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.

Förster resonance energy transfer, absorption and emission spectra in multichromophoric systems. III. Exact stochastic path integral evaluation.

PubMed

Moix, Jeremy M; Ma, Jian; Cao, Jianshu

2015-03-07

A numerically exact path integral treatment of the absorption and emission spectra of open quantum systems is presented that requires only the straightforward solution of a stochastic differential equation. The approach converges rapidly enabling the calculation of spectra of large excitonic systems across the complete range of system parameters and for arbitrary bath spectral densities. With the numerically exact absorption and emission operators, one can also immediately compute energy transfer rates using the multi-chromophoric Förster resonant energy transfer formalism. Benchmark calculations on the emission spectra of two level systems are presented demonstrating the efficacy of the stochastic approach. This is followed by calculations of the energy transfer rates between two weakly coupled dimer systems as a function of temperature and system-bath coupling strength. It is shown that the recently developed hybrid cumulant expansion (see Paper II) is the only perturbative method capable of generating uniformly reliable energy transfer rates and emission spectra across a broad range of system parameters.

Master equations and the theory of stochastic path integrals

NASA Astrophysics Data System (ADS)

Weber, Markus F.; Frey, Erwin

2017-04-01

This review provides a pedagogic and self-contained introduction to master equations and to their representation by path integrals. Since the 1930s, master equations have served as a fundamental tool to understand the role of fluctuations in complex biological, chemical, and physical systems. Despite their simple appearance, analyses of master equations most often rely on low-noise approximations such as the Kramers-Moyal or the system size expansion, or require ad-hoc closure schemes for the derivation of low-order moment equations. We focus on numerical and analytical methods going beyond the low-noise limit and provide a unified framework for the study of master equations. After deriving the forward and backward master equations from the Chapman-Kolmogorov equation, we show how the two master equations can be cast into either of four linear partial differential equations (PDEs). Three of these PDEs are discussed in detail. The first PDE governs the time evolution of a generalized probability generating function whose basis depends on the stochastic process under consideration. Spectral methods, WKB approximations, and a variational approach have been proposed for the analysis of the PDE. The second PDE is novel and is obeyed by a distribution that is marginalized over an initial state. It proves useful for the computation of mean extinction times. The third PDE describes the time evolution of a ‘generating functional’, which generalizes the so-called Poisson representation. Subsequently, the solutions of the PDEs are expressed in terms of two path integrals: a ‘forward’ and a ‘backward’ path integral. Combined with inverse transformations, one obtains two distinct path integral representations of the conditional probability distribution solving the master equations. We exemplify both path integrals in analysing elementary chemical reactions. Moreover, we show how a well-known path integral representation of averaged observables can be recovered from them. Upon expanding the forward and the backward path integrals around stationary paths, we then discuss and extend a recent method for the computation of rare event probabilities. Besides, we also derive path integral representations for processes with continuous state spaces whose forward and backward master equations admit Kramers-Moyal expansions. A truncation of the backward expansion at the level of a diffusion approximation recovers a classic path integral representation of the (backward) Fokker-Planck equation. One can rewrite this path integral in terms of an Onsager-Machlup function and, for purely diffusive Brownian motion, it simplifies to the path integral of Wiener. To make this review accessible to a broad community, we have used the language of probability theory rather than quantum (field) theory and do not assume any knowledge of the latter. The probabilistic structures underpinning various technical concepts, such as coherent states, the Doi-shift, and normal-ordered observables, are thereby made explicit.

Master equations and the theory of stochastic path integrals.

PubMed

Weber, Markus F; Frey, Erwin

2017-04-01

This review provides a pedagogic and self-contained introduction to master equations and to their representation by path integrals. Since the 1930s, master equations have served as a fundamental tool to understand the role of fluctuations in complex biological, chemical, and physical systems. Despite their simple appearance, analyses of master equations most often rely on low-noise approximations such as the Kramers-Moyal or the system size expansion, or require ad-hoc closure schemes for the derivation of low-order moment equations. We focus on numerical and analytical methods going beyond the low-noise limit and provide a unified framework for the study of master equations. After deriving the forward and backward master equations from the Chapman-Kolmogorov equation, we show how the two master equations can be cast into either of four linear partial differential equations (PDEs). Three of these PDEs are discussed in detail. The first PDE governs the time evolution of a generalized probability generating function whose basis depends on the stochastic process under consideration. Spectral methods, WKB approximations, and a variational approach have been proposed for the analysis of the PDE. The second PDE is novel and is obeyed by a distribution that is marginalized over an initial state. It proves useful for the computation of mean extinction times. The third PDE describes the time evolution of a 'generating functional', which generalizes the so-called Poisson representation. Subsequently, the solutions of the PDEs are expressed in terms of two path integrals: a 'forward' and a 'backward' path integral. Combined with inverse transformations, one obtains two distinct path integral representations of the conditional probability distribution solving the master equations. We exemplify both path integrals in analysing elementary chemical reactions. Moreover, we show how a well-known path integral representation of averaged observables can be recovered from them. Upon expanding the forward and the backward path integrals around stationary paths, we then discuss and extend a recent method for the computation of rare event probabilities. Besides, we also derive path integral representations for processes with continuous state spaces whose forward and backward master equations admit Kramers-Moyal expansions. A truncation of the backward expansion at the level of a diffusion approximation recovers a classic path integral representation of the (backward) Fokker-Planck equation. One can rewrite this path integral in terms of an Onsager-Machlup function and, for purely diffusive Brownian motion, it simplifies to the path integral of Wiener. To make this review accessible to a broad community, we have used the language of probability theory rather than quantum (field) theory and do not assume any knowledge of the latter. The probabilistic structures underpinning various technical concepts, such as coherent states, the Doi-shift, and normal-ordered observables, are thereby made explicit.

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

PubMed

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

2013-11-01

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

Noise-induced escape in an excitable system

NASA Astrophysics Data System (ADS)

Khovanov, I. A.; Polovinkin, A. V.; Luchinsky, D. G.; McClintock, P. V. E.

2013-03-01

We consider the stochastic dynamics of escape in an excitable system, the FitzHugh-Nagumo (FHN) neuronal model, for different classes of excitability. We discuss, first, the threshold structure of the FHN model as an example of a system without a saddle state. We then develop a nonlinear (nonlocal) stability approach based on the theory of large fluctuations, including a finite-noise correction, to describe noise-induced escape in the excitable regime. We show that the threshold structure is revealed via patterns of most probable (optimal) fluctuational paths. The approach allows us to estimate the escape rate and the exit location distribution. We compare the responses of a monostable resonator and monostable integrator to stochastic input signals and to a mixture of periodic and stochastic stimuli. Unlike the commonly used local analysis of the stable state, our nonlocal approach based on optimal paths yields results that are in good agreement with direct numerical simulations of the Langevin equation.

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

Stationary properties of maximum-entropy random walks.

PubMed

Dixit, Purushottam D

2015-10-01

Maximum-entropy (ME) inference of state probabilities using state-dependent constraints is popular in the study of complex systems. In stochastic systems, how state space topology and path-dependent constraints affect ME-inferred state probabilities remains unknown. To that end, we derive the transition probabilities and the stationary distribution of a maximum path entropy Markov process subject to state- and path-dependent constraints. A main finding is that the stationary distribution over states differs significantly from the Boltzmann distribution and reflects a competition between path multiplicity and imposed constraints. We illustrate our results with particle diffusion on a two-dimensional landscape. Connections with the path integral approach to diffusion are discussed.

Energy-optimal path planning in the coastal ocean

NASA Astrophysics Data System (ADS)

Subramani, Deepak N.; Haley, Patrick J.; Lermusiaux, Pierre F. J.

2017-05-01

We integrate data-driven ocean modeling with the stochastic Dynamically Orthogonal (DO) level-set optimization methodology to compute and study energy-optimal paths, speeds, and headings for ocean vehicles in the Middle-Atlantic Bight (MAB) region. We hindcast the energy-optimal paths from among exact time-optimal paths for the period 28 August 2006 to 9 September 2006. To do so, we first obtain a data-assimilative multiscale reanalysis, combining ocean observations with implicit two-way nested multiresolution primitive-equation simulations of the tidal-to-mesoscale dynamics in the region. Second, we solve the reduced-order stochastic DO level-set partial differential equations (PDEs) to compute the joint probability of minimum arrival time, vehicle-speed time series, and total energy utilized. Third, for each arrival time, we select the vehicle-speed time series that minimize the total energy utilization from the marginal probability of vehicle-speed and total energy. The corresponding energy-optimal path and headings are obtained through the exact particle-backtracking equation. Theoretically, the present methodology is PDE-based and provides fundamental energy-optimal predictions without heuristics. Computationally, it is 3-4 orders of magnitude faster than direct Monte Carlo methods. For the missions considered, we analyze the effects of the regional tidal currents, strong wind events, coastal jets, shelfbreak front, and other local circulations on the energy-optimal paths. Results showcase the opportunities for vehicles that intelligently utilize the ocean environment to minimize energy usage, rigorously integrating ocean forecasting with optimal control of autonomous vehicles.

From Constructive Field Theory to Fractional Stochastic Calculus. (II) Constructive Proof of Convergence for the Lévy Area of Fractional Brownian Motion with Hurst Index {{alpha} {in} ((1)/(8),(1)/(4))}

NASA Astrophysics Data System (ADS)

Magnen, Jacques; Unterberger, Jérémie

2012-03-01

{Let $B=(B_1(t),...,B_d(t))$ be a $d$-dimensional fractional Brownian motion with Hurst index $\\alpha<1/4$, or more generally a Gaussian process whose paths have the same local regularity. Defining properly iterated integrals of $B$ is a difficult task because of the low H\\"older regularity index of its paths. Yet rough path theory shows it is the key to the construction of a stochastic calculus with respect to $B$, or to solving differential equations driven by $B$. We intend to show in a series of papers how to desingularize iterated integrals by a weak, singular non-Gaussian perturbation of the Gaussian measure defined by a limit in law procedure. Convergence is proved by using "standard" tools of constructive field theory, in particular cluster expansions and renormalization. These powerful tools allow optimal estimates, and call for an extension of Gaussian tools such as for instance the Malliavin calculus. After a first introductory paper \\cite{MagUnt1}, this one concentrates on the details of the constructive proof of convergence for second-order iterated integrals, also known as L\\'evy area.

Feynman path integral application on deriving black-scholes diffusion equation for european option pricing

NASA Astrophysics Data System (ADS)

Utama, Briandhika; Purqon, Acep

2016-08-01

Path Integral is a method to transform a function from its initial condition to final condition through multiplying its initial condition with the transition probability function, known as propagator. At the early development, several studies focused to apply this method for solving problems only in Quantum Mechanics. Nevertheless, Path Integral could also apply to other subjects with some modifications in the propagator function. In this study, we investigate the application of Path Integral method in financial derivatives, stock options. Black-Scholes Model (Nobel 1997) was a beginning anchor in Option Pricing study. Though this model did not successfully predict option price perfectly, especially because its sensitivity for the major changing on market, Black-Scholes Model still is a legitimate equation in pricing an option. The derivation of Black-Scholes has a high difficulty level because it is a stochastic partial differential equation. Black-Scholes equation has a similar principle with Path Integral, where in Black-Scholes the share's initial price is transformed to its final price. The Black-Scholes propagator function then derived by introducing a modified Lagrange based on Black-Scholes equation. Furthermore, we study the correlation between path integral analytical solution and Monte-Carlo numeric solution to find the similarity between this two methods.

Path probability of stochastic motion: A functional approach

NASA Astrophysics Data System (ADS)

Hattori, Masayuki; Abe, Sumiyoshi

2016-06-01

The path probability of a particle undergoing stochastic motion is studied by the use of functional technique, and the general formula is derived for the path probability distribution functional. The probability of finding paths inside a tube/band, the center of which is stipulated by a given path, is analytically evaluated in a way analogous to continuous measurements in quantum mechanics. Then, the formalism developed here is applied to the stochastic dynamics of stock price in finance.

Path optimization method for the sign problem

NASA Astrophysics Data System (ADS)

Ohnishi, Akira; Mori, Yuto; Kashiwa, Kouji

2018-03-01

We propose a path optimization method (POM) to evade the sign problem in the Monte-Carlo calculations for complex actions. Among many approaches to the sign problem, the Lefschetz-thimble path-integral method and the complex Langevin method are promising and extensively discussed. In these methods, real field variables are complexified and the integration manifold is determined by the flow equations or stochastically sampled. When we have singular points of the action or multiple critical points near the original integral surface, however, we have a risk to encounter the residual and global sign problems or the singular drift term problem. One of the ways to avoid the singular points is to optimize the integration path which is designed not to hit the singular points of the Boltzmann weight. By specifying the one-dimensional integration-path as z = t +if(t)(f ɛ R) and by optimizing f(t) to enhance the average phase factor, we demonstrate that we can avoid the sign problem in a one-variable toy model for which the complex Langevin method is found to fail. In this proceedings, we propose POM and discuss how we can avoid the sign problem in a toy model. We also discuss the possibility to utilize the neural network to optimize the path.

Feynman-Kac formula for stochastic hybrid systems.

PubMed

Bressloff, Paul C

2017-01-01

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

Energy-optimal path planning by stochastic dynamically orthogonal level-set optimization

NASA Astrophysics Data System (ADS)

Subramani, Deepak N.; Lermusiaux, Pierre F. J.

2016-04-01

A stochastic optimization methodology is formulated for computing energy-optimal paths from among time-optimal paths of autonomous vehicles navigating in a dynamic flow field. Based on partial differential equations, the methodology rigorously leverages the level-set equation that governs time-optimal reachability fronts for a given relative vehicle-speed function. To set up the energy optimization, the relative vehicle-speed and headings are considered to be stochastic and new stochastic Dynamically Orthogonal (DO) level-set equations are derived. Their solution provides the distribution of time-optimal reachability fronts and corresponding distribution of time-optimal paths. An optimization is then performed on the vehicle's energy-time joint distribution to select the energy-optimal paths for each arrival time, among all stochastic time-optimal paths for that arrival time. Numerical schemes to solve the reduced stochastic DO level-set equations are obtained, and accuracy and efficiency considerations are discussed. These reduced equations are first shown to be efficient at solving the governing stochastic level-sets, in part by comparisons with direct Monte Carlo simulations. To validate the methodology and illustrate its accuracy, comparisons with semi-analytical energy-optimal path solutions are then completed. In particular, we consider the energy-optimal crossing of a canonical steady front and set up its semi-analytical solution using a energy-time nested nonlinear double-optimization scheme. We then showcase the inner workings and nuances of the energy-optimal path planning, considering different mission scenarios. Finally, we study and discuss results of energy-optimal missions in a wind-driven barotropic quasi-geostrophic double-gyre ocean circulation.

Simultaneous continuous measurement of non-commuting observables and correlation in qubit trajectories

NASA Astrophysics Data System (ADS)

Chantasri, Areeya; Jordan, Andrew

We consider the continuous quantum measurement of two or more non-commuting observables of a single qubit. Examples are presented for the measurement of two observables which can be mapped to two measurement axes on the Bloch sphere; a special case being the measurement along the X and Z bases. The qubit dynamics is described by the stochastic master equations which include the effect of decoherence and measurement inefficiencies. We investigate the qubit trajectories, their most likely paths, and their correlation functions using the stochastic path integral formalism. The correlation functions in qubit trajectories can be derived exactly for a special case and perturbatively for general cases. The theoretical predictions are compared with numerical simulations, as well as with trajectory data from the transmon superconducting qubit experiments.

A parallel time integrator for noisy nonlinear oscillatory systems

NASA Astrophysics Data System (ADS)

Subber, Waad; Sarkar, Abhijit

2018-06-01

In this paper, we adapt a parallel time integration scheme to track the trajectories of noisy non-linear dynamical systems. Specifically, we formulate a parallel algorithm to generate the sample path of nonlinear oscillator defined by stochastic differential equations (SDEs) using the so-called parareal method for ordinary differential equations (ODEs). The presence of Wiener process in SDEs causes difficulties in the direct application of any numerical integration techniques of ODEs including the parareal algorithm. The parallel implementation of the algorithm involves two SDEs solvers, namely a fine-level scheme to integrate the system in parallel and a coarse-level scheme to generate and correct the required initial conditions to start the fine-level integrators. For the numerical illustration, a randomly excited Duffing oscillator is investigated in order to study the performance of the stochastic parallel algorithm with respect to a range of system parameters. The distributed implementation of the algorithm exploits Massage Passing Interface (MPI).

An accurate European option pricing model under Fractional Stable Process based on Feynman Path Integral

NASA Astrophysics Data System (ADS)

Ma, Chao; Ma, Qinghua; Yao, Haixiang; Hou, Tiancheng

2018-03-01

In this paper, we propose to use the Fractional Stable Process (FSP) for option pricing. The FSP is one of the few candidates to directly model a number of desired empirical properties of asset price risk neutral dynamics. However, pricing the vanilla European option under FSP is difficult and problematic. In the paper, built upon the developed Feynman Path Integral inspired techniques, we present a novel computational model for option pricing, i.e. the Fractional Stable Process Path Integral (FSPPI) model under a general fractional stable distribution that tackles this problem. Numerical and empirical experiments show that the proposed pricing model provides a correction of the Black-Scholes pricing error - overpricing long term options, underpricing short term options; overpricing out-of-the-money options, underpricing in-the-money options without any additional structures such as stochastic volatility and a jump process.

Treatment of constraints in the stochastic quantization method and covariantized Langevin equation

NASA Astrophysics Data System (ADS)

Ikegami, Kenji; Kimura, Tadahiko; Mochizuki, Riuji

1993-04-01

We study the treatment of the constraints in the stochastic quantization method. We improve the treatment of the stochastic consistency condition proposed by Namiki et al. by suitably taking into account the Ito calculus. Then we obtain an improved Langevi equation and the Fokker-Planck equation which naturally leads to the correct path integral quantization of the constrained system as the stochastic equilibrium state. This treatment is applied to an O( N) non-linear α model and it is shown that singular terms appearing in the improved Langevin equation cancel out the σ n(O) divergences in one loop order. We also ascertain that the above Langevin equation, rewritten in terms of idependent variables, is actually equivalent to the one in the general-coordinate transformation covariant and vielbein-rotation invariant formalish.

Quantum Finance

NASA Astrophysics Data System (ADS)

Baaquie, Belal E.

2007-09-01

Foreword; Preface; Acknowledgements; 1. Synopsis; Part I. Fundamental Concepts of Finance: 2. Introduction to finance; 3. Derivative securities; Part II. Systems with Finite Number of Degrees of Freedom: 4. Hamiltonians and stock options; 5. Path integrals and stock options; 6. Stochastic interest rates' Hamiltonians and path integrals; Part III. Quantum Field Theory of Interest Rates Models: 7. Quantum field theory of forward interest rates; 8. Empirical forward interest rates and field theory models; 9. Field theory of Treasury Bonds' derivatives and hedging; 10. Field theory Hamiltonian of forward interest rates; 11. Conclusions; Appendix A: mathematical background; Brief glossary of financial terms; Brief glossary of physics terms; List of main symbols; References; Index.

Derivation of exact master equation with stochastic description: dissipative harmonic oscillator.

PubMed

Li, Haifeng; Shao, Jiushu; Wang, Shikuan

2011-11-01

A systematic procedure for deriving the master equation of a dissipative system is reported in the framework of stochastic description. For the Caldeira-Leggett model of the harmonic-oscillator bath, a detailed and elementary derivation of the bath-induced stochastic field is presented. The dynamics of the system is thereby fully described by a stochastic differential equation, and the desired master equation would be acquired with statistical averaging. It is shown that the existence of a closed-form master equation depends on the specificity of the system as well as the feature of the dissipation characterized by the spectral density function. For a dissipative harmonic oscillator it is observed that the correlation between the stochastic field due to the bath and the system can be decoupled, and the master equation naturally results. Such an equation possesses the Lindblad form in which time-dependent coefficients are determined by a set of integral equations. It is proved that the obtained master equation is equivalent to the well-known Hu-Paz-Zhang equation based on the path-integral technique. The procedure is also used to obtain the master equation of a dissipative harmonic oscillator in time-dependent fields.

Effective long wavelength scalar dynamics in de Sitter

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

Moss, Ian; Rigopoulos, Gerasimos, E-mail: ian.moss@newcastle.ac.uk, E-mail: gerasimos.rigopoulos@ncl.ac.uk

We discuss the effective infrared theory governing a light scalar's long wavelength dynamics in de Sitter spacetime. We show how the separation of scales around the physical curvature radius k / a ∼ H can be performed consistently with a window function and how short wavelengths can be integrated out in the Schwinger-Keldysh path integral formalism. At leading order, and for time scales Δ t >> H {sup −1}, this results in the well-known Starobinsky stochastic evolution. However, our approach allows for the computation of quantum UV corrections, generating an effective potential on which the stochastic dynamics takes place. Themore » long wavelength stochastic dynamical equations are now second order in time, incorporating temporal scales Δ t ∼ H {sup −1} and resulting in a Kramers equation for the probability distribution—more precisely the Wigner function—in contrast to the more usual Fokker-Planck equation. This feature allows us to non-perturbatively evaluate, within the stochastic formalism, not only expectation values of field correlators, but also the stress-energy tensor of φ.« less

Path-integral formalism for stochastic resetting: Exactly solved examples and shortcuts to confinement

NASA Astrophysics Data System (ADS)

Roldán, Édgar; Gupta, Shamik

2017-08-01

We study the dynamics of overdamped Brownian particles diffusing in conservative force fields and undergoing stochastic resetting to a given location at a generic space-dependent rate of resetting. We present a systematic approach involving path integrals and elements of renewal theory that allows us to derive analytical expressions for a variety of statistics of the dynamics such as (i) the propagator prior to first reset, (ii) the distribution of the first-reset time, and (iii) the spatial distribution of the particle at long times. We apply our approach to several representative and hitherto unexplored examples of resetting dynamics. A particularly interesting example for which we find analytical expressions for the statistics of resetting is that of a Brownian particle trapped in a harmonic potential with a rate of resetting that depends on the instantaneous energy of the particle. We find that using energy-dependent resetting processes is more effective in achieving spatial confinement of Brownian particles on a faster time scale than performing quenches of parameters of the harmonic potential.

A Discrete Probability Function Method for the Equation of Radiative Transfer

NASA Technical Reports Server (NTRS)

Sivathanu, Y. R.; Gore, J. P.

1993-01-01

A discrete probability function (DPF) method for the equation of radiative transfer is derived. The DPF is defined as the integral of the probability density function (PDF) over a discrete interval. The derivation allows the evaluation of the PDF of intensities leaving desired radiation paths including turbulence-radiation interactions without the use of computer intensive stochastic methods. The DPF method has a distinct advantage over conventional PDF methods since the creation of a partial differential equation from the equation of transfer is avoided. Further, convergence of all moments of intensity is guaranteed at the basic level of simulation unlike the stochastic method where the number of realizations for convergence of higher order moments increases rapidly. The DPF method is described for a representative path with approximately integral-length scale-sized spatial discretization. The results show good agreement with measurements in a propylene/air flame except for the effects of intermittency resulting from highly correlated realizations. The method can be extended to the treatment of spatial correlations as described in the Appendix. However, information regarding spatial correlations in turbulent flames is needed prior to the execution of this extension.

Edgeworth expansions of stochastic trading time

NASA Astrophysics Data System (ADS)

Decamps, Marc; De Schepper, Ann

2010-08-01

Under most local and stochastic volatility models the underlying forward is assumed to be a positive function of a time-changed Brownian motion. It relates nicely the implied volatility smile to the so-called activity rate in the market. Following Young and DeWitt-Morette (1986) [8], we propose to apply the Duru-Kleinert process-cum-time transformation in path integral to formulate the transition density of the forward. The method leads to asymptotic expansions of the transition density around a Gaussian kernel corresponding to the average activity in the market conditional on the forward value. The approximation is numerically illustrated for pricing vanilla options under the CEV model and the popular normal SABR model. The asymptotics can also be used for Monte Carlo simulations or backward integration schemes.

Structural factoring approach for analyzing stochastic networks

NASA Technical Reports Server (NTRS)

Hayhurst, Kelly J.; Shier, Douglas R.

1991-01-01

The problem of finding the distribution of the shortest path length through a stochastic network is investigated. A general algorithm for determining the exact distribution of the shortest path length is developed based on the concept of conditional factoring, in which a directed, stochastic network is decomposed into an equivalent set of smaller, generally less complex subnetworks. Several network constructs are identified and exploited to reduce significantly the computational effort required to solve a network problem relative to complete enumeration. This algorithm can be applied to two important classes of stochastic path problems: determining the critical path distribution for acyclic networks and the exact two-terminal reliability for probabilistic networks. Computational experience with the algorithm was encouraging and allowed the exact solution of networks that have been previously analyzed only by approximation techniques.

Hierarchy of forward-backward stochastic Schrödinger equation

NASA Astrophysics Data System (ADS)

Ke, Yaling; Zhao, Yi

2016-07-01

Driven by the impetus to simulate quantum dynamics in photosynthetic complexes or even larger molecular aggregates, we have established a hierarchy of forward-backward stochastic Schrödinger equation in the light of stochastic unravelling of the symmetric part of the influence functional in the path-integral formalism of reduced density operator. The method is numerically exact and is suited for Debye-Drude spectral density, Ohmic spectral density with an algebraic or exponential cutoff, as well as discrete vibrational modes. The power of this method is verified by performing the calculations of time-dependent population differences in the valuable spin-boson model from zero to high temperatures. By simulating excitation energy transfer dynamics of the realistic full FMO trimer, some important features are revealed.

Stochastic Cell Fate Progression in Embryonic Stem Cells

NASA Astrophysics Data System (ADS)

Zou, Ling-Nan; Doyle, Adele; Jang, Sumin; Ramanathan, Sharad

2013-03-01

Studies on the directed differentiation of embryonic stem (ES) cells suggest that some early developmental decisions may be stochastic in nature. To identify the sources of this stochasticity, we analyzed the heterogeneous expression of key transcription factors in single ES cells as they adopt distinct germ layer fates. We find that under sufficiently stringent signaling conditions, the choice of lineage is unambiguous. ES cells flow into differentiated fates via diverging paths, defined by sequences of transitional states that exhibit characteristic co-expression of multiple transcription factors. These transitional states have distinct responses to morphogenic stimuli; by sequential exposure to multiple signaling conditions, ES cells are steered towards specific fates. However, the rate at which cells travel down a developmental path is stochastic: cells exposed to the same signaling condition for the same amount of time can populate different states along the same path. The heterogeneity of cell states seen in our experiments therefore does not reflect the stochastic selection of germ layer fates, but the stochastic rate of progression along a chosen developmental path. Supported in part by the Jane Coffin Childs Fund

Accurate Exchange-Correlation Energies for the Warm Dense Electron Gas.

PubMed

Malone, Fionn D; Blunt, N S; Brown, Ethan W; Lee, D K K; Spencer, J S; Foulkes, W M C; Shepherd, James J

2016-09-09

The density matrix quantum Monte Carlo (DMQMC) method is used to sample exact-on-average N-body density matrices for uniform electron gas systems of up to 10^{124} matrix elements via a stochastic solution of the Bloch equation. The results of these calculations resolve a current debate over the accuracy of the data used to parametrize finite-temperature density functionals. Exchange-correlation energies calculated using the real-space restricted path-integral formalism and the k-space configuration path-integral formalism disagree by up to ∼10% at certain reduced temperatures T/T_{F}≤0.5 and densities r_{s}≤1. Our calculations confirm the accuracy of the configuration path-integral Monte Carlo results available at high density and bridge the gap to lower densities, providing trustworthy data in the regime typical of planetary interiors and solids subject to laser irradiation. We demonstrate that the DMQMC method can calculate free energies directly and present exact free energies for T/T_{F}≥1 and r_{s}≤2.

Unified picture of strong-coupling stochastic thermodynamics and time reversals

NASA Astrophysics Data System (ADS)

Aurell, Erik

2018-04-01

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

Minimum Action Path Theory Reveals the Details of Stochastic Transitions Out of Oscillatory States

NASA Astrophysics Data System (ADS)

de la Cruz, Roberto; Perez-Carrasco, Ruben; Guerrero, Pilar; Alarcon, Tomas; Page, Karen M.

2018-03-01

Cell state determination is the outcome of intrinsically stochastic biochemical reactions. Transitions between such states are studied as noise-driven escape problems in the chemical species space. Escape can occur via multiple possible multidimensional paths, with probabilities depending nonlocally on the noise. Here we characterize the escape from an oscillatory biochemical state by minimizing the Freidlin-Wentzell action, deriving from it the stochastic spiral exit path from the limit cycle. We also use the minimized action to infer the escape time probability density function.

Minimum Action Path Theory Reveals the Details of Stochastic Transitions Out of Oscillatory States.

PubMed

de la Cruz, Roberto; Perez-Carrasco, Ruben; Guerrero, Pilar; Alarcon, Tomas; Page, Karen M

2018-03-23

Cell state determination is the outcome of intrinsically stochastic biochemical reactions. Transitions between such states are studied as noise-driven escape problems in the chemical species space. Escape can occur via multiple possible multidimensional paths, with probabilities depending nonlocally on the noise. Here we characterize the escape from an oscillatory biochemical state by minimizing the Freidlin-Wentzell action, deriving from it the stochastic spiral exit path from the limit cycle. We also use the minimized action to infer the escape time probability density function.

Design Tool Using a New Optimization Method Based on a Stochastic Process

NASA Astrophysics Data System (ADS)

Yoshida, Hiroaki; Yamaguchi, Katsuhito; Ishikawa, Yoshio

Conventional optimization methods are based on a deterministic approach since their purpose is to find out an exact solution. However, such methods have initial condition dependence and the risk of falling into local solution. In this paper, we propose a new optimization method based on the concept of path integrals used in quantum mechanics. The method obtains a solution as an expected value (stochastic average) using a stochastic process. The advantages of this method are that it is not affected by initial conditions and does not require techniques based on experiences. We applied the new optimization method to a hang glider design. In this problem, both the hang glider design and its flight trajectory were optimized. The numerical calculation results prove that performance of the method is sufficient for practical use.

Spreading paths in partially observed social networks

NASA Astrophysics Data System (ADS)

Onnela, Jukka-Pekka; Christakis, Nicholas A.

2012-03-01

Understanding how and how far information, behaviors, or pathogens spread in social networks is an important problem, having implications for both predicting the size of epidemics, as well as for planning effective interventions. There are, however, two main challenges for inferring spreading paths in real-world networks. One is the practical difficulty of observing a dynamic process on a network, and the other is the typical constraint of only partially observing a network. Using static, structurally realistic social networks as platforms for simulations, we juxtapose three distinct paths: (1) the stochastic path taken by a simulated spreading process from source to target; (2) the topologically shortest path in the fully observed network, and hence the single most likely stochastic path, between the two nodes; and (3) the topologically shortest path in a partially observed network. In a sampled network, how closely does the partially observed shortest path (3) emulate the unobserved spreading path (1)? Although partial observation inflates the length of the shortest path, the stochastic nature of the spreading process also frequently derails the dynamic path from the shortest path. We find that the partially observed shortest path does not necessarily give an inflated estimate of the length of the process path; in fact, partial observation may, counterintuitively, make the path seem shorter than it actually is.

Spreading paths in partially observed social networks.

PubMed

Onnela, Jukka-Pekka; Christakis, Nicholas A

2012-03-01

Understanding how and how far information, behaviors, or pathogens spread in social networks is an important problem, having implications for both predicting the size of epidemics, as well as for planning effective interventions. There are, however, two main challenges for inferring spreading paths in real-world networks. One is the practical difficulty of observing a dynamic process on a network, and the other is the typical constraint of only partially observing a network. Using static, structurally realistic social networks as platforms for simulations, we juxtapose three distinct paths: (1) the stochastic path taken by a simulated spreading process from source to target; (2) the topologically shortest path in the fully observed network, and hence the single most likely stochastic path, between the two nodes; and (3) the topologically shortest path in a partially observed network. In a sampled network, how closely does the partially observed shortest path (3) emulate the unobserved spreading path (1)? Although partial observation inflates the length of the shortest path, the stochastic nature of the spreading process also frequently derails the dynamic path from the shortest path. We find that the partially observed shortest path does not necessarily give an inflated estimate of the length of the process path; in fact, partial observation may, counterintuitively, make the path seem shorter than it actually is.

Stochastic flux freezing and magnetic dynamo.

PubMed

Eyink, Gregory L

2011-05-01

Magnetic flux conservation in turbulent plasmas at high magnetic Reynolds numbers is argued neither to hold in the conventional sense nor to be entirely broken, but instead to be valid in a statistical sense associated to the "spontaneous stochasticity" of Lagrangian particle trajectories. The latter phenomenon is due to the explosive separation of particles undergoing turbulent Richardson diffusion, which leads to a breakdown of Laplacian determinism for classical dynamics. Empirical evidence is presented for spontaneous stochasticity, including numerical results. A Lagrangian path-integral approach is then exploited to establish stochastic flux freezing for resistive hydromagnetic equations and to argue, based on the properties of Richardson diffusion, that flux conservation must remain stochastic at infinite magnetic Reynolds number. An important application of these results is the kinematic, fluctuation dynamo in nonhelical, incompressible turbulence at magnetic Prandtl number (Pr(m)) equal to unity. Numerical results on the Lagrangian dynamo mechanisms by a stochastic particle method demonstrate a strong similarity between the Pr(m)=1 and 0 dynamos. Stochasticity of field-line motion is an essential ingredient of both. Finally, some consequences for nonlinear magnetohydrodynamic turbulence, dynamo, and reconnection are briefly considered. © 2011 American Physical Society

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

Song, Kai; Song, Linze; Shi, Qiang, E-mail: qshi@iccas.ac.cn

Based on the path integral approach, we derive a new realization of the exact non-Markovian stochastic Schrödinger equation (SSE). The main difference from the previous non-Markovian quantum state diffusion (NMQSD) method is that the complex Gaussian stochastic process used for the forward propagation of the wave function is correlated, which may be used to reduce the amplitude of the non-Markovian memory term at high temperatures. The new SSE is then written into the recently developed hierarchy of pure states scheme, in a form that is more closely related to the hierarchical equation of motion approach. Numerical simulations are then performedmore » to demonstrate the efficiency of the new method.« less

Stochastic Evolutionary Algorithms for Planning Robot Paths

NASA Technical Reports Server (NTRS)

Fink, Wolfgang; Aghazarian, Hrand; Huntsberger, Terrance; Terrile, Richard

2006-01-01

A computer program implements stochastic evolutionary algorithms for planning and optimizing collision-free paths for robots and their jointed limbs. Stochastic evolutionary algorithms can be made to produce acceptably close approximations to exact, optimal solutions for path-planning problems while often demanding much less computation than do exhaustive-search and deterministic inverse-kinematics algorithms that have been used previously for this purpose. Hence, the present software is better suited for application aboard robots having limited computing capabilities (see figure). The stochastic aspect lies in the use of simulated annealing to (1) prevent trapping of an optimization algorithm in local minima of an energy-like error measure by which the fitness of a trial solution is evaluated while (2) ensuring that the entire multidimensional configuration and parameter space of the path-planning problem is sampled efficiently with respect to both robot joint angles and computation time. Simulated annealing is an established technique for avoiding local minima in multidimensional optimization problems, but has not, until now, been applied to planning collision-free robot paths by use of low-power computers.

Moment Lyapunov Exponent and Stochastic Stability of Binary Airfoil under Combined Harmonic and Non-Gaussian Colored Noise Excitations

NASA Astrophysics Data System (ADS)

Hu, D. L.; Liu, X. B.

Both periodic loading and random forces commonly co-exist in real engineering applications. However, the dynamic behavior, especially dynamic stability of systems under parametric periodic and random excitations has been reported little in the literature. In this study, the moment Lyapunov exponent and stochastic stability of binary airfoil under combined harmonic and non-Gaussian colored noise excitations are investigated. The noise is simplified to an Ornstein-Uhlenbeck process by applying the path-integral method. Via the singular perturbation method, the second-order expansions of the moment Lyapunov exponent are obtained, which agree well with the results obtained by the Monte Carlo simulation. Finally, the effects of the noise and parametric resonance (such as subharmonic resonance and combination additive resonance) on the stochastic stability of the binary airfoil system are discussed.

The Tool for Designing Engineering Systems Using a New Optimization Method Based on a Stochastic Process

NASA Astrophysics Data System (ADS)

Yoshida, Hiroaki; Yamaguchi, Katsuhito; Ishikawa, Yoshio

The conventional optimization methods were based on a deterministic approach, since their purpose is to find out an exact solution. However, these methods have initial condition dependence and risk of falling into local solution. In this paper, we propose a new optimization method based on a concept of path integral method used in quantum mechanics. The method obtains a solutions as an expected value (stochastic average) using a stochastic process. The advantages of this method are not to be affected by initial conditions and not to need techniques based on experiences. We applied the new optimization method to a design of the hang glider. In this problem, not only the hang glider design but also its flight trajectory were optimized. The numerical calculation results showed that the method has a sufficient performance.

Online POMDP Algorithms for Very Large Observation Spaces

DTIC Science & Technology

2017-06-06

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

Life-space foam: A medium for motivational and cognitive dynamics

NASA Astrophysics Data System (ADS)

Ivancevic, Vladimir; Aidman, Eugene

2007-08-01

General stochastic dynamics, developed in a framework of Feynman path integrals, have been applied to Lewinian field-theoretic psychodynamics [K. Lewin, Field Theory in Social Science, University of Chicago Press, Chicago, 1951; K. Lewin, Resolving Social Conflicts, and, Field Theory in Social Science, American Psychological Association, Washington, 1997; M. Gold, A Kurt Lewin Reader, the Complete Social Scientist, American Psychological Association, Washington, 1999], resulting in the development of a new concept of life-space foam (LSF) as a natural medium for motivational and cognitive psychodynamics. According to LSF formalisms, the classic Lewinian life space can be macroscopically represented as a smooth manifold with steady force fields and behavioral paths, while at the microscopic level it is more realistically represented as a collection of wildly fluctuating force fields, (loco)motion paths and local geometries (and topologies with holes). A set of least-action principles is used to model the smoothness of global, macro-level LSF paths, fields and geometry. To model the corresponding local, micro-level LSF structures, an adaptive path integral is used, defining a multi-phase and multi-path (multi-field and multi-geometry) transition process from intention to goal-driven action. Application examples of this new approach include (but are not limited to) information processing, motivational fatigue, learning, memory and decision making.

The extent to which path-integral models account for evanescent (tunneling) and complex (near-field) waves

NASA Astrophysics Data System (ADS)

Ranfagni, Anedio; Mugnai, Daniela; Cacciari, Ilaria

2018-05-01

The usefulness of a stochastic approach in determining time scales in tunneling processes (mainly, but not only, in the microwave range) is reconsidered and compared with a different approach to these kinds of processes, based on Feynman's transition elements. This latter method is found to be particularly suitable for interpreting situations in the near field, as results from some experimental cases considered here.

An extension of stochastic hierarchy equations of motion for the equilibrium correlation functions

NASA Astrophysics Data System (ADS)

Ke, Yaling; Zhao, Yi

2017-06-01

A traditional stochastic hierarchy equations of motion method is extended into the correlated real-time and imaginary-time propagations, in this paper, for its applications in calculating the equilibrium correlation functions. The central idea is based on a combined employment of stochastic unravelling and hierarchical techniques for the temperature-dependent and temperature-free parts of the influence functional, respectively, in the path integral formalism of the open quantum systems coupled to a harmonic bath. The feasibility and validity of the proposed method are justified in the emission spectra of homodimer compared to those obtained through the deterministic hierarchy equations of motion. Besides, it is interesting to find that the complex noises generated from a small portion of real-time and imaginary-time cross terms can be safely dropped to produce the stable and accurate position and flux correlation functions in a broad parameter regime.

Adiabatic coarse-graining and simulations of stochastic biochemical networks

PubMed Central

Sinitsyn, N. A.; Hengartner, Nicolas; Nemenman, Ilya

2009-01-01

We propose a universal approach for analysis and fast simulations of stiff stochastic biochemical networks, which rests on elimination of fast chemical species without a loss of information about mesoscopic, non-Poissonian fluctuations of the slow ones. Our approach is similar to the Born–Oppenheimer approximation in quantum mechanics and follows from the stochastic path integral representation of the cumulant generating function of reaction events. In applications with a small number of chemical reactions, it produces analytical expressions for cumulants of chemical fluxes between the slow variables. This allows for a low-dimensional, interpretable representation and can be used for high-accuracy, low-complexity coarse-grained numerical simulations. As an example, we derive the coarse-grained description for a chain of biochemical reactions and show that the coarse-grained and the microscopic simulations agree, but the former is 3 orders of magnitude faster. PMID:19525397

A novel integrated approach for path following and directional stability control of road vehicles after a tire blow-out

NASA Astrophysics Data System (ADS)

Wang, Fei; Chen, Hong; Guo, Konghui; Cao, Dongpu

2017-09-01

The path following and directional stability are two crucial problems when a road vehicle experiences a tire blow-out or sudden tire failure. Considering the requirement of rapid road vehicle motion control during a tire blow-out, this article proposes a novel linearized decoupling control procedure with three design steps for a class of second order multi-input-multi-output non-affine system. The evaluating indicators for controller performance are presented and a performance related control parameter distribution map is obtained based on the stochastic algorithm which is an innovation for non-blind parameter adjustment in engineering implementation. The analysis on the robustness of the proposed integrated controller is also performed. The simulation studies for a range of driving conditions are conducted, to demonstrate the effectiveness of the proposed controller.

Stochastic Models for Laser Propagation in Atmospheric Turbulence.

NASA Astrophysics Data System (ADS)

Leland, Robert Patton

In this dissertation, stochastic models for laser propagation in atmospheric turbulence are considered. A review of the existing literature on laser propagation in the atmosphere and white noise theory is presented, with a view toward relating the white noise integral and Ito integral approaches. The laser beam intensity is considered as the solution to a random Schroedinger equation, or forward scattering equation. This model is formulated in a Hilbert space context as an abstract bilinear system with a multiplicative white noise input, as in the literature. The model is also modeled in the Banach space of Fresnel class functions to allow the plane wave case and the application of path integrals. Approximate solutions to the Schroedinger equation of the Trotter-Kato product form are shown to converge for each white noise sample path. The product forms are shown to be physical random variables, allowing an Ito integral representation. The corresponding Ito integrals are shown to converge in mean square, providing a white noise basis for the Stratonovich correction term associated with this equation. Product form solutions for Ornstein -Uhlenbeck process inputs were shown to converge in mean square as the input bandwidth was expanded. A digital simulation of laser propagation in strong turbulence was used to study properties of the beam. Empirical distributions for the irradiance function were estimated from simulated data, and the log-normal and Rice-Nakagami distributions predicted by the classical perturbation methods were seen to be inadequate. A gamma distribution fit the simulated irradiance distribution well in the vicinity of the boresight. Statistics of the beam were seen to converge rapidly as the bandwidth of an Ornstein-Uhlenbeck process was expanded to its white noise limit. Individual trajectories of the beam were presented to illustrate the distortion and bending of the beam due to turbulence. Feynman path integrals were used to calculate an approximate expression for the mean of the beam intensity without using the Markov, or white noise, assumption, and to relate local variations in the turbulence field to the behavior of the beam by means of two approximations.

Time step rescaling recovers continuous-time dynamical properties for discrete-time Langevin integration of nonequilibrium systems.

PubMed

Sivak, David A; Chodera, John D; Crooks, Gavin E

2014-06-19

When simulating molecular systems using deterministic equations of motion (e.g., Newtonian dynamics), such equations are generally numerically integrated according to a well-developed set of algorithms that share commonly agreed-upon desirable properties. However, for stochastic equations of motion (e.g., Langevin dynamics), there is still broad disagreement over which integration algorithms are most appropriate. While multiple desiderata have been proposed throughout the literature, consensus on which criteria are important is absent, and no published integration scheme satisfies all desiderata simultaneously. Additional nontrivial complications stem from simulating systems driven out of equilibrium using existing stochastic integration schemes in conjunction with recently developed nonequilibrium fluctuation theorems. Here, we examine a family of discrete time integration schemes for Langevin dynamics, assessing how each member satisfies a variety of desiderata that have been enumerated in prior efforts to construct suitable Langevin integrators. We show that the incorporation of a novel time step rescaling in the deterministic updates of position and velocity can correct a number of dynamical defects in these integrators. Finally, we identify a particular splitting (related to the velocity Verlet discretization) that has essentially universally appropriate properties for the simulation of Langevin dynamics for molecular systems in equilibrium, nonequilibrium, and path sampling contexts.

A global solution to the Schrödinger equation: From Henstock to Feynman

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

Nathanson, Ekaterina S., E-mail: enathanson@ggc.edu; Jørgensen, Palle E. T., E-mail: palle-jorgensen@uiowa.edu

2015-09-15

One of the key elements of Feynman’s formulation of non-relativistic quantum mechanics is a so-called Feynman path integral. It plays an important role in the theory, but it appears as a postulate based on intuition, rather than a well-defined object. All previous attempts to supply Feynman’s theory with rigorous mathematics underpinning, based on the physical requirements, have not been satisfactory. The difficulty comes from the need to define a measure on the infinite dimensional space of paths and to create an integral that would possess all of the properties requested by Feynman. In the present paper, we consider a newmore » approach to defining the Feynman path integral, based on the theory developed by Muldowney [A Modern Theory of Random Variable: With Applications in Stochastic Calcolus, Financial Mathematics, and Feynman Integration (John Wiley & Sons, Inc., New Jersey, 2012)]. Muldowney uses the Henstock integration technique and deals with non-absolute integrability of the Fresnel integrals, in order to obtain a representation of the Feynman path integral as a functional. This approach offers a mathematically rigorous definition supporting Feynman’s intuitive derivations. But in his work, Muldowney gives only local in space-time solutions. A physical solution to the non-relativistic Schrödinger equation must be global, and it must be given in the form of a unitary one-parameter group in L{sup 2}(ℝ{sup n}). The purpose of this paper is to show that a system of one-dimensional local Muldowney’s solutions may be extended to yield a global solution. Moreover, the global extension can be represented by a unitary one-parameter group acting in L{sup 2}(ℝ{sup n})« less

The most likely voltage path and large deviations approximations for integrate-and-fire neurons.

PubMed

Paninski, Liam

2006-08-01

We develop theory and numerical methods for computing the most likely subthreshold voltage path of a noisy integrate-and-fire (IF) neuron, given observations of the neuron's superthreshold spiking activity. This optimal voltage path satisfies a second-order ordinary differential (Euler-Lagrange) equation which may be solved analytically in a number of special cases, and which may be solved numerically in general via a simple "shooting" algorithm. Our results are applicable for both linear and nonlinear subthreshold dynamics, and in certain cases may be extended to correlated subthreshold noise sources. We also show how this optimal voltage may be used to obtain approximations to (1) the likelihood that an IF cell with a given set of parameters was responsible for the observed spike train; and (2) the instantaneous firing rate and interspike interval distribution of a given noisy IF cell. The latter probability approximations are based on the classical Freidlin-Wentzell theory of large deviations principles for stochastic differential equations. We close by comparing this most likely voltage path to the true observed subthreshold voltage trace in a case when intracellular voltage recordings are available in vitro.

Reflected stochastic differential equation models for constrained animal movement

USGS Publications Warehouse

Hanks, Ephraim M.; Johnson, Devin S.; Hooten, Mevin B.

2017-01-01

Movement for many animal species is constrained in space by barriers such as rivers, shorelines, or impassable cliffs. We develop an approach for modeling animal movement constrained in space by considering a class of constrained stochastic processes, reflected stochastic differential equations. Our approach generalizes existing methods for modeling unconstrained animal movement. We present methods for simulation and inference based on augmenting the constrained movement path with a latent unconstrained path and illustrate this augmentation with a simulation example and an analysis of telemetry data from a Steller sea lion (Eumatopias jubatus) in southeast Alaska.

Transition path time distributions

NASA Astrophysics Data System (ADS)

Laleman, M.; Carlon, E.; Orland, H.

2017-12-01

Biomolecular folding, at least in simple systems, can be described as a two state transition in a free energy landscape with two deep wells separated by a high barrier. Transition paths are the short part of the trajectories that cross the barrier. Average transition path times and, recently, their full probability distribution have been measured for several biomolecular systems, e.g., in the folding of nucleic acids or proteins. Motivated by these experiments, we have calculated the full transition path time distribution for a single stochastic particle crossing a parabolic barrier, including inertial terms which were neglected in previous studies. These terms influence the short time scale dynamics of a stochastic system and can be of experimental relevance in view of the short duration of transition paths. We derive the full transition path time distribution as well as the average transition path times and discuss the similarities and differences with the high friction limit.

Capture of fixation by rotational flow; a deterministic hypothesis regarding scaling and stochasticity in fixational eye movements

PubMed Central

Wilkinson, Nicholas M.; Metta, Giorgio

2014-01-01

Visual scan paths exhibit complex, stochastic dynamics. Even during visual fixation, the eye is in constant motion. Fixational drift and tremor are thought to reflect fluctuations in the persistent neural activity of neural integrators in the oculomotor brainstem, which integrate sequences of transient saccadic velocity signals into a short term memory of eye position. Despite intensive research and much progress, the precise mechanisms by which oculomotor posture is maintained remain elusive. Drift exhibits a stochastic statistical profile which has been modeled using random walk formalisms. Tremor is widely dismissed as noise. Here we focus on the dynamical profile of fixational tremor, and argue that tremor may be a signal which usefully reflects the workings of oculomotor postural control. We identify signatures reminiscent of a certain flavor of transient neurodynamics; toric traveling waves which rotate around a central phase singularity. Spiral waves play an organizational role in dynamical systems at many scales throughout nature, though their potential functional role in brain activity remains a matter of educated speculation. Spiral waves have a repertoire of functionally interesting dynamical properties, including persistence, which suggest that they could in theory contribute to persistent neural activity in the oculomotor postural control system. Whilst speculative, the singularity hypothesis of oculomotor postural control implies testable predictions, and could provide the beginnings of an integrated dynamical framework for eye movements across scales. PMID:24616670

Network reliability maximization for stochastic-flow network subject to correlated failures using genetic algorithm and tabu\\xA0search

NASA Astrophysics Data System (ADS)

Yeh, Cheng-Ta; Lin, Yi-Kuei; Yang, Jo-Yun

2018-07-01

Network reliability is an important performance index for many real-life systems, such as electric power systems, computer systems and transportation systems. These systems can be modelled as stochastic-flow networks (SFNs) composed of arcs and nodes. Most system supervisors respect the network reliability maximization by finding the optimal multi-state resource assignment, which is one resource to each arc. However, a disaster may cause correlated failures for the assigned resources, affecting the network reliability. This article focuses on determining the optimal resource assignment with maximal network reliability for SFNs. To solve the problem, this study proposes a hybrid algorithm integrating the genetic algorithm and tabu search to determine the optimal assignment, called the hybrid GA-TS algorithm (HGTA), and integrates minimal paths, recursive sum of disjoint products and the correlated binomial distribution to calculate network reliability. Several practical numerical experiments are adopted to demonstrate that HGTA has better computational quality than several popular soft computing algorithms.

Material Targets for Scaling All-Spin Logic

NASA Astrophysics Data System (ADS)

Manipatruni, Sasikanth; Nikonov, Dmitri E.; Young, Ian A.

2016-01-01

All-spin-logic devices are promising candidates to augment and complement beyond-CMOS integrated circuit computing due to nonvolatility, ultralow operating voltages, higher logical efficiency, and high density integration. However, the path to reach lower energy-delay product performance compared to CMOS transistors currently is not clear. We show that scaling and engineering the nanoscale magnetic materials and interfaces is the key to realizing spin-logic devices that can surpass the energy-delay performance of CMOS transistors. With validated stochastic nanomagnetic and vector spin-transport numerical models, we derive the target material and interface properties for the nanomagnets and channels. We identify promising directions for material engineering and discovery focusing on the systematic scaling of magnetic anisotropy (Hk ) and saturation magnetization (Ms ), the use of perpendicular magnetic anisotropy, and the interface spin-mixing conductance of the ferromagnet-spin-channel interface (Gmix ). We provide systematic targets for scaling a spin-logic energy-delay product toward 2 aJ ns, comprehending the stochastic noise for nanomagnets.

An invariance property of generalized Pearson random walks in bounded geometries

NASA Astrophysics Data System (ADS)

Mazzolo, Alain

2009-03-01

Invariance properties of random walks in bounded domains are a topic of growing interest since they contribute to improving our understanding of diffusion in confined geometries. Recently, limited to Pearson random walks with exponentially distributed straight paths, it has been shown that under isotropic uniform incidence, the average length of the trajectories through the domain is independent of the random walk characteristic and depends only on the ratio of the volume's domain over its surface. In this paper, thanks to arguments of integral geometry, we generalize this property to any isotropic bounded stochastic process and we give the conditions of its validity for isotropic unbounded stochastic processes. The analytical form for the traveled distance from the boundary to the first scattering event that ensures the validity of the Cauchy formula is also derived. The generalization of the Cauchy formula is an analytical constraint that thus concerns a very wide range of stochastic processes, from the original Pearson random walk to a Rayleigh distribution of the displacements, covering many situations of physical importance.

Unified path integral approach to theories of diffusion-influenced reactions

NASA Astrophysics Data System (ADS)

Prüstel, Thorsten; Meier-Schellersheim, Martin

2017-08-01

Building on mathematical similarities between quantum mechanics and theories of diffusion-influenced reactions, we develop a general approach for computational modeling of diffusion-influenced reactions that is capable of capturing not only the classical Smoluchowski picture but also alternative theories, as is here exemplified by a volume reactivity model. In particular, we prove the path decomposition expansion of various Green's functions describing the irreversible and reversible reaction of an isolated pair of molecules. To this end, we exploit a connection between boundary value and interaction potential problems with δ - and δ'-function perturbation. We employ a known path-integral-based summation of a perturbation series to derive a number of exact identities relating propagators and survival probabilities satisfying different boundary conditions in a unified and systematic manner. Furthermore, we show how the path decomposition expansion represents the propagator as a product of three factors in the Laplace domain that correspond to quantities figuring prominently in stochastic spatially resolved simulation algorithms. This analysis will thus be useful for the interpretation of current and the design of future algorithms. Finally, we discuss the relation between the general approach and the theory of Brownian functionals and calculate the mean residence time for the case of irreversible and reversible reactions.

Path integral Monte Carlo and the electron gas

NASA Astrophysics Data System (ADS)

Brown, Ethan W.

Path integral Monte Carlo is a proven method for accurately simulating quantum mechanical systems at finite-temperature. By stochastically sampling Feynman's path integral representation of the quantum many-body density matrix, path integral Monte Carlo includes non-perturbative effects like thermal fluctuations and particle correlations in a natural way. Over the past 30 years, path integral Monte Carlo has been successfully employed to study the low density electron gas, high-pressure hydrogen, and superfluid helium. For systems where the role of Fermi statistics is important, however, traditional path integral Monte Carlo simulations have an exponentially decreasing efficiency with decreased temperature and increased system size. In this thesis, we work towards improving this efficiency, both through approximate and exact methods, as specifically applied to the homogeneous electron gas. We begin with a brief overview of the current state of atomic simulations at finite-temperature before we delve into a pedagogical review of the path integral Monte Carlo method. We then spend some time discussing the one major issue preventing exact simulation of Fermi systems, the sign problem. Afterwards, we introduce a way to circumvent the sign problem in PIMC simulations through a fixed-node constraint. We then apply this method to the homogeneous electron gas at a large swatch of densities and temperatures in order to map out the warm-dense matter regime. The electron gas can be a representative model for a host of real systems, from simple medals to stellar interiors. However, its most common use is as input into density functional theory. To this end, we aim to build an accurate representation of the electron gas from the ground state to the classical limit and examine its use in finite-temperature density functional formulations. The latter half of this thesis focuses on possible routes beyond the fixed-node approximation. As a first step, we utilize the variational principle inherent in the path integral Monte Carlo method to optimize the nodal surface. By using a ansatz resembling a free particle density matrix, we make a unique connection between a nodal effective mass and the traditional effective mass of many-body quantum theory. We then propose and test several alternate nodal ansatzes and apply them to single atomic systems. Finally, we propose a method to tackle the sign problem head on, by leveraging the relatively simple structure of permutation space. Using this method, we find we can perform exact simulations this of the electron gas and 3He that were previously impossible.

Multi-Dimensional, Mesoscopic Monte Carlo Simulations of Inhomogeneous Reaction-Drift-Diffusion Systems on Graphics-Processing Units

PubMed Central

Vigelius, Matthias; Meyer, Bernd

2012-01-01

For many biological applications, a macroscopic (deterministic) treatment of reaction-drift-diffusion systems is insufficient. Instead, one has to properly handle the stochastic nature of the problem and generate true sample paths of the underlying probability distribution. Unfortunately, stochastic algorithms are computationally expensive and, in most cases, the large number of participating particles renders the relevant parameter regimes inaccessible. In an attempt to address this problem we present a genuine stochastic, multi-dimensional algorithm that solves the inhomogeneous, non-linear, drift-diffusion problem on a mesoscopic level. Our method improves on existing implementations in being multi-dimensional and handling inhomogeneous drift and diffusion. The algorithm is well suited for an implementation on data-parallel hardware architectures such as general-purpose graphics processing units (GPUs). We integrate the method into an operator-splitting approach that decouples chemical reactions from the spatial evolution. We demonstrate the validity and applicability of our algorithm with a comprehensive suite of standard test problems that also serve to quantify the numerical accuracy of the method. We provide a freely available, fully functional GPU implementation. Integration into Inchman, a user-friendly web service, that allows researchers to perform parallel simulations of reaction-drift-diffusion systems on GPU clusters is underway. PMID:22506001

Perturbation expansions of stochastic wavefunctions for open quantum systems

NASA Astrophysics Data System (ADS)

Ke, Yaling; Zhao, Yi

2017-11-01

Based on the stochastic unravelling of the reduced density operator in the Feynman path integral formalism for an open quantum system in touch with harmonic environments, a new non-Markovian stochastic Schrödinger equation (NMSSE) has been established that allows for the systematic perturbation expansion in the system-bath coupling to arbitrary order. This NMSSE can be transformed in a facile manner into the other two NMSSEs, i.e., non-Markovian quantum state diffusion and time-dependent wavepacket diffusion method. Benchmarked by numerically exact results, we have conducted a comparative study of the proposed method in its lowest order approximation, with perturbative quantum master equations in the symmetric spin-boson model and the realistic Fenna-Matthews-Olson complex. It is found that our method outperforms the second-order time-convolutionless quantum master equation in the whole parameter regime and even far better than the fourth-order in the slow bath and high temperature cases. Besides, the method is applicable on an equal footing for any kind of spectral density function and is expected to be a powerful tool to explore the quantum dynamics of large-scale systems, benefiting from the wavefunction framework and the time-local appearance within a single stochastic trajectory.

Explore Stochastic Instabilities of Periodic Points by Transition Path Theory

NASA Astrophysics Data System (ADS)

Cao, Yu; Lin, Ling; Zhou, Xiang

2016-06-01

We consider the noise-induced transitions from a linearly stable periodic orbit consisting of T periodic points in randomly perturbed discrete logistic map. Traditional large deviation theory and asymptotic analysis at small noise limit cannot distinguish the quantitative difference in noise-induced stochastic instabilities among the T periodic points. To attack this problem, we generalize the transition path theory to the discrete-time continuous-space stochastic process. In our first criterion to quantify the relative instability among T periodic points, we use the distribution of the last passage location related to the transitions from the whole periodic orbit to a prescribed disjoint set. This distribution is related to individual contributions to the transition rate from each periodic points. The second criterion is based on the competency of the transition paths associated with each periodic point. Both criteria utilize the reactive probability current in the transition path theory. Our numerical results for the logistic map reveal the transition mechanism of escaping from the stable periodic orbit and identify which periodic point is more prone to lose stability so as to make successful transitions under random perturbations.

An adaptive multi-level simulation algorithm for stochastic biological systems

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

Lester, C., E-mail: lesterc@maths.ox.ac.uk; Giles, M. B.; Baker, R. E.

2015-01-14

Discrete-state, continuous-time Markov models are widely used in the modeling of biochemical reaction networks. Their complexity often precludes analytic solution, and we rely on stochastic simulation algorithms (SSA) to estimate system statistics. The Gillespie algorithm is exact, but computationally costly as it simulates every single reaction. As such, approximate stochastic simulation algorithms such as the tau-leap algorithm are often used. Potentially computationally more efficient, the system statistics generated suffer from significant bias unless tau is relatively small, in which case the computational time can be comparable to that of the Gillespie algorithm. The multi-level method [Anderson and Higham, “Multi-level Montemore » Carlo for continuous time Markov chains, with applications in biochemical kinetics,” SIAM Multiscale Model. Simul. 10(1), 146–179 (2012)] tackles this problem. A base estimator is computed using many (cheap) sample paths at low accuracy. The bias inherent in this estimator is then reduced using a number of corrections. Each correction term is estimated using a collection of paired sample paths where one path of each pair is generated at a higher accuracy compared to the other (and so more expensive). By sharing random variables between these paired paths, the variance of each correction estimator can be reduced. This renders the multi-level method very efficient as only a relatively small number of paired paths are required to calculate each correction term. In the original multi-level method, each sample path is simulated using the tau-leap algorithm with a fixed value of τ. This approach can result in poor performance when the reaction activity of a system changes substantially over the timescale of interest. By introducing a novel adaptive time-stepping approach where τ is chosen according to the stochastic behaviour of each sample path, we extend the applicability of the multi-level method to such cases. We demonstrate the efficiency of our method using a number of examples.« less

Functional Itô versus Banach space stochastic calculus and strict solutions of semilinear path-dependent equations

NASA Astrophysics Data System (ADS)

Cosso, Andrea; Russo, Francesco

2016-11-01

Functional Itô calculus was introduced in order to expand a functional F(t,Xṡ+t,Xt) depending on time t, past and present values of the process X. Another possibility to expand F(t,Xṡ+t,Xt) consists in considering the path Xṡ+t = {Xx+t,x ∈ [-T, 0]} as an element of the Banach space of continuous functions on C([-T, 0]) and to use Banach space stochastic calculus. The aim of this paper is threefold. (1) To reformulate functional Itô calculus, separating time and past, making use of the regularization procedures which match more naturally the notion of horizontal derivative which is one of the tools of that calculus. (2) To exploit this reformulation in order to discuss the (not obvious) relation between the functional and the Banach space approaches. (3) To study existence and uniqueness of smooth solutions to path-dependent partial differential equations which naturally arise in the study of functional Itô calculus. More precisely, we study a path-dependent equation of Kolmogorov type which is related to the window process of the solution to an Itô stochastic differential equation with path-dependent coefficients. We also study a semilinear version of that equation.

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

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

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

2017-02-01

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

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.

Magnetic steering control of multi-cellular bio-hybrid microswimmers.

PubMed

Carlsen, Rika Wright; Edwards, Matthew R; Zhuang, Jiang; Pacoret, Cecile; Sitti, Metin

2014-10-07

Bio-hybrid devices, which integrate biological cells with synthetic components, have opened a new path in miniaturized systems with the potential to provide actuation and control for systems down to a few microns in size. Here, we address the challenge of remotely controlling bio-hybrid microswimmers propelled by multiple bacterial cells. These devices have been proposed as a viable method for targeted drug delivery but have also been shown to exhibit stochastic motion. We demonstrate a method of remote magnetic control that significantly reduces the stochasticity of the motion, enabling steering control. The demonstrated microswimmers consist of multiple Serratia marcescens (S. marcescens) bacteria attached to a 6 μm-diameter superparamagnetic bead. We characterize their motion and define the parameters governing their controllability. We show that the microswimmers can be controlled along two-dimensional (2-D) trajectories using weak magnetic fields (≤10 mT) and can achieve 2-D swimming speeds up to 7.3 μm s(-1). This magnetic steering approach can be integrated with sensory-based steering in future work, enabling new control strategies for bio-hybrid microsystems.

Stochastic resonance in a piecewise nonlinear model driven by multiplicative non-Gaussian noise and additive white noise

NASA Astrophysics Data System (ADS)

Guo, Yongfeng; Shen, Yajun; Tan, Jianguo

2016-09-01

The phenomenon of stochastic resonance (SR) in a piecewise nonlinear model driven by a periodic signal and correlated noises for the cases of a multiplicative non-Gaussian noise and an additive Gaussian white noise is investigated. Applying the path integral approach, the unified colored noise approximation and the two-state model theory, the analytical expression of the signal-to-noise ratio (SNR) is derived. It is found that conventional stochastic resonance exists in this system. From numerical computations we obtain that: (i) As a function of the non-Gaussian noise intensity, the SNR is increased when the non-Gaussian noise deviation parameter q is increased. (ii) As a function of the Gaussian noise intensity, the SNR is decreased when q is increased. This demonstrates that the effect of the non-Gaussian noise on SNR is different from that of the Gaussian noise in this system. Moreover, we further discuss the effect of the correlation time of the non-Gaussian noise, cross-correlation strength, the amplitude and frequency of the periodic signal on SR.

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.

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.

Disentangling the stochastic behavior of complex time series

NASA Astrophysics Data System (ADS)

Anvari, Mehrnaz; Tabar, M. Reza Rahimi; Peinke, Joachim; Lehnertz, Klaus

2016-10-01

Complex systems involving a large number of degrees of freedom, generally exhibit non-stationary dynamics, which can result in either continuous or discontinuous sample paths of the corresponding time series. The latter sample paths may be caused by discontinuous events - or jumps - with some distributed amplitudes, and disentangling effects caused by such jumps from effects caused by normal diffusion processes is a main problem for a detailed understanding of stochastic dynamics of complex systems. Here we introduce a non-parametric method to address this general problem. By means of a stochastic dynamical jump-diffusion modelling, we separate deterministic drift terms from different stochastic behaviors, namely diffusive and jumpy ones, and show that all of the unknown functions and coefficients of this modelling can be derived directly from measured time series. We demonstrate appli- cability of our method to empirical observations by a data-driven inference of the deterministic drift term and of the diffusive and jumpy behavior in brain dynamics from ten epilepsy patients. Particularly these different stochastic behaviors provide extra information that can be regarded valuable for diagnostic purposes.

Robust Path Planning and Feedback Design Under Stochastic Uncertainty

NASA Technical Reports Server (NTRS)

Blackmore, Lars

2008-01-01

Autonomous vehicles require optimal path planning algorithms to achieve mission goals while avoiding obstacles and being robust to uncertainties. The uncertainties arise from exogenous disturbances, modeling errors, and sensor noise, which can be characterized via stochastic models. Previous work defined a notion of robustness in a stochastic setting by using the concept of chance constraints. This requires that mission constraint violation can occur with a probability less than a prescribed value.In this paper we describe a novel method for optimal chance constrained path planning with feedback design. The approach optimizes both the reference trajectory to be followed and the feedback controller used to reject uncertainty. Our method extends recent results in constrained control synthesis based on convex optimization to solve control problems with nonconvex constraints. This extension is essential for path planning problems, which inherently have nonconvex obstacle avoidance constraints. Unlike previous approaches to chance constrained path planning, the new approach optimizes the feedback gain as wellas the reference trajectory.The key idea is to couple a fast, nonconvex solver that does not take into account uncertainty, with existing robust approaches that apply only to convex feasible regions. By alternating between robust and nonrobust solutions, the new algorithm guarantees convergence to a global optimum. We apply the new method to an unmanned aircraft and show simulation results that demonstrate the efficacy of the approach.

Stochastic computing with biomolecular automata

PubMed Central

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

2004-01-01

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

Computing the optimal path in stochastic dynamical systems

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

Bauver, Martha; Forgoston, Eric, E-mail: eric.forgoston@montclair.edu; Billings, Lora

2016-08-15

In stochastic systems, one is often interested in finding the optimal path that maximizes the probability of escape from a metastable state or of switching between metastable states. Even for simple systems, it may be impossible to find an analytic form of the optimal path, and in high-dimensional systems, this is almost always the case. In this article, we formulate a constructive methodology that is used to compute the optimal path numerically. The method utilizes finite-time Lyapunov exponents, statistical selection criteria, and a Newton-based iterative minimizing scheme. The method is applied to four examples. The first example is a two-dimensionalmore » system that describes a single population with internal noise. This model has an analytical solution for the optimal path. The numerical solution found using our computational method agrees well with the analytical result. The second example is a more complicated four-dimensional system where our numerical method must be used to find the optimal path. The third example, although a seemingly simple two-dimensional system, demonstrates the success of our method in finding the optimal path where other numerical methods are known to fail. In the fourth example, the optimal path lies in six-dimensional space and demonstrates the power of our method in computing paths in higher-dimensional spaces.« less

Adaptive Dynamics, Control, and Extinction in Networked Populations

DTIC Science & Technology

2015-07-09

network geometries. From the pre-history of paths that go extinct, a density function is created from the prehistory of these paths, and a clear local...density plots of Fig. 3b. Using the IAMM to compute the most probable path and comparing it to the prehistory of extinction events on stochastic networks

Descent graphs in pedigree analysis: applications to haplotyping, location scores, and marker-sharing statistics.

PubMed Central

Sobel, E.; Lange, K.

1996-01-01

The introduction of stochastic methods in pedigree analysis has enabled geneticists to tackle computations intractable by standard deterministic methods. Until now these stochastic techniques have worked by running a Markov chain on the set of genetic descent states of a pedigree. Each descent state specifies the paths of gene flow in the pedigree and the founder alleles dropped down each path. The current paper follows up on a suggestion by Elizabeth Thompson that genetic descent graphs offer a more appropriate space for executing a Markov chain. A descent graph specifies the paths of gene flow but not the particular founder alleles traveling down the paths. This paper explores algorithms for implementing Thompson's suggestion for codominant markers in the context of automatic haplotyping, estimating location scores, and computing gene-clustering statistics for robust linkage analysis. Realistic numerical examples demonstrate the feasibility of the algorithms. PMID:8651310

A statistical mechanics approach to computing rare transitions in multi-stable turbulent geophysical flows

NASA Astrophysics Data System (ADS)

Laurie, J.; Bouchet, F.

2012-04-01

Many turbulent flows undergo sporadic random transitions, after long periods of apparent statistical stationarity. For instance, paths of the Kuroshio [1], the Earth's magnetic field reversal, atmospheric flows [2], MHD experiments [3], 2D turbulence experiments [4,5], 3D flows [6] show this kind of behavior. The understanding of this phenomena is extremely difficult due to the complexity, the large number of degrees of freedom, and the non-equilibrium nature of these turbulent flows. It is however a key issue for many geophysical problems. A straightforward study of these transitions, through a direct numerical simulation of the governing equations, is nearly always impracticable. This is mainly a complexity problem, due to the large number of degrees of freedom involved for genuine turbulent flows, and the extremely long time between two transitions. In this talk, we consider two-dimensional and geostrophic turbulent models, with stochastic forces. We consider regimes where two or more attractors coexist. As an alternative to direct numerical simulation, we propose a non-equilibrium statistical mechanics approach to the computation of this phenomenon. Our strategy is based on large deviation theory [7], derived from a path integral representation of the stochastic process. Among the trajectories connecting two non-equilibrium attractors, we determine the most probable one. Moreover, we also determine the transition rates, and in which cases this most probable trajectory is a typical one. Interestingly, we prove that in the class of models we consider, a mechanism exists for diffusion over sets of connected attractors. For the type of stochastic forces that allows this diffusion, the transition between attractors is not a rare event. It is then very difficult to characterize the flow as bistable. However for another class of stochastic forces, this diffusion mechanism is prevented, and genuine bistability or multi-stability is observed. We discuss how these results are probably connected to the long debated existence of multi-stability in the atmosphere and oceans.

Stochastic DT-MRI connectivity mapping on the GPU.

PubMed

McGraw, Tim; Nadar, Mariappan

2007-01-01

We present a method for stochastic fiber tract mapping from diffusion tensor MRI (DT-MRI) implemented on graphics hardware. From the simulated fibers we compute a connectivity map that gives an indication of the probability that two points in the dataset are connected by a neuronal fiber path. A Bayesian formulation of the fiber model is given and it is shown that the inversion method can be used to construct plausible connectivity. An implementation of this fiber model on the graphics processing unit (GPU) is presented. Since the fiber paths can be stochastically generated independently of one another, the algorithm is highly parallelizable. This allows us to exploit the data-parallel nature of the GPU fragment processors. We also present a framework for the connectivity computation on the GPU. Our implementation allows the user to interactively select regions of interest and observe the evolving connectivity results during computation. Results are presented from the stochastic generation of over 250,000 fiber steps per iteration at interactive frame rates on consumer-grade graphics hardware.

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.

Long-time Dynamics of Stochastic Wave Breaking

NASA Astrophysics Data System (ADS)

Restrepo, J. M.; Ramirez, J. M.; Deike, L.; Melville, K.

2017-12-01

A stochastic parametrization is proposed for the dynamics of wave breaking of progressive water waves. The model is shown to agree with transport estimates, derived from the Lagrangian path of fluid parcels. These trajectories are obtained numerically and are shown to agree well with theory in the non-breaking regime. Of special interest is the impact of wave breaking on transport, momentum exchanges and energy dissipation, as well as dispersion of trajectories. The proposed model, ensemble averaged to larger time scales, is compared to ensemble averages of the numerically generated parcel dynamics, and is then used to capture energy dissipation and path dispersion.

A Hybrid Stochastic-Neuro-Fuzzy Model-Based System for In-Flight Gas Turbine Engine Diagnostics

DTIC Science & Technology

2001-04-05

Margin (ADM) and (ii) Fault Detection Margin (FDM). Key Words: ANFIS, Engine Health Monitoring , Gas Path Analysis, and Stochastic Analysis Adaptive Network...The paper illustrates the application of a hybrid Stochastic- Fuzzy -Inference Model-Based System (StoFIS) to fault diagnostics and prognostics for both...operational history monitored on-line by the engine health management (EHM) system. To capture the complex functional relationships between different

O the Derivation of the Schroedinger Equation from Stochastic Mechanics.

NASA Astrophysics Data System (ADS)

Wallstrom, Timothy Clarke

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

Stochastic functional evolution equations with monotone nonlinearity: Existence and stability of the mild solutions

NASA Astrophysics Data System (ADS)

Jahanipur, Ruhollah

In this paper, we study a class of semilinear functional evolution equations in which the nonlinearity is demicontinuous and satisfies a semimonotone condition. We prove the existence, uniqueness and exponentially asymptotic stability of the mild solutions. Our approach is to apply a convenient version of Burkholder inequality for convolution integrals and an iteration method based on the existence and measurability results for the functional integral equations in Hilbert spaces. An Itô-type inequality is the main tool to study the uniqueness, p-th moment and almost sure sample path asymptotic stability of the mild solutions. We also give some examples to illustrate the applications of the theorems and meanwhile we compare the results obtained in this paper with some others appeared in the literature.

Dynamics of non-holonomic systems with stochastic transport

NASA Astrophysics Data System (ADS)

Holm, D. D.; Putkaradze, V.

2018-01-01

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

Permanence and asymptotic behaviors of stochastic predator-prey system with Markovian switching and Lévy noise

NASA Astrophysics Data System (ADS)

Wang, Sheng; Wang, Linshan; Wei, Tengda

2018-04-01

This paper concerns the dynamics of a stochastic predator-prey system with Markovian switching and Lévy noise. First, the existence and uniqueness of global positive solution to the system is proved. Then, by combining stochastic analytical techniques with M-matrix analysis, sufficient conditions of stochastic permanence and extinction are obtained. Furthermore, for the stochastic permanence case, by means of four constants related to the stationary probability distribution of the Markov chain and the parameters of the subsystems, both the superior limit and the inferior limit of the average in time of the sample path of the solution are estimated. Finally, our conclusions are illustrated through an example.

Control and instanton trajectories for random transitions in turbulent flows

NASA Astrophysics Data System (ADS)

Bouchet, Freddy; Laurie, Jason; Zaboronski, Oleg

2011-12-01

Many turbulent systems exhibit random switches between qualitatively different attractors. The transition between these bistable states is often an extremely rare event, that can not be computed through DNS, due to complexity limitations. We present results for the calculation of instanton trajectories (a control problem) between non-equilibrium stationary states (attractors) in the 2D stochastic Navier-Stokes equations. By representing the transition probability between two states using a path integral formulation, we can compute the most probable trajectory (instanton) joining two non-equilibrium stationary states. Technically, this is equivalent to the minimization of an action, which can be related to a fluid mechanics control problem.

A scaling law for random walks on networks

PubMed Central

Perkins, Theodore J.; Foxall, Eric; Glass, Leon; Edwards, Roderick

2014-01-01

The dynamics of many natural and artificial systems are well described as random walks on a network: the stochastic behaviour of molecules, traffic patterns on the internet, fluctuations in stock prices and so on. The vast literature on random walks provides many tools for computing properties such as steady-state probabilities or expected hitting times. Previously, however, there has been no general theory describing the distribution of possible paths followed by a random walk. Here, we show that for any random walk on a finite network, there are precisely three mutually exclusive possibilities for the form of the path distribution: finite, stretched exponential and power law. The form of the distribution depends only on the structure of the network, while the stepping probabilities control the parameters of the distribution. We use our theory to explain path distributions in domains such as sports, music, nonlinear dynamics and stochastic chemical kinetics. PMID:25311870

A scaling law for random walks on networks

NASA Astrophysics Data System (ADS)

Perkins, Theodore J.; Foxall, Eric; Glass, Leon; Edwards, Roderick

2014-10-01

The dynamics of many natural and artificial systems are well described as random walks on a network: the stochastic behaviour of molecules, traffic patterns on the internet, fluctuations in stock prices and so on. The vast literature on random walks provides many tools for computing properties such as steady-state probabilities or expected hitting times. Previously, however, there has been no general theory describing the distribution of possible paths followed by a random walk. Here, we show that for any random walk on a finite network, there are precisely three mutually exclusive possibilities for the form of the path distribution: finite, stretched exponential and power law. The form of the distribution depends only on the structure of the network, while the stepping probabilities control the parameters of the distribution. We use our theory to explain path distributions in domains such as sports, music, nonlinear dynamics and stochastic chemical kinetics.

A scaling law for random walks on networks.

PubMed

Perkins, Theodore J; Foxall, Eric; Glass, Leon; Edwards, Roderick

2014-10-14

The dynamics of many natural and artificial systems are well described as random walks on a network: the stochastic behaviour of molecules, traffic patterns on the internet, fluctuations in stock prices and so on. The vast literature on random walks provides many tools for computing properties such as steady-state probabilities or expected hitting times. Previously, however, there has been no general theory describing the distribution of possible paths followed by a random walk. Here, we show that for any random walk on a finite network, there are precisely three mutually exclusive possibilities for the form of the path distribution: finite, stretched exponential and power law. The form of the distribution depends only on the structure of the network, while the stepping probabilities control the parameters of the distribution. We use our theory to explain path distributions in domains such as sports, music, nonlinear dynamics and stochastic chemical kinetics.

Resource Allocation and Outpatient Appointment Scheduling Using Simulation Optimization

PubMed Central

Ling, Teresa Wai Ching; Yeung, Wing Kwan

2017-01-01

This paper studies the real-life problems of outpatient clinics having the multiple objectives of minimizing resource overtime, patient waiting time, and waiting area congestion. In the clinic, there are several patient classes, each of which follows different treatment procedure flow paths through a multiphase and multiserver queuing system with scarce staff and limited space. We incorporate the stochastic factors for the probabilities of the patients being diverted into different flow paths, patient punctuality, arrival times, procedure duration, and the number of accompanied visitors. We present a novel two-stage simulation-based heuristic algorithm to assess various tactical and operational decisions for optimizing the multiple objectives. In stage I, we search for a resource allocation plan, and in stage II, we determine a block appointment schedule by patient class and a service discipline for the daily operational level. We also explore the effects of the separate strategies and their integration to identify the best possible combination. The computational experiments are designed on the basis of data from a study of an ophthalmology clinic in a public hospital. Results show that our approach significantly mitigates the undesirable outcomes by integrating the strategies and increasing the resource flexibility at the bottleneck procedures without adding resources. PMID:29104748

Resource Allocation and Outpatient Appointment Scheduling Using Simulation Optimization.

PubMed

Lin, Carrie Ka Yuk; Ling, Teresa Wai Ching; Yeung, Wing Kwan

2017-01-01

This paper studies the real-life problems of outpatient clinics having the multiple objectives of minimizing resource overtime, patient waiting time, and waiting area congestion. In the clinic, there are several patient classes, each of which follows different treatment procedure flow paths through a multiphase and multiserver queuing system with scarce staff and limited space. We incorporate the stochastic factors for the probabilities of the patients being diverted into different flow paths, patient punctuality, arrival times, procedure duration, and the number of accompanied visitors. We present a novel two-stage simulation-based heuristic algorithm to assess various tactical and operational decisions for optimizing the multiple objectives. In stage I, we search for a resource allocation plan, and in stage II, we determine a block appointment schedule by patient class and a service discipline for the daily operational level. We also explore the effects of the separate strategies and their integration to identify the best possible combination. The computational experiments are designed on the basis of data from a study of an ophthalmology clinic in a public hospital. Results show that our approach significantly mitigates the undesirable outcomes by integrating the strategies and increasing the resource flexibility at the bottleneck procedures without adding resources.

Stochastic stability properties of jump linear systems

NASA Technical Reports Server (NTRS)

Feng, Xiangbo; Loparo, Kenneth A.; Ji, Yuandong; Chizeck, Howard J.

1992-01-01

Jump linear systems are defined as a family of linear systems with randomly jumping parameters (usually governed by a Markov jump process) and are used to model systems subject to failures or changes in structure. The authors study stochastic stability properties in jump linear systems and the relationship among various moment and sample path stability properties. It is shown that all second moment stability properties are equivalent and are sufficient for almost sure sample path stability, and a testable necessary and sufficient condition for second moment stability is derived. The Lyapunov exponent method for the study of almost sure sample stability is discussed, and a theorem which characterizes the Lyapunov exponents of jump linear systems is presented.

On the pth moment estimates of solutions to stochastic functional differential equations in the G-framework.

PubMed

Faizullah, Faiz

2016-01-01

The aim of the current paper is to present the path-wise and moment estimates for solutions to stochastic functional differential equations with non-linear growth condition in the framework of G-expectation and G-Brownian motion. Under the nonlinear growth condition, the pth moment estimates for solutions to SFDEs driven by G-Brownian motion are proved. The properties of G-expectations, Hölder's inequality, Bihari's inequality, Gronwall's inequality and Burkholder-Davis-Gundy inequalities are used to develop the above mentioned theory. In addition, the path-wise asymptotic estimates and continuity of pth moment for the solutions to SFDEs in the G-framework, with non-linear growth condition are shown.

Stochastic Formalism for Thermally Driven Distribution Frontier: A Nonempirical Approach to the Potential Escape Problem

NASA Astrophysics Data System (ADS)

Akashi, Ryosuke; Nagornov, Yuri S.

2018-06-01

We develop a non-empirical scheme to search for the minimum-energy escape paths from the minima of the potential surface to unknown saddle points nearby. A stochastic algorithm is constructed to move the walkers up the surface through the potential valleys. This method employs only the local gradient and diagonal part of the Hessian matrix of the potential. An application to a two-dimensional model potential is presented to demonstrate the successful finding of the paths to the saddle points. The present scheme could serve as a starting point toward first-principles simulation of rare events across the potential basins free from empirical collective variables.

Comparison of micrometeorological methods using open-path optical instruments for measuring methane emission from agricultural sites

USDA-ARS?s Scientific Manuscript database

In this study, we evaluated the accuracies of two relatively new micrometeorological methods using open-path tunable diode laser absorption spectrometers: vertical radial plume mapping method (US EPA OTM-10) and the backward Lagragian stochastic method (Wintrax®). We have evaluated the accuracy of t...

Markov State Models of gene regulatory networks.

PubMed

Chu, Brian K; Tse, Margaret J; Sato, Royce R; Read, Elizabeth L

2017-02-06

Gene regulatory networks with dynamics characterized by multiple stable states underlie cell fate-decisions. Quantitative models that can link molecular-level knowledge of gene regulation to a global understanding of network dynamics have the potential to guide cell-reprogramming strategies. Networks are often modeled by the stochastic Chemical Master Equation, but methods for systematic identification of key properties of the global dynamics are currently lacking. The method identifies the number, phenotypes, and lifetimes of long-lived states for a set of common gene regulatory network models. Application of transition path theory to the constructed Markov State Model decomposes global dynamics into a set of dominant transition paths and associated relative probabilities for stochastic state-switching. In this proof-of-concept study, we found that the Markov State Model provides a general framework for analyzing and visualizing stochastic multistability and state-transitions in gene networks. Our results suggest that this framework-adopted from the field of atomistic Molecular Dynamics-can be a useful tool for quantitative Systems Biology at the network scale.

Double diffusivity model under stochastic forcing

NASA Astrophysics Data System (ADS)

Chattopadhyay, Amit K.; Aifantis, Elias C.

2017-05-01

The "double diffusivity" model was proposed in the late 1970s, and reworked in the early 1980s, as a continuum counterpart to existing discrete models of diffusion corresponding to high diffusivity paths, such as grain boundaries and dislocation lines. It was later rejuvenated in the 1990s to interpret experimental results on diffusion in polycrystalline and nanocrystalline specimens where grain boundaries and triple grain boundary junctions act as high diffusivity paths. Technically, the model pans out as a system of coupled Fick-type diffusion equations to represent "regular" and "high" diffusivity paths with "source terms" accounting for the mass exchange between the two paths. The model remit was extended by analogy to describe flow in porous media with double porosity, as well as to model heat conduction in media with two nonequilibrium local temperature baths, e.g., ion and electron baths. Uncoupling of the two partial differential equations leads to a higher-ordered diffusion equation, solutions of which could be obtained in terms of classical diffusion equation solutions. Similar equations could also be derived within an "internal length" gradient (ILG) mechanics formulation applied to diffusion problems, i.e., by introducing nonlocal effects, together with inertia and viscosity, in a mechanics based formulation of diffusion theory. While being remarkably successful in studies related to various aspects of transport in inhomogeneous media with deterministic microstructures and nanostructures, its implications in the presence of stochasticity have not yet been considered. This issue becomes particularly important in the case of diffusion in nanopolycrystals whose deterministic ILG-based theoretical calculations predict a relaxation time that is only about one-tenth of the actual experimentally verified time scale. This article provides the "missing link" in this estimation by adding a vital element in the ILG structure, that of stochasticity, that takes into account all boundary layer fluctuations. Our stochastic-ILG diffusion calculation confirms rapprochement between theory and experiment, thereby benchmarking a new generation of gradient-based continuum models that conform closer to real-life fluctuating environments.

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

A transformed path integral approach for solution of the Fokker-Planck equation

NASA Astrophysics Data System (ADS)

Subramaniam, Gnana M.; Vedula, Prakash

2017-10-01

A novel path integral (PI) based method for solution of the Fokker-Planck equation is presented. The proposed method, termed the transformed path integral (TPI) method, utilizes a new formulation for the underlying short-time propagator to perform the evolution of the probability density function (PDF) in a transformed computational domain where a more accurate representation of the PDF can be ensured. The new formulation, based on a dynamic transformation of the original state space with the statistics of the PDF as parameters, preserves the non-negativity of the PDF and incorporates short-time properties of the underlying stochastic process. New update equations for the state PDF in a transformed space and the parameters of the transformation (including mean and covariance) that better accommodate nonlinearities in drift and non-Gaussian behavior in distributions are proposed (based on properties of the SDE). Owing to the choice of transformation considered, the proposed method maps a fixed grid in transformed space to a dynamically adaptive grid in the original state space. The TPI method, in contrast to conventional methods such as Monte Carlo simulations and fixed grid approaches, is able to better represent the distributions (especially the tail information) and better address challenges in processes with large diffusion, large drift and large concentration of PDF. Additionally, in the proposed TPI method, error bounds on the probability in the computational domain can be obtained using the Chebyshev's inequality. The benefits of the TPI method over conventional methods are illustrated through simulations of linear and nonlinear drift processes in one-dimensional and multidimensional state spaces. The effects of spatial and temporal grid resolutions as well as that of the diffusion coefficient on the error in the PDF are also characterized.

Investigation of progressive failure robustness and alternate load paths for damage tolerant structures

NASA Astrophysics Data System (ADS)

Marhadi, Kun Saptohartyadi

Structural optimization for damage tolerance under various unforeseen damage scenarios is computationally challenging. It couples non-linear progressive failure analysis with sampling-based stochastic analysis of random damage. The goal of this research was to understand the relationship between alternate load paths available in a structure and its damage tolerance, and to use this information to develop computationally efficient methods for designing damage tolerant structures. Progressive failure of a redundant truss structure subjected to small random variability was investigated to identify features that correlate with robustness and predictability of the structure's progressive failure. The identified features were used to develop numerical surrogate measures that permit computationally efficient deterministic optimization to achieve robustness and predictability of progressive failure. Analysis of damage tolerance on designs with robust progressive failure indicated that robustness and predictability of progressive failure do not guarantee damage tolerance. Damage tolerance requires a structure to redistribute its load to alternate load paths. In order to investigate the load distribution characteristics that lead to damage tolerance in structures, designs with varying degrees of damage tolerance were generated using brute force stochastic optimization. A method based on principal component analysis was used to describe load distributions (alternate load paths) in the structures. Results indicate that a structure that can develop alternate paths is not necessarily damage tolerant. The alternate load paths must have a required minimum load capability. Robustness analysis of damage tolerant optimum designs indicates that designs are tailored to specified damage. A design Optimized under one damage specification can be sensitive to other damages not considered. Effectiveness of existing load path definitions and characterizations were investigated for continuum structures. A load path definition using a relative compliance change measure (U* field) was demonstrated to be the most useful measure of load path. This measure provides quantitative information on load path trajectories and qualitative information on the effectiveness of the load path. The use of the U* description of load paths in optimizing structures for effective load paths was investigated.

Drift-Induced Selection Between Male and Female Heterogamety.

PubMed

Veller, Carl; Muralidhar, Pavitra; Constable, George W A; Nowak, Martin A

2017-10-01

Evolutionary transitions between male and female heterogamety are common in both vertebrates and invertebrates. Theoretical studies of these transitions have found that, when all genotypes are equally fit, continuous paths of intermediate equilibria link the two sex chromosome systems. This observation has led to a belief that neutral evolution along these paths can drive transitions, and that arbitrarily small fitness differences among sex chromosome genotypes can determine the system to which evolution leads. Here, we study stochastic evolutionary dynamics along these equilibrium paths. We find non-neutrality, both in transitions retaining the ancestral pair of sex chromosomes, and in those creating a new pair. In fact, substitution rates are biased in favor of dominant sex determining chromosomes, which fix with higher probabilities than mutations of no effect. Using diffusion approximations, we show that this non-neutrality is a result of "drift-induced selection" operating at every point along the equilibrium paths: stochastic jumps off the paths return with, on average, a directional bias in favor of the dominant segregating sex chromosome. Our results offer a novel explanation for the observed preponderance of dominant sex determining genes, and hint that drift-induced selection may be a common force in standard population genetic systems. Copyright © 2017 by the Genetics Society of America.

Driven Langevin systems: fluctuation theorems and faithful dynamics

NASA Astrophysics Data System (ADS)

Sivak, David; Chodera, John; Crooks, Gavin

2014-03-01

Stochastic differential equations of motion (e.g., Langevin dynamics) provide a popular framework for simulating molecular systems. Any computational algorithm must discretize these equations, yet the resulting finite time step integration schemes suffer from several practical shortcomings. We show how any finite time step Langevin integrator can be thought of as a driven, nonequilibrium physical process. Amended by an appropriate work-like quantity (the shadow work), nonequilibrium fluctuation theorems can characterize or correct for the errors introduced by the use of finite time steps. We also quantify, for the first time, the magnitude of deviations between the sampled stationary distribution and the desired equilibrium distribution for equilibrium Langevin simulations of solvated systems of varying size. We further show that the incorporation of a novel time step rescaling in the deterministic updates of position and velocity can correct a number of dynamical defects in these integrators. Finally, we identify a particular splitting that has essentially universally appropriate properties for the simulation of Langevin dynamics for molecular systems in equilibrium, nonequilibrium, and path sampling contexts.

Matrix models and stochastic growth in Donaldson-Thomas theory

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

Szabo, Richard J.; Tierz, Miguel; Departamento de Analisis Matematico, Facultad de Ciencias Matematicas, Universidad Complutense de Madrid, Plaza de Ciencias 3, 28040 Madrid

We show that the partition functions which enumerate Donaldson-Thomas invariants of local toric Calabi-Yau threefolds without compact divisors can be expressed in terms of specializations of the Schur measure. We also discuss the relevance of the Hall-Littlewood and Jack measures in the context of BPS state counting and study the partition functions at arbitrary points of the Kaehler moduli space. This rewriting in terms of symmetric functions leads to a unitary one-matrix model representation for Donaldson-Thomas theory. We describe explicitly how this result is related to the unitary matrix model description of Chern-Simons gauge theory. This representation is used tomore » show that the generating functions for Donaldson-Thomas invariants are related to tau-functions of the integrable Toda and Toeplitz lattice hierarchies. The matrix model also leads to an interpretation of Donaldson-Thomas theory in terms of non-intersecting paths in the lock-step model of vicious walkers. We further show that these generating functions can be interpreted as normalization constants of a corner growth/last-passage stochastic model.« less

Effect of wet tropospheric path delays on estimation of geodetic baselines in the Gulf of California using the Global Positioning System

NASA Technical Reports Server (NTRS)

Tralli, David M.; Dixon, Timothy H.; Stephens, Scott A.

1988-01-01

Surface Meteorological (SM) and Water Vapor Radiometer (WVR) measurements are used to provide an independent means of calibrating the GPS signal for the wet tropospheric path delay in a study of geodetic baseline measurements in the Gulf of California using GPS in which high tropospheric water vapor content yielded wet path delays in excess of 20 cm at zenith. Residual wet delays at zenith are estimated as constants and as first-order exponentially correlated stochastic processes. Calibration with WVR data is found to yield the best repeatabilities, with improved results possible if combined carrier phase and pseudorange data are used. Although SM measurements can introduce significant errors in baseline solutions if used with a simple atmospheric model and estimation of residual zenith delays as constants, SM calibration and stochastic estimation for residual zenith wet delays may be adequate for precise estimation of GPS baselines. For dry locations, WVRs may not be required to accurately model tropospheric effects on GPS baselines.

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

PubMed

Jia, Chen

2017-09-01

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

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

NASA Astrophysics Data System (ADS)

Jia, Chen

2017-09-01

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

Path durations for use in the stochastic‐method simulation of ground motions

USGS Publications Warehouse

Boore, David M.; Thompson, Eric M.

2014-01-01

The stochastic method of ground‐motion simulation assumes that the energy in a target spectrum is spread over a duration DT. DT is generally decomposed into the duration due to source effects (DS) and to path effects (DP). For the most commonly used source, seismological theory directly relates DS to the source corner frequency, accounting for the magnitude scaling of DT. In contrast, DP is related to propagation effects that are more difficult to represent by analytic equations based on the physics of the process. We are primarily motivated to revisit DT because the function currently employed by many implementations of the stochastic method for active tectonic regions underpredicts observed durations, leading to an overprediction of ground motions for a given target spectrum. Further, there is some inconsistency in the literature regarding which empirical duration corresponds to DT. Thus, we begin by clarifying the relationship between empirical durations and DT as used in the first author’s implementation of the stochastic method, and then we develop a new DP relationship. The new DP function gives significantly longer durations than in the previous DP function, but the relative contribution of DP to DT still diminishes with increasing magnitude. Thus, this correction is more important for small events or subfaults of larger events modeled with the stochastic finite‐fault method.

Adaptive Importance Sampling for Control and Inference

NASA Astrophysics Data System (ADS)

Kappen, H. J.; Ruiz, H. C.

2016-03-01

Path integral (PI) control problems are a restricted class of non-linear control problems that can be solved formally as a Feynman-Kac PI and can be estimated using Monte Carlo sampling. In this contribution we review PI control theory in the finite horizon case. We subsequently focus on the problem how to compute and represent control solutions. We review the most commonly used methods in robotics and control. Within the PI theory, the question of how to compute becomes the question of importance sampling. Efficient importance samplers are state feedback controllers and the use of these requires an efficient representation. Learning and representing effective state-feedback controllers for non-linear stochastic control problems is a very challenging, and largely unsolved, problem. We show how to learn and represent such controllers using ideas from the cross entropy method. We derive a gradient descent method that allows to learn feed-back controllers using an arbitrary parametrisation. We refer to this method as the path integral cross entropy method or PICE. We illustrate this method for some simple examples. The PI control methods can be used to estimate the posterior distribution in latent state models. In neuroscience these problems arise when estimating connectivity from neural recording data using EM. We demonstrate the PI control method as an accurate alternative to particle filtering.

An efficient computational method for solving nonlinear stochastic Itô integral equations: Application for stochastic problems in physics

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

Heydari, M.H., E-mail: heydari@stu.yazd.ac.ir; The Laboratory of Quantum Information Processing, Yazd University, Yazd; Hooshmandasl, M.R., E-mail: hooshmandasl@yazd.ac.ir

Because of the nonlinearity, closed-form solutions of many important stochastic functional equations are virtually impossible to obtain. Thus, numerical solutions are a viable alternative. In this paper, a new computational method based on the generalized hat basis functions together with their stochastic operational matrix of Itô-integration is proposed for solving nonlinear stochastic Itô integral equations in large intervals. In the proposed method, a new technique for computing nonlinear terms in such problems is presented. The main advantage of the proposed method is that it transforms problems under consideration into nonlinear systems of algebraic equations which can be simply solved. Errormore » analysis of the proposed method is investigated and also the efficiency of this method is shown on some concrete examples. The obtained results reveal that the proposed method is very accurate and efficient. As two useful applications, the proposed method is applied to obtain approximate solutions of the stochastic population growth models and stochastic pendulum problem.« less

A modified PATH algorithm rapidly generates transition states comparable to those found by other well established algorithms

PubMed Central

Chandrasekaran, Srinivas Niranj; Das, Jhuma; Dokholyan, Nikolay V.; Carter, Charles W.

2016-01-01

PATH rapidly computes a path and a transition state between crystal structures by minimizing the Onsager-Machlup action. It requires input parameters whose range of values can generate different transition-state structures that cannot be uniquely compared with those generated by other methods. We outline modifications to estimate these input parameters to circumvent these difficulties and validate the PATH transition states by showing consistency between transition-states derived by different algorithms for unrelated protein systems. Although functional protein conformational change trajectories are to a degree stochastic, they nonetheless pass through a well-defined transition state whose detailed structural properties can rapidly be identified using PATH. PMID:26958584

Low Variance Couplings for Stochastic Models of Intracellular Processes with Time-Dependent Rate Functions.

PubMed

Anderson, David F; Yuan, Chaojie

2018-04-18

A number of coupling strategies are presented for stochastically modeled biochemical processes with time-dependent parameters. In particular, the stacked coupling is introduced and is shown via a number of examples to provide an exceptionally low variance between the generated paths. This coupling will be useful in the numerical computation of parametric sensitivities and the fast estimation of expectations via multilevel Monte Carlo methods. We provide the requisite estimators in both cases.

A non-volatile organic electrochemical device as a low-voltage artificial synapse for neuromorphic computing

DOE PAGES

van de Burgt, Yoeri; Lubberman, Ewout; Fuller, Elliot J.; ...

2017-02-20

The brain is capable of massively parallel information processing while consuming only ~1- 100 fJ per synaptic event. Inspired by the efficiency of the brain, CMOS-based neural architectures and memristors are being developed for pattern recognition and machine learning. However, the volatility, design complexity and high supply voltages for CMOS architectures, and the stochastic and energy-costly switching of memristors complicate the path to achieve the interconnectivity, information density, and energy efficiency of the brain using either approach. Here we describe an electrochemical neuromorphic organic device (ENODe) operating with a fundamentally different mechanism from existing memristors. ENODe switches at low energymore » (<10 pJ for 10 3 μm 2 devices) and voltage, displays >500 distinct, non-volatile conductance states within a ~1 V range, and achieves high classification accuracy when implemented in neural network simulations. Plastic ENODEs are also fabricated on flexible substrates enabling the integration of neuromorphic functionality in stretchable electronic systems. Mechanical flexibility makes ENODes compatible with 3D architectures, opening a path towards extreme interconnectivity comparable to the human brain.« less

A path following algorithm for the graph matching problem.

PubMed

Zaslavskiy, Mikhail; Bach, Francis; Vert, Jean-Philippe

2009-12-01

We propose a convex-concave programming approach for the labeled weighted graph matching problem. The convex-concave programming formulation is obtained by rewriting the weighted graph matching problem as a least-square problem on the set of permutation matrices and relaxing it to two different optimization problems: a quadratic convex and a quadratic concave optimization problem on the set of doubly stochastic matrices. The concave relaxation has the same global minimum as the initial graph matching problem, but the search for its global minimum is also a hard combinatorial problem. We, therefore, construct an approximation of the concave problem solution by following a solution path of a convex-concave problem obtained by linear interpolation of the convex and concave formulations, starting from the convex relaxation. This method allows to easily integrate the information on graph label similarities into the optimization problem, and therefore, perform labeled weighted graph matching. The algorithm is compared with some of the best performing graph matching methods on four data sets: simulated graphs, QAPLib, retina vessel images, and handwritten Chinese characters. In all cases, the results are competitive with the state of the art.

A non-volatile organic electrochemical device as a low-voltage artificial synapse for neuromorphic computing

NASA Astrophysics Data System (ADS)

van de Burgt, Yoeri; Lubberman, Ewout; Fuller, Elliot J.; Keene, Scott T.; Faria, Grégorio C.; Agarwal, Sapan; Marinella, Matthew J.; Alec Talin, A.; Salleo, Alberto

2017-04-01

The brain is capable of massively parallel information processing while consuming only ~1-100 fJ per synaptic event. Inspired by the efficiency of the brain, CMOS-based neural architectures and memristors are being developed for pattern recognition and machine learning. However, the volatility, design complexity and high supply voltages for CMOS architectures, and the stochastic and energy-costly switching of memristors complicate the path to achieve the interconnectivity, information density, and energy efficiency of the brain using either approach. Here we describe an electrochemical neuromorphic organic device (ENODe) operating with a fundamentally different mechanism from existing memristors. ENODe switches at low voltage and energy (<10 pJ for 103 μm2 devices), displays >500 distinct, non-volatile conductance states within a ~1 V range, and achieves high classification accuracy when implemented in neural network simulations. Plastic ENODes are also fabricated on flexible substrates enabling the integration of neuromorphic functionality in stretchable electronic systems. Mechanical flexibility makes ENODes compatible with three-dimensional architectures, opening a path towards extreme interconnectivity comparable to the human brain.

A non-volatile organic electrochemical device as a low-voltage artificial synapse for neuromorphic computing.

PubMed

van de Burgt, Yoeri; Lubberman, Ewout; Fuller, Elliot J; Keene, Scott T; Faria, Grégorio C; Agarwal, Sapan; Marinella, Matthew J; Alec Talin, A; Salleo, Alberto

2017-04-01

The brain is capable of massively parallel information processing while consuming only ∼1-100 fJ per synaptic event. Inspired by the efficiency of the brain, CMOS-based neural architectures and memristors are being developed for pattern recognition and machine learning. However, the volatility, design complexity and high supply voltages for CMOS architectures, and the stochastic and energy-costly switching of memristors complicate the path to achieve the interconnectivity, information density, and energy efficiency of the brain using either approach. Here we describe an electrochemical neuromorphic organic device (ENODe) operating with a fundamentally different mechanism from existing memristors. ENODe switches at low voltage and energy (<10 pJ for 10 3  μm 2 devices), displays >500 distinct, non-volatile conductance states within a ∼1 V range, and achieves high classification accuracy when implemented in neural network simulations. Plastic ENODes are also fabricated on flexible substrates enabling the integration of neuromorphic functionality in stretchable electronic systems. Mechanical flexibility makes ENODes compatible with three-dimensional architectures, opening a path towards extreme interconnectivity comparable to the human brain.

Integral transforms of the quantum mechanical path integral: Hit function and path-averaged potential.

PubMed

Edwards, James P; Gerber, Urs; Schubert, Christian; Trejo, Maria Anabel; Weber, Axel

2018-04-01

We introduce two integral transforms of the quantum mechanical transition kernel that represent physical information about the path integral. These transforms can be interpreted as probability distributions on particle trajectories measuring respectively the relative contribution to the path integral from paths crossing a given spatial point (the hit function) and the likelihood of values of the line integral of the potential along a path in the ensemble (the path-averaged potential).

Integral transforms of the quantum mechanical path integral: Hit function and path-averaged potential

NASA Astrophysics Data System (ADS)

Edwards, James P.; Gerber, Urs; Schubert, Christian; Trejo, Maria Anabel; Weber, Axel

2018-04-01

We introduce two integral transforms of the quantum mechanical transition kernel that represent physical information about the path integral. These transforms can be interpreted as probability distributions on particle trajectories measuring respectively the relative contribution to the path integral from paths crossing a given spatial point (the hit function) and the likelihood of values of the line integral of the potential along a path in the ensemble (the path-averaged potential).

Homing by path integration when a locomotion trajectory crosses itself.

PubMed

Yamamoto, Naohide; Meléndez, Jayleen A; Menzies, Derek T

2014-01-01

Path integration is a process with which navigators derive their current position and orientation by integrating self-motion signals along a locomotion trajectory. It has been suggested that path integration becomes disproportionately erroneous when the trajectory crosses itself. However, there is a possibility that this previous finding was confounded by effects of the length of a traveled path and the amount of turns experienced along the path, two factors that are known to affect path integration performance. The present study was designed to investigate whether the crossover of a locomotion trajectory truly increases errors of path integration. In an experiment, blindfolded human navigators were guided along four paths that varied in their lengths and turns, and attempted to walk directly back to the beginning of the paths. Only one of the four paths contained a crossover. Results showed that errors yielded from the path containing the crossover were not always larger than those observed in other paths, and the errors were attributed solely to the effects of longer path lengths or greater degrees of turns. These results demonstrated that path crossover does not always cause significant disruption in path integration processes. Implications of the present findings for models of path integration are discussed.

Random-walk enzymes.

PubMed

Mak, Chi H; Pham, Phuong; Afif, Samir A; Goodman, Myron F

2015-09-01

Enzymes that rely on random walk to search for substrate targets in a heterogeneously dispersed medium can leave behind complex spatial profiles of their catalyzed conversions. The catalytic signatures of these random-walk enzymes are the result of two coupled stochastic processes: scanning and catalysis. Here we develop analytical models to understand the conversion profiles produced by these enzymes, comparing an intrusive model, in which scanning and catalysis are tightly coupled, against a loosely coupled passive model. Diagrammatic theory and path-integral solutions of these models revealed clearly distinct predictions. Comparison to experimental data from catalyzed deaminations deposited on single-stranded DNA by the enzyme activation-induced deoxycytidine deaminase (AID) demonstrates that catalysis and diffusion are strongly intertwined, where the chemical conversions give rise to new stochastic trajectories that were absent if the substrate DNA was homogeneous. The C→U deamination profiles in both analytical predictions and experiments exhibit a strong contextual dependence, where the conversion rate of each target site is strongly contingent on the identities of other surrounding targets, with the intrusive model showing an excellent fit to the data. These methods can be applied to deduce sequence-dependent catalytic signatures of other DNA modification enzymes, with potential applications to cancer, gene regulation, and epigenetics.

Random-walk enzymes

PubMed Central

Mak, Chi H.; Pham, Phuong; Afif, Samir A.; Goodman, Myron F.

2015-01-01

Enzymes that rely on random walk to search for substrate targets in a heterogeneously dispersed medium can leave behind complex spatial profiles of their catalyzed conversions. The catalytic signatures of these random-walk enzymes are the result of two coupled stochastic processes: scanning and catalysis. Here we develop analytical models to understand the conversion profiles produced by these enzymes, comparing an intrusive model, in which scanning and catalysis are tightly coupled, against a loosely coupled passive model. Diagrammatic theory and path-integral solutions of these models revealed clearly distinct predictions. Comparison to experimental data from catalyzed deaminations deposited on single-stranded DNA by the enzyme activation-induced deoxycytidine deaminase (AID) demonstrates that catalysis and diffusion are strongly intertwined, where the chemical conversions give rise to new stochastic trajectories that were absent if the substrate DNA was homogeneous. The C → U deamination profiles in both analytical predictions and experiments exhibit a strong contextual dependence, where the conversion rate of each target site is strongly contingent on the identities of other surrounding targets, with the intrusive model showing an excellent fit to the data. These methods can be applied to deduce sequence-dependent catalytic signatures of other DNA modification enzymes, with potential applications to cancer, gene regulation, and epigenetics. PMID:26465508

Random-walk enzymes

NASA Astrophysics Data System (ADS)

Mak, Chi H.; Pham, Phuong; Afif, Samir A.; Goodman, Myron F.

2015-09-01

Enzymes that rely on random walk to search for substrate targets in a heterogeneously dispersed medium can leave behind complex spatial profiles of their catalyzed conversions. The catalytic signatures of these random-walk enzymes are the result of two coupled stochastic processes: scanning and catalysis. Here we develop analytical models to understand the conversion profiles produced by these enzymes, comparing an intrusive model, in which scanning and catalysis are tightly coupled, against a loosely coupled passive model. Diagrammatic theory and path-integral solutions of these models revealed clearly distinct predictions. Comparison to experimental data from catalyzed deaminations deposited on single-stranded DNA by the enzyme activation-induced deoxycytidine deaminase (AID) demonstrates that catalysis and diffusion are strongly intertwined, where the chemical conversions give rise to new stochastic trajectories that were absent if the substrate DNA was homogeneous. The C →U deamination profiles in both analytical predictions and experiments exhibit a strong contextual dependence, where the conversion rate of each target site is strongly contingent on the identities of other surrounding targets, with the intrusive model showing an excellent fit to the data. These methods can be applied to deduce sequence-dependent catalytic signatures of other DNA modification enzymes, with potential applications to cancer, gene regulation, and epigenetics.

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

NASA Astrophysics Data System (ADS)

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

2017-11-01

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

Stochastic control and the second law of thermodynamics

NASA Technical Reports Server (NTRS)

Brockett, R. W.; Willems, J. C.

1979-01-01

The second law of thermodynamics is studied from the point of view of stochastic control theory. We find that the feedback control laws which are of interest are those which depend only on average values, and not on sample path behavior. We are lead to a criterion which, when satisfied, permits one to assign a temperature to a stochastic system in such a way as to have Carnot cycles be the optimal trajectories of optimal control problems. Entropy is also defined and we are able to prove an equipartition of energy theorem using this definition of temperature. Our formulation allows one to treat irreversibility in a quite natural and completely precise way.

Numerical methods for stochastic differential equations

NASA Astrophysics Data System (ADS)

Kloeden, Peter; Platen, Eckhard

1991-06-01

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

Robot Path Planning in Uncertain Environments: A Language Measure-theoretic Approach

DTIC Science & Technology

2014-01-01

Paper DS-14-1028 to appear in the Special Issue on Stochastic Models, Control and Algorithms in Robotics, ASME Journal of Dynamic Systems...Measurement and Control Robot Path Planning in Uncertain Environments: A Language Measure-theoretic Approach⋆ Devesh K. Jha† Yue Li† Thomas A. Wettergren‡† Asok...algorithm, called ν⋆, that was formulated in the framework of probabilistic finite state automata (PFSA) and language measure from a control -theoretic

Propagation Diagnostic Simulations Using High-Resolution Equatorial Plasma Bubble Simulations

NASA Astrophysics Data System (ADS)

Rino, C. L.; Carrano, C. S.; Yokoyama, T.

2017-12-01

In a recent paper, under review, equatorial-plasma-bubble (EPB) simulations were used to conduct a comparative analysis of the EPB spectra characteristics with high-resolution in-situ measurements from the C/NOFS satellite. EPB realizations sampled in planes perpendicular to magnetic field lines provided well-defined EPB structure at altitudes penetrating both high and low-density regions. The average C/NOFS structure in highly disturbed regions showed nearly identical two-component inverse-power-law spectral characteristics as the measured EPB structure. This paper describes the results of PWE simulations using the same two-dimensional cross-field EPB realizations. New Irregularity Parameter Estimation (IPE) diagnostics, which are based on two-dimensional equivalent-phase-screen theory [A theory of scintillation for two-component power law irregularity spectra: Overview and numerical results, by Charles Carrano and Charles Rino, DOI: 10.1002/2015RS005903], have been successfully applied to extract two-component inverse-power-law parameters from measured intensity spectra. The EPB simulations [Low and Midlatitude Ionospheric Plasma DensityIrregularities and Their Effects on Geomagnetic Field, by Tatsuhiro Yokoyama and Claudia Stolle, DOI 10.1007/s11214-016-0295-7] have sufficient resolution to populate the structure scales (tens of km to hundreds of meters) that cause strong scintillation at GPS frequencies. The simulations provide an ideal geometry whereby the ramifications of varying structure along the propagation path can be investigated. It is well known path-integrated one-dimensional spectra increase the one-dimensional index by one. The relation requires decorrelation along the propagation path. Correlated structure would be interpreted as stochastic total-electron-content (TEC). The simulations are performed with unmodified structure. Because the EPB structure is confined to the central region of the sample planes, edge effects are minimized. Consequently, the propagated signal phase can be comparted to path-integrated phase for evaluating TEC extraction. Only the frequency dependence of phase scintillation distinguishes phase scintillation. The simulations allow scale-dependent exploration of remote-sensing diagnostics.

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

NASA Astrophysics Data System (ADS)

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

2010-06-01

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

Investigation, development and application of optimal output feedback theory. Volume 2: Development of an optimal, limited state feedback outer-loop digital flight control system for 3-D terminal area operation

NASA Technical Reports Server (NTRS)

Broussard, J. R.; Halyo, N.

1984-01-01

This report contains the development of a digital outer-loop three dimensional radio navigation (3-D RNAV) flight control system for a small commercial jet transport. The outer-loop control system is designed using optimal stochastic limited state feedback techniques. Options investigated using the optimal limited state feedback approach include integrated versus hierarchical control loop designs, 20 samples per second versus 5 samples per second outer-loop operation and alternative Type 1 integration command errors. Command generator tracking techniques used in the digital control design enable the jet transport to automatically track arbitrary curved flight paths generated by waypoints. The performance of the design is demonstrated using detailed nonlinear aircraft simulations in the terminal area, frequency domain multi-input sigma plots, frequency domain single-input Bode plots and closed-loop poles. The response of the system to a severe wind shear during a landing approach is also presented.

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

NASA Astrophysics Data System (ADS)

Park, Brian T.; Petrosian, Vahe

1996-03-01

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

Quantum corrections of the truncated Wigner approximation applied to an exciton transport model.

PubMed

Ivanov, Anton; Breuer, Heinz-Peter

2017-04-01

We modify the path integral representation of exciton transport in open quantum systems such that an exact description of the quantum fluctuations around the classical evolution of the system is possible. As a consequence, the time evolution of the system observables is obtained by calculating the average of a stochastic difference equation which is weighted with a product of pseudoprobability density functions. From the exact equation of motion one can clearly identify the terms that are also present if we apply the truncated Wigner approximation. This description of the problem is used as a basis for the derivation of a new approximation, whose validity goes beyond the truncated Wigner approximation. To demonstrate this we apply the formalism to a donor-acceptor transport model.

Light Propagation in Turbulent Media

NASA Astrophysics Data System (ADS)

Perez, Dario G.

2003-07-01

First, we make a revision of the up-to-date Passive Scalar Fields properties: also, the refractive index is among them. Afterwards, we formulated the properties that make the family of `isotropic' fractional Brownian motion (with parameter H) a good candidate to simulate the turbulent refractive index. Moreover, we obtained its fractal dimension which matches the estimated by Constantin for passive scalar, and thus the parameter H determines the state of the turbulence. Next, using a path integral velocity representation, with the Markovian model, to calculate the effects of the turbulence over a system of grids. Finally, with the tools of Stochastic Calculus for fractional Brownian motions we studied the ray-equation coming from the Geometric Optics in the turbulent case. Our analysis covers those cases where average temperature gradients are relevant.

Combining path integration and remembered landmarks when navigating without vision.

PubMed

Kalia, Amy A; Schrater, Paul R; Legge, Gordon E

2013-01-01

This study investigated the interaction between remembered landmark and path integration strategies for estimating current location when walking in an environment without vision. We asked whether observers navigating without vision only rely on path integration information to judge their location, or whether remembered landmarks also influence judgments. Participants estimated their location in a hallway after viewing a target (remembered landmark cue) and then walking blindfolded to the same or a conflicting location (path integration cue). We found that participants averaged remembered landmark and path integration information when they judged that both sources provided congruent information about location, which resulted in more precise estimates compared to estimates made with only path integration. In conclusion, humans integrate remembered landmarks and path integration in a gated fashion, dependent on the congruency of the information. Humans can flexibly combine information about remembered landmarks with path integration cues while navigating without visual information.

Combining Path Integration and Remembered Landmarks When Navigating without Vision

PubMed Central

Kalia, Amy A.; Schrater, Paul R.; Legge, Gordon E.

2013-01-01

This study investigated the interaction between remembered landmark and path integration strategies for estimating current location when walking in an environment without vision. We asked whether observers navigating without vision only rely on path integration information to judge their location, or whether remembered landmarks also influence judgments. Participants estimated their location in a hallway after viewing a target (remembered landmark cue) and then walking blindfolded to the same or a conflicting location (path integration cue). We found that participants averaged remembered landmark and path integration information when they judged that both sources provided congruent information about location, which resulted in more precise estimates compared to estimates made with only path integration. In conclusion, humans integrate remembered landmarks and path integration in a gated fashion, dependent on the congruency of the information. Humans can flexibly combine information about remembered landmarks with path integration cues while navigating without visual information. PMID:24039742

A Stochastic Approach to Path Planning in the Weighted-Region Problem

DTIC Science & Technology

1991-03-01

polynomial time. However, the polyhedrons in this three-dimensional obstacle-avoidance problem are all obstacles (i.e. travel is not permitted within...them). Therefore, optimal paths tend to avoid their vertices, and settle into closest approach tangents across polyhedron edges. So, in a sense...intersection update map database with new vertex for this edge 3. IF (C1 > D) and (C2 > D) THEN edge intersects ellipse at two points OR edge is

Some tests of wet tropospheric calibration for the CASA Uno Global Positioning System experiment

NASA Technical Reports Server (NTRS)

Dixon, T. H.; Wolf, S. Kornreich

1990-01-01

Wet tropospheric path delay can be a major error source for Global Positioning System (GPS) geodetic experiments. Strategies for minimizing this error are investigted using data from CASA Uno, the first major GPS experiment in Central and South America, where wet path delays may be both high and variable. Wet path delay calibration using water vapor radiometers (WVRs) and residual delay estimation is compared with strategies where the entire wet path delay is estimated stochastically without prior calibration, using data from a 270-km test baseline in Costa Rica. Both approaches yield centimeter-level baseline repeatability and similar tropospheric estimates, suggesting that WVR calibration is not critical for obtaining high precision results with GPS in the CASA region.

Path integration: effect of curved path complexity and sensory system on blindfolded walking.

PubMed

Koutakis, Panagiotis; Mukherjee, Mukul; Vallabhajosula, Srikant; Blanke, Daniel J; Stergiou, Nicholas

2013-02-01

Path integration refers to the ability to integrate continuous information of the direction and distance traveled by the system relative to the origin. Previous studies have investigated path integration through blindfolded walking along simple paths such as straight line and triangles. However, limited knowledge exists regarding the role of path complexity in path integration. Moreover, little is known about how information from different sensory input systems (like vision and proprioception) contributes to accurate path integration. The purpose of the current study was to investigate how sensory information and curved path complexity affect path integration. Forty blindfolded participants had to accurately reproduce a curved path and return to the origin. They were divided into four groups that differed in the curved path, circle (simple) or figure-eight (complex), and received either visual (previously seen) or proprioceptive (previously guided) information about the path before they reproduced it. The dependent variables used were average trajectory error, walking speed, and distance traveled. The results indicated that (a) both groups that walked on a circular path and both groups that received visual information produced greater accuracy in reproducing the path. Moreover, the performance of the group that received proprioceptive information and later walked on a figure-eight path was less accurate than their corresponding circular group. The groups that had the visual information also walked faster compared to the group that had proprioceptive information. Results of the current study highlight the roles of different sensory inputs while performing blindfolded walking for path integration. Copyright © 2012 Elsevier B.V. All rights reserved.

The stochastic thermodynamics of a rotating Brownian particle in a gradient flow

PubMed Central

Lan, Yueheng; Aurell, Erik

2015-01-01

We compute the entropy production engendered in the environment from a single Brownian particle which moves in a gradient flow, and show that it corresponds in expectation to classical near-equilibrium entropy production in the surrounding fluid with specific mesoscopic transport coefficients. With temperature gradient, extra terms are found which result from the nonlinear interaction between the particle and the non-equilibrated environment. The calculations are based on the fluctuation relations which relate entropy production to the probabilities of stochastic paths and carried out in a multi-time formalism. PMID:26194015

Finite-Dimensional Representations for Controlled Diffusions with Delay

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

Federico, Salvatore, E-mail: salvatore.federico@unimi.it; Tankov, Peter, E-mail: tankov@math.univ-paris-diderot.fr

2015-02-15

We study stochastic delay differential equations (SDDE) where the coefficients depend on the moving averages of the state process. As a first contribution, we provide sufficient conditions under which the solution of the SDDE and a linear path functional of it admit a finite-dimensional Markovian representation. As a second contribution, we show how approximate finite-dimensional Markovian representations may be constructed when these conditions are not satisfied, and provide an estimate of the error corresponding to these approximations. These results are applied to optimal control and optimal stopping problems for stochastic systems with delay.

Computational singular perturbation analysis of stochastic chemical systems with stiffness

NASA Astrophysics Data System (ADS)

Wang, Lijin; Han, Xiaoying; Cao, Yanzhao; Najm, Habib N.

2017-04-01

Computational singular perturbation (CSP) is a useful method for analysis, reduction, and time integration of stiff ordinary differential equation systems. It has found dominant utility, in particular, in chemical reaction systems with a large range of time scales at continuum and deterministic level. On the other hand, CSP is not directly applicable to chemical reaction systems at micro or meso-scale, where stochasticity plays an non-negligible role and thus has to be taken into account. In this work we develop a novel stochastic computational singular perturbation (SCSP) analysis and time integration framework, and associated algorithm, that can be used to not only construct accurately and efficiently the numerical solutions to stiff stochastic chemical reaction systems, but also analyze the dynamics of the reduced stochastic reaction systems. The algorithm is illustrated by an application to a benchmark stochastic differential equation model, and numerical experiments are carried out to demonstrate the effectiveness of the construction.

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.

What is the correct cost functional for variational data assimilation?

NASA Astrophysics Data System (ADS)

Bröcker, Jochen

2018-03-01

Variational approaches to data assimilation, and weakly constrained four dimensional variation (WC-4DVar) in particular, are important in the geosciences but also in other communities (often under different names). The cost functions and the resulting optimal trajectories may have a probabilistic interpretation, for instance by linking data assimilation with maximum aposteriori (MAP) estimation. This is possible in particular if the unknown trajectory is modelled as the solution of a stochastic differential equation (SDE), as is increasingly the case in weather forecasting and climate modelling. In this situation, the MAP estimator (or "most probable path" of the SDE) is obtained by minimising the Onsager-Machlup functional. Although this fact is well known, there seems to be some confusion in the literature, with the energy (or "least squares") functional sometimes been claimed to yield the most probable path. The first aim of this paper is to address this confusion and show that the energy functional does not, in general, provide the most probable path. The second aim is to discuss the implications in practice. Although the mentioned results pertain to stochastic models in continuous time, they do have consequences in practice where SDE's are approximated by discrete time schemes. It turns out that using an approximation to the SDE and calculating its most probable path does not necessarily yield a good approximation to the most probable path of the SDE proper. This suggest that even in discrete time, a version of the Onsager-Machlup functional should be used, rather than the energy functional, at least if the solution is to be interpreted as a MAP estimator.

Exact and approximate many-body dynamics with stochastic one-body density matrix evolution

NASA Astrophysics Data System (ADS)

Lacroix, Denis

2005-06-01

We show that the dynamics of interacting fermions can be exactly replaced by a quantum jump theory in the many-body density matrix space. In this theory, jumps occur between densities formed of pairs of Slater determinants, Dab=|Φa><Φb|, where each state evolves according to the stochastic Schrödinger equation given by O. Juillet and Ph. Chomaz [Phys. Rev. Lett. 88, 142503 (2002)]. A stochastic Liouville-von Neumann equation is derived as well as the associated. Bogolyubov-Born-Green-Kirwood-Yvon hierarchy. Due to the specific form of the many-body density along the path, the presented theory is equivalent to a stochastic theory in one-body density matrix space, in which each density matrix evolves according to its own mean-field augmented by a one-body noise. Guided by the exact reformulation, a stochastic mean-field dynamics valid in the weak coupling approximation is proposed. This theory leads to an approximate treatment of two-body effects similar to the extended time-dependent Hartree-Fock scheme. In this stochastic mean-field dynamics, statistical mixing can be directly considered and jumps occur on a coarse-grained time scale. Accordingly, numerical effort is expected to be significantly reduced for applications.

Congestion patterns of electric vehicles with limited battery capacity.

PubMed

Jing, Wentao; Ramezani, Mohsen; An, Kun; Kim, Inhi

2018-01-01

The path choice behavior of battery electric vehicle (BEV) drivers is influenced by the lack of public charging stations, limited battery capacity, range anxiety and long battery charging time. This paper investigates the congestion/flow pattern captured by stochastic user equilibrium (SUE) traffic assignment problem in transportation networks with BEVs, where the BEV paths are restricted by their battery capacities. The BEV energy consumption is assumed to be a linear function of path length and path travel time, which addresses both path distance limit problem and road congestion effect. A mathematical programming model is proposed for the path-based SUE traffic assignment where the path cost is the sum of the corresponding link costs and a path specific out-of-energy penalty. We then apply the convergent Lagrangian dual method to transform the original problem into a concave maximization problem and develop a customized gradient projection algorithm to solve it. A column generation procedure is incorporated to generate the path set. Finally, two numerical examples are presented to demonstrate the applicability of the proposed model and the solution algorithm.

Congestion patterns of electric vehicles with limited battery capacity

PubMed Central

2018-01-01

The path choice behavior of battery electric vehicle (BEV) drivers is influenced by the lack of public charging stations, limited battery capacity, range anxiety and long battery charging time. This paper investigates the congestion/flow pattern captured by stochastic user equilibrium (SUE) traffic assignment problem in transportation networks with BEVs, where the BEV paths are restricted by their battery capacities. The BEV energy consumption is assumed to be a linear function of path length and path travel time, which addresses both path distance limit problem and road congestion effect. A mathematical programming model is proposed for the path-based SUE traffic assignment where the path cost is the sum of the corresponding link costs and a path specific out-of-energy penalty. We then apply the convergent Lagrangian dual method to transform the original problem into a concave maximization problem and develop a customized gradient projection algorithm to solve it. A column generation procedure is incorporated to generate the path set. Finally, two numerical examples are presented to demonstrate the applicability of the proposed model and the solution algorithm. PMID:29543875

Efficient computation of parameter sensitivities of discrete stochastic chemical reaction networks.

PubMed

Rathinam, Muruhan; Sheppard, Patrick W; Khammash, Mustafa

2010-01-21

Parametric sensitivity of biochemical networks is an indispensable tool for studying system robustness properties, estimating network parameters, and identifying targets for drug therapy. For discrete stochastic representations of biochemical networks where Monte Carlo methods are commonly used, sensitivity analysis can be particularly challenging, as accurate finite difference computations of sensitivity require a large number of simulations for both nominal and perturbed values of the parameters. In this paper we introduce the common random number (CRN) method in conjunction with Gillespie's stochastic simulation algorithm, which exploits positive correlations obtained by using CRNs for nominal and perturbed parameters. We also propose a new method called the common reaction path (CRP) method, which uses CRNs together with the random time change representation of discrete state Markov processes due to Kurtz to estimate the sensitivity via a finite difference approximation applied to coupled reaction paths that emerge naturally in this representation. While both methods reduce the variance of the estimator significantly compared to independent random number finite difference implementations, numerical evidence suggests that the CRP method achieves a greater variance reduction. We also provide some theoretical basis for the superior performance of CRP. The improved accuracy of these methods allows for much more efficient sensitivity estimation. In two example systems reported in this work, speedup factors greater than 300 and 10,000 are demonstrated.

Formation and distribution of fragments in the spontaneous fission of 240 Pu

DOE PAGES

Sadhukhan, Jhilam; Zhang, Chunli; Nazarewicz, Witold; ...

2017-12-18

We use the stochastic Langevin framework to simulate the nuclear evolution after the system tunnels through the multidimensional potential barrier. For a representative sample of different initial configurations along the outer turning-point line, we define effective fission paths by computing a large number of Langevin trajectories. We extract the relative contribution of each such path to the fragment distribution. We then use nucleon localization functions along effective fission pathways to analyze the characteristics of prefragments at prescission configurations.

Three Dimensional Time Dependent Stochastic Method for Cosmic-ray Modulation

NASA Astrophysics Data System (ADS)

Pei, C.; Bieber, J. W.; Burger, R. A.; Clem, J. M.

2009-12-01

A proper understanding of the different behavior of intensities of galactic cosmic rays in different solar cycle phases requires solving the modulation equation with time dependence. We present a detailed description of our newly developed stochastic approach for cosmic ray modulation which we believe is the first attempt to solve the time dependent Parker equation in 3D evolving from our 3D steady state stochastic approach, which has been benchmarked extensively by using the finite difference method. Our 3D stochastic method is different from other stochastic approaches in literature (Ball et al 2005, Miyake et al 2005, and Florinski 2008) in several ways. For example, we employ spherical coordinates which makes the code much more efficient by reducing coordinate transformations. What's more, our stochastic differential equations are different from others because our map from Parker's original equation to the Fokker-Planck equation extends the method used by Jokipii and Levy 1977 while others don't although all 3D stochastic methods are essentially based on Ito formula. The advantage of the stochastic approach is that it also gives the probability information of travel times and path lengths of cosmic rays besides the intensities. We show that excellent agreement exists between solutions obtained by our steady state stochastic method and by the traditional finite difference method. We also show time dependent solutions for an idealized heliosphere which has a Parker magnetic field, a planar current sheet, and a simple initial condition.

Assessment of BTEX-induced health risk under multiple uncertainties at a petroleum-contaminated site: An integrated fuzzy stochastic approach

NASA Astrophysics Data System (ADS)

Zhang, Xiaodong; Huang, Guo H.

2011-12-01

Groundwater pollution has gathered more and more attention in the past decades. Conducting an assessment of groundwater contamination risk is desired to provide sound bases for supporting risk-based management decisions. Therefore, the objective of this study is to develop an integrated fuzzy stochastic approach to evaluate risks of BTEX-contaminated groundwater under multiple uncertainties. It consists of an integrated interval fuzzy subsurface modeling system (IIFMS) and an integrated fuzzy second-order stochastic risk assessment (IFSOSRA) model. The IIFMS is developed based on factorial design, interval analysis, and fuzzy sets approach to predict contaminant concentrations under hybrid uncertainties. Two input parameters (longitudinal dispersivity and porosity) are considered to be uncertain with known fuzzy membership functions, and intrinsic permeability is considered to be an interval number with unknown distribution information. A factorial design is conducted to evaluate interactive effects of the three uncertain factors on the modeling outputs through the developed IIFMS. The IFSOSRA model can systematically quantify variability and uncertainty, as well as their hybrids, presented as fuzzy, stochastic and second-order stochastic parameters in health risk assessment. The developed approach haw been applied to the management of a real-world petroleum-contaminated site within a western Canada context. The results indicate that multiple uncertainties, under a combination of information with various data-quality levels, can be effectively addressed to provide supports in identifying proper remedial efforts. A unique contribution of this research is the development of an integrated fuzzy stochastic approach for handling various forms of uncertainties associated with simulation and risk assessment efforts.

Inference for dynamics of continuous variables: the extended Plefka expansion with hidden nodes

NASA Astrophysics Data System (ADS)

Bravi, B.; Sollich, P.

2017-06-01

We consider the problem of a subnetwork of observed nodes embedded into a larger bulk of unknown (i.e. hidden) nodes, where the aim is to infer these hidden states given information about the subnetwork dynamics. The biochemical networks underlying many cellular and metabolic processes are important realizations of such a scenario as typically one is interested in reconstructing the time evolution of unobserved chemical concentrations starting from the experimentally more accessible ones. We present an application to this problem of a novel dynamical mean field approximation, the extended Plefka expansion, which is based on a path integral description of the stochastic dynamics. As a paradigmatic model we study the stochastic linear dynamics of continuous degrees of freedom interacting via random Gaussian couplings. The resulting joint distribution is known to be Gaussian and this allows us to fully characterize the posterior statistics of the hidden nodes. In particular the equal-time hidden-to-hidden variance—conditioned on observations—gives the expected error at each node when the hidden time courses are predicted based on the observations. We assess the accuracy of the extended Plefka expansion in predicting these single node variances as well as error correlations over time, focussing on the role of the system size and the number of observed nodes.

Modeling Limited Foresight in Water Management Systems

NASA Astrophysics Data System (ADS)

Howitt, R.

2005-12-01

The inability to forecast future water supplies means that their management inevitably occurs under situations of limited foresight. Three modeling problems arise, first what type of objective function is a manager with limited foresight optimizing? Second how can we measure these objectives? Third can objective functions that incorporate uncertainty be integrated within the structure of optimizing water management models? The paper reviews the concepts of relative risk aversion and intertemporal substitution that underlie stochastic dynamic preference functions. Some initial results from the estimation of such functions for four different dam operations in northern California are presented and discussed. It appears that the path of previous water decisions and states influences the decision-makers willingness to trade off water supplies between periods. A compromise modeling approach that incorporates carry-over value functions under limited foresight within a broader net work optimal water management model is developed. The approach uses annual carry-over value functions derived from small dimension stochastic dynamic programs embedded within a larger dimension water allocation network. The disaggregation of the carry-over value functions to the broader network is extended using the space rule concept. Initial results suggest that the solution of such annual nonlinear network optimizations is comparable to, or faster than, the solution of linear network problems over long time series.

Stochastic theory of photon flow in homogeneous and heterogeneous anisotropic biological and artificial material

NASA Astrophysics Data System (ADS)

Miller, Steven D.

1995-05-01

Standard Monte Carlo methods used in photon diffusion score absorbed photons or statistical weight deposited within voxels comprising a mesh. An alternative approach to a stochastic description is considered for rapid surface flux calculations and finite medias. Matrix elements are assigned to a spatial lattice whose function is to score vector intersections of scattered photons making transitions into either the forward or back solid angle half spaces. These complete matrix elements can be related to the directional fluxes within the lattice space. This model differentiates between ballistic, quasi-ballistic, and highly diffuse photon contributions, and effectively models the subsurface generation of a scattered light flux from a ballistic source. The connection between a path integral and diffusion is illustrated. Flux perturbations can be effectively illustrated for tissue-tumor-tissue and for 3 layer systems with strong absorption in one or more layers. For conditions where the diffusion theory has difficulties such as strong absorption, highly collimated sources, small finite volumes, and subsurface regions, the computation time of the algorithm is rapid with good accuracy and compliments other description of photon diffusion. The model has the potential to do computations relevant to photodynamic therapy (PDT) and analysis of laser beam interaction with tissues.

A stochastic differential equations approach for the description of helium bubble size distributions in irradiated metals

NASA Astrophysics Data System (ADS)

Seif, Dariush; Ghoniem, Nasr M.

2014-12-01

A rate theory model based on the theory of nonlinear stochastic differential equations (SDEs) is developed to estimate the time-dependent size distribution of helium bubbles in metals under irradiation. Using approaches derived from Itô's calculus, rate equations for the first five moments of the size distribution in helium-vacancy space are derived, accounting for the stochastic nature of the atomic processes involved. In the first iteration of the model, the distribution is represented as a bivariate Gaussian distribution. The spread of the distribution about the mean is obtained by white-noise terms in the second-order moments, driven by fluctuations in the general absorption and emission of point defects by bubbles, and fluctuations stemming from collision cascades. This statistical model for the reconstruction of the distribution by its moments is coupled to a previously developed reduced-set, mean-field, rate theory model. As an illustrative case study, the model is applied to a tungsten plasma facing component under irradiation. Our findings highlight the important role of stochastic atomic fluctuations on the evolution of helium-vacancy cluster size distributions. It is found that when the average bubble size is small (at low dpa levels), the relative spread of the distribution is large and average bubble pressures may be very large. As bubbles begin to grow in size, average bubble pressures decrease, and stochastic fluctuations have a lessened effect. The distribution becomes tighter as it evolves in time, corresponding to a more uniform bubble population. The model is formulated in a general way, capable of including point defect drift due to internal temperature and/or stress gradients. These arise during pulsed irradiation, and also during steady irradiation as a result of externally applied or internally generated non-homogeneous stress fields. Discussion is given into how the model can be extended to include full spatial resolution and how the implementation of a path-integral approach may proceed if the distribution is known experimentally to significantly stray from a Gaussian description.

Bayesian parameter estimation for stochastic models of biological cell migration

NASA Astrophysics Data System (ADS)

Dieterich, Peter; Preuss, Roland

2013-08-01

Cell migration plays an essential role under many physiological and patho-physiological conditions. It is of major importance during embryonic development and wound healing. In contrast, it also generates negative effects during inflammation processes, the transmigration of tumors or the formation of metastases. Thus, a reliable quantification and characterization of cell paths could give insight into the dynamics of these processes. Typically stochastic models are applied where parameters are extracted by fitting models to the so-called mean square displacement of the observed cell group. We show that this approach has several disadvantages and problems. Therefore, we propose a simple procedure directly relying on the positions of the cell's trajectory and the covariance matrix of the positions. It is shown that the covariance is identical with the spatial aging correlation function for the supposed linear Gaussian models of Brownian motion with drift and fractional Brownian motion. The technique is applied and illustrated with simulated data showing a reliable parameter estimation from single cell paths.

Optimization for Service Routes of Pallet Service Center Based on the Pallet Pool Mode

PubMed Central

He, Shiwei; Song, Rui

2016-01-01

Service routes optimization (SRO) of pallet service center should meet customers' demand firstly and then, through the reasonable method of lines organization, realize the shortest path of vehicle driving. The routes optimization of pallet service center is similar to the distribution problems of vehicle routing problem (VRP) and Chinese postman problem (CPP), but it has its own characteristics. Based on the relevant research results, the conditions of determining the number of vehicles, the one way of the route, the constraints of loading, and time windows are fully considered, and a chance constrained programming model with stochastic constraints is constructed taking the shortest path of all vehicles for a delivering (recycling) operation as an objective. For the characteristics of the model, a hybrid intelligent algorithm including stochastic simulation, neural network, and immune clonal algorithm is designed to solve the model. Finally, the validity and rationality of the optimization model and algorithm are verified by the case. PMID:27528865

Path Integration on the Upper Half-Plane

NASA Astrophysics Data System (ADS)

Kubo, R.

1987-10-01

Feynman's path integral is considered on the Poincaré upper half-plane. It is shown that the fundermental solution to the heat equation partial f/partial t=Delta_{H}f can be expressed in terms of a path integral. A simple relation between the path integral and the Selberg trace formula is discussed briefly.

Proton imaging of stochastic magnetic fields

NASA Astrophysics Data System (ADS)

Bott, A. F. A.; Graziani, C.; Tzeferacos, P.; White, T. G.; Lamb, D. Q.; Gregori, G.; Schekochihin, A. A.

2017-12-01

Recent laser-plasma experiments (Fox et al., Phys. Rev. Lett., vol. 111, 2013, 225002; Huntington et al., Nat. Phys., vol. 11(2), 2015, 173-176 Tzeferacos et al., Phys. Plasmas, vol. 24(4), 2017a, 041404; Tzeferacos et al., 2017b, arXiv:1702.03016 [physics.plasm-ph]) report the existence of dynamically significant magnetic fields, whose statistical characterisation is essential for a complete understanding of the physical processes these experiments are attempting to investigate. In this paper, we show how a proton-imaging diagnostic can be used to determine a range of relevant magnetic-field statistics, including the magnetic-energy spectrum. To achieve this goal, we explore the properties of an analytic relation between a stochastic magnetic field and the image-flux distribution created upon imaging that field. This `Kugland image-flux relation' was previously derived (Kugland et al., Rev. Sci. Instrum. vol. 83(10), 2012, 101301) under simplifying assumptions typically valid in actual proton-imaging set-ups. We conclude that, as with regular electromagnetic fields, features of the beam's final image-flux distribution often display a universal character determined by a single, field-scale dependent parameter - the contrast parameter s/{\\mathcal{M}}lB$ - which quantifies the relative size of the correlation length B$ of the stochastic field, proton displacements s$ due to magnetic deflections and the image magnification . For stochastic magnetic fields, we establish the existence of four contrast regimes, under which proton-flux images relate to their parent fields in a qualitatively distinct manner. These are linear, nonlinear injective, caustic and diffusive. The diffusive regime is newly identified and characterised. The nonlinear injective regime is distinguished from the caustic regime in manifesting nonlinear behaviour, but as in the linear regime, the path-integrated magnetic field experienced by the beam can be extracted uniquely. Thus, in the linear and nonlinear injective regimes we show that the magnetic-energy spectrum can be obtained under a further statistical assumption of isotropy. This is not the case in the caustic or diffusive regimes. We discuss complications to the contrast-regime characterisation arising for inhomogeneous, multi-scale stochastic fields, which can encompass many contrast regimes, as well as limitations currently placed by experimental capabilities on one's ability to extract magnetic-field statistics. The results presented in this paper are of consequence in providing a comprehensive description of proton images of stochastic magnetic fields, with applications for improved analysis of proton-flux images.

Path integration of head direction: updating a packet of neural activity at the correct speed using axonal conduction delays.

PubMed

Walters, Daniel; Stringer, Simon; Rolls, Edmund

2013-01-01

The head direction cell system is capable of accurately updating its current representation of head direction in the absence of visual input. This is known as the path integration of head direction. An important question is how the head direction cell system learns to perform accurate path integration of head direction. In this paper we propose a model of velocity path integration of head direction in which the natural time delay of axonal transmission between a linked continuous attractor network and competitive network acts as a timing mechanism to facilitate the correct speed of path integration. The model effectively learns a "look-up" table for the correct speed of path integration. In simulation, we show that the model is able to successfully learn two different speeds of path integration across two different axonal conduction delays, and without the need to alter any other model parameters. An implication of this model is that, by learning look-up tables for each speed of path integration, the model should exhibit a degree of robustness to damage. In simulations, we show that the speed of path integration is not significantly affected by degrading the network through removing a proportion of the cells that signal rotational velocity.

Path Integration of Head Direction: Updating a Packet of Neural Activity at the Correct Speed Using Axonal Conduction Delays

PubMed Central

Walters, Daniel; Stringer, Simon; Rolls, Edmund

2013-01-01

The head direction cell system is capable of accurately updating its current representation of head direction in the absence of visual input. This is known as the path integration of head direction. An important question is how the head direction cell system learns to perform accurate path integration of head direction. In this paper we propose a model of velocity path integration of head direction in which the natural time delay of axonal transmission between a linked continuous attractor network and competitive network acts as a timing mechanism to facilitate the correct speed of path integration. The model effectively learns a “look-up” table for the correct speed of path integration. In simulation, we show that the model is able to successfully learn two different speeds of path integration across two different axonal conduction delays, and without the need to alter any other model parameters. An implication of this model is that, by learning look-up tables for each speed of path integration, the model should exhibit a degree of robustness to damage. In simulations, we show that the speed of path integration is not significantly affected by degrading the network through removing a proportion of the cells that signal rotational velocity. PMID:23526976

Computational singular perturbation analysis of stochastic chemical systems with stiffness

DOE PAGES

Wang, Lijin; Han, Xiaoying; Cao, Yanzhao; ...

2017-01-25

Computational singular perturbation (CSP) is a useful method for analysis, reduction, and time integration of stiff ordinary differential equation systems. It has found dominant utility, in particular, in chemical reaction systems with a large range of time scales at continuum and deterministic level. On the other hand, CSP is not directly applicable to chemical reaction systems at micro or meso-scale, where stochasticity plays an non-negligible role and thus has to be taken into account. In this work we develop a novel stochastic computational singular perturbation (SCSP) analysis and time integration framework, and associated algorithm, that can be used to notmore » only construct accurately and efficiently the numerical solutions to stiff stochastic chemical reaction systems, but also analyze the dynamics of the reduced stochastic reaction systems. Furthermore, the algorithm is illustrated by an application to a benchmark stochastic differential equation model, and numerical experiments are carried out to demonstrate the effectiveness of the construction.« less

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

NASA Astrophysics Data System (ADS)

Wang, Ting; Plecháč, Petr

2017-12-01

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

Quantum stochastic calculus associated with quadratic quantum noises

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

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

2016-02-15

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

Utilizing semantic networks to database and retrieve generalized stochastic colored Petri nets

NASA Technical Reports Server (NTRS)

Farah, Jeffrey J.; Kelley, Robert B.

1992-01-01

Previous work has introduced the Planning Coordinator (PCOORD), a coordinator functioning within the hierarchy of the Intelligent Machine Mode. Within the structure of the Planning Coordinator resides the Primitive Structure Database (PSDB) functioning to provide the primitive structures utilized by the Planning Coordinator in the establishing of error recovery or on-line path plans. This report further explores the Primitive Structure Database and establishes the potential of utilizing semantic networks as a means of efficiently storing and retrieving the Generalized Stochastic Colored Petri Nets from which the error recovery plans are derived.

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

DOE PAGES

Wang, Yong; Zhang, Guang J.

2016-09-29

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

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

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

Wang, Yong; Zhang, Guang J.

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

Robust Stabilization of T-S Fuzzy Stochastic Descriptor Systems via Integral Sliding Modes.

PubMed

Li, Jinghao; Zhang, Qingling; Yan, Xing-Gang; Spurgeon, Sarah K

2017-09-19

This paper addresses the robust stabilization problem for T-S fuzzy stochastic descriptor systems using an integral sliding mode control paradigm. A classical integral sliding mode control scheme and a nonparallel distributed compensation (Non-PDC) integral sliding mode control scheme are presented. It is shown that two restrictive assumptions previously adopted developing sliding mode controllers for Takagi-Sugeno (T-S) fuzzy stochastic systems are not required with the proposed framework. A unified framework for sliding mode control of T-S fuzzy systems is formulated. The proposed Non-PDC integral sliding mode control scheme encompasses existing schemes when the previously imposed assumptions hold. Stability of the sliding motion is analyzed and the sliding mode controller is parameterized in terms of the solutions of a set of linear matrix inequalities which facilitates design. The methodology is applied to an inverted pendulum model to validate the effectiveness of the results presented.

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.

? filtering for stochastic systems driven by Poisson processes

NASA Astrophysics Data System (ADS)

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

2015-01-01

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

STOCHASTIC INTEGRATION FOR TEMPERED FRACTIONAL BROWNIAN MOTION.

PubMed

Meerschaert, Mark M; Sabzikar, Farzad

2014-07-01

Tempered fractional Brownian motion is obtained when the power law kernel in the moving average representation of a fractional Brownian motion is multiplied by an exponential tempering factor. This paper develops the theory of stochastic integrals for tempered fractional Brownian motion. Along the way, we develop some basic results on tempered fractional calculus.

Stochastic Integration H∞ Filter for Rapid Transfer Alignment of INS.

PubMed

Zhou, Dapeng; Guo, Lei

2017-11-18

The performance of an inertial navigation system (INS) operated on a moving base greatly depends on the accuracy of rapid transfer alignment (RTA). However, in practice, the coexistence of large initial attitude errors and uncertain observation noise statistics poses a great challenge for the estimation accuracy of misalignment angles. This study aims to develop a novel robust nonlinear filter, namely the stochastic integration H ∞ filter (SIH ∞ F) for improving both the accuracy and robustness of RTA. In this new nonlinear H ∞ filter, the stochastic spherical-radial integration rule is incorporated with the framework of the derivative-free H ∞ filter for the first time, and the resulting SIH ∞ F simultaneously attenuates the negative effect in estimations caused by significant nonlinearity and large uncertainty. Comparisons between the SIH ∞ F and previously well-known methodologies are carried out by means of numerical simulation and a van test. The results demonstrate that the newly-proposed method outperforms the cubature H ∞ filter. Moreover, the SIH ∞ F inherits the benefit of the traditional stochastic integration filter, but with more robustness in the presence of uncertainty.

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.

Stochastic differential equations

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

Sobczyk, K.

1990-01-01

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

An open-chain imaginary-time path-integral sampling approach to the calculation of approximate symmetrized quantum time correlation functions.

PubMed

Cendagorta, Joseph R; Bačić, Zlatko; Tuckerman, Mark E

2018-03-14

We introduce a scheme for approximating quantum time correlation functions numerically within the Feynman path integral formulation. Starting with the symmetrized version of the correlation function expressed as a discretized path integral, we introduce a change of integration variables often used in the derivation of trajectory-based semiclassical methods. In particular, we transform to sum and difference variables between forward and backward complex-time propagation paths. Once the transformation is performed, the potential energy is expanded in powers of the difference variables, which allows us to perform the integrals over these variables analytically. The manner in which this procedure is carried out results in an open-chain path integral (in the remaining sum variables) with a modified potential that is evaluated using imaginary-time path-integral sampling rather than requiring the generation of a large ensemble of trajectories. Consequently, any number of path integral sampling schemes can be employed to compute the remaining path integral, including Monte Carlo, path-integral molecular dynamics, or enhanced path-integral molecular dynamics. We believe that this approach constitutes a different perspective in semiclassical-type approximations to quantum time correlation functions. Importantly, we argue that our approximation can be systematically improved within a cumulant expansion formalism. We test this approximation on a set of one-dimensional problems that are commonly used to benchmark approximate quantum dynamical schemes. We show that the method is at least as accurate as the popular ring-polymer molecular dynamics technique and linearized semiclassical initial value representation for correlation functions of linear operators in most of these examples and improves the accuracy of correlation functions of nonlinear operators.

An open-chain imaginary-time path-integral sampling approach to the calculation of approximate symmetrized quantum time correlation functions

NASA Astrophysics Data System (ADS)

Cendagorta, Joseph R.; Bačić, Zlatko; Tuckerman, Mark E.

2018-03-01

We introduce a scheme for approximating quantum time correlation functions numerically within the Feynman path integral formulation. Starting with the symmetrized version of the correlation function expressed as a discretized path integral, we introduce a change of integration variables often used in the derivation of trajectory-based semiclassical methods. In particular, we transform to sum and difference variables between forward and backward complex-time propagation paths. Once the transformation is performed, the potential energy is expanded in powers of the difference variables, which allows us to perform the integrals over these variables analytically. The manner in which this procedure is carried out results in an open-chain path integral (in the remaining sum variables) with a modified potential that is evaluated using imaginary-time path-integral sampling rather than requiring the generation of a large ensemble of trajectories. Consequently, any number of path integral sampling schemes can be employed to compute the remaining path integral, including Monte Carlo, path-integral molecular dynamics, or enhanced path-integral molecular dynamics. We believe that this approach constitutes a different perspective in semiclassical-type approximations to quantum time correlation functions. Importantly, we argue that our approximation can be systematically improved within a cumulant expansion formalism. We test this approximation on a set of one-dimensional problems that are commonly used to benchmark approximate quantum dynamical schemes. We show that the method is at least as accurate as the popular ring-polymer molecular dynamics technique and linearized semiclassical initial value representation for correlation functions of linear operators in most of these examples and improves the accuracy of correlation functions of nonlinear operators.

Modeling and Computation of Transboundary Industrial Pollution with Emission Permits Trading by Stochastic Differential Game

PubMed Central

2015-01-01

Transboundary industrial pollution requires international actions to control its formation and effects. In this paper, we present a stochastic differential game to model the transboundary industrial pollution problems with emission permits trading. More generally, the process of emission permits price is assumed to be stochastic and to follow a geometric Brownian motion (GBM). We make use of stochastic optimal control theory to derive the system of Hamilton-Jacobi-Bellman (HJB) equations satisfied by the value functions for the cooperative and the noncooperative games, respectively, and then propose a so-called fitted finite volume method to solve it. The efficiency and the usefulness of this method are illustrated by the numerical experiments. The two regions’ cooperative and noncooperative optimal emission paths, which maximize the regions’ discounted streams of the net revenues, together with the value functions, are obtained. Additionally, we can also obtain the threshold conditions for the two regions to decide whether they cooperate or not in different cases. The effects of parameters in the established model on the results have been also examined. All the results demonstrate that the stochastic emission permits prices can motivate the players to make more flexible strategic decisions in the games. PMID:26402322

Modeling and Computation of Transboundary Industrial Pollution with Emission Permits Trading by Stochastic Differential Game.

PubMed

Chang, Shuhua; Wang, Xinyu; Wang, Zheng

2015-01-01

Transboundary industrial pollution requires international actions to control its formation and effects. In this paper, we present a stochastic differential game to model the transboundary industrial pollution problems with emission permits trading. More generally, the process of emission permits price is assumed to be stochastic and to follow a geometric Brownian motion (GBM). We make use of stochastic optimal control theory to derive the system of Hamilton-Jacobi-Bellman (HJB) equations satisfied by the value functions for the cooperative and the noncooperative games, respectively, and then propose a so-called fitted finite volume method to solve it. The efficiency and the usefulness of this method are illustrated by the numerical experiments. The two regions' cooperative and noncooperative optimal emission paths, which maximize the regions' discounted streams of the net revenues, together with the value functions, are obtained. Additionally, we can also obtain the threshold conditions for the two regions to decide whether they cooperate or not in different cases. The effects of parameters in the established model on the results have been also examined. All the results demonstrate that the stochastic emission permits prices can motivate the players to make more flexible strategic decisions in the games.

Formation and distribution of fragments in the spontaneous fission of 240Pu

NASA Astrophysics Data System (ADS)

Sadhukhan, Jhilam; Zhang, Chunli; Nazarewicz, Witold; Schunck, Nicolas

2017-12-01

Background: Fission is a fundamental decay mode of heavy atomic nuclei. The prevalent theoretical approach is based on mean-field theory and its extensions where fission is modeled as a large amplitude motion of a nucleus in a multidimensional collective space. One of the important observables characterizing fission is the charge and mass distribution of fission fragments. Purpose: The goal of this Rapid Communication is to better understand the structure of fission fragment distributions by investigating the competition between the static structure of the collective manifold and the stochastic dynamics. In particular, we study the characteristics of the tails of yield distributions, which correspond to very asymmetric fission into a very heavy and a very light fragment. Methods: We use the stochastic Langevin framework to simulate the nuclear evolution after the system tunnels through the multidimensional potential barrier. For a representative sample of different initial configurations along the outer turning-point line, we define effective fission paths by computing a large number of Langevin trajectories. We extract the relative contribution of each such path to the fragment distribution. We then use nucleon localization functions along effective fission pathways to analyze the characteristics of prefragments at prescission configurations. Results: We find that non-Newtonian Langevin trajectories, strongly impacted by the random force, produce the tails of the fission fragment distribution of 240Pu. The prefragments deduced from nucleon localizations are formed early and change little as the nucleus evolves towards scission. On the other hand, the system contains many nucleons that are not localized in the prefragments even near the scission point. Such nucleons are distributed rapidly at scission to form the final fragments. Fission prefragments extracted from direct integration of the density and from the localization functions typically differ by more than 30 nucleons even near scission. Conclusions: Our Rapid Communication shows that only theoretical models of fission that account for some form of stochastic dynamics can give an accurate description of the structure of fragment distributions. In particular, it should be nearly impossible to predict the tails of these distributions within the standard formulation of time-dependent density-functional theory. At the same time, the large number of nonlocalized nucleons during fission suggests that adiabatic approaches where the interplay between intrinsic excitations and collective dynamics is neglected are ill suited to describe fission fragment properties, in particular, their excitation energy.

A New Control Paradigm for Stochastic Differential Equations

NASA Astrophysics Data System (ADS)

Schmid, Matthias J. A.

This study presents a novel comprehensive approach to the control of dynamic systems under uncertainty governed by stochastic differential equations (SDEs). Large Deviations (LD) techniques are employed to arrive at a control law for a large class of nonlinear systems minimizing sample path deviations. Thereby, a paradigm shift is suggested from point-in-time to sample path statistics on function spaces. A suitable formal control framework which leverages embedded Freidlin-Wentzell theory is proposed and described in detail. This includes the precise definition of the control objective and comprises an accurate discussion of the adaptation of the Freidlin-Wentzell theorem to the particular situation. The new control design is enabled by the transformation of an ill-posed control objective into a well-conditioned sequential optimization problem. A direct numerical solution process is presented using quadratic programming, but the emphasis is on the development of a closed-form expression reflecting the asymptotic deviation probability of a particular nominal path. This is identified as the key factor in the success of the new paradigm. An approach employing the second variation and the differential curvature of the effective action is suggested for small deviation channels leading to the Jacobi field of the rate function and the subsequently introduced Jacobi field performance measure. This closed-form solution is utilized in combination with the supplied parametrization of the objective space. For the first time, this allows for an LD based control design applicable to a large class of nonlinear systems. Thus, Minimum Large Deviations (MLD) control is effectively established in a comprehensive structured framework. The construction of the new paradigm is completed by an optimality proof for the Jacobi field performance measure, an interpretive discussion, and a suggestion for efficient implementation. The potential of the new approach is exhibited by its extension to scalar systems subject to state-dependent noise and to systems of higher order. The suggested control paradigm is further advanced when a sequential application of MLD control is considered. This technique yields a nominal path corresponding to the minimum total deviation probability on the entire time domain. It is demonstrated that this sequential optimization concept can be unified in a single objective function which is revealed to be the Jacobi field performance index on the entire domain subject to an endpoint deviation. The emerging closed-form term replaces the previously required nested optimization and, thus, results in a highly efficient application-ready control design. This effectively substantiates Minimum Path Deviation (MPD) control. The proposed control paradigm allows the specific problem of stochastic cost control to be addressed as a special case. This new technique is employed within this study for the stochastic cost problem giving rise to Cost Constrained MPD (CCMPD) as well as to Minimum Quadratic Cost Deviation (MQCD) control. An exemplary treatment of a generic scalar nonlinear system subject to quadratic costs is performed for MQCD control to demonstrate the elementary expandability of the new control paradigm. This work concludes with a numerical evaluation of both MPD and CCMPD control for three exemplary benchmark problems. Numerical issues associated with the simulation of SDEs are briefly discussed and illustrated. The numerical examples furnish proof of the successful design. This study is complemented by a thorough review of statistical control methods, stochastic processes, Large Deviations techniques and the Freidlin-Wentzell theory, providing a comprehensive, self-contained account. The presentation of the mathematical tools and concepts is of a unique character, specifically addressing an engineering audience.

Off-diagonal expansion quantum Monte Carlo

NASA Astrophysics Data System (ADS)

Albash, Tameem; Wagenbreth, Gene; Hen, Itay

2017-12-01

We propose a Monte Carlo algorithm designed to simulate quantum as well as classical systems at equilibrium, bridging the algorithmic gap between quantum and classical thermal simulation algorithms. The method is based on a decomposition of the quantum partition function that can be viewed as a series expansion about its classical part. We argue that the algorithm not only provides a theoretical advancement in the field of quantum Monte Carlo simulations, but is optimally suited to tackle quantum many-body systems that exhibit a range of behaviors from "fully quantum" to "fully classical," in contrast to many existing methods. We demonstrate the advantages, sometimes by orders of magnitude, of the technique by comparing it against existing state-of-the-art schemes such as path integral quantum Monte Carlo and stochastic series expansion. We also illustrate how our method allows for the unification of quantum and classical thermal parallel tempering techniques into a single algorithm and discuss its practical significance.

Off-diagonal expansion quantum Monte Carlo.

PubMed

Albash, Tameem; Wagenbreth, Gene; Hen, Itay

2017-12-01

We propose a Monte Carlo algorithm designed to simulate quantum as well as classical systems at equilibrium, bridging the algorithmic gap between quantum and classical thermal simulation algorithms. The method is based on a decomposition of the quantum partition function that can be viewed as a series expansion about its classical part. We argue that the algorithm not only provides a theoretical advancement in the field of quantum Monte Carlo simulations, but is optimally suited to tackle quantum many-body systems that exhibit a range of behaviors from "fully quantum" to "fully classical," in contrast to many existing methods. We demonstrate the advantages, sometimes by orders of magnitude, of the technique by comparing it against existing state-of-the-art schemes such as path integral quantum Monte Carlo and stochastic series expansion. We also illustrate how our method allows for the unification of quantum and classical thermal parallel tempering techniques into a single algorithm and discuss its practical significance.

Effects of aging and tactile stochastic resonance on postural performance and postural control in a sensory conflict task.

PubMed

Dettmer, Marius; Pourmoghaddam, Amir; Lee, Beom-Chan; Layne, Charles S

2015-01-01

Postural control in certain situations depends on functioning of tactile or proprioceptive receptors and their respective dynamic integration. Loss of sensory functioning can lead to increased risk of falls in challenging postural tasks, especially in older adults. Stochastic resonance, a concept describing better function of systems with addition of optimal levels of noise, has shown to be beneficial for balance performance in certain populations and simple postural tasks. In this study, we tested the effects of aging and a tactile stochastic resonance stimulus (TSRS) on balance of adults in a sensory conflict task. Nineteen older (71-84 years of age) and younger participants (22-29 years of age) stood on a force plate for repeated trials of 20 s duration, while foot sole stimulation was either turned on or off, and the visual surrounding was sway-referenced. Balance performance was evaluated by computing an Equilibrium Score (ES) and anterior-posterior sway path length (APPlength). For postural control evaluation, strategy scores and approximate entropy (ApEn) were computed. Repeated-measures ANOVA, Wilcoxon signed-rank tests, and Mann-Whitney U-tests were conducted for statistical analysis. Our results showed that balance performance differed between older and younger adults as indicated by ES (p = 0.01) and APPlength (0.01), and addition of vibration only improved performance in the older group significantly (p = 0.012). Strategy scores differed between both age groups, whereas vibration only affected the older group (p = 0.025). Our results indicate that aging affects specific postural outcomes and that TSRS is beneficial for older adults in a visual sensory conflict task, but more research is needed to investigate the effectiveness in individuals with more severe balance problems, for example, due to neuropathy.

The Sharma-Parthasarathy stochastic two-body problem

NASA Astrophysics Data System (ADS)

Cresson, J.; Pierret, F.; Puig, B.

2015-03-01

We study the Sharma-Parthasarathy stochastic two-body problem introduced by Sharma and Parthasarathy in ["Dynamics of a stochastically perturbed two-body problem," Proc. R. Soc. A 463, 979-1003 (2007)]. In particular, we focus on the preservation of some fundamental features of the classical two-body problem like the Hamiltonian structure and first integrals in the stochastic case. Numerical simulations are performed which illustrate the dynamical behaviour of the osculating elements as the semi-major axis, the eccentricity, and the pericenter. We also derive a stochastic version of Gauss's equations in the planar case.

Geometry, Heat Equation and Path Integrals on the Poincaré Upper Half-Plane

NASA Astrophysics Data System (ADS)

Kubo, R.

1988-01-01

Geometry, heat equation and Feynman's path integrals are studied on the Poincaré upper half-plane. The fundamental solution to the heat equation partial f/partial t = Delta_{H} f is expressed in terms of a path integral defined on the upper half-plane. It is shown that Kac's statement that Feynman's path integral satisfies the Schrödinger equation is also valid for our case.

Epidemic extinction paths in complex networks

NASA Astrophysics Data System (ADS)

Hindes, Jason; Schwartz, Ira B.

2017-05-01

We study the extinction of long-lived epidemics on finite complex networks induced by intrinsic noise. Applying analytical techniques to the stochastic susceptible-infected-susceptible model, we predict the distribution of large fluctuations, the most probable or optimal path through a network that leads to a disease-free state from an endemic state, and the average extinction time in general configurations. Our predictions agree with Monte Carlo simulations on several networks, including synthetic weighted and degree-distributed networks with degree correlations, and an empirical high school contact network. In addition, our approach quantifies characteristic scaling patterns for the optimal path and distribution of large fluctuations, both near and away from the epidemic threshold, in networks with heterogeneous eigenvector centrality and degree distributions.

Epidemic extinction paths in complex networks.

PubMed

Hindes, Jason; Schwartz, Ira B

2017-05-01

We study the extinction of long-lived epidemics on finite complex networks induced by intrinsic noise. Applying analytical techniques to the stochastic susceptible-infected-susceptible model, we predict the distribution of large fluctuations, the most probable or optimal path through a network that leads to a disease-free state from an endemic state, and the average extinction time in general configurations. Our predictions agree with Monte Carlo simulations on several networks, including synthetic weighted and degree-distributed networks with degree correlations, and an empirical high school contact network. In addition, our approach quantifies characteristic scaling patterns for the optimal path and distribution of large fluctuations, both near and away from the epidemic threshold, in networks with heterogeneous eigenvector centrality and degree distributions.

Assessing flow paths in a karst aquifer based on multiple dye tracing tests using stochastic simulation and the MODFLOW-CFP code

NASA Astrophysics Data System (ADS)

Assari, Amin; Mohammadi, Zargham

2017-09-01

Karst systems show high spatial variability of hydraulic parameters over small distances and this makes their modeling a difficult task with several uncertainties. Interconnections of fractures have a major role on the transport of groundwater, but many of the stochastic methods in use do not have the capability to reproduce these complex structures. A methodology is presented for the quantification of tortuosity using the single normal equation simulation (SNESIM) algorithm and a groundwater flow model. A training image was produced based on the statistical parameters of fractures and then used in the simulation process. The SNESIM algorithm was used to generate 75 realizations of the four classes of fractures in a karst aquifer in Iran. The results from six dye tracing tests were used to assign hydraulic conductivity values to each class of fractures. In the next step, the MODFLOW-CFP and MODPATH codes were consecutively implemented to compute the groundwater flow paths. The 9,000 flow paths obtained from the MODPATH code were further analyzed to calculate the tortuosity factor. Finally, the hydraulic conductivity values calculated from the dye tracing experiments were refined using the actual flow paths of groundwater. The key outcomes of this research are: (1) a methodology for the quantification of tortuosity; (2) hydraulic conductivities, that are incorrectly estimated (biased low) with empirical equations that assume Darcian (laminar) flow with parallel rather than tortuous streamlines; and (3) an understanding of the scale-dependence and non-normal distributions of tortuosity.

The isolation limits of stochastic vibration

NASA Technical Reports Server (NTRS)

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

1993-01-01

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

Population dynamical behavior of Lotka-Volterra system under regime switching

NASA Astrophysics Data System (ADS)

Li, Xiaoyue; Jiang, Daqing; Mao, Xuerong

2009-10-01

In this paper, we investigate a Lotka-Volterra system under regime switching where B(t) is a standard Brownian motion. The aim here is to find out what happens under regime switching. We first obtain the sufficient conditions for the existence of global positive solutions, stochastic permanence and extinction. We find out that both stochastic permanence and extinction have close relationships with the stationary probability distribution of the Markov chain. The limit of the average in time of the sample path of the solution is then estimated by two constants related to the stationary distribution and the coefficients. Finally, the main results are illustrated by several examples.

Marcus canonical integral for non-Gaussian processes and its computation: pathwise simulation and tau-leaping algorithm.

PubMed

Li, Tiejun; Min, Bin; Wang, Zhiming

2013-03-14

The stochastic integral ensuring the Newton-Leibnitz chain rule is essential in stochastic energetics. Marcus canonical integral has this property and can be understood as the Wong-Zakai type smoothing limit when the driving process is non-Gaussian. However, this important concept seems not well-known for physicists. In this paper, we discuss Marcus integral for non-Gaussian processes and its computation in the context of stochastic energetics. We give a comprehensive introduction to Marcus integral and compare three equivalent definitions in the literature. We introduce the exact pathwise simulation algorithm and give the error analysis. We show how to compute the thermodynamic quantities based on the pathwise simulation algorithm. We highlight the information hidden in the Marcus mapping, which plays the key role in determining thermodynamic quantities. We further propose the tau-leaping algorithm, which advance the process with deterministic time steps when tau-leaping condition is satisfied. The numerical experiments and its efficiency analysis show that it is very promising.

Path integration on the hyperbolic plane with a magnetic field

NASA Astrophysics Data System (ADS)

Grosche, Christian

1990-08-01

In this paper I discuss the path integrals on three formulations of hyperbolic geometry, where a constant magnetic field B is included. These are: the pseudosphere Λ2, the Poincaré disc D, and the hyperbolic strip S. The corresponding path integrals can be reformulated in terms of the path integral for the modified Pöschl-Teller potential. The wave-functions and the energy spectrum for the discrete and continuous part of the spectrum are explicitly calculated in each case. First the results are compared for the limit B → 0 with previous calculations and second with the path integration on the Poincaré upper half-plane U. This work is a continuation of the path integral calculations for the free motion on the various formulations on the hyperbolic plane and for the case of constant magnetic field on the Poincaré upper half-plane U.

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

PubMed

Salis, Howard; Kaznessis, Yiannis

2005-02-01

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

Dissociable cognitive mechanisms underlying human path integration.

PubMed

Wiener, Jan M; Berthoz, Alain; Wolbers, Thomas

2011-01-01

Path integration is a fundamental mechanism of spatial navigation. In non-human species, it is assumed to be an online process in which a homing vector is updated continuously during an outward journey. In contrast, human path integration has been conceptualized as a configural process in which travelers store working memory representations of path segments, with the computation of a homing vector only occurring when required. To resolve this apparent discrepancy, we tested whether humans can employ different path integration strategies in the same task. Using a triangle completion paradigm, participants were instructed either to continuously update the start position during locomotion (continuous strategy) or to remember the shape of the outbound path and to calculate home vectors on basis of this representation (configural strategy). While overall homing accuracy was superior in the configural condition, participants were quicker to respond during continuous updating, strongly suggesting that homing vectors were computed online. Corroborating these findings, we observed reliable differences in head orientation during the outbound path: when participants applied the continuous updating strategy, the head deviated significantly from straight ahead in direction of the start place, which can be interpreted as a continuous motor expression of the homing vector. Head orientation-a novel online measure for path integration-can thus inform about the underlying updating mechanism already during locomotion. In addition to demonstrating that humans can employ different cognitive strategies during path integration, our two-systems view helps to resolve recent controversies regarding the role of the medial temporal lobe in human path integration.

From Understanding the Development Landscape of the Canonical Fate-Switch Pair to Constructing a Dynamic Landscape for Two-Step Neural Differentiation

PubMed Central

2012-01-01

Abstract Recent progress in stem cell biology, notably cell fate conversion, calls for novel theoretical understanding for cell differentiation. The existing qualitative concept of Waddington’s “epigenetic landscape” has attracted particular attention because it captures subsequent fate decision points, thus manifesting the hierarchical (“tree-like”) nature of cell fate diversification. Here, we generalized a recent work and explored such a developmental landscape for a two-gene fate decision circuit by integrating the underlying probability landscapes with different parameters (corresponding to distinct developmental stages). The change of entropy production rate along the parameter changes indicates which parameter changes can represent a normal developmental process while other parameters’ change can not. The transdifferentiation paths over the landscape under certain conditions reveal the possibility of a direct and reversible phenotypic conversion. As the intensity of noise increases, we found that the landscape becomes flatter and the dominant paths more straight, implying the importance of biological noise processing mechanism in development and reprogramming. We further extended the landscape of the one-step fate decision to that for two-step decisions in central nervous system (CNS) differentiation. A minimal network and dynamic model for CNS differentiation was firstly constructed where two three-gene motifs are coupled. We then implemented the SDEs (Stochastic Differentiation Equations) simulation for the validity of the network and model. By integrating the two landscapes for the two switch gene pairs, we constructed the two-step development landscape for CNS differentiation. Our work provides new insights into cellular differentiation and important clues for better reprogramming strategies. PMID:23300518

An asymptotic-preserving stochastic Galerkin method for the radiative heat transfer equations with random inputs and diffusive scalings

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

Jin, Shi, E-mail: sjin@wisc.edu; Institute of Natural Sciences, Department of Mathematics, MOE-LSEC and SHL-MAC, Shanghai Jiao Tong University, Shanghai 200240; Lu, Hanqing, E-mail: hanqing@math.wisc.edu

2017-04-01

In this paper, we develop an Asymptotic-Preserving (AP) stochastic Galerkin scheme for the radiative heat transfer equations with random inputs and diffusive scalings. In this problem the random inputs arise due to uncertainties in cross section, initial data or boundary data. We use the generalized polynomial chaos based stochastic Galerkin (gPC-SG) method, which is combined with the micro–macro decomposition based deterministic AP framework in order to handle efficiently the diffusive regime. For linearized problem we prove the regularity of the solution in the random space and consequently the spectral accuracy of the gPC-SG method. We also prove the uniform (inmore » the mean free path) linear stability for the space-time discretizations. Several numerical tests are presented to show the efficiency and accuracy of proposed scheme, especially in the diffusive regime.« less

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

NASA Astrophysics Data System (ADS)

Eyre, T. M. W.

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

Optimal preview control for a linear continuous-time stochastic control system in finite-time horizon

NASA Astrophysics Data System (ADS)

Wu, Jiang; Liao, Fucheng; Tomizuka, Masayoshi

2017-01-01

This paper discusses the design of the optimal preview controller for a linear continuous-time stochastic control system in finite-time horizon, using the method of augmented error system. First, an assistant system is introduced for state shifting. Then, in order to overcome the difficulty of the state equation of the stochastic control system being unable to be differentiated because of Brownian motion, the integrator is introduced. Thus, the augmented error system which contains the integrator vector, control input, reference signal, error vector and state of the system is reconstructed. This leads to the tracking problem of the optimal preview control of the linear stochastic control system being transformed into the optimal output tracking problem of the augmented error system. With the method of dynamic programming in the theory of stochastic control, the optimal controller with previewable signals of the augmented error system being equal to the controller of the original system is obtained. Finally, numerical simulations show the effectiveness of the controller.

On generic obstructions to recovering correct statistics from climate simulations: Homogenization for deterministic maps and multiplicative noise

NASA Astrophysics Data System (ADS)

Gottwald, Georg; Melbourne, Ian

2013-04-01

Whereas diffusion limits of stochastic multi-scale systems have a long and successful history, the case of constructing stochastic parametrizations of chaotic deterministic systems has been much less studied. We present rigorous results of convergence of a chaotic slow-fast system to a stochastic differential equation with multiplicative noise. Furthermore we present rigorous results for chaotic slow-fast maps, occurring as numerical discretizations of continuous time systems. This raises the issue of how to interpret certain stochastic integrals; surprisingly the resulting integrals of the stochastic limit system are generically neither of Stratonovich nor of Ito type in the case of maps. It is shown that the limit system of a numerical discretisation is different to the associated continuous time system. This has important consequences when interpreting the statistics of long time simulations of multi-scale systems - they may be very different to the one of the original continuous time system which we set out to study.

A computational method for solving stochastic Itô–Volterra integral equations based on stochastic operational matrix for generalized hat basis functions

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

Heydari, M.H., E-mail: heydari@stu.yazd.ac.ir; The Laboratory of Quantum Information Processing, Yazd University, Yazd; Hooshmandasl, M.R., E-mail: hooshmandasl@yazd.ac.ir

2014-08-01

In this paper, a new computational method based on the generalized hat basis functions is proposed for solving stochastic Itô–Volterra integral equations. In this way, a new stochastic operational matrix for generalized hat functions on the finite interval [0,T] is obtained. By using these basis functions and their stochastic operational matrix, such problems can be transformed into linear lower triangular systems of algebraic equations which can be directly solved by forward substitution. Also, the rate of convergence of the proposed method is considered and it has been shown that it is O(1/(n{sup 2}) ). Further, in order to show themore » accuracy and reliability of the proposed method, the new approach is compared with the block pulse functions method by some examples. The obtained results reveal that the proposed method is more accurate and efficient in comparison with the block pule functions method.« less

Complexity theory, time series analysis and Tsallis q-entropy principle part one: theoretical aspects

NASA Astrophysics Data System (ADS)

Pavlos, George P.

2017-12-01

In this study, we present the highlights of complexity theory (Part I) and significant experimental verifications (Part II) and we try to give a synoptic description of complexity theory both at the microscopic and at the macroscopic level of the physical reality. Also, we propose that the self-organization observed macroscopically is a phenomenon that reveals the strong unifying character of the complex dynamics which includes thermodynamical and dynamical characteristics in all levels of the physical reality. From this point of view, macroscopical deterministic and stochastic processes are closely related to the microscopical chaos and self-organization. The scientific work of scientists such as Wilson, Nicolis, Prigogine, Hooft, Nottale, El Naschie, Castro, Tsallis, Chang and others is used for the development of a unified physical comprehension of complex dynamics from the microscopic to the macroscopic level. Finally, we provide a comprehensive description of the novel concepts included in the complexity theory from microscopic to macroscopic level. Some of the modern concepts that can be used for a unified description of complex systems and for the understanding of modern complexity theory, as it is manifested at the macroscopic and the microscopic level, are the fractal geometry and fractal space-time, scale invariance and scale relativity, phase transition and self-organization, path integral amplitudes, renormalization group theory, stochastic and chaotic quantization and E-infinite theory, etc.

Response of MDOF strongly nonlinear systems to fractional Gaussian noises.

PubMed

Deng, Mao-Lin; Zhu, Wei-Qiu

2016-08-01

In the present paper, multi-degree-of-freedom strongly nonlinear systems are modeled as quasi-Hamiltonian systems and the stochastic averaging method for quasi-Hamiltonian systems (including quasi-non-integrable, completely integrable and non-resonant, completely integrable and resonant, partially integrable and non-resonant, and partially integrable and resonant Hamiltonian systems) driven by fractional Gaussian noise is introduced. The averaged fractional stochastic differential equations (SDEs) are derived. The simulation results for some examples show that the averaged SDEs can be used to predict the response of the original systems and the simulation time for the averaged SDEs is less than that for the original systems.

Response of MDOF strongly nonlinear systems to fractional Gaussian noises

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

Deng, Mao-Lin; Zhu, Wei-Qiu, E-mail: wqzhu@zju.edu.cn

2016-08-15

In the present paper, multi-degree-of-freedom strongly nonlinear systems are modeled as quasi-Hamiltonian systems and the stochastic averaging method for quasi-Hamiltonian systems (including quasi-non-integrable, completely integrable and non-resonant, completely integrable and resonant, partially integrable and non-resonant, and partially integrable and resonant Hamiltonian systems) driven by fractional Gaussian noise is introduced. The averaged fractional stochastic differential equations (SDEs) are derived. The simulation results for some examples show that the averaged SDEs can be used to predict the response of the original systems and the simulation time for the averaged SDEs is less than that for the original systems.

Diagnosability of Stochastic Chemical Kinetic Systems: A Discrete Event Systems Approach (PREPRINT)

DTIC Science & Technology

2010-01-01

USA. E -mail: thorsley@u.washington.edu. This research is partially supported by the 2006 AFOSR MURI award “High Confidence Design for Distributed...occurrence of the finite sample path ω. These distributions are defined recursively to be π0(x) := π0(x), πωσ(x ′) := ∑ x∈X πω(x)r(x ′,σ | x) e −r(x ′,σ|x... e −rxτ . (2) This probability is this probability that the arrival time of the first event is greater than τ . For finite sample paths with strings

The Sharma-Parthasarathy stochastic two-body problem

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

Cresson, J.; SYRTE/Observatoire de Paris, 75014 Paris; Pierret, F.

2015-03-15

We study the Sharma-Parthasarathy stochastic two-body problem introduced by Sharma and Parthasarathy in [“Dynamics of a stochastically perturbed two-body problem,” Proc. R. Soc. A 463, 979-1003 (2007)]. In particular, we focus on the preservation of some fundamental features of the classical two-body problem like the Hamiltonian structure and first integrals in the stochastic case. Numerical simulations are performed which illustrate the dynamical behaviour of the osculating elements as the semi-major axis, the eccentricity, and the pericenter. We also derive a stochastic version of Gauss’s equations in the planar case.

Path optimization with limited sensing ability

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

Kang, Sung Ha, E-mail: kang@math.gatech.edu; Kim, Seong Jun, E-mail: skim396@math.gatech.edu; Zhou, Haomin, E-mail: hmzhou@math.gatech.edu

2015-10-15

We propose a computational strategy to find the optimal path for a mobile sensor with limited coverage to traverse a cluttered region. The goal is to find one of the shortest feasible paths to achieve the complete scan of the environment. We pose the problem in the level set framework, and first consider a related question of placing multiple stationary sensors to obtain the full surveillance of the environment. By connecting the stationary locations using the nearest neighbor strategy, we form the initial guess for the path planning problem of the mobile sensor. Then the path is optimized by reducingmore » its length, via solving a system of ordinary differential equations (ODEs), while maintaining the complete scan of the environment. Furthermore, we use intermittent diffusion, which converts the ODEs into stochastic differential equations (SDEs), to find an optimal path whose length is globally minimal. To improve the computation efficiency, we introduce two techniques, one to remove redundant connecting points to reduce the dimension of the system, and the other to deal with the entangled path so the solution can escape the local traps. Numerical examples are shown to illustrate the effectiveness of the proposed method.« less

A Dynamic Bayesian Observer Model Reveals Origins of Bias in Visual Path Integration.

PubMed

Lakshminarasimhan, Kaushik J; Petsalis, Marina; Park, Hyeshin; DeAngelis, Gregory C; Pitkow, Xaq; Angelaki, Dora E

2018-06-20

Path integration is a strategy by which animals track their position by integrating their self-motion velocity. To identify the computational origins of bias in visual path integration, we asked human subjects to navigate in a virtual environment using optic flow and found that they generally traveled beyond the goal location. Such a behavior could stem from leaky integration of unbiased self-motion velocity estimates or from a prior expectation favoring slower speeds that causes velocity underestimation. Testing both alternatives using a probabilistic framework that maximizes expected reward, we found that subjects' biases were better explained by a slow-speed prior than imperfect integration. When subjects integrate paths over long periods, this framework intriguingly predicts a distance-dependent bias reversal due to buildup of uncertainty, which we also confirmed experimentally. These results suggest that visual path integration in noisy environments is limited largely by biases in processing optic flow rather than by leaky integration. Copyright © 2018 Elsevier Inc. All rights reserved.

Which way and how far? Tracking of translation and rotation information for human path integration.

PubMed

Chrastil, Elizabeth R; Sherrill, Katherine R; Hasselmo, Michael E; Stern, Chantal E

2016-10-01

Path integration, the constant updating of the navigator's knowledge of position and orientation during movement, requires both visuospatial knowledge and memory. This study aimed to develop a systems-level understanding of human path integration by examining the basic building blocks of path integration in humans. To achieve this goal, we used functional imaging to examine the neural mechanisms that support the tracking and memory of translational and rotational components of human path integration. Critically, and in contrast to previous studies, we examined movement in translation and rotation tasks with no defined end-point or goal. Navigators accumulated translational and rotational information during virtual self-motion. Activity in hippocampus, retrosplenial cortex (RSC), and parahippocampal cortex (PHC) increased during both translation and rotation encoding, suggesting that these regions track self-motion information during path integration. These results address current questions regarding distance coding in the human brain. By implementing a modified delayed match to sample paradigm, we also examined the encoding and maintenance of path integration signals in working memory. Hippocampus, PHC, and RSC were recruited during successful encoding and maintenance of path integration information, with RSC selective for tasks that required processing heading rotation changes. These data indicate distinct working memory mechanisms for translation and rotation, which are essential for updating neural representations of current location. The results provide evidence that hippocampus, PHC, and RSC flexibly track task-relevant translation and rotation signals for path integration and could form the hub of a more distributed network supporting spatial navigation. Hum Brain Mapp 37:3636-3655, 2016. © 2016 Wiley Periodicals, Inc. © 2016 Wiley Periodicals, Inc.

Probability density function evolution of power systems subject to stochastic variation of renewable energy

NASA Astrophysics Data System (ADS)

Wei, J. Q.; Cong, Y. C.; Xiao, M. Q.

2018-05-01

As renewable energies are increasingly integrated into power systems, there is increasing interest in stochastic analysis of power systems.Better techniques should be developed to account for the uncertainty caused by penetration of renewables and consequently analyse its impacts on stochastic stability of power systems. In this paper, the Stochastic Differential Equations (SDEs) are used to represent the evolutionary behaviour of the power systems. The stationary Probability Density Function (PDF) solution to SDEs modelling power systems excited by Gaussian white noise is analysed. Subjected to such random excitation, the Joint Probability Density Function (JPDF) solution to the phase angle and angular velocity is governed by the generalized Fokker-Planck-Kolmogorov (FPK) equation. To solve this equation, the numerical method is adopted. Special measure is taken such that the generalized FPK equation is satisfied in the average sense of integration with the assumed PDF. Both weak and strong intensities of the stochastic excitations are considered in a single machine infinite bus power system. The numerical analysis has the same result as the one given by the Monte Carlo simulation. Potential studies on stochastic behaviour of multi-machine power systems with random excitations are discussed at the end.

Recursively constructing analytic expressions for equilibrium distributions of stochastic biochemical reaction networks.

PubMed

Meng, X Flora; Baetica, Ania-Ariadna; Singhal, Vipul; Murray, Richard M

2017-05-01

Noise is often indispensable to key cellular activities, such as gene expression, necessitating the use of stochastic models to capture its dynamics. The chemical master equation (CME) is a commonly used stochastic model of Kolmogorov forward equations that describe how the probability distribution of a chemically reacting system varies with time. Finding analytic solutions to the CME can have benefits, such as expediting simulations of multiscale biochemical reaction networks and aiding the design of distributional responses. However, analytic solutions are rarely known. A recent method of computing analytic stationary solutions relies on gluing simple state spaces together recursively at one or two states. We explore the capabilities of this method and introduce algorithms to derive analytic stationary solutions to the CME. We first formally characterize state spaces that can be constructed by performing single-state gluing of paths, cycles or both sequentially. We then study stochastic biochemical reaction networks that consist of reversible, elementary reactions with two-dimensional state spaces. We also discuss extending the method to infinite state spaces and designing the stationary behaviour of stochastic biochemical reaction networks. Finally, we illustrate the aforementioned ideas using examples that include two interconnected transcriptional components and biochemical reactions with two-dimensional state spaces. © 2017 The Author(s).

Recursively constructing analytic expressions for equilibrium distributions of stochastic biochemical reaction networks

PubMed Central

Baetica, Ania-Ariadna; Singhal, Vipul; Murray, Richard M.

2017-01-01

Noise is often indispensable to key cellular activities, such as gene expression, necessitating the use of stochastic models to capture its dynamics. The chemical master equation (CME) is a commonly used stochastic model of Kolmogorov forward equations that describe how the probability distribution of a chemically reacting system varies with time. Finding analytic solutions to the CME can have benefits, such as expediting simulations of multiscale biochemical reaction networks and aiding the design of distributional responses. However, analytic solutions are rarely known. A recent method of computing analytic stationary solutions relies on gluing simple state spaces together recursively at one or two states. We explore the capabilities of this method and introduce algorithms to derive analytic stationary solutions to the CME. We first formally characterize state spaces that can be constructed by performing single-state gluing of paths, cycles or both sequentially. We then study stochastic biochemical reaction networks that consist of reversible, elementary reactions with two-dimensional state spaces. We also discuss extending the method to infinite state spaces and designing the stationary behaviour of stochastic biochemical reaction networks. Finally, we illustrate the aforementioned ideas using examples that include two interconnected transcriptional components and biochemical reactions with two-dimensional state spaces. PMID:28566513

Two Optical Atmospheric Remote Sensing Techniques and AN Associated Analytic Solution to a Class of Integral Equations

NASA Astrophysics Data System (ADS)

Manning, Robert Michael

This work concerns itself with the analysis of two optical remote sensing methods to be used to obtain parameters of the turbulent atmosphere pertinent to stochastic electromagnetic wave propagation studies, and the well -posed solution to a class of integral equations that are central to the development of these remote sensing methods. A remote sensing technique is theoretically developed whereby the temporal frequency spectrum of the scintillations of a stellar source or a point source within the atmosphere, observed through a variable radius aperture, is related to the space-time spectrum of atmospheric scintillation. The key to this spectral remote sensing method is the spatial filtering performed by a finite aperture. The entire method is developed without resorting to a priori information such as results from stochastic wave propagation theory. Once the space-time spectrum of the scintillations is obtained, an application of known results of atmospheric wave propagation theory and simple geometric considerations are shown to yield such important information such as the spectrum of atmospheric turbulence, the cross-wind velocity, and the path profile of the atmospheric refractive index structure parameter. A method is also developed to independently verify the Taylor frozen flow hypothesis. The success of the spectral remote sensing method relies on the solution to a Fredholm integral equation of the first kind. An entire class of such equations, that are peculiar to inverse diffraction problems, is studied and a well-posed solution (in the sense of Hadamard) is obtained and probed. Conditions of applicability are derived and shown not to limit the useful operating range of the spectral remote sensing method. The general integral equation solution obtained is then applied to another remote sensing problem having to do with the characterization of the particle size distribution to atmospheric aerosols and hydrometeors. By measuring the diffraction pattern in the focal plane of a lens created by the passage of a laser beam through a distribution of particles, it is shown that the particle-size distribution of the particles can be obtained. An intermediate result of the analysis also gives the total volume concentration of the particles.

Sampling the kinetic pathways of a micelle fusion and fission transition.

PubMed

Pool, René; Bolhuis, Peter G

2007-06-28

The mechanism and kinetics of micellar breakup and fusion in a dilute solution of a model surfactant are investigated by path sampling techniques. Analysis of the path ensemble gives insight in the mechanism of the transition. For larger, less stable micelles the fission/fusion occurs via a clear neck formation, while for smaller micelles the mechanism is more direct. In addition, path analysis yields an appropriate order parameter to evaluate the fusion and fission rate constants using stochastic transition interface sampling. For the small, stable micelle (50 surfactants) the computed fission rate constant is a factor of 10 lower than the fusion rate constant. The procedure opens the way for accurate calculation of free energy and kinetics for, e.g., membrane fusion, and wormlike micelle endcap formation.

Perfect discretization of reparametrization invariant path integrals

NASA Astrophysics Data System (ADS)

Bahr, Benjamin; Dittrich, Bianca; Steinhaus, Sebastian

2011-05-01

To obtain a well-defined path integral one often employs discretizations. In the case of gravity and reparametrization-invariant systems, the latter of which we consider here as a toy example, discretizations generically break diffeomorphism and reparametrization symmetry, respectively. This has severe implications, as these symmetries determine the dynamics of the corresponding system. Indeed we will show that a discretized path integral with reparametrization-invariance is necessarily also discretization independent and therefore uniquely determined by the corresponding continuum quantum mechanical propagator. We use this insight to develop an iterative method for constructing such a discretized path integral, akin to a Wilsonian RG flow. This allows us to address the problem of discretization ambiguities and of an anomaly-free path integral measure for such systems. The latter is needed to obtain a path integral, that can act as a projector onto the physical states, satisfying the quantum constraints. We will comment on implications for discrete quantum gravity models, such as spin foams.

Distinct roles of hippocampus and medial prefrontal cortex in spatial and nonspatial memory.

PubMed

Sapiurka, Maya; Squire, Larry R; Clark, Robert E

2016-12-01

In earlier work, patients with hippocampal damage successfully path integrated, apparently by maintaining spatial information in working memory. In contrast, rats with hippocampal damage were unable to path integrate, even when the paths were simple and working memory might have been expected to support performance. We considered possible ways to understand these findings. We tested rats with either hippocampal lesions or lesions of medial prefrontal cortex (mPFC) on three tasks of spatial or nonspatial memory: path integration, spatial alternation, and a nonspatial alternation task. Rats with mPFC lesions were impaired on both spatial and nonspatial alternation but performed normally on path integration. By contrast, rats with hippocampal lesions were impaired on path integration and spatial alternation but performed normally on nonspatial alternation. We propose that rodent neocortex is limited in its ability to construct a coherent spatial working memory of complex environments. Accordingly, in tasks such as path integration and spatial alternation, working memory cannot depend on neocortex alone. Rats may accomplish many spatial memory tasks by relying on long-term memory. Alternatively, they may accomplish these tasks within working memory through sustained coordination between hippocampus and other cortical brain regions such as mPFC, in the case of spatial alternation, or parietal cortex in the case of path integration. © 2016 Wiley Periodicals, Inc. © 2016 Wiley Periodicals, Inc.

Medial temporal lobe roles in human path integration.

PubMed

Yamamoto, Naohide; Philbeck, John W; Woods, Adam J; Gajewski, Daniel A; Arthur, Joeanna C; Potolicchio, Samuel J; Levy, Lucien; Caputy, Anthony J

2014-01-01

Path integration is a process in which observers derive their location by integrating self-motion signals along their locomotion trajectory. Although the medial temporal lobe (MTL) is thought to take part in path integration, the scope of its role for path integration remains unclear. To address this issue, we administered a variety of tasks involving path integration and other related processes to a group of neurosurgical patients whose MTL was unilaterally resected as therapy for epilepsy. These patients were unimpaired relative to neurologically intact controls in many tasks that required integration of various kinds of sensory self-motion information. However, the same patients (especially those who had lesions in the right hemisphere) walked farther than the controls when attempting to walk without vision to a previewed target. Importantly, this task was unique in our test battery in that it allowed participants to form a mental representation of the target location and anticipate their upcoming walking trajectory before they began moving. Thus, these results put forth a new idea that the role of MTL structures for human path integration may stem from their participation in predicting the consequences of one's locomotor actions. The strengths of this new theoretical viewpoint are discussed.

Medial Temporal Lobe Roles in Human Path Integration

PubMed Central

Yamamoto, Naohide; Philbeck, John W.; Woods, Adam J.; Gajewski, Daniel A.; Arthur, Joeanna C.; Potolicchio, Samuel J.; Levy, Lucien; Caputy, Anthony J.

2014-01-01

Path integration is a process in which observers derive their location by integrating self-motion signals along their locomotion trajectory. Although the medial temporal lobe (MTL) is thought to take part in path integration, the scope of its role for path integration remains unclear. To address this issue, we administered a variety of tasks involving path integration and other related processes to a group of neurosurgical patients whose MTL was unilaterally resected as therapy for epilepsy. These patients were unimpaired relative to neurologically intact controls in many tasks that required integration of various kinds of sensory self-motion information. However, the same patients (especially those who had lesions in the right hemisphere) walked farther than the controls when attempting to walk without vision to a previewed target. Importantly, this task was unique in our test battery in that it allowed participants to form a mental representation of the target location and anticipate their upcoming walking trajectory before they began moving. Thus, these results put forth a new idea that the role of MTL structures for human path integration may stem from their participation in predicting the consequences of one's locomotor actions. The strengths of this new theoretical viewpoint are discussed. PMID:24802000

Measuring trace gas emission from multi-distributed sources using vertical radial plume mapping (VRPM) and backward Lagrangian stochastic (bLS) techniques

USDA-ARS?s Scientific Manuscript database

Two micrometeorological techniques for measuring trace gas emission rates from distributed area sources were evaluated using a variety of synthetic area sources. The accuracy of the vertical radial plume mapping (VRPM) and the backward Lagrangian (bLS) techniques with an open-path optical spectrosco...

Path integrals and the WKB approximation in loop quantum cosmology

NASA Astrophysics Data System (ADS)

Ashtekar, Abhay; Campiglia, Miguel; Henderson, Adam

2010-12-01

We follow the Feynman procedure to obtain a path integral formulation of loop quantum cosmology starting from the Hilbert space framework. Quantum geometry effects modify the weight associated with each path so that the effective measure on the space of paths is different from that used in the Wheeler-DeWitt theory. These differences introduce some conceptual subtleties in arriving at the WKB approximation. But the approximation is well defined and provides intuition for the differences between loop quantum cosmology and the Wheeler-DeWitt theory from a path integral perspective.

Perfect discretization of path integrals

NASA Astrophysics Data System (ADS)

Steinhaus, Sebastian

2012-05-01

In order to obtain a well-defined path integral one often employs discretizations. In the case of General Relativity these generically break diffeomorphism symmetry, which has severe consequences since these symmetries determine the dynamics of the corresponding system. In this article we consider the path integral of reparametrization invariant systems as a toy example and present an improvement procedure for the discretized propagator. Fixed points and convergence of the procedure are discussed. Furthermore we show that a reparametrization invariant path integral implies discretization independence and acts as a projector onto physical states.

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...

A representation of solution of stochastic differential equations

NASA Astrophysics Data System (ADS)

Kim, Yoon Tae; Jeon, Jong Woo

2006-03-01

We prove that the logarithm of the formal power series, obtained from a stochastic differential equation, is an element in the closure of the Lie algebra generated by vector fields being coefficients of equations. By using this result, we obtain a representation of the solution of stochastic differential equations in terms of Lie brackets and iterated Stratonovich integrals in the algebra of formal power series.

PathCase-SB architecture and database design

PubMed Central

2011-01-01

Background Integration of metabolic pathways resources and regulatory metabolic network models, and deploying new tools on the integrated platform can help perform more effective and more efficient systems biology research on understanding the regulation in metabolic networks. Therefore, the tasks of (a) integrating under a single database environment regulatory metabolic networks and existing models, and (b) building tools to help with modeling and analysis are desirable and intellectually challenging computational tasks. Description PathCase Systems Biology (PathCase-SB) is built and released. The PathCase-SB database provides data and API for multiple user interfaces and software tools. The current PathCase-SB system provides a database-enabled framework and web-based computational tools towards facilitating the development of kinetic models for biological systems. PathCase-SB aims to integrate data of selected biological data sources on the web (currently, BioModels database and KEGG), and to provide more powerful and/or new capabilities via the new web-based integrative framework. This paper describes architecture and database design issues encountered in PathCase-SB's design and implementation, and presents the current design of PathCase-SB's architecture and database. Conclusions PathCase-SB architecture and database provide a highly extensible and scalable environment with easy and fast (real-time) access to the data in the database. PathCase-SB itself is already being used by researchers across the world. PMID:22070889

Design Of Combined Stochastic Feedforward/Feedback Control

NASA Technical Reports Server (NTRS)

Halyo, Nesim

1989-01-01

Methodology accommodates variety of control structures and design techniques. In methodology for combined stochastic feedforward/feedback control, main objectives of feedforward and feedback control laws seen clearly. Inclusion of error-integral feedback, dynamic compensation, rate-command control structure, and like integral element of methodology. Another advantage of methodology flexibility to develop variety of techniques for design of feedback control with arbitrary structures to obtain feedback controller: includes stochastic output feedback, multiconfiguration control, decentralized control, or frequency and classical control methods. Control modes of system include capture and tracking of localizer and glideslope, crab, decrab, and flare. By use of recommended incremental implementation, control laws simulated on digital computer and connected with nonlinear digital simulation of aircraft and its systems.

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.

A combined stochastic feedforward and feedback control design methodology with application to autoland design

NASA Technical Reports Server (NTRS)

Halyo, Nesim

1987-01-01

A combined stochastic feedforward and feedback control design methodology was developed. The objective of the feedforward control law is to track the commanded trajectory, whereas the feedback control law tries to maintain the plant state near the desired trajectory in the presence of disturbances and uncertainties about the plant. The feedforward control law design is formulated as a stochastic optimization problem and is embedded into the stochastic output feedback problem where the plant contains unstable and uncontrollable modes. An algorithm to compute the optimal feedforward is developed. In this approach, the use of error integral feedback, dynamic compensation, control rate command structures are an integral part of the methodology. An incremental implementation is recommended. Results on the eigenvalues of the implemented versus designed control laws are presented. The stochastic feedforward/feedback control methodology is used to design a digital automatic landing system for the ATOPS Research Vehicle, a Boeing 737-100 aircraft. The system control modes include localizer and glideslope capture and track, and flare to touchdown. Results of a detailed nonlinear simulation of the digital control laws, actuator systems, and aircraft aerodynamics are presented.

Integrated seismic stochastic inversion and multi-attributes to delineate reservoir distribution: Case study MZ fields, Central Sumatra Basin

NASA Astrophysics Data System (ADS)

Haris, A.; Novriyani, M.; Suparno, S.; Hidayat, R.; Riyanto, A.

2017-07-01

This study presents the integration of seismic stochastic inversion and multi-attributes for delineating the reservoir distribution in term of lithology and porosity in the formation within depth interval between the Top Sihapas and Top Pematang. The method that has been used is a stochastic inversion, which is integrated with multi-attribute seismic by applying neural network Probabilistic Neural Network (PNN). Stochastic methods are used to predict the probability mapping sandstone as the result of impedance varied with 50 realizations that will produce a good probability. Analysis of Stochastic Seismic Tnversion provides more interpretive because it directly gives the value of the property. Our experiment shows that AT of stochastic inversion provides more diverse uncertainty so that the probability value will be close to the actual values. The produced AT is then used for an input of a multi-attribute analysis, which is used to predict the gamma ray, density and porosity logs. To obtain the number of attributes that are used, stepwise regression algorithm is applied. The results are attributes which are used in the process of PNN. This PNN method is chosen because it has the best correlation of others neural network method. Finally, we interpret the product of the multi-attribute analysis are in the form of pseudo-gamma ray volume, density volume and volume of pseudo-porosity to delineate the reservoir distribution. Our interpretation shows that the structural trap is identified in the southeastern part of study area, which is along the anticline.

The path dependency theory: analytical framework to study institutional integration. The case of France.

PubMed

Trouvé, Hélène; Couturier, Yves; Etheridge, Francis; Saint-Jean, Olivier; Somme, Dominique

2010-06-30

The literature on integration indicates the need for an enhanced theorization of institutional integration. This article proposes path dependence as an analytical framework to study the systems in which integration takes place. PRISMA proposes a model for integrating health and social care services for older adults. This model was initially tested in Quebec. The PRISMA France study gave us an opportunity to analyze institutional integration in France. A qualitative approach was used. Analyses were based on semi-structured interviews with actors of all levels of decision-making, observations of advisory board meetings, and administrative documents. Our analyses revealed the complexity and fragmentation of institutional integration. The path dependency theory, which analyzes the change capacity of institutions by taking into account their historic structures, allows analysis of this situation. The path dependency to the Bismarckian system and the incomplete reforms of gerontological policies generate the coexistence and juxtaposition of institutional systems. In such a context, no institution has sufficient ability to determine gerontology policy and build institutional integration by itself. Using path dependence as an analytical framework helps to understand the reasons why institutional integration is critical to organizational and clinical integration, and the complex construction of institutional integration in France.

Girsanov reweighting for path ensembles and Markov state models

NASA Astrophysics Data System (ADS)

Donati, L.; Hartmann, C.; Keller, B. G.

2017-06-01

The sensitivity of molecular dynamics on changes in the potential energy function plays an important role in understanding the dynamics and function of complex molecules. We present a method to obtain path ensemble averages of a perturbed dynamics from a set of paths generated by a reference dynamics. It is based on the concept of path probability measure and the Girsanov theorem, a result from stochastic analysis to estimate a change of measure of a path ensemble. Since Markov state models (MSMs) of the molecular dynamics can be formulated as a combined phase-space and path ensemble average, the method can be extended to reweight MSMs by combining it with a reweighting of the Boltzmann distribution. We demonstrate how to efficiently implement the Girsanov reweighting in a molecular dynamics simulation program by calculating parts of the reweighting factor "on the fly" during the simulation, and we benchmark the method on test systems ranging from a two-dimensional diffusion process and an artificial many-body system to alanine dipeptide and valine dipeptide in implicit and explicit water. The method can be used to study the sensitivity of molecular dynamics on external perturbations as well as to reweight trajectories generated by enhanced sampling schemes to the original dynamics.

Acoustic Tomography in the Canary Basin: Meddies and Tides

NASA Astrophysics Data System (ADS)

Dushaw, Brian D.; Gaillard, Fabienne; Terre, Thierry

2017-11-01

An acoustic propagation experiment over 308 km range conducted in the Canary Basin in 1997-1998 was used to assess the ability of ocean acoustic tomography to measure the flux of Mediterranean water and Meddies. Instruments on a mooring adjacent to the acoustic path measured the southwestward passage of a strong Meddy in temperature, salinity, and current. Over 9 months of transmissions, the acoustic arrival pattern was an initial broad stochastic pulse varying in duration by 250-500 ms, followed eight stable, identified-ray arrivals. Small-scale sound speed fluctuations from Mediterranean water parcels littered around the sound channel axis caused acoustic scattering. Internal waves contributed more modest acoustic scattering. Based on simulations, the main effect of a Meddy passing across the acoustic path is the formation of many early-arriving, near-axis rays, but these rays are thoroughly scattered by the small-scale Mediterranean-water fluctuations. A Meddy decreases the deep-turning ray travel times by 10-30 ms. The dominant acoustic signature of a Meddy is therefore the expansion of the width of the initial stochastic pulse. While this signature appears inseparable from the other effects of Mediterranean water in this region, the acoustic time series indicates the steady passage of Mediterranean water across the acoustic path. Tidal variations caused by the mode-1 internal tides were measured by the acoustic travel times. The observed internal tides were partly predicted using a recent global model for such tides derived from satellite altimetry.

Kinetic Network Study of the Diversity and Temperature Dependence of Trp-Cage Folding Pathways: Combining Transition Path Theory with Stochastic Simulations

PubMed Central

Zheng, Weihua; Gallicchio, Emilio; Deng, Nanjie; Andrec, Michael; Levy, Ronald M.

2011-01-01

We present a new approach to study a multitude of folding pathways and different folding mechanisms for the 20-residue mini-protein Trp-Cage using the combined power of replica exchange molecular dynamics (REMD) simulations for conformational sampling, Transition Path Theory (TPT) for constructing folding pathways and stochastic simulations for sampling the pathways in a high dimensional structure space. REMD simulations of Trp-Cage with 16 replicas at temperatures between 270K and 566K are carried out with an all-atom force field (OPLSAA) and an implicit solvent model (AGBNP). The conformations sampled from all temperatures are collected. They form a discretized state space that can be used to model the folding process. The equilibrium population for each state at a target temperature can be calculated using the Weighted-Histogram-Analysis Method (WHAM). By connecting states with similar structures and creating edges satisfying detailed balance conditions, we construct a kinetic network that preserves the equilibrium population distribution of the state space. After defining the folded and unfolded macrostates, committor probabilities (Pfold) are calculated by solving a set of linear equations for each node in the network and pathways are extracted together with their fluxes using the TPT algorithm. By clustering the pathways into folding “tubes”, a more physically meaningful picture of the diversity of folding routes emerges. Stochastic simulations are carried out on the network and a procedure is developed to project sampled trajectories onto the folding tubes. The fluxes through the folding tubes calculated from the stochastic trajectories are in good agreement with the corresponding values obtained from the TPT analysis. The temperature dependence of the ensemble of Trp-Cage folding pathways is investigated. Above the folding temperature, a large number of diverse folding pathways with comparable fluxes flood the energy landscape. At low temperature, however, the folding transition is dominated by only a few localized pathways. PMID:21254767

Kinetic network study of the diversity and temperature dependence of Trp-Cage folding pathways: combining transition path theory with stochastic simulations.

PubMed

Zheng, Weihua; Gallicchio, Emilio; Deng, Nanjie; Andrec, Michael; Levy, Ronald M

2011-02-17

We present a new approach to study a multitude of folding pathways and different folding mechanisms for the 20-residue mini-protein Trp-Cage using the combined power of replica exchange molecular dynamics (REMD) simulations for conformational sampling, transition path theory (TPT) for constructing folding pathways, and stochastic simulations for sampling the pathways in a high dimensional structure space. REMD simulations of Trp-Cage with 16 replicas at temperatures between 270 and 566 K are carried out with an all-atom force field (OPLSAA) and an implicit solvent model (AGBNP). The conformations sampled from all temperatures are collected. They form a discretized state space that can be used to model the folding process. The equilibrium population for each state at a target temperature can be calculated using the weighted-histogram-analysis method (WHAM). By connecting states with similar structures and creating edges satisfying detailed balance conditions, we construct a kinetic network that preserves the equilibrium population distribution of the state space. After defining the folded and unfolded macrostates, committor probabilities (P(fold)) are calculated by solving a set of linear equations for each node in the network and pathways are extracted together with their fluxes using the TPT algorithm. By clustering the pathways into folding "tubes", a more physically meaningful picture of the diversity of folding routes emerges. Stochastic simulations are carried out on the network, and a procedure is developed to project sampled trajectories onto the folding tubes. The fluxes through the folding tubes calculated from the stochastic trajectories are in good agreement with the corresponding values obtained from the TPT analysis. The temperature dependence of the ensemble of Trp-Cage folding pathways is investigated. Above the folding temperature, a large number of diverse folding pathways with comparable fluxes flood the energy landscape. At low temperature, however, the folding transition is dominated by only a few localized pathways.

Two-path plasmonic interferometer with integrated detector

DOEpatents

Dyer, Gregory Conrad; Shaner, Eric A.; Aizin, Gregory

2016-03-29

An electrically tunable terahertz two-path plasmonic interferometer with an integrated detection element can down convert a terahertz field to a rectified DC signal. The integrated detector utilizes a resonant plasmonic homodyne mixing mechanism that measures the component of the plasma waves in-phase with an excitation field that functions as the local oscillator in the mixer. The plasmonic interferometer comprises two independently tuned electrical paths. The plasmonic interferometer enables a spectrometer-on-a-chip where the tuning of electrical path length plays an analogous role to that of physical path length in macroscopic Fourier transform interferometers.

Modeling stochastic frontier based on vine copulas

NASA Astrophysics Data System (ADS)

Constantino, Michel; Candido, Osvaldo; Tabak, Benjamin M.; da Costa, Reginaldo Brito

2017-11-01

This article models a production function and analyzes the technical efficiency of listed companies in the United States, Germany and England between 2005 and 2012 based on the vine copula approach. Traditional estimates of the stochastic frontier assume that data is multivariate normally distributed and there is no source of asymmetry. The proposed method based on vine copulas allow us to explore different types of asymmetry and multivariate distribution. Using data on product, capital and labor, we measure the relative efficiency of the vine production function and estimate the coefficient used in the stochastic frontier literature for comparison purposes. This production vine copula predicts the value added by firms with given capital and labor in a probabilistic way. It thereby stands in sharp contrast to the production function, where the output of firms is completely deterministic. The results show that, on average, S&P500 companies are more efficient than companies listed in England and Germany, which presented similar average efficiency coefficients. For comparative purposes, the traditional stochastic frontier was estimated and the results showed discrepancies between the coefficients obtained by the application of the two methods, traditional and frontier-vine, opening new paths of non-linear research.

The path integral on the pseudosphere

NASA Astrophysics Data System (ADS)

Grosche, C.; Steiner, F.

1988-02-01

A rigorous path integral treatment for the d-dimensional pseudosphere Λd-1 , a Riemannian manifold of constant negative curvature, is presented. The path integral formulation is based on a canonical approach using Weyl-ordering and the Hamiltonian path integral defined on midpoints. The time-dependent and energy-dependent Feynman kernels obtain different expressions in the even- and odd-dimensional cases, respectively. The special case of the three-dimensional pseudosphere, which is analytically equivalent to the Poincaré upper half plane, the Poincaré disc, and the hyperbolic strip, is discussed in detail including the energy spectrum and the normalised wave-functions.

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.

Quantum correlation in degenerate optical parametric oscillators with mutual injections

NASA Astrophysics Data System (ADS)

Takata, Kenta; Marandi, Alireza; Yamamoto, Yoshihisa

2015-10-01

We theoretically and numerically study the quantum dynamics of two degenerate optical parametric oscillators with mutual injections. The cavity mode in the optical coupling path between the two oscillator facets is explicitly considered. Stochastic equations for the oscillators and mutual injection path based on the positive P representation are derived. The system of two gradually pumped oscillators with out-of-phase mutual injections is simulated, and its quantum state is investigated. When the incoherent loss of the oscillators other than the mutual injections is small, the squeezed quadratic amplitudes p ̂ in the oscillators are positively correlated near the oscillation threshold. It indicates finite quantum correlation, estimated via Gaussian quantum discord, and the entanglement between the intracavity subharmonic fields. When the loss in the injection path is low, each oscillator around the phase transition point forms macroscopic superposition even under a small pump noise. It suggests that the squeezed field stored in the low-loss injection path weakens the decoherence in the oscillators.

Formulation of D-brane Dynamics

NASA Astrophysics Data System (ADS)

Evans, Thomas

2012-03-01

It is the purpose of this paper (within the context of STS rules & guidelines ``research report'') to formulate a statistical-mechanical form of D-brane dynamics. We consider first the path integral formulation of quantum mechanics, and extend this to a path-integral formulation of D-brane mechanics, summing over all the possible path integral sectors of R-R, NS charged states. We then investigate this generalization utilizing a path-integral formulation summing over all the possible path integral sectors of R-R charged states, calculated from the mean probability tree-level amplitude of type I, IIA, and IIB strings, serving as a generalization of all strings described by D-branes. We utilize this generalization to study black holes in regimes where the initial D-brane system is legitimate, and further this generalization to look at information loss near regions of nonlocality on a non-ordinary event horizon. We see here that in these specific regimes, we can calculate a path integral formulation, as describing D0-brane mechanics, tracing the dissipation of entropy throughout the event horizon. This is used to study the information paradox, and to propose a resolution between the phenomena and the correct and expected quantum mechanical description. This is done as our path integral throughout entropy entering the event horizon effectively and correctly encodes the initial state in subtle correlations in the Hawking radiation.

Outbreak and Extinction Dynamics in a Stochastic Ebola Model

NASA Astrophysics Data System (ADS)

Nieddu, Garrett; Bianco, Simone; Billings, Lora; Forgoston, Eric; Kaufman, James

A zoonotic disease is a disease that can be passed between animals and humans. In many cases zoonotic diseases can persist in the animal population even if there are no infections in the human population. In this case we call the infected animal population the reservoir for the disease. Ebola virus disease (EVD) and SARS are both notable examples of such diseases. There is little work devoted to understanding stochastic disease extinction and reintroduction in the presence of a reservoir. Here we build a stochastic model for EVD and explicitly consider the presence of an animal reservoir. Using a master equation approach and a WKB ansatz, we determine the associated Hamiltonian of the system. Hamilton's equations are then used to numerically compute the 12-dimensional optimal path to extinction, which is then used to estimate mean extinction times. We also numerically investigate the behavior of the model for dynamic population size. Our results provide an improved understanding of outbreak and extinction dynamics in diseases like EVD.

An adaptive tau-leaping method for stochastic simulations of reaction-diffusion systems

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

Padgett, Jill M. A.; Ilie, Silvana, E-mail: silvana@ryerson.ca

2016-03-15

Stochastic modelling is critical for studying many biochemical processes in a cell, in particular when some reacting species have low population numbers. For many such cellular processes the spatial distribution of the molecular species plays a key role. The evolution of spatially heterogeneous biochemical systems with some species in low amounts is accurately described by the mesoscopic model of the Reaction-Diffusion Master Equation. The Inhomogeneous Stochastic Simulation Algorithm provides an exact strategy to numerically solve this model, but it is computationally very expensive on realistic applications. We propose a novel adaptive time-stepping scheme for the tau-leaping method for approximating themore » solution of the Reaction-Diffusion Master Equation. This technique combines effective strategies for variable time-stepping with path preservation to reduce the computational cost, while maintaining the desired accuracy. The numerical tests on various examples arising in applications show the improved efficiency achieved by the new adaptive method.« less

All-Optical Wavelength-Path Service With Quality Assurance by Multilayer Integration System

NASA Astrophysics Data System (ADS)

Yagi, Mikio; Tanaka, Shinya; Satomi, Shuichi; Ryu, Shiro; Asano, Shoichiro

2006-09-01

In the future all-optical network controlled by generalized multiprotocol label switching (GMPLS), the wavelength path between end nodes will change dynamically. This inevitably means that the fiber parameters along the wavelength path will also vary. This variation in fiber parameters influences the signal quality of high-speed-transmission system (bit rates over 40 Gb/s). Therefore, at a path setup, the fiber-parameter effect should be adequately compensated. Moreover, the path setup must be completed fast enough to meet the network-application demands. To realize the rapid setup of adequate paths, a multilayer integration system for all-optical wavelength-path quality assurance is proposed. This multilayer integration system is evaluated in a field trial. In the trial, the GMPLS control plane, measurement plane, and data plane coordinated to maintain the quality of a 40-Gb/s wavelength path that would otherwise be degraded by the influence of chromatic dispersion. It is also demonstrated that the multilayer integration system can assure the signal quality in the face of not only chromatic dispersion but also degradation in the optical signal-to-noise ratio by the use of a 2R regeneration system. Our experiments confirm that the proposed multilayer integration system is an essential part of future all-optical networks.

Constrained approximation of effective generators for multiscale stochastic reaction networks and application to conditioned path sampling

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

Cotter, Simon L., E-mail: simon.cotter@manchester.ac.uk

2016-10-15

Efficient analysis and simulation of multiscale stochastic systems of chemical kinetics is an ongoing area for research, and is the source of many theoretical and computational challenges. In this paper, we present a significant improvement to the constrained approach, which is a method for computing effective dynamics of slowly changing quantities in these systems, but which does not rely on the quasi-steady-state assumption (QSSA). The QSSA can cause errors in the estimation of effective dynamics for systems where the difference in timescales between the “fast” and “slow” variables is not so pronounced. This new application of the constrained approach allowsmore » us to compute the effective generator of the slow variables, without the need for expensive stochastic simulations. This is achieved by finding the null space of the generator of the constrained system. For complex systems where this is not possible, or where the constrained subsystem is itself multiscale, the constrained approach can then be applied iteratively. This results in breaking the problem down into finding the solutions to many small eigenvalue problems, which can be efficiently solved using standard methods. Since this methodology does not rely on the quasi steady-state assumption, the effective dynamics that are approximated are highly accurate, and in the case of systems with only monomolecular reactions, are exact. We will demonstrate this with some numerics, and also use the effective generators to sample paths of the slow variables which are conditioned on their endpoints, a task which would be computationally intractable for the generator of the full system.« less

Path Integral Computation of Quantum Free Energy Differences Due to Alchemical Transformations Involving Mass and Potential.

PubMed

Pérez, Alejandro; von Lilienfeld, O Anatole

2011-08-09

Thermodynamic integration, perturbation theory, and λ-dynamics methods were applied to path integral molecular dynamics calculations to investigate free energy differences due to "alchemical" transformations. Several estimators were formulated to compute free energy differences in solvable model systems undergoing changes in mass and/or potential. Linear and nonlinear alchemical interpolations were used for the thermodynamic integration. We find improved convergence for the virial estimators, as well as for the thermodynamic integration over nonlinear interpolation paths. Numerical results for the perturbative treatment of changes in mass and electric field strength in model systems are presented. We used thermodynamic integration in ab initio path integral molecular dynamics to compute the quantum free energy difference of the isotope transformation in the Zundel cation. The performance of different free energy methods is discussed.

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

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...

Path integrals, supersymmetric quantum mechanics, and the Atiyah-Singer index theorem for twisted Dirac

NASA Astrophysics Data System (ADS)

Fine, Dana S.; Sawin, Stephen

2017-01-01

Feynman's time-slicing construction approximates the path integral by a product, determined by a partition of a finite time interval, of approximate propagators. This paper formulates general conditions to impose on a short-time approximation to the propagator in a general class of imaginary-time quantum mechanics on a Riemannian manifold which ensure that these products converge. The limit defines a path integral which agrees pointwise with the heat kernel for a generalized Laplacian. The result is a rigorous construction of the propagator for supersymmetric quantum mechanics, with potential, as a path integral. Further, the class of Laplacians includes the square of the twisted Dirac operator, which corresponds to an extension of N = 1/2 supersymmetric quantum mechanics. General results on the rate of convergence of the approximate path integrals suffice in this case to derive the local version of the Atiyah-Singer index theorem.

The path integral on the Poincaré upper half-plane with a magnetic field and for the Morse potential

NASA Astrophysics Data System (ADS)

Grosche, Christian

1988-10-01

Rigorous path integral treatments on the Poincaré upper half-plane with a magnetic field and for the Morse potential are presented. The calculation starts with the path integral on the Poincaré upper half-plane with a magnetic field. By a Fourier expansion and a non-linear transformation this problem is reformulated in terms of the path integral for the Morse potential. This latter problem can be reduced by an appropriate space-time transformation to the path integral for the harmonic oscillator with generalised angular momentum, a technique which has been developed in recent years. The well-known solution for the last problem enables one to give explicit expressions for the Feynman kernels for the Morse potential and for the Poincaré upper half-plane with magnetic field, respectively. The wavefunctions and the energy spectrum for the bound and scattering states are given, respectively.

The path dependency theory: analytical framework to study institutional integration. The case of France

PubMed Central

Trouvé, Hélène; Couturier, Yves; Etheridge, Francis; Saint-Jean, Olivier; Somme, Dominique

2010-01-01

Background The literature on integration indicates the need for an enhanced theorization of institutional integration. This article proposes path dependence as an analytical framework to study the systems in which integration takes place. Purpose PRISMA proposes a model for integrating health and social care services for older adults. This model was initially tested in Quebec. The PRISMA France study gave us an opportunity to analyze institutional integration in France. Methods A qualitative approach was used. Analyses were based on semi-structured interviews with actors of all levels of decision-making, observations of advisory board meetings, and administrative documents. Results Our analyses revealed the complexity and fragmentation of institutional integration. The path dependency theory, which analyzes the change capacity of institutions by taking into account their historic structures, allows analysis of this situation. The path dependency to the Bismarckian system and the incomplete reforms of gerontological policies generate the coexistence and juxtaposition of institutional systems. In such a context, no institution has sufficient ability to determine gerontology policy and build institutional integration by itself. Conclusion Using path dependence as an analytical framework helps to understand the reasons why institutional integration is critical to organizational and clinical integration, and the complex construction of institutional integration in France. PMID:20689740

Finite-time state feedback stabilisation of stochastic high-order nonlinear feedforward systems

NASA Astrophysics Data System (ADS)

Xie, Xue-Jun; Zhang, Xing-Hui; Zhang, Kemei

2016-07-01

This paper studies the finite-time state feedback stabilisation of stochastic high-order nonlinear feedforward systems. Based on the stochastic Lyapunov theorem on finite-time stability, by using the homogeneous domination method, the adding one power integrator and sign function method, constructing a ? Lyapunov function and verifying the existence and uniqueness of solution, a continuous state feedback controller is designed to guarantee the closed-loop system finite-time stable in probability.

Auxiliary field loop expansion of the effective action for a class of stochastic partial differential equations

NASA Astrophysics Data System (ADS)

Cooper, Fred; Dawson, John F.

2016-02-01

We present an alternative to the perturbative (in coupling constant) diagrammatic approach for studying stochastic dynamics of a class of reaction diffusion systems. Our approach is based on an auxiliary field loop expansion for the path integral representation for the generating functional of the noise induced correlation functions of the fields describing these systems. The systems we consider include Langevin systems describable by the set of self interacting classical fields ϕi(x , t) in the presence of external noise ηi(x , t) , namely (∂t - ν∇2) ϕ - F [ ϕ ] = η, as well as chemical reaction annihilation processes obtained by applying the many-body approach of Doi-Peliti to the Master Equation formulation of these problems. We consider two different effective actions, one based on the Onsager-Machlup (OM) approach, and the other due to Janssen-deGenneris based on the Martin-Siggia-Rose (MSR) response function approach. For the simple models we consider, we determine an analytic expression for the Energy landscape (effective potential) in both formalisms and show how to obtain the more physical effective potential of the Onsager-Machlup approach from the MSR effective potential in leading order in the auxiliary field loop expansion. For the KPZ equation we find that our approximation, which is non-perturbative and obeys broken symmetry Ward identities, does not lead to the appearance of a fluctuation induced symmetry breakdown. This contradicts the results of earlier studies.

Regularity of random attractors for fractional stochastic reaction-diffusion equations on Rn

NASA Astrophysics Data System (ADS)

Gu, Anhui; Li, Dingshi; Wang, Bixiang; Yang, Han

2018-06-01

We investigate the regularity of random attractors for the non-autonomous non-local fractional stochastic reaction-diffusion equations in Hs (Rn) with s ∈ (0 , 1). We prove the existence and uniqueness of the tempered random attractor that is compact in Hs (Rn) and attracts all tempered random subsets of L2 (Rn) with respect to the norm of Hs (Rn). The main difficulty is to show the pullback asymptotic compactness of solutions in Hs (Rn) due to the noncompactness of Sobolev embeddings on unbounded domains and the almost sure nondifferentiability of the sample paths of the Wiener process. We establish such compactness by the ideas of uniform tail-estimates and the spectral decomposition of solutions in bounded domains.

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

NASA Astrophysics Data System (ADS)

Chen, Guohai; Meng, Zeng; Yang, Dixiong

2018-01-01

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

Mnemonic discrimination relates to perforant path integrity: An ultra-high resolution diffusion tensor imaging study.

PubMed

Bennett, Ilana J; Stark, Craig E L

2016-03-01

Pattern separation describes the orthogonalization of similar inputs into unique, non-overlapping representations. This computational process is thought to serve memory by reducing interference and to be mediated by the dentate gyrus of the hippocampus. Using ultra-high in-plane resolution diffusion tensor imaging (hrDTI) in older adults, we previously demonstrated that integrity of the perforant path, which provides input to the dentate gyrus from entorhinal cortex, was associated with mnemonic discrimination, a behavioral outcome designed to load on pattern separation. The current hrDTI study assessed the specificity of this perforant path integrity-mnemonic discrimination relationship relative to other cognitive constructs (identified using a factor analysis) and white matter tracts (hippocampal cingulum, fornix, corpus callosum) in 112 healthy adults (20-87 years). Results revealed age-related declines in integrity of the perforant path and other medial temporal lobe (MTL) tracts (hippocampal cingulum, fornix). Controlling for global effects of brain aging, perforant path integrity related only to the factor that captured mnemonic discrimination performance. Comparable integrity-mnemonic discrimination relationships were also observed for the hippocampal cingulum and fornix. Thus, whereas perforant path integrity specifically relates to mnemonic discrimination, mnemonic discrimination may be mediated by a broader MTL network. Copyright © 2015 Elsevier Inc. All rights reserved.

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.

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

NASA Astrophysics Data System (ADS)

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

2015-04-01

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

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

Sensory feedback in a bump attractor model of path integration.

PubMed

Poll, Daniel B; Nguyen, Khanh; Kilpatrick, Zachary P

2016-04-01

Mammalian spatial navigation systems utilize several different sensory information channels. This information is converted into a neural code that represents the animal's current position in space by engaging place cell, grid cell, and head direction cell networks. In particular, sensory landmark (allothetic) cues can be utilized in concert with an animal's knowledge of its own velocity (idiothetic) cues to generate a more accurate representation of position than path integration provides on its own (Battaglia et al. The Journal of Neuroscience 24(19):4541-4550 (2004)). We develop a computational model that merges path integration with feedback from external sensory cues that provide a reliable representation of spatial position along an annular track. Starting with a continuous bump attractor model, we explore the impact of synaptic spatial asymmetry and heterogeneity, which disrupt the position code of the path integration process. We use asymptotic analysis to reduce the bump attractor model to a single scalar equation whose potential represents the impact of asymmetry and heterogeneity. Such imperfections cause errors to build up when the network performs path integration, but these errors can be corrected by an external control signal representing the effects of sensory cues. We demonstrate that there is an optimal strength and decay rate of the control signal when cues appear either periodically or randomly. A similar analysis is performed when errors in path integration arise from dynamic noise fluctuations. Again, there is an optimal strength and decay of discrete control that minimizes the path integration error.

Integration of progressive hedging and dual decomposition in stochastic integer programs

DOE PAGES

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

2015-04-07

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

An Anatomically Constrained Model for Path Integration in the Bee Brain.

PubMed

Stone, Thomas; Webb, Barbara; Adden, Andrea; Weddig, Nicolai Ben; Honkanen, Anna; Templin, Rachel; Wcislo, William; Scimeca, Luca; Warrant, Eric; Heinze, Stanley

2017-10-23

Path integration is a widespread navigational strategy in which directional changes and distance covered are continuously integrated on an outward journey, enabling a straight-line return to home. Bees use vision for this task-a celestial-cue-based visual compass and an optic-flow-based visual odometer-but the underlying neural integration mechanisms are unknown. Using intracellular electrophysiology, we show that polarized-light-based compass neurons and optic-flow-based speed-encoding neurons converge in the central complex of the bee brain, and through block-face electron microscopy, we identify potential integrator cells. Based on plausible output targets for these cells, we propose a complete circuit for path integration and steering in the central complex, with anatomically identified neurons suggested for each processing step. The resulting model circuit is thus fully constrained biologically and provides a functional interpretation for many previously unexplained architectural features of the central complex. Moreover, we show that the receptive fields of the newly discovered speed neurons can support path integration for the holonomic motion (i.e., a ground velocity that is not precisely aligned with body orientation) typical of bee flight, a feature not captured in any previously proposed model of path integration. In a broader context, the model circuit presented provides a general mechanism for producing steering signals by comparing current and desired headings-suggesting a more basic function for central complex connectivity, from which path integration may have evolved. Copyright © 2017 Elsevier Ltd. All rights reserved.

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

PubMed

Li, Pu; Chen, Bing

2011-04-01

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

Spin coherent-state path integrals and the instanton calculus

NASA Astrophysics Data System (ADS)

Garg, Anupam; Kochetov, Evgueny; Park, Kee-Su; Stone, Michael

2003-01-01

We use an instanton approximation to the continuous-time spin coherent-state path integral to obtain the tunnel splitting of classically degenerate ground states. We show that provided the fluctuation determinant is carefully evaluated, the path integral expression is accurate to order O(1/j). We apply the method to the LMG model and to the molecular magnet Fe8 in a transverse field.

Kinefold web server for RNA/DNA folding path and structure prediction including pseudoknots and knots

PubMed Central

Xayaphoummine, A.; Bucher, T.; Isambert, H.

2005-01-01

The Kinefold web server provides a web interface for stochastic folding simulations of nucleic acids on second to minute molecular time scales. Renaturation or co-transcriptional folding paths are simulated at the level of helix formation and dissociation in agreement with the seminal experimental results. Pseudoknots and topologically ‘entangled’ helices (i.e. knots) are efficiently predicted taking into account simple geometrical and topological constraints. To encourage interactivity, simulations launched as immediate jobs are automatically stopped after a few seconds and return adapted recommendations. Users can then choose to continue incomplete simulations using the batch queuing system or go back and modify suggested options in their initial query. Detailed output provide (i) a series of low free energy structures, (ii) an online animated folding path and (iii) a programmable trajectory plot focusing on a few helices of interest to each user. The service can be accessed at . PMID:15980546

Stochastic sediment property inversion in Shallow Water 06.

PubMed

Michalopoulou, Zoi-Heleni

2017-11-01

Received time-series at a short distance from the source allow the identification of distinct paths; four of these are direct, surface and bottom reflections, and sediment reflection. In this work, a Gibbs sampling method is used for the estimation of the arrival times of these paths and the corresponding probability density functions. The arrival times for the first three paths are then employed along with linearization for the estimation of source range and depth, water column depth, and sound speed in the water. Propagating densities of arrival times through the linearized inverse problem, densities are also obtained for the above parameters, providing maximum a posteriori estimates. These estimates are employed to calculate densities and point estimates of sediment sound speed and thickness using a non-linear, grid-based model. Density computation is an important aspect of this work, because those densities express the uncertainty in the inversion for sediment properties.

Increasing EUV source efficiency via recycling of radiation power

NASA Astrophysics Data System (ADS)

Hassanein, Ahmed; Sizyuk, Valeryi; Sizyuk, Tatyana; Johnson, Kenneth C.

2018-03-01

EUV source power is critical for advanced lithography, for achieving economical throughput performance and also for minimizing stochastic patterning effects. Power conversion efficiency can be increased by recycling plasma-scattered laser radiation and other out-of-band radiation back to the plasma via retroreflective optics. Radiation both within and outside of the collector light path can potentially be recycled. For recycling within the collector path, the system uses a diffractive collection mirror that concomitantly filters all laser and out-of-band radiation out of the EUV output. In this paper we review the optical design concept for power recycling and present preliminary plasma-physics simulation results showing a potential gain of 60% in EUV conversion efficiency.

Variational nature, integration, and properties of Newton reaction path

NASA Astrophysics Data System (ADS)

Bofill, Josep Maria; Quapp, Wolfgang

2011-02-01

The distinguished coordinate path and the reduced gradient following path or its equivalent formulation, the Newton trajectory, are analyzed and unified using the theory of calculus of variations. It is shown that their minimum character is related to the fact that the curve is located in a valley region. In this case, we say that the Newton trajectory is a reaction path with the category of minimum energy path. In addition to these findings a Runge-Kutta-Fehlberg algorithm to integrate these curves is also proposed.

Variational nature, integration, and properties of Newton reaction path.

PubMed

Bofill, Josep Maria; Quapp, Wolfgang

2011-02-21

The distinguished coordinate path and the reduced gradient following path or its equivalent formulation, the Newton trajectory, are analyzed and unified using the theory of calculus of variations. It is shown that their minimum character is related to the fact that the curve is located in a valley region. In this case, we say that the Newton trajectory is a reaction path with the category of minimum energy path. In addition to these findings a Runge-Kutta-Fehlberg algorithm to integrate these curves is also proposed.

Path integration of head direction: updating a packet of neural activity at the correct speed using neuronal time constants.

PubMed

Walters, D M; Stringer, S M

2010-07-01

A key question in understanding the neural basis of path integration is how individual, spatially responsive, neurons may self-organize into networks that can, through learning, integrate velocity signals to update a continuous representation of location within an environment. It is of vital importance that this internal representation of position is updated at the correct speed, and in real time, to accurately reflect the motion of the animal. In this article, we present a biologically plausible model of velocity path integration of head direction that can solve this problem using neuronal time constants to effect natural time delays, over which associations can be learned through associative Hebbian learning rules. The model comprises a linked continuous attractor network and competitive network. In simulation, we show that the same model is able to learn two different speeds of rotation when implemented with two different values for the time constant, and without the need to alter any other model parameters. The proposed model could be extended to path integration of place in the environment, and path integration of spatial view.

From classical to quantum and back: Hamiltonian adaptive resolution path integral, ring polymer, and centroid molecular dynamics

NASA Astrophysics Data System (ADS)

Kreis, Karsten; Kremer, Kurt; Potestio, Raffaello; Tuckerman, Mark E.

2017-12-01

Path integral-based methodologies play a crucial role for the investigation of nuclear quantum effects by means of computer simulations. However, these techniques are significantly more demanding than corresponding classical simulations. To reduce this numerical effort, we recently proposed a method, based on a rigorous Hamiltonian formulation, which restricts the quantum modeling to a small but relevant spatial region within a larger reservoir where particles are treated classically. In this work, we extend this idea and show how it can be implemented along with state-of-the-art path integral simulation techniques, including path-integral molecular dynamics, which allows for the calculation of quantum statistical properties, and ring-polymer and centroid molecular dynamics, which allow the calculation of approximate quantum dynamical properties. To this end, we derive a new integration algorithm that also makes use of multiple time-stepping. The scheme is validated via adaptive classical-path-integral simulations of liquid water. Potential applications of the proposed multiresolution method are diverse and include efficient quantum simulations of interfaces as well as complex biomolecular systems such as membranes and proteins.

Enzymatic Kinetic Isotope Effects from Path-Integral Free Energy Perturbation Theory.

PubMed

Gao, J

2016-01-01

Path-integral free energy perturbation (PI-FEP) theory is presented to directly determine the ratio of quantum mechanical partition functions of different isotopologs in a single simulation. Furthermore, a double averaging strategy is used to carry out the practical simulation, separating the quantum mechanical path integral exactly into two separate calculations, one corresponding to a classical molecular dynamics simulation of the centroid coordinates, and another involving free-particle path-integral sampling over the classical, centroid positions. An integrated centroid path-integral free energy perturbation and umbrella sampling (PI-FEP/UM, or simply, PI-FEP) method along with bisection sampling was summarized, which provides an accurate and fast convergent method for computing kinetic isotope effects for chemical reactions in solution and in enzymes. The PI-FEP method is illustrated by a number of applications, to highlight the computational precision and accuracy, the rule of geometrical mean in kinetic isotope effects, enhanced nuclear quantum effects in enzyme catalysis, and protein dynamics on temperature dependence of kinetic isotope effects. © 2016 Elsevier Inc. All rights reserved.

Architectural constraints are a major factor reducing path integration accuracy in the rat head direction cell system.

PubMed

Page, Hector J I; Walters, Daniel; Stringer, Simon M

2015-01-01

Head direction cells fire to signal the direction in which an animal's head is pointing. They are able to track head direction using only internally-derived information (path integration)In this simulation study we investigate the factors that affect path integration accuracy. Specifically, two major limiting factors are identified: rise time, the time after stimulation it takes for a neuron to start firing, and the presence of symmetric non-offset within-layer recurrent collateral connectivity. On the basis of the latter, the important prediction is made that head direction cell regions directly involved in path integration will not contain this type of connectivity; giving a theoretical explanation for architectural observations. Increased neuronal rise time is found to slow path integration, and the slowing effect for a given rise time is found to be more severe in the context of short conduction delays. Further work is suggested on the basis of our findings, which represent a valuable contribution to understanding of the head direction cell system.

Simplified path integral for supersymmetric quantum mechanics and type-A trace anomalies

NASA Astrophysics Data System (ADS)

Bastianelli, Fiorenzo; Corradini, Olindo; Iacconi, Laura

2018-05-01

Particles in a curved space are classically described by a nonlinear sigma model action that can be quantized through path integrals. The latter require a precise regularization to deal with the derivative interactions arising from the nonlinear kinetic term. Recently, for maximally symmetric spaces, simplified path integrals have been developed: they allow to trade the nonlinear kinetic term with a purely quadratic kinetic term (linear sigma model). This happens at the expense of introducing a suitable effective scalar potential, which contains the information on the curvature of the space. The simplified path integral provides a sensible gain in the efficiency of perturbative calculations. Here we extend the construction to models with N = 1 supersymmetry on the worldline, which are applicable to the first quantized description of a Dirac fermion. As an application we use the simplified worldline path integral to compute the type-A trace anomaly of a Dirac fermion in d dimensions up to d = 16.

Integrating stochastic time-dependent travel speed in solution methods for the dynamic dial-a-ride problem.

PubMed

Schilde, M; Doerner, K F; Hartl, R F

2014-10-01

In urban areas, logistic transportation operations often run into problems because travel speeds change, depending on the current traffic situation. If not accounted for, time-dependent and stochastic travel speeds frequently lead to missed time windows and thus poorer service. Especially in the case of passenger transportation, it often leads to excessive passenger ride times as well. Therefore, time-dependent and stochastic influences on travel speeds are relevant for finding feasible and reliable solutions. This study considers the effect of exploiting statistical information available about historical accidents, using stochastic solution approaches for the dynamic dial-a-ride problem (dynamic DARP). The authors propose two pairs of metaheuristic solution approaches, each consisting of a deterministic method (average time-dependent travel speeds for planning) and its corresponding stochastic version (exploiting stochastic information while planning). The results, using test instances with up to 762 requests based on a real-world road network, show that in certain conditions, exploiting stochastic information about travel speeds leads to significant improvements over deterministic approaches.

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.

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.

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.

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.

Numerical simulations of piecewise deterministic Markov processes with an application to the stochastic Hodgkin-Huxley model.

PubMed

Ding, Shaojie; Qian, Min; Qian, Hong; Zhang, Xuejuan

2016-12-28

The stochastic Hodgkin-Huxley model is one of the best-known examples of piecewise deterministic Markov processes (PDMPs), in which the electrical potential across a cell membrane, V(t), is coupled with a mesoscopic Markov jump process representing the stochastic opening and closing of ion channels embedded in the membrane. The rates of the channel kinetics, in turn, are voltage-dependent. Due to this interdependence, an accurate and efficient sampling of the time evolution of the hybrid stochastic systems has been challenging. The current exact simulation methods require solving a voltage-dependent hitting time problem for multiple path-dependent intensity functions with random thresholds. This paper proposes a simulation algorithm that approximates an alternative representation of the exact solution by fitting the log-survival function of the inter-jump dwell time, H(t), with a piecewise linear one. The latter uses interpolation points that are chosen according to the time evolution of the H(t), as the numerical solution to the coupled ordinary differential equations of V(t) and H(t). This computational method can be applied to all PDMPs. Pathwise convergence of the approximated sample trajectories to the exact solution is proven, and error estimates are provided. Comparison with a previous algorithm that is based on piecewise constant approximation is also presented.

Imaging lateral groundwater flow in the shallow subsurface using stochastic temperature fields

NASA Astrophysics Data System (ADS)

Fairley, Jerry P.; Nicholson, Kirsten N.

2006-04-01

Although temperature has often been used as an indication of vertical groundwater movement, its usefulness for identifying horizontal fluid flow has been limited by the difficulty of obtaining sufficient data to draw defensible conclusions. Here we use stochastic simulation to develop a high-resolution image of fluid temperatures in the shallow subsurface at Borax Lake, Oregon. The temperature field inferred from the geostatistical simulations clearly shows geothermal fluids discharging from a group of fault-controlled hydrothermal springs, moving laterally through the subsurface, and mixing with shallow subsurface flow originating from nearby Borax Lake. This interpretation of the data is supported by independent geochemical and isotopic evidence, which show a simple mixing trend between Borax Lake water and discharge from the thermal springs. It is generally agreed that stochastic simulation can be a useful tool for extracting information from complex and/or noisy data and, although not appropriate in all situations, geostatistical analysis may provide good definition of flow paths in the shallow subsurface. Although stochastic imaging techniques are well known in problems involving transport of species, e.g. delineation of contaminant plumes from soil gas survey data, we are unaware of previous applications to the transport of thermal energy for the purpose of inferring shallow groundwater flow.

Chemical Memory Reactions Induced Bursting Dynamics in Gene Expression

PubMed Central

Tian, Tianhai

2013-01-01

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

Chemical memory reactions induced bursting dynamics in gene expression.

PubMed

Tian, Tianhai

2013-01-01

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

ADAPTIVE METHODS FOR STOCHASTIC DIFFERENTIAL EQUATIONS VIA NATURAL EMBEDDINGS AND REJECTION SAMPLING WITH MEMORY.

PubMed

Rackauckas, Christopher; Nie, Qing

2017-01-01

Adaptive time-stepping with high-order embedded Runge-Kutta pairs and rejection sampling provides efficient approaches for solving differential equations. While many such methods exist for solving deterministic systems, little progress has been made for stochastic variants. One challenge in developing adaptive methods for stochastic differential equations (SDEs) is the construction of embedded schemes with direct error estimates. We present a new class of embedded stochastic Runge-Kutta (SRK) methods with strong order 1.5 which have a natural embedding of strong order 1.0 methods. This allows for the derivation of an error estimate which requires no additional function evaluations. Next we derive a general method to reject the time steps without losing information about the future Brownian path termed Rejection Sampling with Memory (RSwM). This method utilizes a stack data structure to do rejection sampling, costing only a few floating point calculations. We show numerically that the methods generate statistically-correct and tolerance-controlled solutions. Lastly, we show that this form of adaptivity can be applied to systems of equations, and demonstrate that it solves a stiff biological model 12.28x faster than common fixed timestep algorithms. Our approach only requires the solution to a bridging problem and thus lends itself to natural generalizations beyond SDEs.

ADAPTIVE METHODS FOR STOCHASTIC DIFFERENTIAL EQUATIONS VIA NATURAL EMBEDDINGS AND REJECTION SAMPLING WITH MEMORY

PubMed Central

Rackauckas, Christopher

2017-01-01

Adaptive time-stepping with high-order embedded Runge-Kutta pairs and rejection sampling provides efficient approaches for solving differential equations. While many such methods exist for solving deterministic systems, little progress has been made for stochastic variants. One challenge in developing adaptive methods for stochastic differential equations (SDEs) is the construction of embedded schemes with direct error estimates. We present a new class of embedded stochastic Runge-Kutta (SRK) methods with strong order 1.5 which have a natural embedding of strong order 1.0 methods. This allows for the derivation of an error estimate which requires no additional function evaluations. Next we derive a general method to reject the time steps without losing information about the future Brownian path termed Rejection Sampling with Memory (RSwM). This method utilizes a stack data structure to do rejection sampling, costing only a few floating point calculations. We show numerically that the methods generate statistically-correct and tolerance-controlled solutions. Lastly, we show that this form of adaptivity can be applied to systems of equations, and demonstrate that it solves a stiff biological model 12.28x faster than common fixed timestep algorithms. Our approach only requires the solution to a bridging problem and thus lends itself to natural generalizations beyond SDEs. PMID:29527134

Quantization of Simple Parametrized Systems

NASA Astrophysics Data System (ADS)

Ruffini, Giulio

1995-01-01

I study the canonical formulation and quantization of some simple parametrized systems using Dirac's formalism and the Becchi-Rouet-Stora-Tyutin (BRST) extended phase space method. These systems include the parametrized particle and minisuperspace. Using Dirac's formalism I first analyze for each case the construction of the classical reduced phase space. There are two separate features of these systems that may make this construction difficult: (a) Because of the boundary conditions used, the actions are not gauge invariant at the boundaries. (b) The constraints may have a disconnected solution space. The relativistic particle and minisuperspace have such complicated constraints, while the non-relativistic particle displays only the first feature. I first show that a change of gauge fixing is equivalent to a canonical transformation in the reduced phase space, thus resolving the problems associated with the first feature above. Then I consider the quantization of these systems using several approaches: Dirac's method, Dirac-Fock quantization, and the BRST formalism. In the cases of the relativistic particle and minisuperspace I consider first the quantization of one branch of the constraint at the time and then discuss the backgrounds in which it is possible to quantize simultaneously both branches. I motivate and define the inner product, and obtain, for example, the Klein-Gordon inner product for the relativistic case. Then I show how to construct phase space path integral representations for amplitudes in these approaches--the Batalin-Fradkin-Vilkovisky (BFV) and the Faddeev path integrals --from which one can then derive the path integrals in coordinate space--the Faddeev-Popov path integral and the geometric path integral. In particular I establish the connection between the Hilbert space representation and the range of the lapse in the path integrals. I also examine the class of paths that contribute in the path integrals and how they affect space-time covariance, concluding that it is consistent to take paths that move forward in time only when there is no electric field. The key elements in this analysis are the space-like paths and the behavior of the action under the non-trivial ( Z_2) element of the reparametrization group.

77 FR 74027 - Certain Integrated Circuit Packages Provided with Multiple Heat-Conducting Paths and Products...

Federal Register 2010, 2011, 2012, 2013, 2014

2012-12-12

... INTERNATIONAL TRADE COMMISSION [Investigation No. 337-TA-851] Certain Integrated Circuit Packages Provided with Multiple Heat- Conducting Paths and Products Containing Same; Commission Determination Not To... provided with multiple heat-conducting paths and products containing same by reason of infringement of...

FIELD EVALUATION OF A METHOD FOR ESTIMATING GASEOUS FLUXES FROM AREA SOURCES USING OPEN-PATH FTIR

EPA Science Inventory

The paper gives preliminary results from a field evaluation of a new approach for quantifying gaseous fugitive emissions of area air pollution sources. The approach combines path-integrated concentration data acquired with any path-integrated optical remote sensing (PI-ORS) ...

FIELD EVALUATION OF A METHOD FOR ESTIMATING GASEOUS FLUXES FROM AREA SOURCES USING OPEN-PATH FOURIER TRANSFORM INFRARED

EPA Science Inventory

The paper describes preliminary results from a field experiment designed to evaluate a new approach to quantifying gaseous fugitive emissions from area air pollution sources. The new approach combines path-integrated concentration data acquired with any path-integrated optical re...

Spatial Updating Strategy Affects the Reference Frame in Path Integration.

PubMed

He, Qiliang; McNamara, Timothy P

2018-06-01

This study investigated how spatial updating strategies affected the selection of reference frames in path integration. Participants walked an outbound path consisting of three successive waypoints in a featureless environment and then pointed to the first waypoint. We manipulated the alignment of participants' final heading at the end of the outbound path with their initial heading to examine the adopted reference frame. We assumed that the initial heading defined the principal reference direction in an allocentric reference frame. In Experiment 1, participants were instructed to use a configural updating strategy and to monitor the shape of the outbound path while they walked it. Pointing performance was best when the final heading was aligned with the initial heading, indicating the use of an allocentric reference frame. In Experiment 2, participants were instructed to use a continuous updating strategy and to keep track of the location of the first waypoint while walking the outbound path. Pointing performance was equivalent regardless of the alignment between the final and the initial headings, indicating the use of an egocentric reference frame. These results confirmed that people could employ different spatial updating strategies in path integration (Wiener, Berthoz, & Wolbers Experimental Brain Research 208(1) 61-71, 2011), and suggested that these strategies could affect the selection of the reference frame for path integration.

An automated integration-free path-integral method based on Kleinert's variational perturbation theory

NASA Astrophysics Data System (ADS)

Wong, Kin-Yiu; Gao, Jiali

2007-12-01

Based on Kleinert's variational perturbation (KP) theory [Path Integrals in Quantum Mechanics, Statistics, Polymer Physics, and Financial Markets, 3rd ed. (World Scientific, Singapore, 2004)], we present an analytic path-integral approach for computing the effective centroid potential. The approach enables the KP theory to be applied to any realistic systems beyond the first-order perturbation (i.e., the original Feynman-Kleinert [Phys. Rev. A 34, 5080 (1986)] variational method). Accurate values are obtained for several systems in which exact quantum results are known. Furthermore, the computed kinetic isotope effects for a series of proton transfer reactions, in which the potential energy surfaces are evaluated by density-functional theory, are in good accordance with experiments. We hope that our method could be used by non-path-integral experts or experimentalists as a "black box" for any given system.

Computational path planner for product assembly in complex environments

NASA Astrophysics Data System (ADS)

Shang, Wei; Liu, Jianhua; Ning, Ruxin; Liu, Mi

2013-03-01

Assembly path planning is a crucial problem in assembly related design and manufacturing processes. Sampling based motion planning algorithms are used for computational assembly path planning. However, the performance of such algorithms may degrade much in environments with complex product structure, narrow passages or other challenging scenarios. A computational path planner for automatic assembly path planning in complex 3D environments is presented. The global planning process is divided into three phases based on the environment and specific algorithms are proposed and utilized in each phase to solve the challenging issues. A novel ray test based stochastic collision detection method is proposed to evaluate the intersection between two polyhedral objects. This method avoids fake collisions in conventional methods and degrades the geometric constraint when a part has to be removed with surface contact with other parts. A refined history based rapidly-exploring random tree (RRT) algorithm which bias the growth of the tree based on its planning history is proposed and employed in the planning phase where the path is simple but the space is highly constrained. A novel adaptive RRT algorithm is developed for the path planning problem with challenging scenarios and uncertain environment. With extending values assigned on each tree node and extending schemes applied, the tree can adapts its growth to explore complex environments more efficiently. Experiments on the key algorithms are carried out and comparisons are made between the conventional path planning algorithms and the presented ones. The comparing results show that based on the proposed algorithms, the path planner can compute assembly path in challenging complex environments more efficiently and with higher success. This research provides the references to the study of computational assembly path planning under complex environments.

A stochastic approach for quantifying immigrant integration: the Spanish test case

NASA Astrophysics Data System (ADS)

Agliari, Elena; Barra, Adriano; Contucci, Pierluigi; Sandell, Richard; Vernia, Cecilia

2014-10-01

We apply stochastic process theory to the analysis of immigrant integration. Using a unique and detailed data set from Spain, we study the relationship between local immigrant density and two social and two economic immigration quantifiers for the period 1999-2010. As opposed to the classic time-series approach, by letting immigrant density play the role of ‘time’ and the quantifier the role of ‘space,’ it becomes possible to analyse the behavior of the quantifiers by means of continuous time random walks. Two classes of results are then obtained. First, we show that social integration quantifiers evolve following diffusion law, while the evolution of economic quantifiers exhibits ballistic dynamics. Second, we make predictions of best- and worst-case scenarios taking into account large local fluctuations. Our stochastic process approach to integration lends itself to interesting forecasting scenarios which, in the hands of policy makers, have the potential to improve political responses to integration problems. For instance, estimating the standard first-passage time and maximum-span walk reveals local differences in integration performance for different immigration scenarios. Thus, by recognizing the importance of local fluctuations around national means, this research constitutes an important tool to assess the impact of immigration phenomena on municipal budgets and to set up solid multi-ethnic plans at the municipal level as immigration pressures build.

Heterogeneous Data Fusion Method to Estimate Travel Time Distributions in Congested Road Networks

PubMed Central

Lam, William H. K.; Li, Qingquan

2017-01-01

Travel times in congested urban road networks are highly stochastic. Provision of travel time distribution information, including both mean and variance, can be very useful for travelers to make reliable path choice decisions to ensure higher probability of on-time arrival. To this end, a heterogeneous data fusion method is proposed to estimate travel time distributions by fusing heterogeneous data from point and interval detectors. In the proposed method, link travel time distributions are first estimated from point detector observations. The travel time distributions of links without point detectors are imputed based on their spatial correlations with links that have point detectors. The estimated link travel time distributions are then fused with path travel time distributions obtained from the interval detectors using Dempster-Shafer evidence theory. Based on fused path travel time distribution, an optimization technique is further introduced to update link travel time distributions and their spatial correlations. A case study was performed using real-world data from Hong Kong and showed that the proposed method obtained accurate and robust estimations of link and path travel time distributions in congested road networks. PMID:29210978

Heterogeneous Data Fusion Method to Estimate Travel Time Distributions in Congested Road Networks.

PubMed

Shi, Chaoyang; Chen, Bi Yu; Lam, William H K; Li, Qingquan

2017-12-06

Travel times in congested urban road networks are highly stochastic. Provision of travel time distribution information, including both mean and variance, can be very useful for travelers to make reliable path choice decisions to ensure higher probability of on-time arrival. To this end, a heterogeneous data fusion method is proposed to estimate travel time distributions by fusing heterogeneous data from point and interval detectors. In the proposed method, link travel time distributions are first estimated from point detector observations. The travel time distributions of links without point detectors are imputed based on their spatial correlations with links that have point detectors. The estimated link travel time distributions are then fused with path travel time distributions obtained from the interval detectors using Dempster-Shafer evidence theory. Based on fused path travel time distribution, an optimization technique is further introduced to update link travel time distributions and their spatial correlations. A case study was performed using real-world data from Hong Kong and showed that the proposed method obtained accurate and robust estimations of link and path travel time distributions in congested road networks.

Graph theory enables drug repurposing--how a mathematical model can drive the discovery of hidden mechanisms of action.

PubMed

Gramatica, Ruggero; Di Matteo, T; Giorgetti, Stefano; Barbiani, Massimo; Bevec, Dorian; Aste, Tomaso

2014-01-01

We introduce a methodology to efficiently exploit natural-language expressed biomedical knowledge for repurposing existing drugs towards diseases for which they were not initially intended. Leveraging on developments in Computational Linguistics and Graph Theory, a methodology is defined to build a graph representation of knowledge, which is automatically analysed to discover hidden relations between any drug and any disease: these relations are specific paths among the biomedical entities of the graph, representing possible Modes of Action for any given pharmacological compound. We propose a measure for the likeliness of these paths based on a stochastic process on the graph. This measure depends on the abundance of indirect paths between a peptide and a disease, rather than solely on the strength of the shortest path connecting them. We provide real-world examples, showing how the method successfully retrieves known pathophysiological Mode of Action and finds new ones by meaningfully selecting and aggregating contributions from known bio-molecular interactions. Applications of this methodology are presented, and prove the efficacy of the method for selecting drugs as treatment options for rare diseases.

Modelling rapid subsurface flow at the hillslope scale with explicit representation of preferential flow paths

NASA Astrophysics Data System (ADS)

Wienhöfer, J.; Zehe, E.

2012-04-01

Rapid lateral flow processes via preferential flow paths are widely accepted to play a key role for rainfall-runoff response in temperate humid headwater catchments. A quantitative description of these processes, however, is still a major challenge in hydrological research, not least because detailed information about the architecture of subsurface flow paths are often impossible to obtain at a natural site without disturbing the system. Our study combines physically based modelling and field observations with the objective to better understand how flow network configurations influence the hydrological response of hillslopes. The system under investigation is a forested hillslope with a small perennial spring at the study area Heumöser, a headwater catchment of the Dornbirnerach in Vorarlberg, Austria. In-situ points measurements of field-saturated hydraulic conductivity and dye staining experiments at the plot scale revealed that shrinkage cracks and biogenic macropores function as preferential flow paths in the fine-textured soils of the study area, and these preferential flow structures were active in fast subsurface transport of artificial tracers at the hillslope scale. For modelling of water and solute transport, we followed the approach of implementing preferential flow paths as spatially explicit structures of high hydraulic conductivity and low retention within the 2D process-based model CATFLOW. Many potential configurations of the flow path network were generated as realisations of a stochastic process informed by macropore characteristics derived from the plot scale observations. Together with different realisations of soil hydraulic parameters, this approach results in a Monte Carlo study. The model setups were used for short-term simulation of a sprinkling and tracer experiment, and the results were evaluated against measured discharges and tracer breakthrough curves. Although both criteria were taken for model evaluation, still several model setups produced acceptable matches to the observed behaviour. These setups were selected for long-term simulation, the results of which were compared against water level measurements at two piezometers along the hillslope and the integral discharge response of the spring to reject some non-behavioural model setups and further reduce equifinality. The results of this study indicate that process-based modelling can provide a means to distinguish preferential flow networks on the hillslope scale when complementary measurements to constrain the range of behavioural model setups are available. These models can further be employed as a virtual reality to investigate the characteristics of flow path architectures and explore effective parameterisations for larger scale applications.

Multiscale Dynamics and Information in Data Collection and Assimilation for Environmental Applications

DTIC Science & Technology

2015-07-30

elsewhere such as: prepared in cooperation with; translation of; report supersedes; old edition number, etc. 14. ABSTRACT. A brief (approximately 200...involves the derivative of a stochastic path, which is obtained using Malliavin calculus . 4 DISTRIBUTION A: Distribution approved for public release...predictability, 8th European Nonlinear Oscillations Conference, The Vienna University of Technology, Vienna, Austria, July 06 – 11, 2014. [11] Lingala N

Optimal Strategy for Integrated Dynamic Inventory Control and Supplier Selection in Unknown Environment via Stochastic Dynamic Programming

NASA Astrophysics Data System (ADS)

Sutrisno; Widowati; Solikhin

2016-06-01

In this paper, we propose a mathematical model in stochastic dynamic optimization form to determine the optimal strategy for an integrated single product inventory control problem and supplier selection problem where the demand and purchasing cost parameters are random. For each time period, by using the proposed model, we decide the optimal supplier and calculate the optimal product volume purchased from the optimal supplier so that the inventory level will be located at some point as close as possible to the reference point with minimal cost. We use stochastic dynamic programming to solve this problem and give several numerical experiments to evaluate the model. From the results, for each time period, the proposed model was generated the optimal supplier and the inventory level was tracked the reference point well.

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 ground-motion simulation of two Himalayan earthquakes: seismic hazard assessment perspective

NASA Astrophysics Data System (ADS)

Harbindu, Ashish; Sharma, Mukat Lal; Kamal

2012-04-01

The earthquakes in Uttarkashi (October 20, 1991, M w 6.8) and Chamoli (March 8, 1999, M w 6.4) are among the recent well-documented earthquakes that occurred in the Garhwal region of India and that caused extensive damage as well as loss of life. Using strong-motion data of these two earthquakes, we estimate their source, path, and site parameters. The quality factor ( Q β ) as a function of frequency is derived as Q β ( f) = 140 f 1.018. The site amplification functions are evaluated using the horizontal-to-vertical spectral ratio technique. The ground motions of the Uttarkashi and Chamoli earthquakes are simulated using the stochastic method of Boore (Bull Seismol Soc Am 73:1865-1894, 1983). The estimated source, path, and site parameters are used as input for the simulation. The simulated time histories are generated for a few stations and compared with the observed data. The simulated response spectra at 5% damping are in fair agreement with the observed response spectra for most of the stations over a wide range of frequencies. Residual trends closely match the observed and simulated response spectra. The synthetic data are in rough agreement with the ground-motion attenuation equation available for the Himalayas (Sharma, Bull Seismol Soc Am 98:1063-1069, 1998).

Invariant density analysis: modeling and analysis of the postural control system using Markov chains.

PubMed

Hur, Pilwon; Shorter, K Alex; Mehta, Prashant G; Hsiao-Wecksler, Elizabeth T

2012-04-01

In this paper, a novel analysis technique, invariant density analysis (IDA), is introduced. IDA quantifies steady-state behavior of the postural control system using center of pressure (COP) data collected during quiet standing. IDA relies on the analysis of a reduced-order finite Markov model to characterize stochastic behavior observed during postural sway. Five IDA parameters characterize the model and offer physiological insight into the long-term dynamical behavior of the postural control system. Two studies were performed to demonstrate the efficacy of IDA. Study 1 showed that multiple short trials can be concatenated to create a dataset suitable for IDA. Study 2 demonstrated that IDA was effective at distinguishing age-related differences in postural control behavior between young, middle-aged, and older adults. These results suggest that the postural control system of young adults converges more quickly to their steady-state behavior while maintaining COP nearer an overall centroid than either the middle-aged or older adults. Additionally, larger entropy values for older adults indicate that their COP follows a more stochastic path, while smaller entropy values for young adults indicate a more deterministic path. These results illustrate the potential of IDA as a quantitative tool for the assessment of the quiet-standing postural control system.

Adaptive hybrid simulations for multiscale stochastic reaction networks

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

Hepp, Benjamin; Gupta, Ankit; Khammash, Mustafa

2015-01-21

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

Adaptive hybrid simulations for multiscale stochastic reaction networks.

PubMed

Hepp, Benjamin; Gupta, Ankit; Khammash, Mustafa

2015-01-21

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

Efficient sampling of parsimonious inversion histories with application to genome rearrangement in Yersinia.

PubMed

Miklós, István; Darling, Aaron E

2009-06-22

Inversions are among the most common mutations acting on the order and orientation of genes in a genome, and polynomial-time algorithms exist to obtain a minimal length series of inversions that transform one genome arrangement to another. However, the minimum length series of inversions (the optimal sorting path) is often not unique as many such optimal sorting paths exist. If we assume that all optimal sorting paths are equally likely, then statistical inference on genome arrangement history must account for all such sorting paths and not just a single estimate. No deterministic polynomial algorithm is known to count the number of optimal sorting paths nor sample from the uniform distribution of optimal sorting paths. Here, we propose a stochastic method that uniformly samples the set of all optimal sorting paths. Our method uses a novel formulation of parallel Markov chain Monte Carlo. In practice, our method can quickly estimate the total number of optimal sorting paths. We introduce a variant of our approach in which short inversions are modeled to be more likely, and we show how the method can be used to estimate the distribution of inversion lengths and breakpoint usage in pathogenic Yersinia pestis. The proposed method has been implemented in a program called "MC4Inversion." We draw comparison of MC4Inversion to the sampler implemented in BADGER and a previously described importance sampling (IS) technique. We find that on high-divergence data sets, MC4Inversion finds more optimal sorting paths per second than BADGER and the IS technique and simultaneously avoids bias inherent in the IS technique.

An Anatomically Constrained, Stochastic Model of Eye Movement Control in Reading

ERIC Educational Resources Information Center

McDonald, Scott A.; Carpenter, R. H. S.; Shillcock, Richard C.

2005-01-01

This article presents SERIF, a new model of eye movement control in reading that integrates an established stochastic model of saccade latencies (LATER; R. H. S. Carpenter, 1981) with a fundamental anatomical constraint on reading: the vertically split fovea and the initial projection of information in either visual field to the contralateral…

Integration of Monte-Carlo ray tracing with a stochastic optimisation method: application to the design of solar receiver geometry.

PubMed

Asselineau, Charles-Alexis; Zapata, Jose; Pye, John

2015-06-01

A stochastic optimisation method adapted to illumination and radiative heat transfer problems involving Monte-Carlo ray-tracing is presented. A solar receiver shape optimisation case study illustrates the advantages of the method and its potential: efficient receivers are identified using a moderate computational cost.

Efficiency in the Community College Sector: Stochastic Frontier Analysis

ERIC Educational Resources Information Center

Agasisti, Tommaso; Belfield, Clive

2017-01-01

This paper estimates technical efficiency scores across the community college sector in the United States. Using stochastic frontier analysis and data from the Integrated Postsecondary Education Data System for 2003-2010, we estimate efficiency scores for 950 community colleges and perform a series of sensitivity tests to check for robustness. We…

Assessment of system reliability for a stochastic-flow distribution network with the spoilage property

NASA Astrophysics Data System (ADS)

Lin, Yi-Kuei; Huang, Cheng-Fu; Yeh, Cheng-Ta

2016-04-01

In supply chain management, satisfying customer demand is the most concerned for the manager. However, the goods may rot or be spoilt during delivery owing to natural disasters, inclement weather, traffic accidents, collisions, and so on, such that the intact goods may not meet market demand. This paper concentrates on a stochastic-flow distribution network (SFDN), in which a node denotes a supplier, a transfer station, or a market, while a route denotes a carrier providing the delivery service for a pair of nodes. The available capacity of the carrier is stochastic because the capacity may be partially reserved by other customers. The addressed problem is to evaluate the system reliability, the probability that the SFDN can satisfy the market demand with the spoilage rate under the budget constraint from multiple suppliers to the customer. An algorithm is developed in terms of minimal paths to evaluate the system reliability along with a numerical example to illustrate the solution procedure. A practical case of fruit distribution is presented accordingly to emphasise the management implication of the system reliability.

INNOVATIVE APPROACH FOR MEASURING AMMONIA AND METHANE FLUXES FROM A HOG FARM USING OPEN-PATH FOURIER TRANSFORM INFRARED SPECTROSCOPY

EPA Science Inventory

The paper describes a new approach to quantify emissions from area air pollution sources. The approach combines path-integrated concentration data acquired with any path-integrated optical remote sensing (PI-ORS) technique and computed tomography (CT) technique. In this study, an...

Topological charge quantization via path integration: An application of the Kustaanheimo-Stiefel transformation

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

Inomata, A.; Junker, G.; Wilson, R.

1993-08-01

The unified treatment of the Dirac monopole, the Schwinger monopole, and the Aharonov-Bahn problem by Barut and Wilson is revisited via a path integral approach. The Kustaanheimo-Stiefel transformation of space and time is utilized to calculate the path integral for a charged particle in the singular vector potential. In the process of dimensional reduction, a topological charge quantization rule is derived, which contains Dirac's quantization condition as a special case. 32 refs.

User's guide to Monte Carlo methods for evaluating path integrals

NASA Astrophysics Data System (ADS)

Westbroek, Marise J. E.; King, Peter R.; Vvedensky, Dimitri D.; Dürr, Stephan

2018-04-01

We give an introduction to the calculation of path integrals on a lattice, with the quantum harmonic oscillator as an example. In addition to providing an explicit computational setup and corresponding pseudocode, we pay particular attention to the existence of autocorrelations and the calculation of reliable errors. The over-relaxation technique is presented as a way to counter strong autocorrelations. The simulation methods can be extended to compute observables for path integrals in other settings.

Feynman formulae and phase space Feynman path integrals for tau-quantization of some Lévy-Khintchine type Hamilton functions

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

Butko, Yana A., E-mail: yanabutko@yandex.ru, E-mail: kinderknecht@math.uni-sb.de; Grothaus, Martin, E-mail: grothaus@mathematik.uni-kl.de; Smolyanov, Oleg G., E-mail: Smolyanov@yandex.ru

2016-02-15

Evolution semigroups generated by pseudo-differential operators are considered. These operators are obtained by different (parameterized by a number τ) procedures of quantization from a certain class of functions (or symbols) defined on the phase space. This class contains Hamilton functions of particles with variable mass in magnetic and potential fields and more general symbols given by the Lévy-Khintchine formula. The considered semigroups are represented as limits of n-fold iterated integrals when n tends to infinity. Such representations are called Feynman formulae. Some of these representations are constructed with the help of another pseudo-differential operator, obtained by the same procedure ofmore » quantization; such representations are called Hamiltonian Feynman formulae. Some representations are based on integral operators with elementary kernels; these are called Lagrangian Feynman formulae. Langrangian Feynman formulae provide approximations of evolution semigroups, suitable for direct computations and numerical modeling of the corresponding dynamics. Hamiltonian Feynman formulae allow to represent the considered semigroups by means of Feynman path integrals. In the article, a family of phase space Feynman pseudomeasures corresponding to different procedures of quantization is introduced. The considered evolution semigroups are represented as phase space Feynman path integrals with respect to these Feynman pseudomeasures, i.e., different quantizations correspond to Feynman path integrals with the same integrand but with respect to different pseudomeasures. This answers Berezin’s problem of distinguishing a procedure of quantization on the language of Feynman path integrals. Moreover, the obtained Lagrangian Feynman formulae allow also to calculate these phase space Feynman path integrals and to connect them with some functional integrals with respect to probability measures.« less

Vector navigation in desert ants, Cataglyphis fortis: celestial compass cues are essential for the proper use of distance information.

PubMed

Sommer, Stefan; Wehner, Rüdiger

2005-10-01

Foraging desert ants navigate primarily by path integration. They continually update homing direction and distance by employing a celestial compass and an odometer. Here we address the question of whether information about travel distance is correctly used in the absence of directional information. By using linear channels that were partly covered to exclude celestial compass cues, we were able to test the distance component of the path-integration process while suppressing the directional information. Our results suggest that the path integrator cannot process the distance information accumulated by the odometer while ants are deprived of celestial compass information. Hence, during path integration directional cues are a prerequisite for the proper use of travel-distance information by ants.

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

NASA Astrophysics Data System (ADS)

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

2018-02-01

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

Radiative transport equation for the Mittag-Leffler path length distribution

NASA Astrophysics Data System (ADS)

Liemert, André; Kienle, Alwin

2017-05-01

In this paper, we consider the radiative transport equation for infinitely extended scattering media that are characterized by the Mittag-Leffler path length distribution p (ℓ ) =-∂ℓEα(-σtℓα ) , which is a generalization of the usually assumed Lambert-Beer law p (ℓ ) =σtexp(-σtℓ ) . In this context, we derive the infinite-space Green's function of the underlying fractional transport equation for the spherically symmetric medium as well as for the one-dimensional string. Moreover, simple analytical solutions are presented for the prediction of the radiation field in the single-scattering approximation. The resulting equations are compared with Monte Carlo simulations in the steady-state and time domain showing, within the stochastic nature of the simulations, an excellent agreement.

Structure of an Rrp6-RNA exosome complex bound to poly(A) RNA

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

Wasmuth, Elizabeth V.; Januszyk, Kurt; Lima, Christopher D.

The eukaryotic RNA exosome processes and degrades RNA by directing substrates to the distributive or processive 3' to 5' exoribonuclease activities of Rrp6 or Rrp44, respectively. The non-catalytic nine-subunit exosome core (Exo9) features a prominent central channel. Although RNA can pass through the channel to engage Rrp44, it is not clear how RNA is directed to Rrp6 or whether Rrp6 uses the central channel. Here we report a 3.3 Å crystal structure of a ten-subunit RNA exosome complex from Saccharomyces cerevisiae composed of the Exo9 core and Rrp6 bound to single-stranded poly(A) RNA. The Rrp6 catalytic domain rests on topmore » of the Exo9 S1/KH ring above the central channel, the RNA 3' end is anchored in the Rrp6 active site, and the remaining RNA traverses the S1/KH ring in an opposite orientation to that observed in a structure of a Rrp44-containing exosome complex. Solution studies with human and yeast RNA exosome complexes suggest that the RNA path to Rrp6 is conserved and dependent on the integrity of the S1/KH ring. Although path selection to Rrp6 or Rrp44 is stochastic in vitro, the fate of a particular RNA may be determined in vivo by the manner in which cofactors present RNA to the RNA exosome.« less

Stochastic Industrial Source Detection Using Lower Cost Methods

NASA Astrophysics Data System (ADS)

Thoma, E.; George, I. J.; Brantley, H.; Deshmukh, P.; Cansler, J.; Tang, W.

2017-12-01

Hazardous air pollutants (HAPs) can be emitted from a variety of sources in industrial facilities, energy production, and commercial operations. Stochastic industrial sources (SISs) represent a subcategory of emissions from fugitive leaks, variable area sources, malfunctioning processes, and improperly controlled operations. From the shared perspective of industries and communities, cost-effective detection of mitigable SIS emissions can yield benefits such as safer working environments, cost saving through reduced product loss, lower air shed pollutant impacts, and improved transparency and community relations. Methods for SIS detection can be categorized by their spatial regime of operation, ranging from component-level inspection to high-sensitivity kilometer scale surveys. Methods can be temporally intensive (providing snap-shot measures) or sustained in both time-integrated and continuous forms. Each method category has demonstrated utility, however, broad adoption (or routine use) has thus far been limited by cost and implementation viability. Described here are a subset of SIS methods explored by the U.S EPA's next generation emission measurement (NGEM) program that focus on lower cost methods and models. An emerging systems approach that combines multiple forms to help compensate for reduced performance factors of lower cost systems is discussed. A case study of a multi-day HAP emission event observed by a combination of low cost sensors, open-path spectroscopy, and passive samplers is detailed. Early field results of a novel field gas chromatograph coupled with a fast HAP concentration sensor is described. Progress toward near real-time inverse source triangulation assisted by pre-modeled facility profiles using the Los Alamos Quick Urban & Industrial Complex (QUIC) model is discussed.

Integral equation methods for computing likelihoods and their derivatives in the stochastic integrate-and-fire model.

PubMed

Paninski, Liam; Haith, Adrian; Szirtes, Gabor

2008-02-01

We recently introduced likelihood-based methods for fitting stochastic integrate-and-fire models to spike train data. The key component of this method involves the likelihood that the model will emit a spike at a given time t. Computing this likelihood is equivalent to computing a Markov first passage time density (the probability that the model voltage crosses threshold for the first time at time t). Here we detail an improved method for computing this likelihood, based on solving a certain integral equation. This integral equation method has several advantages over the techniques discussed in our previous work: in particular, the new method has fewer free parameters and is easily differentiable (for gradient computations). The new method is also easily adaptable for the case in which the model conductance, not just the input current, is time-varying. Finally, we describe how to incorporate large deviations approximations to very small likelihoods.

Incorporating variability in simulations of seasonally forced phenology using integral projection models

DOE PAGES

Goodsman, Devin W.; Aukema, Brian H.; McDowell, Nate G.; ...

2017-11-26

Phenology models are becoming increasingly important tools to accurately predict how climate change will impact the life histories of organisms. We propose a class of integral projection phenology models derived from stochastic individual-based models of insect development and demography. Our derivation, which is based on the rate summation concept, produces integral projection models that capture the effect of phenotypic rate variability on insect phenology, but which are typically more computationally frugal than equivalent individual-based phenology models. We demonstrate our approach using a temperature-dependent model of the demography of the mountain pine beetle (Dendroctonus ponderosae Hopkins), an insect that kills maturemore » pine trees. This work illustrates how a wide range of stochastic phenology models can be reformulated as integral projection models. Due to their computational efficiency, these integral projection models are suitable for deployment in large-scale simulations, such as studies of altered pest distributions under climate change.« less

Incorporating variability in simulations of seasonally forced phenology using integral projection models

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

Goodsman, Devin W.; Aukema, Brian H.; McDowell, Nate G.

Phenology models are becoming increasingly important tools to accurately predict how climate change will impact the life histories of organisms. We propose a class of integral projection phenology models derived from stochastic individual-based models of insect development and demography. Our derivation, which is based on the rate summation concept, produces integral projection models that capture the effect of phenotypic rate variability on insect phenology, but which are typically more computationally frugal than equivalent individual-based phenology models. We demonstrate our approach using a temperature-dependent model of the demography of the mountain pine beetle (Dendroctonus ponderosae Hopkins), an insect that kills maturemore » pine trees. This work illustrates how a wide range of stochastic phenology models can be reformulated as integral projection models. Due to their computational efficiency, these integral projection models are suitable for deployment in large-scale simulations, such as studies of altered pest distributions under climate change.« less

Integrating stochastic time-dependent travel speed in solution methods for the dynamic dial-a-ride problem

PubMed Central

Schilde, M.; Doerner, K.F.; Hartl, R.F.

2014-01-01

In urban areas, logistic transportation operations often run into problems because travel speeds change, depending on the current traffic situation. If not accounted for, time-dependent and stochastic travel speeds frequently lead to missed time windows and thus poorer service. Especially in the case of passenger transportation, it often leads to excessive passenger ride times as well. Therefore, time-dependent and stochastic influences on travel speeds are relevant for finding feasible and reliable solutions. This study considers the effect of exploiting statistical information available about historical accidents, using stochastic solution approaches for the dynamic dial-a-ride problem (dynamic DARP). The authors propose two pairs of metaheuristic solution approaches, each consisting of a deterministic method (average time-dependent travel speeds for planning) and its corresponding stochastic version (exploiting stochastic information while planning). The results, using test instances with up to 762 requests based on a real-world road network, show that in certain conditions, exploiting stochastic information about travel speeds leads to significant improvements over deterministic approaches. PMID:25844013

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

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

PubMed

Taillefumier, Thibaud; Touboul, Jonathan; Magnasco, Marcelo

2012-12-01

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

Measurement of J-integral in CAD/CAM dental ceramics and composite resin by digital image correlation.

PubMed

Jiang, Yanxia; Akkus, Anna; Roperto, Renato; Akkus, Ozan; Li, Bo; Lang, Lisa; Teich, Sorin

2016-09-01

Ceramic and composite resin blocks for CAD/CAM machining of dental restorations are becoming more common. The sample sizes affordable by these blocks are smaller than ideal for stress intensity factor (SIF) based tests. The J-integral measurement calls for full field strain measurement, making it challenging to conduct. Accordingly, the J-integral values of dental restoration materials used in CAD/CAM restorations have not been reported to date. Digital image correlation (DIC) provides full field strain maps, making it possible to calculate the J-integral value. The aim of this study was to measure the J-integral value for CAD/CAM restorative materials. Four types of materials (sintered IPS E-MAX CAD, non-sintered IPS E-MAX CAD, Vita Mark II and Paradigm MZ100) were used to prepare beam samples for three-point bending tests. J-integrals were calculated for different integral path size and locations with respect to the crack tip. J-integral at path 1 for each material was 1.26±0.31×10(-4)MPam for MZ 100, 0.59±0.28×10(-4)MPam for sintered E-MAX, 0.19±0.07×10(-4)MPam for VM II, and 0.21±0.05×10(-4)MPam for non-sintered E-MAX. There were no significant differences between different integral path size, except for the non-sintered E-MAX group. J-integral paths of non-sintered E-MAX located within 42% of the height of the sample provided consistent values whereas outside this range resulted in lower J-integral values. Moreover, no significant difference was found among different integral path locations. The critical SIF was calculated from J-integral (KJ) along with geometry derived SIF values (KI). KI values were comparable with KJ and geometry based SIF values obtained from literature. Therefore, DIC derived J-integral is a reliable way to assess the fracture toughness of small sized specimens for dental CAD/CAM restorative materials; however, with caution applied to the selection of J-integral path. Copyright © 2016 Elsevier Ltd. All rights reserved.

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

PubMed

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

2008-08-29

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

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.

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

A VLSI recurrent network of integrate-and-fire neurons connected by plastic synapses with long-term memory.

PubMed

Chicca, E; Badoni, D; Dante, V; D'Andreagiovanni, M; Salina, G; Carota, L; Fusi, S; Del Giudice, P

2003-01-01

Electronic neuromorphic devices with on-chip, on-line learning should be able to modify quickly the synaptic couplings to acquire information about new patterns to be stored (synaptic plasticity) and, at the same time, preserve this information on very long time scales (synaptic stability). Here, we illustrate the electronic implementation of a simple solution to this stability-plasticity problem, recently proposed and studied in various contexts. It is based on the observation that reducing the analog depth of the synapses to the extreme (bistable synapses) does not necessarily disrupt the performance of the device as an associative memory, provided that 1) the number of neurons is large enough; 2) the transitions between stable synaptic states are stochastic; and 3) learning is slow. The drastic reduction of the analog depth of the synaptic variable also makes this solution appealing from the point of view of electronic implementation and offers a simple methodological alternative to the technological solution based on floating gates. We describe the full custom analog very large-scale integration (VLSI) realization of a small network of integrate-and-fire neurons connected by bistable deterministic plastic synapses which can implement the idea of stochastic learning. In the absence of stimuli, the memory is preserved indefinitely. During the stimulation the synapse undergoes quick temporary changes through the activities of the pre- and postsynaptic neurons; those changes stochastically result in a long-term modification of the synaptic efficacy. The intentionally disordered pattern of connectivity allows the system to generate a randomness suited to drive the stochastic selection mechanism. We check by a suitable stimulation protocol that the stochastic synaptic plasticity produces the expected pattern of potentiation and depression in the electronic network.

Dynamic Oligopolistic Games Under Uncertainty: A Stochastic Programming Approach

DTIC Science & Technology

2005-09-03

and Algeria) compete in several gas markets (France, Italy, Netherlands, UK, FRGer, BelLux). This data set has also been used by Gurkan, Ozge and...observe that 3 the approach of Gurkan, Ozge and Robinson (1999) is primarily intended for single (rather than multi) period games. At the...the British electricity spot market. Journal of Political Economy 100. Gurkan, G., Ozge , A.Y., Robinson, S.M., 1999. Sample-path solution of

Stochastic availability analysis of operational data systems in the Deep Space Network

NASA Technical Reports Server (NTRS)

Issa, T. N.

1991-01-01

Existing availability models of standby redundant systems consider only an operator's performance and its interaction with the hardware performance. In the case of operational data systems in the Deep Space Network (DSN), in addition to an operator system interface, a controller reconfigures the system and links a standby unit into the network data path upon failure of the operating unit. A stochastic (Markovian) process technique is used to model and analyze the availability performance and occurrence of degradation due to partial failures are quantitatively incorporated into the model. Exact expressions of the steady state availability and proportion degraded performance measures are derived for the systems under study. The interaction among the hardware, operator, and controller performance parameters and that interaction's effect on data availability are evaluated and illustrated for an operational data processing system.

A review of path-independent integrals in elastic-plastic fracture mechanics

NASA Technical Reports Server (NTRS)

Kim, Kwang S.; Orange, Thomas W.

1988-01-01

The objective of this paper is to review the path-independent (P-I) integrals in elastic plastic fracture mechanics which have been proposed in recent years to overcome the limitations imposed on the J-integral. The P-I integrals considered are the J-integral by Rice (1968), the thermoelastic P-I integrals by Wilson and Yu (1979) and Gurtin (1979), the J-integral by Blackburn (1972), the J(theta)-integral by Ainsworth et al. (1978), the J-integral by Kishimoto et al. (1980), and the Delta-T(p) and Delta T(p)-asterisk integrals by Alturi et al. (1982). The theoretical foundation of the P-I integrals is examined with an emphasis on whether or not the path independence is maintained in the presence of nonproportional loading and unloading in the plastic regime, thermal gradient, and material inhomogeneities. The simularities, difference, salient features, and limitations of the P-I integrals are discussed. Comments are also made with regard to the physical meaning, the possibility of experimental measurement, and computational aspects.

A review of path-independent integrals in elastic-plastic fracture mechanics, task 4

NASA Technical Reports Server (NTRS)

Kim, K. S.

1985-01-01

The path independent (P-I) integrals in elastic plastic fracture mechanics which have been proposed in recent years to overcome the limitations imposed on the J integral are reviewed. The P-I integrals considered herein are the J integral by Rice, the thermoelastic P-I integrals by Wilson and Yu and by Gurtin, the J* integral by Blackburn, the J sub theta integral by Ainsworth et al., the J integral by Kishimoto et al., and the delta T sub p and delta T* sub p integrals by Atluri et al. The theoretical foundation of these P-I integrals is examined with emphasis on whether or not path independence is maintained in the presence of nonproportional loading and unloading in the plastic regime, thermal gradients, and material inhomogeneities. The similarities, differences, salient features, and limitations of these P-I integrals are discussed. Comments are also made with regard to the physical meaning, the possibility of experimental measurement, and computational aspects.

Bayesian estimation of realized stochastic volatility model by Hybrid Monte Carlo algorithm

NASA Astrophysics Data System (ADS)

Takaishi, Tetsuya

2014-03-01

The hybrid Monte Carlo algorithm (HMCA) is applied for Bayesian parameter estimation of the realized stochastic volatility (RSV) model. Using the 2nd order minimum norm integrator (2MNI) for the molecular dynamics (MD) simulation in the HMCA, we find that the 2MNI is more efficient than the conventional leapfrog integrator. We also find that the autocorrelation time of the volatility variables sampled by the HMCA is very short. Thus it is concluded that the HMCA with the 2MNI is an efficient algorithm for parameter estimations of the RSV model.

77 FR 33486 - Certain Integrated Circuit Packages Provided With Multiple Heat-Conducting Paths and Products...

Federal Register 2010, 2011, 2012, 2013, 2014

2012-06-06

... INTERNATIONAL TRADE COMMISSION [Docket No. 2899] Certain Integrated Circuit Packages Provided With... complaint entitled Certain Integrated Circuit Packages Provided With Multiple Heat-Conducting Paths and..., telephone (202) 205-2000. The public version of the complaint can be accessed on the Commission's electronic...

BOOK REVIEW: Path Integrals in Field Theory: An Introduction

NASA Astrophysics Data System (ADS)

Ryder, Lewis

2004-06-01

In the 1960s Feynman was known to particle physicists as one of the people who solved the major problems of quantum electrodynamics, his contribution famously introducing what are now called Feynman diagrams. To other physicists he gained a reputation as the author of the Feynman Lectures on Physics; in addition some people were aware of his work on the path integral formulation of quantum theory, and a very few knew about his work on gravitation and Yang--Mills theories, which made use of path integral methods. Forty years later the scene is rather different. Many of the problems of high energy physics are solved; and the standard model incorporates Feynman's path integral method as a way of proving the renormalisability of the gauge (Yang--Mills) theories involved. Gravitation is proving a much harder nut to crack, but here also questions of renormalisability are couched in path-integral language. What is more, theoretical studies of condensed matter physics now also appeal to this technique for quantisation, so the path integral method is becoming part of the standard apparatus of theoretical physics. Chapters on it appear in a number of recent books, and a few books have appeared devoted to this topic alone; the book under review is a very recent one. Path integral techniques have the advantage of enormous conceptual appeal and the great disadvantage of mathematical complexity, this being partly the result of messy integrals but more fundamentally due to the notions of functional differentiation and integration which are involved in the method. All in all this subject is not such an easy ride. Mosel's book, described as an introduction, is aimed at graduate students and research workers in particle physics. It assumes a background knowledge of quantum mechanics, both non-relativistic and relativistic. After three chapters on the path integral formulation of non-relativistic quantum mechanics there are eight chapters on scalar and spinor field theory, followed by three on gauge field theories---quantum electrodynamics and Yang--Mills theories, Faddeev--Popov ghosts and so on.There is no treatment of the quantisation of gravity.Thus in about 200 pages the reader has the chance to learn in some detail about a most important area of modern physics. The subject is tough but the style is clear and pedagogic, results for the most part being derived explicitly. The choice of topics included is main-stream and sensible and one has a clear sense that the author knows where he is going and is a reliable guide. Path Integrals in Field Theory is clearly the work of a man with considerable teaching experience and is recommended as a readable and helpful account of a rather non-trivial subject.

Stochastic Mixing Model with Power Law Decay of Variance

NASA Technical Reports Server (NTRS)

Fedotov, S.; Ihme, M.; Pitsch, H.

2003-01-01

Here we present a simple stochastic mixing model based on the law of large numbers (LLN). The reason why the LLN is involved in our formulation of the mixing problem is that the random conserved scalar c = c(t,x(t)) appears to behave as a sample mean. It converges to the mean value mu, while the variance sigma(sup 2)(sub c) (t) decays approximately as t(exp -1). Since the variance of the scalar decays faster than a sample mean (typically is greater than unity), we will introduce some non-linear modifications into the corresponding pdf-equation. The main idea is to develop a robust model which is independent from restrictive assumptions about the shape of the pdf. The remainder of this paper is organized as follows. In Section 2 we derive the integral equation from a stochastic difference equation describing the evolution of the pdf of a passive scalar in time. The stochastic difference equation introduces an exchange rate gamma(sub n) which we model in a first step as a deterministic function. In a second step, we generalize gamma(sub n) as a stochastic variable taking fluctuations in the inhomogeneous environment into account. In Section 3 we solve the non-linear integral equation numerically and analyze the influence of the different parameters on the decay rate. The paper finishes with a conclusion.

Application of a stochastic inverse to the geophysical inverse problem

NASA Technical Reports Server (NTRS)

Jordan, T. H.; Minster, J. B.

1972-01-01

The inverse problem for gross earth data can be reduced to an undertermined linear system of integral equations of the first kind. A theory is discussed for computing particular solutions to this linear system based on the stochastic inverse theory presented by Franklin. The stochastic inverse is derived and related to the generalized inverse of Penrose and Moore. A Backus-Gilbert type tradeoff curve is constructed for the problem of estimating the solution to the linear system in the presence of noise. It is shown that the stochastic inverse represents an optimal point on this tradeoff curve. A useful form of the solution autocorrelation operator as a member of a one-parameter family of smoothing operators is derived.

Stochastic Feshbach Projection for the Dynamics of Open Quantum Systems

NASA Astrophysics Data System (ADS)

Link, Valentin; Strunz, Walter T.

2017-11-01

We present a stochastic projection formalism for the description of quantum dynamics in bosonic or spin environments. The Schrödinger equation in the coherent state representation with respect to the environmental degrees of freedom can be reformulated by employing the Feshbach partitioning technique for open quantum systems based on the introduction of suitable non-Hermitian projection operators. In this picture the reduced state of the system can be obtained as a stochastic average over pure state trajectories, for any temperature of the bath. The corresponding non-Markovian stochastic Schrödinger equations include a memory integral over the past states. In the case of harmonic environments and linear coupling the approach gives a new form of the established non-Markovian quantum state diffusion stochastic Schrödinger equation without functional derivatives. Utilizing spin coherent states, the evolution equation for spin environments resembles the bosonic case with, however, a non-Gaussian average for the reduced density operator.

Improved Stability and Stabilization Results for Stochastic Synchronization of Continuous-Time Semi-Markovian Jump Neural Networks With Time-Varying Delay.

PubMed

Wei, Yanling; Park, Ju H; Karimi, Hamid Reza; Tian, Yu-Chu; Jung, Hoyoul; Yanling Wei; Park, Ju H; Karimi, Hamid Reza; Yu-Chu Tian; Hoyoul Jung; Tian, Yu-Chu; Wei, Yanling; Jung, Hoyoul; Karimi, Hamid Reza; Park, Ju H

2018-06-01

Continuous-time semi-Markovian jump neural networks (semi-MJNNs) are those MJNNs whose transition rates are not constant but depend on the random sojourn time. Addressing stochastic synchronization of semi-MJNNs with time-varying delay, an improved stochastic stability criterion is derived in this paper to guarantee stochastic synchronization of the response systems with the drive systems. This is achieved through constructing a semi-Markovian Lyapunov-Krasovskii functional together as well as making use of a novel integral inequality and the characteristics of cumulative distribution functions. Then, with a linearization procedure, controller synthesis is carried out for stochastic synchronization of the drive-response systems. The desired state-feedback controller gains can be determined by solving a linear matrix inequality-based optimization problem. Simulation studies are carried out to demonstrate the effectiveness and less conservatism of the presented approach.

Using genetic algorithm to solve a new multi-period stochastic optimization model

NASA Astrophysics Data System (ADS)

Zhang, Xin-Li; Zhang, Ke-Cun

2009-09-01

This paper presents a new asset allocation model based on the CVaR risk measure and transaction costs. Institutional investors manage their strategic asset mix over time to achieve favorable returns subject to various uncertainties, policy and legal constraints, and other requirements. One may use a multi-period portfolio optimization model in order to determine an optimal asset mix. Recently, an alternative stochastic programming model with simulated paths was proposed by Hibiki [N. Hibiki, A hybrid simulation/tree multi-period stochastic programming model for optimal asset allocation, in: H. Takahashi, (Ed.) The Japanese Association of Financial Econometrics and Engineering, JAFFE Journal (2001) 89-119 (in Japanese); N. Hibiki A hybrid simulation/tree stochastic optimization model for dynamic asset allocation, in: B. Scherer (Ed.), Asset and Liability Management Tools: A Handbook for Best Practice, Risk Books, 2003, pp. 269-294], which was called a hybrid model. However, the transaction costs weren't considered in that paper. In this paper, we improve Hibiki's model in the following aspects: (1) The risk measure CVaR is introduced to control the wealth loss risk while maximizing the expected utility; (2) Typical market imperfections such as short sale constraints, proportional transaction costs are considered simultaneously. (3) Applying a genetic algorithm to solve the resulting model is discussed in detail. Numerical results show the suitability and feasibility of our methodology.

Saddle-node bifurcation to jammed state for quasi-one-dimensional counter-chemotactic flow.

PubMed

Fujii, Masashi; Awazu, Akinori; Nishimori, Hiraku

2010-07-01

The transition of a counter-chemotactic particle flow from a free-flow state to a jammed state in a quasi-one-dimensional path is investigated. One of the characteristic features of such a flow is that the constituent particles spontaneously form a cluster that blocks the path, called a path-blocking cluster (PBC), and causes a jammed state when the particle density is greater than a threshold value. Near the threshold value, the PBC occasionally collapses on itself to recover the free flow. In other words, the time evolution of the size of the PBC governs the flux of a counter-chemotactic flow. In this Rapid Communication, on the basis of numerical results of a stochastic cellular automata (SCA) model, we introduce a Langevin equation model for the size evolution of the PBC that reproduces the qualitative characteristics of the SCA model. The results suggest that the emergence of the jammed state in a quasi-one-dimensional counterflow is caused by a saddle-node bifurcation.

Fluctuating observation time ensembles in the thermodynamics of trajectories

NASA Astrophysics Data System (ADS)

Budini, Adrián A.; Turner, Robert M.; Garrahan, Juan P.

2014-03-01

The dynamics of stochastic systems, both classical and quantum, can be studied by analysing the statistical properties of dynamical trajectories. The properties of ensembles of such trajectories for long, but fixed, times are described by large-deviation (LD) rate functions. These LD functions play the role of dynamical free energies: they are cumulant generating functions for time-integrated observables, and their analytic structure encodes dynamical phase behaviour. This ‘thermodynamics of trajectories’ approach is to trajectories and dynamics what the equilibrium ensemble method of statistical mechanics is to configurations and statics. Here we show that, just like in the static case, there are a variety of alternative ensembles of trajectories, each defined by their global constraints, with that of trajectories of fixed total time being just one of these. We show how the LD functions that describe an ensemble of trajectories where some time-extensive quantity is constant (and large) but where total observation time fluctuates can be mapped to those of the fixed-time ensemble. We discuss how the correspondence between generalized ensembles can be exploited in path sampling schemes for generating rare dynamical trajectories.

Efficient Sampling of Parsimonious Inversion Histories with Application to Genome Rearrangement in Yersinia

PubMed Central

Darling, Aaron E.

2009-01-01

Inversions are among the most common mutations acting on the order and orientation of genes in a genome, and polynomial-time algorithms exist to obtain a minimal length series of inversions that transform one genome arrangement to another. However, the minimum length series of inversions (the optimal sorting path) is often not unique as many such optimal sorting paths exist. If we assume that all optimal sorting paths are equally likely, then statistical inference on genome arrangement history must account for all such sorting paths and not just a single estimate. No deterministic polynomial algorithm is known to count the number of optimal sorting paths nor sample from the uniform distribution of optimal sorting paths. Here, we propose a stochastic method that uniformly samples the set of all optimal sorting paths. Our method uses a novel formulation of parallel Markov chain Monte Carlo. In practice, our method can quickly estimate the total number of optimal sorting paths. We introduce a variant of our approach in which short inversions are modeled to be more likely, and we show how the method can be used to estimate the distribution of inversion lengths and breakpoint usage in pathogenic Yersinia pestis. The proposed method has been implemented in a program called “MC4Inversion.” We draw comparison of MC4Inversion to the sampler implemented in BADGER and a previously described importance sampling (IS) technique. We find that on high-divergence data sets, MC4Inversion finds more optimal sorting paths per second than BADGER and the IS technique and simultaneously avoids bias inherent in the IS technique. PMID:20333186

Accelerating numerical solution of stochastic differential equations with CUDA

NASA Astrophysics Data System (ADS)

Januszewski, M.; Kostur, M.

2010-01-01

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

Importance sampling studies of helium using the Feynman-Kac path integral method

NASA Astrophysics Data System (ADS)

Datta, S.; Rejcek, J. M.

2018-05-01

In the Feynman-Kac path integral approach the eigenvalues of a quantum system can be computed using Wiener measure which uses Brownian particle motion. In our previous work on such systems we have observed that the Wiener process numerically converges slowly for dimensions greater than two because almost all trajectories will escape to infinity. One can speed up this process by using a generalized Feynman-Kac (GFK) method, in which the new measure associated with the trial function is stationary, so that the convergence rate becomes much faster. We thus achieve an example of "importance sampling" and, in the present work, we apply it to the Feynman-Kac (FK) path integrals for the ground and first few excited-state energies for He to speed up the convergence rate. We calculate the path integrals using space averaging rather than the time averaging as done in the past. The best previous calculations from variational computations report precisions of 10-16 Hartrees, whereas in most cases our path integral results obtained for the ground and first excited states of He are lower than these results by about 10-6 Hartrees or more.

Real-time Feynman path integral with Picard–Lefschetz theory and its applications to quantum tunneling

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

Tanizaki, Yuya, E-mail: yuya.tanizaki@riken.jp; Theoretical Research Division, Nishina Center, RIKEN, Wako 351-0198; Koike, Takayuki, E-mail: tkoike@ms.u-tokyo.ac.jp

Picard–Lefschetz theory is applied to path integrals of quantum mechanics, in order to compute real-time dynamics directly. After discussing basic properties of real-time path integrals on Lefschetz thimbles, we demonstrate its computational method in a concrete way by solving three simple examples of quantum mechanics. It is applied to quantum mechanics of a double-well potential, and quantum tunneling is discussed. We identify all of the complex saddle points of the classical action, and their properties are discussed in detail. However a big theoretical difficulty turns out to appear in rewriting the original path integral into a sum of path integralsmore » on Lefschetz thimbles. We discuss generality of that problem and mention its importance. Real-time tunneling processes are shown to be described by those complex saddle points, and thus semi-classical description of real-time quantum tunneling becomes possible on solid ground if we could solve that problem. - Highlights: • Real-time path integral is studied based on Picard–Lefschetz theory. • Lucid demonstration is given through simple examples of quantum mechanics. • This technique is applied to quantum mechanics of the double-well potential. • Difficulty for practical applications is revealed, and we discuss its generality. • Quantum tunneling is shown to be closely related to complex classical solutions.« less

Weinberg propagator of a free massive particle with an arbitrary spin from the BFV-BRST path integral

NASA Astrophysics Data System (ADS)

Zima, V. G.; Fedoruk, S. O.

1999-11-01

The transition amplitude is obtained for a free massive particle of arbitrary spin by calculating the path integral in the index-spinor formulation within the BFV-BRST approach. No renormalizations of the path integral measure were applied. The calculation has given the Weinberg propagator written in the index-free form by the use of an index spinor. The choice of boundary conditions on the index spinor determines the holomorphic or antiholomorphic representation for the canonical description of particle/antiparticle spin.

Robust authentication through stochastic femtosecond laser filament induced scattering surfaces

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

Zhang, Haisu; Tzortzakis, Stelios, E-mail: stzortz@iesl.forth.gr; Materials Science and Technology Department, University of Crete, 71003 Heraklion

2016-05-23

We demonstrate a reliable authentication method by femtosecond laser filament induced scattering surfaces. The stochastic nonlinear laser fabrication nature results in unique authentication robust properties. This work provides a simple and viable solution for practical applications in product authentication, while also opens the way for incorporating such elements in transparent media and coupling those in integrated optical circuits.

On the statistical mechanics of the 2D stochastic Euler equation

NASA Astrophysics Data System (ADS)

Bouchet, Freddy; Laurie, Jason; Zaboronski, Oleg

2011-12-01

The dynamics of vortices and large scale structures is qualitatively very different in two dimensional flows compared to its three dimensional counterparts, due to the presence of multiple integrals of motion. These are believed to be responsible for a variety of phenomena observed in Euler flow such as the formation of large scale coherent structures, the existence of meta-stable states and random abrupt changes in the topology of the flow. In this paper we study stochastic dynamics of the finite dimensional approximation of the 2D Euler flow based on Lie algebra su(N) which preserves all integrals of motion. In particular, we exploit rich algebraic structure responsible for the existence of Euler's conservation laws to calculate the invariant measures and explore their properties and also study the approach to equilibrium. Unexpectedly, we find deep connections between equilibrium measures of finite dimensional su(N) truncations of the stochastic Euler equations and random matrix models. Our work can be regarded as a preparation for addressing the questions of large scale structures, meta-stability and the dynamics of random transitions between different flow topologies in stochastic 2D Euler flows.

Stochastic global identification of a bio-inspired self-sensing composite UAV wing via wind tunnel experiments

NASA Astrophysics Data System (ADS)

Kopsaftopoulos, Fotios; Nardari, Raphael; Li, Yu-Hung; Wang, Pengchuan; Chang, Fu-Kuo

2016-04-01

In this work, the system design, integration, and wind tunnel experimental evaluation are presented for a bioinspired self-sensing intelligent composite unmanned aerial vehicle (UAV) wing. A total of 148 micro-sensors, including piezoelectric, strain, and temperature sensors, in the form of stretchable sensor networks are embedded in the layup of a composite wing in order to enable its self-sensing capabilities. Novel stochastic system identification techniques based on time series models and statistical parameter estimation are employed in order to accurately interpret the sensing data and extract real-time information on the coupled air flow-structural dynamics. Special emphasis is given to the wind tunnel experimental assessment under various flight conditions defined by multiple airspeeds and angles of attack. A novel modeling approach based on the recently introduced Vector-dependent Functionally Pooled (VFP) model structure is employed for the stochastic identification of the "global" coupled airflow-structural dynamics of the wing and their correlation with dynamic utter and stall. The obtained results demonstrate the successful system-level integration and effectiveness of the stochastic identification approach, thus opening new perspectives for the state sensing and awareness capabilities of the next generation of "fly-by-fee" UAVs.

Quantum stochastic walks on networks for decision-making.

PubMed

Martínez-Martínez, Ismael; Sánchez-Burillo, Eduardo

2016-03-31

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

Quantum stochastic walks on networks for decision-making

NASA Astrophysics Data System (ADS)

Martínez-Martínez, Ismael; Sánchez-Burillo, Eduardo

2016-03-01

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

Quantum stochastic walks on networks for decision-making

PubMed Central

Martínez-Martínez, Ismael; Sánchez-Burillo, Eduardo

2016-01-01

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

Crossing Boundaries: Nativity, Ethnicity, and Mate Selection

PubMed Central

Qian, Zhenchao; Glick, Jennifer E.; Baston, Christie

2016-01-01

The influx of immigrants has increased diversity among ethnic minorities and indicates that they may take multiple integration paths in American society. Previous research on ethnic integration often focuses on panethnic differences and few have explored ethnic diversity within a racial or panethnic context. Using 2000 U.S. census data for Puerto Rican, Mexican, Chinese, and Filipino origin individuals, we examine differences in marriage and cohabitation with whites, with other minorities, within a panethnic group, and within an ethnic group by nativity status. Ethnic endogamy is strong and, to a less extent, so is panethnic endogamy. Yet, marital or cohabiting unions with whites remain an important path of integration but differ significantly by ethnicity, nativity, age at arrival, and educational attainment. Meanwhile, ethnic differences in marriage and cohabitation with other racial or ethnic minorities are strong. Our analysis supports that unions with whites remain a major path of integration, but other paths of integration also become viable options for all ethnic groups. PMID:22350840

Lefschetz thimbles in fermionic effective models with repulsive vector-field

NASA Astrophysics Data System (ADS)

Mori, Yuto; Kashiwa, Kouji; Ohnishi, Akira

2018-06-01

We discuss two problems in complexified auxiliary fields in fermionic effective models, the auxiliary sign problem associated with the repulsive vector-field and the choice of the cut for the scalar field appearing from the logarithmic function. In the fermionic effective models with attractive scalar and repulsive vector-type interaction, the auxiliary scalar and vector fields appear in the path integral after the bosonization of fermion bilinears. When we make the path integral well-defined by the Wick rotation of the vector field, the oscillating Boltzmann weight appears in the partition function. This "auxiliary" sign problem can be solved by using the Lefschetz-thimble path-integral method, where the integration path is constructed in the complex plane. Another serious obstacle in the numerical construction of Lefschetz thimbles is caused by singular points and cuts induced by multivalued functions of the complexified scalar field in the momentum integration. We propose a new prescription which fixes gradient flow trajectories on the same Riemann sheet in the flow evolution by performing the momentum integration in the complex domain.

Which coordinate system for modelling path integration?

PubMed

Vickerstaff, Robert J; Cheung, Allen

2010-03-21

Path integration is a navigation strategy widely observed in nature where an animal maintains a running estimate, called the home vector, of its location during an excursion. Evidence suggests it is both ancient and ubiquitous in nature, and has been studied for over a century. In that time, canonical and neural network models have flourished, based on a wide range of assumptions, justifications and supporting data. Despite the importance of the phenomenon, consensus and unifying principles appear lacking. A fundamental issue is the neural representation of space needed for biological path integration. This paper presents a scheme to classify path integration systems on the basis of the way the home vector records and updates the spatial relationship between the animal and its home location. Four extended classes of coordinate systems are used to unify and review both canonical and neural network models of path integration, from the arthropod and mammalian literature. This scheme demonstrates analytical equivalence between models which may otherwise appear unrelated, and distinguishes between models which may superficially appear similar. A thorough analysis is carried out of the equational forms of important facets of path integration including updating, steering, searching and systematic errors, using each of the four coordinate systems. The type of available directional cue, namely allothetic or idiothetic, is also considered. It is shown that on balance, the class of home vectors which includes the geocentric Cartesian coordinate system, appears to be the most robust for biological systems. A key conclusion is that deducing computational structure from behavioural data alone will be difficult or impossible, at least in the absence of an analysis of random errors. Consequently it is likely that further theoretical insights into path integration will require an in-depth study of the effect of noise on the four classes of home vectors. Copyright 2009 Elsevier Ltd. All rights reserved.

Leaky Waves in Metamaterials for Antenna Applications

DTIC Science & Technology

2011-07-01

excitation problems, electromagnetic fields are often represented as Sommerfeld integrals [31,32]. A detailed discussion about Sommerfeld integral is...source removed. In the rest of this section, a de- tailed discussion about Sommerfeld Integral Path is presented. 4.1 Spectral Domain Approach 4.1.1... Sommerfeld integral path for evaluating fields accurately and efficiently, the radiation intensity and directivity of electric/magnetic dipoles over a grounded

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.

Koopman-von Neumann formulation of classical Yang-Mills theories: I

NASA Astrophysics Data System (ADS)

Carta, P.; Gozzi, E.; Mauro, D.

2006-03-01

In this paper we present the Koopman-von Neumann (KvN) formulation of classical non-Abelian gauge field theories. In particular we shall explore the functional (or classical path integral) counterpart of the KvN method. In the quantum path integral quantization of Yang-Mills theories concepts like gauge-fixing and Faddeev-Popov determinant appear in a quite natural way. We will prove that these same objects are needed also in this classical path integral formulation for Yang-Mills theories. We shall also explore the classical path integral counterpart of the BFV formalism and build all the associated universal and gauge charges. These last are quite different from the analog quantum ones and we shall show the relation between the two. This paper lays the foundation of this formalism which, due to the many auxiliary fields present, is rather heavy. Applications to specific topics outlined in the paper will appear in later publications.

Stochastic multifractal forecasts: from theory to applications in radar meteorology

NASA Astrophysics Data System (ADS)

da Silva Rocha Paz, Igor; Tchiguirinskaia, Ioulia; Schertzer, Daniel

2017-04-01

Radar meteorology has been very inspiring for the development of multifractals. It has enabled to work on a 3D+1 field with many challenging applications, including predictability and stochastic forecasts, especially nowcasts that are particularly demanding in computation speed. Multifractals are indeed parsimonious stochastic models that require only a few physically meaningful parameters, e.g. Universal Multifractal (UM) parameters, because they are based on non-trivial symmetries of nonlinear equations. We first recall the physical principles of multifractal predictability and predictions, which are so closely related that the latter correspond to the most optimal predictions in the multifractal framework. Indeed, these predictions are based on the fundamental duality of a relatively slow decay of large scale structures and an injection of new born small scale structures. Overall, this triggers a mulfitractal inverse cascade of unpredictability. With the help of high resolution rainfall radar data (≈ 100 m), we detail and illustrate the corresponding stochastic algorithm in the framework of (causal) UM Fractionally Integrated Flux models (UM-FIF), where the rainfall field is obtained with the help of a fractional integration of a conservative multifractal flux, whose average is strictly scale invariant (like the energy flux in a dynamic cascade). Whereas, the introduction of small structures is rather straightforward, the deconvolution of the past of the field is more subtle, but nevertheless achievable, to obtain the past of the flux. Then, one needs to only fractionally integrate a multiplicative combination of past and future fluxes to obtain a nowcast realisation.

A Neurocomputational Model of Goal-Directed Navigation in Insect-Inspired Artificial Agents

PubMed Central

Goldschmidt, Dennis; Manoonpong, Poramate; Dasgupta, Sakyasingha

2017-01-01

Despite their small size, insect brains are able to produce robust and efficient navigation in complex environments. Specifically in social insects, such as ants and bees, these navigational capabilities are guided by orientation directing vectors generated by a process called path integration. During this process, they integrate compass and odometric cues to estimate their current location as a vector, called the home vector for guiding them back home on a straight path. They further acquire and retrieve path integration-based vector memories globally to the nest or based on visual landmarks. Although existing computational models reproduced similar behaviors, a neurocomputational model of vector navigation including the acquisition of vector representations has not been described before. Here we present a model of neural mechanisms in a modular closed-loop control—enabling vector navigation in artificial agents. The model consists of a path integration mechanism, reward-modulated global learning, random search, and action selection. The path integration mechanism integrates compass and odometric cues to compute a vectorial representation of the agent's current location as neural activity patterns in circular arrays. A reward-modulated learning rule enables the acquisition of vector memories by associating the local food reward with the path integration state. A motor output is computed based on the combination of vector memories and random exploration. In simulation, we show that the neural mechanisms enable robust homing and localization, even in the presence of external sensory noise. The proposed learning rules lead to goal-directed navigation and route formation performed under realistic conditions. Consequently, we provide a novel approach for vector learning and navigation in a simulated, situated agent linking behavioral observations to their possible underlying neural substrates. PMID:28446872

A Neurocomputational Model of Goal-Directed Navigation in Insect-Inspired Artificial Agents.

PubMed

Goldschmidt, Dennis; Manoonpong, Poramate; Dasgupta, Sakyasingha

2017-01-01

Despite their small size, insect brains are able to produce robust and efficient navigation in complex environments. Specifically in social insects, such as ants and bees, these navigational capabilities are guided by orientation directing vectors generated by a process called path integration. During this process, they integrate compass and odometric cues to estimate their current location as a vector, called the home vector for guiding them back home on a straight path. They further acquire and retrieve path integration-based vector memories globally to the nest or based on visual landmarks. Although existing computational models reproduced similar behaviors, a neurocomputational model of vector navigation including the acquisition of vector representations has not been described before. Here we present a model of neural mechanisms in a modular closed-loop control-enabling vector navigation in artificial agents. The model consists of a path integration mechanism, reward-modulated global learning, random search, and action selection. The path integration mechanism integrates compass and odometric cues to compute a vectorial representation of the agent's current location as neural activity patterns in circular arrays. A reward-modulated learning rule enables the acquisition of vector memories by associating the local food reward with the path integration state. A motor output is computed based on the combination of vector memories and random exploration. In simulation, we show that the neural mechanisms enable robust homing and localization, even in the presence of external sensory noise. The proposed learning rules lead to goal-directed navigation and route formation performed under realistic conditions. Consequently, we provide a novel approach for vector learning and navigation in a simulated, situated agent linking behavioral observations to their possible underlying neural substrates.

Path integration in tactile perception of shapes.

PubMed

Moscatelli, Alessandro; Naceri, Abdeldjallil; Ernst, Marc O

2014-11-01

Whenever we move the hand across a surface, tactile signals provide information about the relative velocity between the skin and the surface. If the system were able to integrate the tactile velocity information over time, cutaneous touch may provide an estimate of the relative displacement between the hand and the surface. Here, we asked whether humans are able to form a reliable representation of the motion path from tactile cues only, integrating motion information over time. In order to address this issue, we conducted three experiments using tactile motion and asked participants (1) to estimate the length of a simulated triangle, (2) to reproduce the shape of a simulated triangular path, and (3) to estimate the angle between two-line segments. Participants were able to accurately indicate the length of the path, whereas the perceived direction was affected by a direction bias (inward bias). The response pattern was thus qualitatively similar to the ones reported in classical path integration studies involving locomotion. However, we explain the directional biases as the result of a tactile motion aftereffect. Copyright © 2014 Elsevier B.V. All rights reserved.

Electricity system expansion studies to consider uncertainties and interactions in restructured markets

NASA Astrophysics Data System (ADS)

Jin, Shan

This dissertation concerns power system expansion planning under different market mechanisms. The thesis follows a three paper format, in which each paper emphasizes a different perspective. The first paper investigates the impact of market uncertainties on a long term centralized generation expansion planning problem. The problem is modeled as a two-stage stochastic program with uncertain fuel prices and demands, which are represented as probabilistic scenario paths in a multi-period tree. Two measurements, expected cost (EC) and Conditional Value-at-Risk (CVaR), are used to minimize, respectively, the total expected cost among scenarios and the risk of incurring high costs in unfavorable scenarios. We sample paths from the scenario tree to reduce the problem scale and determine the sufficient number of scenarios by computing confidence intervals on the objective values. The second paper studies an integrated electricity supply system including generation, transmission and fuel transportation with a restructured wholesale electricity market. This integrated system expansion problem is modeled as a bi-level program in which a centralized system expansion decision is made in the upper level and the operational decisions of multiple market participants are made in the lower level. The difficulty of solving a bi-level programming problem to global optimality is discussed and three problem relaxations obtained by reformulation are explored. The third paper solves a more realistic market-based generation and transmission expansion problem. It focuses on interactions among a centralized transmission expansion decision and decentralized generation expansion decisions. It allows each generator to make its own strategic investment and operational decisions both in response to a transmission expansion decision and in anticipation of a market price settled by an Independent System Operator (ISO) market clearing problem. The model poses a complicated tri-level structure including an equilibrium problem with equilibrium constraints (EPEC) sub-problem. A hybrid iterative algorithm is proposed to solve the problem efficiently and reliably.

Sensitivity curves for searches for gravitational-wave backgrounds

NASA Astrophysics Data System (ADS)

Thrane, Eric; Romano, Joseph D.

2013-12-01

We propose a graphical representation of detector sensitivity curves for stochastic gravitational-wave backgrounds that takes into account the increase in sensitivity that comes from integrating over frequency in addition to integrating over time. This method is valid for backgrounds that have a power-law spectrum in the analysis band. We call these graphs “power-law integrated curves.” For simplicity, we consider cross-correlation searches for unpolarized and isotropic stochastic backgrounds using two or more detectors. We apply our method to construct power-law integrated sensitivity curves for second-generation ground-based detectors such as Advanced LIGO, space-based detectors such as LISA and the Big Bang Observer, and timing residuals from a pulsar timing array. The code used to produce these plots is available at https://dcc.ligo.org/LIGO-P1300115/public for researchers interested in constructing similar sensitivity curves.

Accelerated sampling by infinite swapping of path integral molecular dynamics with surface hopping

NASA Astrophysics Data System (ADS)

Lu, Jianfeng; Zhou, Zhennan

2018-02-01

To accelerate the thermal equilibrium sampling of multi-level quantum systems, the infinite swapping limit of a recently proposed multi-level ring polymer representation is investigated. In the infinite swapping limit, the ring polymer evolves according to an averaged Hamiltonian with respect to all possible surface index configurations of the ring polymer and thus connects the surface hopping approach to the mean-field path-integral molecular dynamics. A multiscale integrator for the infinite swapping limit is also proposed to enable efficient sampling based on the limiting dynamics. Numerical results demonstrate the huge improvement of sampling efficiency of the infinite swapping compared with the direct simulation of path-integral molecular dynamics with surface hopping.

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

PubMed

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

2011-04-15

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

Tsunami evacuation plans for future megathrust earthquakes in Padang, Indonesia, considering stochastic earthquake scenarios

NASA Astrophysics Data System (ADS)

Muhammad, Ario; Goda, Katsuichiro; Alexander, Nicholas A.; Kongko, Widjo; Muhari, Abdul

2017-12-01

This study develops tsunami evacuation plans in Padang, Indonesia, using a stochastic tsunami simulation method. The stochastic results are based on multiple earthquake scenarios for different magnitudes (Mw 8.5, 8.75, and 9.0) that reflect asperity characteristics of the 1797 historical event in the same region. The generation of the earthquake scenarios involves probabilistic models of earthquake source parameters and stochastic synthesis of earthquake slip distributions. In total, 300 source models are generated to produce comprehensive tsunami evacuation plans in Padang. The tsunami hazard assessment results show that Padang may face significant tsunamis causing the maximum tsunami inundation height and depth of 15 and 10 m, respectively. A comprehensive tsunami evacuation plan - including horizontal evacuation area maps, assessment of temporary shelters considering the impact due to ground shaking and tsunami, and integrated horizontal-vertical evacuation time maps - has been developed based on the stochastic tsunami simulation results. The developed evacuation plans highlight that comprehensive mitigation policies can be produced from the stochastic tsunami simulation for future tsunamigenic events.

A stochastic regulator for integrated communication and control systems. I - Formulation of control law. II - Numerical analysis and simulation

NASA Technical Reports Server (NTRS)

Liou, Luen-Woei; Ray, Asok

1991-01-01

A state feedback control law for integrated communication and control systems (ICCS) is formulated by using the dynamic programming and optimality principle on a finite-time horizon. The control law is derived on the basis of a stochastic model of the plant which is augmented in state space to allow for the effects of randomly varying delays in the feedback loop. A numerical procedure for synthesizing the control parameters is then presented, and the performance of the control law is evaluated by simulating the flight dynamics model of an advanced aircraft. Finally, recommendations for future work are made.

Influence of Microphysical Variability on Stochastic Condensation in Turbulent Clouds

NASA Astrophysics Data System (ADS)

Desai, N.; Chandrakar, K. K.; Chang, K.; Glienke, S.; Cantrell, W. H.; Fugal, J. P.; Shaw, R. A.

2017-12-01

We investigate the influence of variability in droplet number concentration and radius on the evolution of cloud droplet size distributions. Measurements are made on the centimeter scale using digitial inline holography, both in a controlled laboratory setting and in the field using HOLODEC measurements from CSET. We created steady state cloud conditions in the laboratory Pi Chamber, in which a turbulent cloud can be sustained for long periods of time. Using holographic imaging, we directly observe the variations in local number concentration and droplet size distribution and, thereby, the integral radius. We interpret the measurements in the context of stochastic condensation theory to determine how fluctuations in integral radius contribute to droplet growth. We find that the variability in integral radius is primarily driven by variations in the droplet number concentration and not the droplet radius. This variability does not contribute significantly to the mean droplet growth rate, but contributes significantly to the rate of increase of the size distribution width. We compare these results with in-situ measurements and find evidence for microphysical signatures of stochastic condensation. The results suggest that supersaturation fluctuations lead to broader size distributions and allow droplets to reach the collision-coalescence stage.

Incorporating variability in simulations of seasonally forced phenology using integral projection models

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

Goodsman, Devin W.; Aukema, Brian H.; McDowell, Nate G.

Phenology models are becoming increasingly important tools to accurately predict how climate change will impact the life histories of organisms. We propose a class of integral projection phenology models derived from stochastic individual-based models of insect development and demography.Our derivation, which is based on the rate-summation concept, produces integral projection models that capture the effect of phenotypic rate variability on insect phenology, but which are typically more computationally frugal than equivalent individual-based phenology models. We demonstrate our approach using a temperature-dependent model of the demography of the mountain pine beetle (Dendroctonus ponderosae Hopkins), an insect that kills mature pine trees.more » This work illustrates how a wide range of stochastic phenology models can be reformulated as integral projection models. Due to their computational efficiency, these integral projection models are suitable for deployment in large-scale simulations, such as studies of altered pest distributions under climate change.« less

Beller Lectureship: Stochasticity and robustness in growth and morphogenesis

NASA Astrophysics Data System (ADS)

Boudaoud, Arezki

How do organisms cope with natural variability to achieve well-defined morphologies and architectures? We addressed this question by combining experiments with live plants and analyses of stochastic models that integrate cell-cell communication and tissue mechanics. This led us to counterintuitive results on the role of noise in development, whereby noise is either filtered or enhanced according to the level at which it is acting.

Debates—Stochastic subsurface hydrology from theory to practice: A geologic perspective

NASA Astrophysics Data System (ADS)

Fogg, Graham E.; Zhang, Yong

2016-12-01

A geologic perspective on stochastic subsurface hydrology offers insights on representativeness of prominent field experiments and their general relevance to other hydrogeologic settings. Although the gains in understanding afforded by some 30 years of research in stochastic hydrogeology have been important and even essential, adoption of the technologies and insights by practitioners has been limited, due in part to a lack of geologic context in both the field and theoretical studies. In general, unintentional, biased sampling of hydraulic conductivity (K) using mainly hydrologic, well-based methods has resulted in the tacit assumption by many in the community that the subsurface is much less heterogeneous than in reality. Origins of the bias range from perspectives that are limited by scale and the separation of disciplines (geology, soils, aquifer hydrology, groundwater hydraulics, etc.). Consequences include a misfit between stochastic hydrogeology research results and the needs of, for example, practitioners who are dealing with local plume site cleanup that is often severely hampered by very low velocities in the very aquitard facies that are commonly overlooked or missing from low-variance stochastic models or theories. We suggest that answers to many of the problems exposed by stochastic hydrogeology research can be found through greater geologic integration into the analyses, including the recognition of not only the nearly ubiquitously high variances of K but also the strong tendency for the good connectivity of the high-K facies when spatially persistent geologic unconformities are absent. We further suggest that although such integration may appear to make the contaminant transport problem more complex, expensive and intractable, it may in fact lead to greater simplification and more reliable, less expensive site characterizations and models.

Compact stochastic models for multidimensional quasiballistic thermal transport

NASA Astrophysics Data System (ADS)

Vermeersch, Bjorn

2016-11-01

The Boltzmann transport equation (BTE) has proven indispensable in elucidating quasiballistic heat dynamics. The experimental observations of nondiffusive thermal transients, however, are interpreted almost exclusively through purely diffusive formalisms that merely extract "effective" Fourier conductivities. Here, we build upon stochastic transport theory to provide a characterisation framework that blends the rich physics contained within the BTE solutions with the convenience of conventional analyses. The multidimensional phonon dynamics are described in terms of an isotropic Poissonian flight process with a rigorous Fourier-Laplace single pulse response P (ξ → ,s )=1 /[s +ψ(∥ ξ → ∥ )] . The spatial propagator ψ(∥ ξ → ∥ ) , unlike commonly reconstructed mean free path spectra κΣ(Λ) , serves as a genuine thermal blueprint of the medium that can be identified in a compact form directly from the raw measurement signals. Practical illustrations for transient thermal grating and time domain thermoreflectance experiments on respectively GaAs and InGaAs are provided.

First-passage dynamics of linear stochastic interface models: weak-noise theory and influence of boundary conditions

NASA Astrophysics Data System (ADS)

Gross, Markus

2018-03-01

We consider a one-dimensional fluctuating interfacial profile governed by the Edwards–Wilkinson or the stochastic Mullins-Herring equation for periodic, standard Dirichlet and Dirichlet no-flux boundary conditions. The minimum action path of an interfacial fluctuation conditioned to reach a given maximum height M at a finite (first-passage) time T is calculated within the weak-noise approximation. Dynamic and static scaling functions for the profile shape are obtained in the transient and the equilibrium regime, i.e. for first-passage times T smaller or larger than the characteristic relaxation time, respectively. In both regimes, the profile approaches the maximum height M with a universal algebraic time dependence characterized solely by the dynamic exponent of the model. It is shown that, in the equilibrium regime, the spatial shape of the profile depends sensitively on boundary conditions and conservation laws, but it is essentially independent of them in the transient regime.

Stochastic dynamics for idiotypic immune networks

NASA Astrophysics Data System (ADS)

Barra, Adriano; Agliari, Elena

2010-12-01

In this work we introduce and analyze the stochastic dynamics obeyed by a model of an immune network recently introduced by the authors. We develop Fokker-Planck equations for the single lymphocyte behavior and coarse grained Langevin schemes for the averaged clone behavior. After showing agreement with real systems (as a short path Jerne cascade), we suggest, both with analytical and numerical arguments, explanations for the generation of (metastable) memory cells, improvement of the secondary response (both in the quality and quantity) and bell shaped modulation against infections as a natural behavior. The whole emerges from the model without being postulated a-priori as it often occurs in second generation immune networks: so the aim of the work is to present some out-of-equilibrium features of this model and to highlight mechanisms which can replace a-priori assumptions in view of further detailed analysis in theoretical systemic immunology.

Calibration of semi-stochastic procedure for simulating high-frequency ground motions

USGS Publications Warehouse

Seyhan, Emel; Stewart, Jonathan P.; Graves, Robert

2013-01-01

Broadband ground motion simulation procedures typically utilize physics-based modeling at low frequencies, coupled with semi-stochastic procedures at high frequencies. The high-frequency procedure considered here combines deterministic Fourier amplitude spectra (dependent on source, path, and site models) with random phase. Previous work showed that high-frequency intensity measures from this simulation methodology attenuate faster with distance and have lower intra-event dispersion than in empirical equations. We address these issues by increasing crustal damping (Q) to reduce distance attenuation bias and by introducing random site-to-site variations to Fourier amplitudes using a lognormal standard deviation ranging from 0.45 for Mw < 7 to zero for Mw 8. Ground motions simulated with the updated parameterization exhibit significantly reduced distance attenuation bias and revised dispersion terms are more compatible with those from empirical models but remain lower at large distances (e.g., > 100 km).

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

TU-F-CAMPUS-I-02: Validation of a CT X-Ray Source Characterization Technique for Dose Computation Using An Anthropomorphic Thorax Phantom

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

Sommerville, M; Tambasco, M; Poirier, Y

2015-06-15

Purpose: To experimentally validate a rotational kV x-ray source characterization technique by computing CT dose in an anthropomorphic thorax phantom using an in-house dose computation algorithm (kVDoseCalc). Methods: The lateral variation in incident energy spectra of a GE Optima big bore CT scanner was found by measuring the HVL along the internal, full bow-tie filter axis. The HVL and kVp were used to generate the x-ray spectra using Spektr software, while beam fluence was derived by dividing the integral product of the spectra and in-air mass-energy absorption coefficients by in-air dose measurements along the bow-tie filter axis. Beams produced bymore » the GE Optima scanner were modeled at 80 and 140 kVp tube settings. kVDoseCalc calculates dose by solving the linear Boltzmann transport equation using a combination of deterministic and stochastic methods. Relative doses in an anthropomorphic thorax phantom (E2E SBRT Phantom) irradiated by the GE Optima scanner were measured using a (0.015 cc) PTW Freiburg ionization chamber, and compared to computations from kVDoseCalc. Results: The agreement in relative dose between dose computation and measurement for points of interest (POIs) within the primary path of the beam was within experimental uncertainty for both energies, however points outside the primary beam were not. The average absolute percent difference for POIs within the primary path of the beam was 1.37% and 5.16% for 80 and 140 kVp, respectively. The minimum and maximum absolute percent difference for both energies and all POIs within the primary path of the beam was 0.151% and 6.41%, respectively. Conclusion: The CT x-ray source characterization technique based on HVL measurements and kVp can be used to accurately compute CT dose in an anthropomorphic thorax phantom.« less

Integrated Flight Path Planning System and Flight Control System for Unmanned Helicopters

PubMed Central

Jan, Shau Shiun; Lin, Yu Hsiang

2011-01-01

This paper focuses on the design of an integrated navigation and guidance system for unmanned helicopters. The integrated navigation system comprises two systems: the Flight Path Planning System (FPPS) and the Flight Control System (FCS). The FPPS finds the shortest flight path by the A-Star (A*) algorithm in an adaptive manner for different flight conditions, and the FPPS can add a forbidden zone to stop the unmanned helicopter from crossing over into dangerous areas. In this paper, the FPPS computation time is reduced by the multi-resolution scheme, and the flight path quality is improved by the path smoothing methods. Meanwhile, the FCS includes the fuzzy inference systems (FISs) based on the fuzzy logic. By using expert knowledge and experience to train the FIS, the controller can operate the unmanned helicopter without dynamic models. The integrated system of the FPPS and the FCS is aimed at providing navigation and guidance to the mission destination and it is implemented by coupling the flight simulation software, X-Plane, and the computing software, MATLAB. Simulations are performed and shown in real time three-dimensional animations. Finally, the integrated system is demonstrated to work successfully in controlling the unmanned helicopter to operate in various terrains of a digital elevation model (DEM). PMID:22164029

Integrated flight path planning system and flight control system for unmanned helicopters.

PubMed

Jan, Shau Shiun; Lin, Yu Hsiang

2011-01-01

This paper focuses on the design of an integrated navigation and guidance system for unmanned helicopters. The integrated navigation system comprises two systems: the Flight Path Planning System (FPPS) and the Flight Control System (FCS). The FPPS finds the shortest flight path by the A-Star (A*) algorithm in an adaptive manner for different flight conditions, and the FPPS can add a forbidden zone to stop the unmanned helicopter from crossing over into dangerous areas. In this paper, the FPPS computation time is reduced by the multi-resolution scheme, and the flight path quality is improved by the path smoothing methods. Meanwhile, the FCS includes the fuzzy inference systems (FISs) based on the fuzzy logic. By using expert knowledge and experience to train the FIS, the controller can operate the unmanned helicopter without dynamic models. The integrated system of the FPPS and the FCS is aimed at providing navigation and guidance to the mission destination and it is implemented by coupling the flight simulation software, X-Plane, and the computing software, MATLAB. Simulations are performed and shown in real time three-dimensional animations. Finally, the integrated system is demonstrated to work successfully in controlling the unmanned helicopter to operate in various terrains of a digital elevation model (DEM).

Covariant path integrals on hyperbolic surfaces

NASA Astrophysics Data System (ADS)

Schaefer, Joe

1997-11-01

DeWitt's covariant formulation of path integration [B. De Witt, "Dynamical theory in curved spaces. I. A review of the classical and quantum action principles," Rev. Mod. Phys. 29, 377-397 (1957)] has two practical advantages over the traditional methods of "lattice approximations;" there is no ordering problem, and classical symmetries are manifestly preserved at the quantum level. Applying the spectral theorem for unbounded self-adjoint operators, we provide a rigorous proof of the convergence of certain path integrals on Riemann surfaces of constant curvature -1. The Pauli-DeWitt curvature correction term arises, as in DeWitt's work. Introducing a Fuchsian group Γ of the first kind, and a continuous, bounded, Γ-automorphic potential V, we obtain a Feynman-Kac formula for the automorphic Schrödinger equation on the Riemann surface ΓH. We analyze the Wick rotation and prove the strong convergence of the so-called Feynman maps [K. D. Elworthy, Path Integration on Manifolds, Mathematical Aspects of Superspace, edited by Seifert, Clarke, and Rosenblum (Reidel, Boston, 1983), pp. 47-90] on a dense set of states. Finally, we give a new proof of some results in C. Grosche and F. Steiner, "The path integral on the Poincare upper half plane and for Liouville quantum mechanics," Phys. Lett. A 123, 319-328 (1987).

Integrals for IBS and beam cooling

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

Burov, A.; /Fermilab

Simulation of beam cooling usually requires performing certain integral transformations every time step or so, which is a significant burden on the CPU. Examples are the dispersion integrals (Hilbert transforms) in the stochastic cooling, wake fields and IBS integrals. An original method is suggested for fast and sufficiently accurate computation of the integrals. This method is applied for the dispersion integral. Some methodical aspects of the IBS analysis are discussed.

Integrals for IBS and Beam Cooling

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

Burov, A.

Simulation of beam cooling usually requires performing certain integral transformations every time step or so, which is a significant burden on the CPU. Examples are the dispersion integrals (Hilbert transforms) in the stochastic cooling, wake fields and IBS integrals. An original method is suggested for fast and sufficiently accurate computation of the integrals. This method is applied for the dispersion integral. Some methodical aspects of the IBS analysis are discussed.

Noise in nonlinear nanoelectromechanical resonators

NASA Astrophysics Data System (ADS)

Guerra Vidal, Diego N.

Nano-Electro-Mechanical Systems (NEMS), due to their nanometer scale size, possess a number of desirable attributes: high sensitivity to applied forces, fast response times, high resonance frequencies and low power consumption. However, ultra small size and low power handling result in unwanted consequences: smaller signal size and higher dissipation, making the NEMS devices more susceptible to external and intrinsic noise. The simplest version of a NEMS, a suspended nanomechanical structure with two distinct excitation states, can be used as an archetypal two state system to study a plethora of fundamental phenomena such as Duffing nonlinearity, stochastic resonance, and macroscopic quantum tunneling at low temperatures. From a technical perspective, there are numerous applications such nanomechanical memory elements, microwave switches and nanomechanical computation. The control and manipulation of the mechanical response of these two state systems can be realized by exploiting a (seemingly) counterintuitive physical phenomenon, Stochastic Resonance: in a noisy nonlinear mechanical system, the presence of noise can enhance the system response to an external stimulus. This Thesis is mainly dedicated to study possible applications of Stochastic Resonance in two-state nanomechanical systems. First, on chip signal amplification by 1/falpha is observed. The effectiveness of the noise assisted amplification is observed to decrease with increasing a. Experimental evidence shows an increase in asymmetry between the two states with increasing noise color. Considering the prevalence of 1/f alpha noise in the materials in integrated circuits, the signal enhancement demonstrated here, suggests beneficial use of the otherwise detrimental noise. Finally, a nanomechanical device, operating as a reprogrammable logic gate, and performing fundamental logic functions such as AND/OR and NAND/NOR is presented. The logic function can be programmed (from AND to OR) dynamically, by adjusting the resonator's operating parameters. The device can access one of two stable steady states, according to a specific logic function; this operation is mediated by the noise floor, which can be directly adjusted, or dynamically "tuned" via an adjustment of the underlying nonlinearity of the resonator. The demonstration of this reprogrammable nanomechanical logic gate affords a path to the practical realization of a new generation of mechanical computer.

Review of computer simulations of isotope effects on biochemical reactions: From the Bigeleisen equation to Feynman's path integral.

PubMed

Wong, Kin-Yiu; Xu, Yuqing; Xu, Liang

2015-11-01

Enzymatic reactions are integral components in many biological functions and malfunctions. The iconic structure of each reaction path for elucidating the reaction mechanism in details is the molecular structure of the rate-limiting transition state (RLTS). But RLTS is very hard to get caught or to get visualized by experimentalists. In spite of the lack of explicit molecular structure of the RLTS in experiment, we still can trace out the RLTS unique "fingerprints" by measuring the isotope effects on the reaction rate. This set of "fingerprints" is considered as a most direct probe of RLTS. By contrast, for computer simulations, oftentimes molecular structures of a number of TS can be precisely visualized on computer screen, however, theoreticians are not sure which TS is the actual rate-limiting one. As a result, this is an excellent stage setting for a perfect "marriage" between experiment and theory for determining the structure of RLTS, along with the reaction mechanism, i.e., experimentalists are responsible for "fingerprinting", whereas theoreticians are responsible for providing candidates that match the "fingerprints". In this Review, the origin of isotope effects on a chemical reaction is discussed from the perspectives of classical and quantum worlds, respectively (e.g., the origins of the inverse kinetic isotope effects and all the equilibrium isotope effects are purely from quantum). The conventional Bigeleisen equation for isotope effect calculations, as well as its refined version in the framework of Feynman's path integral and Kleinert's variational perturbation (KP) theory for systematically incorporating anharmonicity and (non-parabolic) quantum tunneling, are also presented. In addition, the outstanding interplay between theory and experiment for successfully deducing the RLTS structures and the reaction mechanisms is demonstrated by applications on biochemical reactions, namely models of bacterial squalene-to-hopene polycyclization and RNA 2'-O-transphosphorylation. For all these applications, we used our recently-developed path-integral method based on the KP theory, called automated integration-free path-integral (AIF-PI) method, to perform ab initio path-integral calculations of isotope effects. As opposed to the conventional path-integral molecular dynamics (PIMD) and Monte Carlo (PIMC) simulations, values calculated from our AIF-PI path-integral method can be as precise as (not as accurate as) the numerical precision of the computing machine. Lastly, comments are made on the general challenges in theoretical modeling of candidates matching the experimental "fingerprints" of RLTS. This article is part of a Special Issue entitled: Enzyme Transition States from Theory and Experiment. Copyright © 2015 Elsevier B.V. All rights reserved.

New “Tau-Leap” Strategy for Accelerated Stochastic Simulation

PubMed Central

2015-01-01

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

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

PubMed

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

2014-12-10

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

Optimal Control of Hybrid Systems in Air Traffic Applications

NASA Astrophysics Data System (ADS)

Kamgarpour, Maryam

Growing concerns over the scalability of air traffic operations, air transportation fuel emissions and prices, as well as the advent of communication and sensing technologies motivate improvements to the air traffic management system. To address such improvements, in this thesis a hybrid dynamical model as an abstraction of the air traffic system is considered. Wind and hazardous weather impacts are included using a stochastic model. This thesis focuses on the design of algorithms for verification and control of hybrid and stochastic dynamical systems and the application of these algorithms to air traffic management problems. In the deterministic setting, a numerically efficient algorithm for optimal control of hybrid systems is proposed based on extensions of classical optimal control techniques. This algorithm is applied to optimize the trajectory of an Airbus 320 aircraft in the presence of wind and storms. In the stochastic setting, the verification problem of reaching a target set while avoiding obstacles (reach-avoid) is formulated as a two-player game to account for external agents' influence on system dynamics. The solution approach is applied to air traffic conflict prediction in the presence of stochastic wind. Due to the uncertainty in forecasts of the hazardous weather, and hence the unsafe regions of airspace for aircraft flight, the reach-avoid framework is extended to account for stochastic target and safe sets. This methodology is used to maximize the probability of the safety of aircraft paths through hazardous weather. Finally, the problem of modeling and optimization of arrival air traffic and runway configuration in dense airspace subject to stochastic weather data is addressed. This problem is formulated as a hybrid optimal control problem and is solved with a hierarchical approach that decouples safety and performance. As illustrated with this problem, the large scale of air traffic operations motivates future work on the efficient implementation of the proposed algorithms.

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

NASA Astrophysics Data System (ADS)

Liu, Zhangjun; Liu, Zenghui; Peng, Yongbo

2018-03-01

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

Evolutionary dynamics of phenotype-structured populations: from individual-level mechanisms to population-level consequences

NASA Astrophysics Data System (ADS)

Chisholm, Rebecca H.; Lorenzi, Tommaso; Desvillettes, Laurent; Hughes, Barry D.

2016-08-01

Epigenetic mechanisms are increasingly recognised as integral to the adaptation of species that face environmental changes. In particular, empirical work has provided important insights into the contribution of epigenetic mechanisms to the persistence of clonal species, from which a number of verbal explanations have emerged that are suited to logical testing by proof-of-concept mathematical models. Here, we present a stochastic agent-based model and a related deterministic integrodifferential equation model for the evolution of a phenotype-structured population composed of asexually-reproducing and competing organisms which are exposed to novel environmental conditions. This setting has relevance to the study of biological systems where colonising asexual populations must survive and rapidly adapt to hostile environments, like pathogenesis, invasion and tumour metastasis. We explore how evolution might proceed when epigenetic variation in gene expression can change the reproductive capacity of individuals within the population in the new environment. Simulations and analyses of our models clarify the conditions under which certain evolutionary paths are possible and illustrate that while epigenetic mechanisms may facilitate adaptation in asexual species faced with environmental change, they can also lead to a type of "epigenetic load" and contribute to extinction. Moreover, our results offer a formal basis for the claim that constant environments favour individuals with low rates of stochastic phenotypic variation. Finally, our model provides a "proof of concept" of the verbal hypothesis that phenotypic stability is a key driver in rescuing the adaptive potential of an asexual lineage and supports the notion that intense selection pressure can, to an extent, offset the deleterious effects of high phenotypic instability and biased epimutations, and steer an asexual population back from the brink of an evolutionary dead end.

Two-part models with stochastic processes for modelling longitudinal semicontinuous data: Computationally efficient inference and modelling the overall marginal mean.

PubMed

Yiu, Sean; Tom, Brian Dm

2017-01-01

Several researchers have described two-part models with patient-specific stochastic processes for analysing longitudinal semicontinuous data. In theory, such models can offer greater flexibility than the standard two-part model with patient-specific random effects. However, in practice, the high dimensional integrations involved in the marginal likelihood (i.e. integrated over the stochastic processes) significantly complicates model fitting. Thus, non-standard computationally intensive procedures based on simulating the marginal likelihood have so far only been proposed. In this paper, we describe an efficient method of implementation by demonstrating how the high dimensional integrations involved in the marginal likelihood can be computed efficiently. Specifically, by using a property of the multivariate normal distribution and the standard marginal cumulative distribution function identity, we transform the marginal likelihood so that the high dimensional integrations are contained in the cumulative distribution function of a multivariate normal distribution, which can then be efficiently evaluated. Hence, maximum likelihood estimation can be used to obtain parameter estimates and asymptotic standard errors (from the observed information matrix) of model parameters. We describe our proposed efficient implementation procedure for the standard two-part model parameterisation and when it is of interest to directly model the overall marginal mean. The methodology is applied on a psoriatic arthritis data set concerning functional disability.

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

Accelerating Sequential Gaussian Simulation with a constant path

NASA Astrophysics Data System (ADS)

Nussbaumer, Raphaël; Mariethoz, Grégoire; Gravey, Mathieu; Gloaguen, Erwan; Holliger, Klaus

2018-03-01

Sequential Gaussian Simulation (SGS) is a stochastic simulation technique commonly employed for generating realizations of Gaussian random fields. Arguably, the main limitation of this technique is the high computational cost associated with determining the kriging weights. This problem is compounded by the fact that often many realizations are required to allow for an adequate uncertainty assessment. A seemingly simple way to address this problem is to keep the same simulation path for all realizations. This results in identical neighbourhood configurations and hence the kriging weights only need to be determined once and can then be re-used in all subsequent realizations. This approach is generally not recommended because it is expected to result in correlation between the realizations. Here, we challenge this common preconception and make the case for the use of a constant path approach in SGS by systematically evaluating the associated benefits and limitations. We present a detailed implementation, particularly regarding parallelization and memory requirements. Extensive numerical tests demonstrate that using a constant path allows for substantial computational gains with very limited loss of simulation accuracy. This is especially the case for a constant multi-grid path. The computational savings can be used to increase the neighbourhood size, thus allowing for a better reproduction of the spatial statistics. The outcome of this study is a recommendation for an optimal implementation of SGS that maximizes accurate reproduction of the covariance structure as well as computational efficiency.

Use of suprathreshold stochastic resonance in cochlear implant coding

NASA Astrophysics Data System (ADS)

Allingham, David; Stocks, Nigel G.; Morse, Robert P.

2003-05-01

In this article we discuss the possible use of a novel form of stochastic resonance, termed suprathreshold stochastic resonance (SSR), to improve signal encoding/transmission in cochlear implants. A model, based on the leaky-integrate-and-fire (LIF) neuron, has been developed from physiological data and use to model information flow in a population of cochlear nerve fibers. It is demonstrated that information flow can, in principle, be enhanced by the SSR effect. Furthermore, SSR was found to enhance information transmission for signal parameters that are commonly encountered in cochlear implants. This, therefore, gives hope that SSR may be implemented in cochlear implants to improve speech comprehension.

Multispectral scanner system parameter study and analysis software system description, volume 2

NASA Technical Reports Server (NTRS)

Landgrebe, D. A. (Principal Investigator); Mobasseri, B. G.; Wiersma, D. J.; Wiswell, E. R.; Mcgillem, C. D.; Anuta, P. E.

1978-01-01

The author has identified the following significant results. The integration of the available methods provided the analyst with the unified scanner analysis package (USAP), the flexibility and versatility of which was superior to many previous integrated techniques. The USAP consisted of three main subsystems; (1) a spatial path, (2) a spectral path, and (3) a set of analytic classification accuracy estimators which evaluated the system performance. The spatial path consisted of satellite and/or aircraft data, data correlation analyzer, scanner IFOV, and random noise model. The output of the spatial path was fed into the analytic classification and accuracy predictor. The spectral path consisted of laboratory and/or field spectral data, EXOSYS data retrieval, optimum spectral function calculation, data transformation, and statistics calculation. The output of the spectral path was fended into the stratified posterior performance estimator.

A hyperbolastic type-I diffusion process: Parameter estimation by means of the firefly algorithm.

PubMed

Barrera, Antonio; Román-Román, Patricia; Torres-Ruiz, Francisco

2018-01-01

A stochastic diffusion process, whose mean function is a hyperbolastic curve of type I, is presented. The main characteristics of the process are studied and the problem of maximum likelihood estimation for the parameters of the process is considered. To this end, the firefly metaheuristic optimization algorithm is applied after bounding the parametric space by a stagewise procedure. Some examples based on simulated sample paths and real data illustrate this development. Copyright © 2017 Elsevier B.V. All rights reserved.

Percolation simulation of laser-guided electrical discharges.

PubMed

Sasaki, Akira; Kishimoto, Yasuaki; Takahashi, Eiichi; Kato, Susumu; Fujii, Takashi; Kanazawa, Seiji

2010-08-13

A three-dimensional simulation of laser-guided discharges based on percolation is presented. The model includes both local growth of a streamer due to the enhanced electric field at the streamer's tip and propagation of a leader by remote ionization such as that caused by runaway electrons. The stochastic behavior of the discharge through a preformed plasma channel is reproduced by the calculation, which shows complex path with detouring and bifurcation. The probability of guiding is investigated with respect to the ionized, conductive fraction along the channel.

Neural basis of the cognitive map: path integration does not require hippocampus or entorhinal cortex.

PubMed

Shrager, Yael; Kirwan, C Brock; Squire, Larry R

2008-08-19

The hippocampus and entorhinal cortex have been linked to both memory functions and to spatial cognition, but it has been unclear how these ideas relate to each other. An important part of spatial cognition is the ability to keep track of a reference location using self-motion cues (sometimes referred to as path integration), and it has been suggested that the hippocampus or entorhinal cortex is essential for this ability. Patients with hippocampal lesions or larger lesions that also included entorhinal cortex were led on paths while blindfolded (up to 15 m in length) and were asked to actively maintain the path in mind. Patients pointed to and estimated their distance from the start location as accurately as controls. A rotation condition confirmed that performance was based on self-motion cues. When demands on long-term memory were increased, patients were impaired. Thus, in humans, the hippocampus and entorhinal cortex are not essential for path integration.

Stochastic Games. I. Foundations,

DTIC Science & Technology

1982-04-01

underpinning for the theory of stochastic games. Section 2 is a reworking of the Bevley- Kohlberg result integrated with Shapley’s; the "black magic" of... Kohlberg : The values of the r-discount game, and the stationary optimal strategies, have Puiseaux expansions. L.. 11" 6 3. More generally, consider an...1969). Introduction to Commu- tative Algebra. Reading, Mass.: Addison-Wesley. [3] Bewley, T. and E. Kohlberg (1976). "The Asymptotic Theory of

Joint Stochastic Inversion of Pre-Stack 3D Seismic Data and Well Logs for High Resolution Hydrocarbon Reservoir Characterization

NASA Astrophysics Data System (ADS)

Torres-Verdin, C.

2007-05-01

This paper describes the successful implementation of a new 3D AVA stochastic inversion algorithm to quantitatively integrate pre-stack seismic amplitude data and well logs. The stochastic inversion algorithm is used to characterize flow units of a deepwater reservoir located in the central Gulf of Mexico. Conventional fluid/lithology sensitivity analysis indicates that the shale/sand interface represented by the top of the hydrocarbon-bearing turbidite deposits generates typical Class III AVA responses. On the other hand, layer- dependent Biot-Gassmann analysis shows significant sensitivity of the P-wave velocity and density to fluid substitution. Accordingly, AVA stochastic inversion, which combines the advantages of AVA analysis with those of geostatistical inversion, provided quantitative information about the lateral continuity of the turbidite reservoirs based on the interpretation of inverted acoustic properties (P-velocity, S-velocity, density), and lithotype (sand- shale) distributions. The quantitative use of rock/fluid information through AVA seismic amplitude data, coupled with the implementation of co-simulation via lithotype-dependent multidimensional joint probability distributions of acoustic/petrophysical properties, yields accurate 3D models of petrophysical properties such as porosity and permeability. Finally, by fully integrating pre-stack seismic amplitude data and well logs, the vertical resolution of inverted products is higher than that of deterministic inversions methods.

Addendum to "Free energies from integral equation theories: enforcing path independence".

PubMed

Kast, Stefan M

2006-01-01

The variational formalism developed for the analysis of the path dependence of free energies from integral equation theories [S. M. Kast, Phys. Rev. E 67, 041203 (2003)] is extended in order to allow for the three-dimensional treatment of arbitrarily shaped solutes.

A theory for the radiation of magnetohydrodynamic surface waves and body waves into the solar corona

NASA Technical Reports Server (NTRS)

Davila, Joseph M.

1988-01-01

The Green's function for the slab coronal hole is obtained explicitly. The Fourier integral representation for the radiated field inside and outside the coronal hole waveguide is obtained. The radiated field outside the coronal hole is calculated using the method of steepest descents. It is shown that the radiated field can be written as the sum of two contributions: (1) a contribution from the integral along the steepest descent path and (2) a contribution from all the poles of the integrand between the path of the original integral and the steepest descent path. The free oscillations of the waveguide can be associated with the pole contributions in the steepest descent representation for the Green's function. These pole contributions are essentially generalized surface waves with a maximum amplitude near the interface which separates the plasma inside the coronal hole from the surrounding background corona. The path contribution to the integral is essentially the power radiated in body waves.

Self-organizing path integration using a linked continuous attractor and competitive network: path integration of head direction.

PubMed

Stringer, Simon M; Rolls, Edmund T

2006-12-01

A key issue is how networks in the brain learn to perform path integration, that is update a represented position using a velocity signal. Using head direction cells as an example, we show that a competitive network could self-organize to learn to respond to combinations of head direction and angular head rotation velocity. These combination cells can then be used to drive a continuous attractor network to the next head direction based on the incoming rotation signal. An associative synaptic modification rule with a short term memory trace enables preceding combination cell activity during training to be associated with the next position in the continuous attractor network. The network accounts for the presence of neurons found in the brain that respond to combinations of head direction and angular head rotation velocity. Analogous networks in the hippocampal system could self-organize to perform path integration of place and spatial view representations.

Application of path-integral quantization to indistinguishable particle systems topologically confined by a magnetic field

NASA Astrophysics Data System (ADS)

Jacak, Janusz E.

2018-01-01

We demonstrate an original development of path-integral quantization in the case of a multiply connected configuration space of indistinguishable charged particles on a 2D manifold and exposed to a strong perpendicular magnetic field. The system occurs to be exceptionally homotopy-rich and the structure of the homotopy essentially depends on the magnetic field strength resulting in multiloop trajectories at specific conditions. We have proved, by a generalization of the Bohr-Sommerfeld quantization rule, that the size of a magnetic field flux quantum grows for multiloop orbits like (2 k +1 ) h/c with the number of loops k . Utilizing this property for electrons on the 2D substrate jellium, we have derived upon the path integration a complete FQHE hierarchy in excellent consistence with experiments. The path integral has been next developed to a sum over configurations, displaying various patterns of trajectory homotopies (topological configurations), which in the nonstationary case of quantum kinetics, reproduces some unclear formerly details in the longitudinal resistivity observed in experiments.

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

Modeling and Classifying Six-Dimensional Trajectories for Teleoperation Under a Time Delay

NASA Technical Reports Server (NTRS)

SunSpiral, Vytas; Wheeler, Kevin R.; Allan, Mark B.; Martin, Rodney

2006-01-01

Within the context of teleoperating the JSC Robonaut humanoid robot under 2-10 second time delays, this paper explores the technical problem of modeling and classifying human motions represented as six-dimensional (position and orientation) trajectories. A dual path research agenda is reviewed which explored both deterministic approaches and stochastic approaches using Hidden Markov Models. Finally, recent results are shown from a new model which represents the fusion of these two research paths. Questions are also raised about the possibility of automatically generating autonomous actions by reusing the same predictive models of human behavior to be the source of autonomous control. This approach changes the role of teleoperation from being a stand-in for autonomy into the first data collection step for developing generative models capable of autonomous control of the robot.

PathJam: a new service for integrating biological pathway information.

PubMed

Glez-Peña, Daniel; Reboiro-Jato, Miguel; Domínguez, Rubén; Gómez-López, Gonzalo; Pisano, David G; Fdez-Riverola, Florentino

2010-10-28

Biological pathways are crucial to much of the scientific research today including the study of specific biological processes related with human diseases. PathJam is a new comprehensive and freely accessible web-server application integrating scattered human pathway annotation from several public sources. The tool has been designed for both (i) being intuitive for wet-lab users providing statistical enrichment analysis of pathway annotations and (ii) giving support to the development of new integrative pathway applications. PathJam’s unique features and advantages include interactive graphs linking pathways and genes of interest, downloadable results in fully compatible formats, GSEA compatible output files and a standardized RESTful API.

Integrative Families and Systems Treatment: A Middle Path toward Integrating Common and Specific Factors in Evidence-Based Family Therapy

ERIC Educational Resources Information Center

Fraser, J. Scott; Solovey, Andrew D.; Grove, David; Lee, Mo Yee; Greene, Gilbert J.

2012-01-01

A moderate common factors approach is proposed as a synthesis or middle path to integrate common and specific factors in evidence-based approaches to high-risk youth and families. The debate in family therapy between common and specific factors camps is reviewed and followed by suggestions from the literature for synthesis and creative flexibility…

Stochastic simulation and robust design optimization of integrated photonic filters

NASA Astrophysics Data System (ADS)

Weng, Tsui-Wei; Melati, Daniele; Melloni, Andrea; Daniel, Luca

2017-01-01

Manufacturing variations are becoming an unavoidable issue in modern fabrication processes; therefore, it is crucial to be able to include stochastic uncertainties in the design phase. In this paper, integrated photonic coupled ring resonator filters are considered as an example of significant interest. The sparsity structure in photonic circuits is exploited to construct a sparse combined generalized polynomial chaos model, which is then used to analyze related statistics and perform robust design optimization. Simulation results show that the optimized circuits are more robust to fabrication process variations and achieve a reduction of 11%-35% in the mean square errors of the 3 dB bandwidth compared to unoptimized nominal designs.

Galactic Cosmic-ray Transport in the Global Heliosphere: A Four-Dimensional Stochastic Model

NASA Astrophysics Data System (ADS)

Florinski, V.

2009-04-01

We study galactic cosmic-ray transport in the outer heliosphere and heliosheath using a newly developed transport model based on stochastic integration of the phase-space trajectories of Parker's equation. The model employs backward integration of the diffusion-convection transport equation using Ito calculus and is four-dimensional in space+momentum. We apply the model to the problem of galactic proton transport in the heliosphere during a negative solar minimum. Model results are compared with the Voyager measurements of galactic proton radial gradients and spectra in the heliosheath. We show that the heliosheath is not as efficient in diverting cosmic rays during solar minima as predicted by earlier two-dimensional models.

Iterative blip-summed path integral for quantum dynamics in strongly dissipative environments

NASA Astrophysics Data System (ADS)

Makri, Nancy

2017-04-01

The iterative decomposition of the blip-summed path integral [N. Makri, J. Chem. Phys. 141, 134117 (2014)] is described. The starting point is the expression of the reduced density matrix for a quantum system interacting with a harmonic dissipative bath in the form of a forward-backward path sum, where the effects of the bath enter through the Feynman-Vernon influence functional. The path sum is evaluated iteratively in time by propagating an array that stores blip configurations within the memory interval. Convergence with respect to the number of blips and the memory length yields numerically exact results which are free of statistical error. In situations of strongly dissipative, sluggish baths, the algorithm leads to a dramatic reduction of computational effort in comparison with iterative path integral methods that do not implement the blip decomposition. This gain in efficiency arises from (i) the rapid convergence of the blip series and (ii) circumventing the explicit enumeration of between-blip path segments, whose number grows exponentially with the memory length. Application to an asymmetric dissipative two-level system illustrates the rapid convergence of the algorithm even when the bath memory is extremely long.

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

A coupled stochastic inverse-management framework for dealing with nonpoint agriculture pollution under groundwater parameter uncertainty

NASA Astrophysics Data System (ADS)

Llopis-Albert, Carlos; Palacios-Marqués, Daniel; Merigó, José M.

2014-04-01

In this paper a methodology for the stochastic management of groundwater quality problems is presented, which can be used to provide agricultural advisory services. A stochastic algorithm to solve the coupled flow and mass transport inverse problem is combined with a stochastic management approach to develop methods for integrating uncertainty; thus obtaining more reliable policies on groundwater nitrate pollution control from agriculture. The stochastic inverse model allows identifying non-Gaussian parameters and reducing uncertainty in heterogeneous aquifers by constraining stochastic simulations to data. The management model determines the spatial and temporal distribution of fertilizer application rates that maximizes net benefits in agriculture constrained by quality requirements in groundwater at various control sites. The quality constraints can be taken, for instance, by those given by water laws such as the EU Water Framework Directive (WFD). Furthermore, the methodology allows providing the trade-off between higher economic returns and reliability in meeting the environmental standards. Therefore, this new technology can help stakeholders in the decision-making process under an uncertainty environment. The methodology has been successfully applied to a 2D synthetic aquifer, where an uncertainty assessment has been carried out by means of Monte Carlo simulation techniques.

Predicting evolutionary rescue via evolving plasticity in stochastic environments

PubMed Central

Baskett, Marissa L.

2016-01-01

Phenotypic plasticity and its evolution may help evolutionary rescue in a novel and stressful environment, especially if environmental novelty reveals cryptic genetic variation that enables the evolution of increased plasticity. However, the environmental stochasticity ubiquitous in natural systems may alter these predictions, because high plasticity may amplify phenotype–environment mismatches. Although previous studies have highlighted this potential detrimental effect of plasticity in stochastic environments, they have not investigated how it affects extinction risk in the context of evolutionary rescue and with evolving plasticity. We investigate this question here by integrating stochastic demography with quantitative genetic theory in a model with simultaneous change in the mean and predictability (temporal autocorrelation) of the environment. We develop an approximate prediction of long-term persistence under the new pattern of environmental fluctuations, and compare it with numerical simulations for short- and long-term extinction risk. We find that reduced predictability increases extinction risk and reduces persistence because it increases stochastic load during rescue. This understanding of how stochastic demography, phenotypic plasticity, and evolution interact when evolution acts on cryptic genetic variation revealed in a novel environment can inform expectations for invasions, extinctions, or the emergence of chemical resistance in pests. PMID:27655762

Path-integral method for the source apportionment of photochemical pollutants

NASA Astrophysics Data System (ADS)

Dunker, A. M.

2015-06-01

A new, path-integral method is presented for apportioning the concentrations of pollutants predicted by a photochemical model to emissions from different sources. A novel feature of the method is that it can apportion the difference in a species concentration between two simulations. For example, the anthropogenic ozone increment, which is the difference between a simulation with all emissions present and another simulation with only the background (e.g., biogenic) emissions included, can be allocated to the anthropogenic emission sources. The method is based on an existing, exact mathematical equation. This equation is applied to relate the concentration difference between simulations to line or path integrals of first-order sensitivity coefficients. The sensitivities describe the effects of changing the emissions and are accurately calculated by the decoupled direct method. The path represents a continuous variation of emissions between the two simulations, and each path can be viewed as a separate emission-control strategy. The method does not require auxiliary assumptions, e.g., whether ozone formation is limited by the availability of volatile organic compounds (VOCs) or nitrogen oxides (NOx), and can be used for all the species predicted by the model. A simplified configuration of the Comprehensive Air Quality Model with Extensions (CAMx) is used to evaluate the accuracy of different numerical integration procedures and the dependence of the source contributions on the path. A Gauss-Legendre formula using three or four points along the path gives good accuracy for apportioning the anthropogenic increments of ozone, nitrogen dioxide, formaldehyde, and nitric acid. Source contributions to these increments were obtained for paths representing proportional control of all anthropogenic emissions together, control of NOx emissions before VOC emissions, and control of VOC emissions before NOx emissions. There are similarities in the source contributions from the three paths but also differences due to the different chemical regimes resulting from the emission-control strategies.

Path-integral method for the source apportionment of photochemical pollutants

NASA Astrophysics Data System (ADS)

Dunker, A. M.

2014-12-01

A new, path-integral method is presented for apportioning the concentrations of pollutants predicted by a photochemical model to emissions from different sources. A novel feature of the method is that it can apportion the difference in a species concentration between two simulations. For example, the anthropogenic ozone increment, which is the difference between a simulation with all emissions present and another simulation with only the background (e.g., biogenic) emissions included, can be allocated to the anthropogenic emission sources. The method is based on an existing, exact mathematical equation. This equation is applied to relate the concentration difference between simulations to line or path integrals of first-order sensitivity coefficients. The sensitivities describe the effects of changing the emissions and are accurately calculated by the decoupled direct method. The path represents a continuous variation of emissions between the two simulations, and each path can be viewed as a separate emission-control strategy. The method does not require auxiliary assumptions, e.g., whether ozone formation is limited by the availability of volatile organic compounds (VOC's) or nitrogen oxides (NOx), and can be used for all the species predicted by the model. A simplified configuration of the Comprehensive Air Quality Model with Extensions is used to evaluate the accuracy of different numerical integration procedures and the dependence of the source contributions on the path. A Gauss-Legendre formula using 3 or 4 points along the path gives good accuracy for apportioning the anthropogenic increments of ozone, nitrogen dioxide, formaldehyde, and nitric acid. Source contributions to these increments were obtained for paths representing proportional control of all anthropogenic emissions together, control of NOx emissions before VOC emissions, and control of VOC emissions before NOx emissions. There are similarities in the source contributions from the three paths but also differences due to the different chemical regimes resulting from the emission-control strategies.

SIMULATION STUDY FOR GASEOUS FLUXES FROM AN AREA SOURCE USING COMPUTED TOMOGRAPHY AND OPTICAL REMOTE SENSING

EPA Science Inventory

The paper presents a new approach to quantifying emissions from fugitive gaseous air pollution sources. Computed tomography (CT) and path-integrated optical remote sensing (PI-ORS) concentration data are combined in a new field beam geometry. Path-integrated concentrations are ...

Teaching Basic Quantum Mechanics in Secondary School Using Concepts of Feynman Path Integrals Method

ERIC Educational Resources Information Center

Fanaro, Maria de los Angeles; Otero, Maria Rita; Arlego, Marcelo

2012-01-01

This paper discusses the teaching of basic quantum mechanics in high school. Rather than following the usual formalism, our approach is based on Feynman's path integral method. Our presentation makes use of simulation software and avoids sophisticated mathematical formalism. (Contains 3 figures.)

Piloting Systems Reset Path Integration Systems during Position Estimation

ERIC Educational Resources Information Center

Zhang, Lei; Mou, Weimin

2017-01-01

During locomotion, individuals can determine their positions with either idiothetic cues from movement (path integration systems) or visual landmarks (piloting systems). This project investigated how these 2 systems interact in determining humans' positions. In 2 experiments, participants studied the locations of 5 target objects and 1 single…

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

PubMed

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

2015-03-17

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

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

PubMed Central

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

2015-01-01

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

Path-integral invariants in abelian Chern-Simons theory

NASA Astrophysics Data System (ADS)

Guadagnini, E.; Thuillier, F.

2014-05-01

We consider the U(1) Chern-Simons gauge theory defined in a general closed oriented 3-manifold M; the functional integration is used to compute the normalized partition function and the expectation values of the link holonomies. The non-perturbative path-integral is defined in the space of the gauge orbits of the connections which belong to the various inequivalent U(1) principal bundles over M; the different sectors of configuration space are labelled by the elements of the first homology group of M and are characterized by appropriate background connections. The gauge orbits of flat connections, whose classification is also based on the homology group, control the non-perturbative contributions to the mean values. The functional integration is carried out in any 3-manifold M, and the corresponding path-integral invariants turn out to be strictly related with the abelian Reshetikhin-Turaev surgery invariants.

Stochastic effects in EUV lithography: random, local CD variability, and printing failures

NASA Astrophysics Data System (ADS)

De Bisschop, Peter

2017-10-01

Stochastic effects in lithography are usually quantified through local CD variability metrics, such as line-width roughness or local CD uniformity (LCDU), and these quantities have been measured and studied intensively, both in EUV and optical lithography. Next to the CD-variability, stochastic effects can also give rise to local, random printing failures, such as missing contacts or microbridges in spaces. When these occur, there often is no (reliable) CD to be measured locally, and then such failures cannot be quantified with the usual CD-measuring techniques. We have developed algorithms to detect such stochastic printing failures in regular line/space (L/S) or contact- or dot-arrays from SEM images, leading to a stochastic failure metric that we call NOK (not OK), which we consider a complementary metric to the CD-variability metrics. This paper will show how both types of metrics can be used to experimentally quantify dependencies of stochastic effects to, e.g., CD, pitch, resist, exposure dose, etc. As it is also important to be able to predict upfront (in the OPC verification stage of a production-mask tape-out) whether certain structures in the layout are likely to have a high sensitivity to stochastic effects, we look into the feasibility of constructing simple predictors, for both stochastic CD-variability and printing failure, that can be calibrated for the process and exposure conditions used and integrated into the standard OPC verification flow. Finally, we briefly discuss the options to reduce stochastic variability and failure, considering the entire patterning ecosystem.

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

PubMed

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

2017-04-27

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

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

NASA Astrophysics Data System (ADS)

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

2018-03-01

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

Stochastic determination of matrix determinants

NASA Astrophysics Data System (ADS)

Dorn, Sebastian; Enßlin, Torsten A.

2015-07-01

Matrix determinants play an important role in data analysis, in particular when Gaussian processes are involved. Due to currently exploding data volumes, linear operations—matrices—acting on the data are often not accessible directly but are only represented indirectly in form of a computer routine. Such a routine implements the transformation a data vector undergoes under matrix multiplication. While efficient probing routines to estimate a matrix's diagonal or trace, based solely on such computationally affordable matrix-vector multiplications, are well known and frequently used in signal inference, there is no stochastic estimate for its determinant. We introduce a probing method for the logarithm of a determinant of a linear operator. Our method rests upon a reformulation of the log-determinant by an integral representation and the transformation of the involved terms into stochastic expressions. This stochastic determinant determination enables large-size applications in Bayesian inference, in particular evidence calculations, model comparison, and posterior determination.

Stochastic determination of matrix determinants.

PubMed

Dorn, Sebastian; Ensslin, Torsten A

2015-07-01

Matrix determinants play an important role in data analysis, in particular when Gaussian processes are involved. Due to currently exploding data volumes, linear operations-matrices-acting on the data are often not accessible directly but are only represented indirectly in form of a computer routine. Such a routine implements the transformation a data vector undergoes under matrix multiplication. While efficient probing routines to estimate a matrix's diagonal or trace, based solely on such computationally affordable matrix-vector multiplications, are well known and frequently used in signal inference, there is no stochastic estimate for its determinant. We introduce a probing method for the logarithm of a determinant of a linear operator. Our method rests upon a reformulation of the log-determinant by an integral representation and the transformation of the involved terms into stochastic expressions. This stochastic determinant determination enables large-size applications in Bayesian inference, in particular evidence calculations, model comparison, and posterior determination.

A new navigational mechanism mediated by ant ocelli.

PubMed

Schwarz, Sebastian; Wystrach, Antoine; Cheng, Ken

2011-12-23

Many animals rely on path integration for navigation and desert ants are the champions. On leaving the nest, ants continuously integrate their distance and direction of travel so that they always know their current distance and direction from the nest and can take a direct path to home. Distance information originates from a step-counter and directional information is based on a celestial compass. So far, it has been assumed that the directional information obtained from ocelli contribute to a single global path integrator, together with directional information from the dorsal rim area (DRA) of the compound eyes and distance information from the step-counter. Here, we show that ocelli mediate a distinct compass from that mediated by the compound eyes. After travelling a two-leg outbound route, untreated foragers headed towards the nest direction, showing that both legs of the route had been integrated. In contrast, foragers with covered compound eyes but uncovered ocelli steered in the direction opposite to the last leg of the outbound route. Our findings suggest that, unlike the DRA, ocelli cannot by themselves mediate path integration. Instead, ocelli mediate a distinct directional system, which buffers the most recent leg of a journey.

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.

Visual influence on path integration in darkness indicates a multimodal representation of large-scale space

PubMed Central

Tcheang, Lili; Bülthoff, Heinrich H.; Burgess, Neil

2011-01-01

Our ability to return to the start of a route recently performed in darkness is thought to reflect path integration of motion-related information. Here we provide evidence that motion-related interoceptive representations (proprioceptive, vestibular, and motor efference copy) combine with visual representations to form a single multimodal representation guiding navigation. We used immersive virtual reality to decouple visual input from motion-related interoception by manipulating the rotation or translation gain of the visual projection. First, participants walked an outbound path with both visual and interoceptive input, and returned to the start in darkness, demonstrating the influences of both visual and interoceptive information in a virtual reality environment. Next, participants adapted to visual rotation gains in the virtual environment, and then performed the path integration task entirely in darkness. Our findings were accurately predicted by a quantitative model in which visual and interoceptive inputs combine into a single multimodal representation guiding navigation, and are incompatible with a model of separate visual and interoceptive influences on action (in which path integration in darkness must rely solely on interoceptive representations). Overall, our findings suggest that a combined multimodal representation guides large-scale navigation, consistent with a role for visual imagery or a cognitive map. PMID:21199934

On the Path Integral in Non-Commutative (nc) Qft

NASA Astrophysics Data System (ADS)

Dehne, Christoph

2008-09-01

As is generally known, different quantization schemes applied to field theory on NC spacetime lead to Feynman rules with different physical properties, if time does not commute with space. In particular, the Feynman rules that are derived from the path integral corresponding to the T*-product (the so-called naïve Feynman rules) violate the causal time ordering property. Within the Hamiltonian approach to quantum field theory, we show that we can (formally) modify the time ordering encoded in the above path integral. The resulting Feynman rules are identical to those obtained in the canonical approach via the Gell-Mann-Low formula (with T-ordering). They preserve thus unitarity and causal time ordering.

Tunable quantum interference in a 3D integrated circuit.

PubMed

Chaboyer, Zachary; Meany, Thomas; Helt, L G; Withford, Michael J; Steel, M J

2015-04-27

Integrated photonics promises solutions to questions of stability, complexity, and size in quantum optics. Advances in tunable and non-planar integrated platforms, such as laser-inscribed photonics, continue to bring the realisation of quantum advantages in computation and metrology ever closer, perhaps most easily seen in multi-path interferometry. Here we demonstrate control of two-photon interference in a chip-scale 3D multi-path interferometer, showing a reduced periodicity and enhanced visibility compared to single photon measurements. Observed non-classical visibilities are widely tunable, and explained well by theoretical predictions based on classical measurements. With these predictions we extract Fisher information approaching a theoretical maximum. Our results open a path to quantum enhanced phase measurements.

Path integral measure, constraints and ghosts for massive gravitons with a cosmological constant

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

Metaxas, Dimitrios

2009-12-15

For massive gravity in a de Sitter background one encounters problems of stability when the curvature is larger than the graviton mass. I analyze this situation from the path integral point of view and show that it is related to the conformal factor problem of Euclidean quantum (massless) gravity. When a constraint for massive gravity is incorporated and the proper treatment of the path integral measure is taken into account one finds that, for particular choices of the DeWitt metric on the space of metrics (in fact, the same choices as in the massless case), one obtains the opposite boundmore » on the graviton mass.« less

Note: A portable Raman analyzer for microfluidic chips based on a dichroic beam splitter for integration of imaging and signal collection light paths

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

Geng, Yijia; Xu, Shuping; Xu, Weiqing, E-mail: xuwq@jlu.edu.cn

An integrated and portable Raman analyzer featuring an inverted probe fixed on a motor-driving adjustable optical module was designed for the combination of a microfluidic system. It possesses a micro-imaging function. The inverted configuration is advantageous to locate and focus microfluidic channels. Different from commercial micro-imaging Raman spectrometers using manual switchable light path, this analyzer adopts a dichroic beam splitter for both imaging and signal collection light paths, which avoids movable parts and improves the integration and stability of optics. Combined with surface-enhanced Raman scattering technique, this portable Raman micro-analyzer is promising as a powerful tool for microfluidic analytics.

Pattern activation/recognition theory of mind

PubMed Central

du Castel, Bertrand

2015-01-01

In his 2012 book How to Create a Mind, Ray Kurzweil defines a “Pattern Recognition Theory of Mind” that states that the brain uses millions of pattern recognizers, plus modules to check, organize, and augment them. In this article, I further the theory to go beyond pattern recognition and include also pattern activation, thus encompassing both sensory and motor functions. In addition, I treat checking, organizing, and augmentation as patterns of patterns instead of separate modules, therefore handling them the same as patterns in general. Henceforth I put forward a unified theory I call “Pattern Activation/Recognition Theory of Mind.” While the original theory was based on hierarchical hidden Markov models, this evolution is based on their precursor: stochastic grammars. I demonstrate that a class of self-describing stochastic grammars allows for unifying pattern activation, recognition, organization, consistency checking, metaphor, and learning, into a single theory that expresses patterns throughout. I have implemented the model as a probabilistic programming language specialized in activation/recognition grammatical and neural operations. I use this prototype to compute and present diagrams for each stochastic grammar and corresponding neural circuit. I then discuss the theory as it relates to artificial network developments, common coding, neural reuse, and unity of mind, concluding by proposing potential paths to validation. PMID:26236228

Pattern activation/recognition theory of mind.

PubMed

du Castel, Bertrand

2015-01-01

In his 2012 book How to Create a Mind, Ray Kurzweil defines a "Pattern Recognition Theory of Mind" that states that the brain uses millions of pattern recognizers, plus modules to check, organize, and augment them. In this article, I further the theory to go beyond pattern recognition and include also pattern activation, thus encompassing both sensory and motor functions. In addition, I treat checking, organizing, and augmentation as patterns of patterns instead of separate modules, therefore handling them the same as patterns in general. Henceforth I put forward a unified theory I call "Pattern Activation/Recognition Theory of Mind." While the original theory was based on hierarchical hidden Markov models, this evolution is based on their precursor: stochastic grammars. I demonstrate that a class of self-describing stochastic grammars allows for unifying pattern activation, recognition, organization, consistency checking, metaphor, and learning, into a single theory that expresses patterns throughout. I have implemented the model as a probabilistic programming language specialized in activation/recognition grammatical and neural operations. I use this prototype to compute and present diagrams for each stochastic grammar and corresponding neural circuit. I then discuss the theory as it relates to artificial network developments, common coding, neural reuse, and unity of mind, concluding by proposing potential paths to validation.

Stochastic sampling of quadrature grids for the evaluation of vibrational expectation values

NASA Astrophysics Data System (ADS)

López Ríos, Pablo; Monserrat, Bartomeu; Needs, Richard J.

2018-02-01

The thermal lines method for the evaluation of vibrational expectation values of electronic observables [B. Monserrat, Phys. Rev. B 93, 014302 (2016), 10.1103/PhysRevB.93.014302] was recently proposed as a physically motivated approximation offering balance between the accuracy of direct Monte Carlo integration and the low computational cost of using local quadratic approximations. In this paper we reformulate thermal lines as a stochastic implementation of quadrature-grid integration, analyze the analytical form of its bias, and extend the method to multiple-point quadrature grids applicable to any factorizable harmonic or anharmonic nuclear wave function. The bias incurred by thermal lines is found to depend on the local form of the expectation value, and we demonstrate that the use of finer quadrature grids along selected modes can eliminate this bias, while still offering an ˜30 % lower computational cost than direct Monte Carlo integration in our tests.

Blip decomposition of the path integral: exponential acceleration of real-time calculations on quantum dissipative systems.

PubMed

Makri, Nancy

2014-10-07

The real-time path integral representation of the reduced density matrix for a discrete system in contact with a dissipative medium is rewritten in terms of the number of blips, i.e., elementary time intervals over which the forward and backward paths are not identical. For a given set of blips, it is shown that the path sum with respect to the coordinates of all remaining time points is isomorphic to that for the wavefunction of a system subject to an external driving term and thus can be summed by an inexpensive iterative procedure. This exact decomposition reduces the number of terms by a factor that increases exponentially with propagation time. Further, under conditions (moderately high temperature and/or dissipation strength) that lead primarily to incoherent dynamics, the "fully incoherent limit" zero-blip term of the series provides a reasonable approximation to the dynamics, and the blip series converges rapidly to the exact result. Retention of only the blips required for satisfactory convergence leads to speedup of full-memory path integral calculations by many orders of magnitude.

A general time-dependent stochastic method for solving Parker's transport equation in spherical coordinates

NASA Astrophysics Data System (ADS)

Pei, C.; Bieber, J. W.; Burger, R. A.; Clem, J.

2010-12-01

We present a detailed description of our newly developed stochastic approach for solving Parker's transport equation, which we believe is the first attempt to solve it with time dependence in 3-D, evolving from our 3-D steady state stochastic approach. Our formulation of this method is general and is valid for any type of heliospheric magnetic field, although we choose the standard Parker field as an example to illustrate the steps to calculate the transport of galactic cosmic rays. Our 3-D stochastic method is different from other stochastic approaches in the literature in several ways. For example, we employ spherical coordinates to integrate directly, which makes the code much more efficient by reducing coordinate transformations. What is more, the equivalence between our stochastic differential equations and Parker's transport equation is guaranteed by Ito's theorem in contrast to some other approaches. We generalize the technique for calculating particle flux based on the pseudoparticle trajectories for steady state solutions and for time-dependent solutions in 3-D. To validate our code, first we show that good agreement exists between solutions obtained by our steady state stochastic method and a traditional finite difference method. Then we show that good agreement also exists for our time-dependent method for an idealized and simplified heliosphere which has a Parker magnetic field and a simple initial condition for two different inner boundary conditions.

Out-of-equilibrium dynamical mean-field equations for the perceptron model

NASA Astrophysics Data System (ADS)

Agoritsas, Elisabeth; Biroli, Giulio; Urbani, Pierfrancesco; Zamponi, Francesco

2018-02-01

Perceptrons are the building blocks of many theoretical approaches to a wide range of complex systems, ranging from neural networks and deep learning machines, to constraint satisfaction problems, glasses and ecosystems. Despite their applicability and importance, a detailed study of their Langevin dynamics has never been performed yet. Here we derive the mean-field dynamical equations that describe the continuous random perceptron in the thermodynamic limit, in a very general setting with arbitrary noise and friction kernels, not necessarily related by equilibrium relations. We derive the equations in two ways: via a dynamical cavity method, and via a path-integral approach in its supersymmetric formulation. The end point of both approaches is the reduction of the dynamics of the system to an effective stochastic process for a representative dynamical variable. Because the perceptron is formally very close to a system of interacting particles in a high dimensional space, the methods we develop here can be transferred to the study of liquid and glasses in high dimensions. Potentially interesting applications are thus the study of the glass transition in active matter, the study of the dynamics around the jamming transition, and the calculation of rheological properties in driven systems.

The instanton method and its numerical implementation in fluid mechanics

NASA Astrophysics Data System (ADS)

Grafke, Tobias; Grauer, Rainer; Schäfer, Tobias

2015-08-01

A precise characterization of structures occurring in turbulent fluid flows at high Reynolds numbers is one of the last open problems of classical physics. In this review we discuss recent developments related to the application of instanton methods to turbulence. Instantons are saddle point configurations of the underlying path integrals. They are equivalent to minimizers of the related Freidlin-Wentzell action and known to be able to characterize rare events in such systems. While there is an impressive body of work concerning their analytical description, this review focuses on the question on how to compute these minimizers numerically. In a short introduction we present the relevant mathematical and physical background before we discuss the stochastic Burgers equation in detail. We present algorithms to compute instantons numerically by an efficient solution of the corresponding Euler-Lagrange equations. A second focus is the discussion of a recently developed numerical filtering technique that allows to extract instantons from direct numerical simulations. In the following we present modifications of the algorithms to make them efficient when applied to two- or three-dimensional (2D or 3D) fluid dynamical problems. We illustrate these ideas using the 2D Burgers equation and the 3D Navier-Stokes equations.

Stochastic Analysis of Orbital Lifetimes of Spacecraft

NASA Technical Reports Server (NTRS)

Sasamoto, Washito; Goodliff, Kandyce; Cornelius, David

2008-01-01

A document discusses (1) a Monte-Carlo-based methodology for probabilistic prediction and analysis of orbital lifetimes of spacecraft and (2) Orbital Lifetime Monte Carlo (OLMC)--a Fortran computer program, consisting of a previously developed long-term orbit-propagator integrated with a Monte Carlo engine. OLMC enables modeling of variances of key physical parameters that affect orbital lifetimes through the use of probability distributions. These parameters include altitude, speed, and flight-path angle at insertion into orbit; solar flux; and launch delays. The products of OLMC are predicted lifetimes (durations above specified minimum altitudes) for the number of user-specified cases. Histograms generated from such predictions can be used to determine the probabilities that spacecraft will satisfy lifetime requirements. The document discusses uncertainties that affect modeling of orbital lifetimes. Issues of repeatability, smoothness of distributions, and code run time are considered for the purpose of establishing values of code-specific parameters and number of Monte Carlo runs. Results from test cases are interpreted as demonstrating that solar-flux predictions are primary sources of variations in predicted lifetimes. Therefore, it is concluded, multiple sets of predictions should be utilized to fully characterize the lifetime range of a spacecraft.

Stochastic Optimally Tuned Range-Separated Hybrid Density Functional Theory.

PubMed

Neuhauser, Daniel; Rabani, Eran; Cytter, Yael; Baer, Roi

2016-05-19

We develop a stochastic formulation of the optimally tuned range-separated hybrid density functional theory that enables significant reduction of the computational effort and scaling of the nonlocal exchange operator at the price of introducing a controllable statistical error. Our method is based on stochastic representations of the Coulomb convolution integral and of the generalized Kohn-Sham density matrix. The computational cost of the approach is similar to that of usual Kohn-Sham density functional theory, yet it provides a much more accurate description of the quasiparticle energies for the frontier orbitals. This is illustrated for a series of silicon nanocrystals up to sizes exceeding 3000 electrons. Comparison with the stochastic GW many-body perturbation technique indicates excellent agreement for the fundamental band gap energies, good agreement for the band edge quasiparticle excitations, and very low statistical errors in the total energy for large systems. The present approach has a major advantage over one-shot GW by providing a self-consistent Hamiltonian that is central for additional postprocessing, for example, in the stochastic Bethe-Salpeter approach.

Numerical simulations in stochastic mechanics

NASA Astrophysics Data System (ADS)

McClendon, Marvin; Rabitz, Herschel

1988-05-01

The stochastic differential equation of Nelson's stochastic mechanics is integrated numerically for several simple quantum systems. The calculations are performed with use of Helfand and Greenside's method and pseudorandom numbers. The resulting trajectories are analyzed both individually and collectively to yield insight into momentum, uncertainty principles, interference, tunneling, quantum chaos, and common models of diatomic molecules from the stochastic quantization point of view. In addition to confirming Shucker's momentum theorem, these simulations illustrate, within the context of stochastic mechanics, the position-momentum and time-energy uncertainty relations, the two-slit diffraction pattern, exponential decay of an unstable system, and the greater degree of anticorrelation in a valence-bond model as compared with a molecular-orbital model of H2. The attempt to find exponential divergence of initially nearby trajectories, potentially useful as a criterion for quantum chaos, in a periodically forced oscillator is inconclusive. A way of computing excited energies from the ground-state motion is presented. In all of these studies the use of particle trajectories allows a more insightful interpretation of physical phenomena than is possible within traditional wave mechanics.

PLANE-INTEGRATED OPEN-PATH FOURIER TRANSFORM INFRARED SPECTROMETRY METHODOLOGY FOR ANAEROBIC SWINE LAGOON EMISSION MEASUREMENTS

EPA Science Inventory

Emissions of ammonia and methane from an anaerobic lagoon at a swine animal feeding operation were evaluated five times over a period of two years. The plane-integrated (PI) open-path Fourier transform infrared spectrometry (OP-FTIR) methodology was used to transect the plume at ...

Path integral Monte Carlo ground state approach: formalism, implementation, and applications

NASA Astrophysics Data System (ADS)

Yan, Yangqian; Blume, D.

2017-11-01

Monte Carlo techniques have played an important role in understanding strongly correlated systems across many areas of physics, covering a wide range of energy and length scales. Among the many Monte Carlo methods applicable to quantum mechanical systems, the path integral Monte Carlo approach with its variants has been employed widely. Since semi-classical or classical approaches will not be discussed in this review, path integral based approaches can for our purposes be divided into two categories: approaches applicable to quantum mechanical systems at zero temperature and approaches applicable to quantum mechanical systems at finite temperature. While these two approaches are related to each other, the underlying formulation and aspects of the algorithm differ. This paper reviews the path integral Monte Carlo ground state (PIGS) approach, which solves the time-independent Schrödinger equation. Specifically, the PIGS approach allows for the determination of expectation values with respect to eigen states of the few- or many-body Schrödinger equation provided the system Hamiltonian is known. The theoretical framework behind the PIGS algorithm, implementation details, and sample applications for fermionic systems are presented.

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

NASA Astrophysics Data System (ADS)

Contreras, Arturo Javier

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

Additive noise-induced Turing transitions in spatial systems with application to neural fields and the Swift Hohenberg equation

NASA Astrophysics Data System (ADS)

Hutt, Axel; Longtin, Andre; Schimansky-Geier, Lutz

2008-05-01

This work studies the spatio-temporal dynamics of a generic integral-differential equation subject to additive random fluctuations. It introduces a combination of the stochastic center manifold approach for stochastic differential equations and the adiabatic elimination for Fokker-Planck equations, and studies analytically the systems’ stability near Turing bifurcations. In addition two types of fluctuation are studied, namely fluctuations uncorrelated in space and time, and global fluctuations, which are constant in space but uncorrelated in time. We show that the global fluctuations shift the Turing bifurcation threshold. This shift is proportional to the fluctuation variance. Applications to a neural field equation and the Swift-Hohenberg equation reveal the shift of the bifurcation to larger control parameters, which represents a stabilization of the system. All analytical results are confirmed by numerical simulations of the occurring mode equations and the full stochastic integral-differential equation. To gain some insight into experimental manifestations, the sum of uncorrelated and global additive fluctuations is studied numerically and the analytical results on global fluctuations are confirmed qualitatively.

Ecological invasion, roughened fronts, and a competitor's extreme advance: integrating stochastic spatial-growth models.

PubMed

O'Malley, Lauren; Korniss, G; Caraco, Thomas

2009-07-01

Both community ecology and conservation biology seek further understanding of factors governing the advance of an invasive species. We model biological invasion as an individual-based, stochastic process on a two-dimensional landscape. An ecologically superior invader and a resident species compete for space preemptively. Our general model includes the basic contact process and a variant of the Eden model as special cases. We employ the concept of a "roughened" front to quantify effects of discreteness and stochasticity on invasion; we emphasize the probability distribution of the front-runner's relative position. That is, we analyze the location of the most advanced invader as the extreme deviation about the front's mean position. We find that a class of models with different assumptions about neighborhood interactions exhibits universal characteristics. That is, key features of the invasion dynamics span a class of models, independently of locally detailed demographic rules. Our results integrate theories of invasive spatial growth and generate novel hypotheses linking habitat or landscape size (length of the invading front) to invasion velocity, and to the relative position of the most advanced invader.

Tackling higher derivative ghosts with the Euclidean path integral

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

Fontanini, Michele; Department of Physics, Syracuse University, Syracuse, New York 13244; Trodden, Mark

2011-05-15

An alternative to the effective field theory approach to treat ghosts in higher derivative theories is to attempt to integrate them out via the Euclidean path integral formalism. It has been suggested that this method could provide a consistent framework within which we might tolerate the ghost degrees of freedom that plague, among other theories, the higher derivative gravity models that have been proposed to explain cosmic acceleration. We consider the extension of this idea to treating a class of terms with order six derivatives, and find that for a general term the Euclidean path integral approach works in themore » most trivial background, Minkowski. Moreover we see that even in de Sitter background, despite some difficulties, it is possible to define a probability distribution for tensorial perturbations of the metric.« less

Target Lagrangian kinematic simulation for particle-laden flows.

PubMed

Murray, S; Lightstone, M F; Tullis, S

2016-09-01

The target Lagrangian kinematic simulation method was motivated as a stochastic Lagrangian particle model that better synthesizes turbulence structure, relative to stochastic separated flow models. By this method, the trajectories of particles are constructed according to synthetic turbulent-like fields, which conform to a target Lagrangian integral timescale. In addition to recovering the expected Lagrangian properties of fluid tracers, this method is shown to reproduce the crossing trajectories and continuity effects, in agreement with an experimental benchmark.

Stochastic integrated assessment of climate tipping points indicates the need for strict climate policy

NASA Astrophysics Data System (ADS)

Lontzek, Thomas S.; Cai, Yongyang; Judd, Kenneth L.; Lenton, Timothy M.

2015-05-01

Perhaps the most `dangerous’ aspect of future climate change is the possibility that human activities will push parts of the climate system past tipping points, leading to irreversible impacts. The likelihood of such large-scale singular events is expected to increase with global warming, but is fundamentally uncertain. A key question is how should the uncertainty surrounding tipping events affect climate policy? We address this using a stochastic integrated assessment model, based on the widely used deterministic DICE model. The temperature-dependent likelihood of tipping is calibrated using expert opinions, which we find to be internally consistent. The irreversible impacts of tipping events are assumed to accumulate steadily over time (rather than instantaneously), consistent with scientific understanding. Even with conservative assumptions about the rate and impacts of a stochastic tipping event, today’s optimal carbon tax is increased by ~50%. For a plausibly rapid, high-impact tipping event, today’s optimal carbon tax is increased by >200%. The additional carbon tax to delay climate tipping grows at only about half the rate of the baseline carbon tax. This implies that the effective discount rate for the costs of stochastic climate tipping is much lower than the discount rate for deterministic climate damages. Our results support recent suggestions that the costs of carbon emission used to inform policy are being underestimated, and that uncertain future climate damages should be discounted at a low rate.

Stable schemes for dissipative particle dynamics with conserved energy

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

Stoltz, Gabriel, E-mail: stoltz@cermics.enpc.fr

2017-07-01

This article presents a new numerical scheme for the discretization of dissipative particle dynamics with conserved energy. The key idea is to reduce elementary pairwise stochastic dynamics (either fluctuation/dissipation or thermal conduction) to effective single-variable dynamics, and to approximate the solution of these dynamics with one step of a Metropolis–Hastings algorithm. This ensures by construction that no negative internal energies are encountered during the simulation, and hence allows to increase the admissible timesteps to integrate the dynamics, even for systems with small heat capacities. Stability is only limited by the Hamiltonian part of the dynamics, which suggests resorting to multiplemore » timestep strategies where the stochastic part is integrated less frequently than the Hamiltonian one.« less

Modelling ecosystem service flows under uncertainty with stochiastic SPAN

USGS Publications Warehouse

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

2012-01-01

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

About the discrete-continuous nature of a hematopoiesis model for Chronic Myeloid Leukemia.

PubMed

Gaudiano, Marcos E; Lenaerts, Tom; Pacheco, Jorge M

2016-12-01

Blood of mammals is composed of a variety of cells suspended in a fluid medium known as plasma. Hematopoiesis is the biological process of birth, replication and differentiation of blood cells. Despite of being essentially a stochastic phenomenon followed by a huge number of discrete entities, blood formation has naturally an associated continuous dynamics, because the cellular populations can - on average - easily be described by (e.g.) differential equations. This deterministic dynamics by no means contemplates some important stochastic aspects related to abnormal hematopoiesis, that are especially significant for studying certain blood cancer deceases. For instance, by mere stochastic competition against the normal cells, leukemic cells sometimes do not reach the population thereshold needed to kill the organism. Of course, a pure discrete model able to follow the stochastic paths of billons of cells is computationally impossible. In order to avoid this difficulty, we seek a trade-off between the computationally feasible and the biologically realistic, deriving an equation able to size conveniently both the discrete and continuous parts of a model for hematopoiesis in terrestrial mammals, in the context of Chronic Myeloid Leukemia. Assuming the cancer is originated from a single stem cell inside of the bone marrow, we also deduce a theoretical formula for the probability of non-diagnosis as a function of the mammal average adult mass. In addition, this work cellular dynamics analysis may shed light on understanding Peto's paradox, which is shown here as an emergent property of the discrete-continuous nature of the system. Copyright © 2016 Elsevier Inc. All rights reserved.

Path Selection in the Growth of Wormholes

NASA Astrophysics Data System (ADS)

Yang, Yi; Bruns, Stefan; Stipp, Susan; Sørensen, Henning

2017-04-01

Spontaneous growth of wormholes in natural porous media often leads to generation of highly complex flow systems with fractal morphologies. Despite extensive investigations, the underpinning mechanism for path selection during wormholing remains elusive. Here we introduce the concept of cumulative surface (CS) and show that the trajectory of a growing wormhole is one with minimum CS. Theoretical analysis shows that the CS determines the position of the dissolution front. We then show, using numerical simulation based on greyscale data of the fine grained carbonate rock chalk, that the tip of an advancing pore always follows the migration of the most far reaching dissolution front determined from the CS. The predicted dissolution behavior was verified by experimental observation of wormhole growth in chalk using in situ microtomography. The results suggest that wormholing is deterministic in nature rather than stochastic. This insight sheds light on engineering of artificial flow systems in geologic formations by exploiting self-organization in natural porous materials.

Renormalization group theory for percolation in time-varying networks.

PubMed

Karschau, Jens; Zimmerling, Marco; Friedrich, Benjamin M

2018-05-22

Motivated by multi-hop communication in unreliable wireless networks, we present a percolation theory for time-varying networks. We develop a renormalization group theory for a prototypical network on a regular grid, where individual links switch stochastically between active and inactive states. The question whether a given source node can communicate with a destination node along paths of active links is equivalent to a percolation problem. Our theory maps the temporal existence of multi-hop paths on an effective two-state Markov process. We show analytically how this Markov process converges towards a memoryless Bernoulli process as the hop distance between source and destination node increases. Our work extends classical percolation theory to the dynamic case and elucidates temporal correlations of message losses. Quantification of temporal correlations has implications for the design of wireless communication and control protocols, e.g. in cyber-physical systems such as self-organized swarms of drones or smart traffic networks.

Path integral pricing of Wasabi option in the Black-Scholes model

NASA Astrophysics Data System (ADS)

Cassagnes, Aurelien; Chen, Yu; Ohashi, Hirotada

2014-11-01

In this paper, using path integral techniques, we derive a formula for a propagator arising in the study of occupation time derivatives. Using this result we derive a fair price for the case of the cumulative Parisian option. After confirming the validity of the derived result using Monte Carlo simulation, a new type of heavily path dependent derivative product is investigated. We derive an approximation for our so-called Wasabi option fair price and check the accuracy of our result with a Monte Carlo simulation.

IntPath--an integrated pathway gene relationship database for model organisms and important pathogens.

PubMed

Zhou, Hufeng; Jin, Jingjing; Zhang, Haojun; Yi, Bo; Wozniak, Michal; Wong, Limsoon

2012-01-01

Pathway data are important for understanding the relationship between genes, proteins and many other molecules in living organisms. Pathway gene relationships are crucial information for guidance, prediction, reference and assessment in biochemistry, computational biology, and medicine. Many well-established databases--e.g., KEGG, WikiPathways, and BioCyc--are dedicated to collecting pathway data for public access. However, the effectiveness of these databases is hindered by issues such as incompatible data formats, inconsistent molecular representations, inconsistent molecular relationship representations, inconsistent referrals to pathway names, and incomprehensive data from different databases. In this paper, we overcome these issues through extraction, normalization and integration of pathway data from several major public databases (KEGG, WikiPathways, BioCyc, etc). We build a database that not only hosts our integrated pathway gene relationship data for public access but also maintains the necessary updates in the long run. This public repository is named IntPath (Integrated Pathway gene relationship database for model organisms and important pathogens). Four organisms--S. cerevisiae, M. tuberculosis H37Rv, H. Sapiens and M. musculus--are included in this version (V2.0) of IntPath. IntPath uses the "full unification" approach to ensure no deletion and no introduced noise in this process. Therefore, IntPath contains much richer pathway-gene and pathway-gene pair relationships and much larger number of non-redundant genes and gene pairs than any of the single-source databases. The gene relationships of each gene (measured by average node degree) per pathway are significantly richer. The gene relationships in each pathway (measured by average number of gene pairs per pathway) are also considerably richer in the integrated pathways. Moderate manual curation are involved to get rid of errors and noises from source data (e.g., the gene ID errors in WikiPathways and relationship errors in KEGG). We turn complicated and incompatible xml data formats and inconsistent gene and gene relationship representations from different source databases into normalized and unified pathway-gene and pathway-gene pair relationships neatly recorded in simple tab-delimited text format and MySQL tables, which facilitates convenient automatic computation and large-scale referencing in many related studies. IntPath data can be downloaded in text format or MySQL dump. IntPath data can also be retrieved and analyzed conveniently through web service by local programs or through web interface by mouse clicks. Several useful analysis tools are also provided in IntPath. We have overcome in IntPath the issues of compatibility, consistency, and comprehensiveness that often hamper effective use of pathway databases. We have included four organisms in the current release of IntPath. Our methodology and programs described in this work can be easily applied to other organisms; and we will include more model organisms and important pathogens in future releases of IntPath. IntPath maintains regular updates and is freely available at http://compbio.ddns.comp.nus.edu.sg:8080/IntPath.

On spatial mutation-selection models

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

Kondratiev, Yuri, E-mail: kondrat@math.uni-bielefeld.de; Kutoviy, Oleksandr, E-mail: kutoviy@math.uni-bielefeld.de, E-mail: kutovyi@mit.edu; Department of Mathematics, Massachusetts Institute of Technology, 77 Massachusetts Avenue, Cambridge, Massachusetts 02139

2013-11-15

We discuss the selection procedure in the framework of mutation models. We study the regulation for stochastically developing systems based on a transformation of the initial Markov process which includes a cost functional. The transformation of initial Markov process by cost functional has an analytic realization in terms of a Kimura-Maruyama type equation for the time evolution of states or in terms of the corresponding Feynman-Kac formula on the path space. The state evolution of the system including the limiting behavior is studied for two types of mutation-selection models.

The topological particle and Morse theory

NASA Astrophysics Data System (ADS)

Rogers, Alice

2000-09-01

Canonical BRST quantization of the topological particle defined by a Morse function h is described. Stochastic calculus, using Brownian paths which implement the WKB method in a new way providing rigorous tunnelling results even in curved space, is used to give an explicit and simple expression for the matrix elements of the evolution operator for the BRST Hamiltonian. These matrix elements lead to a representation of the manifold cohomology in terms of critical points of h along lines developed by Witten (Witten E 1982 J. Diff. Geom. 17 661-92).

Quantum simulation of a quantum stochastic walk

NASA Astrophysics Data System (ADS)

Govia, Luke C. G.; Taketani, Bruno G.; Schuhmacher, Peter K.; Wilhelm, Frank K.

2017-03-01

The study of quantum walks has been shown to have a wide range of applications in areas such as artificial intelligence, the study of biological processes, and quantum transport. The quantum stochastic walk (QSW), which allows for incoherent movement of the walker, and therefore, directionality, is a generalization on the fully coherent quantum walk. While a QSW can always be described in Lindblad formalism, this does not mean that it can be microscopically derived in the standard weak-coupling limit under the Born-Markov approximation. This restricts the class of QSWs that can be experimentally realized in a simple manner. To circumvent this restriction, we introduce a technique to simulate open system evolution on a fully coherent quantum computer, using a quantum trajectories style approach. We apply this technique to a broad class of QSWs, and show that they can be simulated with minimal experimental resources. Our work opens the path towards the experimental realization of QSWs on large graphs with existing quantum technologies.

Stochastic description of geometric phase for polarized waves in random media

NASA Astrophysics Data System (ADS)

Boulanger, Jérémie; Le Bihan, Nicolas; Rossetto, Vincent

2013-01-01

We present a stochastic description of multiple scattering of polarized waves in the regime of forward scattering. In this regime, if the source is polarized, polarization survives along a few transport mean free paths, making it possible to measure an outgoing polarization distribution. We consider thin scattering media illuminated by a polarized source and compute the probability distribution function of the polarization on the exit surface. We solve the direct problem using compound Poisson processes on the rotation group SO(3) and non-commutative harmonic analysis. We obtain an exact expression for the polarization distribution which generalizes previous works and design an algorithm solving the inverse problem of estimating the scattering properties of the medium from the measured polarization distribution. This technique applies to thin disordered layers, spatially fluctuating media and multiple scattering systems and is based on the polarization but not on the signal amplitude. We suggest that it can be used as a non-invasive testing method.

Controlling the phase locking of stochastic magnetic bits for ultra-low power computation

NASA Astrophysics Data System (ADS)

Mizrahi, Alice; Locatelli, Nicolas; Lebrun, Romain; Cros, Vincent; Fukushima, Akio; Kubota, Hitoshi; Yuasa, Shinji; Querlioz, Damien; Grollier, Julie

2016-07-01

When fabricating magnetic memories, one of the main challenges is to maintain the bit stability while downscaling. Indeed, for magnetic volumes of a few thousand nm3, the energy barrier between magnetic configurations becomes comparable to the thermal energy at room temperature. Then, switches of the magnetization spontaneously occur. These volatile, superparamagnetic nanomagnets are generally considered useless. But what if we could use them as low power computational building blocks? Remarkably, they can oscillate without the need of any external dc drive, and despite their stochastic nature, they can beat in unison with an external periodic signal. Here we show that the phase locking of superparamagnetic tunnel junctions can be induced and suppressed by electrical noise injection. We develop a comprehensive model giving the conditions for synchronization, and predict that it can be achieved with a total energy cost lower than 10-13 J. Our results open the path to ultra-low power computation based on the controlled synchronization of oscillators.

Controlling the phase locking of stochastic magnetic bits for ultra-low power computation.

PubMed

Mizrahi, Alice; Locatelli, Nicolas; Lebrun, Romain; Cros, Vincent; Fukushima, Akio; Kubota, Hitoshi; Yuasa, Shinji; Querlioz, Damien; Grollier, Julie

2016-07-26

When fabricating magnetic memories, one of the main challenges is to maintain the bit stability while downscaling. Indeed, for magnetic volumes of a few thousand nm(3), the energy barrier between magnetic configurations becomes comparable to the thermal energy at room temperature. Then, switches of the magnetization spontaneously occur. These volatile, superparamagnetic nanomagnets are generally considered useless. But what if we could use them as low power computational building blocks? Remarkably, they can oscillate without the need of any external dc drive, and despite their stochastic nature, they can beat in unison with an external periodic signal. Here we show that the phase locking of superparamagnetic tunnel junctions can be induced and suppressed by electrical noise injection. We develop a comprehensive model giving the conditions for synchronization, and predict that it can be achieved with a total energy cost lower than 10(-13) J. Our results open the path to ultra-low power computation based on the controlled synchronization of oscillators.

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.

Performance improvement of optical CDMA networks with stochastic artificial bee colony optimization technique

NASA Astrophysics Data System (ADS)

Panda, Satyasen

2018-05-01

This paper proposes a modified artificial bee colony optimization (ABC) algorithm based on levy flight swarm intelligence referred as artificial bee colony levy flight stochastic walk (ABC-LFSW) optimization for optical code division multiple access (OCDMA) network. The ABC-LFSW algorithm is used to solve asset assignment problem based on signal to noise ratio (SNR) optimization in OCDM networks with quality of service constraints. The proposed optimization using ABC-LFSW algorithm provides methods for minimizing various noises and interferences, regulating the transmitted power and optimizing the network design for improving the power efficiency of the optical code path (OCP) from source node to destination node. In this regard, an optical system model is proposed for improving the network performance with optimized input parameters. The detailed discussion and simulation results based on transmitted power allocation and power efficiency of OCPs are included. The experimental results prove the superiority of the proposed network in terms of power efficiency and spectral efficiency in comparison to networks without any power allocation approach.

Fisher-Wright model with deterministic seed bank and selection.

PubMed

Koopmann, Bendix; Müller, Johannes; Tellier, Aurélien; Živković, Daniel

2017-04-01

Seed banks are common characteristics to many plant species, which allow storage of genetic diversity in the soil as dormant seeds for various periods of time. We investigate an above-ground population following a Fisher-Wright model with selection coupled with a deterministic seed bank assuming the length of the seed bank is kept constant and the number of seeds is large. To assess the combined impact of seed banks and selection on genetic diversity, we derive a general diffusion model. The applied techniques outline a path of approximating a stochastic delay differential equation by an appropriately rescaled stochastic differential equation. We compute the equilibrium solution of the site-frequency spectrum and derive the times to fixation of an allele with and without selection. Finally, it is demonstrated that seed banks enhance the effect of selection onto the site-frequency spectrum while slowing down the time until the mutation-selection equilibrium is reached. Copyright © 2016 Elsevier Inc. All rights reserved.

Behavior of MHD Instabilities of the Large Helical Device near the Effective Plasma Boundary in the Magnetic Stochastic Region

NASA Astrophysics Data System (ADS)

Ohdachi, S.; Suzuki, Y.; Sakakibara, S.; Watanabe, K. Y.; Ida, K.; Goto, M.; Du, X. D.; Narushima, Y.; Takemura, Y.; Yamada, H.

In the high beta experiments of the Large Helical Device (LHD), the plasma tends to expand from the last closed flux surface (LCFS) determined by the vacuum magnetic field. The pressure/temperature gradient in the external region is finite. The scale length of the pressure profile does not change so much even when the mean free path of electrons exceeds the connection length of the magnetic field line to the wall. There appear MHD instabilities with amplitude of 10-4 of the toroidal magnetic field. From the mode number of the activities (m/n = 2/3, 1/2, 2/4), the location of the corresponding rational surface is outside the vacuum LCFS. The location of the mode is consistent with the fluctuation measurement, e.g., soft X-ray detector arrays. The MHD mode localized in the magnetic stochastic region is affected by the magnetic field structure estimated by the connection length to the wall using 3D equilibrium calculation.

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.

Measures of thermodynamic irreversibility in deterministic and stochastic dynamics

NASA Astrophysics Data System (ADS)

Ford, Ian J.

2015-07-01

It is generally observed that if a dynamical system is sufficiently complex, then as time progresses it will share out energy and other properties amongst its component parts to eliminate any initial imbalances, retaining only fluctuations. This is known as energy dissipation and it is closely associated with the concept of thermodynamic irreversibility, measured by the increase in entropy according to the second law. It is of interest to quantify such behaviour from a dynamical rather than a thermodynamic perspective and to this end stochastic entropy production and the time-integrated dissipation function have been introduced as analogous measures of irreversibility, principally for stochastic and deterministic dynamics, respectively. We seek to compare these measures. First we modify the dissipation function to allow it to measure irreversibility in situations where the initial probability density function (pdf) of the system is asymmetric as well as symmetric in velocity. We propose that it tests for failure of what we call the obversibility of the system, to be contrasted with reversibility, the failure of which is assessed by stochastic entropy production. We note that the essential difference between stochastic entropy production and the time-integrated modified dissipation function lies in the sequence of procedures undertaken in the associated tests of irreversibility. We argue that an assumed symmetry of the initial pdf with respect to velocity inversion (within a framework of deterministic dynamics) can be incompatible with the Past Hypothesis, according to which there should be a statistical distinction between the behaviour of certain properties of an isolated system as it evolves into the far future and the remote past. Imposing symmetry on a velocity distribution is acceptable for many applications of statistical physics, but can introduce difficulties when discussing irreversible behaviour.

Low-coherence interferometric sensor system utilizing an integrated optics configuration

NASA Astrophysics Data System (ADS)

Plissi, M. V.; Rogers, A. J.; Brassington, D. J.; Wilson, M. G. F.

1995-08-01

The implementation of a twin Mach-Zehnder reference interferometer in an integrated optics substrate is described. From measurements of the fringe visibilities, an identification of the fringe order is attempted as a way to provide an absolute sensor for any parameter capable of modifying the difference in path length between two interfering optical paths.

Explaining Technology Integration in K-12 Classrooms: A Multilevel Path Analysis Model

ERIC Educational Resources Information Center

Liu, Feng; Ritzhaupt, Albert D.; Dawson, Kara; Barron, Ann E.

2017-01-01

The purpose of this research was to design and test a model of classroom technology integration in the context of K-12 schools. The proposed multilevel path analysis model includes teacher, contextual, and school related variables on a teacher's use of technology and confidence and comfort using technology as mediators of classroom technology…

Path integral learning of multidimensional movement trajectories

NASA Astrophysics Data System (ADS)

André, João; Santos, Cristina; Costa, Lino

2013-10-01

This paper explores the use of Path Integral Methods, particularly several variants of the recent Path Integral Policy Improvement (PI2) algorithm in multidimensional movement parametrized policy learning. We rely on Dynamic Movement Primitives (DMPs) to codify discrete and rhythmic trajectories, and apply the PI2-CMA and PIBB methods in the learning of optimal policy parameters, according to different cost functions that inherently encode movement objectives. Additionally we merge both of these variants and propose the PIBB-CMA algorithm, comparing all of them with the vanilla version of PI2. From the obtained results we conclude that PIBB-CMA surpasses all other methods in terms of convergence speed and iterative final cost, which leads to an increased interest in its application to more complex robotic problems.

Path-integral and Ornstein-Zernike study of quantum fluid structures on the crystallization line

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

Sesé, Luis M., E-mail: msese@ccia.uned.es

2016-03-07

Liquid neon, liquid para-hydrogen, and the quantum hard-sphere fluid are studied with path integral Monte Carlo simulations and the Ornstein-Zernike pair equation on their respective crystallization lines. The results cover the whole sets of structures in the r-space and the k-space and, for completeness, the internal energies, pressures and isothermal compressibilities. Comparison with experiment is made wherever possible, and the possibilities of establishing k-space criteria for quantum crystallization based on the path-integral centroids are discussed. In this regard, the results show that the centroid structure factor contains two significant parameters related to its main peak features (amplitude and shape) thatmore » can be useful to characterize freezing.« less

Spin Path Integrals and Generations

NASA Astrophysics Data System (ADS)

Brannen, Carl

2010-11-01

The spin of a free electron is stable but its position is not. Recent quantum information research by G. Svetlichny, J. Tolar, and G. Chadzitaskos have shown that the Feynman position path integral can be mathematically defined as a product of incompatible states; that is, as a product of mutually unbiased bases (MUBs). Since the more common use of MUBs is in finite dimensional Hilbert spaces, this raises the question “what happens when spin path integrals are computed over products of MUBs?” Such an assumption makes spin no longer stable. We show that the usual spin-1/2 is obtained in the long-time limit in three orthogonal solutions that we associate with the three elementary particle generations. We give applications to the masses of the elementary leptons.

Data assimilation using a GPU accelerated path integral Monte Carlo approach

NASA Astrophysics Data System (ADS)

Quinn, John C.; Abarbanel, Henry D. I.

2011-09-01

The answers to data assimilation questions can be expressed as path integrals over all possible state and parameter histories. We show how these path integrals can be evaluated numerically using a Markov Chain Monte Carlo method designed to run in parallel on a graphics processing unit (GPU). We demonstrate the application of the method to an example with a transmembrane voltage time series of a simulated neuron as an input, and using a Hodgkin-Huxley neuron model. By taking advantage of GPU computing, we gain a parallel speedup factor of up to about 300, compared to an equivalent serial computation on a CPU, with performance increasing as the length of the observation time used for data assimilation increases.

Study on Nonlinear Vibration Analysis of Gear System with Random Parameters

NASA Astrophysics Data System (ADS)

Tong, Cao; Liu, Xiaoyuan; Fan, Li

2018-03-01

In order to study the dynamic characteristics of gear nonlinear vibration system and the influence of random parameters, firstly, a nonlinear stochastic vibration analysis model of gear 3-DOF is established based on Newton’s Law. And the random response of gear vibration is simulated by stepwise integration method. Secondly, the influence of stochastic parameters such as meshing damping, tooth side gap and excitation frequency on the dynamic response of gear nonlinear system is analyzed by using the stability analysis method such as bifurcation diagram and Lyapunov exponent method. The analysis shows that the stochastic process can not be neglected, which can cause the random bifurcation and chaos of the system response. This study will provide important reference value for vibration engineering designers.

Adaptive output-feedback control for switched stochastic uncertain nonlinear systems with time-varying delay.

PubMed

Song, Zhibao; Zhai, Junyong

2018-04-01

This paper addresses the problem of adaptive output-feedback control for a class of switched stochastic time-delay nonlinear systems with uncertain output function, where both the control coefficients and time-varying delay are unknown. The drift and diffusion terms are subject to unknown homogeneous growth condition. By virtue of adding a power integrator technique, an adaptive output-feedback controller is designed to render that the closed-loop system is bounded in probability, and the state of switched stochastic nonlinear system can be globally regulated to the origin almost surely. A numerical example is provided to demonstrate the validity of the proposed control method. Copyright © 2018 ISA. Published by Elsevier Ltd. All rights reserved.

The role of spatial memory and frames of reference in the precision of angular path integration.

PubMed

Arthur, Joeanna C; Philbeck, John W; Kleene, Nicholas J; Chichka, David

2012-09-01

Angular path integration refers to the ability to maintain an estimate of self-location after a rotational displacement by integrating internally-generated (idiothetic) self-motion signals over time. Previous work has found that non-sensory inputs, namely spatial memory, can play a powerful role in angular path integration (Arthur et al., 2007, 2009). Here we investigated the conditions under which spatial memory facilitates angular path integration. We hypothesized that the benefit of spatial memory is particularly likely in spatial updating tasks in which one's self-location estimate is referenced to external space. To test this idea, we administered passive, non-visual body rotations (ranging 40°-140°) about the yaw axis and asked participants to use verbal reports or open-loop manual pointing to indicate the magnitude of the rotation. Prior to some trials, previews of the surrounding environment were given. We found that when participants adopted an egocentric frame of reference, the previously-observed benefit of previews on within-subject response precision was not manifested, regardless of whether remembered spatial frameworks were derived from vision or spatial language. We conclude that the powerful effect of spatial memory is dependent on one's frame of reference during self-motion updating. Copyright © 2012 Elsevier B.V. All rights reserved.

Accelerated path integral methods for atomistic simulations at ultra-low temperatures

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

Uhl, Felix, E-mail: felix.uhl@rub.de; Marx, Dominik; Ceriotti, Michele

2016-08-07

Path integral methods provide a rigorous and systematically convergent framework to include the quantum mechanical nature of atomic nuclei in the evaluation of the equilibrium properties of molecules, liquids, or solids at finite temperature. Such nuclear quantum effects are often significant for light nuclei already at room temperature, but become crucial at cryogenic temperatures such as those provided by superfluid helium as a solvent. Unfortunately, the cost of converged path integral simulations increases significantly upon lowering the temperature so that the computational burden of simulating matter at the typical superfluid helium temperatures becomes prohibitive. Here we investigate how accelerated pathmore » integral techniques based on colored noise generalized Langevin equations, in particular the so-called path integral generalized Langevin equation thermostat (PIGLET) variant, perform in this extreme quantum regime using as an example the quasi-rigid methane molecule and its highly fluxional protonated cousin, CH{sub 5}{sup +}. We show that the PIGLET technique gives a speedup of two orders of magnitude in the evaluation of structural observables and quantum kinetic energy at ultralow temperatures. Moreover, we computed the spatial spread of the quantum nuclei in CH{sub 4} to illustrate the limits of using such colored noise thermostats close to the many body quantum ground state.« less

Path integration guided with a quality map for shape reconstruction in the fringe reflection technique

NASA Astrophysics Data System (ADS)

Jing, Xiaoli; Cheng, Haobo; Wen, Yongfu

2018-04-01

A new local integration algorithm called quality map path integration (QMPI) is reported for shape reconstruction in the fringe reflection technique. A quality map is proposed to evaluate the quality of gradient data locally, and functions as a guideline for the integrated path. The presented method can be employed in wavefront estimation from its slopes over the general shaped surface with slope noise equivalent to that in practical measurements. Moreover, QMPI is much better at handling the slope data with local noise, which may be caused by the irregular shapes of the surface under test. The performance of QMPI is discussed by simulations and experiment. It is shown that QMPI not only improves the accuracy of local integration, but can also be easily implemented with no iteration compared to Southwell zonal reconstruction (SZR). From an engineering point-of-view, the proposed method may also provide an efficient and stable approach for different shapes with high-precise demand.

Stochasticity in numerical solutions of the nonlinear Schroedinger equation

NASA Technical Reports Server (NTRS)

Shen, Mei-Mei; Nicholson, D. R.

1987-01-01

The cubically nonlinear Schroedinger equation is an important model of nonlinear phenomena in fluids and plasmas. Numerical solutions in a spatially periodic system commonly involve truncation to a finite number of Fourier modes. These solutions are found to be stochastic in the sense that the largest Liapunov exponent is positive. As the number of modes is increased, the size of this exponent appears to converge to zero, in agreement with the recent demonstration of the integrability of the spatially periodic case.

Stochastic Network Interdiction

DTIC Science & Technology

1998-04-01

UB(6, g) are monotonic in the sense that if 69 is a refinement of 6: wI~6! < wI~69! and w# ~6, g! > w# ~69, g!. See Hausch and Ziemba (1983) for...of Vulnerability—The Integrity Family. Networks 24, 207–213. HAUSCH, D. B., AND W. T. ZIEMBA . 1983. Bounds on the Value of Information in Uncertain...Decision Problems II. Stochastics 10, 181–217. HUANG, C. C., W. T. ZIEMBA , AND A. BEN-TAL. 1977. Bounds on the Expectation of a Convex Function of a