway electron avalanche, relativistic runaway ionization fronts may occur in conjunction with terrestrial gamma-ray flashes and thus explain recent observations of long, power-law tails in the terrestrial gamma-ray flash energy spectrum.

Some Stochastic-Duel Models of Combat.

DTIC Science & Technology

1983-03-01

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

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.

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

NASA Astrophysics Data System (ADS)

Gay-Balmaz, François; Holm, Darryl D.

2018-01-01

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

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

NASA Astrophysics Data System (ADS)

Gay-Balmaz, François; Holm, Darryl D.

2018-06-01

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

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

Treesearch

Dung Tuan Nguyen

2012-01-01

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

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

Treesearch

Yu Wei; Michael Bevers; Dung Nguyen; Erin Belval

2014-01-01

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

Weak and strong chaos in Fermi-Pasta-Ulam models and beyond.

PubMed

Pettini, Marco; Casetti, Lapo; Cerruti-Sola, Monica; Franzosi, Roberto; Cohen, E G D

2005-03-01

We briefly review some of the most relevant results that our group obtained in the past, while investigating the dynamics of the Fermi-Pasta-Ulam (FPU) models. The first result is the numerical evidence of the existence of two different kinds of transitions in the dynamics of the FPU models: (i) A stochasticity threshold (ST), characterized by a value of the energy per degree of freedom below which the overwhelming majority of the phase space trajectories are regular (vanishing Lyapunov exponents). It tends to vanish as the number N of degrees of freedom is increased. (ii) A strong stochasticity threshold (SST), characterized by a value of the energy per degree of freedom at which a crossover appears between two different power laws of the energy dependence of the largest Lyapunov exponent, which phenomenologically corresponds to the transition between weak and strong chaotic regimes. It is stable with N. The second result is the development of a Riemannian geometric theory to explain the origin of Hamiltonian chaos. Starting this theory has been motivated by the inadequacy of the approach based on homoclinic intersections to explain the origin of chaos in systems of arbitrarily large N, or arbitrarily far from quasi-integrability, or displaying a transition between weak and strong chaos. Finally, the third result stems from the search for the transition between weak and strong chaos in systems other than FPU. Actually, we found that a very sharp SST appears as the dynamical counterpart of a thermodynamic phase transition, which in turn has led, in the light of the Riemannian theory of chaos, to the development of a topological theory of phase transitions.

Weak and strong chaos in Fermi-Pasta-Ulam models and beyond

NASA Astrophysics Data System (ADS)

Pettini, Marco; Casetti, Lapo; Cerruti-Sola, Monica; Franzosi, Roberto; Cohen, E. G. D.

2005-03-01

We briefly review some of the most relevant results that our group obtained in the past, while investigating the dynamics of the Fermi-Pasta-Ulam (FPU) models. The first result is the numerical evidence of the existence of two different kinds of transitions in the dynamics of the FPU models: (i) A stochasticity threshold (ST), characterized by a value of the energy per degree of freedom below which the overwhelming majority of the phase space trajectories are regular (vanishing Lyapunov exponents). It tends to vanish as the number N of degrees of freedom is increased. (ii) A strong stochasticity threshold (SST), characterized by a value of the energy per degree of freedom at which a crossover appears between two different power laws of the energy dependence of the largest Lyapunov exponent, which phenomenologically corresponds to the transition between weak and strong chaotic regimes. It is stable with N. The second result is the development of a Riemannian geometric theory to explain the origin of Hamiltonian chaos. Starting this theory has been motivated by the inadequacy of the approach based on homoclinic intersections to explain the origin of chaos in systems of arbitrarily large N, or arbitrarily far from quasi-integrability, or displaying a transition between weak and strong chaos. Finally, the third result stems from the search for the transition between weak and strong chaos in systems other than FPU. Actually, we found that a very sharp SST appears as the dynamical counterpart of a thermodynamic phase transition, which in turn has led, in the light of the Riemannian theory of chaos, to the development of a topological theory of phase transitions.

Reconsideration of r/K Selection Theory Using Stochastic Control Theory and Nonlinear Structured Population Models.

PubMed

Oizumi, Ryo; Kuniya, Toshikazu; Enatsu, Yoichi

2016-01-01

Despite the fact that density effects and individual differences in life history are considered to be important for evolution, these factors lead to several difficulties in understanding the evolution of life history, especially when population sizes reach the carrying capacity. r/K selection theory explains what types of life strategies evolve in the presence of density effects and individual differences. However, the relationship between the life schedules of individuals and population size is still unclear, even if the theory can classify life strategies appropriately. To address this issue, we propose a few equations on adaptive life strategies in r/K selection where density effects are absent or present. The equations detail not only the adaptive life history but also the population dynamics. Furthermore, the equations can incorporate temporal individual differences, which are referred to as internal stochasticity. Our framework reveals that maximizing density effects is an evolutionarily stable strategy related to the carrying capacity. A significant consequence of our analysis is that adaptive strategies in both selections maximize an identical function, providing both population growth rate and carrying capacity. We apply our method to an optimal foraging problem in a semelparous species model and demonstrate that the adaptive strategy yields a lower intrinsic growth rate as well as a lower basic reproductive number than those obtained with other strategies. This study proposes that the diversity of life strategies arises due to the effects of density and internal stochasticity.

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

PubMed Central

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

2016-01-01

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

Variational principles for stochastic fluid dynamics

PubMed Central

Holm, Darryl D.

2015-01-01

This paper derives stochastic partial differential equations (SPDEs) for fluid dynamics from a stochastic variational principle (SVP). The paper proceeds by taking variations in the SVP to derive stochastic Stratonovich fluid equations; writing their Itô representation; and then investigating the properties of these stochastic fluid models in comparison with each other, and with the corresponding deterministic fluid models. The circulation properties of the stochastic Stratonovich fluid equations are found to closely mimic those of the deterministic ideal fluid models. As with deterministic ideal flows, motion along the stochastic Stratonovich paths also preserves the helicity of the vortex field lines in incompressible stochastic flows. However, these Stratonovich properties are not apparent in the equivalent Itô representation, because they are disguised by the quadratic covariation drift term arising in the Stratonovich to Itô transformation. This term is a geometric generalization of the quadratic covariation drift term already found for scalar densities in Stratonovich's famous 1966 paper. The paper also derives motion equations for two examples of stochastic geophysical fluid dynamics; namely, the Euler–Boussinesq and quasi-geostropic approximations. PMID:27547083

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

PubMed

Liu, Meng; Wang, Ke

2010-06-07

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

Mechanical Feedback and Arrest in Gene Expression

NASA Astrophysics Data System (ADS)

Sevier, Stuart; Levine, Herbert

The ability to watch biochemical events at the single-molecule level has increasingly revealed that stochasticity plays a leading role in many biological phenomena. One important and well know example is the noisy, ``bursty'' manner of transcription. Recent experiments have revealed relationships between the level and noise in gene expression hinting at deeper stochastic connections. In this talk we will discuss how the mechanical nature of transcription can explain this relationship and examine the limits that the physical aspects of transcription place on gene expression.

Model selection for integrated pest management with stochasticity.

PubMed

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

2018-04-07

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

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

NASA Astrophysics Data System (ADS)

Gao, Shujing; Zhong, Deming; Zhang, Yan

2018-04-01

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

Stochastic and deterministic models for agricultural production networks.

PubMed

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

2007-07-01

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

One-Week Module on Stochastic Groundwater Modeling

ERIC Educational Resources Information Center

Mays, David C.

2010-01-01

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

Spatial scale affects the relative role of stochasticity versus determinism in soil bacterial communities in wheat fields across the North China Plain.

PubMed

Shi, Yu; Li, Yuntao; Xiang, Xingjia; Sun, Ruibo; Yang, Teng; He, Dan; Zhang, Kaoping; Ni, Yingying; Zhu, Yong-Guan; Adams, Jonathan M; Chu, Haiyan

2018-02-05

The relative importance of stochasticity versus determinism in soil bacterial communities is unclear, as are the possible influences that alter the balance between these. Here, we investigated the influence of spatial scale on the relative role of stochasticity and determinism in agricultural monocultures consisting only of wheat, thereby minimizing the influence of differences in plant species cover and in cultivation/disturbance regime, extending across a wide range of soils and climates of the North China Plain (NCP). We sampled 243 sites across 1092 km and sequenced the 16S rRNA bacterial gene using MiSeq. We hypothesized that determinism would play a relatively stronger role at the broadest scales, due to the strong influence of climate and soil differences in selecting many distinct OTUs of bacteria adapted to the different environments. In order to test the more general applicability of the hypothesis, we also compared with a natural ecosystem on the Tibetan Plateau. Our results revealed that the relative importance of stochasticity vs. determinism did vary with spatial scale, in the direction predicted. On the North China Plain, stochasticity played a dominant role from 150 to 900 km (separation between pairs of sites) and determinism dominated at more than 900 km (broad scale). On the Tibetan Plateau, determinism played a dominant role from 130 to 1200 km and stochasticity dominated at less than 130 km. Among the identifiable deterministic factors, soil pH showed the strongest influence on soil bacterial community structure and diversity across the North China Plain. Together, 23.9% of variation in soil microbial community composition could be explained, with environmental factors accounting for 19.7% and spatial parameters 4.1%. Our findings revealed that (1) stochastic processes are relatively more important on the North China Plain, while deterministic processes are more important on the Tibetan Plateau; (2) soil pH was the major factor in shaping soil bacterial community structure of the North China Plain; and (3) most variation in soil microbial community composition could not be explained with existing environmental and spatial factors. Further studies are needed to dissect the influence of stochastic factors (e.g., mutations or extinctions) on soil microbial community distribution, which might make it easier to predictably manipulate the microbial community to produce better yield and soil sustainability outcomes.

On the Use of the Beta Distribution in Probabilistic Resource Assessments

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

Olea, Ricardo A., E-mail: olea@usgs.gov

2011-12-15

The triangular distribution is a popular choice when it comes to modeling bounded continuous random variables. Its wide acceptance derives mostly from its simple analytic properties and the ease with which modelers can specify its three parameters through the extremes and the mode. On the negative side, hardly any real process follows a triangular distribution, which from the outset puts at a disadvantage any model employing triangular distributions. At a time when numerical techniques such as the Monte Carlo method are displacing analytic approaches in stochastic resource assessments, easy specification remains the most attractive characteristic of the triangular distribution. Themore » beta distribution is another continuous distribution defined within a finite interval offering wider flexibility in style of variation, thus allowing consideration of models in which the random variables closely follow the observed or expected styles of variation. Despite its more complex definition, generation of values following a beta distribution is as straightforward as generating values following a triangular distribution, leaving the selection of parameters as the main impediment to practically considering beta distributions. This contribution intends to promote the acceptance of the beta distribution by explaining its properties and offering several suggestions to facilitate the specification of its two shape parameters. In general, given the same distributional parameters, use of the beta distributions in stochastic modeling may yield significantly different results, yet better estimates, than the triangular distribution.« less

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

PubMed

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

2017-09-01

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

Stochastic Watershed Models for Risk Based Decision Making

NASA Astrophysics Data System (ADS)

Vogel, R. M.

2017-12-01

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

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

DOE PAGES

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

2015-05-19

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

Cox process representation and inference for stochastic reaction-diffusion processes

NASA Astrophysics Data System (ADS)

Schnoerr, David; Grima, Ramon; Sanguinetti, Guido

2016-05-01

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

Stochastic growth logistic model with aftereffect for batch fermentation process

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

Rosli, Norhayati; Ayoubi, Tawfiqullah; Bahar, Arifah

2014-06-19

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

Stochastic growth logistic model with aftereffect for batch fermentation process

NASA Astrophysics Data System (ADS)

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

2014-06-01

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

Stochastic effects on phase-space holes and clumps in kinetic systems near marginal stability

DOE PAGES

Woods, Benjamin J. Q.; Duarte, Vinicius N.; De-Gol, Anthony J.; ...

2018-01-23

The creation and subsequent evolution of marginally-unstable modes have been observed in a wide range of fusion devices. This behaviour has been successfully explained, for a single frequency shifting mode, in terms of phase-space structures known as a 'hole' and 'clump'. Here in this paper, we introduce stochasticity into a 1D kinetic model, affecting the formation and evolution of resonant modes in the system. We find that noise in the fast particle distribution or electric field leads to a shift in the asymptotic behaviour of a chirping resonant mode; this noise heuristically maps onto radial microturbulence via canonical toroidal momentummore » scattering, affecting hole and clump formation. While the mechanism allowing for the formation of the hole and clump is coherent, the lifetime of a hole and clump is shown to be highly sensitive to initial conditions, affecting the temporal profile of a single bursting event in mode amplitude.« less

Stochastic effects on phase-space holes and clumps in kinetic systems near marginal stability

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

Woods, Benjamin J. Q.; Duarte, Vinicius N.; De-Gol, Anthony J.

The creation and subsequent evolution of marginally-unstable modes have been observed in a wide range of fusion devices. This behaviour has been successfully explained, for a single frequency shifting mode, in terms of phase-space structures known as a 'hole' and 'clump'. Here in this paper, we introduce stochasticity into a 1D kinetic model, affecting the formation and evolution of resonant modes in the system. We find that noise in the fast particle distribution or electric field leads to a shift in the asymptotic behaviour of a chirping resonant mode; this noise heuristically maps onto radial microturbulence via canonical toroidal momentummore » scattering, affecting hole and clump formation. While the mechanism allowing for the formation of the hole and clump is coherent, the lifetime of a hole and clump is shown to be highly sensitive to initial conditions, affecting the temporal profile of a single bursting event in mode amplitude.« less

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.

Deterministic and stochastic CTMC models from Zika disease transmission

NASA Astrophysics Data System (ADS)

Zevika, Mona; Soewono, Edy

2018-03-01

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

Hybrid approaches for multiple-species stochastic reaction-diffusion models

NASA Astrophysics Data System (ADS)

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

2015-10-01

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

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

PubMed

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

2015-10-15

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

Hybrid approaches for multiple-species stochastic reaction–diffusion models

PubMed Central

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

2015-01-01

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

Constraining Stochastic Parametrisation Schemes Using High-Resolution Model Simulations

NASA Astrophysics Data System (ADS)

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

2017-12-01

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

Statistical analysis and modeling of the temperature-dependent sleep behavior of drosophila

NASA Astrophysics Data System (ADS)

Shih, Chi-Tin; Lin, Hsuan-Wen; Chiang, Ann-Shyn

2011-01-01

The sleep behavior of drosophila is analyzed under different temperatures. The activity per minute of the flies is recorded automatically. Sleep for a fruit fly is defined as the periods without any activity and longer than 5 minutes. Several parameters such as total sleep time, circadian sleep profile, quality of sleep are analyzed. The sleep behaviors are significantly different for flies at different temperature. Interestingly, the durations of daytime sleep periods show a common scale-free power law distribution. We propose a stochastic model to simulate the activities of the population of neurons which regulate the dynamics of sleep-wake process to explain the distribution of daytime sleep.

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

PubMed

Sato, Tatsuhiko; Furusawa, Yoshiya

2012-10-01

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

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

PubMed Central

Golightly, Andrew; Wilkinson, Darren J.

2011-01-01

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

Insight into nuclear body formation of phytochromes through stochastic modelling and experiment.

PubMed

Grima, Ramon; Sonntag, Sebastian; Venezia, Filippo; Kircher, Stefan; Smith, Robert W; Fleck, Christian

2018-05-01

Spatial relocalization of proteins is crucial for the correct functioning of living cells. An interesting example of spatial ordering is the light-induced clustering of plant photoreceptor proteins. Upon irradiation by white or red light, the red light-active phytochrome, phytochrome B, enters the nucleus and accumulates in large nuclear bodies. The underlying physical process of nuclear body formation remains unclear, but phytochrome B is thought to coagulate via a simple protein-protein binding process. We measure, for the first time, the distribution of the number of phytochrome B-containing nuclear bodies as well as their volume distribution. We show that the experimental data cannot be explained by a stochastic model of nuclear body formation via simple protein-protein binding processes using physically meaningful parameter values. Rather modelling suggests that the data is consistent with a two step process: a fast nucleation step leading to macroparticles followed by a subsequent slow step in which the macroparticles bind to form the nuclear body. An alternative explanation for the observed nuclear body distribution is that the phytochromes bind to a so far unknown molecular structure. We believe it is likely this result holds more generally for other nuclear body-forming plant photoreceptors and proteins. Creative Commons Attribution license.

Epigenetic regulation of cell fate reprogramming in aging and disease: A predictive computational model.

PubMed

Folguera-Blasco, Núria; Cuyàs, Elisabet; Menéndez, Javier A; Alarcón, Tomás

2018-03-01

Understanding the control of epigenetic regulation is key to explain and modify the aging process. Because histone-modifying enzymes are sensitive to shifts in availability of cofactors (e.g. metabolites), cellular epigenetic states may be tied to changing conditions associated with cofactor variability. The aim of this study is to analyse the relationships between cofactor fluctuations, epigenetic landscapes, and cell state transitions. Using Approximate Bayesian Computation, we generate an ensemble of epigenetic regulation (ER) systems whose heterogeneity reflects variability in cofactor pools used by histone modifiers. The heterogeneity of epigenetic metabolites, which operates as regulator of the kinetic parameters promoting/preventing histone modifications, stochastically drives phenotypic variability. The ensemble of ER configurations reveals the occurrence of distinct epi-states within the ensemble. Whereas resilient states maintain large epigenetic barriers refractory to reprogramming cellular identity, plastic states lower these barriers, and increase the sensitivity to reprogramming. Moreover, fine-tuning of cofactor levels redirects plastic epigenetic states to re-enter epigenetic resilience, and vice versa. Our ensemble model agrees with a model of metabolism-responsive loss of epigenetic resilience as a cellular aging mechanism. Our findings support the notion that cellular aging, and its reversal, might result from stochastic translation of metabolic inputs into resilient/plastic cell states via ER systems.

The Importance of Stochastic Effects for Explaining Entrainment in the Zebrafish Circadian Clock.

PubMed

Heussen, Raphaela; Whitmore, David

2015-01-01

The circadian clock plays a pivotal role in modulating physiological processes and has been implicated, either directly or indirectly, in a range of pathological states including cancer. Here we investigate how the circadian clock is entrained by external cues such as light. Working with zebrafish cell lines and combining light pulse experiments with simulation efforts focused on the role of synchronization effects, we find that even very modest doses of light exposure are sufficient to trigger some entrainment, whereby a higher light intensity or duration correlates with strength of the circadian signal. Moreover, we observe in the simulations that stochastic effects may be considered an essential feature of the circadian clock in order to explain the circadian signal decay in prolonged darkness, as well as light initiated resynchronization as a strong component of entrainment.

Attention-related changes in correlated neuronal activity arise from normalization mechanisms

PubMed Central

Verhoef, Bram-Ernst; Maunsell, John H.R.

2017-01-01

Attention is believed to enhance perception by altering the correlations between pairs of neurons. How attention changes neuronal correlations is unknown. Using multi-electrodes in primate visual cortex, we measured spike-count correlations when single or multiple stimuli were presented, and stimuli were attended or unattended. When stimuli were unattended, adding a suppressive, non-preferred, stimulus beside a preferred stimulus increased spike-count correlations between pairs of similarly-tuned neurons, but decreased spike-count correlations between pairs of oppositely-tuned neurons. These changes are explained by a stochastic normalization model containing populations of oppositely-tuned, mutually-suppressive neurons. Importantly, this model also explains why attention decreased (attend preferred stimulus) or increased (attend non-preferred stimulus) correlations: as an indirect consequence of attention-related changes in the inputs to normalization mechanisms. Our findings link normalization mechanisms to correlated neuronal activity and attention, showing that normalization mechanisms shape response correlations and that these correlations change when attention biases normalization mechanisms. PMID:28553943

Collective behavior of brain tumor cells: The role of hypoxia

NASA Astrophysics Data System (ADS)

Khain, Evgeniy; Katakowski, Mark; Hopkins, Scott; Szalad, Alexandra; Zheng, Xuguang; Jiang, Feng; Chopp, Michael

2011-03-01

We consider emergent collective behavior of a multicellular biological system. Specifically, we investigate the role of hypoxia (lack of oxygen) in migration of brain tumor cells. We performed two series of cell migration experiments. In the first set of experiments, cell migration away from a tumor spheroid was investigated. The second set of experiments was performed in a typical wound-healing geometry: Cells were placed on a substrate, a scratch was made, and cell migration into the gap was investigated. Experiments show a surprising result: Cells under normal and hypoxic conditions have migrated the same distance in the “spheroid” experiment, while in the “scratch” experiment cells under normal conditions migrated much faster than under hypoxic conditions. To explain this paradox, we formulate a discrete stochastic model for cell dynamics. The theoretical model explains our experimental observations and suggests that hypoxia decreases both the motility of cells and the strength of cell-cell adhesion. The theoretical predictions were further verified in independent experiments.

Tests of oceanic stochastic parameterisation in a seasonal forecast system.

NASA Astrophysics Data System (ADS)

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

2015-04-01

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

Validation of the Poisson Stochastic Radiative Transfer Model

NASA Technical Reports Server (NTRS)

Zhuravleva, Tatiana; Marshak, Alexander

2004-01-01

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

Analytical pricing formulas for hybrid variance swaps with regime-switching

NASA Astrophysics Data System (ADS)

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

2017-11-01

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

Population dynamics of Greater Scaup breeding on the Yukon-Kuskokwim Delta, Alaska

USGS Publications Warehouse

Flint, Paul L.; Grand, J. Barry; Fondell, Thomas F.; Morse, Julie A.

2006-01-01

Using a stochastic model, we estimated that, on average, breeding females produced 0.57 young females/nesting season. We combined this estimate of productivity with our annual estimates of adult survival and an assumed population growth rate of 1.0, then solved for an estimate of first-year survival (0.40). Under these conditions the predicted stable age distribution of breeding females (i.e., the nesting population) was 15.1% 1-year-old, 4.1% 2-year-old first-time breeders, and 80.8% 2-year-old and older, experienced breeders. We subjected this stochastic model to perturbation analyses to examine the relative effects of demographic parameters on k. The relative effects of productivity and adult survival on the population growth rate were 0.26 and 0.72, respectively. Thus, compared to productivity, proportionally equivalent changes in annual survival would have 2.8 times the effect on k. However, when we examined annual variation in predicted population size using standardized regression coefficients, productivity explained twice as much variation as annual survival. Thus, management actions focused on changes in survival or productivity have the ability to influence population size; however, substantially larger changes in productivity are required to influence population trends.

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

PubMed Central

Black, Andrew J.; McKane, Alan J.

2010-01-01

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

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

PubMed Central

Liao, Shuohao; Vejchodský, Tomáš; Erban, Radek

2015-01-01

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

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

PubMed

Liao, Shuohao; Vejchodský, Tomáš; Erban, Radek

2015-07-06

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

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

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

Xie, Fei; Huang, Yongxi

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

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

DOE PAGES

Xie, Fei; Huang, Yongxi

2018-02-04

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

Stochastic events may lead to accretion in Saturn's rings

NASA Astrophysics Data System (ADS)

Esposito, Larry W.

Stochastic events may lead to accretion in Saturn's rings Larry W. Esposito LASP, University of Colorado UVIS occultations indicate accretion is triggered at the B ring edge, in strong density waves in ring A and in the F ring. Moons may trigger accretion by streamline crowding (Lewis & Stewart); which enhances collisions, leading to accretion; increasing random velocities; leading to more collisions and more accretion. Cassini occultations of these strongly perturbed locations show not only accretion but also disaggregation, with time scales of hours to weeks. The collisions may lead to temporary aggregations via stochastic events: collisions can compress unconsolidated objects, trigger adhesion or bring small pieces into contact with larger or higher-density seeds. Disaggregation then can follow from disruptive collisions or tidal shedding. In the accretion/disruption balance, increased random motions could eventually give the upper hand to disruption. . . just as `irrational exuberance' can lead to financial panic in the economy; or the overpopulation of hares can lead to boom-and-bust in the population of foxes. I present a simple predator-prey model. This system's unstable equilibrium can similarly give rise to episodic cycles in accretion: explaining why the observable ring features that indicate embedded objects have been increasing since the beginning of Cassini's observations of Saturn in 2004. Unlike other interpretations of the peculiar events seen near Saturn Equinox, I emphasize the kinetic description of particle interactions rather than a fluid instability approach; and the dominance of stochastic events involving individual aggregates over free and/or driven modes in a flat disk.

Machine learning from computer simulations with applications in rail vehicle dynamics

NASA Astrophysics Data System (ADS)

Taheri, Mehdi; Ahmadian, Mehdi

2016-05-01

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

Stochastic von Bertalanffy models, with applications to fish recruitment.

PubMed

Lv, Qiming; Pitchford, Jonathan W

2007-02-21

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

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

PubMed

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

2018-01-01

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

A chance-constrained stochastic approach to intermodal container routing problems

PubMed Central

Zhao, Yi; Zhang, Xi; Whiteing, Anthony

2018-01-01

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

A stochastic SIS epidemic model with vaccination

NASA Astrophysics Data System (ADS)

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

2017-11-01

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

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

NASA Astrophysics Data System (ADS)

Bashkirtseva, Irina; Ryashko, Lev; Ryazanova, Tatyana

2018-01-01

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

An entropic barriers diffusion theory of decision-making in multiple alternative tasks

PubMed Central

Sigman, Mariano; Cecchi, Guillermo A.

2018-01-01

We present a theory of decision-making in the presence of multiple choices that departs from traditional approaches by explicitly incorporating entropic barriers in a stochastic search process. We analyze response time data from an on-line repository of 15 million blitz chess games, and show that our model fits not just the mean and variance, but the entire response time distribution (over several response-time orders of magnitude) at every stage of the game. We apply the model to show that (a) higher cognitive expertise corresponds to the exploration of more complex solution spaces, and (b) reaction times of users at an on-line buying website can be similarly explained. Our model can be seen as a synergy between diffusion models used to model simple two-choice decision-making and planning agents in complex problem solving. PMID:29499036

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

NASA Astrophysics Data System (ADS)

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

2017-01-01

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

Optimal Control Inventory Stochastic With Production Deteriorating

NASA Astrophysics Data System (ADS)

Affandi, Pardi

2018-01-01

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

Stochastic Game Analysis and Latency Awareness for Self-Adaptation

DTIC Science & Technology

2014-01-01

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

Noise-induced transitions in a double-well oscillator with nonlinear dissipation.

PubMed

Semenov, Vladimir V; Neiman, Alexander B; Vadivasova, Tatyana E; Anishchenko, Vadim S

2016-05-01

We develop a model of bistable oscillator with nonlinear dissipation. Using a numerical simulation and an electronic circuit realization of this system we study its response to additive noise excitations. We show that depending on noise intensity the system undergoes multiple qualitative changes in the structure of its steady-state probability density function (PDF). In particular, the PDF exhibits two pitchfork bifurcations versus noise intensity, which we describe using an effective potential and corresponding normal form of the bifurcation. These stochastic effects are explained by the partition of the phase space by the nullclines of the deterministic oscillator.

Photon Localization and Dicke Superradiance in Atomic Gases

NASA Astrophysics Data System (ADS)

Akkermans, E.; Gero, A.; Kaiser, R.

2008-09-01

Photon propagation in a gas of N atoms is studied using an effective Hamiltonian describing photon-mediated atomic dipolar interactions. The density P(Γ) of photon escape rates is determined from the spectrum of the N×N random matrix Γij=sin⁡(xij)/xij, where xij is the dimensionless random distance between any two atoms. Varying disorder and system size, a scaling behavior is observed for the escape rates. It is explained using microscopic calculations and a stochastic model which emphasizes the role of cooperative effects in photon localization and provides an interesting relation with statistical properties of “small world networks.”

A stochastic step model of replicative senescence explains ROS production rate in ageing cell populations.

PubMed

Lawless, Conor; Jurk, Diana; Gillespie, Colin S; Shanley, Daryl; Saretzki, Gabriele; von Zglinicki, Thomas; Passos, João F

2012-01-01

Increases in cellular Reactive Oxygen Species (ROS) concentration with age have been observed repeatedly in mammalian tissues. Concomitant increases in the proportion of replicatively senescent cells in ageing mammalian tissues have also been observed. Populations of mitotic human fibroblasts cultured in vitro, undergoing transition from proliferation competence to replicative senescence are useful models of ageing human tissues. Similar exponential increases in ROS with age have been observed in this model system. Tracking individual cells in dividing populations is difficult, and so the vast majority of observations have been cross-sectional, at the population level, rather than longitudinal observations of individual cells.One possible explanation for these observations is an exponential increase in ROS in individual fibroblasts with time (e.g. resulting from a vicious cycle between cellular ROS and damage). However, we demonstrate an alternative, simple hypothesis, equally consistent with these observations which does not depend on any gradual increase in ROS concentration: the Stochastic Step Model of Replicative Senescence (SSMRS). We also demonstrate that, consistent with the SSMRS, neither proliferation-competent human fibroblasts of any age, nor populations of hTERT overexpressing human fibroblasts passaged beyond the Hayflick limit, display high ROS concentrations. We conclude that longitudinal studies of single cells and their lineages are now required for testing hypotheses about roles and mechanisms of ROS increase during replicative senescence.

A Stochastic Step Model of Replicative Senescence Explains ROS Production Rate in Ageing Cell Populations

PubMed Central

Lawless, Conor; Jurk, Diana; Gillespie, Colin S.; Shanley, Daryl; Saretzki, Gabriele; von Zglinicki, Thomas; Passos, João F.

2012-01-01

Increases in cellular Reactive Oxygen Species (ROS) concentration with age have been observed repeatedly in mammalian tissues. Concomitant increases in the proportion of replicatively senescent cells in ageing mammalian tissues have also been observed. Populations of mitotic human fibroblasts cultured in vitro, undergoing transition from proliferation competence to replicative senescence are useful models of ageing human tissues. Similar exponential increases in ROS with age have been observed in this model system. Tracking individual cells in dividing populations is difficult, and so the vast majority of observations have been cross-sectional, at the population level, rather than longitudinal observations of individual cells. One possible explanation for these observations is an exponential increase in ROS in individual fibroblasts with time (e.g. resulting from a vicious cycle between cellular ROS and damage). However, we demonstrate an alternative, simple hypothesis, equally consistent with these observations which does not depend on any gradual increase in ROS concentration: the Stochastic Step Model of Replicative Senescence (SSMRS). We also demonstrate that, consistent with the SSMRS, neither proliferation-competent human fibroblasts of any age, nor populations of hTERT overexpressing human fibroblasts passaged beyond the Hayflick limit, display high ROS concentrations. We conclude that longitudinal studies of single cells and their lineages are now required for testing hypotheses about roles and mechanisms of ROS increase during replicative senescence. PMID:22359661

Local and Regional Determinants of an Uncommon Functional Group in Freshwater Lakes and Ponds

PubMed Central

McCann, Michael James

2015-01-01

A combination of local and regional factors and stochastic forces is expected to determine the occurrence of species and the structure of communities. However, in most cases, our understanding is incomplete, with large amounts of unexplained variation. Using functional groups rather than individual species may help explain the relationship between community composition and conditions. In this study, I used survey data from freshwater lakes and ponds to understand factors that determine the presence of the floating plant functional group in the northeast United States. Of the 176 water bodies surveyed, 104 (59.1%) did not contain any floating plant species. The occurrence of this functional group was largely determined by local abiotic conditions, which were spatially autocorrelated across the region. A model predicting the presence of the floating plant functional group performed similarly to the best species-specific models. Using a permutation test, I also found that the observed prevalence of floating plants is no different than expected by random assembly from a species pool of its size. These results suggest that the size of the species pool interacts with local conditions in determining the presence of a functional group. Nevertheless, a large amount of unexplained variation remains, attributable to either stochastic species occurrence or incomplete predictive models. The simple permutation approach in this study can be extended to test alternative models of community assembly. PMID:26121636

Consistent nonlinear deterministic and stochastic evolution equations for deep to shallow water wave shoaling

NASA Astrophysics Data System (ADS)

Vrecica, Teodor; Toledo, Yaron

2015-04-01

One-dimensional deterministic and stochastic evolution equations are derived for the dispersive nonlinear waves while taking dissipation of energy into account. The deterministic nonlinear evolution equations are formulated using operational calculus by following the approach of Bredmose et al. (2005). Their formulation is extended to include the linear and nonlinear effects of wave dissipation due to friction and breaking. The resulting equation set describes the linear evolution of the velocity potential for each wave harmonic coupled by quadratic nonlinear terms. These terms describe the nonlinear interactions between triads of waves, which represent the leading-order nonlinear effects in the near-shore region. The equations are translated to the amplitudes of the surface elevation by using the approach of Agnon and Sheremet (1997) with the correction of Eldeberky and Madsen (1999). The only current possibility for calculating the surface gravity wave field over large domains is by using stochastic wave evolution models. Hence, the above deterministic model is formulated as a stochastic one using the method of Agnon and Sheremet (1997) with two types of stochastic closure relations (Benney and Saffman's, 1966, and Hollway's, 1980). These formulations cannot be applied to the common wave forecasting models without further manipulation, as they include a non-local wave shoaling coefficients (i.e., ones that require integration along the wave rays). Therefore, a localization method was applied (see Stiassnie and Drimer, 2006, and Toledo and Agnon, 2012). This process essentially extracts the local terms that constitute the mean nonlinear energy transfer while discarding the remaining oscillatory terms, which transfer energy back and forth. One of the main findings of this work is the understanding that the approximated non-local coefficients behave in two essentially different manners. In intermediate water depths these coefficients indeed consist of rapidly oscillating terms, but as the water depth becomes shallow they change to an exponential growth (or decay) behavior. Hence, the formerly used localization technique cannot be justified for the shallow water region. A new formulation is devised for the localization in shallow water, it approximates the nonlinear non-local shoaling coefficient in shallow water and matches it to the one fitting to the intermediate water region. This allows the model behavior to be consistent from deep water to intermediate depths and up to the shallow water regime. Various simulations of the model were performed for the cases of intermediate, and shallow water, overall the model was found to give good results in both shallow and intermediate water depths. The essential difference between the shallow and intermediate nonlinear shoaling physics is explained via the dominating class III Bragg resonances phenomenon. By inspecting the resonance conditions and the nature of the dispersion relation, it is shown that unlike in the intermediate water regime, in shallow water depths the formation of resonant interactions is possible without taking into account bottom components. References Agnon, Y. & Sheremet, A. 1997 Stochastic nonlinear shoaling of directional spectra. J. Fluid Mech. 345, 79-99. Benney, D. J. & Saffman, P. G. 1966 Nonlinear interactions of random waves. Proc. R. Soc. Lond. A 289, 301-321. Bredmose, H., Agnon, Y., Madsen, P.A. & Schaffer, H.A. 2005 Wave transformation models with exact second-order transfer. European J. of Mech. - B/Fluids 24 (6), 659-682. Eldeberky, Y. & Madsen, P. A. 1999 Deterministic and stochastic evolution equations for fully dispersive and weakly nonlinear waves. Coastal Engineering 38, 1-24. Kaihatu, J. M. & Kirby, J. T. 1995 Nonlinear transformation of waves in infinite water depth. Phys. Fluids 8, 175-188. Holloway, G. 1980 Oceanic internal waves are not weak waves. J. Phys. Oceanogr. 10, 906-914. Stiassnie, M. & Drimer, N. 2006 Prediction of long forcing waves for harbor agitation studies. J. of waterways, port, coastal and ocean engineering 132(3), 166-171. Toledo, Y. & Agnon, Y. 2012 Stochastic evolution equations with localized nonlinear shoaling coefficients. European J. of Mech. - B/Fluids 34, 13-18.

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

NASA Astrophysics Data System (ADS)

Zhang, Weiwei; Meng, Xinzhu

2018-02-01

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

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.

Importance of vesicle release stochasticity in neuro-spike communication.

PubMed

Ramezani, Hamideh; Akan, Ozgur B

2017-07-01

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

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

NASA Astrophysics Data System (ADS)

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

2018-07-01

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

Stochastic Modeling of Laminar-Turbulent Transition

NASA Technical Reports Server (NTRS)

Rubinstein, Robert; Choudhari, Meelan

2002-01-01

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

Cooperativity and modularity in protein folding

PubMed Central

Sasai, Masaki; Chikenji, George; Terada, Tomoki P.

2016-01-01

A simple statistical mechanical model proposed by Wako and Saitô has explained the aspects of protein folding surprisingly well. This model was systematically applied to multiple proteins by Muñoz and Eaton and has since been referred to as the Wako-Saitô-Muñoz-Eaton (WSME) model. The success of the WSME model in explaining the folding of many proteins has verified the hypothesis that the folding is dominated by native interactions, which makes the energy landscape globally biased toward native conformation. Using the WSME and other related models, Saitô emphasized the importance of the hierarchical pathway in protein folding; folding starts with the creation of contiguous segments having a native-like configuration and proceeds as growth and coalescence of these segments. The Φ-values calculated for barnase with the WSME model suggested that segments contributing to the folding nucleus are similar to the structural modules defined by the pattern of native atomic contacts. The WSME model was extended to explain folding of multi-domain proteins having a complex topology, which opened the way to comprehensively understanding the folding process of multi-domain proteins. The WSME model was also extended to describe allosteric transitions, indicating that the allosteric structural movement does not occur as a deterministic sequential change between two conformations but as a stochastic diffusive motion over the dynamically changing energy landscape. Statistical mechanical viewpoint on folding, as highlighted by the WSME model, has been renovated in the context of modern methods and ideas, and will continue to provide insights on equilibrium and dynamical features of proteins. PMID:28409080

Stochastic modeling of consumer preferences for health care institutions.

PubMed

Malhotra, N K

1983-01-01

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

Fusion of Hard and Soft Information in Nonparametric Density Estimation

DTIC Science & Technology

2015-06-10

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

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

NASA Astrophysics Data System (ADS)

Zhang, Fengrong; Zhang, Xinhong

2018-02-01

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

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

NASA Astrophysics Data System (ADS)

Xue, Chi; Goldenfeld, Nigel

2017-12-01

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

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

NASA Astrophysics Data System (ADS)

Sadhu, Susmita; Kuehn, Christian

2018-03-01

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

Higher-order stochastic differential equations and the positive Wigner function

NASA Astrophysics Data System (ADS)

Drummond, P. D.

2017-12-01

General higher-order stochastic processes that correspond to any diffusion-type tensor of higher than second order are obtained. The relationship of multivariate higher-order stochastic differential equations with tensor decomposition theory and tensor rank is explained. Techniques for generating the requisite complex higher-order noise are proved to exist either using polar coordinates and γ distributions, or from products of Gaussian variates. This method is shown to allow the calculation of the dynamics of the Wigner function, after it is extended to a complex phase space. The results are illustrated physically through dynamical calculations of the positive Wigner distribution for three-mode parametric downconversion, widely used in quantum optics. The approach eliminates paradoxes arising from truncation of the higher derivative terms in Wigner function time evolution. Anomalous results of negative populations and vacuum scattering found in truncated Wigner quantum simulations in quantum optics and Bose-Einstein condensate dynamics are shown not to occur with this type of stochastic theory.

Estimation of ground motion for Bhuj (26 January 2001; Mw 7.6 and for future earthquakes in India

USGS Publications Warehouse

Singh, S.K.; Bansal, B.K.; Bhattacharya, S.N.; Pacheco, J.F.; Dattatrayam, R.S.; Ordaz, M.; Suresh, G.; ,; Hough, S.E.

2003-01-01

Only five moderate and large earthquakes (Mw ???5.7) in India-three in the Indian shield region and two in the Himalayan arc region-have given rise to multiple strong ground-motion recordings. Near-source data are available for only two of these events. The Bhuj earthquake (Mw 7.6), which occurred in the shield region, gave rise to useful recordings at distances exceeding 550 km. Because of the scarcity of the data, we use the stochastic method to estimate ground motions. We assume that (1) S waves dominate at R < 100 km and Lg waves at R ??? 100 km, (2) Q = 508f0.48 is valid for the Indian shield as well as the Himalayan arc region, (3) the effective duration is given by fc-1 + 0.05R, where fc is the corner frequency, and R is the hypocentral distance in kilometer, and (4) the acceleration spectra are sharply cut off beyond 35 Hz. We use two finite-source stochastic models. One is an approximate model that reduces to the ??2-source model at distances greater that about twice the source dimension. This model has the advantage that the ground motion is controlled by the familiar stress parameter, ????. In the other finite-source model, which is more reliable for near-source ground-motion estimation, the high-frequency radiation is controlled by the strength factor, sfact, a quantity that is physically related to the maximum slip rate on the fault. We estimate ???? needed to fit the observed Amax and Vmax data of each earthquake (which are mostly in the far field). The corresponding sfact is obtained by requiring that the predicted curves from the two models match each other in the far field up to a distance of about 500 km. The results show: (1) The ???? that explains Amax data for shield events may be a function of depth, increasing from ???50 bars at 10 km to ???400 bars at 36 km. The corresponding sfact values range from 1.0-2.0. The ???? values for the two Himalayan arc events are 75 and 150 bars (sfact = 1.0 and 1.4). (2) The ???? required to explain Vmax data is, roughly, half the corresponding value for Amax, while the same sfact explains both sets of data. (3) The available far-field Amax and Vmax data for the Bhuj mainshock are well explained by ???? = 200 and 100 bars, respectively, or, equivalently, by sfact = 1.4. The predicted Amax and Vmax in the epicentral region of this earthquake are 0.80 to 0.95 g and 40 to 55 cm/sec, respectively.

Thermal and Driven Stochastic Growth of Langmuir Waves in the Solar Wind and Earth's Foreshock

NASA Technical Reports Server (NTRS)

Cairns, Iver H.; Robinson, P. A.; Anderson, R. R.

2000-01-01

Statistical distributions of Langmuir wave fields in the solar wind and the edge of Earth's foreshock are analyzed and compared with predictions for stochastic growth theory (SGT). SGT quantitatively explains the solar wind, edge, and deep foreshock data as pure thermal waves, driven thermal waves subject to net linear growth and stochastic effects, and as waves in a pure SGT state, respectively, plus radiation near the plasma frequency f(sub p). These changes are interpreted in terms of spatial variations in the beam instability's growth rate and evolution toward a pure SGT state. SGT analyses of field distributions are shown to provide a viable alternative to thermal noise spectroscopy for wave instruments with coarse frequency resolution, and to separate f(sub p) radiation from Langmuir waves.

Tsunamis: stochastic models of occurrence and generation mechanisms

USGS Publications Warehouse

Geist, Eric L.; Oglesby, David D.

2014-01-01

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

Measurement of positive direct current corona pulse in coaxial wire-cylinder gap

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

Yin, Han, E-mail: hanyin1986@gmail.com; Zhang, Bo, E-mail: shizbcn@mail.tsinghua.edu.cn; He, Jinliang, E-mail: hejl@tsinghua.edu.cn

In this paper, a system is designed and developed to measure the positive corona current in coaxial wire-cylinder gaps. The characteristic parameters of corona current pulses, such as the amplitude, rise time, half-wave time, and repetition frequency, are statistically analyzed and a new set of empirical formulas are derived by numerical fitting. The influence of space charges on corona currents is tested by using three corona cages with different radii. A numerical method is used to solve a simplified ion-flow model to explain the influence of space charges. Based on the statistical results, a stochastic model is developed to simulatemore » the corona pulse trains. And this model is verified by comparing the simulated frequency-domain responses with the measured ones.« less

A Strategy for Autogeneration of Space Shuttle Ground Processing Simulation Models for Project Makespan Estimations

NASA Technical Reports Server (NTRS)

Madden, Michael G.; Wyrick, Roberta; O'Neill, Dale E.

2005-01-01

Space Shuttle Processing is a complicated and highly variable project. The planning and scheduling problem, categorized as a Resource Constrained - Stochastic Project Scheduling Problem (RC-SPSP), has a great deal of variability in the Orbiter Processing Facility (OPF) process flow from one flight to the next. Simulation Modeling is a useful tool in estimation of the makespan of the overall process. However, simulation requires a model to be developed, which itself is a labor and time consuming effort. With such a dynamic process, often the model would potentially be out of synchronization with the actual process, limiting the applicability of the simulation answers in solving the actual estimation problem. Integration of TEAMS model enabling software with our existing schedule program software is the basis of our solution. This paper explains the approach used to develop an auto-generated simulation model from planning and schedule efforts and available data.

Simplified hydraulic model of French vertical-flow constructed wetlands.

PubMed

Arias, Luis; Bertrand-Krajewski, Jean-Luc; Molle, Pascal

2014-01-01

Designing vertical-flow constructed wetlands (VFCWs) to treat both rain events and dry weather flow is a complex task due to the stochastic nature of rain events. Dynamic models can help to improve design, but they usually prove difficult to handle for designers. This study focuses on the development of a simplified hydraulic model of French VFCWs using an empirical infiltration coefficient--infiltration capacity parameter (ICP). The model was fitted using 60-second-step data collected on two experimental French VFCW systems and compared with Hydrus 1D software. The model revealed a season-by-season evolution of the ICP that could be explained by the mechanical role of reeds. This simplified model makes it possible to define time-course shifts in ponding time and outlet flows. As ponding time hinders oxygen renewal, thus impacting nitrification and organic matter degradation, ponding time limits can be used to fix a reliable design when treating both dry and rain events.

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

NASA Astrophysics Data System (ADS)

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

2016-12-01

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

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)

Predicting ecosystem stability from community composition and biodiversity.

PubMed

de Mazancourt, Claire; Isbell, Forest; Larocque, Allen; Berendse, Frank; De Luca, Enrica; Grace, James B; Haegeman, Bart; Wayne Polley, H; Roscher, Christiane; Schmid, Bernhard; Tilman, David; van Ruijven, Jasper; Weigelt, Alexandra; Wilsey, Brian J; Loreau, Michel

2013-05-01

As biodiversity is declining at an unprecedented rate, an important current scientific challenge is to understand and predict the consequences of biodiversity loss. Here, we develop a theory that predicts the temporal variability of community biomass from the properties of individual component species in monoculture. Our theory shows that biodiversity stabilises ecosystems through three main mechanisms: (1) asynchrony in species' responses to environmental fluctuations, (2) reduced demographic stochasticity due to overyielding in species mixtures and (3) reduced observation error (including spatial and sampling variability). Parameterised with empirical data from four long-term grassland biodiversity experiments, our prediction explained 22-75% of the observed variability, and captured much of the effect of species richness. Richness stabilised communities mainly by increasing community biomass and reducing the strength of demographic stochasticity. Our approach calls for a re-evaluation of the mechanisms explaining the effects of biodiversity on ecosystem stability. © 2013 Blackwell Publishing Ltd/CNRS.

Predicting ecosystem stability from community composition and biodiversity

USGS Publications Warehouse

Mazancourt, Claire de; Isbell, Forest; Larocque, Allen; Berendse, Frank; De Luca, Enrica; Grace, James B.; Haegeman, Bart; Polley, H. Wayne; Roscher, Christiane; Schmid, Bernhard; Tilman, David; van Ruijven, Jasper; Weigelt, Alexandra; Wilsey, Brian J.; Loreau, Michel

2013-01-01

As biodiversity is declining at an unprecedented rate, an important current scientific challenge is to understand and predict the consequences of biodiversity loss. Here, we develop a theory that predicts the temporal variability of community biomass from the properties of individual component species in monoculture. Our theory shows that biodiversity stabilises ecosystems through three main mechanisms: (1) asynchrony in species’ responses to environmental fluctuations, (2) reduced demographic stochasticity due to overyielding in species mixtures and (3) reduced observation error (including spatial and sampling variability). Parameterised with empirical data from four long-term grassland biodiversity experiments, our prediction explained 22–75% of the observed variability, and captured much of the effect of species richness. Richness stabilised communities mainly by increasing community biomass and reducing the strength of demographic stochasticity. Our approach calls for a re-evaluation of the mechanisms explaining the effects of biodiversity on ecosystem stability.

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

PubMed

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

2011-03-01

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

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

PubMed

Cairoli, Andrea; Klages, Rainer; Baule, Adrian

2018-05-29

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

Mid-infrared interferometry of Seyfert galaxies: Challenging the Standard Model

NASA Astrophysics Data System (ADS)

López-Gonzaga, N.; Jaffe, W.

2016-06-01

Aims: We aim to find torus models that explain the observed high-resolution mid-infrared (MIR) measurements of active galactic nuclei (AGN). Our goal is to determine the general properties of the circumnuclear dusty environments. Methods: We used the MIR interferometric data of a sample of AGNs provided by the instrument MIDI/VLTI and followed a statistical approach to compare the observed distribution of the interferometric measurements with the distributions computed from clumpy torus models. We mainly tested whether the diversity of Seyfert galaxies can be described using the Standard Model idea, where differences are solely due to a line-of-sight (LOS) effect. In addition to the LOS effects, we performed different realizations of the same model to include possible variations that are caused by the stochastic nature of the dusty models. Results: We find that our entire sample of AGNs, which contains both Seyfert types, cannot be explained merely by an inclination effect and by including random variations of the clouds. Instead, we find that each subset of Seyfert type can be explained by different models, where the filling factor at the inner radius seems to be the largest difference. For the type 1 objects we find that about two thirds of our objects could also be described using a dusty torus similar to the type 2 objects. For the remaining third, it was not possible to find a good description using models with high filling factors, while we found good fits with models with low filling factors. Conclusions: Within our model assumptions, we did not find one single set of model parameters that could simultaneously explain the MIR data of all 21 AGN with LOS effects and random variations alone. We conclude that at least two distinct cloud configurations are required to model the differences in Seyfert galaxies, with volume-filling factors differing by a factor of about 5-10. A continuous transition between the two types cannot be excluded.

Impact of deterministic and stochastic updates on network reciprocity in the prisoner's dilemma game

NASA Astrophysics Data System (ADS)

Tanimoto, Jun

2014-08-01

In 2 × 2 prisoner's dilemma games, network reciprocity is one mechanism for adding social viscosity, which leads to cooperative equilibrium. This study introduced an intriguing framework for the strategy update rule that allows any combination of a purely deterministic method, imitation max (IM), and a purely probabilistic one, pairwise Fermi (Fermi-PW). A series of simulations covering the whole range from IM to Fermi-PW reveals that, as a general tendency, the larger fractions of stochastic updating reduce network reciprocity, so long as the underlying lattice contains no noise in the degree of distribution. However, a small amount of stochastic flavor added to an otherwise perfectly deterministic update rule was actually found to enhance network reciprocity. This occurs because a subtle stochastic effect in the update rule improves the evolutionary trail in games having more stag-hunt-type dilemmas, although the same stochastic effect degenerates evolutionary trails in games having more chicken-type dilemmas. We explain these effects by dividing evolutionary trails into the enduring and expanding periods defined by Shigaki et al. [Phys. Rev. E 86, 031141 (2012), 10.1103/PhysRevE.86.031141].

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

NASA Astrophysics Data System (ADS)

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

2017-03-01

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

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

DTIC Science & Technology

2013-11-01

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

Mechanism of muscle contraction based on stochastic properties of single actomyosin motors observed in vitro

PubMed Central

Kitamura, Kazuo; Tokunaga, Makio; Esaki, Seiji; Iwane, Atsuko Hikikoshi; Yanagida, Toshio

2005-01-01

We have previously measured the process of displacement generation by a single head of muscle myosin (S1) using scanning probe nanometry. Given that the myosin head was rigidly attached to a fairly large scanning probe, it was assumed to stably interact with an underlying actin filament without diffusing away as would be the case in muscle. The myosin head has been shown to step back and forth stochastically along an actin filament with actin monomer repeats of 5.5 nm and to produce a net movement in the forward direction. The myosin head underwent 5 forward steps to produce a maximum displacement of 30 nm per ATP at low load (<1 pN). Here, we measured the steps over a wide range of forces up to 4 pN. The size of the steps (∼5.5 nm) did not change as the load increased whereas the number of steps per displacement and the stepping rate both decreased. The rate of the 5.5-nm steps at various force levels produced a force-velocity curve of individual actomyosin motors. The force-velocity curve from the individual myosin heads was comparable to that reported in muscle, suggesting that the fundamental mechanical properties in muscle are basically due to the intrinsic stochastic nature of individual actomyosin motors. In order to explain multiple stochastic steps, we propose a model arguing that the thermally-driven step of a myosin head is biased in the forward direction by a potential slope along the actin helical pitch resulting from steric compatibility between the binding sites of actin and a myosin head. Furthermore, computer simulations show that multiple cooperating heads undergoing stochastic steps generate a long (>60 nm) sliding distance per ATP between actin and myosin filaments, i.e., the movement is loosely coupled to the ATPase cycle as observed in muscle. PMID:27857548

Mechanism of muscle contraction based on stochastic properties of single actomyosin motors observed in vitro.

PubMed

Kitamura, Kazuo; Tokunaga, Makio; Esaki, Seiji; Iwane, Atsuko Hikikoshi; Yanagida, Toshio

2005-01-01

We have previously measured the process of displacement generation by a single head of muscle myosin (S1) using scanning probe nanometry. Given that the myosin head was rigidly attached to a fairly large scanning probe, it was assumed to stably interact with an underlying actin filament without diffusing away as would be the case in muscle. The myosin head has been shown to step back and forth stochastically along an actin filament with actin monomer repeats of 5.5 nm and to produce a net movement in the forward direction. The myosin head underwent 5 forward steps to produce a maximum displacement of 30 nm per ATP at low load (<1 pN). Here, we measured the steps over a wide range of forces up to 4 pN. The size of the steps (∼5.5 nm) did not change as the load increased whereas the number of steps per displacement and the stepping rate both decreased. The rate of the 5.5-nm steps at various force levels produced a force-velocity curve of individual actomyosin motors. The force-velocity curve from the individual myosin heads was comparable to that reported in muscle, suggesting that the fundamental mechanical properties in muscle are basically due to the intrinsic stochastic nature of individual actomyosin motors. In order to explain multiple stochastic steps, we propose a model arguing that the thermally-driven step of a myosin head is biased in the forward direction by a potential slope along the actin helical pitch resulting from steric compatibility between the binding sites of actin and a myosin head. Furthermore, computer simulations show that multiple cooperating heads undergoing stochastic steps generate a long (>60 nm) sliding distance per ATP between actin and myosin filaments, i.e., the movement is loosely coupled to the ATPase cycle as observed in muscle.

Plasma and wave properties downstream of Martian bow shock: Hybrid simulations and MAVEN observations

NASA Astrophysics Data System (ADS)

Dong, Chuanfei; Winske, Dan; Cowee, Misa; Bougher, Stephen W.; Andersson, Laila; Connerney, Jack; Epley, Jared; Ergun, Robert; McFadden, James P.; Ma, Yingjuan; Toth, Gabor; Curry, Shannon; Nagy, Andrew; Jakosky, Bruce

2015-04-01

Two-dimensional hybrid simulation codes are employed to investigate the kinetic properties of plasmas and waves downstream of the Martian bow shock. The simulations are two-dimensional in space but three dimensional in field and velocity components. Simulations show that ion cyclotron waves are generated by temperature anisotropy resulting from the reflected protons around the Martian bow shock. These proton cyclotron waves could propagate downward into the Martian ionosphere and are expected to heat the O+ layer peaked from 250 to 300 km due to the wave-particle interaction. The proton cyclotron wave heating is anticipated to be a significant source of energy into the thermosphere, which impacts atmospheric escape rates. The simulation results show that the specific dayside heating altitude depends on the Martian crustal field orientations, solar cycles and seasonal variations since both the cyclotron resonance condition and the non/sub-resonant stochastic heating threshold depend on the ambient magnetic field strength. The dayside magnetic field profiles for different crustal field orientation, solar cycle and seasonal variations are adopted from the BATS-R-US Mars multi-fluid MHD model. The simulation results, however, show that the heating of O+ via proton cyclotron wave resonant interaction is not likely in the relatively weak crustal field region, based on our simplified model. This indicates that either the drift motion resulted from the transport of ionospheric O+, or the non/sub-resonant stochastic heating mechanism are important to explain the heating of Martian O+ layer. We will investigate this further by comparing the simulation results with the available MAVEN data. These simulated ion cyclotron waves are important to explain the heating of Martian O+ layer and have significant implications for future observations.

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

PubMed

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

2014-12-01

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

On the Use of the Beta Distribution in Probabilistic Resource Assessments

USGS Publications Warehouse

Olea, R.A.

2011-01-01

The triangular distribution is a popular choice when it comes to modeling bounded continuous random variables. Its wide acceptance derives mostly from its simple analytic properties and the ease with which modelers can specify its three parameters through the extremes and the mode. On the negative side, hardly any real process follows a triangular distribution, which from the outset puts at a disadvantage any model employing triangular distributions. At a time when numerical techniques such as the Monte Carlo method are displacing analytic approaches in stochastic resource assessments, easy specification remains the most attractive characteristic of the triangular distribution. The beta distribution is another continuous distribution defined within a finite interval offering wider flexibility in style of variation, thus allowing consideration of models in which the random variables closely follow the observed or expected styles of variation. Despite its more complex definition, generation of values following a beta distribution is as straightforward as generating values following a triangular distribution, leaving the selection of parameters as the main impediment to practically considering beta distributions. This contribution intends to promote the acceptance of the beta distribution by explaining its properties and offering several suggestions to facilitate the specification of its two shape parameters. In general, given the same distributional parameters, use of the beta distributions in stochastic modeling may yield significantly different results, yet better estimates, than the triangular distribution. ?? 2011 International Association for Mathematical Geology (outside the USA).

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

NASA Astrophysics Data System (ADS)

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

2016-12-01

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

Stochastic Approaches Within a High Resolution Rapid Refresh Ensemble

NASA Astrophysics Data System (ADS)

Jankov, I.

2017-12-01

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

Partial ASL extensions for stochastic programming.

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

Gay, David

2010-03-31

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

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

PubMed

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

2013-04-01

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

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

NASA Astrophysics Data System (ADS)

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

2013-04-01

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

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

NASA Astrophysics Data System (ADS)

Darmon, David

2018-03-01

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

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

NASA Astrophysics Data System (ADS)

Giona, Massimiliano; Brasiello, Antonio; Crescitelli, Silvestro

2017-08-01

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

Variational formulation for Black-Scholes equations in stochastic volatility models

NASA Astrophysics Data System (ADS)

Gyulov, Tihomir B.; Valkov, Radoslav L.

2012-11-01

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

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

NASA Astrophysics Data System (ADS)

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

2007-11-01

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

A developmental basis for stochasticity in floral organ numbers

PubMed Central

Kitazawa, Miho S.; Fujimoto, Koichi

2014-01-01

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

A Stochastic-Variational Model for Soft Mumford-Shah Segmentation

PubMed Central

2006-01-01

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

Studying Resist Stochastics with the Multivariate Poisson Propagation Model

DOE PAGES

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

2014-01-01

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

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

NASA Astrophysics Data System (ADS)

McIntyre, Thomas J.; Zemp, Roger J.

2015-03-01

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

Stochastic Ocean Eddy Perturbations in a Coupled General Circulation Model.

NASA Astrophysics Data System (ADS)

Howe, N.; Williams, P. D.; Gregory, J. M.; Smith, R. S.

2014-12-01

High-resolution ocean models, which are eddy permitting and resolving, require large computing resources to produce centuries worth of data. Also, some previous studies have suggested that increasing resolution does not necessarily solve the problem of unresolved scales, because it simply introduces a new set of unresolved scales. Applying stochastic parameterisations to ocean models is one solution that is expected to improve the representation of small-scale (eddy) effects without increasing run-time. Stochastic parameterisation has been shown to have an impact in atmosphere-only models and idealised ocean models, but has not previously been studied in ocean general circulation models. Here we apply simple stochastic perturbations to the ocean temperature and salinity tendencies in the low-resolution coupled climate model, FAMOUS. The stochastic perturbations are implemented according to T(t) = T(t-1) + (ΔT(t) + ξ(t)), where T is temperature or salinity, ΔT is the corresponding deterministic increment in one time step, and ξ(t) is Gaussian noise. We use high-resolution HiGEM data coarse-grained to the FAMOUS grid to provide information about the magnitude and spatio-temporal correlation structure of the noise to be added to the lower resolution model. Here we present results of adding white and red noise, showing the impacts of an additive stochastic perturbation on mean climate state and variability in an AOGCM.

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

NASA Astrophysics Data System (ADS)

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

2002-06-01

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

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

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

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

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

Improved Climate Simulations through a Stochastic Parameterization of Ocean Eddies

NASA Astrophysics Data System (ADS)

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

2016-04-01

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

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

DOE PAGES

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

2015-03-17

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

Stochastic-field cavitation model

NASA Astrophysics Data System (ADS)

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

2013-07-01

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

A cavitation model based on Eulerian stochastic fields

NASA Astrophysics Data System (ADS)

Magagnato, F.; Dumond, J.

2013-12-01

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

Stochastic-field cavitation model

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

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

2013-07-15

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

Modeling of stochastic motion of bacteria propelled spherical microbeads

NASA Astrophysics Data System (ADS)

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

2011-06-01

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

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

USGS Publications Warehouse

Sun, Xiaodan; Hartzell, Stephen; Rezaeian, Sanaz

2015-01-01

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

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

PubMed

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

2009-06-01

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

A cross-immunization model for the extinction of old influenza strains.

PubMed

Uekermann, Florian; Sneppen, Kim

2016-05-13

Given the frequent mutation of antigenic features, the constancy of genetic and antigenic diversity of influenza within a subtype is surprising. While the emergence of new strains and antigenic features is commonly attributed to selection by the human immune system, the mechanism that ensures the extinction of older strains remains controversial. To replicate this dynamics of replacement current models utilize mechanisms such as short-lived strain-transcending immunity, a direct competition for hosts, stochastic extinction or constrained antigenic evolution. Building on the idea of short-lived immunity we introduce a minimal model that exhibits the aforementioned dynamics of replacement. Our model relies only on competition due to an antigen specific immune-response in an unconstrained antigenic space. Furthermore the model explains the size of typical influenza epidemics as well as the tendency that new epidemics are associated with mutations of old antigens.

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

NASA Astrophysics Data System (ADS)

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

2007-12-01

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

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

DOE PAGES

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

2017-12-28

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

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

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

Moon, Jae; Manuel, Lance; Churchfield, Matthew

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

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

NASA Astrophysics Data System (ADS)

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

2015-09-01

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

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

NASA Astrophysics Data System (ADS)

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

2014-12-01

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

A Computational Framework for Analyzing Stochasticity in Gene Expression

PubMed Central

Sherman, Marc S.; Cohen, Barak A.

2014-01-01

Stochastic fluctuations in gene expression give rise to distributions of protein levels across cell populations. Despite a mounting number of theoretical models explaining stochasticity in protein expression, we lack a robust, efficient, assumption-free approach for inferring the molecular mechanisms that underlie the shape of protein distributions. Here we propose a method for inferring sets of biochemical rate constants that govern chromatin modification, transcription, translation, and RNA and protein degradation from stochasticity in protein expression. We asked whether the rates of these underlying processes can be estimated accurately from protein expression distributions, in the absence of any limiting assumptions. To do this, we (1) derived analytical solutions for the first four moments of the protein distribution, (2) found that these four moments completely capture the shape of protein distributions, and (3) developed an efficient algorithm for inferring gene expression rate constants from the moments of protein distributions. Using this algorithm we find that most protein distributions are consistent with a large number of different biochemical rate constant sets. Despite this degeneracy, the solution space of rate constants almost always informs on underlying mechanism. For example, we distinguish between regimes where transcriptional bursting occurs from regimes reflecting constitutive transcript production. Our method agrees with the current standard approach, and in the restrictive regime where the standard method operates, also identifies rate constants not previously obtainable. Even without making any assumptions we obtain estimates of individual biochemical rate constants, or meaningful ratios of rate constants, in 91% of tested cases. In some cases our method identified all of the underlying rate constants. The framework developed here will be a powerful tool for deducing the contributions of particular molecular mechanisms to specific patterns of gene expression. PMID:24811315

Size Evolution and Stochastic Models: Explaining Ostracod Size through Probabilistic Distributions

NASA Astrophysics Data System (ADS)

Krawczyk, M.; Decker, S.; Heim, N. A.; Payne, J.

2014-12-01

The biovolume of animals has functioned as an important benchmark for measuring evolution throughout geologic time. In our project, we examined the observed average body size of ostracods over time in order to understand the mechanism of size evolution in these marine organisms. The body size of ostracods has varied since the beginning of the Ordovician, where the first true ostracods appeared. We created a stochastic branching model to create possible evolutionary trees of ostracod size. Using stratigraphic ranges for ostracods compiled from over 750 genera in the Treatise on Invertebrate Paleontology, we calculated overall speciation and extinction rates for our model. At each timestep in our model, new lineages can evolve or existing lineages can become extinct. Newly evolved lineages are assigned sizes based on their parent genera. We parameterized our model to generate neutral and directional changes in ostracod size to compare with the observed data. New sizes were chosen via a normal distribution, and the neutral model selected new sizes differentials centered on zero, allowing for an equal chance of larger or smaller ostracods at each speciation. Conversely, the directional model centered the distribution on a negative value, giving a larger chance of smaller ostracods. Our data strongly suggests that the overall direction of ostracod evolution has been following a model that directionally pushes mean ostracod size down, shying away from a neutral model. Our model was able to match the magnitude of size decrease. Our models had a constant linear decrease while the actual data had a much more rapid initial rate followed by a constant size. The nuance of the observed trends ultimately suggests a more complex method of size evolution. In conclusion, probabilistic methods can provide valuable insight into possible evolutionary mechanisms determining size evolution in ostracods.

Chemical event chain model of coupled genetic oscillators.

PubMed

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

2018-03-01

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

Chemical event chain model of coupled genetic oscillators

NASA Astrophysics Data System (ADS)

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

2018-03-01

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

Genetic patterns of habitat fragmentation and past climate-change effects in the Mediterranean high-mountain plant Armeria caespitosa (Plumbaginaceae).

PubMed

García-Fernández, Alfredo; Iriondo, Jose M; Escudero, Adrián; Aguilar, Javier Fuertes; Feliner, Gonzalo Nieto

2013-08-01

Mountain plants are among the species most vulnerable to global warming, because of their isolation, narrow geographic distribution, and limited geographic range shifts. Stochastic and selective processes can act on the genome, modulating genetic structure and diversity. Fragmentation and historical processes also have a great influence on current genetic patterns, but the spatial and temporal contexts of these processes are poorly known. We aimed to evaluate the microevolutionary processes that may have taken place in Mediterranean high-mountain plants in response to changing historical environmental conditions. Genetic structure, diversity, and loci under selection were analyzed using AFLP markers in 17 populations distributed over the whole geographic range of Armeria caespitosa, an endemic plant that inhabits isolated mountains (Sierra de Guadarrama, Spain). Differences in altitude, geographic location, and climate conditions were considered in the analyses, because they may play an important role in selective and stochastic processes. Bayesian clustering approaches identified nine genetic groups, although some discrepancies in assignment were found between alternative analyses. Spatially explicit analyses showed a weak relationship between genetic parameters and spatial or environmental distances. However, a large proportion of outlier loci were detected, and some outliers were related to environmental variables. A. caespitosa populations exhibit spatial patterns of genetic structure that cannot be explained by the isolation-by-distance model. Shifts along the altitude gradient in response to Pleistocene climatic oscillations and environmentally mediated selective forces might explain the resulting structure and genetic diversity values found.

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

NASA Astrophysics Data System (ADS)

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

2012-09-01

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

Stochastic modelling of intermittency.

PubMed

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

2010-01-13

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

Low Frequency Predictive Skill Despite Structural Instability and Model Error

DTIC Science & Technology

2014-09-30

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

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

NASA Astrophysics Data System (ADS)

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

2016-11-01

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

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

NASA Astrophysics Data System (ADS)

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

2005-12-01

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

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

PubMed

Ji, Sung-Hoon; Koh, Yong-Kwon

2017-01-01

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

A coupled stochastic rainfall-evapotranspiration model for hydrological impact analysis

NASA Astrophysics Data System (ADS)

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

2018-02-01

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

Extracting information from AGN variability

NASA Astrophysics Data System (ADS)

Kasliwal, Vishal P.; Vogeley, Michael S.; Richards, Gordon T.

2017-09-01

Active galactic nuclei (AGNs) exhibit rapid, high-amplitude stochastic flux variations across the entire electromagnetic spectrum on time-scales ranging from hours to years. The cause of this variability is poorly understood. We present a Green's function-based method for using variability to (1) measure the time-scales on which flux perturbations evolve and (2) characterize the driving flux perturbations. We model the observed light curve of an AGN as a linear differential equation driven by stochastic impulses. We analyse the light curve of the Kepler AGN Zw 229-15 and find that the observed variability behaviour can be modelled as a damped harmonic oscillator perturbed by a coloured noise process. The model power spectrum turns over on time-scale 385 d. On shorter time-scales, the log-power-spectrum slope varies between 2 and 4, explaining the behaviour noted by previous studies. We recover and identify both the 5.6 and 67 d time-scales reported by previous work using the Green's function of the Continuous-time AutoRegressive Moving Average equation rather than by directly fitting the power spectrum of the light curve. These are the time-scales on which flux perturbations grow, and on which flux perturbations decay back to the steady-state flux level, respectively. We make the software package kālī used to study light curves using our method available to the community.

Stochastic simulations on a model of circadian rhythm generation.

PubMed

Miura, Shigehiro; Shimokawa, Tetsuya; Nomura, Taishin

2008-01-01

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

Unifying dynamical and structural stability of equilibria

NASA Astrophysics Data System (ADS)

Arnoldi, Jean-François; Haegeman, Bart

2016-09-01

We exhibit a fundamental relationship between measures of dynamical and structural stability of linear dynamical systems-e.g. linearized models in the vicinity of equilibria. We show that dynamical stability, quantified via the response to external perturbations (i.e. perturbation of dynamical variables), coincides with the minimal internal perturbation (i.e. perturbations of interactions between variables) able to render the system unstable. First, by reformulating a result of control theory, we explain that harmonic external perturbations reflect the spectral sensitivity of the Jacobian matrix at the equilibrium, with respect to constant changes of its coefficients. However, for this equivalence to hold, imaginary changes of the Jacobian's coefficients have to be allowed. The connection with dynamical stability is thus lost for real dynamical systems. We show that this issue can be avoided, thus recovering the fundamental link between dynamical and structural stability, by considering stochastic noise as external and internal perturbations. More precisely, we demonstrate that a linear system's response to white-noise perturbations directly reflects the intensity of internal white-noise disturbance that it can accommodate before becoming stochastically unstable.

Evolution of fairness and coalition formation in three-person ultimatum games.

PubMed

Nishimura, Takeshi; Okada, Akira; Shirata, Yasuhiro

2017-05-07

We consider the evolution of fairness and coalition formation in a three-person ultimatum game in which the coalition value depends on its size. Traditional game theory, which assumes selfish and rational players, predicts the largest and efficient coalition with a proposer exploiting most of the total value. In a stochastic evolutionary model (the frequency-dependent Moran process with mutations) where players make errors in estimating the payoffs and strategies of others, evolutionary selection favors the formation of a two-person subcoalition under weak selection and in the low mutation limit if and only if its coalition value exceeds a high proportion (0.7) of that of the largest coalition. Proposers offer 30-35% of the subcoalition value to a coalition member, excluding a non-member. Multilateral bargaining is critically different from the bilateral one. Coalition-forming behavior may cause economic inefficiency and social exclusion. Stochastic evolutionary game theory thus provides theoretical support to explain the behavior of human subjects in economic experiments of a three-person ultimatum game. Copyright © 2017 Elsevier Ltd. All rights reserved.

Unifying dynamical and structural stability of equilibria.

PubMed

Arnoldi, Jean-François; Haegeman, Bart

2016-09-01

We exhibit a fundamental relationship between measures of dynamical and structural stability of linear dynamical systems-e.g. linearized models in the vicinity of equilibria. We show that dynamical stability, quantified via the response to external perturbations (i.e. perturbation of dynamical variables), coincides with the minimal internal perturbation (i.e. perturbations of interactions between variables) able to render the system unstable. First, by reformulating a result of control theory, we explain that harmonic external perturbations reflect the spectral sensitivity of the Jacobian matrix at the equilibrium, with respect to constant changes of its coefficients. However, for this equivalence to hold, imaginary changes of the Jacobian's coefficients have to be allowed. The connection with dynamical stability is thus lost for real dynamical systems. We show that this issue can be avoided, thus recovering the fundamental link between dynamical and structural stability, by considering stochastic noise as external and internal perturbations. More precisely, we demonstrate that a linear system's response to white-noise perturbations directly reflects the intensity of internal white-noise disturbance that it can accommodate before becoming stochastically unstable.

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

NASA Astrophysics Data System (ADS)

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

2018-03-01

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

Stochastic approach for an unbiased estimation of the probability of a successful separation in conventional chromatography and sequential elution liquid chromatography.

PubMed

Ennis, Erin J; Foley, Joe P

2016-07-15

A stochastic approach was utilized to estimate the probability of a successful isocratic or gradient separation in conventional chromatography for numbers of sample components, peak capacities, and saturation factors ranging from 2 to 30, 20-300, and 0.017-1, respectively. The stochastic probabilities were obtained under conditions of (i) constant peak width ("gradient" conditions) and (ii) peak width increasing linearly with time ("isocratic/constant N" conditions). The isocratic and gradient probabilities obtained stochastically were compared with the probabilities predicted by Martin et al. [Anal. Chem., 58 (1986) 2200-2207] and Davis and Stoll [J. Chromatogr. A, (2014) 128-142]; for a given number of components and peak capacity the same trend is always observed: probability obtained with the isocratic stochastic approach

Stochastic modeling of experimental chaotic time series.

PubMed

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

2007-01-26

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

On the role of dimensionality and sample size for unstructured and structured covariance matrix estimation

NASA Technical Reports Server (NTRS)

Morgera, S. D.; Cooper, D. B.

1976-01-01

The experimental observation that a surprisingly small sample size vis-a-vis dimension is needed to achieve good signal-to-interference ratio (SIR) performance with an adaptive predetection filter is explained. The adaptive filter requires estimates as obtained by a recursive stochastic algorithm of the inverse of the filter input data covariance matrix. The SIR performance with sample size is compared for the situations where the covariance matrix estimates are of unstructured (generalized) form and of structured (finite Toeplitz) form; the latter case is consistent with weak stationarity of the input data stochastic process.

Stochastic Growth of Ion Cyclotron And Mirror Waves In Earth's Magnetosheath

NASA Technical Reports Server (NTRS)

Cairns, Iver H.; Grubits, K. A.

2001-01-01

Electromagnetic ion cyclotron and mirror waves in Earth's magnetosheath are bursty, have widely variable fields, and are unexpectedly persistent, properties difficult to reconcile with uniform secular growth. Here it is shown for specific periods that stochastic growth theory (SGT) quantitatively accounts for the functional form of the wave statistics and qualitatively explains the wave properties. The wave statistics are inconsistent with uniform secular growth or self-organized criticality, but nonlinear processes sometimes play a role at high fields. The results show SGT's relevance near marginal stability and suggest that it is widely relevant to space and astrophysical plasmas.

Strong Evidence for Stochastic Growth of Langmuir-Like Waves in Earth's Foreshock

NASA Technical Reports Server (NTRS)

Cairns, Iver H.; Robinson, P. A.

1999-01-01

Bursty Langmuir-like waves driven by electron beams in Earth's foreshock have properties which are inconsistent with the standard plasma physics paradigm of uniform exponential growth saturated by nonlinear processes. Here it is demonstrated for a specific period that stochastic growth theory (SGT) quantitatively describes these waves throughout a large fraction of the foreshock. The statistical wave properties are inconsistent with nonlinear processes or self-organized criticality being important. SGT's success in explaining the foreshock waves and type III solar bursts suggests that SGT is widely applicable to wave growth in space, astrophysical, and laboratory plasmas.

Solvency supervision based on a total balance sheet approach

NASA Astrophysics Data System (ADS)

Pitselis, Georgios

2009-11-01

In this paper we investigate the adequacy of the own funds a company requires in order to remain healthy and avoid insolvency. Two methods are applied here; the quantile regression method and the method of mixed effects models. Quantile regression is capable of providing a more complete statistical analysis of the stochastic relationship among random variables than least squares estimation. The estimated mixed effects line can be considered as an internal industry equation (norm), which explains a systematic relation between a dependent variable (such as own funds) with independent variables (e.g. financial characteristics, such as assets, provisions, etc.). The above two methods are implemented with two data sets.

External trial deep brain stimulation device for the application of desynchronizing stimulation techniques.

PubMed

Hauptmann, C; Roulet, J-C; Niederhauser, J J; Döll, W; Kirlangic, M E; Lysyansky, B; Krachkovskyi, V; Bhatti, M A; Barnikol, U B; Sasse, L; Bührle, C P; Speckmann, E-J; Götz, M; Sturm, V; Freund, H-J; Schnell, U; Tass, P A

2009-12-01

In the past decade deep brain stimulation (DBS)-the application of electrical stimulation to specific target structures via implanted depth electrodes-has become the standard treatment for medically refractory Parkinson's disease and essential tremor. These diseases are characterized by pathological synchronized neuronal activity in particular brain areas. We present an external trial DBS device capable of administering effectively desynchronizing stimulation techniques developed with methods from nonlinear dynamics and statistical physics according to a model-based approach. These techniques exploit either stochastic phase resetting principles or complex delayed-feedback mechanisms. We explain how these methods are implemented into a safe and user-friendly device.

Doubly stochastic Poisson processes in artificial neural learning.

PubMed

Card, H C

1998-01-01

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

Stochastic receding horizon control: application to an octopedal robot

NASA Astrophysics Data System (ADS)

Shah, Shridhar K.; Tanner, Herbert G.

2013-06-01

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

Statistical analysis of temperature data sampled at Station-M in the Norwegian Sea

NASA Astrophysics Data System (ADS)

Lorentzen, Torbjørn

2014-02-01

The paper analyzes sea temperature data sampled at Station-M in the Norwegian Sea. The data cover the period 1948-2010. The following questions are addressed: What type of stochastic process characterizes the temperature series? Are there any changes or patterns which indicate climate change? Are there any characteristics in the data which can be linked to the shrinking sea-ice in the Arctic area? Can the series be modeled consistently and applied in forecasting of the future sea temperature? The paper applies the following methods: Augmented Dickey-Fuller tests for testing of unit-root and stationarity, ARIMA-models in univariate modeling, cointegration and error-correcting models are applied in estimating short- and long-term dynamics of non-stationary series, Granger-causality tests in analyzing the interaction pattern between the deep and upper layer temperatures, and simultaneous equation systems are applied in forecasting future temperature. The paper shows that temperature at 2000 m Granger-causes temperature at 150 m, and that the 2000 m series can represent an important information carrier of the long-term development of the sea temperature in the geographical area. Descriptive statistics shows that the temperature level has been on a positive trend since the beginning of the 1980s which is also measured in most of the oceans in the North Atlantic. The analysis shows that the temperature series are cointegrated which means they share the same long-term stochastic trend and they do not diverge too far from each other. The measured long-term temperature increase is one of the factors that can explain the shrinking summer sea-ice in the Arctic region. The analysis shows that there is a significant negative correlation between the shrinking sea ice and the sea temperature at Station-M. The paper shows that the temperature forecasts are conditioned on the properties of the stochastic processes, causality pattern between the variables and specification of model, respectively. The estimated models forecast that temperature at 150 m is expected to increase by 0.018 °C per year, while deep water temperature at 2000 m is expected to increase between 0.0022 and 0.0024 °C per year.

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

PubMed

Kang, Yun; Lanchier, Nicolas

2011-06-01

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

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

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

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

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

Dependence of Perpendicular Viscosity on Magnetic Fluctuations in a Stochastic Topology

NASA Astrophysics Data System (ADS)

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

2018-06-01

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

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

PubMed

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

2018-05-01

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

Simulating biological processes: stochastic physics from whole cells to colonies

NASA Astrophysics Data System (ADS)

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

2018-05-01

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

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

NASA Astrophysics Data System (ADS)

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

2018-04-01

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

Adaptive Parameter Estimation of Person Recognition Model in a Stochastic Human Tracking Process

NASA Astrophysics Data System (ADS)

Nakanishi, W.; Fuse, T.; Ishikawa, T.

2015-05-01

This paper aims at an estimation of parameters of person recognition models using a sequential Bayesian filtering method. In many human tracking method, any parameters of models used for recognize the same person in successive frames are usually set in advance of human tracking process. In real situation these parameters may change according to situation of observation and difficulty level of human position prediction. Thus in this paper we formulate an adaptive parameter estimation using general state space model. Firstly we explain the way to formulate human tracking in general state space model with their components. Then referring to previous researches, we use Bhattacharyya coefficient to formulate observation model of general state space model, which is corresponding to person recognition model. The observation model in this paper is a function of Bhattacharyya coefficient with one unknown parameter. At last we sequentially estimate this parameter in real dataset with some settings. Results showed that sequential parameter estimation was succeeded and were consistent with observation situations such as occlusions.

A stochastic model with a low-frequency amplification feedback for the stratospheric northern annular mode

NASA Astrophysics Data System (ADS)

Yu, Yueyue; Cai, Ming; Ren, Rongcai

2017-08-01

We consider three indices to measure the polar stratospheric mass and stratospheric meridional mass circulation variability: anomalies of (1) total mass in the polar stratospheric cap (60-90°N, above the isentropic surface 400 K, PSM), (2) total adiabatic mass transport across 60°N into the polar stratosphere cap (AMT), (3) and total diabetic mass transport across 400 K from the polar stratosphere into the troposphere below (DMT). It is confirmed that the negative stratospheric Northern Annular Mode (NAM) and PSM indices have a nearly indistinguishable temporal evolution and a similar red-noise-like spectrum with a de-correlation timescale of 4 weeks. This enables us to examine the low-frequency nature of the NAM in the framework of mass circulation, namely, d/{dt}{PSM}={AMT} - {DMT} . The DMT index tends to be positively correlated with the PSM with a red-noise-like spectrum, representing slow radiative cooling processes giving rise to a de-correlation timescale of 3-4 weeks. The AMT is nearly perfectly correlated with the day-to-day tendency of PSM, reflecting a robust quasi 90° out-of-phase relation between the AMT and PSM at all frequency bands. Variations of vertically westward tilting of planetary waves contribute mainly to the high-frequency portion of AMT. It is the wave amplitude's slow vacillation that plays the leading role in the quasi 90° out-of-phase relation between the AMT and PSM. Based on this, we put forward a linear stochastic model with a low-frequency amplification feedback from low-frequency amplitude vacillations of planetary waves to explain the amplified low-frequency response of PSM/NAM to a stochastic forcing from the westward tilting variability.

Modeling the response of a standard accretion disc to stochastic viscous fluctuations

NASA Astrophysics Data System (ADS)

Ahmad, Naveel; Misra, Ranjeev; Iqbal, Naseer; Maqbool, Bari; Hamid, Mubashir

2018-01-01

The observed variability of X-ray binaries over a wide range of time-scales can be understood in the framework of a stochastic propagation model, where viscous fluctuations at different radii induce accretion rate variability that propagate inwards to the X-ray producing region. The scenario successfully explains the power spectra, the linear rms-flux relation as well as the time-lag between different energy photons. The predictions of this model have been obtained using approximate analytical solutions or empirically motivated models which take into account the effect of these propagating variability on the radiative process of complex accretion flows. Here, we study the variation of the accretion rate due to such viscous fluctuations using a hydro-dynamical code for the standard geometrically thin, gas pressure dominated α-disc with a zero torque boundary condition. Our results confirm earlier findings that the time-lag between a perturbation and the resultant inner accretion rate variation depends on the frequency (or time-period) of the perturbation. Here we have quantified that the time-lag tlag ∝f-0.54 , for time-periods less than the viscous time-scale of the perturbation radius and is nearly constant otherwise. This, coupled with radiative process would produce the observed frequency dependent time-lag between different energy bands. We also confirm that if there are random Gaussian fluctuations of the α-parameter at different radii, the resultant inner accretion rate has a power spectrum which is a power-law.

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

PubMed

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

2018-03-01

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

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

PubMed

Zimmer, Christoph

2016-01-01

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

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

DOE PAGES

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

2017-03-31

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

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

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

Berner, Judith; Achatz, Ulrich; Batté, Lauriane

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

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

D'Huys, Otti, E-mail: otti.dhuys@phy.duke.edu; Haynes, Nicholas D.; Lohmann, Johannes

Autonomous Boolean networks are commonly used to model the dynamics of gene regulatory networks and allow for the prediction of stable dynamical attractors. However, most models do not account for time delays along the network links and noise, which are crucial features of real biological systems. Concentrating on two paradigmatic motifs, the toggle switch and the repressilator, we develop an experimental testbed that explicitly includes both inter-node time delays and noise using digital logic elements on field-programmable gate arrays. We observe transients that last millions to billions of characteristic time scales and scale exponentially with the amount of time delaysmore » between nodes, a phenomenon known as super-transient scaling. We develop a hybrid model that includes time delays along network links and allows for stochastic variation in the delays. Using this model, we explain the observed super-transient scaling of both motifs and recreate the experimentally measured transient distributions.« less

A stochastic hybrid systems based framework for modeling dependent failure processes

PubMed Central

Fan, Mengfei; Zeng, Zhiguo; Zio, Enrico; Kang, Rui; Chen, Ying

2017-01-01

In this paper, we develop a framework to model and analyze systems that are subject to dependent, competing degradation processes and random shocks. The degradation processes are described by stochastic differential equations, whereas transitions between the system discrete states are triggered by random shocks. The modeling is, then, based on Stochastic Hybrid Systems (SHS), whose state space is comprised of a continuous state determined by stochastic differential equations and a discrete state driven by stochastic transitions and reset maps. A set of differential equations are derived to characterize the conditional moments of the state variables. System reliability and its lower bounds are estimated from these conditional moments, using the First Order Second Moment (FOSM) method and Markov inequality, respectively. The developed framework is applied to model three dependent failure processes from literature and a comparison is made to Monte Carlo simulations. The results demonstrate that the developed framework is able to yield an accurate estimation of reliability with less computational costs compared to traditional Monte Carlo-based methods. PMID:28231313

A stochastic hybrid systems based framework for modeling dependent failure processes.

PubMed

Fan, Mengfei; Zeng, Zhiguo; Zio, Enrico; Kang, Rui; Chen, Ying

2017-01-01

In this paper, we develop a framework to model and analyze systems that are subject to dependent, competing degradation processes and random shocks. The degradation processes are described by stochastic differential equations, whereas transitions between the system discrete states are triggered by random shocks. The modeling is, then, based on Stochastic Hybrid Systems (SHS), whose state space is comprised of a continuous state determined by stochastic differential equations and a discrete state driven by stochastic transitions and reset maps. A set of differential equations are derived to characterize the conditional moments of the state variables. System reliability and its lower bounds are estimated from these conditional moments, using the First Order Second Moment (FOSM) method and Markov inequality, respectively. The developed framework is applied to model three dependent failure processes from literature and a comparison is made to Monte Carlo simulations. The results demonstrate that the developed framework is able to yield an accurate estimation of reliability with less computational costs compared to traditional Monte Carlo-based methods.

Stochastic simulation of human pulmonary blood flow and transit time frequency distribution based on anatomic and elasticity data.

PubMed

Huang, Wei; Shi, Jun; Yen, R T

2012-12-01

The objective of our study was to develop a computing program for computing the transit time frequency distributions of red blood cell in human pulmonary circulation, based on our anatomic and elasticity data of blood vessels in human lung. A stochastic simulation model was introduced to simulate blood flow in human pulmonary circulation. In the stochastic simulation model, the connectivity data of pulmonary blood vessels in human lung was converted into a probability matrix. Based on this model, the transit time of red blood cell in human pulmonary circulation and the output blood pressure were studied. Additionally, the stochastic simulation model can be used to predict the changes of blood flow in human pulmonary circulation with the advantage of the lower computing cost and the higher flexibility. In conclusion, a stochastic simulation approach was introduced to simulate the blood flow in the hierarchical structure of a pulmonary circulation system, and to calculate the transit time distributions and the blood pressure outputs.

Stochastic and Perturbed Parameter Representations of Model Uncertainty in Convection Parameterization

NASA Astrophysics Data System (ADS)

Christensen, H. M.; Moroz, I.; Palmer, T.

2015-12-01

It is now acknowledged that representing model uncertainty in atmospheric simulators is essential for the production of reliable probabilistic ensemble forecasts, and a number of different techniques have been proposed for this purpose. Stochastic convection parameterization schemes use random numbers to represent the difference between a deterministic parameterization scheme and the true atmosphere, accounting for the unresolved sub grid-scale variability associated with convective clouds. An alternative approach varies the values of poorly constrained physical parameters in the model to represent the uncertainty in these parameters. This study presents new perturbed parameter schemes for use in the European Centre for Medium Range Weather Forecasts (ECMWF) convection scheme. Two types of scheme are developed and implemented. Both schemes represent the joint uncertainty in four of the parameters in the convection parametrisation scheme, which was estimated using the Ensemble Prediction and Parameter Estimation System (EPPES). The first scheme developed is a fixed perturbed parameter scheme, where the values of uncertain parameters are changed between ensemble members, but held constant over the duration of the forecast. The second is a stochastically varying perturbed parameter scheme. The performance of these schemes was compared to the ECMWF operational stochastic scheme, Stochastically Perturbed Parametrisation Tendencies (SPPT), and to a model which does not represent uncertainty in convection. The skill of probabilistic forecasts made using the different models was evaluated. While the perturbed parameter schemes improve on the stochastic parametrisation in some regards, the SPPT scheme outperforms the perturbed parameter approaches when considering forecast variables that are particularly sensitive to convection. Overall, SPPT schemes are the most skilful representations of model uncertainty due to convection parametrisation. Reference: H. M. Christensen, I. M. Moroz, and T. N. Palmer, 2015: Stochastic and Perturbed Parameter Representations of Model Uncertainty in Convection Parameterization. J. Atmos. Sci., 72, 2525-2544.

Problems of Mathematical Finance by Stochastic Control Methods

NASA Astrophysics Data System (ADS)

Stettner, Łukasz

The purpose of this paper is to present main ideas of mathematics of finance using the stochastic control methods. There is an interplay between stochastic control and mathematics of finance. On the one hand stochastic control is a powerful tool to study financial problems. On the other hand financial applications have stimulated development in several research subareas of stochastic control in the last two decades. We start with pricing of financial derivatives and modeling of asset prices, studying the conditions for the absence of arbitrage. Then we consider pricing of defaultable contingent claims. Investments in bonds lead us to the term structure modeling problems. Special attention is devoted to historical static portfolio analysis called Markowitz theory. We also briefly sketch dynamic portfolio problems using viscosity solutions to Hamilton-Jacobi-Bellman equation, martingale-convex analysis method or stochastic maximum principle together with backward stochastic differential equation. Finally, long time portfolio analysis for both risk neutral and risk sensitive functionals is introduced.

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.

Amerciamysis bahia Stochastic Matrix Population Model for Laboratory Populations

EPA Science Inventory

The population model described here is a stochastic, density-independent matrix model for integrating the effects of toxicants on survival and reproduction of the marine invertebrate, Americamysis bahia. The model was constructed using Microsoft® Excel 2003. The focus of the mode...

Mapping of the stochastic Lotka-Volterra model to models of population genetics and game theory

NASA Astrophysics Data System (ADS)

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

2017-08-01

The relationship between the M -species stochastic Lotka-Volterra competition (SLVC) model and the M -allele Moran model of population genetics is explored via timescale separation arguments. When selection for species is weak and the population size is large but finite, precise conditions are determined for the stochastic dynamics of the SLVC model to be mappable to the neutral Moran model, the Moran model with frequency-independent selection, and the Moran model with frequency-dependent selection (equivalently a game-theoretic formulation of the Moran model). We demonstrate how these mappings can be used to calculate extinction probabilities and the times until a species' extinction in the SLVC model.

Maximum principle for a stochastic delayed system involving terminal state constraints.

PubMed

Wen, Jiaqiang; Shi, Yufeng

2017-01-01

We investigate a stochastic optimal control problem where the controlled system is depicted as a stochastic differential delayed equation; however, at the terminal time, the state is constrained in a convex set. We firstly introduce an equivalent backward delayed system depicted as a time-delayed backward stochastic differential equation. Then a stochastic maximum principle is obtained by virtue of Ekeland's variational principle. Finally, applications to a state constrained stochastic delayed linear-quadratic control model and a production-consumption choice problem are studied to illustrate the main obtained result.

Threshold for extinction and survival in stochastic tumor immune system

NASA Astrophysics Data System (ADS)

Li, Dongxi; Cheng, Fangjuan

2017-10-01

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

Digital hardware implementation of a stochastic two-dimensional neuron model.

PubMed

Grassia, F; Kohno, T; Levi, T

2016-11-01

This study explores the feasibility of stochastic neuron simulation in digital systems (FPGA), which realizes an implementation of a two-dimensional neuron model. The stochasticity is added by a source of current noise in the silicon neuron using an Ornstein-Uhlenbeck process. This approach uses digital computation to emulate individual neuron behavior using fixed point arithmetic operation. The neuron model's computations are performed in arithmetic pipelines. It was designed in VHDL language and simulated prior to mapping in the FPGA. The experimental results confirmed the validity of the developed stochastic FPGA implementation, which makes the implementation of the silicon neuron more biologically plausible for future hybrid experiments. Copyright © 2017 Elsevier Ltd. All rights reserved.

A New Methodology for Open Pit Slope Design in Karst-Prone Ground Conditions Based on Integrated Stochastic-Limit Equilibrium Analysis

NASA Astrophysics Data System (ADS)

Zhang, Ke; Cao, Ping; Ma, Guowei; Fan, Wenchen; Meng, Jingjing; Li, Kaihui

2016-07-01

Using the Chengmenshan Copper Mine as a case study, a new methodology for open pit slope design in karst-prone ground conditions is presented based on integrated stochastic-limit equilibrium analysis. The numerical modeling and optimization design procedure contain a collection of drill core data, karst cave stochastic model generation, SLIDE simulation and bisection method optimization. Borehole investigations are performed, and the statistical result shows that the length of the karst cave fits a negative exponential distribution model, but the length of carbonatite does not exactly follow any standard distribution. The inverse transform method and acceptance-rejection method are used to reproduce the length of the karst cave and carbonatite, respectively. A code for karst cave stochastic model generation, named KCSMG, is developed. The stability of the rock slope with the karst cave stochastic model is analyzed by combining the KCSMG code and the SLIDE program. This approach is then applied to study the effect of the karst cave on the stability of the open pit slope, and a procedure to optimize the open pit slope angle is presented.

Identification and stochastic control of helicopter dynamic modes

NASA Technical Reports Server (NTRS)

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

1983-01-01

A general treatment of parameter identification and stochastic control for use on helicopter dynamic systems is presented. Rotor dynamic models, including specific applications to rotor blade flapping and the helicopter ground resonance problem are emphasized. Dynamic systems which are governed by periodic coefficients as well as constant coefficient models are addressed. The dynamic systems are modeled by linear state variable equations which are used in the identification and stochastic control formulation. The pure identification problem as well as the stochastic control problem which includes combined identification and control for dynamic systems is addressed. The stochastic control problem includes the effect of parameter uncertainty on the solution and the concept of learning and how this is affected by the control's duel effect. The identification formulation requires algorithms suitable for on line use and thus recursive identification algorithms are considered. The applications presented use the recursive extended kalman filter for parameter identification which has excellent convergence for systems without process noise.

Crypt dynamics and colorectal cancer: advances in mathematical modelling.

PubMed

van Leeuwen, I M M; Byrne, H M; Jensen, O E; King, J R

2006-06-01

Mathematical modelling forms a key component of systems biology, offering insights that complement and stimulate experimental studies. In this review, we illustrate the role of theoretical models in elucidating the mechanisms involved in normal intestinal crypt dynamics and colorectal cancer. We discuss a range of modelling approaches, including models that describe cell proliferation, migration, differentiation, crypt fission, genetic instability, APC inactivation and tumour heterogeneity. We focus on the model assumptions, limitations and applications, rather than on the technical details. We also present a new stochastic model for stem-cell dynamics, which predicts that, on average, APC inactivation occurs more quickly in the stem-cell pool in the absence of symmetric cell division. This suggests that natural niche succession may protect stem cells against malignant transformation in the gut. Finally, we explain how we aim to gain further understanding of the crypt system and of colorectal carcinogenesis with the aid of multiscale models that cover all levels of organization from the molecular to the whole organ.

Floaters may buffer the extinction risk of small populations: an empirical assessment

PubMed Central

2017-01-01

The high extinction risk of small populations is commonly explained by reductions in fecundity and breeder survival associated with demographic and environmental stochasticity. However, ecological theory suggests that population extinctions may also arise from reductions in the number of floaters able to replace the lost breeders. This can be particularly plausible under harsh fragmentation scenarios, where species must survive as small populations subjected to severe effects of stochasticity. Using a woodpecker study in fragmented habitats (2004–2016), we provide here empirical support for the largely neglected hypothesis that floaters buffer population extirpation risks. After controlling for population size, patch size and the intrinsic quality of habitat, populations in patches with floaters had a lower extinction probability than populations in patches without floaters (0.013 versus 0.131). Floaters, which often replace the lost breeders, were less likely to occur in small and low-quality patches, showing that population extirpations may arise from unnoticed reductions in floater numbers in poor-quality habitats. We argue that adequate pools of the typically overlooked floaters may buffer extirpation risks by reducing the detrimental impacts of demographic and environmental stochasticity. However, unravelling the influence of floaters in buffering stochastic effects and promoting population stability require additional studies in an ample array of species and stochastic scenarios. PMID:28424345

Floaters may buffer the extinction risk of small populations: an empirical assessment.

PubMed

Robles, Hugo; Ciudad, Carlos

2017-04-26

The high extinction risk of small populations is commonly explained by reductions in fecundity and breeder survival associated with demographic and environmental stochasticity. However, ecological theory suggests that population extinctions may also arise from reductions in the number of floaters able to replace the lost breeders. This can be particularly plausible under harsh fragmentation scenarios, where species must survive as small populations subjected to severe effects of stochasticity. Using a woodpecker study in fragmented habitats (2004-2016), we provide here empirical support for the largely neglected hypothesis that floaters buffer population extirpation risks. After controlling for population size, patch size and the intrinsic quality of habitat, populations in patches with floaters had a lower extinction probability than populations in patches without floaters (0.013 versus 0.131). Floaters, which often replace the lost breeders, were less likely to occur in small and low-quality patches, showing that population extirpations may arise from unnoticed reductions in floater numbers in poor-quality habitats. We argue that adequate pools of the typically overlooked floaters may buffer extirpation risks by reducing the detrimental impacts of demographic and environmental stochasticity. However, unravelling the influence of floaters in buffering stochastic effects and promoting population stability require additional studies in an ample array of species and stochastic scenarios. © 2017 The Author(s).

Stochastic Modulations of the Pace and Patterns of Ageing: Impacts on Quasi-Stochastic Distributions of Multiple Geriatric Pathologies

PubMed Central

Martin, George M.

2011-01-01

All phenotypes result from interactions between Nature, Nurture and Chance. The constitutional genome is clearly the dominant factor in explaining the striking differences in the pace and patterns of ageing among species. We are now in a position to reveal salient features underlying these differential modulations, which are likely to be dominated by regulatory domains. By contrast, I shall argue that stochastic events are the major players underlying the surprisingly large intra-specific variations in lifespan and healthspan. I shall review well established as well as more speculative categories of chance events – somatic mutations, protein synthesis error catastrophe and variegations of gene expression (epigenetic drift), with special emphasis upon the latter. I shall argue that stochastic drifts in variegated gene expression are the major contributors to intra-specific differences in the pace and patterns of ageing within members of the same species. They may be responsible for the quasi-stochastic distributions of major types of geriatric pathologies, including the “big three” of Alzheimer's disease, atherosclerosis and, via the induction of hyperplasis, cancer. They may be responsible for altered stoichiometries of heteromultimeric mitochondrial complexes, potentially leading to such disorders as sarcopenia, nonischemic cardiomyopathy and Parkinson's disease. PMID:21963385

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

PubMed

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

2016-09-01

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

GillesPy: A Python Package for Stochastic Model Building and Simulation

PubMed Central

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

2017-01-01

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

Dynamics of a stochastic cell-to-cell HIV-1 model with distributed delay

NASA Astrophysics Data System (ADS)

Ji, Chunyan; Liu, Qun; Jiang, Daqing

2018-02-01

In this paper, we consider a stochastic cell-to-cell HIV-1 model with distributed delay. Firstly, we show that there is a global positive solution of this model before exploring its long-time behavior. Then sufficient conditions for extinction of the disease are established. Moreover, we obtain sufficient conditions for the existence of an ergodic stationary distribution of the model by constructing a suitable stochastic Lyapunov function. The stationary distribution implies that the disease is persistent in the mean. Finally, we provide some numerical examples to illustrate theoretical results.

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

NASA Astrophysics Data System (ADS)

Sun, Shulin; Zhang, Xiaolu

2018-02-01

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

Dynamics of stochastic SEIS epidemic model with varying population size

NASA Astrophysics Data System (ADS)

Liu, Jiamin; Wei, Fengying

2016-12-01

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

Study on the threshold of a stochastic SIR epidemic model and its extensions

NASA Astrophysics Data System (ADS)

Zhao, Dianli

2016-09-01

This paper provides a simple but effective method for estimating the threshold of a class of the stochastic epidemic models by use of the nonnegative semimartingale convergence theorem. Firstly, the threshold R0SIR is obtained for the stochastic SIR model with a saturated incidence rate, whose value is below 1 or above 1 will completely determine the disease to go extinct or prevail for any size of the white noise. Besides, when R0SIR > 1 , the system is proved to be convergent in time mean. Then, the threshold of the stochastic SIVS models with or without saturated incidence rate are also established by the same method. Comparing with the previously-known literatures, the related results are improved, and the method is simpler than before.

Role of demographic stochasticity in a speciation model with sexual reproduction

NASA Astrophysics Data System (ADS)

Lafuerza, Luis F.; McKane, Alan J.

2016-03-01

Recent theoretical studies have shown that demographic stochasticity can greatly increase the tendency of asexually reproducing phenotypically diverse organisms to spontaneously evolve into localized clusters, suggesting a simple mechanism for sympatric speciation. Here we study the role of demographic stochasticity in a model of competing organisms subject to assortative mating. We find that in models with sexual reproduction, noise can also lead to the formation of phenotypic clusters in parameter ranges where deterministic models would lead to a homogeneous distribution. In some cases, noise can have a sizable effect, rendering the deterministic modeling insufficient to understand the phenotypic distribution.

Stochastic Ordering Using the Latent Trait and the Sum Score in Polytomous IRT Models.

ERIC Educational Resources Information Center

Hemker, Bas T.; Sijtsma, Klaas; Molenaar, Ivo W.; Junker, Brian W.

1997-01-01

Stochastic ordering properties are investigated for a broad class of item response theory (IRT) models for which the monotone likelihood ratio does not hold. A taxonomy is given for nonparametric and parametric models for polytomous models based on the hierarchical relationship between the models. (SLD)

Stochastic analysis of future vehicle populations

DOT National Transportation Integrated Search

1979-05-01

The purpose of this study was to build a stochastic model of future vehicle populations. Such a model can be used to investigate the uncertainties inherent in Future Vehicle Populations. The model, which is called the Future Automobile Population Sto...

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

USDA-ARS?s Scientific Manuscript database

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

On the impact of a refined stochastic model for airborne LiDAR measurements

NASA Astrophysics Data System (ADS)

Bolkas, Dimitrios; Fotopoulos, Georgia; Glennie, Craig

2016-09-01

Accurate topographic information is critical for a number of applications in science and engineering. In recent years, airborne light detection and ranging (LiDAR) has become a standard tool for acquiring high quality topographic information. The assessment of airborne LiDAR derived DEMs is typically based on (i) independent ground control points and (ii) forward error propagation utilizing the LiDAR geo-referencing equation. The latter approach is dependent on the stochastic model information of the LiDAR observation components. In this paper, the well-known statistical tool of variance component estimation (VCE) is implemented for a dataset in Houston, Texas, in order to refine the initial stochastic information. Simulations demonstrate the impact of stochastic-model refinement for two practical applications, namely coastal inundation mapping and surface displacement estimation. Results highlight scenarios where erroneous stochastic information is detrimental. Furthermore, the refined stochastic information provides insights on the effect of each LiDAR measurement in the airborne LiDAR error budget. The latter is important for targeting future advancements in order to improve point cloud accuracy.

A kinetic theory for age-structured stochastic birth-death processes

NASA Astrophysics Data System (ADS)

Chou, Tom; Greenman, Chris

Classical age-structured mass-action models such as the McKendrick-von Foerster equation have been extensively studied but they are structurally unable to describe stochastic fluctuations or population-size-dependent birth and death rates. Conversely, current theories that include size-dependent population dynamics (e.g., carrying capacity) cannot be easily extended to take into account age-dependent birth and death rates. In this paper, we present a systematic derivation of a new fully stochastic kinetic theory for interacting age-structured populations. By defining multiparticle probability density functions, we derive a hierarchy of kinetic equations for the stochastic evolution of an aging population undergoing birth and death. We show that the fully stochastic age-dependent birth-death process precludes factorization of the corresponding probability densities, which then must be solved by using a BBGKY-like hierarchy. Our results generalize both deterministic models and existing master equation approaches by providing an intuitive and efficient way to simultaneously model age- and population-dependent stochastic dynamics applicable to the study of demography, stem cell dynamics, and disease evolution. NSF.

Fast stochastic algorithm for simulating evolutionary population dynamics

NASA Astrophysics Data System (ADS)

Tsimring, Lev; Hasty, Jeff; Mather, William

2012-02-01

Evolution and co-evolution of ecological communities are stochastic processes often characterized by vastly different rates of reproduction and mutation and a coexistence of very large and very small sub-populations of co-evolving species. This creates serious difficulties for accurate statistical modeling of evolutionary dynamics. In this talk, we introduce a new exact algorithm for fast fully stochastic simulations of birth/death/mutation processes. It produces a significant speedup compared to the direct stochastic simulation algorithm in a typical case when the total population size is large and the mutation rates are much smaller than birth/death rates. We illustrate the performance of the algorithm on several representative examples: evolution on a smooth fitness landscape, NK model, and stochastic predator-prey system.

Nonholonomic relativistic diffusion and exact solutions for stochastic Einstein spaces

NASA Astrophysics Data System (ADS)

Vacaru, S. I.

2012-03-01

We develop an approach to the theory of nonholonomic relativistic stochastic processes in curved spaces. The Itô and Stratonovich calculus are formulated for spaces with conventional horizontal (holonomic) and vertical (nonholonomic) splitting defined by nonlinear connection structures. Geometric models of the relativistic diffusion theory are elaborated for nonholonomic (pseudo) Riemannian manifolds and phase velocity spaces. Applying the anholonomic deformation method, the field equations in Einstein's gravity and various modifications are formally integrated in general forms, with generic off-diagonal metrics depending on some classes of generating and integration functions. Choosing random generating functions we can construct various classes of stochastic Einstein manifolds. We show how stochastic gravitational interactions with mixed holonomic/nonholonomic and random variables can be modelled in explicit form and study their main geometric and stochastic properties. Finally, the conditions when non-random classical gravitational processes transform into stochastic ones and inversely are analyzed.

Effects of stochastic interest rates in decision making under risk: A Markov decision process model for forest management

Treesearch

Mo Zhou; Joseph Buongiorno

2011-01-01

Most economic studies of forest decision making under risk assume a fixed interest rate. This paper investigated some implications of this stochastic nature of interest rates. Markov decision process (MDP) models, used previously to integrate stochastic stand growth and prices, can be extended to include variable interest rates as well. This method was applied to...

Switchable genetic oscillator operating in quasi-stable mode

PubMed Central

Strelkowa, Natalja; Barahona, Mauricio

2010-01-01

Ring topologies of repressing genes have qualitatively different long-term dynamics if the number of genes is odd (they oscillate) or even (they exhibit bistability). However, these attractors may not fully explain the observed behaviour in transient and stochastic environments such as the cell. We show here that even repressilators possess quasi-stable, travelling wave periodic solutions that are reachable, long-lived and robust to parameter changes. These solutions underlie the sustained oscillations observed in even rings in the stochastic regime, even if these circuits are expected to behave as switches. The existence of such solutions can also be exploited for control purposes: operation of the system around the quasi-stable orbit allows us to turn on and off the oscillations reliably and on demand. We illustrate these ideas with a simple protocol based on optical interference that can induce oscillations robustly both in the stochastic and deterministic regimes. PMID:20097721

Constraints on the Primordial Black Hole Abundance from the First Advanced LIGO Observation Run Using the Stochastic Gravitational-Wave Background

NASA Astrophysics Data System (ADS)

Wang, Sai; Wang, Yi-Fan; Huang, Qing-Guo; Li, Tjonnie G. F.

2018-05-01

Advanced LIGO's discovery of gravitational-wave events is stimulating extensive studies on the origin of binary black holes. Assuming that the gravitational-wave events can be explained by binary primordial black hole mergers, we utilize the upper limits on the stochastic gravitational-wave background given by Advanced LIGO as a new observational window to independently constrain the abundance of primordial black holes in dark matter. We show that Advanced LIGO's first observation run gives the best constraint on the primordial black hole abundance in the mass range 1 M⊙≲MPBH≲100 M⊙, pushing the previous microlensing and dwarf galaxy dynamics constraints tighter by 1 order of magnitude. Moreover, we discuss the possibility to detect the stochastic gravitational-wave background from primordial black holes, in particular from subsolar mass primordial black holes, by Advanced LIGO in the near future.

Constraints on the Primordial Black Hole Abundance from the First Advanced LIGO Observation Run Using the Stochastic Gravitational-Wave Background.

PubMed

Wang, Sai; Wang, Yi-Fan; Huang, Qing-Guo; Li, Tjonnie G F

2018-05-11

Advanced LIGO's discovery of gravitational-wave events is stimulating extensive studies on the origin of binary black holes. Assuming that the gravitational-wave events can be explained by binary primordial black hole mergers, we utilize the upper limits on the stochastic gravitational-wave background given by Advanced LIGO as a new observational window to independently constrain the abundance of primordial black holes in dark matter. We show that Advanced LIGO's first observation run gives the best constraint on the primordial black hole abundance in the mass range 1M_{⊙}≲M_{PBH}≲100M_{⊙}, pushing the previous microlensing and dwarf galaxy dynamics constraints tighter by 1 order of magnitude. Moreover, we discuss the possibility to detect the stochastic gravitational-wave background from primordial black holes, in particular from subsolar mass primordial black holes, by Advanced LIGO in the near future.

Agent-based model of angiogenesis simulates capillary sprout initiation in multicellular networks

PubMed Central

Walpole, J.; Chappell, J.C.; Cluceru, J.G.; Mac Gabhann, F.; Bautch, V.L.; Peirce, S. M.

2015-01-01

Many biological processes are controlled by both deterministic and stochastic influences. However, efforts to model these systems often rely on either purely stochastic or purely rule-based methods. To better understand the balance between stochasticity and determinism in biological processes a computational approach that incorporates both influences may afford additional insight into underlying biological mechanisms that give rise to emergent system properties. We apply a combined approach to the simulation and study of angiogenesis, the growth of new blood vessels from existing networks. This complex multicellular process begins with selection of an initiating endothelial cell, or tip cell, which sprouts from the parent vessels in response to stimulation by exogenous cues. We have constructed an agent-based model of sprouting angiogenesis to evaluate endothelial cell sprout initiation frequency and location, and we have experimentally validated it using high-resolution time-lapse confocal microscopy. ABM simulations were then compared to a Monte Carlo model, revealing that purely stochastic simulations could not generate sprout locations as accurately as the rule-informed agent-based model. These findings support the use of rule-based approaches for modeling the complex mechanisms underlying sprouting angiogenesis over purely stochastic methods. PMID:26158406

Agent-based model of angiogenesis simulates capillary sprout initiation in multicellular networks.

PubMed

Walpole, J; Chappell, J C; Cluceru, J G; Mac Gabhann, F; Bautch, V L; Peirce, S M

2015-09-01

Many biological processes are controlled by both deterministic and stochastic influences. However, efforts to model these systems often rely on either purely stochastic or purely rule-based methods. To better understand the balance between stochasticity and determinism in biological processes a computational approach that incorporates both influences may afford additional insight into underlying biological mechanisms that give rise to emergent system properties. We apply a combined approach to the simulation and study of angiogenesis, the growth of new blood vessels from existing networks. This complex multicellular process begins with selection of an initiating endothelial cell, or tip cell, which sprouts from the parent vessels in response to stimulation by exogenous cues. We have constructed an agent-based model of sprouting angiogenesis to evaluate endothelial cell sprout initiation frequency and location, and we have experimentally validated it using high-resolution time-lapse confocal microscopy. ABM simulations were then compared to a Monte Carlo model, revealing that purely stochastic simulations could not generate sprout locations as accurately as the rule-informed agent-based model. These findings support the use of rule-based approaches for modeling the complex mechanisms underlying sprouting angiogenesis over purely stochastic methods.

Improved Climate Simulations through a Stochastic Parameterization of Ocean Eddies

NASA Astrophysics Data System (ADS)

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

2017-04-01

In climate simulations, the impacts of the subgrid scales on the resolved scales are conventionally represented using deterministic closure schemes, which assume that the impacts are uniquely determined by the resolved scales. Stochastic parameterization relaxes this assumption, by sampling the subgrid variability in a computationally inexpensive manner. This study shows that the simulated climatological state of the ocean is improved in many respects by implementing a simple stochastic parameterization of ocean eddies into a coupled atmosphere-ocean general circulation model. Simulations from a high-resolution, eddy-permitting ocean model are used to calculate the eddy statistics needed to inject realistic stochastic noise into a low-resolution, non-eddy-permitting version of the same model. A suite of four stochastic experiments is then run to test the sensitivity of the simulated climate to the noise definition by varying the noise amplitude and decorrelation time within reasonable limits. The addition of zero-mean noise to the ocean temperature tendency is found to have a nonzero effect on the mean climate. Specifically, in terms of the ocean temperature and salinity fields both at the surface and at depth, the noise reduces many of the biases in the low-resolution model and causes it to more closely resemble the high-resolution model. The variability of the strength of the global ocean thermohaline circulation is also improved. It is concluded that stochastic ocean perturbations can yield reductions in climate model error that are comparable to those obtained by refining the resolution, but without the increased computational cost. Therefore, stochastic parameterizations of ocean eddies have the potential to significantly improve climate simulations. Reference Williams PD, Howe NJ, Gregory JM, Smith RS, and Joshi MM (2016) Improved Climate Simulations through a Stochastic Parameterization of Ocean Eddies. Journal of Climate, 29, 8763-8781. http://dx.doi.org/10.1175/JCLI-D-15-0746.1

A non-linear dimension reduction methodology for generating data-driven stochastic input models

NASA Astrophysics Data System (ADS)

Ganapathysubramanian, Baskar; Zabaras, Nicholas

2008-06-01

Stochastic analysis of random heterogeneous media (polycrystalline materials, porous media, functionally graded materials) provides information of significance only if realistic input models of the topology and property variations are used. This paper proposes a framework to construct such input stochastic models for the topology and thermal diffusivity variations in heterogeneous media using a data-driven strategy. Given a set of microstructure realizations (input samples) generated from given statistical information about the medium topology, the framework constructs a reduced-order stochastic representation of the thermal diffusivity. This problem of constructing a low-dimensional stochastic representation of property variations is analogous to the problem of manifold learning and parametric fitting of hyper-surfaces encountered in image processing and psychology. Denote by M the set of microstructures that satisfy the given experimental statistics. A non-linear dimension reduction strategy is utilized to map M to a low-dimensional region, A. We first show that M is a compact manifold embedded in a high-dimensional input space Rn. An isometric mapping F from M to a low-dimensional, compact, connected set A⊂Rd(d≪n) is constructed. Given only a finite set of samples of the data, the methodology uses arguments from graph theory and differential geometry to construct the isometric transformation F:M→A. Asymptotic convergence of the representation of M by A is shown. This mapping F serves as an accurate, low-dimensional, data-driven representation of the property variations. The reduced-order model of the material topology and thermal diffusivity variations is subsequently used as an input in the solution of stochastic partial differential equations that describe the evolution of dependant variables. A sparse grid collocation strategy (Smolyak algorithm) is utilized to solve these stochastic equations efficiently. We showcase the methodology by constructing low-dimensional input stochastic models to represent thermal diffusivity in two-phase microstructures. This model is used in analyzing the effect of topological variations of two-phase microstructures on the evolution of temperature in heat conduction processes.

Price sensitive demand with random sales price - a newsboy problem

NASA Astrophysics Data System (ADS)

Sankar Sana, Shib

2012-03-01

Up to now, many newsboy problems have been considered in the stochastic inventory literature. Some assume that stochastic demand is independent of selling price (p) and others consider the demand as a function of stochastic shock factor and deterministic sales price. This article introduces a price-dependent demand with stochastic selling price into the classical Newsboy problem. The proposed model analyses the expected average profit for a general distribution function of p and obtains an optimal order size. Finally, the model is discussed for various appropriate distribution functions of p and illustrated with numerical examples.

Biochemical Network Stochastic Simulator (BioNetS): software for stochastic modeling of biochemical networks.

PubMed

Adalsteinsson, David; McMillen, David; Elston, Timothy C

2004-03-08

Intrinsic fluctuations due to the stochastic nature of biochemical reactions can have large effects on the response of biochemical networks. This is particularly true for pathways that involve transcriptional regulation, where generally there are two copies of each gene and the number of messenger RNA (mRNA) molecules can be small. Therefore, there is a need for computational tools for developing and investigating stochastic models of biochemical networks. We have developed the software package Biochemical Network Stochastic Simulator (BioNetS) for efficiently and accurately simulating stochastic models of biochemical networks. BioNetS has a graphical user interface that allows models to be entered in a straightforward manner, and allows the user to specify the type of random variable (discrete or continuous) for each chemical species in the network. The discrete variables are simulated using an efficient implementation of the Gillespie algorithm. For the continuous random variables, BioNetS constructs and numerically solves the appropriate chemical Langevin equations. The software package has been developed to scale efficiently with network size, thereby allowing large systems to be studied. BioNetS runs as a BioSpice agent and can be downloaded from http://www.biospice.org. BioNetS also can be run as a stand alone package. All the required files are accessible from http://x.amath.unc.edu/BioNetS. We have developed BioNetS to be a reliable tool for studying the stochastic dynamics of large biochemical networks. Important features of BioNetS are its ability to handle hybrid models that consist of both continuous and discrete random variables and its ability to model cell growth and division. We have verified the accuracy and efficiency of the numerical methods by considering several test systems.

Simple and Hierarchical Models for Stochastic Test Misgrading.

ERIC Educational Resources Information Center

Wang, Jianjun

1993-01-01

Test misgrading is treated as a stochastic process. The expected number of misgradings, inter-occurrence time of misgradings, and waiting time for the "n"th misgrading are discussed based on a simple Poisson model and a hierarchical Beta-Poisson model. Examples of model construction are given. (SLD)

AUTOMATIC CALIBRATION OF A STOCHASTIC-LAGRANGIAN TRANSPORT MODEL (SLAM)

EPA Science Inventory

Numerical models are a useful tool in evaluating and designing NAPL remediation systems. Traditional constitutive finite difference and finite element models are complex and expensive to apply. For this reason, this paper presents the application of a simplified stochastic-Lagran...

Stochastic lattice model of synaptic membrane protein domains.

PubMed

Li, Yiwei; Kahraman, Osman; Haselwandter, Christoph A

2017-05-01

Neurotransmitter receptor molecules, concentrated in synaptic membrane domains along with scaffolds and other kinds of proteins, are crucial for signal transmission across chemical synapses. In common with other membrane protein domains, synaptic domains are characterized by low protein copy numbers and protein crowding, with rapid stochastic turnover of individual molecules. We study here in detail a stochastic lattice model of the receptor-scaffold reaction-diffusion dynamics at synaptic domains that was found previously to capture, at the mean-field level, the self-assembly, stability, and characteristic size of synaptic domains observed in experiments. We show that our stochastic lattice model yields quantitative agreement with mean-field models of nonlinear diffusion in crowded membranes. Through a combination of analytic and numerical solutions of the master equation governing the reaction dynamics at synaptic domains, together with kinetic Monte Carlo simulations, we find substantial discrepancies between mean-field and stochastic models for the reaction dynamics at synaptic domains. Based on the reaction and diffusion properties of synaptic receptors and scaffolds suggested by previous experiments and mean-field calculations, we show that the stochastic reaction-diffusion dynamics of synaptic receptors and scaffolds provide a simple physical mechanism for collective fluctuations in synaptic domains, the molecular turnover observed at synaptic domains, key features of the observed single-molecule trajectories, and spatial heterogeneity in the effective rates at which receptors and scaffolds are recycled at the cell membrane. Our work sheds light on the physical mechanisms and principles linking the collective properties of membrane protein domains to the stochastic dynamics that rule their molecular components.

Coarse-graining and hybrid methods for efficient simulation of stochastic multi-scale models of tumour growth.

PubMed

de la Cruz, Roberto; Guerrero, Pilar; Calvo, Juan; Alarcón, Tomás

2017-12-01

The development of hybrid methodologies is of current interest in both multi-scale modelling and stochastic reaction-diffusion systems regarding their applications to biology. We formulate a hybrid method for stochastic multi-scale models of cells populations that extends the remit of existing hybrid methods for reaction-diffusion systems. Such method is developed for a stochastic multi-scale model of tumour growth, i.e. population-dynamical models which account for the effects of intrinsic noise affecting both the number of cells and the intracellular dynamics. In order to formulate this method, we develop a coarse-grained approximation for both the full stochastic model and its mean-field limit. Such approximation involves averaging out the age-structure (which accounts for the multi-scale nature of the model) by assuming that the age distribution of the population settles onto equilibrium very fast. We then couple the coarse-grained mean-field model to the full stochastic multi-scale model. By doing so, within the mean-field region, we are neglecting noise in both cell numbers (population) and their birth rates (structure). This implies that, in addition to the issues that arise in stochastic-reaction diffusion systems, we need to account for the age-structure of the population when attempting to couple both descriptions. We exploit our coarse-graining model so that, within the mean-field region, the age-distribution is in equilibrium and we know its explicit form. This allows us to couple both domains consistently, as upon transference of cells from the mean-field to the stochastic region, we sample the equilibrium age distribution. Furthermore, our method allows us to investigate the effects of intracellular noise, i.e. fluctuations of the birth rate, on collective properties such as travelling wave velocity. We show that the combination of population and birth-rate noise gives rise to large fluctuations of the birth rate in the region at the leading edge of front, which cannot be accounted for by the coarse-grained model. Such fluctuations have non-trivial effects on the wave velocity. Beyond the development of a new hybrid method, we thus conclude that birth-rate fluctuations are central to a quantitatively accurate description of invasive phenomena such as tumour growth.

Coarse-graining and hybrid methods for efficient simulation of stochastic multi-scale models of tumour growth

NASA Astrophysics Data System (ADS)

de la Cruz, Roberto; Guerrero, Pilar; Calvo, Juan; Alarcón, Tomás

2017-12-01

The development of hybrid methodologies is of current interest in both multi-scale modelling and stochastic reaction-diffusion systems regarding their applications to biology. We formulate a hybrid method for stochastic multi-scale models of cells populations that extends the remit of existing hybrid methods for reaction-diffusion systems. Such method is developed for a stochastic multi-scale model of tumour growth, i.e. population-dynamical models which account for the effects of intrinsic noise affecting both the number of cells and the intracellular dynamics. In order to formulate this method, we develop a coarse-grained approximation for both the full stochastic model and its mean-field limit. Such approximation involves averaging out the age-structure (which accounts for the multi-scale nature of the model) by assuming that the age distribution of the population settles onto equilibrium very fast. We then couple the coarse-grained mean-field model to the full stochastic multi-scale model. By doing so, within the mean-field region, we are neglecting noise in both cell numbers (population) and their birth rates (structure). This implies that, in addition to the issues that arise in stochastic-reaction diffusion systems, we need to account for the age-structure of the population when attempting to couple both descriptions. We exploit our coarse-graining model so that, within the mean-field region, the age-distribution is in equilibrium and we know its explicit form. This allows us to couple both domains consistently, as upon transference of cells from the mean-field to the stochastic region, we sample the equilibrium age distribution. Furthermore, our method allows us to investigate the effects of intracellular noise, i.e. fluctuations of the birth rate, on collective properties such as travelling wave velocity. We show that the combination of population and birth-rate noise gives rise to large fluctuations of the birth rate in the region at the leading edge of front, which cannot be accounted for by the coarse-grained model. Such fluctuations have non-trivial effects on the wave velocity. Beyond the development of a new hybrid method, we thus conclude that birth-rate fluctuations are central to a quantitatively accurate description of invasive phenomena such as tumour growth.

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

USGS Publications Warehouse

Frankel, Arthur

2017-01-01

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

Application of an NLME-Stochastic Deconvolution Approach to Level A IVIVC Modeling.

PubMed

Kakhi, Maziar; Suarez-Sharp, Sandra; Shepard, Terry; Chittenden, Jason

2017-07-01

Stochastic deconvolution is a parameter estimation method that calculates drug absorption using a nonlinear mixed-effects model in which the random effects associated with absorption represent a Wiener process. The present work compares (1) stochastic deconvolution and (2) numerical deconvolution, using clinical pharmacokinetic (PK) data generated for an in vitro-in vivo correlation (IVIVC) study of extended release (ER) formulations of a Biopharmaceutics Classification System class III drug substance. The preliminary analysis found that numerical and stochastic deconvolution yielded superimposable fraction absorbed (F abs ) versus time profiles when supplied with exactly the same externally determined unit impulse response parameters. In a separate analysis, a full population-PK/stochastic deconvolution was applied to the clinical PK data. Scenarios were considered in which immediate release (IR) data were either retained or excluded to inform parameter estimation. The resulting F abs profiles were then used to model level A IVIVCs. All the considered stochastic deconvolution scenarios, and numerical deconvolution, yielded on average similar results with respect to the IVIVC validation. These results could be achieved with stochastic deconvolution without recourse to IR data. Unlike numerical deconvolution, this also implies that in crossover studies where certain individuals do not receive an IR treatment, their ER data alone can still be included as part of the IVIVC analysis. Published by Elsevier Inc.

Stochastic noncooperative and cooperative evolutionary game strategies of a population of biological networks under natural selection.

PubMed

Chen, Bor-Sen; Yeh, Chin-Hsun

2017-12-01

We review current static and dynamic evolutionary game strategies of biological networks and discuss the lack of random genetic variations and stochastic environmental disturbances in these models. To include these factors, a population of evolving biological networks is modeled as a nonlinear stochastic biological system with Poisson-driven genetic variations and random environmental fluctuations (stimuli). To gain insight into the evolutionary game theory of stochastic biological networks under natural selection, the phenotypic robustness and network evolvability of noncooperative and cooperative evolutionary game strategies are discussed from a stochastic Nash game perspective. The noncooperative strategy can be transformed into an equivalent multi-objective optimization problem and is shown to display significantly improved network robustness to tolerate genetic variations and buffer environmental disturbances, maintaining phenotypic traits for longer than the cooperative strategy. However, the noncooperative case requires greater effort and more compromises between partly conflicting players. Global linearization is used to simplify the problem of solving nonlinear stochastic evolutionary games. Finally, a simple stochastic evolutionary model of a metabolic pathway is simulated to illustrate the procedure of solving for two evolutionary game strategies and to confirm and compare their respective characteristics in the evolutionary process. Copyright © 2017 Elsevier B.V. All rights reserved.

Persistence and ergodicity of a stochastic single species model with Allee effect under regime switching

NASA Astrophysics Data System (ADS)

Yu, Xingwang; Yuan, Sanling; Zhang, Tonghua

2018-06-01

Allee effect can interact with environment stochasticity and is active when population numbers are small. Our goal of this paper is to investigate such effect on population dynamics. More precisely, we develop and investigate a stochastic single species model with Allee effect under regime switching. We first prove the existence of global positive solution of the model. Then, we perform the survival analysis to seek sufficient conditions for the extinction, non-persistence in mean, persistence in mean and stochastic permanence. By constructing a suitable Lyapunov function, we show that the model is positive recurrent and ergodic. Our results indicate that the regime switching can suppress the extinction of the species. Finally, numerical simulations are carried out to illustrate the obtained theoretical results, where a real-life example is also discussed showing the inclusion of Allee effect in the model provides a better match to the data.

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

NASA Astrophysics Data System (ADS)

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

2016-06-01

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

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

PubMed Central

Zimmer, Christoph

2016-01-01

Background Computational modeling is a key technique for analyzing models in systems biology. There are well established methods for the estimation of the kinetic parameters in models of ordinary differential equations (ODE). Experimental design techniques aim at devising experiments that maximize the information encoded in the data. For ODE models there are well established approaches for experimental design and even software tools. However, data from single cell experiments on signaling pathways in systems biology often shows intrinsic stochastic effects prompting the development of specialized methods. While simulation methods have been developed for decades and parameter estimation has been targeted for the last years, only very few articles focus on experimental design for stochastic models. Methods The Fisher information matrix is the central measure for experimental design as it evaluates the information an experiment provides for parameter estimation. This article suggest an approach to calculate a Fisher information matrix for models containing intrinsic stochasticity and high nonlinearity. The approach makes use of a recently suggested multiple shooting for stochastic systems (MSS) objective function. The Fisher information matrix is calculated by evaluating pseudo data with the MSS technique. Results The performance of the approach is evaluated with simulation studies on an Immigration-Death, a Lotka-Volterra, and a Calcium oscillation model. The Calcium oscillation model is a particularly appropriate case study as it contains the challenges inherent to signaling pathways: high nonlinearity, intrinsic stochasticity, a qualitatively different behavior from an ODE solution, and partial observability. The computational speed of the MSS approach for the Fisher information matrix allows for an application in realistic size models. PMID:27583802

Effect of dislocation pile-up on size-dependent yield strength in finite single-crystal micro-samples

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

Pan, Bo; Shibutani, Yoji, E-mail: sibutani@mech.eng.osaka-u.ac.jp; Zhang, Xu

2015-07-07

Recent research has explained that the steeply increasing yield strength in metals depends on decreasing sample size. In this work, we derive a statistical physical model of the yield strength of finite single-crystal micro-pillars that depends on single-ended dislocation pile-up inside the micro-pillars. We show that this size effect can be explained almost completely by considering the stochastic lengths of the dislocation source and the dislocation pile-up length in the single-crystal micro-pillars. The Hall–Petch-type relation holds even in a microscale single-crystal, which is characterized by its dislocation source lengths. Our quantitative conclusions suggest that the number of dislocation sources andmore » pile-ups are significant factors for the size effect. They also indicate that starvation of dislocation sources is another reason for the size effect. Moreover, we investigated the explicit relationship between the stacking fault energy and the dislocation “pile-up” effect inside the sample: materials with low stacking fault energy exhibit an obvious dislocation pile-up effect. Our proposed physical model predicts a sample strength that agrees well with experimental data, and our model can give a more precise prediction than the current single arm source model, especially for materials with low stacking fault energy.« less

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

NASA Astrophysics Data System (ADS)

Liu, Xiangdong; Li, Qingze; Pan, Jianxin

2018-06-01

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

Parameter discovery in stochastic biological models using simulated annealing and statistical model checking.

PubMed

Hussain, Faraz; Jha, Sumit K; Jha, Susmit; Langmead, Christopher J

2014-01-01

Stochastic models are increasingly used to study the behaviour of biochemical systems. While the structure of such models is often readily available from first principles, unknown quantitative features of the model are incorporated into the model as parameters. Algorithmic discovery of parameter values from experimentally observed facts remains a challenge for the computational systems biology community. We present a new parameter discovery algorithm that uses simulated annealing, sequential hypothesis testing, and statistical model checking to learn the parameters in a stochastic model. We apply our technique to a model of glucose and insulin metabolism used for in-silico validation of artificial pancreata and demonstrate its effectiveness by developing parallel CUDA-based implementation for parameter synthesis in this model.

Stochastic volatility models and Kelvin waves

NASA Astrophysics Data System (ADS)

Lipton, Alex; Sepp, Artur

2008-08-01

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

Dynamics of a Stochastic Predator-Prey Model with Stage Structure for Predator and Holling Type II Functional Response

NASA Astrophysics Data System (ADS)

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

2018-01-01

In this paper, we develop and study a stochastic predator-prey model with stage structure for predator and Holling type II functional response. First of all, by constructing a suitable stochastic Lyapunov function, we establish sufficient conditions for the existence and uniqueness of an ergodic stationary distribution of the positive solutions to the model. Then, we obtain sufficient conditions for extinction of the predator populations in two cases, that is, the first case is that the prey population survival and the predator populations extinction; the second case is that all the prey and predator populations extinction. The existence of a stationary distribution implies stochastic weak stability. Numerical simulations are carried out to demonstrate the analytical results.

Dynamics of a Stochastic Predator-Prey Model with Stage Structure for Predator and Holling Type II Functional Response

NASA Astrophysics Data System (ADS)

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

2018-06-01

In this paper, we develop and study a stochastic predator-prey model with stage structure for predator and Holling type II functional response. First of all, by constructing a suitable stochastic Lyapunov function, we establish sufficient conditions for the existence and uniqueness of an ergodic stationary distribution of the positive solutions to the model. Then, we obtain sufficient conditions for extinction of the predator populations in two cases, that is, the first case is that the prey population survival and the predator populations extinction; the second case is that all the prey and predator populations extinction. The existence of a stationary distribution implies stochastic weak stability. Numerical simulations are carried out to demonstrate the analytical results.

Didactic discussion of stochastic resonance effects and weak signals

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

Adair, R.K.

1996-12-01

A simple, paradigmatic, model is used to illustrate some general properties of effects subsumed under the label stochastic resonance. In particular, analyses of the transparent model show that (1) a small amount of noise added to a much larger signal can greatly increase the response to the signal, but (2) a weak signal added to much larger noise will not generate a substantial added response. The conclusions drawn from the model illustrate the general result that stochastic resonance effects do not provide an avenue for signals that are much smaller than noise to affect biology. A further analysis demonstrates themore » effects of small signals in the shifting of biologically important chemical equilibria under conditions where stochastic resonance effects are significant.« less

On Local Homogeneity and Stochastically Ordered Mixed Rasch Models

ERIC Educational Resources Information Center

Kreiner, Svend; Hansen, Mogens; Hansen, Carsten Rosenberg

2006-01-01

Mixed Rasch models add latent classes to conventional Rasch models, assuming that the Rasch model applies within each class and that relative difficulties of items are different in two or more latent classes. This article considers a family of stochastically ordered mixed Rasch models, with ordinal latent classes characterized by increasing total…

Kinetic theory of age-structured stochastic birth-death processes

NASA Astrophysics Data System (ADS)

Greenman, Chris D.; Chou, Tom

2016-01-01

Classical age-structured mass-action models such as the McKendrick-von Foerster equation have been extensively studied but are unable to describe stochastic fluctuations or population-size-dependent birth and death rates. Stochastic theories that treat semi-Markov age-dependent processes using, e.g., the Bellman-Harris equation do not resolve a population's age structure and are unable to quantify population-size dependencies. Conversely, current theories that include size-dependent population dynamics (e.g., mathematical models that include carrying capacity such as the logistic equation) cannot be easily extended to take into account age-dependent birth and death rates. In this paper, we present a systematic derivation of a new, fully stochastic kinetic theory for interacting age-structured populations. By defining multiparticle probability density functions, we derive a hierarchy of kinetic equations for the stochastic evolution of an aging population undergoing birth and death. We show that the fully stochastic age-dependent birth-death process precludes factorization of the corresponding probability densities, which then must be solved by using a Bogoliubov--Born--Green--Kirkwood--Yvon-like hierarchy. Explicit solutions are derived in three limits: no birth, no death, and steady state. These are then compared with their corresponding mean-field results. Our results generalize both deterministic models and existing master equation approaches by providing an intuitive and efficient way to simultaneously model age- and population-dependent stochastic dynamics applicable to the study of demography, stem cell dynamics, and disease evolution.

The critical domain size of stochastic population models.

PubMed

Reimer, Jody R; Bonsall, Michael B; Maini, Philip K

2017-02-01

Identifying the critical domain size necessary for a population to persist is an important question in ecology. Both demographic and environmental stochasticity impact a population's ability to persist. Here we explore ways of including this variability. We study populations with distinct dispersal and sedentary stages, which have traditionally been modelled using a deterministic integrodifference equation (IDE) framework. Individual-based models (IBMs) are the most intuitive stochastic analogues to IDEs but yield few analytic insights. We explore two alternate approaches; one is a scaling up to the population level using the Central Limit Theorem, and the other a variation on both Galton-Watson branching processes and branching processes in random environments. These branching process models closely approximate the IBM and yield insight into the factors determining the critical domain size for a given population subject to stochasticity.

Stochastic Approximation Methods for Latent Regression Item Response Models

ERIC Educational Resources Information Center

von Davier, Matthias; Sinharay, Sandip

2010-01-01

This article presents an application of a stochastic approximation expectation maximization (EM) algorithm using a Metropolis-Hastings (MH) sampler to estimate the parameters of an item response latent regression model. Latent regression item response models are extensions of item response theory (IRT) to a latent variable model with covariates…

Modeling Dynamics of Cell-to-Cell Variability in TRAIL-Induced Apoptosis Explains Fractional Killing and Predicts Reversible Resistance

PubMed Central

Bertaux, François; Stoma, Szymon; Drasdo, Dirk; Batt, Gregory

2014-01-01

Isogenic cells sensing identical external signals can take markedly different decisions. Such decisions often correlate with pre-existing cell-to-cell differences in protein levels. When not neglected in signal transduction models, these differences are accounted for in a static manner, by assuming randomly distributed initial protein levels. However, this approach ignores the a priori non-trivial interplay between signal transduction and the source of this cell-to-cell variability: temporal fluctuations of protein levels in individual cells, driven by noisy synthesis and degradation. Thus, modeling protein fluctuations, rather than their consequences on the initial population heterogeneity, would set the quantitative analysis of signal transduction on firmer grounds. Adopting this dynamical view on cell-to-cell differences amounts to recast extrinsic variability into intrinsic noise. Here, we propose a generic approach to merge, in a systematic and principled manner, signal transduction models with stochastic protein turnover models. When applied to an established kinetic model of TRAIL-induced apoptosis, our approach markedly increased model prediction capabilities. One obtains a mechanistic explanation of yet-unexplained observations on fractional killing and non-trivial robust predictions of the temporal evolution of cell resistance to TRAIL in HeLa cells. Our results provide an alternative explanation to survival via induction of survival pathways since no TRAIL-induced regulations are needed and suggest that short-lived anti-apoptotic protein Mcl1 exhibit large and rare fluctuations. More generally, our results highlight the importance of accounting for stochastic protein turnover to quantitatively understand signal transduction over extended durations, and imply that fluctuations of short-lived proteins deserve particular attention. PMID:25340343

Pitch sensation involves stochastic resonance

PubMed Central

Martignoli, Stefan; Gomez, Florian; Stoop, Ruedi

2013-01-01

Pitch is a complex hearing phenomenon that results from elicited and self-generated cochlear vibrations. Read-off vibrational information is relayed higher up the auditory pathway, where it is then condensed into pitch sensation. How this can adequately be described in terms of physics has largely remained an open question. We have developed a peripheral hearing system (in hardware and software) that reproduces with great accuracy all salient pitch features known from biophysical and psychoacoustic experiments. At the level of the auditory nerve, the system exploits stochastic resonance to achieve this performance, which may explain the large amount of noise observed in the working auditory nerve. PMID:24045830

How attention influences perceptual decision making: Single-trial EEG correlates of drift-diffusion model parameters

PubMed Central

Nunez, Michael D.; Vandekerckhove, Joachim; Srinivasan, Ramesh

2016-01-01

Perceptual decision making can be accounted for by drift-diffusion models, a class of decision-making models that assume a stochastic accumulation of evidence on each trial. Fitting response time and accuracy to a drift-diffusion model produces evidence accumulation rate and non-decision time parameter estimates that reflect cognitive processes. Our goal is to elucidate the effect of attention on visual decision making. In this study, we show that measures of attention obtained from simultaneous EEG recordings can explain per-trial evidence accumulation rates and perceptual preprocessing times during a visual decision making task. Models assuming linear relationships between diffusion model parameters and EEG measures as external inputs were fit in a single step in a hierarchical Bayesian framework. The EEG measures were features of the evoked potential (EP) to the onset of a masking noise and the onset of a task-relevant signal stimulus. Single-trial evoked EEG responses, P200s to the onsets of visual noise and N200s to the onsets of visual signal, explain single-trial evidence accumulation and preprocessing times. Within-trial evidence accumulation variance was not found to be influenced by attention to the signal or noise. Single-trial measures of attention lead to better out-of-sample predictions of accuracy and correct reaction time distributions for individual subjects. PMID:28435173

How attention influences perceptual decision making: Single-trial EEG correlates of drift-diffusion model parameters.

PubMed

Nunez, Michael D; Vandekerckhove, Joachim; Srinivasan, Ramesh

2017-02-01

Perceptual decision making can be accounted for by drift-diffusion models, a class of decision-making models that assume a stochastic accumulation of evidence on each trial. Fitting response time and accuracy to a drift-diffusion model produces evidence accumulation rate and non-decision time parameter estimates that reflect cognitive processes. Our goal is to elucidate the effect of attention on visual decision making. In this study, we show that measures of attention obtained from simultaneous EEG recordings can explain per-trial evidence accumulation rates and perceptual preprocessing times during a visual decision making task. Models assuming linear relationships between diffusion model parameters and EEG measures as external inputs were fit in a single step in a hierarchical Bayesian framework. The EEG measures were features of the evoked potential (EP) to the onset of a masking noise and the onset of a task-relevant signal stimulus. Single-trial evoked EEG responses, P200s to the onsets of visual noise and N200s to the onsets of visual signal, explain single-trial evidence accumulation and preprocessing times. Within-trial evidence accumulation variance was not found to be influenced by attention to the signal or noise. Single-trial measures of attention lead to better out-of-sample predictions of accuracy and correct reaction time distributions for individual subjects.

Stochastic models for regulatory networks of the genetic toggle switch.

PubMed

Tian, Tianhai; Burrage, Kevin

2006-05-30

Bistability arises within a wide range of biological systems from the lambda phage switch in bacteria to cellular signal transduction pathways in mammalian cells. Changes in regulatory mechanisms may result in genetic switching in a bistable system. Recently, more and more experimental evidence in the form of bimodal population distributions indicates that noise plays a very important role in the switching of bistable systems. Although deterministic models have been used for studying the existence of bistability properties under various system conditions, these models cannot realize cell-to-cell fluctuations in genetic switching. However, there is a lag in the development of stochastic models for studying the impact of noise in bistable systems because of the lack of detailed knowledge of biochemical reactions, kinetic rates, and molecular numbers. In this work, we develop a previously undescribed general technique for developing quantitative stochastic models for large-scale genetic regulatory networks by introducing Poisson random variables into deterministic models described by ordinary differential equations. Two stochastic models have been proposed for the genetic toggle switch interfaced with either the SOS signaling pathway or a quorum-sensing signaling pathway, and we have successfully realized experimental results showing bimodal population distributions. Because the introduced stochastic models are based on widely used ordinary differential equation models, the success of this work suggests that this approach is a very promising one for studying noise in large-scale genetic regulatory networks.

Stochastic models for regulatory networks of the genetic toggle switch

PubMed Central

Tian, Tianhai; Burrage, Kevin

2006-01-01

Bistability arises within a wide range of biological systems from the λ phage switch in bacteria to cellular signal transduction pathways in mammalian cells. Changes in regulatory mechanisms may result in genetic switching in a bistable system. Recently, more and more experimental evidence in the form of bimodal population distributions indicates that noise plays a very important role in the switching of bistable systems. Although deterministic models have been used for studying the existence of bistability properties under various system conditions, these models cannot realize cell-to-cell fluctuations in genetic switching. However, there is a lag in the development of stochastic models for studying the impact of noise in bistable systems because of the lack of detailed knowledge of biochemical reactions, kinetic rates, and molecular numbers. In this work, we develop a previously undescribed general technique for developing quantitative stochastic models for large-scale genetic regulatory networks by introducing Poisson random variables into deterministic models described by ordinary differential equations. Two stochastic models have been proposed for the genetic toggle switch interfaced with either the SOS signaling pathway or a quorum-sensing signaling pathway, and we have successfully realized experimental results showing bimodal population distributions. Because the introduced stochastic models are based on widely used ordinary differential equation models, the success of this work suggests that this approach is a very promising one for studying noise in large-scale genetic regulatory networks. PMID:16714385

Stochastic cellular automata model of cell migration, proliferation and differentiation: validation with in vitro cultures of muscle satellite cells.

PubMed

Garijo, N; Manzano, R; Osta, R; Perez, M A

2012-12-07

Cell migration and proliferation has been modelled in the literature as a process similar to diffusion. However, using diffusion models to simulate the proliferation and migration of cells tends to create a homogeneous distribution in the cell density that does not correlate to empirical observations. In fact, the mechanism of cell dispersal is not diffusion. Cells disperse by crawling or proliferation, or are transported in a moving fluid. The use of cellular automata, particle models or cell-based models can overcome this limitation. This paper presents a stochastic cellular automata model to simulate the proliferation, migration and differentiation of cells. These processes are considered as completely stochastic as well as discrete. The model developed was applied to predict the behaviour of in vitro cell cultures performed with adult muscle satellite cells. Moreover, non homogeneous distribution of cells has been observed inside the culture well and, using the above mentioned stochastic cellular automata model, we have been able to predict this heterogeneous cell distribution and compute accurate quantitative results. Differentiation was also incorporated into the computational simulation. The results predicted the myotube formation that typically occurs with adult muscle satellite cells. In conclusion, we have shown how a stochastic cellular automata model can be implemented and is capable of reproducing the in vitro behaviour of adult muscle satellite cells. Copyright © 2012 Elsevier Ltd. All rights reserved.

Stochastic Stability of Sampled Data Systems with a Jump Linear Controller

NASA Technical Reports Server (NTRS)

Gonzalez, Oscar R.; Herencia-Zapana, Heber; Gray, W. Steven

2004-01-01

In this paper an equivalence between the stochastic stability of a sampled-data system and its associated discrete-time representation is established. The sampled-data system consists of a deterministic, linear, time-invariant, continuous-time plant and a stochastic, linear, time-invariant, discrete-time, jump linear controller. The jump linear controller models computer systems and communication networks that are subject to stochastic upsets or disruptions. This sampled-data model has been used in the analysis and design of fault-tolerant systems and computer-control systems with random communication delays without taking into account the inter-sample response. This paper shows that the known equivalence between the stability of a deterministic sampled-data system and the associated discrete-time representation holds even in a stochastic framework.

Effects of stochastic time-delayed feedback on a dynamical system modeling a chemical oscillator.

PubMed

González Ochoa, Héctor O; Perales, Gualberto Solís; Epstein, Irving R; Femat, Ricardo

2018-05-01

We examine how stochastic time-delayed negative feedback affects the dynamical behavior of a model oscillatory reaction. We apply constant and stochastic time-delayed negative feedbacks to a point Field-Körös-Noyes photosensitive oscillator and compare their effects. Negative feedback is applied in the form of simulated inhibitory electromagnetic radiation with an intensity proportional to the concentration of oxidized light-sensitive catalyst in the oscillator. We first characterize the system under nondelayed inhibitory feedback; then we explore and compare the effects of constant (deterministic) versus stochastic time-delayed feedback. We find that the oscillatory amplitude, frequency, and waveform are essentially preserved when low-dispersion stochastic delayed feedback is used, whereas small but measurable changes appear when a large dispersion is applied.

Effects of stochastic time-delayed feedback on a dynamical system modeling a chemical oscillator

NASA Astrophysics Data System (ADS)

González Ochoa, Héctor O.; Perales, Gualberto Solís; Epstein, Irving R.; Femat, Ricardo

2018-05-01

We examine how stochastic time-delayed negative feedback affects the dynamical behavior of a model oscillatory reaction. We apply constant and stochastic time-delayed negative feedbacks to a point Field-Körös-Noyes photosensitive oscillator and compare their effects. Negative feedback is applied in the form of simulated inhibitory electromagnetic radiation with an intensity proportional to the concentration of oxidized light-sensitive catalyst in the oscillator. We first characterize the system under nondelayed inhibitory feedback; then we explore and compare the effects of constant (deterministic) versus stochastic time-delayed feedback. We find that the oscillatory amplitude, frequency, and waveform are essentially preserved when low-dispersion stochastic delayed feedback is used, whereas small but measurable changes appear when a large dispersion is applied.

Stochastic modeling of Lagrangian accelerations

NASA Astrophysics Data System (ADS)

Reynolds, Andy

2002-11-01

It is shown how Sawford's second-order Lagrangian stochastic model (Phys. Fluids A 3, 1577-1586, 1991) for fluid-particle accelerations can be combined with a model for the evolution of the dissipation rate (Pope and Chen, Phys. Fluids A 2, 1437-1449, 1990) to produce a Lagrangian stochastic model that is consistent with both the measured distribution of Lagrangian accelerations (La Porta et al., Nature 409, 1017-1019, 2001) and Kolmogorov's similarity theory. The later condition is found not to be satisfied when a constant dissipation rate is employed and consistency with prescribed acceleration statistics is enforced through fulfilment of a well-mixed condition.

Dynamical behavior of a stochastic SVIR epidemic model with vaccination

NASA Astrophysics Data System (ADS)

Zhang, Xinhong; Jiang, Daqing; Hayat, Tasawar; Ahmad, Bashir

2017-10-01

In this paper, we investigate the dynamical behavior of SVIR models in random environments. Firstly, we show that if R0s < 1, the disease of stochastic autonomous SVIR model will die out exponentially; if R˜0s > 1, the disease will be prevail. Moreover, this system admits a unique stationary distribution and it is ergodic when R˜0s > 1. Results show that environmental white noise is helpful for disease control. Secondly, we give sufficient conditions for the existence of nontrivial periodic solutions to stochastic SVIR model with periodic parameters. Finally, numerical simulations validate the analytical results.

Universality in stochastic exponential growth.

PubMed

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

2014-07-11

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

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

PubMed

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

2015-02-01

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

Universality in Stochastic Exponential Growth

NASA Astrophysics Data System (ADS)

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

2014-07-01

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

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

PubMed

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

2015-07-10

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

A Stochastic Differential Equation Model for the Spread of HIV amongst People Who Inject Drugs.

PubMed

Liang, Yanfeng; Greenhalgh, David; Mao, Xuerong

2016-01-01

We introduce stochasticity into the deterministic differential equation model for the spread of HIV amongst people who inject drugs (PWIDs) studied by Greenhalgh and Hay (1997). This was based on the original model constructed by Kaplan (1989) which analyses the behaviour of HIV/AIDS amongst a population of PWIDs. We derive a stochastic differential equation (SDE) for the fraction of PWIDs who are infected with HIV at time. The stochasticity is introduced using the well-known standard technique of parameter perturbation. We first prove that the resulting SDE for the fraction of infected PWIDs has a unique solution in (0, 1) provided that some infected PWIDs are initially present and next construct the conditions required for extinction and persistence. Furthermore, we show that there exists a stationary distribution for the persistence case. Simulations using realistic parameter values are then constructed to illustrate and support our theoretical results. Our results provide new insight into the spread of HIV amongst PWIDs. The results show that the introduction of stochastic noise into a model for the spread of HIV amongst PWIDs can cause the disease to die out in scenarios where deterministic models predict disease persistence.

Decoding of exon splicing patterns in the human RUNX1-RUNX1T1 fusion gene.

PubMed

Grinev, Vasily V; Migas, Alexandr A; Kirsanava, Aksana D; Mishkova, Olga A; Siomava, Natalia; Ramanouskaya, Tatiana V; Vaitsiankova, Alina V; Ilyushonak, Ilia M; Nazarov, Petr V; Vallar, Laurent; Aleinikova, Olga V

2015-11-01

The t(8;21) translocation is the most widespread genetic defect found in human acute myeloid leukemia. This translocation results in the RUNX1-RUNX1T1 fusion gene that produces a wide variety of alternative transcripts and influences the course of the disease. The rules of combinatorics and splicing of exons in the RUNX1-RUNX1T1 transcripts are not known. To address this issue, we developed an exon graph model of the fusion gene organization and evaluated its local exon combinatorics by the exon combinatorial index (ECI). Here we show that the local exon combinatorics of the RUNX1-RUNX1T1 gene follows a power-law behavior and (i) the vast majority of exons has a low ECI, (ii) only a small part is represented by "exons-hubs" of splicing with very high ECI values, and (iii) it is scale-free and very sensitive to targeted skipping of "exons-hubs". Stochasticity of the splicing machinery and preferred usage of exons in alternative splicing can explain such behavior of the system. Stochasticity may explain up to 12% of the ECI variance and results in a number of non-coding and unproductive transcripts that can be considered as a noise. Half-life of these transcripts is increased due to the deregulation of some key genes of the nonsense-mediated decay system in leukemia cells. On the other hand, preferred usage of exons may explain up to 75% of the ECI variability. Our analysis revealed a set of splicing-related cis-regulatory motifs that can explain "attractiveness" of exons in alternative splicing but only when they are considered together. Cis-regulatory motifs are guides for splicing trans-factors and we observed a leukemia-specific profile of expression of the splicing genes in t(8;21)-positive blasts. Altogether, our results show that alternative splicing of the RUNX1-RUNX1T1 transcripts follows strict rules and that the power-law component of the fusion gene organization confers a high flexibility to this process. Copyright © 2015 Elsevier Ltd. All rights reserved.

A study about the existence of the leverage effect in stochastic volatility models

NASA Astrophysics Data System (ADS)

Florescu, Ionuţ; Pãsãricã, Cristian Gabriel

2009-02-01

The empirical relationship between the return of an asset and the volatility of the asset has been well documented in the financial literature. Named the leverage effect or sometimes risk-premium effect, it is observed in real data that, when the return of the asset decreases, the volatility increases and vice versa. Consequently, it is important to demonstrate that any formulated model for the asset price is capable of generating this effect observed in practice. Furthermore, we need to understand the conditions on the parameters present in the model that guarantee the apparition of the leverage effect. In this paper we analyze two general specifications of stochastic volatility models and their capability of generating the perceived leverage effect. We derive conditions for the apparition of leverage effect in both of these stochastic volatility models. We exemplify using stochastic volatility models used in practice and we explicitly state the conditions for the existence of the leverage effect in these examples.

Modelling and simulating decision processes of linked lives: An approach based on concurrent processes and stochastic race.

PubMed

Warnke, Tom; Reinhardt, Oliver; Klabunde, Anna; Willekens, Frans; Uhrmacher, Adelinde M

2017-10-01

Individuals' decision processes play a central role in understanding modern migration phenomena and other demographic processes. Their integration into agent-based computational demography depends largely on suitable support by a modelling language. We are developing the Modelling Language for Linked Lives (ML3) to describe the diverse decision processes of linked lives succinctly in continuous time. The context of individuals is modelled by networks the individual is part of, such as family ties and other social networks. Central concepts, such as behaviour conditional on agent attributes, age-dependent behaviour, and stochastic waiting times, are tightly integrated in the language. Thereby, alternative decisions are modelled by concurrent processes that compete by stochastic race. Using a migration model, we demonstrate how this allows for compact description of complex decisions, here based on the Theory of Planned Behaviour. We describe the challenges for the simulation algorithm posed by stochastic race between multiple concurrent complex decisions.

Stochastic Spectral Descent for Discrete Graphical Models

DOE PAGES

Carlson, David; Hsieh, Ya-Ping; Collins, Edo; ...

2015-12-14

Interest in deep probabilistic graphical models has in-creased in recent years, due to their state-of-the-art performance on many machine learning applications. Such models are typically trained with the stochastic gradient method, which can take a significant number of iterations to converge. Since the computational cost of gradient estimation is prohibitive even for modestly sized models, training becomes slow and practically usable models are kept small. In this paper we propose a new, largely tuning-free algorithm to address this problem. Our approach derives novel majorization bounds based on the Schatten- norm. Intriguingly, the minimizers of these bounds can be interpreted asmore » gradient methods in a non-Euclidean space. We thus propose using a stochastic gradient method in non-Euclidean space. We both provide simple conditions under which our algorithm is guaranteed to converge, and demonstrate empirically that our algorithm leads to dramatically faster training and improved predictive ability compared to stochastic gradient descent for both directed and undirected graphical models.« less

Stochastic modeling of a serial killer

PubMed Central

Simkin, M.V.; Roychowdhury, V.P.

2014-01-01

We analyze the time pattern of the activity of a serial killer, who during twelve years had murdered 53 people. The plot of the cumulative number of murders as a function of time is of “Devil’s staircase” type. The distribution of the intervals between murders (step length) follows a power law with the exponent of 1.4. We propose a model according to which the serial killer commits murders when neuronal excitation in his brain exceeds certain threshold. We model this neural activity as a branching process, which in turn is approximated by a random walk. As the distribution of the random walk return times is a power law with the exponent 1.5, the distribution of the inter-murder intervals is thus explained. We illustrate analytical results by numerical simulation. Time pattern activity data from two other serial killers further substantiate our analysis. PMID:24721476

Stochastic modeling of a serial killer.

PubMed

Simkin, M V; Roychowdhury, V P

2014-08-21

We analyze the time pattern of the activity of a serial killer, who during 12 years had murdered 53 people. The plot of the cumulative number of murders as a function of time is of "Devil's staircase" type. The distribution of the intervals between murders (step length) follows a power law with the exponent of 1.4. We propose a model according to which the serial killer commits murders when neuronal excitation in his brain exceeds certain threshold. We model this neural activity as a branching process, which in turn is approximated by a random walk. As the distribution of the random walk return times is a power law with the exponent 1.5, the distribution of the inter-murder intervals is thus explained. We illustrate analytical results by numerical simulation. Time pattern activity data from two other serial killers further substantiate our analysis. Copyright © 2014 Elsevier Ltd. All rights reserved.

A novel model for the chaotic dynamics of superdiffusion

NASA Astrophysics Data System (ADS)

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

2009-04-01

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

Improving Fermi Orbit Determination and Prediction in an Uncertain Atmospheric Drag Environment

NASA Technical Reports Server (NTRS)

Vavrina, Matthew A.; Newman, Clark P.; Slojkowski, Steven E.; Carpenter, J. Russell

2014-01-01

Orbit determination and prediction of the Fermi Gamma-ray Space Telescope trajectory is strongly impacted by the unpredictability and variability of atmospheric density and the spacecraft's ballistic coefficient. Operationally, Global Positioning System point solutions are processed with an extended Kalman filter for orbit determination, and predictions are generated for conjunction assessment with secondary objects. When these predictions are compared to Joint Space Operations Center radar-based solutions, the close approach distance between the two predictions can greatly differ ahead of the conjunction. This work explores strategies for improving prediction accuracy and helps to explain the prediction disparities. Namely, a tuning analysis is performed to determine atmospheric drag modeling and filter parameters that can improve orbit determination as well as prediction accuracy. A 45% improvement in three-day prediction accuracy is realized by tuning the ballistic coefficient and atmospheric density stochastic models, measurement frequency, and other modeling and filter parameters.

Skin Stem Cell Hypotheses and Long Term Clone Survival – Explored Using Agent-based Modelling

PubMed Central

Li, X.; Upadhyay, A. K.; Bullock, A. J.; Dicolandrea, T.; Xu, J.; Binder, R. L.; Robinson, M. K.; Finlay, D. R.; Mills, K. J.; Bascom, C. C.; Kelling, C. K.; Isfort, R. J.; Haycock, J. W.; MacNeil, S.; Smallwood, R. H.

2013-01-01

Epithelial renewal in skin is achieved by the constant turnover and differentiation of keratinocytes. Three popular hypotheses have been proposed to explain basal keratinocyte regeneration and epidermal homeostasis: 1) asymmetric division (stem-transit amplifying cell); 2) populational asymmetry (progenitor cell with stochastic fate); and 3) populational asymmetry with stem cells. In this study, we investigated lineage dynamics using these hypotheses with a 3D agent-based model of the epidermis. The model simulated the growth and maintenance of the epidermis over three years. The offspring of each proliferative cell was traced. While all lineages were preserved in asymmetric division, the vast majority were lost when assuming populational asymmetry. The third hypothesis provided the most reliable mechanism for self-renewal by preserving genetic heterogeneity in quiescent stem cells, and also inherent mechanisms for skin ageing and the accumulation of genetic mutation. PMID:23712735

Skin stem cell hypotheses and long term clone survival--explored using agent-based modelling.

PubMed

Li, X; Upadhyay, A K; Bullock, A J; Dicolandrea, T; Xu, J; Binder, R L; Robinson, M K; Finlay, D R; Mills, K J; Bascom, C C; Kelling, C K; Isfort, R J; Haycock, J W; MacNeil, S; Smallwood, R H

2013-01-01

Epithelial renewal in skin is achieved by the constant turnover and differentiation of keratinocytes. Three popular hypotheses have been proposed to explain basal keratinocyte regeneration and epidermal homeostasis: 1) asymmetric division (stem-transit amplifying cell); 2) populational asymmetry (progenitor cell with stochastic fate); and 3) populational asymmetry with stem cells. In this study, we investigated lineage dynamics using these hypotheses with a 3D agent-based model of the epidermis. The model simulated the growth and maintenance of the epidermis over three years. The offspring of each proliferative cell was traced. While all lineages were preserved in asymmetric division, the vast majority were lost when assuming populational asymmetry. The third hypothesis provided the most reliable mechanism for self-renewal by preserving genetic heterogeneity in quiescent stem cells, and also inherent mechanisms for skin ageing and the accumulation of genetic mutation.

Noise focusing in neuronal tissues: Symmetry breaking and localization in excitable networks with quenched disorder

NASA Astrophysics Data System (ADS)

Orlandi, Javier G.; Casademunt, Jaume

2017-05-01

We introduce a coarse-grained stochastic model for the spontaneous activity of neuronal cultures to explain the phenomenon of noise focusing, which entails localization of the noise activity in excitable networks with metric correlations. The system is modeled as a continuum excitable medium with a state-dependent spatial coupling that accounts for the dynamics of synaptic connections. The most salient feature is the emergence at the mesoscale of a vector field V (r ) , which acts as an advective carrier of the noise. This entails an explicit symmetry breaking of isotropy and homogeneity that stems from the amplification of the quenched fluctuations of the network by the activity avalanches, concomitant with the excitable dynamics. We discuss the microscopic interpretation of V (r ) and propose an explicit construction of it. The coarse-grained model shows excellent agreement with simulations at the network level. The generic nature of the observed phenomena is discussed.

The evolution of social learning mechanisms and cultural phenomena in group foragers.

PubMed

van der Post, Daniel J; Franz, Mathias; Laland, Kevin N

2017-02-10

Advanced cognitive abilities are widely thought to underpin cultural traditions and cumulative cultural change. In contrast, recent simulation models have found that basic social influences on learning suffice to support both cultural phenomena. In the present study we test the predictions of these models in the context of skill learning, in a model with stochastic demographics, variable group sizes, and evolved parameter values, exploring the cultural ramifications of three different social learning mechanisms. Our results show that that simple forms of social learning such as local enhancement, can generate traditional differences in the context of skill learning. In contrast, we find cumulative cultural change is supported by observational learning, but not local or stimulus enhancement, which supports the idea that advanced cognitive abilities are important for generating this cultural phenomenon in the context of skill learning. Our results help to explain the observation that animal cultures are widespread, but cumulative cultural change might be rare.