Noise-induced extinction for a ratio-dependent predator-prey model with strong Allee effect in prey

NASA Astrophysics Data System (ADS)

Mandal, Partha Sarathi

2018-04-01

In this paper, we study a stochastically forced ratio-dependent predator-prey model with strong Allee effect in prey population. In the deterministic case, we show that the model exhibits the stable interior equilibrium point or limit cycle corresponding to the co-existence of both species. We investigate a probabilistic mechanism of the noise-induced extinction in a zone of stable interior equilibrium point. Computational methods based on the stochastic sensitivity function technique are applied for the analysis of the dispersion of random states near stable interior equilibrium point. This method allows to construct a confidence domain and estimate the threshold value of the noise intensity for a transition from the coexistence to the extinction.

A stochastic chemostat model with an inhibitor and noise independent of population sizes

NASA Astrophysics Data System (ADS)

Sun, Shulin; Zhang, Xiaolu

2018-02-01

In this paper, a stochastic chemostat model with an inhibitor is considered, here the inhibitor is input from an external source and two organisms in chemostat compete for a nutrient. Firstly, we show that the system has a unique global positive solution. Secondly, by constructing some suitable Lyapunov functions, we investigate that the average in time of the second moment of the solutions of the stochastic model is bounded for a relatively small noise. That is, the asymptotic behaviors of the stochastic system around the equilibrium points of the deterministic system are studied. However, the sufficient large noise can make the microorganisms become extinct with probability one, although the solutions to the original deterministic model may be persistent. Finally, the obtained analytical results are illustrated by computer simulations.

Effects of stochastic time-delayed feedback on a dynamical system modeling a chemical oscillator.

PubMed

González Ochoa, Héctor O; Perales, Gualberto Solís; Epstein, Irving R; Femat, Ricardo

2018-05-01

We examine how stochastic time-delayed negative feedback affects the dynamical behavior of a model oscillatory reaction. We apply constant and stochastic time-delayed negative feedbacks to a point Field-Körös-Noyes photosensitive oscillator and compare their effects. Negative feedback is applied in the form of simulated inhibitory electromagnetic radiation with an intensity proportional to the concentration of oxidized light-sensitive catalyst in the oscillator. We first characterize the system under nondelayed inhibitory feedback; then we explore and compare the effects of constant (deterministic) versus stochastic time-delayed feedback. We find that the oscillatory amplitude, frequency, and waveform are essentially preserved when low-dispersion stochastic delayed feedback is used, whereas small but measurable changes appear when a large dispersion is applied.

Effects of stochastic time-delayed feedback on a dynamical system modeling a chemical oscillator

NASA Astrophysics Data System (ADS)

González Ochoa, Héctor O.; Perales, Gualberto Solís; Epstein, Irving R.; Femat, Ricardo

2018-05-01

We examine how stochastic time-delayed negative feedback affects the dynamical behavior of a model oscillatory reaction. We apply constant and stochastic time-delayed negative feedbacks to a point Field-Körös-Noyes photosensitive oscillator and compare their effects. Negative feedback is applied in the form of simulated inhibitory electromagnetic radiation with an intensity proportional to the concentration of oxidized light-sensitive catalyst in the oscillator. We first characterize the system under nondelayed inhibitory feedback; then we explore and compare the effects of constant (deterministic) versus stochastic time-delayed feedback. We find that the oscillatory amplitude, frequency, and waveform are essentially preserved when low-dispersion stochastic delayed feedback is used, whereas small but measurable changes appear when a large dispersion is applied.

A multiple-point geostatistical approach to quantifying uncertainty for flow and transport simulation in geologically complex environments

NASA Astrophysics Data System (ADS)

Cronkite-Ratcliff, C.; Phelps, G. A.; Boucher, A.

2011-12-01

In many geologic settings, the pathways of groundwater flow are controlled by geologic heterogeneities which have complex geometries. Models of these geologic heterogeneities, and consequently, their effects on the simulated pathways of groundwater flow, are characterized by uncertainty. Multiple-point geostatistics, which uses a training image to represent complex geometric descriptions of geologic heterogeneity, provides a stochastic approach to the analysis of geologic uncertainty. Incorporating multiple-point geostatistics into numerical models provides a way to extend this analysis to the effects of geologic uncertainty on the results of flow simulations. We present two case studies to demonstrate the application of multiple-point geostatistics to numerical flow simulation in complex geologic settings with both static and dynamic conditioning data. Both cases involve the development of a training image from a complex geometric description of the geologic environment. Geologic heterogeneity is modeled stochastically by generating multiple equally-probable realizations, all consistent with the training image. Numerical flow simulation for each stochastic realization provides the basis for analyzing the effects of geologic uncertainty on simulated hydraulic response. The first case study is a hypothetical geologic scenario developed using data from the alluvial deposits in Yucca Flat, Nevada. The SNESIM algorithm is used to stochastically model geologic heterogeneity conditioned to the mapped surface geology as well as vertical drill-hole data. Numerical simulation of groundwater flow and contaminant transport through geologic models produces a distribution of hydraulic responses and contaminant concentration results. From this distribution of results, the probability of exceeding a given contaminant concentration threshold can be used as an indicator of uncertainty about the location of the contaminant plume boundary. The second case study considers a characteristic lava-flow aquifer system in Pahute Mesa, Nevada. A 3D training image is developed by using object-based simulation of parametric shapes to represent the key morphologic features of rhyolite lava flows embedded within ash-flow tuffs. In addition to vertical drill-hole data, transient pressure head data from aquifer tests can be used to constrain the stochastic model outcomes. The use of both static and dynamic conditioning data allows the identification of potential geologic structures that control hydraulic response. These case studies demonstrate the flexibility of the multiple-point geostatistics approach for considering multiple types of data and for developing sophisticated models of geologic heterogeneities that can be incorporated into numerical flow simulations.

Transversal Fluctuations of the ASEP, Stochastic Six Vertex Model, and Hall-Littlewood Gibbsian Line Ensembles

NASA Astrophysics Data System (ADS)

Corwin, Ivan; Dimitrov, Evgeni

2018-05-01

We consider the ASEP and the stochastic six vertex model started with step initial data. After a long time, T, it is known that the one-point height function fluctuations for these systems are of order T 1/3. We prove the KPZ prediction of T 2/3 scaling in space. Namely, we prove tightness (and Brownian absolute continuity of all subsequential limits) as T goes to infinity of the height function with spatial coordinate scaled by T 2/3 and fluctuations scaled by T 1/3. The starting point for proving these results is a connection discovered recently by Borodin-Bufetov-Wheeler between the stochastic six vertex height function and the Hall-Littlewood process (a certain measure on plane partitions). Interpreting this process as a line ensemble with a Gibbsian resampling invariance, we show that the one-point tightness of the top curve can be propagated to the tightness of the entire curve.

Machine learning from computer simulations with applications in rail vehicle dynamics

NASA Astrophysics Data System (ADS)

Taheri, Mehdi; Ahmadian, Mehdi

2016-05-01

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

Stochastic Surface Mesh Reconstruction

NASA Astrophysics Data System (ADS)

Ozendi, M.; Akca, D.; Topan, H.

2018-05-01

A generic and practical methodology is presented for 3D surface mesh reconstruction from the terrestrial laser scanner (TLS) derived point clouds. It has two main steps. The first step deals with developing an anisotropic point error model, which is capable of computing the theoretical precisions of 3D coordinates of each individual point in the point cloud. The magnitude and direction of the errors are represented in the form of error ellipsoids. The following second step is focused on the stochastic surface mesh reconstruction. It exploits the previously determined error ellipsoids by computing a point-wise quality measure, which takes into account the semi-diagonal axis length of the error ellipsoid. The points only with the least errors are used in the surface triangulation. The remaining ones are automatically discarded.

Stochastic modeling of neurobiological time series: Power, coherence, Granger causality, and separation of evoked responses from ongoing activity

NASA Astrophysics Data System (ADS)

Chen, Yonghong; Bressler, Steven L.; Knuth, Kevin H.; Truccolo, Wilson A.; Ding, Mingzhou

2006-06-01

In this article we consider the stochastic modeling of neurobiological time series from cognitive experiments. Our starting point is the variable-signal-plus-ongoing-activity model. From this model a differentially variable component analysis strategy is developed from a Bayesian perspective to estimate event-related signals on a single trial basis. After subtracting out the event-related signal from recorded single trial time series, the residual ongoing activity is treated as a piecewise stationary stochastic process and analyzed by an adaptive multivariate autoregressive modeling strategy which yields power, coherence, and Granger causality spectra. Results from applying these methods to local field potential recordings from monkeys performing cognitive tasks are presented.

Stochastic derivative-free optimization using a trust region framework

DOE PAGES

Larson, Jeffrey; Billups, Stephen C.

2016-02-17

This study presents a trust region algorithm to minimize a function f when one has access only to noise-corrupted function values f¯. The model-based algorithm dynamically adjusts its step length, taking larger steps when the model and function agree and smaller steps when the model is less accurate. The method does not require the user to specify a fixed pattern of points used to build local models and does not repeatedly sample points. If f is sufficiently smooth and the noise is independent and identically distributed with mean zero and finite variance, we prove that our algorithm produces iterates suchmore » that the corresponding function gradients converge in probability to zero. As a result, we present a prototype of our algorithm that, while simplistic in its management of previously evaluated points, solves benchmark problems in fewer function evaluations than do existing stochastic approximation methods.« less

A deterministic and stochastic model for the system dynamics of tumor-immune responses to chemotherapy

NASA Astrophysics Data System (ADS)

Liu, Xiangdong; Li, Qingze; Pan, Jianxin

2018-06-01

Modern medical studies show that chemotherapy can help most cancer patients, especially for those diagnosed early, to stabilize their disease conditions from months to years, which means the population of tumor cells remained nearly unchanged in quite a long time after fighting against immune system and drugs. In order to better understand the dynamics of tumor-immune responses under chemotherapy, deterministic and stochastic differential equation models are constructed to characterize the dynamical change of tumor cells and immune cells in this paper. The basic dynamical properties, such as boundedness, existence and stability of equilibrium points, are investigated in the deterministic model. Extended stochastic models include stochastic differential equations (SDEs) model and continuous-time Markov chain (CTMC) model, which accounts for the variability in cellular reproduction, growth and death, interspecific competitions, and immune response to chemotherapy. The CTMC model is harnessed to estimate the extinction probability of tumor cells. Numerical simulations are performed, which confirms the obtained theoretical results.

Memristor-based neural networks: Synaptic versus neuronal stochasticity

NASA Astrophysics Data System (ADS)

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

2016-11-01

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

Statistical signatures of a targeted search by bacteria

NASA Astrophysics Data System (ADS)

Jashnsaz, Hossein; Anderson, Gregory G.; Pressé, Steve

2017-12-01

Chemoattractant gradients are rarely well-controlled in nature and recent attention has turned to bacterial chemotaxis toward typical bacterial food sources such as food patches or even bacterial prey. In environments with localized food sources reminiscent of a bacterium’s natural habitat, striking phenomena—such as the volcano effect or banding—have been predicted or expected to emerge from chemotactic models. However, in practice, from limited bacterial trajectory data it is difficult to distinguish targeted searches from an untargeted search strategy for food sources. Here we use a theoretical model to identify statistical signatures of a targeted search toward point food sources, such as prey. Our model is constructed on the basis that bacteria use temporal comparisons to bias their random walk, exhibit finite memory and are subject to random (Brownian) motion as well as signaling noise. The advantage with using a stochastic model-based approach is that a stochastic model may be parametrized from individual stochastic bacterial trajectories but may then be used to generate a very large number of simulated trajectories to explore average behaviors obtained from stochastic search strategies. For example, our model predicts that a bacterium’s diffusion coefficient increases as it approaches the point source and that, in the presence of multiple sources, bacteria may take substantially longer to locate their first source giving the impression of an untargeted search strategy.

A Stochastic Point Cloud Sampling Method for Multi-Template Protein Comparative Modeling.

PubMed

Li, Jilong; Cheng, Jianlin

2016-05-10

Generating tertiary structural models for a target protein from the known structure of its homologous template proteins and their pairwise sequence alignment is a key step in protein comparative modeling. Here, we developed a new stochastic point cloud sampling method, called MTMG, for multi-template protein model generation. The method first superposes the backbones of template structures, and the Cα atoms of the superposed templates form a point cloud for each position of a target protein, which are represented by a three-dimensional multivariate normal distribution. MTMG stochastically resamples the positions for Cα atoms of the residues whose positions are uncertain from the distribution, and accepts or rejects new position according to a simulated annealing protocol, which effectively removes atomic clashes commonly encountered in multi-template comparative modeling. We benchmarked MTMG on 1,033 sequence alignments generated for CASP9, CASP10 and CASP11 targets, respectively. Using multiple templates with MTMG improves the GDT-TS score and TM-score of structural models by 2.96-6.37% and 2.42-5.19% on the three datasets over using single templates. MTMG's performance was comparable to Modeller in terms of GDT-TS score, TM-score, and GDT-HA score, while the average RMSD was improved by a new sampling approach. The MTMG software is freely available at: http://sysbio.rnet.missouri.edu/multicom_toolbox/mtmg.html.

A Stochastic Point Cloud Sampling Method for Multi-Template Protein Comparative Modeling

PubMed Central

Li, Jilong; Cheng, Jianlin

2016-01-01

Generating tertiary structural models for a target protein from the known structure of its homologous template proteins and their pairwise sequence alignment is a key step in protein comparative modeling. Here, we developed a new stochastic point cloud sampling method, called MTMG, for multi-template protein model generation. The method first superposes the backbones of template structures, and the Cα atoms of the superposed templates form a point cloud for each position of a target protein, which are represented by a three-dimensional multivariate normal distribution. MTMG stochastically resamples the positions for Cα atoms of the residues whose positions are uncertain from the distribution, and accepts or rejects new position according to a simulated annealing protocol, which effectively removes atomic clashes commonly encountered in multi-template comparative modeling. We benchmarked MTMG on 1,033 sequence alignments generated for CASP9, CASP10 and CASP11 targets, respectively. Using multiple templates with MTMG improves the GDT-TS score and TM-score of structural models by 2.96–6.37% and 2.42–5.19% on the three datasets over using single templates. MTMG’s performance was comparable to Modeller in terms of GDT-TS score, TM-score, and GDT-HA score, while the average RMSD was improved by a new sampling approach. The MTMG software is freely available at: http://sysbio.rnet.missouri.edu/multicom_toolbox/mtmg.html. PMID:27161489

Subcritical Hopf Bifurcation and Stochastic Resonance of Electrical Activities in Neuron under Electromagnetic Induction

PubMed Central

Fu, Yu-Xuan; Kang, Yan-Mei; Xie, Yong

2018-01-01

The FitzHugh–Nagumo model is improved to consider the effect of the electromagnetic induction on single neuron. On the basis of investigating the Hopf bifurcation behavior of the improved model, stochastic resonance in the stochastic version is captured near the bifurcation point. It is revealed that a weak harmonic oscillation in the electromagnetic disturbance can be amplified through stochastic resonance, and it is the cooperative effect of random transition between the resting state and the large amplitude oscillating state that results in the resonant phenomenon. Using the noise dependence of the mean of interburst intervals, we essentially suggest a biologically feasible clue for detecting weak signal by means of neuron model with subcritical Hopf bifurcation. These observations should be helpful in understanding the influence of the magnetic field to neural electrical activity. PMID:29467642

Subcritical Hopf Bifurcation and Stochastic Resonance of Electrical Activities in Neuron under Electromagnetic Induction.

PubMed

Fu, Yu-Xuan; Kang, Yan-Mei; Xie, Yong

2018-01-01

The FitzHugh-Nagumo model is improved to consider the effect of the electromagnetic induction on single neuron. On the basis of investigating the Hopf bifurcation behavior of the improved model, stochastic resonance in the stochastic version is captured near the bifurcation point. It is revealed that a weak harmonic oscillation in the electromagnetic disturbance can be amplified through stochastic resonance, and it is the cooperative effect of random transition between the resting state and the large amplitude oscillating state that results in the resonant phenomenon. Using the noise dependence of the mean of interburst intervals, we essentially suggest a biologically feasible clue for detecting weak signal by means of neuron model with subcritical Hopf bifurcation. These observations should be helpful in understanding the influence of the magnetic field to neural electrical activity.

Towards a theory of stochastic vorticity-augmentation. [tornado model

NASA Technical Reports Server (NTRS)

Liu, V. C.

1977-01-01

A new hypothesis to account for the formation of tornadoes is presented. An elementary one-dimensional theory is formulated for vorticity transfer between an ambient sheared wind and a transverse penetrating jet. The theory points out the relevant quantities to be determined in describing the present stochastic mode of vorticity augmentation.

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

NASA Astrophysics Data System (ADS)

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

2015-09-01

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

Stochastic bifurcation in a model of love with colored noise

NASA Astrophysics Data System (ADS)

Yue, Xiaokui; Dai, Honghua; Yuan, Jianping

2015-07-01

In this paper, we wish to examine the stochastic bifurcation induced by multiplicative Gaussian colored noise in a dynamical model of love where the random factor is used to describe the complexity and unpredictability of psychological systems. First, the dynamics in deterministic love-triangle model are considered briefly including equilibrium points and their stability, chaotic behaviors and chaotic attractors. Then, the influences of Gaussian colored noise with different parameters are explored such as the phase plots, top Lyapunov exponents, stationary probability density function (PDF) and stochastic bifurcation. The stochastic P-bifurcation through a qualitative change of the stationary PDF will be observed and bifurcation diagram on parameter plane of correlation time and noise intensity is presented to find the bifurcation behaviors in detail. Finally, the top Lyapunov exponent is computed to determine the D-bifurcation when the noise intensity achieves to a critical value. By comparison, we find there is no connection between two kinds of stochastic bifurcation.

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

NASA Astrophysics Data System (ADS)

McIntyre, Thomas J.; Zemp, Roger J.

2015-03-01

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

Toward the Darwinian transition: Switching between distributed and speciated states in a simple model of early life.

PubMed

Arnoldt, Hinrich; Strogatz, Steven H; Timme, Marc

2015-01-01

It has been hypothesized that in the era just before the last universal common ancestor emerged, life on earth was fundamentally collective. Ancient life forms shared their genetic material freely through massive horizontal gene transfer (HGT). At a certain point, however, life made a transition to the modern era of individuality and vertical descent. Here we present a minimal model for stochastic processes potentially contributing to this hypothesized "Darwinian transition." The model suggests that HGT-dominated dynamics may have been intermittently interrupted by selection-driven processes during which genotypes became fitter and decreased their inclination toward HGT. Stochastic switching in the population dynamics with three-point (hypernetwork) interactions may have destabilized the HGT-dominated collective state and essentially contributed to the emergence of vertical descent and the first well-defined species in early evolution. A systematic nonlinear analysis of the stochastic model dynamics covering key features of evolutionary processes (such as selection, mutation, drift and HGT) supports this view. Our findings thus suggest a viable direction out of early collective evolution, potentially enabling the start of individuality and vertical Darwinian evolution.

Two-strain competition in quasineutral stochastic disease dynamics.

PubMed

Kogan, Oleg; Khasin, Michael; Meerson, Baruch; Schneider, David; Myers, Christopher R

2014-10-01

We develop a perturbation method for studying quasineutral competition in a broad class of stochastic competition models and apply it to the analysis of fixation of competing strains in two epidemic models. The first model is a two-strain generalization of the stochastic susceptible-infected-susceptible (SIS) model. Here we extend previous results due to Parsons and Quince [Theor. Popul. Biol. 72, 468 (2007)], Parsons et al. [Theor. Popul. Biol. 74, 302 (2008)], and Lin, Kim, and Doering [J. Stat. Phys. 148, 646 (2012)]. The second model, a two-strain generalization of the stochastic susceptible-infected-recovered (SIR) model with population turnover, has not been studied previously. In each of the two models, when the basic reproduction numbers of the two strains are identical, a system with an infinite population size approaches a point on the deterministic coexistence line (CL): a straight line of fixed points in the phase space of subpopulation sizes. Shot noise drives one of the strain populations to fixation, and the other to extinction, on a time scale proportional to the total population size. Our perturbation method explicitly tracks the dynamics of the probability distribution of the subpopulations in the vicinity of the CL. We argue that, whereas the slow strain has a competitive advantage for mathematically "typical" initial conditions, it is the fast strain that is more likely to win in the important situation when a few infectives of both strains are introduced into a susceptible population.

Efficiency of Finnish General Upper Secondary Schools: An Application of Stochastic Frontier Analysis with Panel Data

ERIC Educational Resources Information Center

Kirjavainen, Tanja

2012-01-01

Different stochastic frontier models for panel data are used to estimate education production functions and the efficiency of Finnish general upper secondary schools. Grades in the matriculation examination are used as an output and explained with the comprehensive school grade point average, parental socio-economic background, school resources,…

Optical EVPA rotations in blazars: testing a stochastic variability model with RoboPol data

NASA Astrophysics Data System (ADS)

Kiehlmann, S.; Blinov, D.; Pearson, T. J.; Liodakis, I.

2017-12-01

We identify rotations of the polarization angle in a sample of blazars observed for three seasons with the RoboPol instrument. A simplistic stochastic variability model is tested against this sample of rotation events. The model is capable of producing samples of rotations with parameters similar to the observed ones, but fails to reproduce the polarization fraction at the same time. Even though we can neither accept nor conclusively reject the model, we point out various aspects of the observations that are fully consistent with a random walk process.

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.

A nonlinear dynamic age-structured model of e-commerce in spain: Stability analysis of the equilibrium by delay and stochastic perturbations

NASA Astrophysics Data System (ADS)

Burgos, C.; Cortés, J.-C.; Shaikhet, L.; Villanueva, R.-J.

2018-11-01

First, we propose a deterministic age-structured epidemiological model to study the diffusion of e-commerce in Spain. Afterwards, we determine the parameters (death, birth and growth rates) of the underlying demographic model as well as the parameters (transmission of the use of e-commerce rates) of the proposed epidemiological model that best fit real data retrieved from the Spanish National Statistical Institute. Motivated by the two following facts: first the dynamics of acquiring the use of a new technology as e-commerce is mainly driven by the feedback after interacting with our peers (family, friends, mates, mass media, etc.), hence having a certain delay, and second the inherent uncertainty of sampled real data and the social complexity of the phenomena under analysis, we introduce aftereffect and stochastic perturbations in the initial deterministic model. This leads to a delayed stochastic model for e-commerce. We then investigate sufficient conditions in order to guarantee the stability in probability of the equilibrium point of the dynamic e-commerce delayed stochastic model. Our theoretical findings are numerically illustrated using real data.

Detection and localization of change points in temporal networks with the aid of stochastic block models

NASA Astrophysics Data System (ADS)

De Ridder, Simon; Vandermarliere, Benjamin; Ryckebusch, Jan

2016-11-01

A framework based on generalized hierarchical random graphs (GHRGs) for the detection of change points in the structure of temporal networks has recently been developed by Peel and Clauset (2015 Proc. 29th AAAI Conf. on Artificial Intelligence). We build on this methodology and extend it to also include the versatile stochastic block models (SBMs) as a parametric family for reconstructing the empirical networks. We use five different techniques for change point detection on prototypical temporal networks, including empirical and synthetic ones. We find that none of the considered methods can consistently outperform the others when it comes to detecting and locating the expected change points in empirical temporal networks. With respect to the precision and the recall of the results of the change points, we find that the method based on a degree-corrected SBM has better recall properties than other dedicated methods, especially for sparse networks and smaller sliding time window widths.

Scalable domain decomposition solvers for stochastic PDEs in high performance computing

DOE PAGES

Desai, Ajit; Khalil, Mohammad; Pettit, Chris; ...

2017-09-21

Stochastic spectral finite element models of practical engineering systems may involve solutions of linear systems or linearized systems for non-linear problems with billions of unknowns. For stochastic modeling, it is therefore essential to design robust, parallel and scalable algorithms that can efficiently utilize high-performance computing to tackle such large-scale systems. Domain decomposition based iterative solvers can handle such systems. And though these algorithms exhibit excellent scalabilities, significant algorithmic and implementational challenges exist to extend them to solve extreme-scale stochastic systems using emerging computing platforms. Intrusive polynomial chaos expansion based domain decomposition algorithms are extended here to concurrently handle high resolutionmore » in both spatial and stochastic domains using an in-house implementation. Sparse iterative solvers with efficient preconditioners are employed to solve the resulting global and subdomain level local systems through multi-level iterative solvers. We also use parallel sparse matrix–vector operations to reduce the floating-point operations and memory requirements. Numerical and parallel scalabilities of these algorithms are presented for the diffusion equation having spatially varying diffusion coefficient modeled by a non-Gaussian stochastic process. Scalability of the solvers with respect to the number of random variables is also investigated.« less

Scalable domain decomposition solvers for stochastic PDEs in high performance computing

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

Desai, Ajit; Khalil, Mohammad; Pettit, Chris

Stochastic spectral finite element models of practical engineering systems may involve solutions of linear systems or linearized systems for non-linear problems with billions of unknowns. For stochastic modeling, it is therefore essential to design robust, parallel and scalable algorithms that can efficiently utilize high-performance computing to tackle such large-scale systems. Domain decomposition based iterative solvers can handle such systems. And though these algorithms exhibit excellent scalabilities, significant algorithmic and implementational challenges exist to extend them to solve extreme-scale stochastic systems using emerging computing platforms. Intrusive polynomial chaos expansion based domain decomposition algorithms are extended here to concurrently handle high resolutionmore » in both spatial and stochastic domains using an in-house implementation. Sparse iterative solvers with efficient preconditioners are employed to solve the resulting global and subdomain level local systems through multi-level iterative solvers. We also use parallel sparse matrix–vector operations to reduce the floating-point operations and memory requirements. Numerical and parallel scalabilities of these algorithms are presented for the diffusion equation having spatially varying diffusion coefficient modeled by a non-Gaussian stochastic process. Scalability of the solvers with respect to the number of random variables is also investigated.« less

Backward-stochastic-differential-equation approach to modeling of gene expression

NASA Astrophysics Data System (ADS)

Shamarova, Evelina; Chertovskih, Roman; Ramos, Alexandre F.; Aguiar, Paulo

2017-03-01

In this article, we introduce a backward method to model stochastic gene expression and protein-level dynamics. The protein amount is regarded as a diffusion process and is described by a backward stochastic differential equation (BSDE). Unlike many other SDE techniques proposed in the literature, the BSDE method is backward in time; that is, instead of initial conditions it requires the specification of end-point ("final") conditions, in addition to the model parametrization. To validate our approach we employ Gillespie's stochastic simulation algorithm (SSA) to generate (forward) benchmark data, according to predefined gene network models. Numerical simulations show that the BSDE method is able to correctly infer the protein-level distributions that preceded a known final condition, obtained originally from the forward SSA. This makes the BSDE method a powerful systems biology tool for time-reversed simulations, allowing, for example, the assessment of the biological conditions (e.g., protein concentrations) that preceded an experimentally measured event of interest (e.g., mitosis, apoptosis, etc.).

Backward-stochastic-differential-equation approach to modeling of gene expression.

PubMed

Shamarova, Evelina; Chertovskih, Roman; Ramos, Alexandre F; Aguiar, Paulo

2017-03-01

In this article, we introduce a backward method to model stochastic gene expression and protein-level dynamics. The protein amount is regarded as a diffusion process and is described by a backward stochastic differential equation (BSDE). Unlike many other SDE techniques proposed in the literature, the BSDE method is backward in time; that is, instead of initial conditions it requires the specification of end-point ("final") conditions, in addition to the model parametrization. To validate our approach we employ Gillespie's stochastic simulation algorithm (SSA) to generate (forward) benchmark data, according to predefined gene network models. Numerical simulations show that the BSDE method is able to correctly infer the protein-level distributions that preceded a known final condition, obtained originally from the forward SSA. This makes the BSDE method a powerful systems biology tool for time-reversed simulations, allowing, for example, the assessment of the biological conditions (e.g., protein concentrations) that preceded an experimentally measured event of interest (e.g., mitosis, apoptosis, etc.).

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.

A new stochastic model considering satellite clock interpolation errors in precise point positioning

NASA Astrophysics Data System (ADS)

Wang, Shengli; Yang, Fanlin; Gao, Wang; Yan, Lizi; Ge, Yulong

2018-03-01

Precise clock products are typically interpolated based on the sampling interval of the observational data when they are used for in precise point positioning. However, due to the occurrence of white noise in atomic clocks, a residual component of such noise will inevitable reside within the observations when clock errors are interpolated, and such noise will affect the resolution of the positioning results. In this paper, which is based on a twenty-one-week analysis of the atomic clock noise characteristics of numerous satellites, a new stochastic observation model that considers satellite clock interpolation errors is proposed. First, the systematic error of each satellite in the IGR clock product was extracted using a wavelet de-noising method to obtain the empirical characteristics of atomic clock noise within each clock product. Then, based on those empirical characteristics, a stochastic observation model was structured that considered the satellite clock interpolation errors. Subsequently, the IGR and IGS clock products at different time intervals were used for experimental validation. A verification using 179 stations worldwide from the IGS showed that, compared with the conventional model, the convergence times using the stochastic model proposed in this study were respectively shortened by 4.8% and 4.0% when the IGR and IGS 300-s-interval clock products were used and by 19.1% and 19.4% when the 900-s-interval clock products were used. Furthermore, the disturbances during the initial phase of the calculation were also effectively improved.

On the stability and dynamics of stochastic spiking neuron models: Nonlinear Hawkes process and point process GLMs

PubMed Central

Truccolo, Wilson

2017-01-01

Point process generalized linear models (PP-GLMs) provide an important statistical framework for modeling spiking activity in single-neurons and neuronal networks. Stochastic stability is essential when sampling from these models, as done in computational neuroscience to analyze statistical properties of neuronal dynamics and in neuro-engineering to implement closed-loop applications. Here we show, however, that despite passing common goodness-of-fit tests, PP-GLMs estimated from data are often unstable, leading to divergent firing rates. The inclusion of absolute refractory periods is not a satisfactory solution since the activity then typically settles into unphysiological rates. To address these issues, we derive a framework for determining the existence and stability of fixed points of the expected conditional intensity function (CIF) for general PP-GLMs. Specifically, in nonlinear Hawkes PP-GLMs, the CIF is expressed as a function of the previous spike history and exogenous inputs. We use a mean-field quasi-renewal (QR) approximation that decomposes spike history effects into the contribution of the last spike and an average of the CIF over all spike histories prior to the last spike. Fixed points for stationary rates are derived as self-consistent solutions of integral equations. Bifurcation analysis and the number of fixed points predict that the original models can show stable, divergent, and metastable (fragile) dynamics. For fragile models, fluctuations of the single-neuron dynamics predict expected divergence times after which rates approach unphysiologically high values. This metric can be used to estimate the probability of rates to remain physiological for given time periods, e.g., for simulation purposes. We demonstrate the use of the stability framework using simulated single-neuron examples and neurophysiological recordings. Finally, we show how to adapt PP-GLM estimation procedures to guarantee model stability. Overall, our results provide a stability framework for data-driven PP-GLMs and shed new light on the stochastic dynamics of state-of-the-art statistical models of neuronal spiking activity. PMID:28234899

On the stability and dynamics of stochastic spiking neuron models: Nonlinear Hawkes process and point process GLMs.

PubMed

Gerhard, Felipe; Deger, Moritz; Truccolo, Wilson

2017-02-01

Point process generalized linear models (PP-GLMs) provide an important statistical framework for modeling spiking activity in single-neurons and neuronal networks. Stochastic stability is essential when sampling from these models, as done in computational neuroscience to analyze statistical properties of neuronal dynamics and in neuro-engineering to implement closed-loop applications. Here we show, however, that despite passing common goodness-of-fit tests, PP-GLMs estimated from data are often unstable, leading to divergent firing rates. The inclusion of absolute refractory periods is not a satisfactory solution since the activity then typically settles into unphysiological rates. To address these issues, we derive a framework for determining the existence and stability of fixed points of the expected conditional intensity function (CIF) for general PP-GLMs. Specifically, in nonlinear Hawkes PP-GLMs, the CIF is expressed as a function of the previous spike history and exogenous inputs. We use a mean-field quasi-renewal (QR) approximation that decomposes spike history effects into the contribution of the last spike and an average of the CIF over all spike histories prior to the last spike. Fixed points for stationary rates are derived as self-consistent solutions of integral equations. Bifurcation analysis and the number of fixed points predict that the original models can show stable, divergent, and metastable (fragile) dynamics. For fragile models, fluctuations of the single-neuron dynamics predict expected divergence times after which rates approach unphysiologically high values. This metric can be used to estimate the probability of rates to remain physiological for given time periods, e.g., for simulation purposes. We demonstrate the use of the stability framework using simulated single-neuron examples and neurophysiological recordings. Finally, we show how to adapt PP-GLM estimation procedures to guarantee model stability. Overall, our results provide a stability framework for data-driven PP-GLMs and shed new light on the stochastic dynamics of state-of-the-art statistical models of neuronal spiking activity.

Stochastic stability of sigma-point Unscented Predictive Filter.

PubMed

Cao, Lu; Tang, Yu; Chen, Xiaoqian; Zhao, Yong

2015-07-01

In this paper, the Unscented Predictive Filter (UPF) is derived based on unscented transformation for nonlinear estimation, which breaks the confine of conventional sigma-point filters by employing Kalman filter as subject investigated merely. In order to facilitate the new method, the algorithm flow of UPF is given firstly. Then, the theoretical analyses demonstrate that the estimate accuracy of the model error and system for the UPF is higher than that of the conventional PF. Moreover, the authors analyze the stochastic boundedness and the error behavior of Unscented Predictive Filter (UPF) for general nonlinear systems in a stochastic framework. In particular, the theoretical results present that the estimation error remains bounded and the covariance keeps stable if the system׳s initial estimation error, disturbing noise terms as well as the model error are small enough, which is the core part of the UPF theory. All of the results have been demonstrated by numerical simulations for a nonlinear example system. Copyright © 2015 ISA. Published by Elsevier Ltd. All rights reserved.

Dynamic phase transitions and dynamic phase diagrams of the Blume-Emery-Griffiths model in an oscillating field: the effective-field theory based on the Glauber-type stochastic dynamics

NASA Astrophysics Data System (ADS)

Ertaş, Mehmet; Keskin, Mustafa

2015-06-01

Using the effective-field theory based on the Glauber-type stochastic dynamics (DEFT), we investigate dynamic phase transitions and dynamic phase diagrams of the Blume-Emery-Griffiths model under an oscillating magnetic field. We presented the dynamic phase diagrams in (T/J, h0/J), (D/J, T/J) and (K/J, T/J) planes, where T, h0, D, K and z are the temperature, magnetic field amplitude, crystal-field interaction, biquadratic interaction and the coordination number. The dynamic phase diagrams exhibit several ordered phases, coexistence phase regions and special critical points, as well as re-entrant behavior depending on interaction parameters. We also compare and discuss the results with the results of the same system within the mean-field theory based on the Glauber-type stochastic dynamics and find that some of the dynamic first-order phase lines and special dynamic critical points disappeared in the DEFT calculation.

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.

Robust Consumption-Investment Problem on Infinite Horizon

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

Zawisza, Dariusz, E-mail: dariusz.zawisza@im.uj.edu.pl

In our paper we consider an infinite horizon consumption-investment problem under a model misspecification in a general stochastic factor model. We formulate the problem as a stochastic game and finally characterize the saddle point and the value function of that game using an ODE of semilinear type, for which we provide a proof of an existence and uniqueness theorem for its solution. Such equation is interested on its own right, since it generalizes many other equations arising in various infinite horizon optimization problems.

Recursive stochastic effects in valley hybrid inflation

NASA Astrophysics Data System (ADS)

Levasseur, Laurence Perreault; Vennin, Vincent; Brandenberger, Robert

2013-10-01

Hybrid inflation is a two-field model where inflation ends because of a tachyonic instability, the duration of which is determined by stochastic effects and has important observational implications. Making use of the recursive approach to the stochastic formalism presented in [L. P. Levasseur, preceding article, Phys. Rev. D 88, 083537 (2013)], these effects are consistently computed. Through an analysis of backreaction, this method is shown to converge in the valley but points toward an (expected) instability in the waterfall. It is further shown that the quasistationarity of the auxiliary field distribution breaks down in the case of a short-lived waterfall. We find that the typical dispersion of the waterfall field at the critical point is then diminished, thus increasing the duration of the waterfall phase and jeopardizing the possibility of a short transition. Finally, we find that stochastic effects worsen the blue tilt of the curvature perturbations by an O(1) factor when compared with the usual slow-roll contribution.

Site correction of stochastic simulation in southwestern Taiwan

NASA Astrophysics Data System (ADS)

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

2014-05-01

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

Two new algorithms to combine kriging with stochastic modelling

NASA Astrophysics Data System (ADS)

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

2010-05-01

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

The subtle business of model reduction for stochastic chemical kinetics

NASA Astrophysics Data System (ADS)

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

2009-02-01

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

The subtle business of model reduction for stochastic chemical kinetics.

PubMed

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

2009-02-14

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

Tipping point analysis of ocean acoustic noise

NASA Astrophysics Data System (ADS)

Livina, Valerie N.; Brouwer, Albert; Harris, Peter; Wang, Lian; Sotirakopoulos, Kostas; Robinson, Stephen

2018-02-01

We apply tipping point analysis to a large record of ocean acoustic data to identify the main components of the acoustic dynamical system and study possible bifurcations and transitions of the system. The analysis is based on a statistical physics framework with stochastic modelling, where we represent the observed data as a composition of deterministic and stochastic components estimated from the data using time-series techniques. We analyse long-term and seasonal trends, system states and acoustic fluctuations to reconstruct a one-dimensional stochastic equation to approximate the acoustic dynamical system. We apply potential analysis to acoustic fluctuations and detect several changes in the system states in the past 14 years. These are most likely caused by climatic phenomena. We analyse trends in sound pressure level within different frequency bands and hypothesize a possible anthropogenic impact on the acoustic environment. The tipping point analysis framework provides insight into the structure of the acoustic data and helps identify its dynamic phenomena, correctly reproducing the probability distribution and scaling properties (power-law correlations) of the time series.

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

NASA Astrophysics Data System (ADS)

Yamakou, Marius E.; Jost, Jürgen

2017-10-01

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

Finite element modelling of woven composite failure modes at the mesoscopic scale: deterministic versus stochastic approaches

NASA Astrophysics Data System (ADS)

Roirand, Q.; Missoum-Benziane, D.; Thionnet, A.; Laiarinandrasana, L.

2017-09-01

Textile composites are composed of 3D complex architecture. To assess the durability of such engineering structures, the failure mechanisms must be highlighted. Examinations of the degradation have been carried out thanks to tomography. The present work addresses a numerical damage model dedicated to the simulation of the crack initiation and propagation at the scale of the warp yarns. For the 3D woven composites under study, loadings in tension and combined tension and bending were considered. Based on an erosion procedure of broken elements, the failure mechanisms have been modelled on 3D periodic cells by finite element calculations. The breakage of one element was determined using a failure criterion at the mesoscopic scale based on the yarn stress at failure. The results were found to be in good agreement with the experimental data for the two kinds of macroscopic loadings. The deterministic approach assumed a homogeneously distributed stress at failure all over the integration points in the meshes of woven composites. A stochastic approach was applied to a simple representative elementary periodic cell. The distribution of the Weibull stress at failure was assigned to the integration points using a Monte Carlo simulation. It was shown that this stochastic approach allowed more realistic failure simulations avoiding the idealised symmetry due to the deterministic modelling. In particular, the stochastic simulations performed have shown several variations of the stress as well as strain at failure and the failure modes of the yarn.

Stochastic simulation by image quilting of process-based geological models

NASA Astrophysics Data System (ADS)

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

2017-09-01

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

Stochastic reduced order models for inverse problems under uncertainty

PubMed Central

Warner, James E.; Aquino, Wilkins; Grigoriu, Mircea D.

2014-01-01

This work presents a novel methodology for solving inverse problems under uncertainty using stochastic reduced order models (SROMs). Given statistical information about an observed state variable in a system, unknown parameters are estimated probabilistically through the solution of a model-constrained, stochastic optimization problem. The point of departure and crux of the proposed framework is the representation of a random quantity using a SROM - a low dimensional, discrete approximation to a continuous random element that permits e cient and non-intrusive stochastic computations. Characterizing the uncertainties with SROMs transforms the stochastic optimization problem into a deterministic one. The non-intrusive nature of SROMs facilitates e cient gradient computations for random vector unknowns and relies entirely on calls to existing deterministic solvers. Furthermore, the method is naturally extended to handle multiple sources of uncertainty in cases where state variable data, system parameters, and boundary conditions are all considered random. The new and widely-applicable SROM framework is formulated for a general stochastic optimization problem in terms of an abstract objective function and constraining model. For demonstration purposes, however, we study its performance in the specific case of inverse identification of random material parameters in elastodynamics. We demonstrate the ability to efficiently recover random shear moduli given material displacement statistics as input data. We also show that the approach remains effective for the case where the loading in the problem is random as well. PMID:25558115

Anesthesia modifies subthreshold critical slowing down in a stochastic Hodgkin-Huxley-like model with inhibitory synaptic input

NASA Astrophysics Data System (ADS)

Bukoski, Alex; Steyn-Ross, D. A.; Pickett, Ashley F.; Steyn-Ross, Moira L.

2018-06-01

The dynamics of a stochastic type-I Hodgkin-Huxley-like point neuron model exposed to inhibitory synaptic noise are investigated as a function of distance from spiking threshold and the inhibitory influence of the general anesthetic agent propofol. The model is biologically motivated and includes the effects of intrinsic ion-channel noise via a stochastic differential equation description as well as inhibitory synaptic noise modeled as multiple Poisson-distributed impulse trains with saturating response functions. The effect of propofol on these synapses is incorporated through this drug's principal influence on fast inhibitory neurotransmission mediated by γ -aminobutyric acid (GABA) type-A receptors via reduction of the synaptic response decay rate. As the neuron model approaches spiking threshold from below, we track membrane voltage fluctuation statistics of numerically simulated stochastic trajectories. We find that for a given distance from spiking threshold, increasing the magnitude of anesthetic-induced inhibition is associated with augmented signatures of critical slowing: fluctuation amplitudes and correlation times grow as spectral power is increasingly focused at 0 Hz. Furthermore, as a function of distance from threshold, anesthesia significantly modifies the power-law exponents for variance and correlation time divergences observable in stochastic trajectories. Compared to the inverse square root power-law scaling of these quantities anticipated for the saddle-node bifurcation of type-I neurons in the absence of anesthesia, increasing anesthetic-induced inhibition results in an observable exponent <-0.5 for variance and >-0.5 for correlation time divergences. However, these behaviors eventually break down as distance from threshold goes to zero with both the variance and correlation time converging to common values independent of anesthesia. Compared to the case of no synaptic input, linearization of an approximating multivariate Ornstein-Uhlenbeck model reveals these effects to be the consequence of an additional slow eigenvalue associated with synaptic activity that competes with those of the underlying point neuron in a manner that depends on distance from spiking threshold.

Stochastic series expansion simulation of the t -V model

NASA Astrophysics Data System (ADS)

Wang, Lei; Liu, Ye-Hua; Troyer, Matthias

2016-04-01

We present an algorithm for the efficient simulation of the half-filled spinless t -V model on bipartite lattices, which combines the stochastic series expansion method with determinantal quantum Monte Carlo techniques widely used in fermionic simulations. The algorithm scales linearly in the inverse temperature, cubically with the system size, and is free from the time-discretization error. We use it to map out the finite-temperature phase diagram of the spinless t -V model on the honeycomb lattice and observe a suppression of the critical temperature of the charge-density-wave phase in the vicinity of a fermionic quantum critical point.

Heart rate variability as determinism with jump stochastic parameters.

PubMed

Zheng, Jiongxuan; Skufca, Joseph D; Bollt, Erik M

2013-08-01

We use measured heart rate information (RR intervals) to develop a one-dimensional nonlinear map that describes short term deterministic behavior in the data. Our study suggests that there is a stochastic parameter with persistence which causes the heart rate and rhythm system to wander about a bifurcation point. We propose a modified circle map with a jump process noise term as a model which can qualitatively capture such this behavior of low dimensional transient determinism with occasional (stochastically defined) jumps from one deterministic system to another within a one parameter family of deterministic systems.

Isolating intrinsic noise sources in a stochastic genetic switch.

PubMed

Newby, Jay M

2012-01-01

The stochastic mutual repressor model is analysed using perturbation methods. This simple model of a gene circuit consists of two genes and three promotor states. Either of the two protein products can dimerize, forming a repressor molecule that binds to the promotor of the other gene. When the repressor is bound to a promotor, the corresponding gene is not transcribed and no protein is produced. Either one of the promotors can be repressed at any given time or both can be unrepressed, leaving three possible promotor states. This model is analysed in its bistable regime in which the deterministic limit exhibits two stable fixed points and an unstable saddle, and the case of small noise is considered. On small timescales, the stochastic process fluctuates near one of the stable fixed points, and on large timescales, a metastable transition can occur, where fluctuations drive the system past the unstable saddle to the other stable fixed point. To explore how different intrinsic noise sources affect these transitions, fluctuations in protein production and degradation are eliminated, leaving fluctuations in the promotor state as the only source of noise in the system. The process without protein noise is then compared to the process with weak protein noise using perturbation methods and Monte Carlo simulations. It is found that some significant differences in the random process emerge when the intrinsic noise source is removed.

Stochastic Multi-Commodity Facility Location Based on a New Scenario Generation Technique

NASA Astrophysics Data System (ADS)

Mahootchi, M.; Fattahi, M.; Khakbazan, E.

2011-11-01

This paper extends two models for stochastic multi-commodity facility location problem. The problem is formulated as two-stage stochastic programming. As a main point of this study, a new algorithm is applied to efficiently generate scenarios for uncertain correlated customers' demands. This algorithm uses Latin Hypercube Sampling (LHS) and a scenario reduction approach. The relation between customer satisfaction level and cost are considered in model I. The risk measure using Conditional Value-at-Risk (CVaR) is embedded into the optimization model II. Here, the structure of the network contains three facility layers including plants, distribution centers, and retailers. The first stage decisions are the number, locations, and the capacity of distribution centers. In the second stage, the decisions are the amount of productions, the volume of transportation between plants and customers.

Stochastic effects in hybrid inflation

NASA Astrophysics Data System (ADS)

Martin, Jérôme; Vennin, Vincent

2012-02-01

Hybrid inflation is a two-field model where inflation ends due to an instability. In the neighborhood of the instability point, the potential is very flat and the quantum fluctuations dominate over the classical motion of the inflaton and waterfall fields. In this article, we study this regime in the framework of stochastic inflation. We numerically solve the two coupled Langevin equations controlling the evolution of the fields and compute the probability distributions of the total number of e-folds and of the inflation exit point. Then, we discuss the physical consequences of our results, in particular, the question of how the quantum diffusion can affect the observable predictions of hybrid inflation.

An inexact log-normal distribution-based stochastic chance-constrained model for agricultural water quality management

NASA Astrophysics Data System (ADS)

Wang, Yu; Fan, Jie; Xu, Ye; Sun, Wei; Chen, Dong

2018-05-01

In this study, an inexact log-normal-based stochastic chance-constrained programming model was developed for solving the non-point source pollution issues caused by agricultural activities. Compared to the general stochastic chance-constrained programming model, the main advantage of the proposed model is that it allows random variables to be expressed as a log-normal distribution, rather than a general normal distribution. Possible deviations in solutions caused by irrational parameter assumptions were avoided. The agricultural system management in the Erhai Lake watershed was used as a case study, where critical system factors, including rainfall and runoff amounts, show characteristics of a log-normal distribution. Several interval solutions were obtained under different constraint-satisfaction levels, which were useful in evaluating the trade-off between system economy and reliability. The applied results show that the proposed model could help decision makers to design optimal production patterns under complex uncertainties. The successful application of this model is expected to provide a good example for agricultural management in many other watersheds.

Stochastic model of transcription factor-regulated gene expression

NASA Astrophysics Data System (ADS)

Karmakar, Rajesh; Bose, Indrani

2006-09-01

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

Reliable results from stochastic simulation models

Treesearch

Donald L., Jr. Gochenour; Leonard R. Johnson

1973-01-01

Development of a computer simulation model is usually done without fully considering how long the model should run (e.g. computer time) before the results are reliable. However construction of confidence intervals (CI) about critical output parameters from the simulation model makes it possible to determine the point where model results are reliable. If the results are...

A Stochastic Dynamic Programming Model With Fuzzy Storage States Applied to Reservoir Operation Optimization

NASA Astrophysics Data System (ADS)

Mousavi, Seyed Jamshid; Mahdizadeh, Kourosh; Afshar, Abbas

2004-08-01

Application of stochastic dynamic programming (SDP) models to reservoir optimization calls for state variables discretization. As an important variable discretization of reservoir storage volume has a pronounced effect on the computational efforts. The error caused by storage volume discretization is examined by considering it as a fuzzy state variable. In this approach, the point-to-point transitions between storage volumes at the beginning and end of each period are replaced by transitions between storage intervals. This is achieved by using fuzzy arithmetic operations with fuzzy numbers. In this approach, instead of aggregating single-valued crisp numbers, the membership functions of fuzzy numbers are combined. Running a simulated model with optimal release policies derived from fuzzy and non-fuzzy SDP models shows that a fuzzy SDP with a coarse discretization scheme performs as well as a classical SDP having much finer discretized space. It is believed that this advantage in the fuzzy SDP model is due to the smooth transitions between storage intervals which benefit from soft boundaries.

Stochastic sensitivity of a bistable energy model for visual perception

NASA Astrophysics Data System (ADS)

Pisarchik, Alexander N.; Bashkirtseva, Irina; Ryashko, Lev

2017-01-01

Modern trends in physiology, psychology and cognitive neuroscience suggest that noise is an essential component of brain functionality and self-organization. With adequate noise the brain as a complex dynamical system can easily access different ordered states and improve signal detection for decision-making by preventing deadlocks. Using a stochastic sensitivity function approach, we analyze how sensitive equilibrium points are to Gaussian noise in a bistable energy model often used for qualitative description of visual perception. The probability distribution of noise-induced transitions between two coexisting percepts is calculated at different noise intensity and system stability. Stochastic squeezing of the hysteresis range and its transition from positive (bistable regime) to negative (intermittency regime) are demonstrated as the noise intensity increases. The hysteresis is more sensitive to noise in the system with higher stability.

Learning stochastic reward distributions in a speeded pointing task.

PubMed

Seydell, Anna; McCann, Brian C; Trommershäuser, Julia; Knill, David C

2008-04-23

Recent studies have shown that humans effectively take into account task variance caused by intrinsic motor noise when planning fast hand movements. However, previous evidence suggests that humans have greater difficulty accounting for arbitrary forms of stochasticity in their environment, both in economic decision making and sensorimotor tasks. We hypothesized that humans can learn to optimize movement strategies when environmental randomness can be experienced and thus implicitly learned over several trials, especially if it mimics the kinds of randomness for which subjects might have generative models. We tested the hypothesis using a task in which subjects had to rapidly point at a target region partly covered by three stochastic penalty regions introduced as "defenders." At movement completion, each defender jumped to a new position drawn randomly from fixed probability distributions. Subjects earned points when they hit the target, unblocked by a defender, and lost points otherwise. Results indicate that after approximately 600 trials, subjects approached optimal behavior. We further tested whether subjects simply learned a set of stimulus-contingent motor plans or the statistics of defenders' movements by training subjects with one penalty distribution and then testing them on a new penalty distribution. Subjects immediately changed their strategy to achieve the same average reward as subjects who had trained with the second penalty distribution. These results indicate that subjects learned the parameters of the defenders' jump distributions and used this knowledge to optimally plan their hand movements under conditions involving stochastic rewards and penalties.

A stochastic hybrid model for pricing forward-start variance swaps

NASA Astrophysics Data System (ADS)

Roslan, Teh Raihana Nazirah

2017-11-01

Recently, market players have been exposed to the astounding increase in the trading volume of variance swaps. In this paper, the forward-start nature of a variance swap is being inspected, where hybridizations of equity and interest rate models are used to evaluate the price of discretely-sampled forward-start variance swaps. The Heston stochastic volatility model is being extended to incorporate the dynamics of the Cox-Ingersoll-Ross (CIR) stochastic interest rate model. This is essential since previous studies on variance swaps were mainly focusing on instantaneous-start variance swaps without considering the interest rate effects. This hybrid model produces an efficient semi-closed form pricing formula through the development of forward characteristic functions. The performance of this formula is investigated via simulations to demonstrate how the formula performs for different sampling times and against the real market scenario. Comparison done with the Monte Carlo simulation which was set as our main reference point reveals that our pricing formula gains almost the same precision in a shorter execution time.

Accounting for parameter uncertainty in the definition of parametric distributions used to describe individual patient variation in health economic models.

PubMed

Degeling, Koen; IJzerman, Maarten J; Koopman, Miriam; Koffijberg, Hendrik

2017-12-15

Parametric distributions based on individual patient data can be used to represent both stochastic and parameter uncertainty. Although general guidance is available on how parameter uncertainty should be accounted for in probabilistic sensitivity analysis, there is no comprehensive guidance on reflecting parameter uncertainty in the (correlated) parameters of distributions used to represent stochastic uncertainty in patient-level models. This study aims to provide this guidance by proposing appropriate methods and illustrating the impact of this uncertainty on modeling outcomes. Two approaches, 1) using non-parametric bootstrapping and 2) using multivariate Normal distributions, were applied in a simulation and case study. The approaches were compared based on point-estimates and distributions of time-to-event and health economic outcomes. To assess sample size impact on the uncertainty in these outcomes, sample size was varied in the simulation study and subgroup analyses were performed for the case-study. Accounting for parameter uncertainty in distributions that reflect stochastic uncertainty substantially increased the uncertainty surrounding health economic outcomes, illustrated by larger confidence ellipses surrounding the cost-effectiveness point-estimates and different cost-effectiveness acceptability curves. Although both approaches performed similar for larger sample sizes (i.e. n = 500), the second approach was more sensitive to extreme values for small sample sizes (i.e. n = 25), yielding infeasible modeling outcomes. Modelers should be aware that parameter uncertainty in distributions used to describe stochastic uncertainty needs to be reflected in probabilistic sensitivity analysis, as it could substantially impact the total amount of uncertainty surrounding health economic outcomes. If feasible, the bootstrap approach is recommended to account for this uncertainty.

Unsupervised Detection of Planetary Craters by a Marked Point Process

NASA Technical Reports Server (NTRS)

Troglio, G.; Benediktsson, J. A.; Le Moigne, J.; Moser, G.; Serpico, S. B.

2011-01-01

With the launch of several planetary missions in the last decade, a large amount of planetary images is being acquired. Preferably, automatic and robust processing techniques need to be used for data analysis because of the huge amount of the acquired data. Here, the aim is to achieve a robust and general methodology for crater detection. A novel technique based on a marked point process is proposed. First, the contours in the image are extracted. The object boundaries are modeled as a configuration of an unknown number of random ellipses, i.e., the contour image is considered as a realization of a marked point process. Then, an energy function is defined, containing both an a priori energy and a likelihood term. The global minimum of this function is estimated by using reversible jump Monte-Carlo Markov chain dynamics and a simulated annealing scheme. The main idea behind marked point processes is to model objects within a stochastic framework: Marked point processes represent a very promising current approach in the stochastic image modeling and provide a powerful and methodologically rigorous framework to efficiently map and detect objects and structures in an image with an excellent robustness to noise. The proposed method for crater detection has several feasible applications. One such application area is image registration by matching the extracted features.

Preferential sampling and Bayesian geostatistics: Statistical modeling and examples.

PubMed

Cecconi, Lorenzo; Grisotto, Laura; Catelan, Dolores; Lagazio, Corrado; Berrocal, Veronica; Biggeri, Annibale

2016-08-01

Preferential sampling refers to any situation in which the spatial process and the sampling locations are not stochastically independent. In this paper, we present two examples of geostatistical analysis in which the usual assumption of stochastic independence between the point process and the measurement process is violated. To account for preferential sampling, we specify a flexible and general Bayesian geostatistical model that includes a shared spatial random component. We apply the proposed model to two different case studies that allow us to highlight three different modeling and inferential aspects of geostatistical modeling under preferential sampling: (1) continuous or finite spatial sampling frame; (2) underlying causal model and relevant covariates; and (3) inferential goals related to mean prediction surface or prediction uncertainty. © The Author(s) 2016.

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.

A stochastic method for computing hadronic matrix elements

DOE PAGES

Alexandrou, Constantia; Constantinou, Martha; Dinter, Simon; ...

2014-01-24

In this study, we present a stochastic method for the calculation of baryon 3-point functions which is an alternative to the typically used sequential method offering more versatility. We analyze the scaling of the error of the stochastically evaluated 3-point function with the lattice volume and find a favorable signal to noise ratio suggesting that the stochastic method can be extended to large volumes providing an efficient approach to compute hadronic matrix elements and form factors.

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.

Multiple-Point statistics for stochastic modeling of aquifers, where do we stand?

NASA Astrophysics Data System (ADS)

Renard, P.; Julien, S.

2017-12-01

In the last 20 years, multiple-point statistics have been a focus of much research, successes and disappointments. The aim of this geostatistical approach was to integrate geological information into stochastic models of aquifer heterogeneity to better represent the connectivity of high or low permeability structures in the underground. Many different algorithms (ENESIM, SNESIM, SIMPAT, CCSIM, QUILTING, IMPALA, DEESSE, FILTERSIM, HYPPS, etc.) have been and are still proposed. They are all based on the concept of a training data set from which spatial statistics are derived and used in a further step to generate conditional realizations. Some of these algorithms evaluate the statistics of the spatial patterns for every pixel, other techniques consider the statistics at the scale of a patch or a tile. While the method clearly succeeded in enabling modelers to generate realistic models, several issues are still the topic of debate both from a practical and theoretical point of view, and some issues such as training data set availability are often hindering the application of the method in practical situations. In this talk, the aim is to present a review of the status of these approaches both from a theoretical and practical point of view using several examples at different scales (from pore network to regional aquifer).

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.

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

PubMed Central

Li, Yihe; Li, Bofeng; Gao, Yang

2015-01-01

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

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

PubMed

Li, Yihe; Li, Bofeng; Gao, Yang

2015-11-30

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

Studying Turbulence Using Numerical Simulation Databases. Proceedings of the 1987 Summer Program

NASA Technical Reports Server (NTRS)

Moin, Parviz (Editor); Reynolds, William C. (Editor); Kim, John (Editor)

1987-01-01

The focus was on the use of databases obtained from direct numerical simulations of turbulent flows, for study of turbulence physics and modeling. Topics addressed included: stochastic decomposition/chaos/bifurcation; two-point closure (or k-space) modeling; scalar transport/reacting flows; Reynolds stress modeling; and structure of turbulent boundary layers.

Exact solution for a non-Markovian dissipative quantum dynamics.

PubMed

Ferialdi, Luca; Bassi, Angelo

2012-04-27

We provide the exact analytic solution of the stochastic Schrödinger equation describing a harmonic oscillator interacting with a non-Markovian and dissipative environment. This result represents an arrival point in the study of non-Markovian dynamics via stochastic differential equations. It is also one of the few exactly solvable models for infinite-dimensional systems. We compute the Green's function; in the case of a free particle and with an exponentially correlated noise, we discuss the evolution of Gaussian wave functions.

Fundamental limitation of a two-dimensional description of magnetic reconnection

NASA Astrophysics Data System (ADS)

Firpo, Marie-Christine

2014-10-01

For magnetic reconnection to be possible, the electrons have at some point to ``get free from magnetic slavery,'' according to von Steiger's formulation. Stochasticity may be considered as one possible ingredient through which this may be realized in the magnetic reconnection process. It will be argued that non-ideal effects may be considered as a ``hidden'' way to introduce stochasticity. Then it will be shown that there exists a generic intrinsic stochasticity of magnetic field lines that does not require the invocation of non-ideal effects but cannot show up in effective two-dimensional models of magnetic reconnection. Possible implications will be discussed in the frame of tokamak sawteeth that form a laboratory prototype of magnetic reconnection.

Stochastic description of quantum Brownian dynamics

NASA Astrophysics Data System (ADS)

Yan, Yun-An; Shao, Jiushu

2016-08-01

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

Selection of Polynomial Chaos Bases via Bayesian Model Uncertainty Methods with Applications to Sparse Approximation of PDEs with Stochastic Inputs

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

Karagiannis, Georgios; Lin, Guang

2014-02-15

Generalized polynomial chaos (gPC) expansions allow the representation of the solution of a stochastic system as a series of polynomial terms. The number of gPC terms increases dramatically with the dimension of the random input variables. When the number of the gPC terms is larger than that of the available samples, a scenario that often occurs if the evaluations of the system are expensive, the evaluation of the gPC expansion can be inaccurate due to over-fitting. We propose a fully Bayesian approach that allows for global recovery of the stochastic solution, both in spacial and random domains, by coupling Bayesianmore » model uncertainty and regularization regression methods. It allows the evaluation of the PC coefficients on a grid of spacial points via (1) Bayesian model average or (2) medial probability model, and their construction as functions on the spacial domain via spline interpolation. The former accounts the model uncertainty and provides Bayes-optimal predictions; while the latter, additionally, provides a sparse representation of the solution by evaluating the expansion on a subset of dominating gPC bases when represented as a gPC expansion. Moreover, the method quantifies the importance of the gPC bases through inclusion probabilities. We design an MCMC sampler that evaluates all the unknown quantities without the need of ad-hoc techniques. The proposed method is suitable for, but not restricted to, problems whose stochastic solution is sparse at the stochastic level with respect to the gPC bases while the deterministic solver involved is expensive. We demonstrate the good performance of the proposed method and make comparisons with others on 1D, 14D and 40D in random space elliptic stochastic partial differential equations.« less

Anomalous sea surface structures as an object of statistical topography

NASA Astrophysics Data System (ADS)

Klyatskin, V. I.; Koshel, K. V.

2015-06-01

By exploiting ideas of statistical topography, we analyze the stochastic boundary problem of emergence of anomalous high structures on the sea surface. The kinematic boundary condition on the sea surface is assumed to be a closed stochastic quasilinear equation. Applying the stochastic Liouville equation, and presuming the stochastic nature of a given hydrodynamic velocity field within the diffusion approximation, we derive an equation for a spatially single-point, simultaneous joint probability density of the surface elevation field and its gradient. An important feature of the model is that it accounts for stochastic bottom irregularities as one, but not a single, perturbation. Hence, we address the assumption of the infinitely deep ocean to obtain statistic features of the surface elevation field and the squared elevation gradient field. According to the calculations, we show that clustering in the absolute surface elevation gradient field happens with the unit probability. It results in the emergence of rare events such as anomalous high structures and deep gaps on the sea surface almost in every realization of a stochastic velocity field.

Stochastic E2F activation and reconciliation of phenomenological cell-cycle models.

PubMed

Lee, Tae J; Yao, Guang; Bennett, Dorothy C; Nevins, Joseph R; You, Lingchong

2010-09-21

The transition of the mammalian cell from quiescence to proliferation is a highly variable process. Over the last four decades, two lines of apparently contradictory, phenomenological models have been proposed to account for such temporal variability. These include various forms of the transition probability (TP) model and the growth control (GC) model, which lack mechanistic details. The GC model was further proposed as an alternative explanation for the concept of the restriction point, which we recently demonstrated as being controlled by a bistable Rb-E2F switch. Here, through a combination of modeling and experiments, we show that these different lines of models in essence reflect different aspects of stochastic dynamics in cell cycle entry. In particular, we show that the variable activation of E2F can be described by stochastic activation of the bistable Rb-E2F switch, which in turn may account for the temporal variability in cell cycle entry. Moreover, we show that temporal dynamics of E2F activation can be recast into the frameworks of both the TP model and the GC model via parameter mapping. This mapping suggests that the two lines of phenomenological models can be reconciled through the stochastic dynamics of the Rb-E2F switch. It also suggests a potential utility of the TP or GC models in defining concise, quantitative phenotypes of cell physiology. This may have implications in classifying cell types or states.

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

NASA Astrophysics Data System (ADS)

Rusakov, Oleg; Laskin, Michael

2017-06-01

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

Stochastic Representations of Seismic Anisotropy: Verification of Effective Media Models and Application to the Continental Crust

NASA Astrophysics Data System (ADS)

Song, X.; Jordan, T. H.

2017-12-01

The seismic anisotropy of the continental crust is dominated by two mechanisms: the local (intrinsic) anisotropy of crustal rocks caused by the lattice-preferred orientation of their constituent minerals, and the geometric (extrinsic) anisotropy caused by the alignment and layering of elastic heterogeneities by sedimentation and deformation. To assess the relative importance of these mechanisms, we have applied Jordan's (GJI, 2015) self-consistent, second-order theory to compute the effective elastic parameters of stochastic media with hexagonal local anisotropy and small-scale 3D heterogeneities that have transversely isotropic (TI) statistics. The theory pertains to stochastic TI media in which the eighth-order covariance tensor of the elastic moduli can be separated into a one-point variance tensor that describes the local anisotropy in terms of a anisotropy orientation ratio (ξ from 0 to ∞), and a two-point correlation function that describes the geometric anisotropy in terms of a heterogeneity aspect ratio (η from 0 to ∞). If there is no local anisotropy, then, in the limiting case of a horizontal stochastic laminate (η→∞), the effective-medium equations reduce to the second-order equations derived by Backus (1962) for a stochastically layered medium. This generalization of the Backus equations to 3D stochastic media, as well as the introduction of local, stochastically rotated anisotropy, provides a powerful theory for interpreting the anisotropic signatures of sedimentation and deformation in continental environments; in particular, the parameterizations that we propose are suitable for tomographic inversions. We have verified this theory through a series high-resolution numerical experiments using both isotropic and anisotropic wave-propagation codes.

Bond-based linear indices of the non-stochastic and stochastic edge-adjacency matrix. 1. Theory and modeling of ChemPhys properties of organic molecules.

PubMed

Marrero-Ponce, Yovani; Martínez-Albelo, Eugenio R; Casañola-Martín, Gerardo M; Castillo-Garit, Juan A; Echevería-Díaz, Yunaimy; Zaldivar, Vicente Romero; Tygat, Jan; Borges, José E Rodriguez; García-Domenech, Ramón; Torrens, Francisco; Pérez-Giménez, Facundo

2010-11-01

Novel bond-level molecular descriptors are proposed, based on linear maps similar to the ones defined in algebra theory. The kth edge-adjacency matrix (E(k)) denotes the matrix of bond linear indices (non-stochastic) with regard to canonical basis set. The kth stochastic edge-adjacency matrix, ES(k), is here proposed as a new molecular representation easily calculated from E(k). Then, the kth stochastic bond linear indices are calculated using ES(k) as operators of linear transformations. In both cases, the bond-type formalism is developed. The kth non-stochastic and stochastic total linear indices are calculated by adding the kth non-stochastic and stochastic bond linear indices, respectively, of all bonds in molecule. First, the new bond-based molecular descriptors (MDs) are tested for suitability, for the QSPRs, by analyzing regressions of novel indices for selected physicochemical properties of octane isomers (first round). General performance of the new descriptors in this QSPR studies is evaluated with regard to the well-known sets of 2D/3D MDs. From the analysis, we can conclude that the non-stochastic and stochastic bond-based linear indices have an overall good modeling capability proving their usefulness in QSPR studies. Later, the novel bond-level MDs are also used for the description and prediction of the boiling point of 28 alkyl-alcohols (second round), and to the modeling of the specific rate constant (log k), partition coefficient (log P), as well as the antibacterial activity of 34 derivatives of 2-furylethylenes (third round). The comparison with other approaches (edge- and vertices-based connectivity indices, total and local spectral moments, and quantum chemical descriptors as well as E-state/biomolecular encounter parameters) exposes a good behavior of our method in this QSPR studies. Finally, the approach described in this study appears to be a very promising structural invariant, useful not only for QSPR studies but also for similarity/diversity analysis and drug discovery protocols.

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

PubMed

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

2007-02-01

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

Stochastic inference with spiking neurons in the high-conductance state

NASA Astrophysics Data System (ADS)

Petrovici, Mihai A.; Bill, Johannes; Bytschok, Ilja; Schemmel, Johannes; Meier, Karlheinz

2016-10-01

The highly variable dynamics of neocortical circuits observed in vivo have been hypothesized to represent a signature of ongoing stochastic inference but stand in apparent contrast to the deterministic response of neurons measured in vitro. Based on a propagation of the membrane autocorrelation across spike bursts, we provide an analytical derivation of the neural activation function that holds for a large parameter space, including the high-conductance state. On this basis, we show how an ensemble of leaky integrate-and-fire neurons with conductance-based synapses embedded in a spiking environment can attain the correct firing statistics for sampling from a well-defined target distribution. For recurrent networks, we examine convergence toward stationarity in computer simulations and demonstrate sample-based Bayesian inference in a mixed graphical model. This points to a new computational role of high-conductance states and establishes a rigorous link between deterministic neuron models and functional stochastic dynamics on the network level.

A cholinergic feedback circuit to regulate striatal population uncertainty and optimize reinforcement learning.

PubMed

Franklin, Nicholas T; Frank, Michael J

2015-12-25

Convergent evidence suggests that the basal ganglia support reinforcement learning by adjusting action values according to reward prediction errors. However, adaptive behavior in stochastic environments requires the consideration of uncertainty to dynamically adjust the learning rate. We consider how cholinergic tonically active interneurons (TANs) may endow the striatum with such a mechanism in computational models spanning three Marr's levels of analysis. In the neural model, TANs modulate the excitability of spiny neurons, their population response to reinforcement, and hence the effective learning rate. Long TAN pauses facilitated robustness to spurious outcomes by increasing divergence in synaptic weights between neurons coding for alternative action values, whereas short TAN pauses facilitated stochastic behavior but increased responsiveness to change-points in outcome contingencies. A feedback control system allowed TAN pauses to be dynamically modulated by uncertainty across the spiny neuron population, allowing the system to self-tune and optimize performance across stochastic environments.

Improving the flow representation in a stochastic programming model for hydropower operations in Chile

NASA Astrophysics Data System (ADS)

Morales, Y.; Olivares, M. A.; Vargas, X.

2015-12-01

This research aims to improve the representation of stochastic water inflows to hydropower plants used in a grid-wide, power production scheduling model in central Chile. The model prescribes the operation of every plant in the system, including hydropower plants located in several basins, and uses stochastic dual dynamic programming (SDDP) with possible inflow scenarios defined from historical records. Each year of record is treated as a sample of weekly inflows to power plants, assuming this intrinsically incorporates spatial and temporal correlations, without any further autocorrelation analysis of the hydrological time series. However, standard good practice suggests the use of synthetic flows instead of raw historical records.The proposed approach generates synthetic inflow scenarios based on hydrological modeling of a few basins in the system and transposition of flows with other basins within so-called homogeneous zones. Hydrologic models use precipitation and temperature as inputs, and therefore this approach requires producing samples of those variables. Development and calibration of these models imply a greater demand of time compared to the purely statistical approach to synthetic flows. This approach requires consideration of the main uses in the basins: agriculture and hydroelectricity. Moreover a geostatistical analysis of the area is analyzed to generate a map that identifies the relationship between the points where the hydrological information is generated and other points of interest within the power system. Consideration of homogeneous zones involves a decrease in the effort required for generation of information compared with hydrological modeling of every point of interest. It is important to emphasize that future scenarios are derived through a probabilistic approach that incorporates the features of the hydrological year type (dry, normal or wet), covering the different possibilities in terms of availability of water resources. We present the results for Maule basin in Chile's Central Interconnected System (SIC).

Analytically tractable model for community ecology with many species

NASA Astrophysics Data System (ADS)

Dickens, Benjamin; Fisher, Charles K.; Mehta, Pankaj

2016-08-01

A fundamental problem in community ecology is understanding how ecological processes such as selection, drift, and immigration give rise to observed patterns in species composition and diversity. Here, we analyze a recently introduced, analytically tractable, presence-absence (PA) model for community assembly, and we use it to ask how ecological traits such as the strength of competition, the amount of diversity, and demographic and environmental stochasticity affect species composition in a community. In the PA model, species are treated as stochastic binary variables that can either be present or absent in a community: species can immigrate into the community from a regional species pool and can go extinct due to competition and stochasticity. Building upon previous work, we show that, despite its simplicity, the PA model reproduces the qualitative features of more complicated models of community assembly. In agreement with recent studies of large, competitive Lotka-Volterra systems, the PA model exhibits distinct ecological behaviors organized around a special ("critical") point corresponding to Hubbell's neutral theory of biodiversity. These results suggest that the concepts of ecological "phases" and phase diagrams can provide a powerful framework for thinking about community ecology, and that the PA model captures the essential ecological dynamics of community assembly.

Global exponential stability of neutral high-order stochastic Hopfield neural networks with Markovian jump parameters and mixed time delays.

PubMed

Huang, Haiying; Du, Qiaosheng; Kang, Xibing

2013-11-01

In this paper, a class of neutral high-order stochastic Hopfield neural networks with Markovian jump parameters and mixed time delays is investigated. The jumping parameters are modeled as a continuous-time finite-state Markov chain. At first, the existence of equilibrium point for the addressed neural networks is studied. By utilizing the Lyapunov stability theory, stochastic analysis theory and linear matrix inequality (LMI) technique, new delay-dependent stability criteria are presented in terms of linear matrix inequalities to guarantee the neural networks to be globally exponentially stable in the mean square. Numerical simulations are carried out to illustrate the main results. © 2013 ISA. Published by ISA. All rights reserved.

Guidelines for the formulation of Lagrangian stochastic models for particle simulations of single-phase and dispersed two-phase turbulent flows

NASA Astrophysics Data System (ADS)

Minier, Jean-Pierre; Chibbaro, Sergio; Pope, Stephen B.

2014-11-01

In this paper, we establish a set of criteria which are applied to discuss various formulations under which Lagrangian stochastic models can be found. These models are used for the simulation of fluid particles in single-phase turbulence as well as for the fluid seen by discrete particles in dispersed turbulent two-phase flows. The purpose of the present work is to provide guidelines, useful for experts and non-experts alike, which are shown to be helpful to clarify issues related to the form of Lagrangian stochastic models. A central issue is to put forward reliable requirements which must be met by Lagrangian stochastic models and a new element brought by the present analysis is to address the single- and two-phase flow situations from a unified point of view. For that purpose, we consider first the single-phase flow case and check whether models are fully consistent with the structure of the Reynolds-stress models. In the two-phase flow situation, coming up with clear-cut criteria is more difficult and the present choice is to require that the single-phase situation be well-retrieved in the fluid-limit case, elementary predictive abilities be respected and that some simple statistical features of homogeneous fluid turbulence be correctly reproduced. This analysis does not address the question of the relative predictive capacities of different models but concentrates on their formulation since advantages and disadvantages of different formulations are not always clear. Indeed, hidden in the changes from one structure to another are some possible pitfalls which can lead to flaws in the construction of practical models and to physically unsound numerical calculations. A first interest of the present approach is illustrated by considering some models proposed in the literature and by showing that these criteria help to assess whether these Lagrangian stochastic models can be regarded as acceptable descriptions. A second interest is to indicate how future developments can be safely built, which is also relevant for stochastic subgrid models for particle-laden flows in the context of Large Eddy Simulations.

Guidelines for the formulation of Lagrangian stochastic models for particle simulations of single-phase and dispersed two-phase turbulent flows

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

Minier, Jean-Pierre, E-mail: Jean-Pierre.Minier@edf.fr; Chibbaro, Sergio; Pope, Stephen B.

In this paper, we establish a set of criteria which are applied to discuss various formulations under which Lagrangian stochastic models can be found. These models are used for the simulation of fluid particles in single-phase turbulence as well as for the fluid seen by discrete particles in dispersed turbulent two-phase flows. The purpose of the present work is to provide guidelines, useful for experts and non-experts alike, which are shown to be helpful to clarify issues related to the form of Lagrangian stochastic models. A central issue is to put forward reliable requirements which must be met by Lagrangianmore » stochastic models and a new element brought by the present analysis is to address the single- and two-phase flow situations from a unified point of view. For that purpose, we consider first the single-phase flow case and check whether models are fully consistent with the structure of the Reynolds-stress models. In the two-phase flow situation, coming up with clear-cut criteria is more difficult and the present choice is to require that the single-phase situation be well-retrieved in the fluid-limit case, elementary predictive abilities be respected and that some simple statistical features of homogeneous fluid turbulence be correctly reproduced. This analysis does not address the question of the relative predictive capacities of different models but concentrates on their formulation since advantages and disadvantages of different formulations are not always clear. Indeed, hidden in the changes from one structure to another are some possible pitfalls which can lead to flaws in the construction of practical models and to physically unsound numerical calculations. A first interest of the present approach is illustrated by considering some models proposed in the literature and by showing that these criteria help to assess whether these Lagrangian stochastic models can be regarded as acceptable descriptions. A second interest is to indicate how future developments can be safely built, which is also relevant for stochastic subgrid models for particle-laden flows in the context of Large Eddy Simulations.« less

Real-time forecasting of an epidemic using a discrete time stochastic model: a case study of pandemic influenza (H1N1-2009).

PubMed

Nishiura, Hiroshi

2011-02-16

Real-time forecasting of epidemics, especially those based on a likelihood-based approach, is understudied. This study aimed to develop a simple method that can be used for the real-time epidemic forecasting. A discrete time stochastic model, accounting for demographic stochasticity and conditional measurement, was developed and applied as a case study to the weekly incidence of pandemic influenza (H1N1-2009) in Japan. By imposing a branching process approximation and by assuming the linear growth of cases within each reporting interval, the epidemic curve is predicted using only two parameters. The uncertainty bounds of the forecasts are computed using chains of conditional offspring distributions. The quality of the forecasts made before the epidemic peak appears largely to depend on obtaining valid parameter estimates. The forecasts of both weekly incidence and final epidemic size greatly improved at and after the epidemic peak with all the observed data points falling within the uncertainty bounds. Real-time forecasting using the discrete time stochastic model with its simple computation of the uncertainty bounds was successful. Because of the simplistic model structure, the proposed model has the potential to additionally account for various types of heterogeneity, time-dependent transmission dynamics and epidemiological details. The impact of such complexities on forecasting should be explored when the data become available as part of the disease surveillance.

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

NASA Astrophysics Data System (ADS)

Moslemipour, Ghorbanali

2018-07-01

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

Incorporating Wind Power Forecast Uncertainties Into Stochastic Unit Commitment Using Neural Network-Based Prediction Intervals.

PubMed

Quan, Hao; Srinivasan, Dipti; Khosravi, Abbas

2015-09-01

Penetration of renewable energy resources, such as wind and solar power, into power systems significantly increases the uncertainties on system operation, stability, and reliability in smart grids. In this paper, the nonparametric neural network-based prediction intervals (PIs) are implemented for forecast uncertainty quantification. Instead of a single level PI, wind power forecast uncertainties are represented in a list of PIs. These PIs are then decomposed into quantiles of wind power. A new scenario generation method is proposed to handle wind power forecast uncertainties. For each hour, an empirical cumulative distribution function (ECDF) is fitted to these quantile points. The Monte Carlo simulation method is used to generate scenarios from the ECDF. Then the wind power scenarios are incorporated into a stochastic security-constrained unit commitment (SCUC) model. The heuristic genetic algorithm is utilized to solve the stochastic SCUC problem. Five deterministic and four stochastic case studies incorporated with interval forecasts of wind power are implemented. The results of these cases are presented and discussed together. Generation costs, and the scheduled and real-time economic dispatch reserves of different unit commitment strategies are compared. The experimental results show that the stochastic model is more robust than deterministic ones and, thus, decreases the risk in system operations of smart grids.

Experiments and modelling of rate-dependent transition delay in a stochastic subcritical bifurcation

NASA Astrophysics Data System (ADS)

Bonciolini, Giacomo; Ebi, Dominik; Boujo, Edouard; Noiray, Nicolas

2018-03-01

Complex systems exhibiting critical transitions when one of their governing parameters varies are ubiquitous in nature and in engineering applications. Despite a vast literature focusing on this topic, there are few studies dealing with the effect of the rate of change of the bifurcation parameter on the tipping points. In this work, we consider a subcritical stochastic Hopf bifurcation under two scenarios: the bifurcation parameter is first changed in a quasi-steady manner and then, with a finite ramping rate. In the latter case, a rate-dependent bifurcation delay is observed and exemplified experimentally using a thermoacoustic instability in a combustion chamber. This delay increases with the rate of change. This leads to a state transition of larger amplitude compared with the one that would be experienced by the system with a quasi-steady change of the parameter. We also bring experimental evidence of a dynamic hysteresis caused by the bifurcation delay when the parameter is ramped back. A surrogate model is derived in order to predict the statistic of these delays and to scrutinize the underlying stochastic dynamics. Our study highlights the dramatic influence of a finite rate of change of bifurcation parameters upon tipping points, and it pinpoints the crucial need of considering this effect when investigating critical transitions.

Experiments and modelling of rate-dependent transition delay in a stochastic subcritical bifurcation

PubMed Central

Noiray, Nicolas

2018-01-01

Complex systems exhibiting critical transitions when one of their governing parameters varies are ubiquitous in nature and in engineering applications. Despite a vast literature focusing on this topic, there are few studies dealing with the effect of the rate of change of the bifurcation parameter on the tipping points. In this work, we consider a subcritical stochastic Hopf bifurcation under two scenarios: the bifurcation parameter is first changed in a quasi-steady manner and then, with a finite ramping rate. In the latter case, a rate-dependent bifurcation delay is observed and exemplified experimentally using a thermoacoustic instability in a combustion chamber. This delay increases with the rate of change. This leads to a state transition of larger amplitude compared with the one that would be experienced by the system with a quasi-steady change of the parameter. We also bring experimental evidence of a dynamic hysteresis caused by the bifurcation delay when the parameter is ramped back. A surrogate model is derived in order to predict the statistic of these delays and to scrutinize the underlying stochastic dynamics. Our study highlights the dramatic influence of a finite rate of change of bifurcation parameters upon tipping points, and it pinpoints the crucial need of considering this effect when investigating critical transitions. PMID:29657803

Computer simulation of the probability that endangered whales will interact with oil spills

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

Reed, M.; Jayko, K.; Bowles, A.

1987-03-01

A numerical model system was developed to assess quantitatively the probability that endangered bowhead and gray whales will encounter spilled oil in Alaskan waters. Bowhead and gray whale migration and diving-surfacing models, and an oil-spill trajectory model comprise the system. The migration models were developed from conceptual considerations, then calibrated with and tested against observations. The movement of a whale point is governed by a random walk algorithm which stochastically follows a migratory pathway. The oil-spill model, developed under a series of other contracts, accounts for transport and spreading behavior in open water and in the presence of sea ice.more » Historical wind records and heavy, normal, or light ice cover data sets are selected at random to provide stochastic oil-spill scenarios for whale-oil interaction simulations.« less

A new algorithm combining geostatistics with the surrogate data approach to increase the accuracy of comparisons of point radiation measurements with cloud measurements

NASA Astrophysics Data System (ADS)

Venema, V. K. C.; Lindau, R.; Varnai, T.; Simmer, C.

2009-04-01

Two main groups of statistical methods used in the Earth sciences are geostatistics and stochastic modelling. Geostatistical methods, such as various kriging algorithms, aim at estimating the mean value for every point as well as possible. In case of sparse measurements, such fields have less variability at small scales and a narrower distribution as the true field. This can lead to biases if a nonlinear process is simulated on such a kriged field. Stochastic modelling aims at reproducing the structure of the data. One of the stochastic modelling methods, the so-called surrogate data approach, replicates the value distribution and power spectrum of a certain data set. However, while stochastic methods reproduce the statistical properties of the data, the location of the measurement is not considered. Because radiative transfer through clouds is a highly nonlinear process it is essential to model the distribution (e.g. of optical depth, extinction, liquid water content or liquid water path) accurately as well as the correlations in the cloud field because of horizontal photon transport. This explains the success of surrogate cloud fields for use in 3D radiative transfer studies. However, up to now we could only achieve good results for the radiative properties averaged over the field, but not for a radiation measurement located at a certain position. Therefore we have developed a new algorithm that combines the accuracy of stochastic (surrogate) modelling with the positioning capabilities of kriging. In this way, we can automatically profit from the large geostatistical literature and software. The algorithm is tested on cloud fields from large eddy simulations (LES). On these clouds a measurement is simulated. From the pseudo-measurement we estimated the distribution and power spectrum. Furthermore, the pseudo-measurement is kriged to a field the size of the final surrogate cloud. The distribution, spectrum and the kriged field are the inputs to the algorithm. This algorithm is similar to the standard iterative amplitude adjusted Fourier transform (IAAFT) algorithm, but has an additional iterative step in which the surrogate field is nudged towards the kriged field. The nudging strength is gradually reduced to zero. We work with four types of pseudo-measurements: one zenith pointing measurement (which together with the wind produces a line measurement), five zenith pointing measurements, a slow and a fast azimuth scan (which together with the wind produce spirals). Because we work with LES clouds and the truth is known, we can validate the algorithm by performing 3D radiative transfer calculations on the original LES clouds and on the new surrogate clouds. For comparison also the radiative properties of the kriged fields and standard surrogate fields are computed. Preliminary results already show that these new surrogate clouds reproduce the structure of the original clouds very well and the minima and maxima are located where the pseudo-measurements sees them. The main limitation seems to be the amount of data, which is especially very limited in case of just one zenith pointing measurement.

Fixed points and limit cycles in the population dynamics of lysogenic viruses and their hosts

NASA Astrophysics Data System (ADS)

Wang, Zhenyu; Goldenfeld, Nigel

2010-07-01

Starting with stochastic rate equations for the fundamental interactions between microbes and their viruses, we derive a mean-field theory for the population dynamics of microbe-virus systems, including the effects of lysogeny. In the absence of lysogeny, our model is a generalization of that proposed phenomenologically by Weitz and Dushoff. In the presence of lysogeny, we analyze the possible states of the system, identifying a limit cycle, which we interpret physically. To test the robustness of our mean-field calculations to demographic fluctuations, we have compared our results with stochastic simulations using the Gillespie algorithm. Finally, we estimate the range of parameters that delineate the various steady states of our model.

Modeling Intraindividual Dynamics Using Stochastic Differential Equations: Age Differences in Affect Regulation.

PubMed

Wood, Julie; Oravecz, Zita; Vogel, Nina; Benson, Lizbeth; Chow, Sy-Miin; Cole, Pamela; Conroy, David E; Pincus, Aaron L; Ram, Nilam

2017-12-15

Life-span theories of aging suggest improvements and decrements in individuals' ability to regulate affect. Dynamic process models, with intensive longitudinal data, provide new opportunities to articulate specific theories about individual differences in intraindividual dynamics. This paper illustrates a method for operationalizing affect dynamics using a multilevel stochastic differential equation (SDE) model, and examines how those dynamics differ with age and trait-level tendencies to deploy emotion regulation strategies (reappraisal and suppression). Univariate multilevel SDE models, estimated in a Bayesian framework, were fit to 21 days of ecological momentary assessments of affect valence and arousal (average 6.93/day, SD = 1.89) obtained from 150 adults (age 18-89 years)-specifically capturing temporal dynamics of individuals' core affect in terms of attractor point, reactivity to biopsychosocial (BPS) inputs, and attractor strength. Older age was associated with higher arousal attractor point and less BPS-related reactivity. Greater use of reappraisal was associated with lower valence attractor point. Intraindividual variability in regulation strategy use was associated with greater BPS-related reactivity and attractor strength, but in different ways for valence and arousal. The results highlight the utility of SDE models for studying affect dynamics and informing theoretical predictions about how intraindividual dynamics change over the life course. © The Author 2017. Published by Oxford University Press on behalf of The Gerontological Society of America. All rights reserved. For permissions, please e-mail: journals.permissions@oup.com.

A Ballistic Model of Choice Response Time

ERIC Educational Resources Information Center

Brown, Scott; Heathcote, Andrew

2005-01-01

Almost all models of response time (RT) use a stochastic accumulation process. To account for the benchmark RT phenomena, researchers have found it necessary to include between-trial variability in the starting point and/or the rate of accumulation, both in linear (R. Ratcliff & J. N. Rouder, 1998) and nonlinear (M. Usher & J. L. McClelland, 2001)…

Inferring Models of Bacterial Dynamics toward Point Sources

PubMed Central

Jashnsaz, Hossein; Nguyen, Tyler; Petrache, Horia I.; Pressé, Steve

2015-01-01

Experiments have shown that bacteria can be sensitive to small variations in chemoattractant (CA) concentrations. Motivated by these findings, our focus here is on a regime rarely studied in experiments: bacteria tracking point CA sources (such as food patches or even prey). In tracking point sources, the CA detected by bacteria may show very large spatiotemporal fluctuations which vary with distance from the source. We present a general statistical model to describe how bacteria locate point sources of food on the basis of stochastic event detection, rather than CA gradient information. We show how all model parameters can be directly inferred from single cell tracking data even in the limit of high detection noise. Once parameterized, our model recapitulates bacterial behavior around point sources such as the “volcano effect”. In addition, while the search by bacteria for point sources such as prey may appear random, our model identifies key statistical signatures of a targeted search for a point source given any arbitrary source configuration. PMID:26466373

Predictions of Experimentally Observed Stochastic Ground Vibrations Induced by Blasting

PubMed Central

Kostić, Srđan; Perc, Matjaž; Vasović, Nebojša; Trajković, Slobodan

2013-01-01

In the present paper, we investigate the blast induced ground motion recorded at the limestone quarry “Suva Vrela” near Kosjerić, which is located in the western part of Serbia. We examine the recorded signals by means of surrogate data methods and a determinism test, in order to determine whether the recorded ground velocity is stochastic or deterministic in nature. Longitudinal, transversal and the vertical ground motion component are analyzed at three monitoring points that are located at different distances from the blasting source. The analysis reveals that the recordings belong to a class of stationary linear stochastic processes with Gaussian inputs, which could be distorted by a monotonic, instantaneous, time-independent nonlinear function. Low determinism factors obtained with the determinism test further confirm the stochastic nature of the recordings. Guided by the outcome of time series analysis, we propose an improved prediction model for the peak particle velocity based on a neural network. We show that, while conventional predictors fail to provide acceptable prediction accuracy, the neural network model with four main blast parameters as input, namely total charge, maximum charge per delay, distance from the blasting source to the measuring point, and hole depth, delivers significantly more accurate predictions that may be applicable on site. We also perform a sensitivity analysis, which reveals that the distance from the blasting source has the strongest influence on the final value of the peak particle velocity. This is in full agreement with previous observations and theory, thus additionally validating our methodology and main conclusions. PMID:24358140

Identification of Intensity Ratio Break Points from Photon Arrival Trajectories in Ratiometric Single Molecule Spectroscopy

PubMed Central

Bingemann, Dieter; Allen, Rachel M.

2012-01-01

We describe a statistical method to analyze dual-channel photon arrival trajectories from single molecule spectroscopy model-free to identify break points in the intensity ratio. Photons are binned with a short bin size to calculate the logarithm of the intensity ratio for each bin. Stochastic photon counting noise leads to a near-normal distribution of this logarithm and the standard student t-test is used to find statistically significant changes in this quantity. In stochastic simulations we determine the significance threshold for the t-test’s p-value at a given level of confidence. We test the method’s sensitivity and accuracy indicating that the analysis reliably locates break points with significant changes in the intensity ratio with little or no error in realistic trajectories with large numbers of small change points, while still identifying a large fraction of the frequent break points with small intensity changes. Based on these results we present an approach to estimate confidence intervals for the identified break point locations and recommend a bin size to choose for the analysis. The method proves powerful and reliable in the analysis of simulated and actual data of single molecule reorientation in a glassy matrix. PMID:22837704

Solving multistage stochastic programming models of portfolio selection with outstanding liabilities

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

Edirisinghe, C.

1994-12-31

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

Selection of polynomial chaos bases via Bayesian model uncertainty methods with applications to sparse approximation of PDEs with stochastic inputs

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

Karagiannis, Georgios, E-mail: georgios.karagiannis@pnnl.gov; Lin, Guang, E-mail: guang.lin@pnnl.gov

2014-02-15

Generalized polynomial chaos (gPC) expansions allow us to represent the solution of a stochastic system using a series of polynomial chaos basis functions. The number of gPC terms increases dramatically as the dimension of the random input variables increases. When the number of the gPC terms is larger than that of the available samples, a scenario that often occurs when the corresponding deterministic solver is computationally expensive, evaluation of the gPC expansion can be inaccurate due to over-fitting. We propose a fully Bayesian approach that allows for global recovery of the stochastic solutions, in both spatial and random domains, bymore » coupling Bayesian model uncertainty and regularization regression methods. It allows the evaluation of the PC coefficients on a grid of spatial points, via (1) the Bayesian model average (BMA) or (2) the median probability model, and their construction as spatial functions on the spatial domain via spline interpolation. The former accounts for the model uncertainty and provides Bayes-optimal predictions; while the latter provides a sparse representation of the stochastic solutions by evaluating the expansion on a subset of dominating gPC bases. Moreover, the proposed methods quantify the importance of the gPC bases in the probabilistic sense through inclusion probabilities. We design a Markov chain Monte Carlo (MCMC) sampler that evaluates all the unknown quantities without the need of ad-hoc techniques. The proposed methods are suitable for, but not restricted to, problems whose stochastic solutions are sparse in the stochastic space with respect to the gPC bases while the deterministic solver involved is expensive. We demonstrate the accuracy and performance of the proposed methods and make comparisons with other approaches on solving elliptic SPDEs with 1-, 14- and 40-random dimensions.« less

Modelling emission turbulence-radiation interaction by using a hybrid flamelet/stochastic Eulerian field method

NASA Astrophysics Data System (ADS)

Consalvi, Jean-Louis

2017-01-01

The time-averaged Radiative Transfer Equation (RTE) introduces two unclosed terms, known as `absorption Turbulence Radiation Interaction (TRI)' and `emission TRI'. Emission TRI is related to the non-linear coupling between fluctuations of the absorption coefficient and fluctuations of the Planck function and can be described without introduction any approximation by using a transported PDF method. In this study, a hybrid flamelet/ Stochastic Eulerian Field Model is used to solve the transport equation of the one-point one-time PDF. In this formulation, the steady laminar flamelet model (SLF) is coupled to a joint Probability Density Function (PDF) of mixture fraction, enthalpy defect, scalar dissipation rate, and soot quantities and the PDF transport equation is solved by using a Stochastic Eulerian Field (SEF) method. Soot production is modeled by a semi-empirical model and the spectral dependence of the radiatively participating species, namely combustion products and soot, are computed by using a Narrow Band Correlated-k (NBCK) model. The model is applied to simulate an ethylene/methane turbulent jet flame burning in an oxygen-enriched environment. Model results are compared with the experiments and the effects of taken into account Emission TRI on flame structure, soot production and radiative loss are discussed.

An analytically tractable model for community ecology with many species

NASA Astrophysics Data System (ADS)

Dickens, Benjamin; Fisher, Charles; Mehta, Pankaj; Pankaj Mehta Biophysics Theory Group Team

A fundamental problem in community ecology is to understand how ecological processes such as selection, drift, and immigration yield observed patterns in species composition and diversity. Here, we present an analytically tractable, presence-absence (PA) model for community assembly and use it to ask how ecological traits such as the strength of competition, diversity in competition, and stochasticity affect species composition in a community. In our PA model, we treat species as stochastic binary variables that can either be present or absent in a community: species can immigrate into the community from a regional species pool and can go extinct due to competition and stochasticity. Despite its simplicity, the PA model reproduces the qualitative features of more complicated models of community assembly. In agreement with recent work on large, competitive Lotka-Volterra systems, the PA model exhibits distinct ecological behaviors organized around a special (``critical'') point corresponding to Hubbell's neutral theory of biodiversity. Our results suggest that the concepts of ``phases'' and phase diagrams can provide a powerful framework for thinking about community ecology and that the PA model captures the essential ecological dynamics of community assembly. Pm was supported by a Simons Investigator in the Mathematical Modeling of Living Systems and a Sloan Research Fellowship.

Physical Models of Cognition

NASA Technical Reports Server (NTRS)

Zak, Michail

1994-01-01

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

Stochastic Dynamical Model of a Growing Citation Network Based on a Self-Exciting Point Process

NASA Astrophysics Data System (ADS)

Golosovsky, Michael; Solomon, Sorin

2012-08-01

We put under experimental scrutiny the preferential attachment model that is commonly accepted as a generating mechanism of the scale-free complex networks. To this end we chose a citation network of physics papers and traced the citation history of 40 195 papers published in one year. Contrary to common belief, we find that the citation dynamics of the individual papers follows the superlinear preferential attachment, with the exponent α=1.25-1.3. Moreover, we show that the citation process cannot be described as a memoryless Markov chain since there is a substantial correlation between the present and recent citation rates of a paper. Based on our findings we construct a stochastic growth model of the citation network, perform numerical simulations based on this model and achieve an excellent agreement with the measured citation distributions.

Boosting Bayesian parameter inference of stochastic differential equation models with methods from statistical physics

NASA Astrophysics Data System (ADS)

Albert, Carlo; Ulzega, Simone; Stoop, Ruedi

2016-04-01

Measured time-series of both precipitation and runoff are known to exhibit highly non-trivial statistical properties. For making reliable probabilistic predictions in hydrology, it is therefore desirable to have stochastic models with output distributions that share these properties. When parameters of such models have to be inferred from data, we also need to quantify the associated parametric uncertainty. For non-trivial stochastic models, however, this latter step is typically very demanding, both conceptually and numerically, and always never done in hydrology. Here, we demonstrate that methods developed in statistical physics make a large class of stochastic differential equation (SDE) models amenable to a full-fledged Bayesian parameter inference. For concreteness we demonstrate these methods by means of a simple yet non-trivial toy SDE model. We consider a natural catchment that can be described by a linear reservoir, at the scale of observation. All the neglected processes are assumed to happen at much shorter time-scales and are therefore modeled with a Gaussian white noise term, the standard deviation of which is assumed to scale linearly with the system state (water volume in the catchment). Even for constant input, the outputs of this simple non-linear SDE model show a wealth of desirable statistical properties, such as fat-tailed distributions and long-range correlations. Standard algorithms for Bayesian inference fail, for models of this kind, because their likelihood functions are extremely high-dimensional intractable integrals over all possible model realizations. The use of Kalman filters is illegitimate due to the non-linearity of the model. Particle filters could be used but become increasingly inefficient with growing number of data points. Hamiltonian Monte Carlo algorithms allow us to translate this inference problem to the problem of simulating the dynamics of a statistical mechanics system and give us access to most sophisticated methods that have been developed in the statistical physics community over the last few decades. We demonstrate that such methods, along with automated differentiation algorithms, allow us to perform a full-fledged Bayesian inference, for a large class of SDE models, in a highly efficient and largely automatized manner. Furthermore, our algorithm is highly parallelizable. For our toy model, discretized with a few hundred points, a full Bayesian inference can be performed in a matter of seconds on a standard PC.

Research in Stochastic Processes

DTIC Science & Technology

1988-08-31

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

Nonclassical point of view of the Brownian motion generation via fractional deterministic model

NASA Astrophysics Data System (ADS)

Gilardi-Velázquez, H. E.; Campos-Cantón, E.

In this paper, we present a dynamical system based on the Langevin equation without stochastic term and using fractional derivatives that exhibit properties of Brownian motion, i.e. a deterministic model to generate Brownian motion is proposed. The stochastic process is replaced by considering an additional degree of freedom in the second-order Langevin equation. Thus, it is transformed into a system of three first-order linear differential equations, additionally α-fractional derivative are considered which allow us to obtain better statistical properties. Switching surfaces are established as a part of fluctuating acceleration. The final system of three α-order linear differential equations does not contain a stochastic term, so the system generates motion in a deterministic way. Nevertheless, from the time series analysis, we found that the behavior of the system exhibits statistics properties of Brownian motion, such as, a linear growth in time of mean square displacement, a Gaussian distribution. Furthermore, we use the detrended fluctuation analysis to prove the Brownian character of this motion.

Schooling as a Lottery: Racial Differences in School Advancement in Urban South Africa†

PubMed Central

Lam, David; Ardington, Cally; Leibbrandt, Murray

2010-01-01

This paper analyzes the large racial differences in progress through secondary school in South Africa. Using recently collected longitudinal data we find that grade advancement is strongly associated with scores on a baseline literacy and numeracy test. In grades 8-11 the effect of these scores on grade progression is much stronger for white and coloured students than for African students, while there is no racial difference in the impact of the scores on passing the nationally standardized grade 12 matriculation exam. We develop a stochastic model of grade repetition that generates predictions consistent with these results. The model predicts that a larger stochastic component in the link between learning and measured performance will generate higher enrollment, higher failure rates, and a weaker link between ability and grade progression. The results suggest that grade progression in African schools is poorly linked to actual ability and learning. The results point to the importance of considering the stochastic component of grade repetition in analyzing school systems with high failure rates. PMID:21499515

A cholinergic feedback circuit to regulate striatal population uncertainty and optimize reinforcement learning

PubMed Central

Franklin, Nicholas T; Frank, Michael J

2015-01-01

Convergent evidence suggests that the basal ganglia support reinforcement learning by adjusting action values according to reward prediction errors. However, adaptive behavior in stochastic environments requires the consideration of uncertainty to dynamically adjust the learning rate. We consider how cholinergic tonically active interneurons (TANs) may endow the striatum with such a mechanism in computational models spanning three Marr's levels of analysis. In the neural model, TANs modulate the excitability of spiny neurons, their population response to reinforcement, and hence the effective learning rate. Long TAN pauses facilitated robustness to spurious outcomes by increasing divergence in synaptic weights between neurons coding for alternative action values, whereas short TAN pauses facilitated stochastic behavior but increased responsiveness to change-points in outcome contingencies. A feedback control system allowed TAN pauses to be dynamically modulated by uncertainty across the spiny neuron population, allowing the system to self-tune and optimize performance across stochastic environments. DOI: http://dx.doi.org/10.7554/eLife.12029.001 PMID:26705698

Active Brownian Particles. From Individual to Collective Stochastic Dynamics

NASA Astrophysics Data System (ADS)

Romanczuk, P.; Bär, M.; Ebeling, W.; Lindner, B.; Schimansky-Geier, L.

2012-03-01

We review theoretical models of individual motility as well as collective dynamics and pattern formation of active particles. We focus on simple models of active dynamics with a particular emphasis on nonlinear and stochastic dynamics of such self-propelled entities in the framework of statistical mechanics. Examples of such active units in complex physico-chemical and biological systems are chemically powered nano-rods, localized patterns in reaction-diffusion system, motile cells or macroscopic animals. Based on the description of individual motion of point-like active particles by stochastic differential equations, we discuss different velocity-dependent friction functions, the impact of various types of fluctuations and calculate characteristic observables such as stationary velocity distributions or diffusion coefficients. Finally, we consider not only the free and confined individual active dynamics but also different types of interaction between active particles. The resulting collective dynamical behavior of large assemblies and aggregates of active units is discussed and an overview over some recent results on spatiotemporal pattern formation in such systems is given.

Real-time forecasting of an epidemic using a discrete time stochastic model: a case study of pandemic influenza (H1N1-2009)

PubMed Central

2011-01-01

Background Real-time forecasting of epidemics, especially those based on a likelihood-based approach, is understudied. This study aimed to develop a simple method that can be used for the real-time epidemic forecasting. Methods A discrete time stochastic model, accounting for demographic stochasticity and conditional measurement, was developed and applied as a case study to the weekly incidence of pandemic influenza (H1N1-2009) in Japan. By imposing a branching process approximation and by assuming the linear growth of cases within each reporting interval, the epidemic curve is predicted using only two parameters. The uncertainty bounds of the forecasts are computed using chains of conditional offspring distributions. Results The quality of the forecasts made before the epidemic peak appears largely to depend on obtaining valid parameter estimates. The forecasts of both weekly incidence and final epidemic size greatly improved at and after the epidemic peak with all the observed data points falling within the uncertainty bounds. Conclusions Real-time forecasting using the discrete time stochastic model with its simple computation of the uncertainty bounds was successful. Because of the simplistic model structure, the proposed model has the potential to additionally account for various types of heterogeneity, time-dependent transmission dynamics and epidemiological details. The impact of such complexities on forecasting should be explored when the data become available as part of the disease surveillance. PMID:21324153

Stochastic Models for Precipitable Water in Convection

NASA Astrophysics Data System (ADS)

Leung, Kimberly

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

The radial electric field as a measure for field penetration of resonant magnetic perturbations

DOE PAGES

Mordijck, Saskia; Moyer, Richard A.; Ferraro, Nathaniel M.; ...

2014-06-18

In this study, we introduce a new indirect method for identifying the radial extent of the stochastic layer due to applying resonant magnetic perturbations (RMPs) in H-mode plasmas by measuring the spin-up of the plasma near the separatrix. This spin-up is a predicted consequence of enhanced loss of electrons due to magnetic stochastization. We find that in DIII-D H-mode plasmas with n = 3 RMPs applied for edge localized mode (ELM) suppression, the stochastic layer is limited to the outer 5% region in normalized magnetic flux, Ψ N. This is in contrast to vacuum modeling predictions where this layer canmore » penetrate up to 20% in Ψ N. Theoretical predictions of a stochastic red radial electric field, E r component exceed the experimental measurements by about a factor 3 close to the separatrix, suggesting that the outer region of the plasma is weakly stochastic. Linear response calculations with M3D-C1, a resistive two-fluid model, show that in this outer 5% region, plasma response often reduces the resonant magnetic field components by 67% or more in comparison with vacuum calculations. These results for DIII-D are in reasonable agreement with results from the MAST tokamak, where the magnetic field perturbation from vacuum field calculations needed to be reduced by 75% for agreement with experimental measurements of the x-point lobe structures.« less

How a small noise generates large-amplitude oscillations of volcanic plug and provides high seismicity

NASA Astrophysics Data System (ADS)

Alexandrov, Dmitri V.; Bashkirtseva, Irina A.; Ryashko, Lev B.

2015-04-01

A non-linear behavior of dynamic model of the magma-plug system under the action of N-shaped friction force and stochastic disturbances is studied. It is shown that the deterministic dynamics essentially depends on the mutual arrangement of an equilibrium point and the friction force branches. Variations of this arrangement imply bifurcations, birth and disappearance of stable limit cycles, changes of the stability of equilibria, system transformations between mono- and bistable regimes. A slope of the right increasing branch of the friction function is responsible for the formation of such regimes. In a bistable zone, the noise generates transitions between small and large amplitude stochastic oscillations. In a monostable zone with single stable equilibrium, a new dynamic phenomenon of noise-induced generation of large amplitude stochastic oscillations in the plug rate and pressure is revealed. A beat-type dynamics of the plug displacement under the influence of stochastic forcing is studied as well.

Stochastic and Geometric Reasoning for Indoor Building Models with Electric Installations - Bridging the Gap Between GIS and Bim

NASA Astrophysics Data System (ADS)

Dehbi, Y.; Haunert, J.-H.; Plümer, L.

2017-10-01

3D city and building models according to CityGML encode the geometry, represent the structure and model semantically relevant building parts such as doors, windows and balconies. Building information models support the building design, construction and the facility management. In contrast to CityGML, they include also objects which cannot be observed from the outside. The three dimensional indoor models characterize a missing link between both worlds. Their derivation, however, is expensive. The semantic automatic interpretation of 3D point clouds of indoor environments is a methodically demanding task. The data acquisition is costly and difficult. The laser scanners and image-based methods require the access to every room. Based on an approach which does not require an additional geometry acquisition of building indoors, we propose an attempt for filling the gaps between 3D building models and building information models. Based on sparse observations such as the building footprint and room areas, 3D indoor models are generated using combinatorial and stochastic reasoning. The derived models are expanded by a-priori not observable structures such as electric installation. Gaussian mixtures, linear and bi-linear constraints are used to represent the background knowledge and structural regularities. The derivation of hypothesised models is performed by stochastic reasoning using graphical models, Gauss-Markov models and MAP-estimators.

Internal cycle modeling and environmental assessment of multiple cycle consumer products

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

Tsiliyannis, C.A., E-mail: anion@otenet.gr

2012-01-15

Highlights: Black-Right-Pointing-Pointer Dynamic flow models are presented for remanufactured, reused or recycled products. Black-Right-Pointing-Pointer Early loss and stochastic return are included for fast and slow cycling products. Black-Right-Pointing-Pointer The reuse-to-input flow ratio (Internal Cycle Factor, ICF) is determined. Black-Right-Pointing-Pointer The cycle rate, which is increasing with the ICF, monitors eco-performance. Black-Right-Pointing-Pointer Early internal cycle losses diminish the ICF, the cycle rate and performance. - Abstract: Dynamic annual flow models incorporating consumer discard and usage loss and featuring deterministic and stochastic end-of-cycle (EOC) return by the consumer are developed for reused or remanufactured products (multiple cycle products, MCPs), including fast andmore » slow cycling, short and long-lived products. It is shown that internal flows (reuse and overall consumption) increase proportionally to the dimensionless internal cycle factor (ICF) which is related to environmental impact reduction factors. The combined reuse/recycle (or cycle) rate is shown capable for shortcut, albeit effective, monitoring of environmental performance in terms of waste production, virgin material extraction and manufacturing impacts of all MCPs, a task, which physical variables (lifetime, cycling frequency, mean or total number of return trips) and conventional rates, via which environmental policy has been officially implemented (e.g. recycling rate) cannot accomplish. The cycle rate is shown to be an increasing (hyperbolic) function of ICF. The impact of the stochastic EOC return characteristics on total reuse and consumption flows, as well as on eco-performance, is assessed: symmetric EOC return has a small, positive effect on performance compared to deterministic, while early shifted EOC return is more beneficial. In order to be efficient, environmental policy should set higher minimum reuse targets for higher trippage MCPs. The results may serve for monitoring, flow accounting and comparative eco-assessment of MCPs. They may be useful in identifying reachable and efficient reuse/recycle targets for consumer products and in planning return via appropriate labelling and digital coding for enhancing environmental performance, while satisfying consumer demand.« less

A new computer code for discrete fracture network modelling

NASA Astrophysics Data System (ADS)

Xu, Chaoshui; Dowd, Peter

2010-03-01

The authors describe a comprehensive software package for two- and three-dimensional stochastic rock fracture simulation using marked point processes. Fracture locations can be modelled by a Poisson, a non-homogeneous, a cluster or a Cox point process; fracture geometries and properties are modelled by their respective probability distributions. Virtual sampling tools such as plane, window and scanline sampling are included in the software together with a comprehensive set of statistical tools including histogram analysis, probability plots, rose diagrams and hemispherical projections. The paper describes in detail the theoretical basis of the implementation and provides a case study in rock fracture modelling to demonstrate the application of the software.

Computer simulation of the probability that endangered whales will interact with oil spills, Final report

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

Reed, M.; Jayko, K.; Bowles, A.

1986-10-01

A numerical model system was developed to assess quantitatively the probability that endangered bowhead and gray whales will encounter spilled oil in Alaskan waters. Bowhead and gray whale migration diving-surfacing models, and an oil-spill-trajectory model comprise the system. The migration models were developed from conceptual considerations, then calibrated with and tested against observations. The distribution of animals is represented in space and time by discrete points, each of which may represent one or more whales. The movement of a whale point is governed by a random-walk algorithm which stochastically follows a migratory pathway.

Some Results of Weak Anticipative Concept Applied in Simulation Based Decision Support in Enterprise

NASA Astrophysics Data System (ADS)

Kljajić, Miroljub; Kofjač, Davorin; Kljajić Borštnar, Mirjana; Škraba, Andrej

2010-11-01

The simulation models are used as for decision support and learning in enterprises and in schools. Tree cases of successful applications demonstrate usefulness of weak anticipative information. Job shop scheduling production with makespan criterion presents a real case customized flexible furniture production optimization. The genetic algorithm for job shop scheduling optimization is presented. Simulation based inventory control for products with stochastic lead time and demand describes inventory optimization for products with stochastic lead time and demand. Dynamic programming and fuzzy control algorithms reduce the total cost without producing stock-outs in most cases. Values of decision making information based on simulation were discussed too. All two cases will be discussed from optimization, modeling and learning point of view.

Developing stochastic epidemiological models to quantify the dynamics of infectious diseases in domestic livestock.

PubMed

MacKenzie, K; Bishop, S C

2001-08-01

A stochastic model describing disease transmission dynamics for a microparasitic infection in a structured domestic animal population is developed and applied to hypothetical epidemics on a pig farm. Rational decision making regarding appropriate control strategies for infectious diseases in domestic livestock requires an understanding of the disease dynamics and risk profiles for different groups of animals. This is best achieved by means of stochastic epidemic models. Methodologies are presented for 1) estimating the probability of an epidemic, given the presence of an infected animal, whether this epidemic is major (requires intervention) or minor (dies out without intervention), and how the location of the infected animal on the farm influences the epidemic probabilities; 2) estimating the basic reproductive ratio, R0 (i.e., the expected number of secondary cases on the introduction of a single infected animal) and the variability of the estimate of this parameter; and 3) estimating the total proportion of animals infected during an epidemic and the total proportion infected at any point in time. The model can be used for assessing impact of altering farm structure on disease dynamics, as well as disease control strategies, including altering farm structure, vaccination, culling, and genetic selection.

Preliminary stochastic model for managing Vibrio parahaemolyticus and total viable bacterial counts in a Pacific oyster (Crassostrea gigas) supply chain.

PubMed

Fernandez-Piquer, Judith; Bowman, John P; Ross, Tom; Estrada-Flores, Silvia; Tamplin, Mark L

2013-07-01

Vibrio parahaemolyticus can accumulate and grow in oysters stored without refrigeration, representing a potential food safety risk. High temperatures during oyster storage can lead to an increase in total viable bacteria counts, decreasing product shelf life. Therefore, a predictive tool that allows the estimation of both V. parahaemolyticus populations and total viable bacteria counts in parallel is needed. A stochastic model was developed to quantitatively assess the populations of V. parahaemolyticus and total viable bacteria in Pacific oysters for six different supply chain scenarios. The stochastic model encompassed operations from oyster farms through consumers and was built using risk analysis software. Probabilistic distributions and predictions for the percentage of Pacific oysters containing V. parahaemolyticus and high levels of viable bacteria at the point of consumption were generated for each simulated scenario. This tool can provide valuable information about V. parahaemolyticus exposure and potential control measures and can help oyster companies and regulatory agencies evaluate the impact of product quality and safety during cold chain management. If coupled with suitable monitoring systems, such models could enable preemptive action to be taken to counteract unfavorable supply chain conditions.

The stochastic system approach for estimating dynamic treatments effect.

PubMed

Commenges, Daniel; Gégout-Petit, Anne

2015-10-01

The problem of assessing the effect of a treatment on a marker in observational studies raises the difficulty that attribution of the treatment may depend on the observed marker values. As an example, we focus on the analysis of the effect of a HAART on CD4 counts, where attribution of the treatment may depend on the observed marker values. This problem has been treated using marginal structural models relying on the counterfactual/potential response formalism. Another approach to causality is based on dynamical models, and causal influence has been formalized in the framework of the Doob-Meyer decomposition of stochastic processes. Causal inference however needs assumptions that we detail in this paper and we call this approach to causality the "stochastic system" approach. First we treat this problem in discrete time, then in continuous time. This approach allows incorporating biological knowledge naturally. When working in continuous time, the mechanistic approach involves distinguishing the model for the system and the model for the observations. Indeed, biological systems live in continuous time, and mechanisms can be expressed in the form of a system of differential equations, while observations are taken at discrete times. Inference in mechanistic models is challenging, particularly from a numerical point of view, but these models can yield much richer and reliable results.

Connecting massive galaxies to dark matter haloes in BOSS - I. Is galaxy colour a stochastic process in high-mass haloes?

NASA Astrophysics Data System (ADS)

Saito, Shun; Leauthaud, Alexie; Hearin, Andrew P.; Bundy, Kevin; Zentner, Andrew R.; Behroozi, Peter S.; Reid, Beth A.; Sinha, Manodeep; Coupon, Jean; Tinker, Jeremy L.; White, Martin; Schneider, Donald P.

2016-08-01

We use subhalo abundance matching (SHAM) to model the stellar mass function (SMF) and clustering of the Baryon Oscillation Spectroscopic Survey (BOSS) `CMASS' sample at z ˜ 0.5. We introduce a novel method which accounts for the stellar mass incompleteness of CMASS as a function of redshift, and produce CMASS mock catalogues which include selection effects, reproduce the overall SMF, the projected two-point correlation function wp, the CMASS dn/dz, and are made publicly available. We study the effects of assembly bias above collapse mass in the context of `age matching' and show that these effects are markedly different compared to the ones explored by Hearin et al. at lower stellar masses. We construct two models, one in which galaxy colour is stochastic (`AbM' model) as well as a model which contains assembly bias effects (`AgM' model). By confronting the redshift dependent clustering of CMASS with the predictions from our model, we argue that that galaxy colours are not a stochastic process in high-mass haloes. Our results suggest that the colours of galaxies in high-mass haloes are determined by other halo properties besides halo peak velocity and that assembly bias effects play an important role in determining the clustering properties of this sample.

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

PubMed

Hahl, Sayuri K; Kremling, Andreas

2016-01-01

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

Stochastic Models for Precipitable Water in Convection

NASA Astrophysics Data System (ADS)

Leung, Kimberly

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

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

NASA Astrophysics Data System (ADS)

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

2017-04-01

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

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

PubMed

Tian, Tianhai

2010-03-01

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

Stochastic modelling of animal movement.

PubMed

Smouse, Peter E; Focardi, Stefano; Moorcroft, Paul R; Kie, John G; Forester, James D; Morales, Juan M

2010-07-27

Modern animal movement modelling derives from two traditions. Lagrangian models, based on random walk behaviour, are useful for multi-step trajectories of single animals. Continuous Eulerian models describe expected behaviour, averaged over stochastic realizations, and are usefully applied to ensembles of individuals. We illustrate three modern research arenas. (i) Models of home-range formation describe the process of an animal 'settling down', accomplished by including one or more focal points that attract the animal's movements. (ii) Memory-based models are used to predict how accumulated experience translates into biased movement choices, employing reinforced random walk behaviour, with previous visitation increasing or decreasing the probability of repetition. (iii) Lévy movement involves a step-length distribution that is over-dispersed, relative to standard probability distributions, and adaptive in exploring new environments or searching for rare targets. Each of these modelling arenas implies more detail in the movement pattern than general models of movement can accommodate, but realistic empiric evaluation of their predictions requires dense locational data, both in time and space, only available with modern GPS telemetry.

A GRASS GIS Semi-Stochastic Model for Evaluating the Probability of Landslides Impacting Road Networks in Collazzone, Central Italy

NASA Astrophysics Data System (ADS)

Taylor, Faith E.; Santangelo, Michele; Marchesini, Ivan; Malamud, Bruce D.

2013-04-01

During a landslide triggering event, the tens to thousands of landslides resulting from the trigger (e.g., earthquake, heavy rainfall) may block a number of sections of the road network, posing a risk to rescue efforts, logistics and accessibility to a region. Here, we present initial results from a semi-stochastic model we are developing to evaluate the probability of landslides intersecting a road network and the network-accessibility implications of this across a region. This was performed in the open source GRASS GIS software, where we took 'model' landslides and dropped them on a 79 km2 test area region in Collazzone, Umbria, Central Italy, with a given road network (major and minor roads, 404 km in length) and already determined landslide susceptibilities. Landslide areas (AL) were randomly selected from a three-parameter inverse gamma probability density function, consisting of a power-law decay of about -2.4 for medium and large values of AL and an exponential rollover for small values of AL; the rollover (maximum probability) occurs at about AL = 400 m.2 The number of landslide areas selected for each triggered event iteration was chosen to have an average density of 1 landslide km-2, i.e. 79 landslide areas chosen randomly for each iteration. Landslides were then 'dropped' over the region semi-stochastically: (i) random points were generated across the study region; (ii) based on the landslide susceptibility map, points were accepted/rejected based on the probability of a landslide occurring at that location. After a point was accepted, it was assigned a landslide area (AL) and length to width ratio. Landslide intersections with roads were then assessed and indices such as the location, number and size of road blockage recorded. The GRASS-GIS model was performed 1000 times in a Monte-Carlo type simulation. Initial results show that for a landslide triggering event of 1 landslide km-2 over a 79 km2 region with 404 km of road, the number of road blockages ranges from 6 to 17, resulting in one road blockage every 24-67 km of roads. The average length of road blocked was 33 m. As we progress with model development and more sophisticated network analysis, we believe this semi-stochastic modelling approach will aid civil protection agencies to get a rough idea for the probability of road network potential damage (road block number and extent) as the result of different magnitude landslide triggering event scenarios.

A study of the effect of space-dependent neutronics on stochastically-induced bifurcations in BWR dynamics

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

Analytis, G.T.

1995-09-01

A non-linear one-group space-dependent neutronic model for a finite one-dimensional core is coupled with a simple BWR feed-back model. In agreement with results obtained by the authors who originally developed the point-kinetics version of this model, we shall show numerically that stochastic reactivity excitations may result in limit-cycles and eventually in a chaotic behaviour, depending on the magnitude of the feed-back coefficient K. In the framework of this simple space-dependent model, the effect of the non-linearities on the different spatial harmonics is studied and the importance of the space-dependent effects is exemplified and assessed in terms of the importance ofmore » the higher harmonics. It is shown that under certain conditions, when the limit-cycle-type develop, the neutron spectra may exhibit strong space-dependent effects.« less

Research Note: The consequences of different methods for handling missing network data in Stochastic Actor Based Models

PubMed Central

Hipp, John R.; Wang, Cheng; Butts, Carter T.; Jose, Rupa; Lakon, Cynthia M.

2015-01-01

Although stochastic actor based models (e.g., as implemented in the SIENA software program) are growing in popularity as a technique for estimating longitudinal network data, a relatively understudied issue is the consequence of missing network data for longitudinal analysis. We explore this issue in our research note by utilizing data from four schools in an existing dataset (the AddHealth dataset) over three time points, assessing the substantive consequences of using four different strategies for addressing missing network data. The results indicate that whereas some measures in such models are estimated relatively robustly regardless of the strategy chosen for addressing missing network data, some of the substantive conclusions will differ based on the missing data strategy chosen. These results have important implications for this burgeoning applied research area, implying that researchers should more carefully consider how they address missing data when estimating such models. PMID:25745276

Research Note: The consequences of different methods for handling missing network data in Stochastic Actor Based Models.

PubMed

Hipp, John R; Wang, Cheng; Butts, Carter T; Jose, Rupa; Lakon, Cynthia M

2015-05-01

Although stochastic actor based models (e.g., as implemented in the SIENA software program) are growing in popularity as a technique for estimating longitudinal network data, a relatively understudied issue is the consequence of missing network data for longitudinal analysis. We explore this issue in our research note by utilizing data from four schools in an existing dataset (the AddHealth dataset) over three time points, assessing the substantive consequences of using four different strategies for addressing missing network data. The results indicate that whereas some measures in such models are estimated relatively robustly regardless of the strategy chosen for addressing missing network data, some of the substantive conclusions will differ based on the missing data strategy chosen. These results have important implications for this burgeoning applied research area, implying that researchers should more carefully consider how they address missing data when estimating such models.

Kinetic Monte Carlo modeling of chemical reactions coupled with heat transfer.

PubMed

Castonguay, Thomas C; Wang, Feng

2008-03-28

In this paper, we describe two types of effective events for describing heat transfer in a kinetic Monte Carlo (KMC) simulation that may involve stochastic chemical reactions. Simulations employing these events are referred to as KMC-TBT and KMC-PHE. In KMC-TBT, heat transfer is modeled as the stochastic transfer of "thermal bits" between adjacent grid points. In KMC-PHE, heat transfer is modeled by integrating the Poisson heat equation for a short time. Either approach is capable of capturing the time dependent system behavior exactly. Both KMC-PHE and KMC-TBT are validated by simulating pure heat transfer in a rod and a square and modeling a heated desorption problem where exact numerical results are available. KMC-PHE is much faster than KMC-TBT and is used to study the endothermic desorption of a lattice gas. Interesting findings from this study are reported.

Kinetic Monte Carlo modeling of chemical reactions coupled with heat transfer

NASA Astrophysics Data System (ADS)

Castonguay, Thomas C.; Wang, Feng

2008-03-01

In this paper, we describe two types of effective events for describing heat transfer in a kinetic Monte Carlo (KMC) simulation that may involve stochastic chemical reactions. Simulations employing these events are referred to as KMC-TBT and KMC-PHE. In KMC-TBT, heat transfer is modeled as the stochastic transfer of "thermal bits" between adjacent grid points. In KMC-PHE, heat transfer is modeled by integrating the Poisson heat equation for a short time. Either approach is capable of capturing the time dependent system behavior exactly. Both KMC-PHE and KMC-TBT are validated by simulating pure heat transfer in a rod and a square and modeling a heated desorption problem where exact numerical results are available. KMC-PHE is much faster than KMC-TBT and is used to study the endothermic desorption of a lattice gas. Interesting findings from this study are reported.

Comparison between stochastic and machine learning methods for hydrological multi-step ahead forecasting: All forecasts are wrong!

NASA Astrophysics Data System (ADS)

Papacharalampous, Georgia; Tyralis, Hristos; Koutsoyiannis, Demetris

2017-04-01

Machine learning (ML) is considered to be a promising approach to hydrological processes forecasting. We conduct a comparison between several stochastic and ML point estimation methods by performing large-scale computational experiments based on simulations. The purpose is to provide generalized results, while the respective comparisons in the literature are usually based on case studies. The stochastic methods used include simple methods, models from the frequently used families of Autoregressive Moving Average (ARMA), Autoregressive Fractionally Integrated Moving Average (ARFIMA) and Exponential Smoothing models. The ML methods used are Random Forests (RF), Support Vector Machines (SVM) and Neural Networks (NN). The comparison refers to the multi-step ahead forecasting properties of the methods. A total of 20 methods are used, among which 9 are the ML methods. 12 simulation experiments are performed, while each of them uses 2 000 simulated time series of 310 observations. The time series are simulated using stochastic processes from the families of ARMA and ARFIMA models. Each time series is split into a fitting (first 300 observations) and a testing set (last 10 observations). The comparative assessment of the methods is based on 18 metrics, that quantify the methods' performance according to several criteria related to the accurate forecasting of the testing set, the capturing of its variation and the correlation between the testing and forecasted values. The most important outcome of this study is that there is not a uniformly better or worse method. However, there are methods that are regularly better or worse than others with respect to specific metrics. It appears that, although a general ranking of the methods is not possible, their classification based on their similar or contrasting performance in the various metrics is possible to some extent. Another important conclusion is that more sophisticated methods do not necessarily provide better forecasts compared to simpler methods. It is pointed out that the ML methods do not differ dramatically from the stochastic methods, while it is interesting that the NN, RF and SVM algorithms used in this study offer potentially very good performance in terms of accuracy. It should be noted that, although this study focuses on hydrological processes, the results are of general scientific interest. Another important point in this study is the use of several methods and metrics. Using fewer methods and fewer metrics would have led to a very different overall picture, particularly if those fewer metrics corresponded to fewer criteria. For this reason, we consider that the proposed methodology is appropriate for the evaluation of forecasting methods.

Solving the master equation without kinetic Monte Carlo: Tensor train approximations for a CO oxidation model

NASA Astrophysics Data System (ADS)

Gelß, Patrick; Matera, Sebastian; Schütte, Christof

2016-06-01

In multiscale modeling of heterogeneous catalytic processes, one crucial point is the solution of a Markovian master equation describing the stochastic reaction kinetics. Usually, this is too high-dimensional to be solved with standard numerical techniques and one has to rely on sampling approaches based on the kinetic Monte Carlo method. In this study we break the curse of dimensionality for the direct solution of the Markovian master equation by exploiting the Tensor Train Format for this purpose. The performance of the approach is demonstrated on a first principles based, reduced model for the CO oxidation on the RuO2(110) surface. We investigate the complexity for increasing system size and for various reaction conditions. The advantage over the stochastic simulation approach is illustrated by a problem with increased stiffness.

Instantaneous and time-averaged dispersion and measurement models for estimation theory applications with elevated point source plumes

NASA Technical Reports Server (NTRS)

Diamante, J. M.; Englar, T. S., Jr.; Jazwinski, A. H.

1977-01-01

Estimation theory, which originated in guidance and control research, is applied to the analysis of air quality measurements and atmospheric dispersion models to provide reliable area-wide air quality estimates. A method for low dimensional modeling (in terms of the estimation state vector) of the instantaneous and time-average pollutant distributions is discussed. In particular, the fluctuating plume model of Gifford (1959) is extended to provide an expression for the instantaneous concentration due to an elevated point source. Individual models are also developed for all parameters in the instantaneous and the time-average plume equations, including the stochastic properties of the instantaneous fluctuating plume.

A multi-site stochastic weather generator of daily precipitation and temperature

USDA-ARS?s Scientific Manuscript database

Stochastic weather generators are used to generate time series of climate variables that have statistical properties similar to those of observed data. Most stochastic weather generators work for a single site, and can only generate climate data at a single point, or independent time series at sever...

Detecting determinism from point processes.

PubMed

Andrzejak, Ralph G; Mormann, Florian; Kreuz, Thomas

2014-12-01

The detection of a nonrandom structure from experimental data can be crucial for the classification, understanding, and interpretation of the generating process. We here introduce a rank-based nonlinear predictability score to detect determinism from point process data. Thanks to its modular nature, this approach can be adapted to whatever signature in the data one considers indicative of deterministic structure. After validating our approach using point process signals from deterministic and stochastic model dynamics, we show an application to neuronal spike trains recorded in the brain of an epilepsy patient. While we illustrate our approach in the context of temporal point processes, it can be readily applied to spatial point processes as well.

Stochastic Geometry and Quantum Gravity: Some Rigorous Results

NASA Astrophysics Data System (ADS)

Zessin, H.

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

Biological signatures of dynamic river networks from a coupled landscape evolution and neutral community model

NASA Astrophysics Data System (ADS)

Stokes, M.; Perron, J. T.

2017-12-01

Freshwater systems host exceptionally species-rich communities whose spatial structure is dictated by the topology of the river networks they inhabit. Over geologic time, river networks are dynamic; drainage basins shrink and grow, and river capture establishes new connections between previously separated regions. It has been hypothesized that these changes in river network structure influence the evolution of life by exchanging and isolating species, perhaps boosting biodiversity in the process. However, no general model exists to predict the evolutionary consequences of landscape change. We couple a neutral community model of freshwater organisms to a landscape evolution model in which the river network undergoes drainage divide migration and repeated river capture. Neutral community models are macro-ecological models that include stochastic speciation and dispersal to produce realistic patterns of biodiversity. We explore the consequences of three modes of speciation - point mutation, time-protracted, and vicariant (geographic) speciation - by tracking patterns of diversity in time and comparing the final result to an equilibrium solution of the neutral model on the final landscape. Under point mutation, a simple model of stochastic and instantaneous speciation, the results are identical to the equilibrium solution and indicate the dominance of the species-area relationship in forming patterns of diversity. The number of species in a basin is proportional to its area, and regional species richness reaches its maximum when drainage area is evenly distributed among sub-basins. Time-protracted speciation is also modeled as a stochastic process, but in order to produce more realistic rates of diversification, speciation is not assumed to be instantaneous. Rather, each new species must persist for a certain amount of time before it is considered to be established. When vicariance (geographic speciation) is included, there is a transient signature of increased regional diversity after river capture. The results indicate that the mode of speciation and the rate of speciation relative to the rate of divide migration determine the evolutionary signature of river capture.

Subspace algorithms for identifying separable-in-denominator 2D systems with deterministic-stochastic inputs

NASA Astrophysics Data System (ADS)

Ramos, José A.; Mercère, Guillaume

2016-12-01

In this paper, we present an algorithm for identifying two-dimensional (2D) causal, recursive and separable-in-denominator (CRSD) state-space models in the Roesser form with deterministic-stochastic inputs. The algorithm implements the N4SID, PO-MOESP and CCA methods, which are well known in the literature on 1D system identification, but here we do so for the 2D CRSD Roesser model. The algorithm solves the 2D system identification problem by maintaining the constraint structure imposed by the problem (i.e. Toeplitz and Hankel) and computes the horizontal and vertical system orders, system parameter matrices and covariance matrices of a 2D CRSD Roesser model. From a computational point of view, the algorithm has been presented in a unified framework, where the user can select which of the three methods to use. Furthermore, the identification task is divided into three main parts: (1) computing the deterministic horizontal model parameters, (2) computing the deterministic vertical model parameters and (3) computing the stochastic components. Specific attention has been paid to the computation of a stabilised Kalman gain matrix and a positive real solution when required. The efficiency and robustness of the unified algorithm have been demonstrated via a thorough simulation example.

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

PubMed

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

2016-01-01

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

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.

A Numerical Approximation Framework for the Stochastic Linear Quadratic Regulator on Hilbert Spaces

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

Levajković, Tijana, E-mail: tijana.levajkovic@uibk.ac.at, E-mail: t.levajkovic@sf.bg.ac.rs; Mena, Hermann, E-mail: hermann.mena@uibk.ac.at; Tuffaha, Amjad, E-mail: atufaha@aus.edu

We present an approximation framework for computing the solution of the stochastic linear quadratic control problem on Hilbert spaces. We focus on the finite horizon case and the related differential Riccati equations (DREs). Our approximation framework is concerned with the so-called “singular estimate control systems” (Lasiecka in Optimal control problems and Riccati equations for systems with unbounded controls and partially analytic generators: applications to boundary and point control problems, 2004) which model certain coupled systems of parabolic/hyperbolic mixed partial differential equations with boundary or point control. We prove that the solutions of the approximate finite-dimensional DREs converge to the solutionmore » of the infinite-dimensional DRE. In addition, we prove that the optimal state and control of the approximate finite-dimensional problem converge to the optimal state and control of the corresponding infinite-dimensional problem.« less

Chatter detection in turning using persistent homology

NASA Astrophysics Data System (ADS)

Khasawneh, Firas A.; Munch, Elizabeth

2016-03-01

This paper describes a new approach for ascertaining the stability of stochastic dynamical systems in their parameter space by examining their time series using topological data analysis (TDA). We illustrate the approach using a nonlinear delayed model that describes the tool oscillations due to self-excited vibrations in turning. Each time series is generated using the Euler-Maruyama method and a corresponding point cloud is obtained using the Takens embedding. The point cloud can then be analyzed using a tool from TDA known as persistent homology. The results of this study show that the described approach can be used for analyzing datasets of delay dynamical systems generated both from numerical simulation and experimental data. The contributions of this paper include presenting for the first time a topological approach for investigating the stability of a class of nonlinear stochastic delay equations, and introducing a new application of TDA to machining processes.

What can we learn about the dynamics of DO-events from studying the high resolution ice core records?

NASA Astrophysics Data System (ADS)

Ditlevsen, Peter

2017-04-01

The causes for and possible predictions of rapid climate changes are poorly understood. The most pronounced changes observed, beside the glacial terminations, are the Dansgaard-Oeschger events. Present day general circulation climate models simulating glacial conditions are not capable of reproducing these rapid shifts. It is thus not known if they are due to bifurcations in the structural stability of the climate or if they are induced by stochastic fluctuations. By analyzing a high resolution ice core record we exclude the bifurcation scenario, which strongly suggests that they are noise induced and thus have very limited predictability. Ref: Peter Ditlevsen, "Tipping points in the climate system", in Nonlinear and Stochastic Climate Dynamics, Cambridge University Press (C. Franzke and T. O'Kane, eds.) (2016) P. D. Ditlevsen and S. Johnsen, "Tipping points: Early warning and wishful thinking", Geophys. Res. Lett., 37, L19703, 2010

Bed Capacity Planning Using Stochastic Simulation Approach in Cardiac-surgery Department of Teaching Hospitals, Tehran, Iran

PubMed Central

TORABIPOUR, Amin; ZERAATI, Hojjat; ARAB, Mohammad; RASHIDIAN, Arash; AKBARI SARI, Ali; SARZAIEM, Mahmuod Reza

2016-01-01

Background: To determine the hospital required beds using stochastic simulation approach in cardiac surgery departments. Methods: This study was performed from Mar 2011 to Jul 2012 in three phases: First, collection data from 649 patients in cardiac surgery departments of two large teaching hospitals (in Tehran, Iran). Second, statistical analysis and formulate a multivariate linier regression model to determine factors that affect patient's length of stay. Third, develop a stochastic simulation system (from admission to discharge) based on key parameters to estimate required bed capacity. Results: Current cardiac surgery department with 33 beds can only admit patients in 90.7% of days. (4535 d) and will be required to over the 33 beds only in 9.3% of days (efficient cut off point). According to simulation method, studied cardiac surgery department will requires 41–52 beds for admission of all patients in the 12 next years. Finally, one-day reduction of length of stay lead to decrease need for two hospital beds annually. Conclusion: Variation of length of stay and its affecting factors can affect required beds. Statistic and stochastic simulation model are applied and useful methods to estimate and manage hospital beds based on key hospital parameters. PMID:27957466

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.

On the Use of Kronecker Operators for the Solution of Generalized Stochastic Petri Nets

NASA Technical Reports Server (NTRS)

Ciardo, Gianfranco; Tilgner, Marco

1996-01-01

We discuss how to describe the Markov chain underlying a generalized stochastic Petri net using Kronecker operators on smaller matrices. We extend previous approaches by allowing both an extensive type of marking-dependent behavior for the transitions and the presence of immediate synchronizations. The derivation of the results is thoroughly formalized, including the use of Kronecker operators in the treatment of the vanishing markings and the computation of impulse-based reward measures. We use our techniques to analyze a model whose solution using conventional methods would fail because of the state-space explosion. In the conclusion, we point out ideas to parallelize our approach.

Gaussian random bridges and a geometric model for information equilibrium

NASA Astrophysics Data System (ADS)

Mengütürk, Levent Ali

2018-03-01

The paper introduces a class of conditioned stochastic processes that we call Gaussian random bridges (GRBs) and proves some of their properties. Due to the anticipative representation of any GRB as the sum of a random variable and a Gaussian (T , 0) -bridge, GRBs can model noisy information processes in partially observed systems. In this spirit, we propose an asset pricing model with respect to what we call information equilibrium in a market with multiple sources of information. The idea is to work on a topological manifold endowed with a metric that enables us to systematically determine an equilibrium point of a stochastic system that can be represented by multiple points on that manifold at each fixed time. In doing so, we formulate GRB-based information diversity over a Riemannian manifold and show that it is pinned to zero over the boundary determined by Dirac measures. We then define an influence factor that controls the dominance of an information source in determining the best estimate of a signal in the L2-sense. When there are two sources, this allows us to construct information equilibrium as a functional of a geodesic-valued stochastic process, which is driven by an equilibrium convergence rate representing the signal-to-noise ratio. This leads us to derive price dynamics under what can be considered as an equilibrium probability measure. We also provide a semimartingale representation of Markovian GRBs associated with Gaussian martingales and a non-anticipative representation of fractional Brownian random bridges that can incorporate degrees of information coupling in a given system via the Hurst exponent.

Stochastic geometry in disordered systems, applications to quantum Hall transitions

NASA Astrophysics Data System (ADS)

Gruzberg, Ilya

2012-02-01

A spectacular success in the study of random fractal clusters and their boundaries in statistical mechanics systems at or near criticality using Schramm-Loewner Evolutions (SLE) naturally calls for extensions in various directions. Can this success be repeated for disordered and/or non-equilibrium systems? Naively, when one thinks about disordered systems and their average correlation functions one of the very basic assumptions of SLE, the so called domain Markov property, is lost. Also, in some lattice models of Anderson transitions (the network models) there are no natural clusters to consider. Nevertheless, in this talk I will argue that one can apply the so called conformal restriction, a notion of stochastic conformal geometry closely related to SLE, to study the integer quantum Hall transition and its variants. I will focus on the Chalker-Coddington network model and will demonstrate that its average transport properties can be mapped to a classical problem where the basic objects are geometric shapes (loosely speaking, the current paths) that obey an important restriction property. At the transition point this allows to use the theory of conformal restriction to derive exact expressions for point contact conductances in the presence of various non-trivial boundary conditions.

Application of IFT and SPSA to servo system control.

PubMed

Rădac, Mircea-Bogdan; Precup, Radu-Emil; Petriu, Emil M; Preitl, Stefan

2011-12-01

This paper treats the application of two data-based model-free gradient-based stochastic optimization techniques, i.e., iterative feedback tuning (IFT) and simultaneous perturbation stochastic approximation (SPSA), to servo system control. The representative case of controlled processes modeled by second-order systems with an integral component is discussed. New IFT and SPSA algorithms are suggested to tune the parameters of the state feedback controllers with an integrator in the linear-quadratic-Gaussian (LQG) problem formulation. An implementation case study concerning the LQG-based design of an angular position controller for a direct current servo system laboratory equipment is included to highlight the pros and cons of IFT and SPSA from an application's point of view. The comparison of IFT and SPSA algorithms is focused on an insight into their implementation.

Automatic Generation of Building Models with Levels of Detail 1-3

NASA Astrophysics Data System (ADS)

Nguatem, W.; Drauschke, M.; Mayer, H.

2016-06-01

We present a workflow for the automatic generation of building models with levels of detail (LOD) 1 to 3 according to the CityGML standard (Gröger et al., 2012). We start with orienting unsorted image sets employing (Mayer et al., 2012), we compute depth maps using semi-global matching (SGM) (Hirschmüller, 2008), and fuse these depth maps to reconstruct dense 3D point clouds (Kuhn et al., 2014). Based on planes segmented from these point clouds, we have developed a stochastic method for roof model selection (Nguatem et al., 2013) and window model selection (Nguatem et al., 2014). We demonstrate our workflow up to the export into CityGML.

Scale-invariant curvature fluctuations from an extended semiclassical gravity

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

Pinamonti, Nicola, E-mail: pinamont@dima.unige.it, E-mail: siemssen@dima.unige.it; INFN Sezione di Genova, Via Dodecaneso 33, 16146 Genova; Siemssen, Daniel, E-mail: pinamont@dima.unige.it, E-mail: siemssen@dima.unige.it

2015-02-15

We present an extension of the semiclassical Einstein equations which couple n-point correlation functions of a stochastic Einstein tensor to the n-point functions of the quantum stress-energy tensor. We apply this extension to calculate the quantum fluctuations during an inflationary period, where we take as a model a massive conformally coupled scalar field on a perturbed de Sitter space and describe how a renormalization independent, almost-scale-invariant power spectrum of the scalar metric perturbation is produced. Furthermore, we discuss how this model yields a natural basis for the calculation of non-Gaussianities of the considered metric fluctuations.

Heterogeneous population dynamics and scaling laws near epidemic outbreaks.

PubMed

Widder, Andreas; Kuehn, Christian

2016-10-01

In this paper, we focus on the influence of heterogeneity and stochasticity of the population on the dynamical structure of a basic susceptible-infected-susceptible (SIS) model. First we prove that, upon a suitable mathematical reformulation of the basic reproduction number, the homogeneous system and the heterogeneous system exhibit a completely analogous global behaviour. Then we consider noise terms to incorporate the fluctuation effects and the random import of the disease into the population and analyse the influence of heterogeneity on warning signs for critical transitions (or tipping points). This theory shows that one may be able to anticipate whether a bifurcation point is close before it happens. We use numerical simulations of a stochastic fast-slow heterogeneous population SIS model and show various aspects of heterogeneity have crucial influences on the scaling laws that are used as early-warning signs for the homogeneous system. Thus, although the basic structural qualitative dynamical properties are the same for both systems, the quantitative features for epidemic prediction are expected to change and care has to be taken to interpret potential warning signs for disease outbreaks correctly.

Probabilistic models and uncertainty quantification for the ionization reaction rate of atomic Nitrogen

NASA Astrophysics Data System (ADS)

Miki, K.; Panesi, M.; Prudencio, E. E.; Prudhomme, S.

2012-05-01

The objective in this paper is to analyze some stochastic models for estimating the ionization reaction rate constant of atomic Nitrogen (N + e- → N+ + 2e-). Parameters of the models are identified by means of Bayesian inference using spatially resolved absolute radiance data obtained from the Electric Arc Shock Tube (EAST) wind-tunnel. The proposed methodology accounts for uncertainties in the model parameters as well as physical model inadequacies, providing estimates of the rate constant that reflect both types of uncertainties. We present four different probabilistic models by varying the error structure (either additive or multiplicative) and by choosing different descriptions of the statistical correlation among data points. In order to assess the validity of our methodology, we first present some calibration results obtained with manufactured data and then proceed by using experimental data collected at EAST experimental facility. In order to simulate the radiative signature emitted in the shock-heated air plasma, we use a one-dimensional flow solver with Park's two-temperature model that simulates non-equilibrium effects. We also discuss the implications of the choice of the stochastic model on the estimation of the reaction rate and its uncertainties. Our analysis shows that the stochastic models based on correlated multiplicative errors are the most plausible models among the four models proposed in this study. The rate of the atomic Nitrogen ionization is found to be (6.2 ± 3.3) × 1011 cm3 mol-1 s-1 at 10,000 K.

Large-deviation properties of Brownian motion with dry friction.

PubMed

Chen, Yaming; Just, Wolfram

2014-10-01

We investigate piecewise-linear stochastic models with regard to the probability distribution of functionals of the stochastic processes, a question that occurs frequently in large deviation theory. The functionals that we are looking into in detail are related to the time a stochastic process spends at a phase space point or in a phase space region, as well as to the motion with inertia. For a Langevin equation with discontinuous drift, we extend the so-called backward Fokker-Planck technique for non-negative support functionals to arbitrary support functionals, to derive explicit expressions for the moments of the functional. Explicit solutions for the moments and for the distribution of the so-called local time, the occupation time, and the displacement are derived for the Brownian motion with dry friction, including quantitative measures to characterize deviation from Gaussian behavior in the asymptotic long time limit.

PROPAGATOR: a synchronous stochastic wildfire propagation model with distributed computation engine

NASA Astrophysics Data System (ADS)

D´Andrea, M.; Fiorucci, P.; Biondi, G.; Negro, D.

2012-04-01

PROPAGATOR is a stochastic model of forest fire spread, useful as a rapid method for fire risk assessment. The model is based on a 2D stochastic cellular automaton. The domain of simulation is discretized using a square regular grid with cell size of 20x20 meters. The model uses high-resolution information such as elevation and type of vegetation on the ground. Input parameters are wind direction, speed and the ignition point of fire. The simulation of fire propagation is done via a stochastic mechanism of propagation between a burning cell and a non-burning cell belonging to its neighbourhood, i.e. the 8 adjacent cells in the rectangular grid. The fire spreads from one cell to its neighbours with a certain base probability, defined using vegetation types of two adjacent cells, and modified by taking into account the slope between them, wind direction and speed. The simulation is synchronous, and takes into account the time needed by the burning fire to cross each cell. Vegetation cover, slope, wind speed and direction affect the fire-propagation speed from cell to cell. The model simulates several mutually independent realizations of the same stochastic fire propagation process. Each of them provides a map of the area burned at each simulation time step. Propagator simulates self-extinction of the fire, and the propagation process continues until at least one cell of the domain is burning in each realization. The output of the model is a series of maps representing the probability of each cell of the domain to be affected by the fire at each time-step: these probabilities are obtained by evaluating the relative frequency of ignition of each cell with respect to the complete set of simulations. Propagator is available as a module in the OWIS (Opera Web Interfaces) system. The model simulation runs on a dedicated server and it is remote controlled from the client program, NAZCA. Ignition points of the simulation can be selected directly in a high-resolution, three-dimensional graphical representation of the Italian territory within NAZCA. The other simulation parameters, namely wind speed and direction, number of simulations, computing grid size and temporal resolution, can be selected from within the program interface. The output of the simulation is showed in real-time during the simulation, and are also available off-line and on the DEWETRA system, a Web GIS-based system for environmental risk assessment, developed according to OGC-INSPIRE standards. The model execution is very fast, providing a full prevision for the scenario in few minutes, and can be useful for real-time active fire management and suppression.

Using Nonlinear Stochastic Evolutionary Game Strategy to Model an Evolutionary Biological Network of Organ Carcinogenesis Under a Natural Selection Scheme

PubMed Central

Chen, Bor-Sen; Tsai, Kun-Wei; Li, Cheng-Wei

2015-01-01

Molecular biologists have long recognized carcinogenesis as an evolutionary process that involves natural selection. Cancer is driven by the somatic evolution of cell lineages. In this study, the evolution of somatic cancer cell lineages during carcinogenesis was modeled as an equilibrium point (ie, phenotype of attractor) shifting, the process of a nonlinear stochastic evolutionary biological network. This process is subject to intrinsic random fluctuations because of somatic genetic and epigenetic variations, as well as extrinsic disturbances because of carcinogens and stressors. In order to maintain the normal function (ie, phenotype) of an evolutionary biological network subjected to random intrinsic fluctuations and extrinsic disturbances, a network robustness scheme that incorporates natural selection needs to be developed. This can be accomplished by selecting certain genetic and epigenetic variations to modify the network structure to attenuate intrinsic fluctuations efficiently and to resist extrinsic disturbances in order to maintain the phenotype of the evolutionary biological network at an equilibrium point (attractor). However, during carcinogenesis, the remaining (or neutral) genetic and epigenetic variations accumulate, and the extrinsic disturbances become too large to maintain the normal phenotype at the desired equilibrium point for the nonlinear evolutionary biological network. Thus, the network is shifted to a cancer phenotype at a new equilibrium point that begins a new evolutionary process. In this study, the natural selection scheme of an evolutionary biological network of carcinogenesis was derived from a robust negative feedback scheme based on the nonlinear stochastic Nash game strategy. The evolvability and phenotypic robustness criteria of the evolutionary cancer network were also estimated by solving a Hamilton–Jacobi inequality – constrained optimization problem. The simulation revealed that the phenotypic shift of the lung cancer-associated cell network takes 54.5 years from a normal state to stage I cancer, 1.5 years from stage I to stage II cancer, and 2.5 years from stage II to stage III cancer, with a reasonable match for the statistical result of the average age of lung cancer. These results suggest that a robust negative feedback scheme, based on a stochastic evolutionary game strategy, plays a critical role in an evolutionary biological network of carcinogenesis under a natural selection scheme. PMID:26244004

Solving the master equation without kinetic Monte Carlo: Tensor train approximations for a CO oxidation model

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

Gelß, Patrick, E-mail: p.gelss@fu-berlin.de; Matera, Sebastian, E-mail: matera@math.fu-berlin.de; Schütte, Christof, E-mail: schuette@mi.fu-berlin.de

2016-06-01

In multiscale modeling of heterogeneous catalytic processes, one crucial point is the solution of a Markovian master equation describing the stochastic reaction kinetics. Usually, this is too high-dimensional to be solved with standard numerical techniques and one has to rely on sampling approaches based on the kinetic Monte Carlo method. In this study we break the curse of dimensionality for the direct solution of the Markovian master equation by exploiting the Tensor Train Format for this purpose. The performance of the approach is demonstrated on a first principles based, reduced model for the CO oxidation on the RuO{sub 2}(110) surface.more » We investigate the complexity for increasing system size and for various reaction conditions. The advantage over the stochastic simulation approach is illustrated by a problem with increased stiffness.« less

Stochastic transformation of points in polygons according to the Voronoi tessellation: microstructural description.

PubMed

Di Vito, Alessia; Fanfoni, Massimo; Tomellini, Massimo

2010-12-01

Starting from a stochastic two-dimensional process we studied the transformation of points in disks and squares following a protocol according to which at any step the island size increases proportionally to the corresponding Voronoi tessera. Two interaction mechanisms among islands have been dealt with: coalescence and impingement. We studied the evolution of the island density and of the island size distribution functions, in dependence on island collision mechanisms for both Poissonian and correlated spatial distributions of points. The island size distribution functions have been found to be invariant with the fraction of transformed phase for a given stochastic process. The n(Θ) curve describing the island decay has been found to be independent of the shape (apart from high correlation degrees) and interaction mechanism.

Modeling financial markets by the multiplicative sequence of trades

NASA Astrophysics Data System (ADS)

Gontis, V.; Kaulakys, B.

2004-12-01

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

Modelling biochemical reaction systems by stochastic differential equations with reflection.

PubMed

Niu, Yuanling; Burrage, Kevin; Chen, Luonan

2016-05-07

In this paper, we gave a new framework for modelling and simulating biochemical reaction systems by stochastic differential equations with reflection not in a heuristic way but in a mathematical way. The model is computationally efficient compared with the discrete-state Markov chain approach, and it ensures that both analytic and numerical solutions remain in a biologically plausible region. Specifically, our model mathematically ensures that species numbers lie in the domain D, which is a physical constraint for biochemical reactions, in contrast to the previous models. The domain D is actually obtained according to the structure of the corresponding chemical Langevin equations, i.e., the boundary is inherent in the biochemical reaction system. A variant of projection method was employed to solve the reflected stochastic differential equation model, and it includes three simple steps, i.e., Euler-Maruyama method was applied to the equations first, and then check whether or not the point lies within the domain D, and if not perform an orthogonal projection. It is found that the projection onto the closure D¯ is the solution to a convex quadratic programming problem. Thus, existing methods for the convex quadratic programming problem can be employed for the orthogonal projection map. Numerical tests on several important problems in biological systems confirmed the efficiency and accuracy of this approach. Copyright © 2016 Elsevier Ltd. All rights reserved.

Dynamic phase transitions of the Blume-Emery-Griffiths model under an oscillating external magnetic field by the path probability method

NASA Astrophysics Data System (ADS)

Ertaş, Mehmet; Keskin, Mustafa

2015-03-01

By using the path probability method (PPM) with point distribution, we study the dynamic phase transitions (DPTs) in the Blume-Emery-Griffiths (BEG) model under an oscillating external magnetic field. The phases in the model are obtained by solving the dynamic equations for the average order parameters and a disordered phase, ordered phase and four mixed phases are found. We also investigate the thermal behavior of the dynamic order parameters to analyze the nature dynamic transitions as well as to obtain the DPT temperatures. The dynamic phase diagrams are presented in three different planes in which exhibit the dynamic tricritical point, double critical end point, critical end point, quadrupole point, triple point as well as the reentrant behavior, strongly depending on the values of the system parameters. We compare and discuss the dynamic phase diagrams with dynamic phase diagrams that were obtained within the Glauber-type stochastic dynamics based on the mean-field theory.

Some Applications of the Model of the Partion Points on a One Dimensional Lattice

NASA Astrophysics Data System (ADS)

Mejdani, R.; Huseini, H.

1996-02-01

We have shown that by using a model of gas of partition points on a one-dimensional lattice, we can find some results about the saturation curves for enzyme kinetics or the average domain-size, which we have obtained before by using a correlated walks' theory or a probabilistic (combinatoric) way. We have studied, using the same model and the same technique, the denaturation process, i.e., the breaking of the hydrogen bonds connecting the two strands, under treatment by heat. Also, we have discussed, without entering in details, the problem related to the spread of an infections disease and the stochastic model of partition points. We think that this model, being simple and mathematically transparent, can be advantageous for the other theoratical investigations in chemistry or modern biology. PACS NOS.: 05.50. + q; 05.70.Ce; 64.10.+h; 87.10. +e; 87.15.Rn

Quantifying geological uncertainty for flow and transport modeling in multi-modal heterogeneous formations

NASA Astrophysics Data System (ADS)

Feyen, Luc; Caers, Jef

2006-06-01

In this work, we address the problem of characterizing the heterogeneity and uncertainty of hydraulic properties for complex geological settings. Hereby, we distinguish between two scales of heterogeneity, namely the hydrofacies structure and the intrafacies variability of the hydraulic properties. We employ multiple-point geostatistics to characterize the hydrofacies architecture. The multiple-point statistics are borrowed from a training image that is designed to reflect the prior geological conceptualization. The intrafacies variability of the hydraulic properties is represented using conventional two-point correlation methods, more precisely, spatial covariance models under a multi-Gaussian spatial law. We address the different levels and sources of uncertainty in characterizing the subsurface heterogeneity, and explore their effect on groundwater flow and transport predictions. Typically, uncertainty is assessed by way of many images, termed realizations, of a fixed statistical model. However, in many cases, sampling from a fixed stochastic model does not adequately represent the space of uncertainty. It neglects the uncertainty related to the selection of the stochastic model and the estimation of its input parameters. We acknowledge the uncertainty inherent in the definition of the prior conceptual model of aquifer architecture and in the estimation of global statistics, anisotropy, and correlation scales. Spatial bootstrap is used to assess the uncertainty of the unknown statistical parameters. As an illustrative example, we employ a synthetic field that represents a fluvial setting consisting of an interconnected network of channel sands embedded within finer-grained floodplain material. For this highly non-stationary setting we quantify the groundwater flow and transport model prediction uncertainty for various levels of hydrogeological uncertainty. Results indicate the importance of accurately describing the facies geometry, especially for transport predictions.

Multiscale study on stochastic reconstructions of shale samples

NASA Astrophysics Data System (ADS)

Lili, J.; Lin, M.; Jiang, W. B.

2016-12-01

Shales are known to have multiscale pore systems, composed of macroscale fractures, micropores, and nanoscale pores within gas or oil-producing organic material. Also, shales are fissile and laminated, and the heterogeneity in horizontal is quite different from that in vertical. Stochastic reconstructions are extremely useful in situations where three-dimensional information is costly and time consuming. Thus the purpose of our paper is to reconstruct stochastically equiprobable 3D models containing information from several scales. In this paper, macroscale and microscale images of shale structure in the Lower Silurian Longmaxi are obtained by X-ray microtomography and nanoscale images are obtained by scanning electron microscopy. Each image is representative for all given scales and phases. Especially, the macroscale is four times coarser than the microscale, which in turn is four times lower in resolution than the nanoscale image. Secondly, the cross correlation-based simulation method (CCSIM) and the three-step sampling method are combined together to generate stochastic reconstructions for each scale. It is important to point out that the boundary points of pore and matrix are selected based on multiple-point connectivity function in the sampling process, and thus the characteristics of the reconstructed image can be controlled indirectly. Thirdly, all images with the same resolution are developed through downscaling and upscaling by interpolation, and then we merge multiscale categorical spatial data into a single 3D image with predefined resolution (the microscale image). 30 realizations using the given images and the proposed method are generated. The result reveals that the proposed method is capable of preserving the multiscale pore structure, both vertically and horizontally, which is necessary for accurate permeability prediction. The variogram curves and pore-size distribution for both original 3D sample and the generated 3D realizations are compared. The result indicates that the agreement between the original 3D sample and the generated stochastic realizations is excellent. This work is supported by "973" Program (2014CB239004), the Key Instrument Developing Project of the CAS (ZDYZ2012-1-08-02) and the National Natural Science Foundation of China (Grant No. 41574129).

Zonostrophic instability driven by discrete particle noise

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

St-Onge, D. A.; Krommes, J. A.

The consequences of discrete particle noise for a system possessing a possibly unstable collective mode are discussed. It is argued that a zonostrophic instability (of homogeneous turbulence to the formation of zonal flows) occurs just below the threshold for linear instability. The scenario provides a new interpretation of the random forcing that is ubiquitously invoked in stochastic models such as the second-order cumulant expansion or stochastic structural instability theory; neither intrinsic turbulence nor coupling to extrinsic turbulence is required. A representative calculation of the zonostrophic neutral curve is made for a simple two-field model of toroidal ion-temperature-gradient-driven modes. To themore » extent that the damping of zonal flows is controlled by the ion-ion collision rate, the point of zonostrophic instability is independent of that rate. Published by AIP Publishing.« less

Zonostrophic instability driven by discrete particle noise

DOE PAGES

St-Onge, D. A.; Krommes, J. A.

2017-04-01

The consequences of discrete particle noise for a system possessing a possibly unstable collective mode are discussed. It is argued that a zonostrophic instability (of homogeneous turbulence to the formation of zonal flows) occurs just below the threshold for linear instability. The scenario provides a new interpretation of the random forcing that is ubiquitously invoked in stochastic models such as the second-order cumulant expansion or stochastic structural instability theory; neither intrinsic turbulence nor coupling to extrinsic turbulence is required. A representative calculation of the zonostrophic neutral curve is made for a simple two-field model of toroidal ion-temperature-gradient-driven modes. To themore » extent that the damping of zonal flows is controlled by the ion-ion collision rate, the point of zonostrophic instability is independent of that rate. Published by AIP Publishing.« less

Stochastic optimal control of ultradiffusion processes with application to dynamic portfolio management

NASA Astrophysics Data System (ADS)

Marcozzi, Michael D.

2008-12-01

We consider theoretical and approximation aspects of the stochastic optimal control of ultradiffusion processes in the context of a prototype model for the selling price of a European call option. Within a continuous-time framework, the dynamic management of a portfolio of assets is effected through continuous or point control, activation costs, and phase delay. The performance index is derived from the unique weak variational solution to the ultraparabolic Hamilton-Jacobi equation; the value function is the optimal realization of the performance index relative to all feasible portfolios. An approximation procedure based upon a temporal box scheme/finite element method is analyzed; numerical examples are presented in order to demonstrate the viability of the approach.

Model reduction method using variable-separation for stochastic saddle point problems

NASA Astrophysics Data System (ADS)

Jiang, Lijian; Li, Qiuqi

2018-02-01

In this paper, we consider a variable-separation (VS) method to solve the stochastic saddle point (SSP) problems. The VS method is applied to obtain the solution in tensor product structure for stochastic partial differential equations (SPDEs) in a mixed formulation. The aim of such a technique is to construct a reduced basis approximation of the solution of the SSP problems. The VS method attempts to get a low rank separated representation of the solution for SSP in a systematic enrichment manner. No iteration is performed at each enrichment step. In order to satisfy the inf-sup condition in the mixed formulation, we enrich the separated terms for the primal system variable at each enrichment step. For the SSP problems by regularization or penalty, we propose a more efficient variable-separation (VS) method, i.e., the variable-separation by penalty method. This can avoid further enrichment of the separated terms in the original mixed formulation. The computation of the variable-separation method decomposes into offline phase and online phase. Sparse low rank tensor approximation method is used to significantly improve the online computation efficiency when the number of separated terms is large. For the applications of SSP problems, we present three numerical examples to illustrate the performance of the proposed methods.

A Stochastic Fractional Dynamics Model of Space-time Variability of Rain

NASA Technical Reports Server (NTRS)

Kundu, Prasun K.; Travis, James E.

2013-01-01

Rainfall varies in space and time in a highly irregular manner and is described naturally in terms of a stochastic process. A characteristic feature of rainfall statistics is that they depend strongly on the space-time scales over which rain data are averaged. A spectral model of precipitation has been developed based on a stochastic differential equation of fractional order for the point rain rate, that allows a concise description of the second moment statistics of rain at any prescribed space-time averaging scale. The model is thus capable of providing a unified description of the statistics of both radar and rain gauge data. The underlying dynamical equation can be expressed in terms of space-time derivatives of fractional orders that are adjusted together with other model parameters to fit the data. The form of the resulting spectrum gives the model adequate flexibility to capture the subtle interplay between the spatial and temporal scales of variability of rain but strongly constrains the predicted statistical behavior as a function of the averaging length and times scales. We test the model with radar and gauge data collected contemporaneously at the NASA TRMM ground validation sites located near Melbourne, Florida and in Kwajalein Atoll, Marshall Islands in the tropical Pacific. We estimate the parameters by tuning them to the second moment statistics of radar data. The model predictions are then found to fit the second moment statistics of the gauge data reasonably well without any further adjustment.

Effect of elongation in divertor tokamaks

NASA Astrophysics Data System (ADS)

Jones, Morgin; Ali, Halima; Punjabi, Alkesh

2008-04-01

Method of maps developed by Punjabi and Boozer [A. Punjabi, A. Verma, and A. Boozer, Phys.Rev. Lett. 69, 3322 (1992)] is used to calculate the effects of elongation on stochastic layer and magnetic footprint in divertor tokamaks. The parameters in the map are chosen such that the poloidal magnetic flux χSEP inside the ideal separatrix, the amplitude δ of magnetic perturbation, and the height H of the ideal separatrix surface are held fixed. The safety factor q for the flux surfaces that are nonchaotic as a function of normalized distance d from the O-point to the X-point is also held approximately constant. Under these conditions, the width W of the ideal separatrix surface in the midplane through the O-point is varied. The relative width w of stochastic layer near the X-point and the area A of magnetic footprint are then calculated. We find that the normalized width w of stochastic layer scales as W-7, and the area A of magnetic footprint on collector plate scales as W-10.

Lack of Critical Slowing Down Suggests that Financial Meltdowns Are Not Critical Transitions, yet Rising Variability Could Signal Systemic Risk.

PubMed

Guttal, Vishwesha; Raghavendra, Srinivas; Goel, Nikunj; Hoarau, Quentin

2016-01-01

Complex systems inspired analysis suggests a hypothesis that financial meltdowns are abrupt critical transitions that occur when the system reaches a tipping point. Theoretical and empirical studies on climatic and ecological dynamical systems have shown that approach to tipping points is preceded by a generic phenomenon called critical slowing down, i.e. an increasingly slow response of the system to perturbations. Therefore, it has been suggested that critical slowing down may be used as an early warning signal of imminent critical transitions. Whether financial markets exhibit critical slowing down prior to meltdowns remains unclear. Here, our analysis reveals that three major US (Dow Jones Index, S&P 500 and NASDAQ) and two European markets (DAX and FTSE) did not exhibit critical slowing down prior to major financial crashes over the last century. However, all markets showed strong trends of rising variability, quantified by time series variance and spectral function at low frequencies, prior to crashes. These results suggest that financial crashes are not critical transitions that occur in the vicinity of a tipping point. Using a simple model, we argue that financial crashes are likely to be stochastic transitions which can occur even when the system is far away from the tipping point. Specifically, we show that a gradually increasing strength of stochastic perturbations may have caused to abrupt transitions in the financial markets. Broadly, our results highlight the importance of stochastically driven abrupt transitions in real world scenarios. Our study offers rising variability as a precursor of financial meltdowns albeit with a limitation that they may signal false alarms.

Lack of Critical Slowing Down Suggests that Financial Meltdowns Are Not Critical Transitions, yet Rising Variability Could Signal Systemic Risk

PubMed Central

Hoarau, Quentin

2016-01-01

Complex systems inspired analysis suggests a hypothesis that financial meltdowns are abrupt critical transitions that occur when the system reaches a tipping point. Theoretical and empirical studies on climatic and ecological dynamical systems have shown that approach to tipping points is preceded by a generic phenomenon called critical slowing down, i.e. an increasingly slow response of the system to perturbations. Therefore, it has been suggested that critical slowing down may be used as an early warning signal of imminent critical transitions. Whether financial markets exhibit critical slowing down prior to meltdowns remains unclear. Here, our analysis reveals that three major US (Dow Jones Index, S&P 500 and NASDAQ) and two European markets (DAX and FTSE) did not exhibit critical slowing down prior to major financial crashes over the last century. However, all markets showed strong trends of rising variability, quantified by time series variance and spectral function at low frequencies, prior to crashes. These results suggest that financial crashes are not critical transitions that occur in the vicinity of a tipping point. Using a simple model, we argue that financial crashes are likely to be stochastic transitions which can occur even when the system is far away from the tipping point. Specifically, we show that a gradually increasing strength of stochastic perturbations may have caused to abrupt transitions in the financial markets. Broadly, our results highlight the importance of stochastically driven abrupt transitions in real world scenarios. Our study offers rising variability as a precursor of financial meltdowns albeit with a limitation that they may signal false alarms. PMID:26761792

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

PubMed

Caglar, Mehmet Umut; Pal, Ranadip

2013-01-01

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

An application of information theory to stochastic classical gravitational fields

NASA Astrophysics Data System (ADS)

Angulo, J.; Angulo, J. C.; Angulo, J. M.

2018-06-01

The objective of this study lies on the incorporation of the concepts developed in the Information Theory (entropy, complexity, etc.) with the aim of quantifying the variation of the uncertainty associated with a stochastic physical system resident in a spatiotemporal region. As an example of application, a relativistic classical gravitational field has been considered, with a stochastic behavior resulting from the effect induced by one or several external perturbation sources. One of the key concepts of the study is the covariance kernel between two points within the chosen region. Using this concept and the appropriate criteria, a methodology is proposed to evaluate the change of uncertainty at a given spatiotemporal point, based on available information and efficiently applying the diverse methods that Information Theory provides. For illustration, a stochastic version of the Einstein equation with an added Gaussian Langevin term is analyzed.

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

NASA Astrophysics Data System (ADS)

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

2014-09-01

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

A Markov model for the temporal dynamics of balanced random networks of finite size

PubMed Central

Lagzi, Fereshteh; Rotter, Stefan

2014-01-01

The balanced state of recurrent networks of excitatory and inhibitory spiking neurons is characterized by fluctuations of population activity about an attractive fixed point. Numerical simulations show that these dynamics are essentially nonlinear, and the intrinsic noise (self-generated fluctuations) in networks of finite size is state-dependent. Therefore, stochastic differential equations with additive noise of fixed amplitude cannot provide an adequate description of the stochastic dynamics. The noise model should, rather, result from a self-consistent description of the network dynamics. Here, we consider a two-state Markovian neuron model, where spikes correspond to transitions from the active state to the refractory state. Excitatory and inhibitory input to this neuron affects the transition rates between the two states. The corresponding nonlinear dependencies can be identified directly from numerical simulations of networks of leaky integrate-and-fire neurons, discretized at a time resolution in the sub-millisecond range. Deterministic mean-field equations, and a noise component that depends on the dynamic state of the network, are obtained from this model. The resulting stochastic model reflects the behavior observed in numerical simulations quite well, irrespective of the size of the network. In particular, a strong temporal correlation between the two populations, a hallmark of the balanced state in random recurrent networks, are well represented by our model. Numerical simulations of such networks show that a log-normal distribution of short-term spike counts is a property of balanced random networks with fixed in-degree that has not been considered before, and our model shares this statistical property. Furthermore, the reconstruction of the flow from simulated time series suggests that the mean-field dynamics of finite-size networks are essentially of Wilson-Cowan type. We expect that this novel nonlinear stochastic model of the interaction between neuronal populations also opens new doors to analyze the joint dynamics of multiple interacting networks. PMID:25520644

The Separatrix Algorithm for Synthesis and Analysis of Stochastic Simulations with Applications in Disease Modeling

PubMed Central

Klein, Daniel J.; Baym, Michael; Eckhoff, Philip

2014-01-01

Decision makers in epidemiology and other disciplines are faced with the daunting challenge of designing interventions that will be successful with high probability and robust against a multitude of uncertainties. To facilitate the decision making process in the context of a goal-oriented objective (e.g., eradicate polio by ), stochastic models can be used to map the probability of achieving the goal as a function of parameters. Each run of a stochastic model can be viewed as a Bernoulli trial in which “success” is returned if and only if the goal is achieved in simulation. However, each run can take a significant amount of time to complete, and many replicates are required to characterize each point in parameter space, so specialized algorithms are required to locate desirable interventions. To address this need, we present the Separatrix Algorithm, which strategically locates parameter combinations that are expected to achieve the goal with a user-specified probability of success (e.g. 95%). Technically, the algorithm iteratively combines density-corrected binary kernel regression with a novel information-gathering experiment design to produce results that are asymptotically correct and work well in practice. The Separatrix Algorithm is demonstrated on several test problems, and on a detailed individual-based simulation of malaria. PMID:25078087

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

PubMed

Oizumi, Ryo

2014-01-01

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

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

PubMed Central

Oizumi, Ryo

2014-01-01

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

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

Controllability of fractional higher order stochastic integrodifferential systems with fractional Brownian motion.

PubMed

Sathiyaraj, T; Balasubramaniam, P

2017-11-30

This paper presents a new set of sufficient conditions for controllability of fractional higher order stochastic integrodifferential systems with fractional Brownian motion (fBm) in finite dimensional space using fractional calculus, fixed point technique and stochastic analysis approach. In particular, we discuss the complete controllability for nonlinear fractional stochastic integrodifferential systems under the proved result of the corresponding linear fractional system is controllable. Finally, an example is presented to illustrate the efficiency of the obtained theoretical results. Copyright © 2017 ISA. Published by Elsevier Ltd. All rights reserved.

A stochastic estimation procedure for intermittently-observed semi-Markov multistate models with back transitions.

PubMed

Aralis, Hilary; Brookmeyer, Ron

2017-01-01

Multistate models provide an important method for analyzing a wide range of life history processes including disease progression and patient recovery following medical intervention. Panel data consisting of the states occupied by an individual at a series of discrete time points are often used to estimate transition intensities of the underlying continuous-time process. When transition intensities depend on the time elapsed in the current state and back transitions between states are possible, this intermittent observation process presents difficulties in estimation due to intractability of the likelihood function. In this manuscript, we present an iterative stochastic expectation-maximization algorithm that relies on a simulation-based approximation to the likelihood function and implement this algorithm using rejection sampling. In a simulation study, we demonstrate the feasibility and performance of the proposed procedure. We then demonstrate application of the algorithm to a study of dementia, the Nun Study, consisting of intermittently-observed elderly subjects in one of four possible states corresponding to intact cognition, impaired cognition, dementia, and death. We show that the proposed stochastic expectation-maximization algorithm substantially reduces bias in model parameter estimates compared to an alternative approach used in the literature, minimal path estimation. We conclude that in estimating intermittently observed semi-Markov models, the proposed approach is a computationally feasible and accurate estimation procedure that leads to substantial improvements in back transition estimates.

Bounded noise induced first-order phase transitions in a baseline non-spatial model of gene transcription

NASA Astrophysics Data System (ADS)

d'Onofrio, Alberto; Caravagna, Giulio; de Franciscis, Sebastiano

2018-02-01

In this work we consider, from a statistical mechanics point of view, the effects of bounded stochastic perturbations of the protein decay rate for a bistable biomolecular network module. Namely, we consider the perturbations of the protein decay/binding rate constant (DBRC) in a circuit modeling the positive feedback of a transcription factor (TF) on its own synthesis. The DBRC models both the spontaneous degradation of the TF and its linking to other unknown biomolecular factors or drugs. We show that bounded perturbations of the DBRC preserve the positivity of the parameter value (and also its limited variation), and induce effects of interest. First, the noise amplitude induces a first-order phase transition. This is of interest since the system in study has neither spatial components nor it is composed by multiple interacting networks. In particular, we observe that the system passes from two to a unique stochastic attractor, and vice-versa. This behavior is different from noise-induced transitions (also termed phenomenological bifurcations), where a unique stochastic attractor changes its shape depending on the values of a parameter. Moreover, we observe irreversible jumps as a consequence of the above-mentioned phase transition. We show that the illustrated mechanism holds for general models with the same deterministic hysteresis bifurcation structure. Finally, we illustrate the possible implications of our findings to the intracellular pharmacodynamics of drugs delivered in continuous infusion.

Molecular finite-size effects in stochastic models of equilibrium chemical systems.

PubMed

Cianci, Claudia; Smith, Stephen; Grima, Ramon

2016-02-28

The reaction-diffusion master equation (RDME) is a standard modelling approach for understanding stochastic and spatial chemical kinetics. An inherent assumption is that molecules are point-like. Here, we introduce the excluded volume reaction-diffusion master equation (vRDME) which takes into account volume exclusion effects on stochastic kinetics due to a finite molecular radius. We obtain an exact closed form solution of the RDME and of the vRDME for a general chemical system in equilibrium conditions. The difference between the two solutions increases with the ratio of molecular diameter to the compartment length scale. We show that an increase in the fraction of excluded space can (i) lead to deviations from the classical inverse square root law for the noise-strength, (ii) flip the skewness of the probability distribution from right to left-skewed, (iii) shift the equilibrium of bimolecular reactions so that more product molecules are formed, and (iv) strongly modulate the Fano factors and coefficients of variation. These volume exclusion effects are found to be particularly pronounced for chemical species not involved in chemical conservation laws. Finally, we show that statistics obtained using the vRDME are in good agreement with those obtained from Brownian dynamics with excluded volume interactions.

Stochastic Modeling of Direct Radiation Transmission in Particle-Laden Turbulent Flows

NASA Astrophysics Data System (ADS)

Banko, Andrew; Villafane, Laura; Kim, Ji Hoon; Esmaily Moghadam, Mahdi; Eaton, John K.

2017-11-01

Direct radiation transmission in turbulent flows laden with heavy particles plays a fundamental role in systems such as clouds, spray combustors, and particle-solar-receivers. Owing to their inertia, the particles preferentially concentrate and the resulting voids and clusters lead to deviations in mean transmission from the classical Beer-Lambert law for exponential extinction. Additionally, the transmission fluctuations can exceed those of Poissonian media by an order of magnitude, which implies a gross misprediction in transmission statistics if the correlations in particle positions are neglected. On the other hand, tracking millions of particles in a turbulence simulation can be prohibitively expensive. This work presents stochastic processes as computationally cheap reduced order models for the instantaneous particle number density field and radiation transmission therein. Results from the stochastic processes are compared to Monte Carlo Ray Tracing (MCRT) simulations using the particle positions obtained from the point-particle DNS of isotropic turbulence at a Taylor Reynolds number of 150. Accurate transmission statistics are predicted with respect to MCRT by matching the mean, variance, and correlation length of DNS number density fields. Funded by the U.S. Department of Energy under Grant No. DE-NA0002373-1 and the National Science Foundation under Grant No. DGE-114747.

Semiclassical stochastic mechanics for the Coulomb potential with applications to modelling dark matter

NASA Astrophysics Data System (ADS)

Neate, Andrew; Truman, Aubrey

2016-05-01

Little is known about dark matter particles save that their most important interactions with ordinary matter are gravitational and that, if they exist, they are stable, slow moving and relatively massive. Based on these assumptions, a semiclassical approximation to the Schrödinger equation under the action of a Coulomb potential should be relevant for modelling their behaviour. We investigate the semiclassical limit of the Schrödinger equation for a particle of mass M under a Coulomb potential in the context of Nelson's stochastic mechanics. This is done using a Freidlin-Wentzell asymptotic series expansion in the parameter ɛ = √{ ħ / M } for the Nelson diffusion. It is shown that for wave functions ψ ˜ exp((R + iS)/ɛ2) where R and S are real valued, the ɛ = 0 behaviour is governed by a constrained Hamiltonian system with Hamiltonian Hr and constraint Hi = 0 where the superscripts r and i denote the real and imaginary parts of the Bohr correspondence limit of the quantum mechanical Hamiltonian, independent of Nelson's ideas. Nelson's stochastic mechanics is restored in dealing with the nodal surface singularities and by computing (correct to first order in ɛ) the relevant diffusion process in terms of Jacobi fields thereby revealing Kepler's laws in a new light. The key here is that the constrained Hamiltonian system has just two solutions corresponding to the forward and backward drifts in Nelson's stochastic mechanics. We discuss the application of this theory to modelling dark matter particles under the influence of a large gravitating point mass.

Stochastic Modeling of Sediment Connectivity for Reconstructing Sand Fluxes and Origins in the Unmonitored Se Kong, Se San, and Sre Pok Tributaries of the Mekong River

NASA Astrophysics Data System (ADS)

Schmitt, R. J. P.; Bizzi, S.; Castelletti, A. F.; Kondolf, G. M.

2018-01-01

Sediment supply to rivers, subsequent fluvial transport, and the resulting sediment connectivity on network scales are often sparsely monitored and subject to major uncertainty. We propose to approach that uncertainty by adopting a stochastic method for modeling network sediment connectivity, which we present for the Se Kong, Se San, and Sre Pok (3S) tributaries of the Mekong. We quantify how unknown properties of sand sources translate into uncertainty regarding network connectivity by running the CASCADE (CAtchment Sediment Connectivity And DElivery) modeling framework in a Monte Carlo approach for 7,500 random realizations. Only a small ensemble of realizations reproduces downstream observations of sand transport. This ensemble presents an inverse stochastic approximation of the magnitude and variability of transport capacity, sediment flux, and grain size distribution of the sediment transported in the network (i.e., upscaling point observations to the entire network). The approximated magnitude of sand delivered from each tributary to the Mekong is controlled by reaches of low transport capacity ("bottlenecks"). These bottlenecks limit the ability to predict transport in the upper parts of the catchment through inverse stochastic approximation, a limitation that could be addressed by targeted monitoring upstream of identified bottlenecks. Nonetheless, bottlenecks also allow a clear partitioning of natural sand deliveries from the 3S to the Mekong, with the Se Kong delivering less (1.9 Mt/yr) and coarser (median grain size: 0.4 mm) sand than the Se San (5.3 Mt/yr, 0.22 mm) and Sre Pok (11 Mt/yr, 0.19 mm).

Investigation of Ice Dynamics in the Marginal Zone.

DTIC Science & Technology

1983-12-01

Unclassified SECURITV CLASSIFICATIGON OF THIS PAGE (111mon Dole Rntormi) Unclassified MTY CLASMSFICATION OF THIS PA6SS16M POW & 6m " trength rather...modeling work, two points are recognized to need a deep consideration: transient cases and stochastic modeling. It is not certain how the velocity...if the thickness effect is indeed significant. The nature of the ice edge jet should be shown: is it transient or steady, forced or caused by ice

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

DTIC Science & Technology

2009-01-01

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

Expected Number of Fixed Points in Boolean Networks with Arbitrary Topology.

PubMed

Mori, Fumito; Mochizuki, Atsushi

2017-07-14

Boolean network models describe genetic, neural, and social dynamics in complex networks, where the dynamics depend generally on network topology. Fixed points in a genetic regulatory network are typically considered to correspond to cell types in an organism. We prove that the expected number of fixed points in a Boolean network, with Boolean functions drawn from probability distributions that are not required to be uniform or identical, is one, and is independent of network topology if only a feedback arc set satisfies a stochastic neutrality condition. We also demonstrate that the expected number is increased by the predominance of positive feedback in a cycle.

Dimensional flow and fuzziness in quantum gravity: Emergence of stochastic spacetime

NASA Astrophysics Data System (ADS)

Calcagni, Gianluca; Ronco, Michele

2017-10-01

We show that the uncertainty in distance and time measurements found by the heuristic combination of quantum mechanics and general relativity is reproduced in a purely classical and flat multi-fractal spacetime whose geometry changes with the probed scale (dimensional flow) and has non-zero imaginary dimension, corresponding to a discrete scale invariance at short distances. Thus, dimensional flow can manifest itself as an intrinsic measurement uncertainty and, conversely, measurement-uncertainty estimates are generally valid because they rely on this universal property of quantum geometries. These general results affect multi-fractional theories, a recent proposal related to quantum gravity, in two ways: they can fix two parameters previously left free (in particular, the value of the spacetime dimension at short scales) and point towards a reinterpretation of the ultraviolet structure of geometry as a stochastic foam or fuzziness. This is also confirmed by a correspondence we establish between Nottale scale relativity and the stochastic geometry of multi-fractional models.

Time-Frequency Approach for Stochastic Signal Detection

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

Ghosh, Ripul; Akula, Aparna; Kumar, Satish

2011-10-20

The detection of events in a stochastic signal has been a subject of great interest. One of the oldest signal processing technique, Fourier Transform of a signal contains information regarding frequency content, but it cannot resolve the exact onset of changes in the frequency, all temporal information is contained in the phase of the transform. On the other hand, Spectrogram is better able to resolve temporal evolution of frequency content, but has a trade-off in time resolution versus frequency resolution in accordance with the uncertainty principle. Therefore, time-frequency representations are considered for energetic characterisation of the non-stationary signals. Wigner Villemore » Distribution (WVD) is the most prominent quadratic time-frequency signal representation and used for analysing frequency variations in signals.WVD allows for instantaneous frequency estimation at each data point, for a typical temporal resolution of fractions of a second. This paper through simulations describes the way time frequency models are applied for the detection of event in a stochastic signal.« less

Time-Frequency Approach for Stochastic Signal Detection

NASA Astrophysics Data System (ADS)

Ghosh, Ripul; Akula, Aparna; Kumar, Satish; Sardana, H. K.

2011-10-01

The detection of events in a stochastic signal has been a subject of great interest. One of the oldest signal processing technique, Fourier Transform of a signal contains information regarding frequency content, but it cannot resolve the exact onset of changes in the frequency, all temporal information is contained in the phase of the transform. On the other hand, Spectrogram is better able to resolve temporal evolution of frequency content, but has a trade-off in time resolution versus frequency resolution in accordance with the uncertainty principle. Therefore, time-frequency representations are considered for energetic characterisation of the non-stationary signals. Wigner Ville Distribution (WVD) is the most prominent quadratic time-frequency signal representation and used for analysing frequency variations in signals.WVD allows for instantaneous frequency estimation at each data point, for a typical temporal resolution of fractions of a second. This paper through simulations describes the way time frequency models are applied for the detection of event in a stochastic signal.

Large Deviations for Nonlocal Stochastic Neural Fields

PubMed Central

2014-01-01

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

Political model of social evolution

PubMed Central

Acemoglu, Daron; Egorov, Georgy; Sonin, Konstantin

2011-01-01

Almost all democratic societies evolved socially and politically out of authoritarian and nondemocratic regimes. These changes not only altered the allocation of economic resources in society but also the structure of political power. In this paper, we develop a framework for studying the dynamics of political and social change. The society consists of agents that care about current and future social arrangements and economic allocations; allocation of political power determines who has the capacity to implement changes in economic allocations and future allocations of power. The set of available social rules and allocations at any point in time is stochastic. We show that political and social change may happen without any stochastic shocks or as a result of a shock destabilizing an otherwise stable social arrangement. Crucially, the process of social change is contingent (and history-dependent): the timing and sequence of stochastic events determine the long-run equilibrium social arrangements. For example, the extent of democratization may depend on how early uncertainty about the set of feasible reforms in the future is resolved. PMID:22198760

Political model of social evolution.

PubMed

Acemoglu, Daron; Egorov, Georgy; Sonin, Konstantin

2011-12-27

Almost all democratic societies evolved socially and politically out of authoritarian and nondemocratic regimes. These changes not only altered the allocation of economic resources in society but also the structure of political power. In this paper, we develop a framework for studying the dynamics of political and social change. The society consists of agents that care about current and future social arrangements and economic allocations; allocation of political power determines who has the capacity to implement changes in economic allocations and future allocations of power. The set of available social rules and allocations at any point in time is stochastic. We show that political and social change may happen without any stochastic shocks or as a result of a shock destabilizing an otherwise stable social arrangement. Crucially, the process of social change is contingent (and history-dependent): the timing and sequence of stochastic events determine the long-run equilibrium social arrangements. For example, the extent of democratization may depend on how early uncertainty about the set of feasible reforms in the future is resolved.

Superstatistical generalised Langevin equation: non-Gaussian viscoelastic anomalous diffusion

NASA Astrophysics Data System (ADS)

Ślęzak, Jakub; Metzler, Ralf; Magdziarz, Marcin

2018-02-01

Recent advances in single particle tracking and supercomputing techniques demonstrate the emergence of normal or anomalous, viscoelastic diffusion in conjunction with non-Gaussian distributions in soft, biological, and active matter systems. We here formulate a stochastic model based on a generalised Langevin equation in which non-Gaussian shapes of the probability density function and normal or anomalous diffusion have a common origin, namely a random parametrisation of the stochastic force. We perform a detailed analysis demonstrating how various types of parameter distributions for the memory kernel result in exponential, power law, or power-log law tails of the memory functions. The studied system is also shown to exhibit a further unusual property: the velocity has a Gaussian one point probability density but non-Gaussian joint distributions. This behaviour is reflected in the relaxation from a Gaussian to a non-Gaussian distribution observed for the position variable. We show that our theoretical results are in excellent agreement with stochastic simulations.

Stochastic Multi-Timescale Power System Operations With Variable Wind Generation

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

Wu, Hongyu; Krad, Ibrahim; Florita, Anthony

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

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

PubMed

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

2015-05-01

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

Turbulent fluctuations and the excitation of Z Cam outbursts

NASA Astrophysics Data System (ADS)

Ross, Johnathan; Latter, Henrik N.

2017-09-01

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

Single particle momentum and angular distributions in hadron-hadron collisions at ultrahigh energies

NASA Technical Reports Server (NTRS)

Chou, T. T.; Chen, N. Y.

1985-01-01

The forward-backward charged multiplicity distribution (P n sub F, n sub B) of events in the 540 GeV antiproton-proton collider has been extensively studied by the UA5 Collaboration. It was pointed out that the distribution with respect to n = n sub F + n sub B satisfies approximate KNO scaling and that with respect to Z = n sub F - n sub B is binomial. The geometrical model of hadron-hadron collision interprets the large multiplicity fluctuation as due to the widely different nature of collisions at different impact parameters b. For a single impact parameter b, the collision in the geometrical model should exhibit stochastic behavior. This separation of the stochastic and nonstochastic (KNO) aspects of multiparticle production processes gives conceptually a lucid and attractive picture of such collisions, leading to the concept of partition temperature T sub p and the single particle momentum spectrum to be discussed in detail.

Random Interchange of Magnetic Connectivity

NASA Astrophysics Data System (ADS)

Matthaeus, W. H.; Ruffolo, D. J.; Servidio, S.; Wan, M.; Rappazzo, A. F.

2015-12-01

Magnetic connectivity, the connection between two points along a magnetic field line, has a stochastic character associated with field lines random walking in space due to magnetic fluctuations, but connectivity can also change in time due to dynamical activity [1]. For fluctuations transverse to a strong mean field, this connectivity change be caused by stochastic interchange due to component reconnection. The process may be understood approximately by formulating a diffusion-like Fokker-Planck coefficient [2] that is asymptotically related to standard field line random walk. Quantitative estimates are provided, for transverse magnetic field models and anisotropic models such as reduced magnetohydrodynamics. In heliospheric applications, these estimates may be useful for understanding mixing between open and close field line regions near coronal hole boundaries, and large latitude excursions of connectivity associated with turbulence. [1] A. F. Rappazzo, W. H. Matthaeus, D. Ruffolo, S. Servidio & M. Velli, ApJL, 758, L14 (2012) [2] D. Ruffolo & W. Matthaeus, ApJ, 806, 233 (2015)

State-space adjustment of radar rainfall and skill score evaluation of stochastic volume forecasts in urban drainage systems.

PubMed

Löwe, Roland; Mikkelsen, Peter Steen; Rasmussen, Michael R; Madsen, Henrik

2013-01-01

Merging of radar rainfall data with rain gauge measurements is a common approach to overcome problems in deriving rain intensities from radar measurements. We extend an existing approach for adjustment of C-band radar data using state-space models and use the resulting rainfall intensities as input for forecasting outflow from two catchments in the Copenhagen area. Stochastic grey-box models are applied to create the runoff forecasts, providing us with not only a point forecast but also a quantification of the forecast uncertainty. Evaluating the results, we can show that using the adjusted radar data improves runoff forecasts compared with using the original radar data and that rain gauge measurements as forecast input are also outperformed. Combining the data merging approach with short-term rainfall forecasting algorithms may result in further improved runoff forecasts that can be used in real time control.

Stochastic modelling of microstructure formation in solidification processes

NASA Astrophysics Data System (ADS)

Nastac, Laurentiu; Stefanescu, Doru M.

1997-07-01

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

Reconstruction of Consistent 3d CAD Models from Point Cloud Data Using a Priori CAD Models

NASA Astrophysics Data System (ADS)

Bey, A.; Chaine, R.; Marc, R.; Thibault, G.; Akkouche, S.

2011-09-01

We address the reconstruction of 3D CAD models from point cloud data acquired in industrial environments, using a pre-existing 3D model as an initial estimate of the scene to be processed. Indeed, this prior knowledge can be used to drive the reconstruction so as to generate an accurate 3D model matching the point cloud. We more particularly focus our work on the cylindrical parts of the 3D models. We propose to state the problem in a probabilistic framework: we have to search for the 3D model which maximizes some probability taking several constraints into account, such as the relevancy with respect to the point cloud and the a priori 3D model, and the consistency of the reconstructed model. The resulting optimization problem can then be handled using a stochastic exploration of the solution space, based on the random insertion of elements in the configuration under construction, coupled with a greedy management of the conflicts which efficiently improves the configuration at each step. We show that this approach provides reliable reconstructed 3D models by presenting some results on industrial data sets.

Stochastic effects in a seasonally forced epidemic model

NASA Astrophysics Data System (ADS)

Rozhnova, G.; Nunes, A.

2010-10-01

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

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

NASA Astrophysics Data System (ADS)

Turner, Douglas C.; Ladde, Gangaram S.

2018-03-01

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

Solving complex maintenance planning optimization problems using stochastic simulation and multi-criteria fuzzy decision making

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

Tahvili, Sahar; Österberg, Jonas; Silvestrov, Sergei

One of the most important factors in the operations of many cooperations today is to maximize profit and one important tool to that effect is the optimization of maintenance activities. Maintenance activities is at the largest level divided into two major areas, corrective maintenance (CM) and preventive maintenance (PM). When optimizing maintenance activities, by a maintenance plan or policy, we seek to find the best activities to perform at each point in time, be it PM or CM. We explore the use of stochastic simulation, genetic algorithms and other tools for solving complex maintenance planning optimization problems in terms ofmore » a suggested framework model based on discrete event simulation.« less

Investigations on indoor Radon in Austria, part 2: Geological classes as categorical external drift for spatial modelling of the Radon potential.

PubMed

Bossew, Peter; Dubois, Grégoire; Tollefsen, Tore

2008-01-01

Geological classes are used to model the deterministic (drift or trend) component of the Radon potential (Friedmann's RP) in Austria. It is shown that the RP can be grouped according to geological classes, but also according to individual geological units belonging to the same class. Geological classes can thus serve as predictors for mean RP within the classes. Variability of the RP within classes or units is interpreted as the stochastic part of the regionalized variable RP; however, there does not seem to exist a smallest unit which would naturally divide the RP into a deterministic and a stochastic part. Rather, this depends on the scale of the geological maps used, down to which size of geological units is used for modelling the trend. In practice, there must be a sufficient number of data points (measurements) distributed as uniformly as possible within one unit to allow reasonable determination of the trend component.

A Framework for Performing Multiscale Stochastic Progressive Failure Analysis of Composite Structures

NASA Technical Reports Server (NTRS)

Bednarcyk, Brett A.; Arnold, Steven M.

2006-01-01

A framework is presented that enables coupled multiscale analysis of composite structures. The recently developed, free, Finite Element Analysis - Micromechanics Analysis Code (FEAMAC) software couples the Micromechanics Analysis Code with Generalized Method of Cells (MAC/GMC) with ABAQUS to perform micromechanics based FEA such that the nonlinear composite material response at each integration point is modeled at each increment by MAC/GMC. As a result, the stochastic nature of fiber breakage in composites can be simulated through incorporation of an appropriate damage and failure model that operates within MAC/GMC on the level of the fiber. Results are presented for the progressive failure analysis of a titanium matrix composite tensile specimen that illustrate the power and utility of the framework and address the techniques needed to model the statistical nature of the problem properly. In particular, it is shown that incorporating fiber strength randomness on multiple scales improves the quality of the simulation by enabling failure at locations other than those associated with structural level stress risers.

A Framework for Performing Multiscale Stochastic Progressive Failure Analysis of Composite Structures

NASA Technical Reports Server (NTRS)

Bednarcyk, Brett A.; Arnold, Steven M.

2007-01-01

A framework is presented that enables coupled multiscale analysis of composite structures. The recently developed, free, Finite Element Analysis-Micromechanics Analysis Code (FEAMAC) software couples the Micromechanics Analysis Code with Generalized Method of Cells (MAC/GMC) with ABAQUS to perform micromechanics based FEA such that the nonlinear composite material response at each integration point is modeled at each increment by MAC/GMC. As a result, the stochastic nature of fiber breakage in composites can be simulated through incorporation of an appropriate damage and failure model that operates within MAC/GMC on the level of the fiber. Results are presented for the progressive failure analysis of a titanium matrix composite tensile specimen that illustrate the power and utility of the framework and address the techniques needed to model the statistical nature of the problem properly. In particular, it is shown that incorporating fiber strength randomness on multiple scales improves the quality of the simulation by enabling failure at locations other than those associated with structural level stress risers.

Bus-based park-and-ride system: a stochastic model on multimodal network with congestion pricing schemes

NASA Astrophysics Data System (ADS)

Liu, Zhiyuan; Meng, Qiang

2014-05-01

This paper focuses on modelling the network flow equilibrium problem on a multimodal transport network with bus-based park-and-ride (P&R) system and congestion pricing charges. The multimodal network has three travel modes: auto mode, transit mode and P&R mode. A continuously distributed value-of-time is assumed to convert toll charges and transit fares to time unit, and the users' route choice behaviour is assumed to follow the probit-based stochastic user equilibrium principle with elastic demand. These two assumptions have caused randomness to the users' generalised travel times on the multimodal network. A comprehensive network framework is first defined for the flow equilibrium problem with consideration of interactions between auto flows and transit (bus) flows. Then, a fixed-point model with unique solution is proposed for the equilibrium flows, which can be solved by a convergent cost averaging method. Finally, the proposed methodology is tested by a network example.

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

NASA Astrophysics Data System (ADS)

Kononovicius, A.; Gontis, V.

2012-02-01

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

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

PubMed

Liu, Meng; Wang, Ke

2010-12-07

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

Hybrid approaches for multiple-species stochastic reaction–diffusion models

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

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

2015-10-15

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

Assessment of a stochastic downscaling methodology in generating an ensemble of hourly future climate time series

NASA Astrophysics Data System (ADS)

Fatichi, S.; Ivanov, V. Y.; Caporali, E.

2013-04-01

This study extends a stochastic downscaling methodology to generation of an ensemble of hourly time series of meteorological variables that express possible future climate conditions at a point-scale. The stochastic downscaling uses general circulation model (GCM) realizations and an hourly weather generator, the Advanced WEather GENerator (AWE-GEN). Marginal distributions of factors of change are computed for several climate statistics using a Bayesian methodology that can weight GCM realizations based on the model relative performance with respect to a historical climate and a degree of disagreement in projecting future conditions. A Monte Carlo technique is used to sample the factors of change from their respective marginal distributions. As a comparison with traditional approaches, factors of change are also estimated by averaging GCM realizations. With either approach, the derived factors of change are applied to the climate statistics inferred from historical observations to re-evaluate parameters of the weather generator. The re-parameterized generator yields hourly time series of meteorological variables that can be considered to be representative of future climate conditions. In this study, the time series are generated in an ensemble mode to fully reflect the uncertainty of GCM projections, climate stochasticity, as well as uncertainties of the downscaling procedure. Applications of the methodology in reproducing future climate conditions for the periods of 2000-2009, 2046-2065 and 2081-2100, using the period of 1962-1992 as the historical baseline are discussed for the location of Firenze (Italy). The inferences of the methodology for the period of 2000-2009 are tested against observations to assess reliability of the stochastic downscaling procedure in reproducing statistics of meteorological variables at different time scales.

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

NASA Astrophysics Data System (ADS)

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

2017-09-01

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

Effect of monthly areal rainfall uncertainty on streamflow simulation

NASA Astrophysics Data System (ADS)

Ndiritu, J. G.; Mkhize, N.

2017-08-01

Areal rainfall is mostly obtained from point rainfall measurements that are sparsely located and several studies have shown that this results in large areal rainfall uncertainties at the daily time step. However, water resources assessment is often carried out a monthly time step and streamflow simulation is usually an essential component of this assessment. This study set out to quantify monthly areal rainfall uncertainties and assess their effect on streamflow simulation. This was achieved by; i) quantifying areal rainfall uncertainties and using these to generate stochastic monthly areal rainfalls, and ii) finding out how the quality of monthly streamflow simulation and streamflow variability change if stochastic areal rainfalls are used instead of historic areal rainfalls. Tests on monthly rainfall uncertainty were carried out using data from two South African catchments while streamflow simulation was confined to one of them. A non-parametric model that had been applied at a daily time step was used for stochastic areal rainfall generation and the Pitman catchment model calibrated using the SCE-UA optimizer was used for streamflow simulation. 100 randomly-initialised calibration-validation runs using 100 stochastic areal rainfalls were compared with 100 runs obtained using the single historic areal rainfall series. By using 4 rain gauges alternately to obtain areal rainfall, the resulting differences in areal rainfall averaged to 20% of the mean monthly areal rainfall and rainfall uncertainty was therefore highly significant. Pitman model simulations obtained coefficient of efficiencies averaging 0.66 and 0.64 in calibration and validation using historic rainfalls while the respective values using stochastic areal rainfalls were 0.59 and 0.57. Average bias was less than 5% in all cases. The streamflow ranges using historic rainfalls averaged to 29% of the mean naturalised flow in calibration and validation and the respective average ranges using stochastic monthly rainfalls were 86 and 90% of the mean naturalised streamflow. In calibration, 33% of the naturalised flow located within the streamflow ranges with historic rainfall simulations and using stochastic rainfalls increased this to 66%. In validation the respective percentages of naturalised flows located within the simulated streamflow ranges were 32 and 72% respectively. The analysis reveals that monthly areal rainfall uncertainty is significant and incorporating it into streamflow simulation would add validity to the results.

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

NASA Astrophysics Data System (ADS)

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

2017-03-01

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

Stochastic simulation of karst conduit networks

NASA Astrophysics Data System (ADS)

Pardo-Igúzquiza, Eulogio; Dowd, Peter A.; Xu, Chaoshui; Durán-Valsero, Juan José

2012-01-01

Karst aquifers have very high spatial heterogeneity. Essentially, they comprise a system of pipes (i.e., the network of conduits) superimposed on rock porosity and on a network of stratigraphic surfaces and fractures. This heterogeneity strongly influences the hydraulic behavior of the karst and it must be reproduced in any realistic numerical model of the karst system that is used as input to flow and transport modeling. However, the directly observed karst conduits are only a small part of the complete karst conduit system and knowledge of the complete conduit geometry and topology remains spatially limited and uncertain. Thus, there is a special interest in the stochastic simulation of networks of conduits that can be combined with fracture and rock porosity models to provide a realistic numerical model of the karst system. Furthermore, the simulated model may be of interest per se and other uses could be envisaged. The purpose of this paper is to present an efficient method for conditional and non-conditional stochastic simulation of karst conduit networks. The method comprises two stages: generation of conduit geometry and generation of topology. The approach adopted is a combination of a resampling method for generating conduit geometries from templates and a modified diffusion-limited aggregation method for generating the network topology. The authors show that the 3D karst conduit networks generated by the proposed method are statistically similar to observed karst conduit networks or to a hypothesized network model. The statistical similarity is in the sense of reproducing the tortuosity index of conduits, the fractal dimension of the network, the direction rose of directions, the Z-histogram and Ripley's K-function of the bifurcation points (which differs from a random allocation of those bifurcation points). The proposed method (1) is very flexible, (2) incorporates any experimental data (conditioning information) and (3) can easily be modified when implemented in a hydraulic inverse modeling procedure. Several synthetic examples are given to illustrate the methodology and real conduit network data are used to generate simulated networks that mimic real geometries and topology.

Comments on the present state and future directions of PDF methods

NASA Technical Reports Server (NTRS)

Obrien, E. E.

1992-01-01

The one point probability density function (PDF) method is examined in light of its use in actual engineering problems. The PDF method, although relatively complicated, appears to be the only format available to handle the nonlinear stochastic difficulties caused by typical reaction kinetics. Turbulence modeling, if it is to play a central role in combustion modeling, has to be integrated with the chemistry in a way which produces accurate numerical solutions to combustion problems. It is questionable whether the development of turbulent models in isolation from the peculiar statistics of reactant concentrations is a fruitful line of development as far as propulsion is concerned. There are three issues for which additional viewgraphs are prepared: the one point pdf method; the amplitude mapping closure; and a hybrid strategy for replacing a full two point pdf treatment of reacting flows by a single point pdf and correlation functions. An appeal is made for the establishment of an adequate data base for compressible flow with reactions for Mach numbers of unity or higher.

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.

Stochastic quantization of conformally coupled scalar in AdS

NASA Astrophysics Data System (ADS)

Jatkar, Dileep P.; Oh, Jae-Hyuk

2013-10-01

We explore the relation between stochastic quantization and holographic Wilsonian renormalization group flow further by studying conformally coupled scalar in AdS d+1. We establish one to one mapping between the radial flow of its double trace deformation and stochastic 2-point correlation function. This map is shown to be identical, up to a suitable field re-definition of the bulk scalar, to the original proposal in arXiv:1209.2242.

Gompertzian stochastic model with delay effect to cervical cancer growth

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

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

2015-02-03

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

A comparison of monthly precipitation point estimates at 6 locations in Iran using integration of soft computing methods and GARCH time series model

NASA Astrophysics Data System (ADS)

Mehdizadeh, Saeid; Behmanesh, Javad; Khalili, Keivan

2017-11-01

Precipitation plays an important role in determining the climate of a region. Precise estimation of precipitation is required to manage and plan water resources, as well as other related applications such as hydrology, climatology, meteorology and agriculture. Time series of hydrologic variables such as precipitation are composed of deterministic and stochastic parts. Despite this fact, the stochastic part of the precipitation data is not usually considered in modeling of precipitation process. As an innovation, the present study introduces three new hybrid models by integrating soft computing methods including multivariate adaptive regression splines (MARS), Bayesian networks (BN) and gene expression programming (GEP) with a time series model, namely generalized autoregressive conditional heteroscedasticity (GARCH) for modeling of the monthly precipitation. For this purpose, the deterministic (obtained by soft computing methods) and stochastic (obtained by GARCH time series model) parts are combined with each other. To carry out this research, monthly precipitation data of Babolsar, Bandar Anzali, Gorgan, Ramsar, Tehran and Urmia stations with different climates in Iran were used during the period of 1965-2014. Root mean square error (RMSE), relative root mean square error (RRMSE), mean absolute error (MAE) and determination coefficient (R2) were employed to evaluate the performance of conventional/single MARS, BN and GEP, as well as the proposed MARS-GARCH, BN-GARCH and GEP-GARCH hybrid models. It was found that the proposed novel models are more precise than single MARS, BN and GEP models. Overall, MARS-GARCH and BN-GARCH models yielded better accuracy than GEP-GARCH. The results of the present study confirmed the suitability of proposed methodology for precise modeling of precipitation.

A stochastic fractional dynamics model of space-time variability of rain

NASA Astrophysics Data System (ADS)

Kundu, Prasun K.; Travis, James E.

2013-09-01

varies in space and time in a highly irregular manner and is described naturally in terms of a stochastic process. A characteristic feature of rainfall statistics is that they depend strongly on the space-time scales over which rain data are averaged. A spectral model of precipitation has been developed based on a stochastic differential equation of fractional order for the point rain rate, which allows a concise description of the second moment statistics of rain at any prescribed space-time averaging scale. The model is thus capable of providing a unified description of the statistics of both radar and rain gauge data. The underlying dynamical equation can be expressed in terms of space-time derivatives of fractional orders that are adjusted together with other model parameters to fit the data. The form of the resulting spectrum gives the model adequate flexibility to capture the subtle interplay between the spatial and temporal scales of variability of rain but strongly constrains the predicted statistical behavior as a function of the averaging length and time scales. We test the model with radar and gauge data collected contemporaneously at the NASA TRMM ground validation sites located near Melbourne, Florida and on the Kwajalein Atoll, Marshall Islands in the tropical Pacific. We estimate the parameters by tuning them to fit the second moment statistics of radar data at the smaller spatiotemporal scales. The model predictions are then found to fit the second moment statistics of the gauge data reasonably well at these scales without any further adjustment.

A Guide to Making Stochastic and Single Point Predictions using the Cold Exposure Survival Model (CESM)

DTIC Science & Technology

2008-01-01

required soldiers to traverse knee to neck deep 14°C water. Recently, the proliferation of wilderness activities such as mountain climbing, backcountry...Red Cross Cold Water Survival Curves (Figure 2). While useful as a “ rule of thumb” estimate of hypothermia survival, models such as Molnar’s [8] are...low body fat (e.g. body builders) are an exception to this rule . The advantage of having a little more mass can be demonstrated by CESM by

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

NASA Astrophysics Data System (ADS)

Zheng, Fei; Zhu, Jiang

2017-04-01

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

Time-dependent probability density functions and information geometry in stochastic logistic and Gompertz models

NASA Astrophysics Data System (ADS)

Tenkès, Lucille-Marie; Hollerbach, Rainer; Kim, Eun-jin

2017-12-01

A probabilistic description is essential for understanding growth processes in non-stationary states. In this paper, we compute time-dependent probability density functions (PDFs) in order to investigate stochastic logistic and Gompertz models, which are two of the most popular growth models. We consider different types of short-correlated multiplicative and additive noise sources and compare the time-dependent PDFs in the two models, elucidating the effects of the additive and multiplicative noises on the form of PDFs. We demonstrate an interesting transition from a unimodal to a bimodal PDF as the multiplicative noise increases for a fixed value of the additive noise. A much weaker (leaky) attractor in the Gompertz model leads to a significant (singular) growth of the population of a very small size. We point out the limitation of using stationary PDFs, mean value and variance in understanding statistical properties of the growth in non-stationary states, highlighting the importance of time-dependent PDFs. We further compare these two models from the perspective of information change that occurs during the growth process. Specifically, we define an infinitesimal distance at any time by comparing two PDFs at times infinitesimally apart and sum these distances in time. The total distance along the trajectory quantifies the total number of different states that the system undergoes in time, and is called the information length. We show that the time-evolution of the two models become more similar when measured in units of the information length and point out the merit of using the information length in unifying and understanding the dynamic evolution of different growth processes.

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

PubMed

Mino, Hiroyuki; Grill, Warren M

2002-06-01

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

Modeling stochasticity and robustness in gene regulatory networks.

PubMed

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

2009-06-15

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

A multiple-point geostatistical method for characterizing uncertainty of subsurface alluvial units and its effects on flow and transport

USGS Publications Warehouse

Cronkite-Ratcliff, C.; Phelps, G.A.; Boucher, A.

2012-01-01

This report provides a proof-of-concept to demonstrate the potential application of multiple-point geostatistics for characterizing geologic heterogeneity and its effect on flow and transport simulation. The study presented in this report is the result of collaboration between the U.S. Geological Survey (USGS) and Stanford University. This collaboration focused on improving the characterization of alluvial deposits by incorporating prior knowledge of geologic structure and estimating the uncertainty of the modeled geologic units. In this study, geologic heterogeneity of alluvial units is characterized as a set of stochastic realizations, and uncertainty is indicated by variability in the results of flow and transport simulations for this set of realizations. This approach is tested on a hypothetical geologic scenario developed using data from the alluvial deposits in Yucca Flat, Nevada. Yucca Flat was chosen as a data source for this test case because it includes both complex geologic and hydrologic characteristics and also contains a substantial amount of both surface and subsurface geologic data. Multiple-point geostatistics is used to model geologic heterogeneity in the subsurface. A three-dimensional (3D) model of spatial variability is developed by integrating alluvial units mapped at the surface with vertical drill-hole data. The SNESIM (Single Normal Equation Simulation) algorithm is used to represent geologic heterogeneity stochastically by generating 20 realizations, each of which represents an equally probable geologic scenario. A 3D numerical model is used to simulate groundwater flow and contaminant transport for each realization, producing a distribution of flow and transport responses to the geologic heterogeneity. From this distribution of flow and transport responses, the frequency of exceeding a given contaminant concentration threshold can be used as an indicator of uncertainty about the location of the contaminant plume boundary.

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

NASA Astrophysics Data System (ADS)

Chang, Zhengbo; Meng, Xinzhu; Lu, Xiao

2017-04-01

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

System theoretic models for high density VLSI structures

NASA Astrophysics Data System (ADS)

Dickinson, Bradley W.; Hopkins, William E., Jr.

This research project involved the development of mathematical models for analysis, synthesis, and simulation of large systems of interacting devices. The work was motivated by problems that may become important in high density VLSI chips with characteristic feature sizes less than 1 micron: it is anticipated that interactions of neighboring devices will play an important role in the determination of circuit properties. It is hoped that the combination of high device densities and such local interactions can somehow be exploited to increase circuit speed and to reduce power consumption. To address these issues from the point of view of system theory, research was pursued in the areas of nonlinear and stochastic systems and into neural network models. Statistical models were developed to characterize various features of the dynamic behavior of interacting systems. Random process models for studying the resulting asynchronous modes of operation were investigated. The local interactions themselves may be modeled as stochastic effects. The resulting behavior was investigated through the use of various scaling limits, and by a combination of other analytical and simulation techniques. Techniques arising in a variety of disciplines where models of interaction were formulated and explored were considered and adapted for use.

Rapid transfer alignment of an inertial navigation system using a marginal stochastic integration filter

NASA Astrophysics Data System (ADS)

Zhou, Dapeng; Guo, Lei

2018-01-01

This study aims to address the rapid transfer alignment (RTA) issue of an inertial navigation system with large misalignment angles. The strong nonlinearity and high dimensionality of the system model pose a significant challenge to the estimation of the misalignment angles. In this paper, a 15-dimensional nonlinear model for RTA has been exploited, and it is shown that the functions for the model description exhibit a conditionally linear substructure. Then, a modified stochastic integration filter (SIF) called marginal SIF (MSIF) is developed to incorporate into the nonlinear model, where the number of sample points is significantly reduced but the estimation accuracy of SIF is retained. Comparisons between the MSIF-based RTA and the previously well-known methodologies are carried out through numerical simulations and a van test. The results demonstrate that the newly proposed method has an obvious accuracy advantage over the extended Kalman filter, the unscented Kalman filter and the marginal unscented Kalman filter. Further, the MSIF achieves a comparable performance to SIF, but with a significantly lower computation load.

Stochastic modelling of intermittent fluctuations in the scrape-off layer: Correlations, distributions, level crossings, and moment estimation

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

Garcia, O. E., E-mail: odd.erik.garcia@uit.no; Kube, R.; Theodorsen, A.

A stochastic model is presented for intermittent fluctuations in the scrape-off layer of magnetically confined plasmas. The fluctuations in the plasma density are modeled by a super-position of uncorrelated pulses with fixed shape and duration, describing radial motion of blob-like structures. In the case of an exponential pulse shape and exponentially distributed pulse amplitudes, predictions are given for the lowest order moments, probability density function, auto-correlation function, level crossings, and average times for periods spent above and below a given threshold level. Also, the mean squared errors on estimators of sample mean and variance for realizations of the process bymore » finite time series are obtained. These results are discussed in the context of single-point measurements of fluctuations in the scrape-off layer, broad density profiles, and implications for plasma–wall interactions due to the transient transport events in fusion grade plasmas. The results may also have wide applications for modelling fluctuations in other magnetized plasmas such as basic laboratory experiments and ionospheric irregularities.« less

A stochastic model for photon noise induced by charged particles in multiplier phototubes of the space telescope fine guidance sensors

NASA Technical Reports Server (NTRS)

Howell, L. W.; Kennel, H. F.

1984-01-01

The Space Telescope (ST) is subjected to charged particle strikes in its space environment. ST's onboard fine guidance sensors utilize multiplier phototubes (PMT) for attitude determination. These tubes, when subjected to charged particle strikes, generate spurious photons in the form of Cerenkov radiation and fluorescence which give rise to unwanted disturbances in the pointing of the telescope. A stochastic model for the number of these spurious photons which strike the photocathode of the multiplier phototube which in turn produce the unwanted photon noise are presented. The model is applicable to both galactic cosmic rays and charged particles trapped in the Earth's radiation belts. The model which was programmed allows for easy adaption to a wide range of particles and different parameters for the phototube of the multiplier. The probability density functions for photons noise caused by protons, alpha particles, and carbon nuclei were using thousands of simulated strikes. These distributions are used as part of an overall ST dynamics simulation. The sensitivity of the density function to changes in the window parameters was also investigated.

Stochastic model for photon noise induced by charged particles in multiplier phototubes of the Hubble Space Telescope fine guidance sensors

NASA Technical Reports Server (NTRS)

Howell, L. W.; Kennel, H. F.

1986-01-01

The Space Telescope (ST) is subjected to charged particle strikes in its space environment. ST's onboard fine guidance sensors utilize multiplier phototubes (PMT) for attitude determination. These tubes, when subjected to charged particle strikes, generate spurious photons in the form of Cerenkov radiation and fluorescence which give rise to unwanted disturbances in the pointing of the telescope. A stochastic model for the number of these spurious photons which strike the photocathodes of the multiplier phototube which in turn produce the unwanted photon noise are presented. The model is applicable to both galactic cosmic rays and charged particles trapped in the earth's radiation belts. The model which was programmed allows for easy adaption to a wide range of particles and different parameters for the phototube of the multiplier. The probability density functions for photons noise caused by protons, alpha particles, and carbon nuclei were using thousands of simulated strikes. These distributions are used as part of an overall ST dynamics simulation. The sensitivity of the density function to changes in the window parameters was also investigated.

Singular boundary value problem for the integrodifferential equation in an insurance model with stochastic premiums: Analysis and numerical solution

NASA Astrophysics Data System (ADS)

Belkina, T. A.; Konyukhova, N. B.; Kurochkin, S. V.

2012-10-01

A singular boundary value problem for a second-order linear integrodifferential equation with Volterra and non-Volterra integral operators is formulated and analyzed. The equation is defined on ℝ+, has a weak singularity at zero and a strong singularity at infinity, and depends on several positive parameters. Under natural constraints on the coefficients of the equation, existence and uniqueness theorems for this problem with given limit boundary conditions at singular points are proved, asymptotic representations of the solution are given, and an algorithm for its numerical determination is described. Numerical computations are performed and their interpretation is given. The problem arises in the study of the survival probability of an insurance company over infinite time (as a function of its initial surplus) in a dynamic insurance model that is a modification of the classical Cramer-Lundberg model with a stochastic process rate of premium under a certain investment strategy in the financial market. A comparative analysis of the results with those produced by the model with deterministic premiums is given.

A Semiparametric Change-Point Regression Model for Longitudinal Observations.

PubMed

Xing, Haipeng; Ying, Zhiliang

2012-12-01

Many longitudinal studies involve relating an outcome process to a set of possibly time-varying covariates, giving rise to the usual regression models for longitudinal data. When the purpose of the study is to investigate the covariate effects when experimental environment undergoes abrupt changes or to locate the periods with different levels of covariate effects, a simple and easy-to-interpret approach is to introduce change-points in regression coefficients. In this connection, we propose a semiparametric change-point regression model, in which the error process (stochastic component) is nonparametric and the baseline mean function (functional part) is completely unspecified, the observation times are allowed to be subject-specific, and the number, locations and magnitudes of change-points are unknown and need to be estimated. We further develop an estimation procedure which combines the recent advance in semiparametric analysis based on counting process argument and multiple change-points inference, and discuss its large sample properties, including consistency and asymptotic normality, under suitable regularity conditions. Simulation results show that the proposed methods work well under a variety of scenarios. An application to a real data set is also given.

Multidimensional stochastic approximation using locally contractive functions

NASA Technical Reports Server (NTRS)

Lawton, W. M.

1975-01-01

A Robbins-Monro type multidimensional stochastic approximation algorithm which converges in mean square and with probability one to the fixed point of a locally contractive regression function is developed. The algorithm is applied to obtain maximum likelihood estimates of the parameters for a mixture of multivariate normal distributions.

Relation Between the Cell Volume and the Cell Cycle Dynamics in Mammalian cell

NASA Astrophysics Data System (ADS)

Magno, A. C. G.; Oliveira, I. L.; Hauck, J. V. S.

2016-08-01

The main goal of this work is to add and analyze an equation that represents the volume in a dynamical model of the mammalian cell cycle proposed by Gérard and Goldbeter (2011) [1]. The cell division occurs when the cyclinB/Cdkl complex is totally degraded (Tyson and Novak, 2011)[2] and it reaches a minimum value. At this point, the cell is divided into two newborn daughter cells and each one will contain the half of the cytoplasmic content of the mother cell. The equations of our base model are only valid if the cell volume, where the reactions occur, is constant. Whether the cell volume is not constant, that is, the rate of change of its volume with respect to time is explicitly taken into account in the mathematical model, then the equations of the original model are no longer valid. Therefore, every equations were modified from the mass conservation principle for considering a volume that changes with time. Through this approach, the cell volume affects all model variables. Two different dynamic simulation methods were accomplished: deterministic and stochastic. In the stochastic simulation, the volume affects every model's parameters which have molar unit, whereas in the deterministic one, it is incorporated into the differential equations. In deterministic simulation, the biochemical species may be in concentration units, while in stochastic simulation such species must be converted to number of molecules which are directly proportional to the cell volume. In an effort to understand the influence of the new equation a stability analysis was performed. This elucidates how the growth factor impacts the stability of the model's limit cycles. In conclusion, a more precise model, in comparison to the base model, was created for the cell cycle as it now takes into consideration the cell volume variation

Comparing 2-nt 3' overhangs against blunt-ended siRNAs: a systems biology based study.

PubMed

Ghosh, Preetam; Dullea, Robert; Fischer, James E; Turi, Tom G; Sarver, Ronald W; Zhang, Chaoyang; Basu, Kalyan; Das, Sajal K; Poland, Bradley W

2009-07-07

In this study, we formulate a computational reaction model following a chemical kinetic theory approach to predict the binding rate constant for the siRNA-RISC complex formation reaction. The model allowed us to study the potency difference between 2-nt 3' overhangs against blunt-ended siRNA molecules in an RNA interference (RNAi) system. The rate constant predicted by this model was fed into a stochastic simulation of the RNAi system (using the Gillespie stochastic simulator) to study the overall potency effect. We observed that the stochasticity in the transcription/translation machinery has no observable effects in the RNAi pathway. Sustained gene silencing using siRNAs can be achieved only if there is a way to replenish the dsRNA molecules in the cell. Initial findings show about 1.5 times more blunt-ended molecules will be required to keep the mRNA at the same reduced level compared to the 2-nt overhang siRNAs. However, the mRNA levels jump back to saturation after a longer time when blunt-ended siRNAs are used. We found that the siRNA-RISC complex formation reaction rate was 2 times slower when blunt-ended molecules were used pointing to the fact that the presence of the 2-nt overhangs has a greater effect on the reaction in which the bound RISC complex cleaves the mRNA.

Comparing 2-nt 3' overhangs against blunt-ended siRNAs: a systems biology based study

PubMed Central

Ghosh, Preetam; Dullea, Robert; Fischer, James E; Turi, Tom G; Sarver, Ronald W; Zhang, Chaoyang; Basu, Kalyan; Das, Sajal K; Poland, Bradley W

2009-01-01

In this study, we formulate a computational reaction model following a chemical kinetic theory approach to predict the binding rate constant for the siRNA-RISC complex formation reaction. The model allowed us to study the potency difference between 2-nt 3' overhangs against blunt-ended siRNA molecules in an RNA interference (RNAi) system. The rate constant predicted by this model was fed into a stochastic simulation of the RNAi system (using the Gillespie stochastic simulator) to study the overall potency effect. We observed that the stochasticity in the transcription/translation machinery has no observable effects in the RNAi pathway. Sustained gene silencing using siRNAs can be achieved only if there is a way to replenish the dsRNA molecules in the cell. Initial findings show about 1.5 times more blunt-ended molecules will be required to keep the mRNA at the same reduced level compared to the 2-nt overhang siRNAs. However, the mRNA levels jump back to saturation after a longer time when blunt-ended siRNAs are used. We found that the siRNA-RISC complex formation reaction rate was 2 times slower when blunt-ended molecules were used pointing to the fact that the presence of the 2-nt overhangs has a greater effect on the reaction in which the bound RISC complex cleaves the mRNA. PMID:19594876

Stochastic Human Exposure and Dose Simulation Model for Pesticides

EPA Science Inventory

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

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

DTIC Science & Technology

2016-02-25

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

Phenomenology of stochastic exponential growth

NASA Astrophysics Data System (ADS)

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

2017-06-01

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

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

NASA Astrophysics Data System (ADS)

Chen, Can; Kang, Yanmei

2017-01-01

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

Parallel Computation of Flow in Heterogeneous Media Modelled by Mixed Finite Elements

NASA Astrophysics Data System (ADS)

Cliffe, K. A.; Graham, I. G.; Scheichl, R.; Stals, L.

2000-11-01

In this paper we describe a fast parallel method for solving highly ill-conditioned saddle-point systems arising from mixed finite element simulations of stochastic partial differential equations (PDEs) modelling flow in heterogeneous media. Each realisation of these stochastic PDEs requires the solution of the linear first-order velocity-pressure system comprising Darcy's law coupled with an incompressibility constraint. The chief difficulty is that the permeability may be highly variable, especially when the statistical model has a large variance and a small correlation length. For reasonable accuracy, the discretisation has to be extremely fine. We solve these problems by first reducing the saddle-point formulation to a symmetric positive definite (SPD) problem using a suitable basis for the space of divergence-free velocities. The reduced problem is solved using parallel conjugate gradients preconditioned with an algebraically determined additive Schwarz domain decomposition preconditioner. The result is a solver which exhibits a good degree of robustness with respect to the mesh size as well as to the variance and to physically relevant values of the correlation length of the underlying permeability field. Numerical experiments exhibit almost optimal levels of parallel efficiency. The domain decomposition solver (DOUG, http://www.maths.bath.ac.uk/~parsoft) used here not only is applicable to this problem but can be used to solve general unstructured finite element systems on a wide range of parallel architectures.

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

NASA Astrophysics Data System (ADS)

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

2018-01-01

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

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

NASA Astrophysics Data System (ADS)

Sudakov, Ivan

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

Effects of Stochastic Traffic Flow Model on Expected System Performance

DTIC Science & Technology

2012-12-01

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

A Combined Remote Sensing-Numerical Modelling Approach to the Stability Analysis of Delabole Slate Quarry, Cornwall, UK

NASA Astrophysics Data System (ADS)

Havaej, Mohsen; Coggan, John; Stead, Doug; Elmo, Davide

2016-04-01

Rock slope geometry and discontinuity properties are among the most important factors in realistic rock slope analysis yet they are often oversimplified in numerical simulations. This is primarily due to the difficulties in obtaining accurate structural and geometrical data as well as the stochastic representation of discontinuities. Recent improvements in both digital data acquisition and incorporation of discrete fracture network data into numerical modelling software have provided better tools to capture rock mass characteristics, slope geometries and digital terrain models allowing more effective modelling of rock slopes. Advantages of using improved data acquisition technology include safer and faster data collection, greater areal coverage, and accurate data geo-referencing far exceed limitations due to orientation bias and occlusion. A key benefit of a detailed point cloud dataset is the ability to measure and evaluate discontinuity characteristics such as orientation, spacing/intensity and persistence. This data can be used to develop a discrete fracture network which can be imported into the numerical simulations to study the influence of the stochastic nature of the discontinuities on the failure mechanism. We demonstrate the application of digital terrestrial photogrammetry in discontinuity characterization and distinct element simulations within a slate quarry. An accurately geo-referenced photogrammetry model is used to derive the slope geometry and to characterize geological structures. We first show how a discontinuity dataset, obtained from a photogrammetry model can be used to characterize discontinuities and to develop discrete fracture networks. A deterministic three-dimensional distinct element model is then used to investigate the effect of some key input parameters (friction angle, spacing and persistence) on the stability of the quarry slope model. Finally, adopting a stochastic approach, discrete fracture networks are used as input for 3D distinct element simulations to better understand the stochastic nature of the geological structure and its effect on the quarry slope failure mechanism. The numerical modelling results highlight the influence of discontinuity characteristics and kinematics on the slope failure mechanism and the variability in the size and shape of the failed blocks.

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

PubMed

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

2016-12-01

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

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

PubMed

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

2015-11-23

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

A stochastic-geometric model of soil variation in Pleistocene patterned ground

NASA Astrophysics Data System (ADS)

Lark, Murray; Meerschman, Eef; Van Meirvenne, Marc

2013-04-01

In this paper we examine the spatial variability of soil in parent material with complex spatial structure which arises from complex non-linear geomorphic processes. We show that this variability can be better-modelled by a stochastic-geometric model than by a standard Gaussian random field. The benefits of the new model are seen in the reproduction of features of the target variable which influence processes like water movement and pollutant dispersal. Complex non-linear processes in the soil give rise to properties with non-Gaussian distributions. Even under a transformation to approximate marginal normality, such variables may have a more complex spatial structure than the Gaussian random field model of geostatistics can accommodate. In particular the extent to which extreme values of the variable are connected in spatially coherent regions may be misrepresented. As a result, for example, geostatistical simulation generally fails to reproduce the pathways for preferential flow in an environment where coarse infill of former fluvial channels or coarse alluvium of braided streams creates pathways for rapid movement of water. Multiple point geostatistics has been developed to deal with this problem. Multiple point methods proceed by sampling from a set of training images which can be assumed to reproduce the non-Gaussian behaviour of the target variable. The challenge is to identify appropriate sources of such images. In this paper we consider a mode of soil variation in which the soil varies continuously, exhibiting short-range lateral trends induced by local effects of the factors of soil formation which vary across the region of interest in an unpredictable way. The trends in soil variation are therefore only apparent locally, and the soil variation at regional scale appears random. We propose a stochastic-geometric model for this mode of soil variation called the Continuous Local Trend (CLT) model. We consider a case study of soil formed in relict patterned ground with pronounced lateral textural variations arising from the presence of infilled ice-wedges of Pleistocene origin. We show how knowledge of the pedogenetic processes in this environment, along with some simple descriptive statistics, can be used to select and fit a CLT model for the apparent electrical conductivity (ECa) of the soil. We use the model to simulate realizations of the CLT process, and compare these with realizations of a fitted Gaussian random field. We show how statistics that summarize the spatial coherence of regions with small values of ECa, which are expected to have coarse texture and so larger saturated hydraulic conductivity, are better reproduced by the CLT model than by the Gaussian random field. This suggests that the CLT model could be used to generate an unlimited supply of training images to allow multiple point geostatistical simulation or prediction of this or similar variables.

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

PubMed

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

2012-10-07

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

Incorporating the eruptive history in a stochastic model for volcanic eruptions

NASA Astrophysics Data System (ADS)

Bebbington, Mark

2008-08-01

We show how a stochastic version of a general load-and-discharge model for volcanic eruptions can be implemented. The model tracks the history of the volcano through a quantity proportional to stored magma volume. Thus large eruptions can influence the activity rate for a considerable time following, rather than only the next repose as in the time-predictable model. The model can be fitted to data using point-process methods. Applied to flank eruptions of Mount Etna, it exhibits possible long-term quasi-cyclic behavior, and to Mauna Loa, a long-term decrease in activity. An extension to multiple interacting sources is outlined, which may be different eruption styles or locations, or different volcanoes. This can be used to identify an 'average interaction' between the sources. We find significant evidence that summit eruptions of Mount Etna are dependent on preceding flank eruptions, with both flank and summit eruptions being triggered by the other type. Fitted to Mauna Loa and Kilauea, the model had a marginally significant relationship between eruptions of Mauna Loa and Kilauea, consistent with the invasion of the latter's plumbing system by magma from the former.

Marked point process for modelling seismic activity (case study in Sumatra and Java)

NASA Astrophysics Data System (ADS)

Pratiwi, Hasih; Sulistya Rini, Lia; Wayan Mangku, I.

2018-05-01

Earthquake is a natural phenomenon that is random, irregular in space and time. Until now the forecast of earthquake occurrence at a location is still difficult to be estimated so that the development of earthquake forecast methodology is still carried out both from seismology aspect and stochastic aspect. To explain the random nature phenomena, both in space and time, a point process approach can be used. There are two types of point processes: temporal point process and spatial point process. The temporal point process relates to events observed over time as a sequence of time, whereas the spatial point process describes the location of objects in two or three dimensional spaces. The points on the point process can be labelled with additional information called marks. A marked point process can be considered as a pair (x, m) where x is the point of location and m is the mark attached to the point of that location. This study aims to model marked point process indexed by time on earthquake data in Sumatra Island and Java Island. This model can be used to analyse seismic activity through its intensity function by considering the history process up to time before t. Based on data obtained from U.S. Geological Survey from 1973 to 2017 with magnitude threshold 5, we obtained maximum likelihood estimate for parameters of the intensity function. The estimation of model parameters shows that the seismic activity in Sumatra Island is greater than Java Island.

Stochastic Petri Net extension of a yeast cell cycle model.

PubMed

Mura, Ivan; Csikász-Nagy, Attila

2008-10-21

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

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

Stochasticity and determinism in models of hematopoiesis.

PubMed

Kimmel, Marek

2014-01-01

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

Coherence resonance and stochastic resonance in directionally coupled rings

NASA Astrophysics Data System (ADS)

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

2011-11-01

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

A Stochastic Fractional Dynamics Model of Rainfall Statistics

NASA Astrophysics Data System (ADS)

Kundu, Prasun; Travis, James

2013-04-01

Rainfall varies in space and time in a highly irregular manner and is described naturally in terms of a stochastic process. A characteristic feature of rainfall statistics is that they depend strongly on the space-time scales over which rain data are averaged. A spectral model of precipitation has been developed based on a stochastic differential equation of fractional order for the point rain rate, that allows a concise description of the second moment statistics of rain at any prescribed space-time averaging scale. The model is designed to faithfully reflect the scale dependence and is thus capable of providing a unified description of the statistics of both radar and rain gauge data. The underlying dynamical equation can be expressed in terms of space-time derivatives of fractional orders that are adjusted together with other model parameters to fit the data. The form of the resulting spectrum gives the model adequate flexibility to capture the subtle interplay between the spatial and temporal scales of variability of rain but strongly constrains the predicted statistical behavior as a function of the averaging length and times scales. The main restriction is the assumption that the statistics of the precipitation field is spatially homogeneous and isotropic and stationary in time. We test the model with radar and gauge data collected contemporaneously at the NASA TRMM ground validation sites located near Melbourne, Florida and in Kwajalein Atoll, Marshall Islands in the tropical Pacific. We estimate the parameters by tuning them to the second moment statistics of the radar data. The model predictions are then found to fit the second moment statistics of the gauge data reasonably well without any further adjustment. Some data sets containing periods of non-stationary behavior that involves occasional anomalously correlated rain events, present a challenge for the model.

Hybrid ODE/SSA methods and the cell cycle model

NASA Astrophysics Data System (ADS)

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

2017-07-01

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

p-adic stochastic hidden variable model

NASA Astrophysics Data System (ADS)

Khrennikov, Andrew

1998-03-01

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

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

NASA Astrophysics Data System (ADS)

Próchniewicz, Dominik; Szpunar, Ryszard

2015-04-01

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

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

PubMed Central

Gopal, Atul

2015-01-01

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

Portfolio Optimization with Stochastic Dividends and Stochastic Volatility

ERIC Educational Resources Information Center

Varga, Katherine Yvonne

2015-01-01

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

Geotechnical parameter spatial distribution stochastic analysis based on multi-precision information assimilation

NASA Astrophysics Data System (ADS)

Wang, C.; Rubin, Y.

2014-12-01

Spatial distribution of important geotechnical parameter named compression modulus Es contributes considerably to the understanding of the underlying geological processes and the adequate assessment of the Es mechanics effects for differential settlement of large continuous structure foundation. These analyses should be derived using an assimilating approach that combines in-situ static cone penetration test (CPT) with borehole experiments. To achieve such a task, the Es distribution of stratum of silty clay in region A of China Expo Center (Shanghai) is studied using the Bayesian-maximum entropy method. This method integrates rigorously and efficiently multi-precision of different geotechnical investigations and sources of uncertainty. Single CPT samplings were modeled as a rational probability density curve by maximum entropy theory. Spatial prior multivariate probability density function (PDF) and likelihood PDF of the CPT positions were built by borehole experiments and the potential value of the prediction point, then, preceding numerical integration on the CPT probability density curves, the posterior probability density curve of the prediction point would be calculated by the Bayesian reverse interpolation framework. The results were compared between Gaussian Sequential Stochastic Simulation and Bayesian methods. The differences were also discussed between single CPT samplings of normal distribution and simulated probability density curve based on maximum entropy theory. It is shown that the study of Es spatial distributions can be improved by properly incorporating CPT sampling variation into interpolation process, whereas more informative estimations are generated by considering CPT Uncertainty for the estimation points. Calculation illustrates the significance of stochastic Es characterization in a stratum, and identifies limitations associated with inadequate geostatistical interpolation techniques. This characterization results will provide a multi-precision information assimilation method of other geotechnical parameters.

Some Stochastic-Duel Models of Combat.

DTIC Science & Technology

1983-03-01

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

Quantum Stochastic Trajectories: The Fokker-Planck-Bohm Equation Driven by the Reduced Density Matrix.

PubMed

Avanzini, Francesco; Moro, Giorgio J

2018-03-15

The quantum molecular trajectory is the deterministic trajectory, arising from the Bohm theory, that describes the instantaneous positions of the nuclei of molecules by assuring the agreement with the predictions of quantum mechanics. Therefore, it provides the suitable framework for representing the geometry and the motions of molecules without neglecting their quantum nature. However, the quantum molecular trajectory is extremely demanding from the computational point of view, and this strongly limits its applications. To overcome such a drawback, we derive a stochastic representation of the quantum molecular trajectory, through projection operator techniques, for the degrees of freedom of an open quantum system. The resulting Fokker-Planck operator is parametrically dependent upon the reduced density matrix of the open system. Because of the pilot role played by the reduced density matrix, this stochastic approach is able to represent accurately the main features of the open system motions both at equilibrium and out of equilibrium with the environment. To verify this procedure, the predictions of the stochastic and deterministic representation are compared for a model system of six interacting harmonic oscillators, where one oscillator is taken as the open quantum system of interest. The undeniable advantage of the stochastic approach is that of providing a simplified and self-contained representation of the dynamics of the open system coordinates. Furthermore, it can be employed to study the out of equilibrium dynamics and the relaxation of quantum molecular motions during photoinduced processes, like photoinduced conformational changes and proton transfers.

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

NASA Astrophysics Data System (ADS)

Gay-Balmaz, François; Holm, Darryl D.

2018-01-01

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

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

NASA Astrophysics Data System (ADS)

Gay-Balmaz, François; Holm, Darryl D.

2018-06-01

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

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

Treesearch

Dung Tuan Nguyen

2012-01-01

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

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

Treesearch

Yu Wei; Michael Bevers; Dung Nguyen; Erin Belval

2014-01-01

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

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

Stock market context of the Lévy walks with varying velocity

NASA Astrophysics Data System (ADS)

Kutner, Ryszard

2002-11-01

We developed the most general Lévy walks with varying velocity, shorter called the Weierstrass walks (WW) model, by which one can describe both stationary and non-stationary stochastic time series. We considered a non-Brownian random walk where the walker moves, in general, with a velocity that assumes a different constant value between the successive turning points, i.e., the velocity is a piecewise constant function. This model is a kind of Lévy walks where we assume a hierarchical, self-similar in a stochastic sense, spatio-temporal representation of the main quantities such as waiting-time distribution and sojourn probability density (which are principal quantities in the continuous-time random walk formalism). The WW model makes possible to analyze both the structure of the Hurst exponent and the power-law behavior of kurtosis. This structure results from the hierarchical, spatio-temporal coupling between the walker displacement and the corresponding time of the walks. The analysis uses both the fractional diffusion and the super Burnett coefficients. We constructed the diffusion phase diagram which distinguishes regions occupied by classes of different universality. We study only such classes which are characteristic for stationary situations. We thus have a model ready for describing the data presented, e.g., in the form of moving averages; the operation is often used for stochastic time series, especially financial ones. The model was inspired by properties of financial time series and tested for empirical data extracted from the Warsaw stock exchange since it offers an opportunity to study in an unbiased way several features of stock exchange in its early stage.

Simulation of earthquake ground motions in the eastern United States using deterministic physics‐based and site‐based stochastic approaches

USGS Publications Warehouse

Rezaeian, Sanaz; Hartzell, Stephen; Sun, Xiaodan; Mendoza, Carlos

2017-01-01

Earthquake ground‐motion recordings are scarce in the central and eastern United States (CEUS) for large‐magnitude events and at close distances. We use two different simulation approaches, a deterministic physics‐based method and a site‐based stochastic method, to simulate ground motions over a wide range of magnitudes. Drawing on previous results for the modeling of recordings from the 2011 Mw 5.8 Mineral, Virginia, earthquake and using the 2001 Mw 7.6 Bhuj, India, earthquake as a tectonic analog for a large magnitude CEUS event, we are able to calibrate the two simulation methods over this magnitude range. Both models show a good fit to the Mineral and Bhuj observations from 0.1 to 10 Hz. Model parameters are then adjusted to obtain simulations for Mw 6.5, 7.0, and 7.6 events in the CEUS. Our simulations are compared with the 2014 U.S. Geological Survey weighted combination of existing ground‐motion prediction equations in the CEUS. The physics‐based simulations show comparable response spectral amplitudes and a fairly similar attenuation with distance. The site‐based stochastic simulations suggest a slightly faster attenuation of the response spectral amplitudes with distance for larger magnitude events and, as a result, slightly lower amplitudes at distances greater than 200 km. Both models are plausible alternatives and, given the few available data points in the CEUS, can be used to represent the epistemic uncertainty in modeling of postulated CEUS large‐magnitude events.

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

The Stochastic X-Ray Variability of the Accreting Millisecond Pulsar MAXI J0911-655

NASA Technical Reports Server (NTRS)

Bult, Peter

2017-01-01

In this work, I report on the stochastic X-ray variability of the 340 hertz accreting millisecond pulsar MAXI J0911-655. Analyzing pointed observations of the XMM-Newton and NuSTAR observatories, I find that the source shows broad band-limited stochastic variability in the 0.01-10 hertz range with a total fractional variability of approximately 24 percent root mean square timing residuals in the 0.4 to 3 kiloelectronvolt energy band that increases to approximately 40 percent root mean square timing residuals in the 3 to 10 kiloelectronvolt band. Additionally, a pair of harmonically related quasi-periodic oscillations (QPOs) are discovered. The fundamental frequency of this harmonic pair is observed between frequencies of 62 and 146 megahertz. Like the band-limited noise, the amplitudes of the QPOs show a steep increase as a function of energy; this suggests that they share a similar origin, likely the inner accretion flow. Based on their energy dependence and frequency relation with respect to the noise terms, the QPOs are identified as low-frequency oscillations and discussed in terms of the Lense-Thirring precession model.

Microtearing turbulence: Magnetic braiding and disruption limit

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

Firpo, Marie-Christine

2015-12-15

A realistic reduced model involving a large poloidal spectrum of microtearing modes is used to probe the existence of some stochasticity of magnetic field lines. Stochasticity is shown to occur even for the low values of the magnetic perturbation δB/B devoted to magnetic turbulence that have been experimentally measured. Because the diffusion coefficient may strongly depend on the radial (or magnetic-flux) coordinate, being very low near some resonant surfaces, and because its evaluation implicitly makes a normal diffusion hypothesis, one turns to another indicator appropriate to diagnose the confinement: the mean residence time of magnetic field lines. Their computation inmore » the microturbulence frame points to the existence of a disruption limit, namely of a critical order of magnitude of δB/B above which stochasticity is no longer benign yet, leads to a macroscopic loss of confinement in some tens to hundred of electron toroidal excursions. Since the level of magnetic turbulence δB/B has been measured to grow with the plasma electron density, this would also be a density limit.« less

Non-linear stochastic growth rates and redshift space distortions

DOE PAGES

Jennings, Elise; Jennings, David

2015-04-09

The linear growth rate is commonly defined through a simple deterministic relation between the velocity divergence and the matter overdensity in the linear regime. We introduce a formalism that extends this to a non-linear, stochastic relation between θ = ∇ ∙ v(x,t)/aH and δ. This provides a new phenomenological approach that examines the conditional mean , together with the fluctuations of θ around this mean. We also measure these stochastic components using N-body simulations and find they are non-negative and increase with decreasing scale from ~10 per cent at k < 0.2 h Mpc -1 to 25 per cent atmore » k ~ 0.45 h Mpc -1 at z = 0. Both the stochastic relation and non-linearity are more pronounced for haloes, M ≤ 5 × 10 12 M ⊙ h -1, compared to the dark matter at z = 0 and 1. Non-linear growth effects manifest themselves as a rotation of the mean away from the linear theory prediction -f LTδ, where f LT is the linear growth rate. This rotation increases with wavenumber, k, and we show that it can be well-described by second-order Lagrangian perturbation theory (2LPT) fork < 0.1 h Mpc -1. Furthermore, the stochasticity in the θ – δ relation is not so simply described by 2LPT, and we discuss its impact on measurements of f LT from two-point statistics in redshift space. Furthermore, given that the relationship between δ and θ is stochastic and non-linear, this will have implications for the interpretation and precision of f LT extracted using models which assume a linear, deterministic expression.« less

Joint Optimization of Distribution Network Design and Two-Echelon Inventory Control with Stochastic Demand and CO2 Emission Tax Charges.

PubMed

Li, Shuangyan; Li, Xialian; Zhang, Dezhi; Zhou, Lingyun

2017-01-01

This study develops an optimization model to integrate facility location and inventory control for a three-level distribution network consisting of a supplier, multiple distribution centers (DCs), and multiple retailers. The integrated model addressed in this study simultaneously determines three types of decisions: (1) facility location (optimal number, location, and size of DCs); (2) allocation (assignment of suppliers to located DCs and retailers to located DCs, and corresponding optimal transport mode choices); and (3) inventory control decisions on order quantities, reorder points, and amount of safety stock at each retailer and opened DC. A mixed-integer programming model is presented, which considers the carbon emission taxes, multiple transport modes, stochastic demand, and replenishment lead time. The goal is to minimize the total cost, which covers the fixed costs of logistics facilities, inventory, transportation, and CO2 emission tax charges. The aforementioned optimal model was solved using commercial software LINGO 11. A numerical example is provided to illustrate the applications of the proposed model. The findings show that carbon emission taxes can significantly affect the supply chain structure, inventory level, and carbon emission reduction levels. The delay rate directly affects the replenishment decision of a retailer.

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

PubMed

Liu, Meng; Wang, Ke

2010-06-07

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

Optical depth in particle-laden turbulent flows

NASA Astrophysics Data System (ADS)

Frankel, A.; Iaccarino, G.; Mani, A.

2017-11-01

Turbulent clustering of particles causes an increase in the radiation transmission through gas-particle mixtures. Attempts to capture the ensemble-averaged transmission lead to a closure problem called the turbulence-radiation interaction. A simple closure model based on the particle radial distribution function is proposed to capture the effect of turbulent fluctuations in the concentration on radiation intensity. The model is validated against a set of particle-resolved ray tracing experiments through particle fields from direct numerical simulations of particle-laden turbulence. The form of the closure model is generalizable to arbitrary stochastic media with known two-point correlation functions.

Model selection for integrated pest management with stochasticity.

PubMed

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

2018-04-07

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

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

NASA Astrophysics Data System (ADS)

Gao, Shujing; Zhong, Deming; Zhang, Yan

2018-04-01

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

Stochastic and deterministic models for agricultural production networks.

PubMed

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

2007-07-01

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

From Complex to Simple: Interdisciplinary Stochastic Models

ERIC Educational Resources Information Center

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

2012-01-01

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

One-Week Module on Stochastic Groundwater Modeling

ERIC Educational Resources Information Center

Mays, David C.

2010-01-01

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

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.

Cascades on a stochastic pulse-coupled network

NASA Astrophysics Data System (ADS)

Wray, C. M.; Bishop, S. R.

2014-09-01

While much recent research has focused on understanding isolated cascades of networks, less attention has been given to dynamical processes on networks exhibiting repeated cascades of opposing influence. An example of this is the dynamic behaviour of financial markets where cascades of buying and selling can occur, even over short timescales. To model these phenomena, a stochastic pulse-coupled oscillator network with upper and lower thresholds is described and analysed. Numerical confirmation of asynchronous and synchronous regimes of the system is presented, along with analytical identification of the fixed point state vector of the asynchronous mean field system. A lower bound for the finite system mean field critical value of network coupling probability is found that separates the asynchronous and synchronous regimes. For the low-dimensional mean field system, a closed-form equation is found for cascade size, in terms of the network coupling probability. Finally, a description of how this model can be applied to interacting agents in a financial market is provided.

Cascades on a stochastic pulse-coupled network

PubMed Central

Wray, C. M.; Bishop, S. R.

2014-01-01

While much recent research has focused on understanding isolated cascades of networks, less attention has been given to dynamical processes on networks exhibiting repeated cascades of opposing influence. An example of this is the dynamic behaviour of financial markets where cascades of buying and selling can occur, even over short timescales. To model these phenomena, a stochastic pulse-coupled oscillator network with upper and lower thresholds is described and analysed. Numerical confirmation of asynchronous and synchronous regimes of the system is presented, along with analytical identification of the fixed point state vector of the asynchronous mean field system. A lower bound for the finite system mean field critical value of network coupling probability is found that separates the asynchronous and synchronous regimes. For the low-dimensional mean field system, a closed-form equation is found for cascade size, in terms of the network coupling probability. Finally, a description of how this model can be applied to interacting agents in a financial market is provided. PMID:25213626

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

PubMed

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

2017-09-01

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

Stochastic Watershed Models for Risk Based Decision Making

NASA Astrophysics Data System (ADS)

Vogel, R. M.

2017-12-01

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

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

DOE PAGES

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

2015-05-19

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

Cox process representation and inference for stochastic reaction-diffusion processes

NASA Astrophysics Data System (ADS)

Schnoerr, David; Grima, Ramon; Sanguinetti, Guido

2016-05-01

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

Advanced data assimilation in strongly nonlinear dynamical systems

NASA Technical Reports Server (NTRS)

Miller, Robert N.; Ghil, Michael; Gauthiez, Francois

1994-01-01

Advanced data assimilation methods are applied to simple but highly nonlinear problems. The dynamical systems studied here are the stochastically forced double well and the Lorenz model. In both systems, linear approximation of the dynamics about the critical points near which regime transitions occur is not always sufficient to track their occurrence or nonoccurrence. Straightforward application of the extended Kalman filter yields mixed results. The ability of the extended Kalman filter to track transitions of the double-well system from one stable critical point to the other depends on the frequency and accuracy of the observations relative to the mean-square amplitude of the stochastic forcing. The ability of the filter to track the chaotic trajectories of the Lorenz model is limited to short times, as is the ability of strong-constraint variational methods. Examples are given to illustrate the difficulties involved, and qualitative explanations for these difficulties are provided. Three generalizations of the extended Kalman filter are described. The first is based on inspection of the innovation sequence, that is, the successive differences between observations and forecasts; it works very well for the double-well problem. The second, an extension to fourth-order moments, yields excellent results for the Lorenz model but will be unwieldy when applied to models with high-dimensional state spaces. A third, more practical method--based on an empirical statistical model derived from a Monte Carlo simulation--is formulated, and shown to work very well. Weak-constraint methods can be made to perform satisfactorily in the context of these simple models, but such methods do not seem to generalize easily to practical models of the atmosphere and ocean. In particular, it is shown that the equations derived in the weak variational formulation are difficult to solve conveniently for large systems.

Stochastic growth logistic model with aftereffect for batch fermentation process

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

Rosli, Norhayati; Ayoubi, Tawfiqullah; Bahar, Arifah

2014-06-19

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

Stochastic growth logistic model with aftereffect for batch fermentation process

NASA Astrophysics Data System (ADS)

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

2014-06-01

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

The Social Cost of Stochastic and Irreversible Climate Change

NASA Astrophysics Data System (ADS)

Cai, Y.; Judd, K. L.; Lontzek, T.

2013-12-01

Many scientists are worried about climate change triggering abrupt and irreversible events leading to significant and long-lasting damages. For example, a rapid release of methane from permafrost may lead to amplified global warming, and global warming may increase the frequency and severity of heavy rainfall or typhoon, destroying large cities and killing numerous people. Some elements of the climate system which might exhibit such a triggering effect are called tipping elements. There is great uncertainty about the impact of anthropogenic carbon and tipping elements on future economic wellbeing. Any rational policy choice must consider the great uncertainty about the magnitude and timing of global warming's impact on economic productivity. While the likelihood of tipping points may be a function of contemporaneous temperature, their effects are long lasting and might be independent of future temperatures. It is assumed that some of these tipping points might occur even in this century, but also that their duration and post-tipping impact are uncertain. A faithful representation of the possibility of tipping points for the calculation of social cost of carbon would require a fully stochastic formulation of irreversibility, and accounting for the deep layer of uncertainties regarding the duration of the tipping process and also its economic impact. We use DSICE, a DSGE extension of the DICE2007 model of William Nordhaus, which incorporates beliefs about the uncertain economic impact of possible climate tipping events and uses empirically plausible parameterizations of Epstein-Zin preferences to represent attitudes towards risk. We find that the uncertainty associated with anthropogenic climate change imply carbon taxes much higher than implied by deterministic models. This analysis indicates that the absence of uncertainty in DICE2007 and similar IAM models may result in substantial understatement of the potential benefits of policies to reduce GHG emissions.

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.

Quantum principle of sensing gravitational waves: From the zero-point fluctuations to the cosmological stochastic background of spacetime

NASA Astrophysics Data System (ADS)

Quiñones, Diego A.; Oniga, Teodora; Varcoe, Benjamin T. H.; Wang, Charles H.-T.

2017-08-01

We carry out a theoretical investigation on the collective dynamics of an ensemble of correlated atoms, subject to both vacuum fluctuations of spacetime and stochastic gravitational waves. A general approach is taken with the derivation of a quantum master equation capable of describing arbitrary confined nonrelativistic matter systems in an open quantum gravitational environment. It enables us to relate the spectral function for gravitational waves and the distribution function for quantum gravitational fluctuations and to indeed introduce a new spectral function for the zero-point fluctuations of spacetime. The formulation is applied to two-level identical bosonic atoms in an off-resonant high-Q cavity that effectively inhibits undesirable electromagnetic delays, leading to a gravitational transition mechanism through certain quadrupole moment operators. The overall relaxation rate before reaching equilibrium is found to generally scale collectively with the number N of atoms. However, we are also able to identify certain states of which the decay and excitation rates with stochastic gravitational waves and vacuum spacetime fluctuations amplify more significantly with a factor of N2. Using such favorable states as a means of measuring both conventional stochastic gravitational waves and novel zero-point spacetime fluctuations, we determine the theoretical lower bounds for the respective spectral functions. Finally, we discuss the implications of our findings on future observations of gravitational waves of a wider spectral window than currently accessible. Especially, the possible sensing of the zero-point fluctuations of spacetime could provide an opportunity to generate initial evidence and further guidance of quantum gravity.

Stochastic Modelling of Seafloor Morphology

DTIC Science & Technology

1990-06-01

trenches, and linear island chains to the point that many of the interesting questions of marine geology now concern the processes which have shaped...are all located near the Easter Island Microplate (Figure 5.2), a region with a complex tectonic history [Hey et al., 19851, and may be anomalous...the Clipperton Transform Fault [Macdonald and Fox, 1988]. Just south of Clipperton , the ridge crest is shallow (-2550 m) and the crestal horst is broad

Deterministic and stochastic CTMC models from Zika disease transmission

NASA Astrophysics Data System (ADS)

Zevika, Mona; Soewono, Edy

2018-03-01

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

Hybrid approaches for multiple-species stochastic reaction-diffusion models

NASA Astrophysics Data System (ADS)

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

2015-10-01

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

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

PubMed

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

2015-10-15

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

Hybrid approaches for multiple-species stochastic reaction–diffusion models

PubMed Central

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

2015-01-01

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

Constraining Stochastic Parametrisation Schemes Using High-Resolution Model Simulations

NASA Astrophysics Data System (ADS)

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

2017-12-01

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

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

PubMed

Sato, Tatsuhiko; Furusawa, Yoshiya

2012-10-01

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

SASS: A symmetry adapted stochastic search algorithm exploiting site symmetry

NASA Astrophysics Data System (ADS)

Wheeler, Steven E.; Schleyer, Paul v. R.; Schaefer, Henry F.

2007-03-01

A simple symmetry adapted search algorithm (SASS) exploiting point group symmetry increases the efficiency of systematic explorations of complex quantum mechanical potential energy surfaces. In contrast to previously described stochastic approaches, which do not employ symmetry, candidate structures are generated within simple point groups, such as C2, Cs, and C2v. This facilitates efficient sampling of the 3N-6 Pople's dimensional configuration space and increases the speed and effectiveness of quantum chemical geometry optimizations. Pople's concept of framework groups [J. Am. Chem. Soc. 102, 4615 (1980)] is used to partition the configuration space into structures spanning all possible distributions of sets of symmetry equivalent atoms. This provides an efficient means of computing all structures of a given symmetry with minimum redundancy. This approach also is advantageous for generating initial structures for global optimizations via genetic algorithm and other stochastic global search techniques. Application of the SASS method is illustrated by locating 14 low-lying stationary points on the cc-pwCVDZ ROCCSD(T) potential energy surface of Li5H2. The global minimum structure is identified, along with many unique, nonintuitive, energetically favorable isomers.

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

PubMed Central

Golightly, Andrew; Wilkinson, Darren J.

2011-01-01

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

A Doubly Stochastic Change Point Detection Algorithm for Noisy Biological Signals.

PubMed

Gold, Nathan; Frasch, Martin G; Herry, Christophe L; Richardson, Bryan S; Wang, Xiaogang

2017-01-01

Experimentally and clinically collected time series data are often contaminated with significant confounding noise, creating short, noisy time series. This noise, due to natural variability and measurement error, poses a challenge to conventional change point detection methods. We propose a novel and robust statistical method for change point detection for noisy biological time sequences. Our method is a significant improvement over traditional change point detection methods, which only examine a potential anomaly at a single time point. In contrast, our method considers all suspected anomaly points and considers the joint probability distribution of the number of change points and the elapsed time between two consecutive anomalies. We validate our method with three simulated time series, a widely accepted benchmark data set, two geological time series, a data set of ECG recordings, and a physiological data set of heart rate variability measurements of fetal sheep model of human labor, comparing it to three existing methods. Our method demonstrates significantly improved performance over the existing point-wise detection methods.

Tests of oceanic stochastic parameterisation in a seasonal forecast system.

NASA Astrophysics Data System (ADS)

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

2015-04-01

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

Validation of the Poisson Stochastic Radiative Transfer Model

NASA Technical Reports Server (NTRS)

Zhuravleva, Tatiana; Marshak, Alexander

2004-01-01

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

Analytical pricing formulas for hybrid variance swaps with regime-switching

NASA Astrophysics Data System (ADS)

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

2017-11-01

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

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

PubMed Central

Black, Andrew J.; McKane, Alan J.

2010-01-01

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

A stochastic model for soft tissue failure using acoustic emission data.

PubMed

Sánchez-Molina, D; Martínez-González, E; Velázquez-Ameijide, J; Llumà, J; Rebollo Soria, M C; Arregui-Dalmases, C

2015-11-01

The strength of soft tissues is due mainly to collagen fibers. In most collagenous tissues, the arrangement of the fibers is random, but has preferred directions. The random arrangement makes it difficult to make deterministic predictions about the starting process of fiber breaking under tension. When subjected to tensile stress the fibers are progressively straighten out and then start to be stretched. At the beginning of fiber breaking, some of the fibers reach their maximum tensile strength and break down while some others remain unstressed (this latter fibers will assume then bigger stress until they eventually arrive to their failure point). In this study, a sample of human esophagi was subjected to a tensile breaking of fibers, up to the complete failure of the specimen. An experimental setup using Acoustic Emission to detect the elastic energy released is used during the test to detect the location of the emissions and the number of micro-failures per time unit. The data were statistically analyzed in order to be compared to a stochastic model which relates the level of stress in the tissue and the probability of breaking given the number of previously broken fibers (i.e. the deterioration in the tissue). The probability of a fiber breaking as the stretch increases in the tissue can be represented by a non-homogeneous Markov process which is the basis of the stochastic model proposed. This paper shows that a two-parameter model can account for the fiber breaking and the expected distribution for ultimate stress is a Fréchet distribution. Copyright © 2015 Elsevier Ltd. All rights reserved.

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

PubMed Central

Liao, Shuohao; Vejchodský, Tomáš; Erban, Radek

2015-01-01

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

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

PubMed

Liao, Shuohao; Vejchodský, Tomáš; Erban, Radek

2015-07-06

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

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

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

Xie, Fei; Huang, Yongxi

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

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

DOE PAGES

Xie, Fei; Huang, Yongxi

2018-02-04

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

Finite-Size Scaling Analysis of Binary Stochastic Processes and Universality Classes of Information Cascade Phase Transition

NASA Astrophysics Data System (ADS)

Mori, Shintaro; Hisakado, Masato

2015-05-01

We propose a finite-size scaling analysis method for binary stochastic processes X(t) in { 0,1} based on the second moment correlation length ξ for the autocorrelation function C(t). The purpose is to clarify the critical properties and provide a new data analysis method for information cascades. As a simple model to represent the different behaviors of subjects in information cascade experiments, we assume that X(t) is a mixture of an independent random variable that takes 1 with probability q and a random variable that depends on the ratio z of the variables taking 1 among recent r variables. We consider two types of the probability f(z) that the latter takes 1: (i) analog [f(z) = z] and (ii) digital [f(z) = θ(z - 1/2)]. We study the universal functions of scaling for ξ and the integrated correlation time τ. For finite r, C(t) decays exponentially as a function of t, and there is only one stable renormalization group (RG) fixed point. In the limit r to ∞ , where X(t) depends on all the previous variables, C(t) in model (i) obeys a power law, and the system becomes scale invariant. In model (ii) with q ≠ 1/2, there are two stable RG fixed points, which correspond to the ordered and disordered phases of the information cascade phase transition with the critical exponents β = 1 and ν|| = 2.

A medium-term, stochastic forecast model to support sustainable, mixed fisheries management in the Mediterranean Sea.

PubMed

Rätz, H-J; Charef, A; Abella, A J; Colloca, F; Ligas, A; Mannini, A; Lloret, J

2013-10-01

A medium-term (10 year) stochastic forecast model is developed and presented for mixed fisheries that can provide estimations of age-specific parameters for a maximum of 10 stocks and 10 fisheries. Designed to support fishery managers dealing with complex, multi-annual management plans, the model can be used to quantitatively test the consequences of various stock-specific and fishery-specific decisions, using non-equilibrium stock dynamics. Such decisions include fishing restrictions and other strategies aimed at achieving sustainable mixed fisheries consistent with the concept of maximum sustainable yield (MSY). In order to test the model, recently gathered data on seven stocks and four fisheries operating in the Ligurian and North Tyrrhenian Seas are used to generate quantitative, 10 year predictions of biomass and catch trends under four different management scenarios. The results show that using the fishing mortality at MSY as the biological reference point for the management of all stocks would be a strong incentive to reduce the technical interactions among concurrent fishing strategies. This would optimize the stock-specific exploitation and be consistent with sustainability criteria. © 2013 The Fisheries Society of the British Isles.

Stochastic von Bertalanffy models, with applications to fish recruitment.

PubMed

Lv, Qiming; Pitchford, Jonathan W

2007-02-21

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

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

PubMed

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

2018-01-01

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

A chance-constrained stochastic approach to intermodal container routing problems

PubMed Central

Zhao, Yi; Zhang, Xi; Whiteing, Anthony

2018-01-01

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

A stochastic SIS epidemic model with vaccination

NASA Astrophysics Data System (ADS)

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

2017-11-01

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

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

NASA Astrophysics Data System (ADS)

Bashkirtseva, Irina; Ryashko, Lev; Ryazanova, Tatyana

2018-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2017-01-01

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

Optimal Control Inventory Stochastic With Production Deteriorating

NASA Astrophysics Data System (ADS)

Affandi, Pardi

2018-01-01

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

Stochastic Game Analysis and Latency Awareness for Self-Adaptation

DTIC Science & Technology

2014-01-01

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

Parameter estimation for terrain modeling from gradient data. [navigation system for Martian rover

NASA Technical Reports Server (NTRS)

Dangelo, K. R.

1974-01-01

A method is developed for modeling terrain surfaces for use on an unmanned Martian roving vehicle. The modeling procedure employs a two-step process which uses gradient as well as height data in order to improve the accuracy of the model's gradient. Least square approximation is used in order to stochastically determine the parameters which describe the modeled surface. A complete error analysis of the modeling procedure is included which determines the effect of instrumental measurement errors on the model's accuracy. Computer simulation is used as a means of testing the entire modeling process which includes the acquisition of data points, the two-step modeling process and the error analysis. Finally, to illustrate the procedure, a numerical example is included.

Earthquake nucleation in a stochastic fault model of globally coupled units with interaction delays

NASA Astrophysics Data System (ADS)

Vasović, Nebojša; Kostić, Srđan; Franović, Igor; Todorović, Kristina

2016-09-01

In present paper we analyze dynamics of fault motion by considering delayed interaction of 100 all-to-all coupled blocks with rate-dependent friction law in presence of random seismic noise. Such a model sufficiently well describes a real fault motion, whose prevailing stochastic nature is implied by surrogate data analysis of available GPS measurements of active fault movement. Interaction of blocks in an analyzed model is studied as a function of time delay, observed both for dynamics of individual faults and phenomenological models. Analyzed model is examined as a system of all-to-all coupled blocks according to typical assumption of compound faults as complex of globally coupled segments. We apply numerical methods to show that there are local bifurcations from equilibrium state to periodic oscillations, with an occurrence of irregular aperiodic behavior when initial conditions are set away from the equilibrium point. Such a behavior indicates a possible existence of a bi-stable dynamical regime, due to effect of the introduced seismic noise or the existence of global attractor. The latter assumption is additionally confirmed by analyzing the corresponding mean-field approximated model. In this bi-stable regime, distribution of event magnitudes follows Gutenberg-Richter power law with satisfying statistical accuracy, including the b-value within the real observed range.

Modelling and analysis of bacterial tracks suggest an active reorientation mechanism in Rhodobacter sphaeroides

PubMed Central

Rosser, Gabriel; Baker, Ruth E.; Armitage, Judith P.; Fletcher, Alexander G.

2014-01-01

Most free-swimming bacteria move in approximately straight lines, interspersed with random reorientation phases. A key open question concerns varying mechanisms by which reorientation occurs. We combine mathematical modelling with analysis of a large tracking dataset to study the poorly understood reorientation mechanism in the monoflagellate species Rhodobacter sphaeroides. The flagellum on this species rotates counterclockwise to propel the bacterium, periodically ceasing rotation to enable reorientation. When rotation restarts the cell body usually points in a new direction. It has been assumed that the new direction is simply the result of Brownian rotation. We consider three variants of a self-propelled particle model of bacterial motility. The first considers rotational diffusion only, corresponding to a non-chemotactic mutant strain. Two further models incorporate stochastic reorientations, describing ‘run-and-tumble’ motility. We derive expressions for key summary statistics and simulate each model using a stochastic computational algorithm. We also discuss the effect of cell geometry on rotational diffusion. Working with a previously published tracking dataset, we compare predictions of the models with data on individual stopping events in R. sphaeroides. This provides strong evidence that this species undergoes some form of active reorientation rather than simple reorientation by Brownian rotation. PMID:24872500

Stochastic Model for the Vocabulary Growth in Natural Languages

NASA Astrophysics Data System (ADS)

Gerlach, Martin; Altmann, Eduardo G.

2013-04-01

We propose a stochastic model for the number of different words in a given database which incorporates the dependence on the database size and historical changes. The main feature of our model is the existence of two different classes of words: (i) a finite number of core words, which have higher frequency and do not affect the probability of a new word to be used, and (ii) the remaining virtually infinite number of noncore words, which have lower frequency and, once used, reduce the probability of a new word to be used in the future. Our model relies on a careful analysis of the Google Ngram database of books published in the last centuries, and its main consequence is the generalization of Zipf’s and Heaps’ law to two-scaling regimes. We confirm that these generalizations yield the best simple description of the data among generic descriptive models and that the two free parameters depend only on the language but not on the database. From the point of view of our model, the main change on historical time scales is the composition of the specific words included in the finite list of core words, which we observe to decay exponentially in time with a rate of approximately 30 words per year for English.

Climatology of Station Storm Rainfall in the Continental United States: Parameters of the Bartlett-Lewis and Poisson Rectangular Pulses Models

NASA Technical Reports Server (NTRS)

Hawk, Kelly Lynn; Eagleson, Peter S.

1992-01-01

The parameters of two stochastic models of point rainfall, the Bartlett-Lewis model and the Poisson rectangular pulses model, are estimated for each month of the year from the historical records of hourly precipitation at more than seventy first-order stations in the continental United States. The parameters are presented both in tabular form and as isopleths on maps. The Poisson rectangular pulses parameters are useful in implementing models of the land surface water balance. The Bartlett-Lewis parameters are useful in disaggregating precipitation to a time period shorter than that of existing observations. Information is also included on a floppy disk.

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

NASA Astrophysics Data System (ADS)

Zhang, Weiwei; Meng, Xinzhu

2018-02-01

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

Stochastic dynamic modeling of regular and slow earthquakes

NASA Astrophysics Data System (ADS)

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

2017-12-01

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

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

NASA Astrophysics Data System (ADS)

Herath, Narmada; Del Vecchio, Domitilla

2018-03-01

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

Simulating and quantifying legacy topographic data uncertainty: an initial step to advancing topographic change analyses

NASA Astrophysics Data System (ADS)

Wasklewicz, Thad; Zhu, Zhen; Gares, Paul

2017-12-01

Rapid technological advances, sustained funding, and a greater recognition of the value of topographic data have helped develop an increasing archive of topographic data sources. Advances in basic and applied research related to Earth surface changes require researchers to integrate recent high-resolution topography (HRT) data with the legacy datasets. Several technical challenges and data uncertainty issues persist to date when integrating legacy datasets with more recent HRT data. The disparate data sources required to extend the topographic record back in time are often stored in formats that are not readily compatible with more recent HRT data. Legacy data may also contain unknown error or unreported error that make accounting for data uncertainty difficult. There are also cases of known deficiencies in legacy datasets, which can significantly bias results. Finally, scientists are faced with the daunting challenge of definitively deriving the extent to which a landform or landscape has or will continue to change in response natural and/or anthropogenic processes. Here, we examine the question: how do we evaluate and portray data uncertainty from the varied topographic legacy sources and combine this uncertainty with current spatial data collection techniques to detect meaningful topographic changes? We view topographic uncertainty as a stochastic process that takes into consideration spatial and temporal variations from a numerical simulation and physical modeling experiment. The numerical simulation incorporates numerous topographic data sources typically found across a range of legacy data to present high-resolution data, while the physical model focuses on more recent HRT data acquisition techniques. Elevation uncertainties observed from anchor points in the digital terrain models are modeled using "states" in a stochastic estimator. Stochastic estimators trace the temporal evolution of the uncertainties and are natively capable of incorporating sensor measurements observed at various times in history. The geometric relationship between the anchor point and the sensor measurement can be approximated via spatial correlation even when a sensor does not directly observe an anchor point. Findings from a numerical simulation indicate the estimated error coincides with the actual error using certain sensors (Kinematic GNSS, ALS, TLS, and SfM-MVS). Data from 2D imagery and static GNSS did not perform as well at the time the sensor is integrated into estimator largely as a result of the low density of data added from these sources. The estimator provides a history of DEM estimation as well as the uncertainties and cross correlations observed on anchor points. Our work provides preliminary evidence that our approach is valid for integrating legacy data with HRT and warrants further exploration and field validation. [Figure not available: see fulltext.

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.

An information-based approach to change-point analysis with applications to biophysics and cell biology.

PubMed

Wiggins, Paul A

2015-07-21

This article describes the application of a change-point algorithm to the analysis of stochastic signals in biological systems whose underlying state dynamics consist of transitions between discrete states. Applications of this analysis include molecular-motor stepping, fluorophore bleaching, electrophysiology, particle and cell tracking, detection of copy number variation by sequencing, tethered-particle motion, etc. We present a unified approach to the analysis of processes whose noise can be modeled by Gaussian, Wiener, or Ornstein-Uhlenbeck processes. To fit the model, we exploit explicit, closed-form algebraic expressions for maximum-likelihood estimators of model parameters and estimated information loss of the generalized noise model, which can be computed extremely efficiently. We implement change-point detection using the frequentist information criterion (which, to our knowledge, is a new information criterion). The frequentist information criterion specifies a single, information-based statistical test that is free from ad hoc parameters and requires no prior probability distribution. We demonstrate this information-based approach in the analysis of simulated and experimental tethered-particle-motion data. Copyright © 2015 Biophysical Society. Published by Elsevier Inc. All rights reserved.

Simple stochastic simulation.

PubMed

Schilstra, Maria J; Martin, Stephen R

2009-01-01

Stochastic simulations may be used to describe changes with time of a reaction system in a way that explicitly accounts for the fact that molecules show a significant degree of randomness in their dynamic behavior. The stochastic approach is almost invariably used when small numbers of molecules or molecular assemblies are involved because this randomness leads to significant deviations from the predictions of the conventional deterministic (or continuous) approach to the simulation of biochemical kinetics. Advances in computational methods over the three decades that have elapsed since the publication of Daniel Gillespie's seminal paper in 1977 (J. Phys. Chem. 81, 2340-2361) have allowed researchers to produce highly sophisticated models of complex biological systems. However, these models are frequently highly specific for the particular application and their description often involves mathematical treatments inaccessible to the nonspecialist. For anyone completely new to the field to apply such techniques in their own work might seem at first sight to be a rather intimidating prospect. However, the fundamental principles underlying the approach are in essence rather simple, and the aim of this article is to provide an entry point to the field for a newcomer. It focuses mainly on these general principles, both kinetic and computational, which tend to be not particularly well covered in specialist literature, and shows that interesting information may even be obtained using very simple operations in a conventional spreadsheet.

A Constructive Mean-Field Analysis of Multi-Population Neural Networks with Random Synaptic Weights and Stochastic Inputs

PubMed Central

Faugeras, Olivier; Touboul, Jonathan; Cessac, Bruno

2008-01-01

We deal with the problem of bridging the gap between two scales in neuronal modeling. At the first (microscopic) scale, neurons are considered individually and their behavior described by stochastic differential equations that govern the time variations of their membrane potentials. They are coupled by synaptic connections acting on their resulting activity, a nonlinear function of their membrane potential. At the second (mesoscopic) scale, interacting populations of neurons are described individually by similar equations. The equations describing the dynamical and the stationary mean-field behaviors are considered as functional equations on a set of stochastic processes. Using this new point of view allows us to prove that these equations are well-posed on any finite time interval and to provide a constructive method for effectively computing their unique solution. This method is proved to converge to the unique solution and we characterize its complexity and convergence rate. We also provide partial results for the stationary problem on infinite time intervals. These results shed some new light on such neural mass models as the one of Jansen and Rit (1995): their dynamics appears as a coarse approximation of the much richer dynamics that emerges from our analysis. Our numerical experiments confirm that the framework we propose and the numerical methods we derive from it provide a new and powerful tool for the exploration of neural behaviors at different scales. PMID:19255631

Stochastic Analysis and Probabilistic Downscaling of Soil Moisture

NASA Astrophysics Data System (ADS)

Deshon, J. P.; Niemann, J. D.; Green, T. R.; Jones, A. S.

2017-12-01

Soil moisture is a key variable for rainfall-runoff response estimation, ecological and biogeochemical flux estimation, and biodiversity characterization, each of which is useful for watershed condition assessment. These applications require not only accurate, fine-resolution soil-moisture estimates but also confidence limits on those estimates and soil-moisture patterns that exhibit realistic statistical properties (e.g., variance and spatial correlation structure). The Equilibrium Moisture from Topography, Vegetation, and Soil (EMT+VS) model downscales coarse-resolution (9-40 km) soil moisture from satellite remote sensing or land-surface models to produce fine-resolution (10-30 m) estimates. The model was designed to produce accurate deterministic soil-moisture estimates at multiple points, but the resulting patterns do not reproduce the variance or spatial correlation of observed soil-moisture patterns. The primary objective of this research is to generalize the EMT+VS model to produce a probability density function (pdf) for soil moisture at each fine-resolution location and time. Each pdf has a mean that is equal to the deterministic soil-moisture estimate, and the pdf can be used to quantify the uncertainty in the soil-moisture estimates and to simulate soil-moisture patterns. Different versions of the generalized model are hypothesized based on how uncertainty enters the model, whether the uncertainty is additive or multiplicative, and which distributions describe the uncertainty. These versions are then tested by application to four catchments with detailed soil-moisture observations (Tarrawarra, Satellite Station, Cache la Poudre, and Nerrigundah). The performance of the generalized models is evaluated by comparing the statistical properties of the simulated soil-moisture patterns to those of the observations and the deterministic EMT+VS model. The versions of the generalized EMT+VS model with normally distributed stochastic components produce soil-moisture patterns with more realistic statistical properties than the deterministic model. Additionally, the results suggest that the variance and spatial correlation of the stochastic soil-moisture variations do not vary consistently with the spatial-average soil moisture.

Importance of vesicle release stochasticity in neuro-spike communication.

PubMed

Ramezani, Hamideh; Akan, Ozgur B

2017-07-01

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

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

NASA Astrophysics Data System (ADS)

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

2018-07-01

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

Stochastic Modeling of Laminar-Turbulent Transition

NASA Technical Reports Server (NTRS)

Rubinstein, Robert; Choudhari, Meelan

2002-01-01

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

Stochastic modeling of consumer preferences for health care institutions.

PubMed

Malhotra, N K

1983-01-01

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

Fusion of Hard and Soft Information in Nonparametric Density Estimation

DTIC Science & Technology

2015-06-10

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

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

NASA Astrophysics Data System (ADS)

Zhang, Fengrong; Zhang, Xinhong

2018-02-01

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

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

NASA Astrophysics Data System (ADS)

Xue, Chi; Goldenfeld, Nigel

2017-12-01

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

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

NASA Astrophysics Data System (ADS)

Sadhu, Susmita; Kuehn, Christian

2018-03-01

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

Tsunamis: stochastic models of occurrence and generation mechanisms

USGS Publications Warehouse

Geist, Eric L.; Oglesby, David D.

2014-01-01

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

Stochastic modeling of sunshine number data

NASA Astrophysics Data System (ADS)

Brabec, Marek; Paulescu, Marius; Badescu, Viorel

2013-11-01

In this paper, we will present a unified statistical modeling framework for estimation and forecasting sunshine number (SSN) data. Sunshine number has been proposed earlier to describe sunshine time series in qualitative terms (Theor Appl Climatol 72 (2002) 127-136) and since then, it was shown to be useful not only for theoretical purposes but also for practical considerations, e.g. those related to the development of photovoltaic energy production. Statistical modeling and prediction of SSN as a binary time series has been challenging problem, however. Our statistical model for SSN time series is based on an underlying stochastic process formulation of Markov chain type. We will show how its transition probabilities can be efficiently estimated within logistic regression framework. In fact, our logistic Markovian model can be relatively easily fitted via maximum likelihood approach. This is optimal in many respects and it also enables us to use formalized statistical inference theory to obtain not only the point estimates of transition probabilities and their functions of interest, but also related uncertainties, as well as to test of various hypotheses of practical interest, etc. It is straightforward to deal with non-homogeneous transition probabilities in this framework. Very importantly from both physical and practical points of view, logistic Markov model class allows us to test hypotheses about how SSN dependents on various external covariates (e.g. elevation angle, solar time, etc.) and about details of the dynamic model (order and functional shape of the Markov kernel, etc.). Therefore, using generalized additive model approach (GAM), we can fit and compare models of various complexity which insist on keeping physical interpretation of the statistical model and its parts. After introducing the Markovian model and general approach for identification of its parameters, we will illustrate its use and performance on high resolution SSN data from the Solar Radiation Monitoring Station of the West University of Timisoara.

Stochastic modeling of sunshine number data

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

Brabec, Marek, E-mail: mbrabec@cs.cas.cz; Paulescu, Marius; Badescu, Viorel

2013-11-13

In this paper, we will present a unified statistical modeling framework for estimation and forecasting sunshine number (SSN) data. Sunshine number has been proposed earlier to describe sunshine time series in qualitative terms (Theor Appl Climatol 72 (2002) 127-136) and since then, it was shown to be useful not only for theoretical purposes but also for practical considerations, e.g. those related to the development of photovoltaic energy production. Statistical modeling and prediction of SSN as a binary time series has been challenging problem, however. Our statistical model for SSN time series is based on an underlying stochastic process formulation ofmore » Markov chain type. We will show how its transition probabilities can be efficiently estimated within logistic regression framework. In fact, our logistic Markovian model can be relatively easily fitted via maximum likelihood approach. This is optimal in many respects and it also enables us to use formalized statistical inference theory to obtain not only the point estimates of transition probabilities and their functions of interest, but also related uncertainties, as well as to test of various hypotheses of practical interest, etc. It is straightforward to deal with non-homogeneous transition probabilities in this framework. Very importantly from both physical and practical points of view, logistic Markov model class allows us to test hypotheses about how SSN dependents on various external covariates (e.g. elevation angle, solar time, etc.) and about details of the dynamic model (order and functional shape of the Markov kernel, etc.). Therefore, using generalized additive model approach (GAM), we can fit and compare models of various complexity which insist on keeping physical interpretation of the statistical model and its parts. After introducing the Markovian model and general approach for identification of its parameters, we will illustrate its use and performance on high resolution SSN data from the Solar Radiation Monitoring Station of the West University of Timisoara.« less

Minimalist model of ice microphysics in mixed-phase stratiform clouds

NASA Astrophysics Data System (ADS)

Yang, F.; Ovchinnikov, M.; Shaw, R. A.

2013-12-01

The question of whether persistent ice crystal precipitation from supercooled layer clouds can be explained by time-dependent, stochastic ice nucleation is explored using an approximate, analytical model and a large-eddy simulation (LES) cloud model. The updraft velocity in the cloud defines an accumulation zone, where small ice particles cannot fall out until they are large enough, which will increase the residence time of ice particles in the cloud. Ice particles reach a quasi-steady state between growth by vapor deposition and fall speed at cloud base. The analytical model predicts that ice water content (wi) has a 2.5 power-law relationship with ice number concentration (ni). wi and ni from a LES cloud model with stochastic ice nucleation confirm the 2.5 power-law relationship, and initial indications of the scaling law are observed in data from the Indirect and Semi-Direct Aerosol Campaign. The prefactor of the power law is proportional to the ice nucleation rate and therefore provides a quantitative link to observations of ice microphysical properties. Ice water content (wi) and ice number concentration (ni) relationship from LES. a and c: Accumulation zone region; b and d: Selective accumulation zone region. Black lines in c and d are best fitted 2.5 slope lines. Colors in Figures a and b represent updraft velocity, while colors in c and d represent altitude. The cloud base and top are at about 600 m and 800 m, respectively. Ice water content (wi) and ice number concentration (ni) relationship for two ice nucleation rates. Blue points are from LES with low ice nucleation rate and red points with high ice nucleation rate. Solid and dashed lines are best fitted 2.5 slope lines.

Uncertainty quantification in Eulerian-Lagrangian models for particle-laden flows

NASA Astrophysics Data System (ADS)

Fountoulakis, Vasileios; Jacobs, Gustaaf; Udaykumar, Hs

2017-11-01

A common approach to ameliorate the computational burden in simulations of particle-laden flows is to use a point-particle based Eulerian-Lagrangian model, which traces individual particles in their Lagrangian frame and models particles as mathematical points. The particle motion is determined by Stokes drag law, which is empirically corrected for Reynolds number, Mach number and other parameters. The empirical corrections are subject to uncertainty. Treating them as random variables renders the coupled system of PDEs and ODEs stochastic. An approach to quantify the propagation of this parametric uncertainty to the particle solution variables is proposed. The approach is based on averaging of the governing equations and allows for estimation of the first moments of the quantities of interest. We demonstrate the feasibility of our proposed methodology of uncertainty quantification of particle-laden flows on one-dimensional linear and nonlinear Eulerian-Lagrangian systems. This research is supported by AFOSR under Grant FA9550-16-1-0008.

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

NASA Astrophysics Data System (ADS)

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

2016-12-01

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

Risk management of a fund for natural disasters

NASA Astrophysics Data System (ADS)

Flores, C.

2003-04-01

Mexico is a country which has to deal with several natural disaster risks: earthquakes, droughts, volcanic eruptions, floods, slides, wild fires, extreme temperatures, etc. In order to reduce the country's vulnerability to the impact of these natural disasters and to support rapid recovery when they occur, the government established in 1996 Mexico's Fund for Natural Disasters (FONDEN). Since its creation, its resources have been insufficient to meet all government obligations. The aim of this project is the development of a dynamic strategy to optimise the management of a fund for natural disasters starting from the example of FONDEN. The problem of budgetary planning is being considered for the modelling. We control the level of the fund's cash (R_t)0<= t0 at t=0 and then we try to pull at every moment the process to this objective. Multifractal models in geophysics are physically based stochastic models. A multiplicative cascade model fitted to a data set can be used for generation of synthetic sequences that resemble the original data in terms of its scaling properties. Since recent years, uncertainty concepts based on multifractal fields are being applied to the development of techniques to calculate marginal and conditional probabilities of an extreme rainfall event in a determined zone. As initial point to the development of the model, a multifractal model for extreme rainfall events will be used as part of the input for the stochastic control model. A theme for further research is linking more warning systems to the model. Keywords: risk management, stochastic control, multifractal measures, multiplicative cascades, heavy rainfall events.

Synthetic turbulence

NASA Astrophysics Data System (ADS)

Juneja, A.; Lathrop, D. P.; Sreenivasan, K. R.; Stolovitzky, G.

1994-06-01

A family of schemes is outlined for constructing stochastic fields that are close to turbulence. The fields generated from the more sophisticated versions of these schemes differ little in terms of one-point and two-point statistics from velocity fluctuations in high-Reynolds-number turbulence; we shall designate such fields as synthetic turbulence. All schemes, implemented here in one dimension, consist of the following three ingredients, but differ in various details. First, a simple multiplicative procedure is utilized for generating an intermittent signal which has the same properties as those of the turbulent energy dissipation rate ɛ. Second, the properties of the intermittent signal averaged over an interval of size r are related to those of longitudinal velocity increments Δu(r), evaluated over the same distance r, through a stochastic variable V introduced in the spirit of Kolmogorov's refined similarity hypothesis. The third and final step, which partially resembles a well-known procedure for constructing fractional Brownian motion, consists of suitably combining velocity increments to construct an artificial velocity signal. Various properties of the synthetic turbulence are obtained both analytically and numerically, and found to be in good agreement with measurements made in the atmospheric surface layer. A brief review of some previous models is provided.

Spectral estimation for characterization of acoustic aberration.

PubMed

Varslot, Trond; Angelsen, Bjørn; Waag, Robert C

2004-07-01

Spectral estimation based on acoustic backscatter from a motionless stochastic medium is described for characterization of aberration in ultrasonic imaging. The underlying assumptions for the estimation are: The correlation length of the medium is short compared to the length of the transmitted acoustic pulse, an isoplanatic region of sufficient size exists around the focal point, and the backscatter can be modeled as an ergodic stochastic process. The motivation for this work is ultrasonic imaging with aberration correction. Measurements were performed using a two-dimensional array system with 80 x 80 transducer elements and an element pitch of 0.6 mm. The f number for the measurements was 1.2 and the center frequency was 3.0 MHz with a 53% bandwidth. Relative phase of aberration was extracted from estimated cross spectra using a robust least-mean-square-error method based on an orthogonal expansion of the phase differences of neighboring wave forms as a function of frequency. Estimates of cross-spectrum phase from measurements of random scattering through a tissue-mimicking aberrator have confidence bands approximately +/- 5 degrees wide. Both phase and magnitude are in good agreement with a reference characterization obtained from a point scatterer.

The ISI distribution of the stochastic Hodgkin-Huxley neuron.

PubMed

Rowat, Peter F; Greenwood, Priscilla E

2014-01-01

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

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

PubMed

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

2011-03-01

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

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

PubMed

Cairoli, Andrea; Klages, Rainer; Baule, Adrian

2018-05-29

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

Changes in assembly processes in soil bacterial communities following a wildfire disturbance.

PubMed

Ferrenberg, Scott; O'Neill, Sean P; Knelman, Joseph E; Todd, Bryan; Duggan, Sam; Bradley, Daniel; Robinson, Taylor; Schmidt, Steven K; Townsend, Alan R; Williams, Mark W; Cleveland, Cory C; Melbourne, Brett A; Jiang, Lin; Nemergut, Diana R

2013-06-01

Although recent work has shown that both deterministic and stochastic processes are important in structuring microbial communities, the factors that affect the relative contributions of niche and neutral processes are poorly understood. The macrobiological literature indicates that ecological disturbances can influence assembly processes. Thus, we sampled bacterial communities at 4 and 16 weeks following a wildfire and used null deviation analysis to examine the role that time since disturbance has in community assembly. Fire dramatically altered bacterial community structure and diversity as well as soil chemistry for both time-points. Community structure shifted between 4 and 16 weeks for both burned and unburned communities. Community assembly in burned sites 4 weeks after fire was significantly more stochastic than in unburned sites. After 16 weeks, however, burned communities were significantly less stochastic than unburned communities. Thus, we propose a three-phase model featuring shifts in the relative importance of niche and neutral processes as a function of time since disturbance. Because neutral processes are characterized by a decoupling between environmental parameters and community structure, we hypothesize that a better understanding of community assembly may be important in determining where and when detailed studies of community composition are valuable for predicting ecosystem function.

Changes in assembly processes in soil bacterial communities following a wildfire disturbance

PubMed Central

Ferrenberg, Scott; O'Neill, Sean P; Knelman, Joseph E; Todd, Bryan; Duggan, Sam; Bradley, Daniel; Robinson, Taylor; Schmidt, Steven K; Townsend, Alan R; Williams, Mark W; Cleveland, Cory C; Melbourne, Brett A; Jiang, Lin; Nemergut, Diana R

2013-01-01

Although recent work has shown that both deterministic and stochastic processes are important in structuring microbial communities, the factors that affect the relative contributions of niche and neutral processes are poorly understood. The macrobiological literature indicates that ecological disturbances can influence assembly processes. Thus, we sampled bacterial communities at 4 and 16 weeks following a wildfire and used null deviation analysis to examine the role that time since disturbance has in community assembly. Fire dramatically altered bacterial community structure and diversity as well as soil chemistry for both time-points. Community structure shifted between 4 and 16 weeks for both burned and unburned communities. Community assembly in burned sites 4 weeks after fire was significantly more stochastic than in unburned sites. After 16 weeks, however, burned communities were significantly less stochastic than unburned communities. Thus, we propose a three-phase model featuring shifts in the relative importance of niche and neutral processes as a function of time since disturbance. Because neutral processes are characterized by a decoupling between environmental parameters and community structure, we hypothesize that a better understanding of community assembly may be important in determining where and when detailed studies of community composition are valuable for predicting ecosystem function. PMID:23407312

Ecological change points: The strength of density dependence and the loss of history.

PubMed

Ponciano, José M; Taper, Mark L; Dennis, Brian

2018-05-01

Change points in the dynamics of animal abundances have extensively been recorded in historical time series records. Little attention has been paid to the theoretical dynamic consequences of such change-points. Here we propose a change-point model of stochastic population dynamics. This investigation embodies a shift of attention from the problem of detecting when a change will occur, to another non-trivial puzzle: using ecological theory to understand and predict the post-breakpoint behavior of the population dynamics. The proposed model and the explicit expressions derived here predict and quantify how density dependence modulates the influence of the pre-breakpoint parameters into the post-breakpoint dynamics. Time series transitioning from one stationary distribution to another contain information about where the process was before the change-point, where is it heading and how long it will take to transition, and here this information is explicitly stated. Importantly, our results provide a direct connection of the strength of density dependence with theoretical properties of dynamic systems, such as the concept of resilience. Finally, we illustrate how to harness such information through maximum likelihood estimation for state-space models, and test the model robustness to widely different forms of compensatory dynamics. The model can be used to estimate important quantities in the theory and practice of population recovery. Copyright © 2018 Elsevier Inc. All rights reserved.

Joint Optimization of Distribution Network Design and Two-Echelon Inventory Control with Stochastic Demand and CO2 Emission Tax Charges

PubMed Central

Li, Shuangyan; Li, Xialian; Zhang, Dezhi; Zhou, Lingyun

2017-01-01

This study develops an optimization model to integrate facility location and inventory control for a three-level distribution network consisting of a supplier, multiple distribution centers (DCs), and multiple retailers. The integrated model addressed in this study simultaneously determines three types of decisions: (1) facility location (optimal number, location, and size of DCs); (2) allocation (assignment of suppliers to located DCs and retailers to located DCs, and corresponding optimal transport mode choices); and (3) inventory control decisions on order quantities, reorder points, and amount of safety stock at each retailer and opened DC. A mixed-integer programming model is presented, which considers the carbon emission taxes, multiple transport modes, stochastic demand, and replenishment lead time. The goal is to minimize the total cost, which covers the fixed costs of logistics facilities, inventory, transportation, and CO2 emission tax charges. The aforementioned optimal model was solved using commercial software LINGO 11. A numerical example is provided to illustrate the applications of the proposed model. The findings show that carbon emission taxes can significantly affect the supply chain structure, inventory level, and carbon emission reduction levels. The delay rate directly affects the replenishment decision of a retailer. PMID:28103246

On the stochastic dissemination of faults in an admissible network

NASA Technical Reports Server (NTRS)

Kyrala, A.

1987-01-01

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

Brownian motion of electrons in time-dependent magnetic fields.

NASA Technical Reports Server (NTRS)

Iverson, G. J.; Williams, R. M.

1973-01-01

The behavior of a weakly ionized plasma in slowly varying time-dependent magnetic fields is studied through an extension of Williamson's stochastic theory. In particular, attention is focused on the properties of electron diffusion in the plane perpendicular to the direction of the magnetic field, when the field strength is large. It is shown that, in the strong field limit, the classical 1/B-squared dependence of the perpendicular diffusion coefficient is obtained for two models in which the field B(t) is monotonic in t and for two models in which B(t) possesses at least one turning point.

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

NASA Astrophysics Data System (ADS)

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

2017-03-01

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

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

DTIC Science & Technology

2013-11-01

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

Efficient prediction designs for random fields.

PubMed

Müller, Werner G; Pronzato, Luc; Rendas, Joao; Waldl, Helmut

2015-03-01

For estimation and predictions of random fields, it is increasingly acknowledged that the kriging variance may be a poor representative of true uncertainty. Experimental designs based on more elaborate criteria that are appropriate for empirical kriging (EK) are then often non-space-filling and very costly to determine. In this paper, we investigate the possibility of using a compound criterion inspired by an equivalence theorem type relation to build designs quasi-optimal for the EK variance when space-filling designs become unsuitable. Two algorithms are proposed, one relying on stochastic optimization to explicitly identify the Pareto front, whereas the second uses the surrogate criteria as local heuristic to choose the points at which the (costly) true EK variance is effectively computed. We illustrate the performance of the algorithms presented on both a simple simulated example and a real oceanographic dataset. © 2014 The Authors. Applied Stochastic Models in Business and Industry published by John Wiley & Sons, Ltd.

Stochastic collocation using Kronrod-Patterson-Hermite quadrature with moderate delay for subsurface flow and transport

NASA Astrophysics Data System (ADS)

Liao, Q.; Tchelepi, H.; Zhang, D.

2015-12-01

Uncertainty quantification aims at characterizing the impact of input parameters on the output responses and plays an important role in many areas including subsurface flow and transport. In this study, a sparse grid collocation approach, which uses a nested Kronrod-Patterson-Hermite quadrature rule with moderate delay for Gaussian random parameters, is proposed to quantify the uncertainty of model solutions. The conventional stochastic collocation method serves as a promising non-intrusive approach and has drawn a great deal of interests. The collocation points are usually chosen to be Gauss-Hermite quadrature nodes, which are naturally unnested. The Kronrod-Patterson-Hermite nodes are shown to be more efficient than the Gauss-Hermite nodes due to nestedness. We propose a Kronrod-Patterson-Hermite rule with moderate delay to further improve the performance. Our study demonstrates the effectiveness of the proposed method for uncertainty quantification through subsurface flow and transport examples.

Discrimination of shot-noise-driven Poisson processes by external dead time - Application of radioluminescence from glass

NASA Technical Reports Server (NTRS)

Saleh, B. E. A.; Tavolacci, J. T.; Teich, M. C.

1981-01-01

Ways in which dead time can be used to constructively enhance or diminish the effects of point processes that display bunching in the shot-noise-driven doubly stochastic Poisson point process (SNDP) are discussed. Interrelations between photocount bunching arising in the SNDP and the antibunching character arising from dead-time effects are investigated. It is demonstrated that the dead-time-modified count mean and variance for an arbitrary doubly stochastic Poisson point process can be obtained from the Laplace transform of the single-fold and joint-moment-generating functions for the driving rate process. The theory is in good agreement with experimental values for radioluminescence radiation in fused silica, quartz, and glass, and the process has many applications in pulse, particle, and photon detection.

Site correction of a high-frequency strong-ground-motion simulation based on an empirical transfer function

NASA Astrophysics Data System (ADS)

Huang, Jyun-Yan; Wen, Kuo-Liang; Lin, Che-Min; Kuo, Chun-Hsiang; Chen, Chun-Te; Chang, Shuen-Chiang

2017-05-01

In this study, an empirical transfer function (ETF), which is the spectrum difference in Fourier amplitude spectra between observed strong ground motion and synthetic motion obtained by a stochastic point-source simulation technique, is constructed for the Taipei Basin, Taiwan. The basis stochastic point-source simulations can be treated as reference rock site conditions in order to consider site effects. The parameters of the stochastic point-source approach related to source and path effects are collected from previous well-verified studies. A database of shallow, small-magnitude earthquakes is selected to construct the ETFs so that the point-source approach for synthetic motions might be more widely applicable. The high-frequency synthetic motion obtained from the ETF procedure is site-corrected in the strong site-response area of the Taipei Basin. The site-response characteristics of the ETF show similar responses as in previous studies, which indicates that the base synthetic model is suitable for the reference rock conditions in the Taipei Basin. The dominant frequency contour corresponds to the shape of the bottom of the geological basement (the top of the Tertiary period), which is the Sungshan formation. Two clear high-amplification areas are identified in the deepest region of the Sungshan formation, as shown by an amplification contour of 0.5 Hz. Meanwhile, a high-amplification area was shifted to the basin's edge, as shown by an amplification contour of 2.0 Hz. Three target earthquakes with different kinds of source conditions, including shallow small-magnitude events, shallow and relatively large-magnitude events, and deep small-magnitude events relative to the ETF database, are tested to verify site correction. The results indicate that ETF-based site correction is effective for shallow earthquakes, even those with higher magnitudes, but is not suitable for deep earthquakes. Finally, one of the most significant shallow large-magnitude earthquakes (the 1999 Chi-Chi earthquake in Taiwan) is verified in this study. A finite fault stochastic simulation technique is applied, owing to the complexity of the fault rupture process for the Chi-Chi earthquake, and the ETF-based site-correction function is multiplied to obtain a precise simulation of high-frequency (up to 10 Hz) strong motions. The high-frequency prediction has good agreement in both time and frequency domain in this study, and the prediction level is the same as that predicted by the site-corrected ground motion prediction equation.

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.

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

NASA Astrophysics Data System (ADS)

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

2016-12-01

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

Stochastic Approaches Within a High Resolution Rapid Refresh Ensemble

NASA Astrophysics Data System (ADS)

Jankov, I.

2017-12-01

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

Partial ASL extensions for stochastic programming.

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

Gay, David

2010-03-31

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

Simulation of stochastic wind action on transmission power lines

NASA Astrophysics Data System (ADS)

Wielgos, Piotr; Lipecki, Tomasz; Flaga, Andrzej

2018-01-01

The paper presents FEM analysis of the wind action on overhead transmission power lines. The wind action is based on a stochastic simulation of the wind field in several points of the structure and on the wind tunnel tests on aerodynamic coefficients of the single conductor consisting of three wires. In FEM calculations the section of the transmission power line composed of three spans is considered. Non-linear analysis with deadweight of the structure is performed first to obtain the deformed shape of conductors. Next, time-dependent wind forces are applied to respective points of conductors and non-linear dynamic analysis is carried out.

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

PubMed

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

2013-04-01

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

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

NASA Astrophysics Data System (ADS)

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

2013-04-01

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

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

NASA Astrophysics Data System (ADS)

Darmon, David

2018-03-01

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

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

NASA Astrophysics Data System (ADS)

Giona, Massimiliano; Brasiello, Antonio; Crescitelli, Silvestro

2017-08-01

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

Variational formulation for Black-Scholes equations in stochastic volatility models

NASA Astrophysics Data System (ADS)

Gyulov, Tihomir B.; Valkov, Radoslav L.

2012-11-01

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

A developmental basis for stochasticity in floral organ numbers

PubMed Central

Kitazawa, Miho S.; Fujimoto, Koichi

2014-01-01

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

A Stochastic-Variational Model for Soft Mumford-Shah Segmentation

PubMed Central

2006-01-01

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

Studying Resist Stochastics with the Multivariate Poisson Propagation Model

DOE PAGES

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

2014-01-01

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

Stochastic Ocean Eddy Perturbations in a Coupled General Circulation Model.

NASA Astrophysics Data System (ADS)

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

2014-12-01

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

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

NASA Astrophysics Data System (ADS)

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

2002-06-01

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

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

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

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

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

Improved Climate Simulations through a Stochastic Parameterization of Ocean Eddies

NASA Astrophysics Data System (ADS)

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

2016-04-01

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

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

DOE PAGES

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

2015-03-17

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

Stochastic-field cavitation model

NASA Astrophysics Data System (ADS)

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

2013-07-01

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

A cavitation model based on Eulerian stochastic fields

NASA Astrophysics Data System (ADS)

Magagnato, F.; Dumond, J.

2013-12-01

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

Stochastic-field cavitation model

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

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

2013-07-15

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

Modeling of stochastic motion of bacteria propelled spherical microbeads

NASA Astrophysics Data System (ADS)

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

2011-06-01

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

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

USGS Publications Warehouse

Sun, Xiaodan; Hartzell, Stephen; Rezaeian, Sanaz

2015-01-01

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

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

PubMed

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

2009-06-01

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

Mixed H2/H∞ pitch control of wind turbine with a Markovian jump model

NASA Astrophysics Data System (ADS)

Lin, Zhongwei; Liu, Jizhen; Wu, Qiuwei; Niu, Yuguang

2018-01-01

This paper proposes a Markovian jump model and the corresponding H2/H∞ control strategy for the wind turbine driven by the stochastic switching wind speed, which can be used to regulate the generator speed in order to harvest the rated power while reducing the fatigue loads on the mechanical side of wind turbine. Through sampling the low-frequency wind speed data into separate intervals, the stochastic characteristic of the steady wind speed can be represented as a Markov process, while the high-frequency wind speed in the each interval is regarded as the disturbance input. Then, the traditional operating points of wind turbine can be divided into separate subregions correspondingly, where the model parameters and the control mode can be fixed in each mode. Then, the mixed H2/H∞ control problem is discussed for such a class of Markovian jump wind turbine working above the rated wind speed to guarantee both the disturbance rejection and the mechanical loads objectives, which can reduce the power volatility and the generator torque fluctuation of the whole transmission mechanism efficiently. Simulation results for a 2 MW wind turbine show the effectiveness of the proposed method.

Simplified management of ATM traffic

NASA Astrophysics Data System (ADS)

Luoma, Marko; Ilvesmaeki, Mika

1997-10-01

ATM has been under a thorough standardization process for more than ten years. Looking at it now, what have we achieved during this time period? Originally ATM was meant to be an easy and efficient protocol enabling varying services over a single network. What it is turning to be it `yet another ISDN'--network full of hopes and promises but too difficult to implement and expensive to market. The fact is that more and more `nice features' are implemented on the cost of overloading network with hard management procedures. Therefore we need to adopt a new approach. This approach keeps a strong reminder on `what is necessary.' This paper presents starting points for an alternative approach to the traffic management. We refer to this approach as `the minimum management principle.' Choosing of the suitable service classes for the ATM network is made difficult by the fact that the more services one implements the more management he needs. This is especially true for the variable bit rate connections that are usually treated based on the stochastic models. Stochastic model, at its best, can only reveal momentary characteristics in the traffic stream not the long range behavior of it. Our assumption is that ATM will move towards Internet in the sense that strict values for quality make little or no sense in the future. Therefore stochastic modeling of variable bit rate connections seems to be useless. Nevertheless we see that some traffic needs to have strict guarantees and that the only economic way of doing so is to use PCR allocation.

Relationship between recycling rate and air pollution: Waste management in the state of Massachusetts

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

Giovanis, Eleftherios, E-mail: giovanis95@gmail.com

Highlights: • This study examines the relationship between recycling rate of solid waste and air pollution. • Fixed effects Stochastic Frontier Analysis model with panel data are employed. • The case study is a waste municipality survey in the state of Massachusetts during 2009–2012. • The findings support that a negative relationship between air pollution and recycling. - Abstract: This study examines the relationship between recycling rate of solid waste and air pollution using data from a waste municipality survey in the state of Massachusetts during the period 2009–2012. Two econometric approaches are applied. The first approach is a fixedmore » effects model, while the second is a Stochastic Frontier Analysis (SFA) with fixed effects model. The advantage of the first approach is the ability of controlling for stable time invariant characteristics of the municipalities, thereby eliminating potentially large sources of bias. The second approach is applied in order to estimate the technical efficiency and rank of each municipality accordingly. The regressions control for various demographic, economic and recycling services, such as income per capita, population density, unemployment, trash services, Pay-as-you-throw (PAYT) program and meteorological data. The findings support that a negative relationship between particulate particles in the air 2.5 μm or less in size (PM{sub 2.5}) and recycling rate is presented. In addition, the pollution is increased with increases on income per capita up to $23,000–$26,000, while after this point income contributes positively on air quality. Finally, based on the efficiency derived by the Stochastic Frontier Analysis (SFA) model, the municipalities which provide both drop off and curbside services for trash, food and yard waste and the PAYT program present better performance regarding the air quality.« less

A comparative study of Conroy and Monte Carlo methods applied to multiple quadratures and multiple scattering

NASA Technical Reports Server (NTRS)

Deepak, A.; Fluellen, A.

1978-01-01

An efficient numerical method of multiple quadratures, the Conroy method, is applied to the problem of computing multiple scattering contributions in the radiative transfer through realistic planetary atmospheres. A brief error analysis of the method is given and comparisons are drawn with the more familiar Monte Carlo method. Both methods are stochastic problem-solving models of a physical or mathematical process and utilize the sampling scheme for points distributed over a definite region. In the Monte Carlo scheme the sample points are distributed randomly over the integration region. In the Conroy method, the sample points are distributed systematically, such that the point distribution forms a unique, closed, symmetrical pattern which effectively fills the region of the multidimensional integration. The methods are illustrated by two simple examples: one, of multidimensional integration involving two independent variables, and the other, of computing the second order scattering contribution to the sky radiance.

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

NASA Astrophysics Data System (ADS)

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

2007-12-01

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

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

DOE PAGES

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

2017-12-28

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

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

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

Moon, Jae; Manuel, Lance; Churchfield, Matthew

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

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

NASA Astrophysics Data System (ADS)

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

2014-12-01

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

Improved image decompression for reduced transform coding artifacts

NASA Technical Reports Server (NTRS)

Orourke, Thomas P.; Stevenson, Robert L.

1994-01-01

The perceived quality of images reconstructed from low bit rate compression is severely degraded by the appearance of transform coding artifacts. This paper proposes a method for producing higher quality reconstructed images based on a stochastic model for the image data. Quantization (scalar or vector) partitions the transform coefficient space and maps all points in a partition cell to a representative reconstruction point, usually taken as the centroid of the cell. The proposed image estimation technique selects the reconstruction point within the quantization partition cell which results in a reconstructed image which best fits a non-Gaussian Markov random field (MRF) image model. This approach results in a convex constrained optimization problem which can be solved iteratively. At each iteration, the gradient projection method is used to update the estimate based on the image model. In the transform domain, the resulting coefficient reconstruction points are projected to the particular quantization partition cells defined by the compressed image. Experimental results will be shown for images compressed using scalar quantization of block DCT and using vector quantization of subband wavelet transform. The proposed image decompression provides a reconstructed image with reduced visibility of transform coding artifacts and superior perceived quality.

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

Interspike interval correlation in a stochastic exponential integrate-and-fire model with subthreshold and spike-triggered adaptation.

PubMed

Shiau, LieJune; Schwalger, Tilo; Lindner, Benjamin

2015-06-01

We study the spike statistics of an adaptive exponential integrate-and-fire neuron stimulated by white Gaussian current noise. We derive analytical approximations for the coefficient of variation and the serial correlation coefficient of the interspike interval assuming that the neuron operates in the mean-driven tonic firing regime and that the stochastic input is weak. Our result for the serial correlation coefficient has the form of a geometric sequence and is confirmed by the comparison to numerical simulations. The theory predicts various patterns of interval correlations (positive or negative at lag one, monotonically decreasing or oscillating) depending on the strength of the spike-triggered and subthreshold components of the adaptation current. In particular, for pure subthreshold adaptation we find strong positive ISI correlations that are usually ascribed to positive correlations in the input current. Our results i) provide an alternative explanation for interspike-interval correlations observed in vivo, ii) may be useful in fitting point neuron models to experimental data, and iii) may be instrumental in exploring the role of adaptation currents for signal detection and signal transmission in single neurons.

Quantum Hamilton equations of motion for bound states of one-dimensional quantum systems

NASA Astrophysics Data System (ADS)

Köppe, J.; Patzold, M.; Grecksch, W.; Paul, W.

2018-06-01

On the basis of Nelson's stochastic mechanics derivation of the Schrödinger equation, a formal mathematical structure of non-relativistic quantum mechanics equivalent to the one in classical analytical mechanics has been established in the literature. We recently were able to augment this structure by deriving quantum Hamilton equations of motion by finding the Nash equilibrium of a stochastic optimal control problem, which is the generalization of Hamilton's principle of classical mechanics to quantum systems. We showed that these equations allow a description and numerical determination of the ground state of quantum problems without using the Schrödinger equation. We extend this approach here to deliver the complete discrete energy spectrum and related eigenfunctions for bound states of one-dimensional stationary quantum systems. We exemplify this analytically for the one-dimensional harmonic oscillator and numerically by analyzing a quartic double-well potential, a model of broad importance in many areas of physics. We furthermore point out a relation between the tunnel splitting of such models and mean first passage time concepts applied to Nelson's diffusion paths in the ground state.

Building Development Monitoring in Multitemporal Remotely Sensed Image Pairs with Stochastic Birth-Death Dynamics.

PubMed

Benedek, C; Descombes, X; Zerubia, J

2012-01-01

In this paper, we introduce a new probabilistic method which integrates building extraction with change detection in remotely sensed image pairs. A global optimization process attempts to find the optimal configuration of buildings, considering the observed data, prior knowledge, and interactions between the neighboring building parts. We present methodological contributions in three key issues: 1) We implement a novel object-change modeling approach based on Multitemporal Marked Point Processes, which simultaneously exploits low-level change information between the time layers and object-level building description to recognize and separate changed and unaltered buildings. 2) To answer the challenges of data heterogeneity in aerial and satellite image repositories, we construct a flexible hierarchical framework which can create various building appearance models from different elementary feature-based modules. 3) To simultaneously ensure the convergence, optimality, and computation complexity constraints raised by the increased data quantity, we adopt the quick Multiple Birth and Death optimization technique for change detection purposes, and propose a novel nonuniform stochastic object birth process which generates relevant objects with higher probability based on low-level image features.

Noise-induced transitions and shifts in a climate-vegetation feedback model.

PubMed

Alexandrov, Dmitri V; Bashkirtseva, Irina A; Ryashko, Lev B

2018-04-01

Motivated by the extremely important role of the Earth's vegetation dynamics in climate changes, we study the stochastic variability of a simple climate-vegetation system. In the case of deterministic dynamics, the system has one stable equilibrium and limit cycle or two stable equilibria corresponding to two opposite (cold and warm) climate-vegetation states. These states are divided by a separatrix going across a point of unstable equilibrium. Some possible stochastic scenarios caused by different externally induced natural and anthropogenic processes inherit properties of deterministic behaviour and drastically change the system dynamics. We demonstrate that the system transitions across its separatrix occur with increasing noise intensity. The climate-vegetation system therewith fluctuates, transits and localizes in the vicinity of its attractor. We show that this phenomenon occurs within some critical range of noise intensities. A noise-induced shift into the range of smaller global average temperatures corresponding to substantial oscillations of the Earth's vegetation cover is revealed. Our analysis demonstrates that the climate-vegetation interactions essentially contribute to climate dynamics and should be taken into account in more precise and complex models of climate variability.

Chemical event chain model of coupled genetic oscillators.

PubMed

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

2018-03-01

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

Chemical event chain model of coupled genetic oscillators

NASA Astrophysics Data System (ADS)

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

2018-03-01

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

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.

Statistical Features of the 2010 Beni-Ilmane, Algeria, Aftershock Sequence

NASA Astrophysics Data System (ADS)

Hamdache, M.; Peláez, J. A.; Gospodinov, D.; Henares, J.

2018-03-01

The aftershock sequence of the 2010 Beni-Ilmane ( M W 5.5) earthquake is studied in depth to analyze the spatial and temporal variability of seismicity parameters of the relationships modeling the sequence. The b value of the frequency-magnitude distribution is examined rigorously. A threshold magnitude of completeness equal to 2.1, using the maximum curvature procedure or the changing point algorithm, and a b value equal to 0.96 ± 0.03 have been obtained for the entire sequence. Two clusters have been identified and characterized by their faulting type, exhibiting b values equal to 0.99 ± 0.05 and 1.04 ± 0.05. Additionally, the temporal decay of the aftershock sequence was examined using a stochastic point process. The analysis was done through the restricted epidemic-type aftershock sequence (RETAS) stochastic model, which allows the possibility to recognize the prevailing clustering pattern of the relaxation process in the examined area. The analysis selected the epidemic-type aftershock sequence (ETAS) model to offer the most appropriate description of the temporal distribution, which presumes that all events in the sequence can cause secondary aftershocks. Finally, the fractal dimensions are estimated using the integral correlation. The obtained D 2 values are 2.15 ± 0.01, 2.23 ± 0.01 and 2.17 ± 0.02 for the entire sequence, and for the first and second cluster, respectively. An analysis of the temporal evolution of the fractal dimensions D -2, D 0, D 2 and the spectral slope has been also performed to derive and characterize the different clusters included in the sequence.

Stochastic modelling of intermittency.

PubMed

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

2010-01-13

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

Low Frequency Predictive Skill Despite Structural Instability and Model Error

DTIC Science & Technology

2014-09-30

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

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

NASA Astrophysics Data System (ADS)

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

2016-11-01

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

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

NASA Astrophysics Data System (ADS)

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

2005-12-01

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

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

PubMed

Ji, Sung-Hoon; Koh, Yong-Kwon

2017-01-01

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

A coupled stochastic rainfall-evapotranspiration model for hydrological impact analysis

NASA Astrophysics Data System (ADS)

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

2018-02-01

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

Stochastic simulations on a model of circadian rhythm generation.

PubMed

Miura, Shigehiro; Shimokawa, Tetsuya; Nomura, Taishin

2008-01-01

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

Noise-induced bistability in the quasi-neutral coexistence of viral RNAs under different replication modes.

PubMed

Sardanyés, Josep; Arderiu, Andreu; Elena, Santiago F; Alarcón, Tomás

2018-05-01

Evolutionary and dynamical investigations into real viral populations indicate that RNA replication can range between the two extremes represented by so-called 'stamping machine replication' (SMR) and 'geometric replication' (GR). The impact of asymmetries in replication for single-stranded (+) sense RNA viruses has been mainly studied with deterministic models. However, viral replication should be better described by including stochasticity, as the cell infection process is typically initiated with a very small number of RNA macromolecules, and thus largely influenced by intrinsic noise. Under appropriate conditions, deterministic theoretical descriptions of viral RNA replication predict a quasi-neutral coexistence scenario, with a line of fixed points involving different strands' equilibrium ratios depending on the initial conditions. Recent research into the quasi-neutral coexistence in two competing populations reveals that stochastic fluctuations fundamentally alter the mean-field scenario, and one of the two species outcompetes the other. In this article, we study this phenomenon for viral RNA replication modes by means of stochastic simulations and a diffusion approximation. Our results reveal that noise has a strong impact on the amplification of viral RNAs, also causing the emergence of noise-induced bistability. We provide analytical criteria for the dominance of (+) sense strands depending on the initial populations on the line of equilibria, which are in agreement with direct stochastic simulation results. The biological implications of this noise-driven mechanism are discussed within the framework of the evolutionary dynamics of RNA viruses with different modes of replication. © 2018 The Author(s).

CellTrans: An R Package to Quantify Stochastic Cell State Transitions.

PubMed

Buder, Thomas; Deutsch, Andreas; Seifert, Michael; Voss-Böhme, Anja

2017-01-01

Many normal and cancerous cell lines exhibit a stable composition of cells in distinct states which can, e.g., be defined on the basis of cell surface markers. There is evidence that such an equilibrium is associated with stochastic transitions between distinct states. Quantifying these transitions has the potential to better understand cell lineage compositions. We introduce CellTrans, an R package to quantify stochastic cell state transitions from cell state proportion data from fluorescence-activated cell sorting and flow cytometry experiments. The R package is based on a mathematical model in which cell state alterations occur due to stochastic transitions between distinct cell states whose rates only depend on the current state of a cell. CellTrans is an automated tool for estimating the underlying transition probabilities from appropriately prepared data. We point out potential analytical challenges in the quantification of these cell transitions and explain how CellTrans handles them. The applicability of CellTrans is demonstrated on publicly available data on the evolution of cell state compositions in cancer cell lines. We show that CellTrans can be used to (1) infer the transition probabilities between different cell states, (2) predict cell line compositions at a certain time, (3) predict equilibrium cell state compositions, and (4) estimate the time needed to reach this equilibrium. We provide an implementation of CellTrans in R, freely available via GitHub (https://github.com/tbuder/CellTrans).

Revisiting the diffusion approximation to estimate evolutionary rates of gene family diversification.

PubMed

Gjini, Erida; Haydon, Daniel T; David Barry, J; Cobbold, Christina A

2014-01-21

Genetic diversity in multigene families is shaped by multiple processes, including gene conversion and point mutation. Because multi-gene families are involved in crucial traits of organisms, quantifying the rates of their genetic diversification is important. With increasing availability of genomic data, there is a growing need for quantitative approaches that integrate the molecular evolution of gene families with their higher-scale function. In this study, we integrate a stochastic simulation framework with population genetics theory, namely the diffusion approximation, to investigate the dynamics of genetic diversification in a gene family. Duplicated genes can diverge and encode new functions as a result of point mutation, and become more similar through gene conversion. To model the evolution of pairwise identity in a multigene family, we first consider all conversion and mutation events in a discrete manner, keeping track of their details and times of occurrence; second we consider only the infinitesimal effect of these processes on pairwise identity accounting for random sampling of genes and positions. The purely stochastic approach is closer to biological reality and is based on many explicit parameters, such as conversion tract length and family size, but is more challenging analytically. The population genetics approach is an approximation accounting implicitly for point mutation and gene conversion, only in terms of per-site average probabilities. Comparison of these two approaches across a range of parameter combinations reveals that they are not entirely equivalent, but that for certain relevant regimes they do match. As an application of this modelling framework, we consider the distribution of nucleotide identity among VSG genes of African trypanosomes, representing the most prominent example of a multi-gene family mediating parasite antigenic variation and within-host immune evasion. © 2013 Published by Elsevier Ltd. All rights reserved.

Magnetic particle-scanning for ultrasensitive immunodetection on-chip.

PubMed

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

2014-08-19

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

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

NASA Astrophysics Data System (ADS)

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

2018-03-01

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

Framework based on stochastic L-Systems for modeling IP traffic with multifractal behavior

NASA Astrophysics Data System (ADS)

Salvador, Paulo S.; Nogueira, Antonio; Valadas, Rui

2003-08-01

In a previous work we have introduced a multifractal traffic model based on so-called stochastic L-Systems, which were introduced by biologist A. Lindenmayer as a method to model plant growth. L-Systems are string rewriting techniques, characterized by an alphabet, an axiom (initial string) and a set of production rules. In this paper, we propose a novel traffic model, and an associated parameter fitting procedure, which describes jointly the packet arrival and the packet size processes. The packet arrival process is modeled through a L-System, where the alphabet elements are packet arrival rates. The packet size process is modeled through a set of discrete distributions (of packet sizes), one for each arrival rate. In this way the model is able to capture correlations between arrivals and sizes. We applied the model to measured traffic data: the well-known pOct Bellcore, a trace of aggregate WAN traffic and two traces of specific applications (Kazaa and Operation Flashing Point). We assess the multifractality of these traces using Linear Multiscale Diagrams. The suitability of the traffic model is evaluated by comparing the empirical and fitted probability mass and autocovariance functions; we also compare the packet loss ratio and average packet delay obtained with the measured traces and with traces generated from the fitted model. Our results show that our L-System based traffic model can achieve very good fitting performance in terms of first and second order statistics and queuing behavior.

Stochastic modeling of experimental chaotic time series.

PubMed

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

2007-01-26

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

Uncertainty Reduction for Stochastic Processes on Complex Networks

NASA Astrophysics Data System (ADS)

Radicchi, Filippo; Castellano, Claudio

2018-05-01

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

Stochastic modification of the Schrödinger-Newton equation

NASA Astrophysics Data System (ADS)

Bera, Sayantani; Mohan, Ravi; Singh, Tejinder P.

2015-07-01

The Schrödinger-Newton (SN) equation describes the effect of self-gravity on the evolution of a quantum system, and it has been proposed that gravitationally induced decoherence drives the system to one of the stationary solutions of the SN equation. However, the equation itself lacks a decoherence mechanism, because it does not possess any stochastic feature. In the present work we derive a stochastic modification of the Schrödinger-Newton equation, starting from the Einstein-Langevin equation in the theory of stochastic semiclassical gravity. We specialize this equation to the case of a single massive point particle, and by using Karolyhazy's phase variance method, we derive the Diósi-Penrose criterion for the decoherence time. We obtain a (nonlinear) master equation corresponding to this stochastic SN equation. This equation is, however, linear at the level of the approximation we use to prove decoherence; hence, the no-signaling requirement is met. Lastly, we use physical arguments to obtain expressions for the decoherence length of extended objects.

Mean Field Games for Stochastic Growth with Relative Utility

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

Huang, Minyi, E-mail: mhuang@math.carleton.ca; Nguyen, Son Luu, E-mail: sonluu.nguyen@upr.edu

This paper considers continuous time stochastic growth-consumption optimization in a mean field game setting. The individual capital stock evolution is determined by a Cobb–Douglas production function, consumption and stochastic depreciation. The individual utility functional combines an own utility and a relative utility with respect to the population. The use of the relative utility reflects human psychology, leading to a natural pattern of mean field interaction. The fixed point equation of the mean field game is derived with the aid of some ordinary differential equations. Due to the relative utility interaction, our performance analysis depends on some ratio based approximation errormore » estimate.« less

Classification framework for partially observed dynamical systems

NASA Astrophysics Data System (ADS)

Shen, Yuan; Tino, Peter; Tsaneva-Atanasova, Krasimira

2017-04-01

We present a general framework for classifying partially observed dynamical systems based on the idea of learning in the model space. In contrast to the existing approaches using point estimates of model parameters to represent individual data items, we employ posterior distributions over model parameters, thus taking into account in a principled manner the uncertainty due to both the generative (observational and/or dynamic noise) and observation (sampling in time) processes. We evaluate the framework on two test beds: a biological pathway model and a stochastic double-well system. Crucially, we show that the classification performance is not impaired when the model structure used for inferring posterior distributions is much more simple than the observation-generating model structure, provided the reduced-complexity inferential model structure captures the essential characteristics needed for the given classification task.

Doubly stochastic Poisson processes in artificial neural learning.

PubMed

Card, H C

1998-01-01

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

Stochastic receding horizon control: application to an octopedal robot

NASA Astrophysics Data System (ADS)

Shah, Shridhar K.; Tanner, Herbert G.

2013-06-01

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

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

PubMed

Kang, Yun; Lanchier, Nicolas

2011-06-01

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

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

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

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

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

Dependence of Perpendicular Viscosity on Magnetic Fluctuations in a Stochastic Topology

NASA Astrophysics Data System (ADS)

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

2018-06-01

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

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

PubMed

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

2018-05-01

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

Simulating biological processes: stochastic physics from whole cells to colonies

NASA Astrophysics Data System (ADS)

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

2018-05-01

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

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

NASA Astrophysics Data System (ADS)

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

2018-04-01

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

Minimum-noise production of translation factor eIF4G maps to a mechanistically determined optimal rate control window for protein synthesis

PubMed Central

Meng, Xiang; Firczuk, Helena; Pietroni, Paola; Westbrook, Richard; Dacheux, Estelle; Mendes, Pedro; McCarthy, John E.G.

2017-01-01

Gene expression noise influences organism evolution and fitness. The mechanisms determining the relationship between stochasticity and the functional role of translation machinery components are critical to viability. eIF4G is an essential translation factor that exerts strong control over protein synthesis. We observe an asymmetric, approximately bell-shaped, relationship between the average intracellular abundance of eIF4G and rates of cell population growth and global mRNA translation, with peak rates occurring at normal physiological abundance. This relationship fits a computational model in which eIF4G is at the core of a multi-component–complex assembly pathway. This model also correctly predicts a plateau-like response of translation to super-physiological increases in abundance of the other cap-complex factors, eIF4E and eIF4A. Engineered changes in eIF4G abundance amplify noise, demonstrating that minimum stochasticity coincides with physiological abundance of this factor. Noise is not increased when eIF4E is overproduced. Plasmid-mediated synthesis of eIF4G imposes increased global gene expression stochasticity and reduced viability because the intrinsic noise for this factor influences total cellular gene noise. The naturally evolved eIF4G gene expression noise minimum maps within the optimal activity zone dictated by eIF4G's mechanistic role. Rate control and noise are therefore interdependent and have co-evolved to share an optimal physiological abundance point. PMID:27928055

Comparison of linear–stochastic and nonlinear–deterministic algorithms in the analysis of 15-minute clinical ECGs to predict risk of arrhythmic death

PubMed Central

Skinner, James E; Meyer, Michael; Nester, Brian A; Geary, Una; Taggart, Pamela; Mangione, Antoinette; Ramalanjaona, George; Terregino, Carol; Dalsey, William C

2009-01-01

Objective: Comparative algorithmic evaluation of heartbeat series in low-to-high risk cardiac patients for the prospective prediction of risk of arrhythmic death (AD). Background: Heartbeat variation reflects cardiac autonomic function and risk of AD. Indices based on linear stochastic models are independent risk factors for AD in post-myocardial infarction (post-MI) cohorts. Indices based on nonlinear deterministic models have superior predictability in retrospective data. Methods: Patients were enrolled (N = 397) in three emergency departments upon presenting with chest pain and were determined to be at low-to-high risk of acute MI (>7%). Brief ECGs were recorded (15 min) and R-R intervals assessed by three nonlinear algorithms (PD2i, DFA, and ApEn) and four conventional linear-stochastic measures (SDNN, MNN, 1/f-Slope, LF/HF). Out-of-hospital AD was determined by modified Hinkle–Thaler criteria. Results: All-cause mortality at one-year follow-up was 10.3%, with 7.7% adjudicated to be AD. The sensitivity and relative risk for predicting AD was highest at all time-points for the nonlinear PD2i algorithm (p ≤0.001). The sensitivity at 30 days was 100%, specificity 58%, and relative risk >100 (p ≤0.001); sensitivity at 360 days was 95%, specificity 58%, and relative risk >11.4 (p ≤0.001). Conclusions: Heartbeat analysis by the time-dependent nonlinear PD2i algorithm is comparatively the superior test. PMID:19707283

Stochastic empirical loading and dilution model (SELDM) version 1.0.0

USGS Publications Warehouse

Granato, Gregory E.

2013-01-01

The Stochastic Empirical Loading and Dilution Model (SELDM) is designed to transform complex scientific data into meaningful information about the risk of adverse effects of runoff on receiving waters, the potential need for mitigation measures, and the potential effectiveness of such management measures for reducing these risks. The U.S. Geological Survey developed SELDM in cooperation with the Federal Highway Administration to help develop planning-level estimates of event mean concentrations, flows, and loads in stormwater from a site of interest and from an upstream basin. Planning-level estimates are defined as the results of analyses used to evaluate alternative management measures; planning-level estimates are recognized to include substantial uncertainties (commonly orders of magnitude). SELDM uses information about a highway site, the associated receiving-water basin, precipitation events, stormflow, water quality, and the performance of mitigation measures to produce a stochastic population of runoff-quality variables. SELDM provides input statistics for precipitation, prestorm flow, runoff coefficients, and concentrations of selected water-quality constituents from National datasets. Input statistics may be selected on the basis of the latitude, longitude, and physical characteristics of the site of interest and the upstream basin. The user also may derive and input statistics for each variable that are specific to a given site of interest or a given area. SELDM is a stochastic model because it uses Monte Carlo methods to produce the random combinations of input variable values needed to generate the stochastic population of values for each component variable. SELDM calculates the dilution of runoff in the receiving waters and the resulting downstream event mean concentrations and annual average lake concentrations. Results are ranked, and plotting positions are calculated, to indicate the level of risk of adverse effects caused by runoff concentrations, flows, and loads on receiving waters by storm and by year. Unlike deterministic hydrologic models, SELDM is not calibrated by changing values of input variables to match a historical record of values. Instead, input values for SELDM are based on site characteristics and representative statistics for each hydrologic variable. Thus, SELDM is an empirical model based on data and statistics rather than theoretical physiochemical equations. SELDM is a lumped parameter model because the highway site, the upstream basin, and the lake basin each are represented as a single homogeneous unit. Each of these source areas is represented by average basin properties, and results from SELDM are calculated as point estimates for the site of interest. Use of the lumped parameter approach facilitates rapid specification of model parameters to develop planning-level estimates with available data. The approach allows for parsimony in the required inputs to and outputs from the model and flexibility in the use of the model. For example, SELDM can be used to model runoff from various land covers or land uses by using the highway-site definition as long as representative water quality and impervious-fraction data are available.

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

PubMed

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

2018-03-01

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

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

PubMed

Zimmer, Christoph

2016-01-01

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

Modelling remediation scenarios in historical mining catchments.

PubMed

Gamarra, Javier G P; Brewer, Paul A; Macklin, Mark G; Martin, Katherine

2014-01-01

Local remediation measures, particularly those undertaken in historical mining areas, can often be ineffective or even deleterious because erosion and sedimentation processes operate at spatial scales beyond those typically used in point-source remediation. Based on realistic simulations of a hybrid landscape evolution model combined with stochastic rainfall generation, we demonstrate that similar remediation strategies may result in differing effects across three contrasting European catchments depending on their topographic and hydrologic regimes. Based on these results, we propose a conceptual model of catchment-scale remediation effectiveness based on three basic catchment characteristics: the degree of contaminant source coupling, the ratio of contaminated to non-contaminated sediment delivery, and the frequency of sediment transport events.

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

DOE PAGES

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

2017-03-31

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

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

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

Berner, Judith; Achatz, Ulrich; Batté, Lauriane

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

A stochastic hybrid systems based framework for modeling dependent failure processes

PubMed Central

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

2017-01-01

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

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

PubMed

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

2017-01-01

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

Stochastic simulation of human pulmonary blood flow and transit time frequency distribution based on anatomic and elasticity data.

PubMed

Huang, Wei; Shi, Jun; Yen, R T

2012-12-01

The objective of our study was to develop a computing program for computing the transit time frequency distributions of red blood cell in human pulmonary circulation, based on our anatomic and elasticity data of blood vessels in human lung. A stochastic simulation model was introduced to simulate blood flow in human pulmonary circulation. In the stochastic simulation model, the connectivity data of pulmonary blood vessels in human lung was converted into a probability matrix. Based on this model, the transit time of red blood cell in human pulmonary circulation and the output blood pressure were studied. Additionally, the stochastic simulation model can be used to predict the changes of blood flow in human pulmonary circulation with the advantage of the lower computing cost and the higher flexibility. In conclusion, a stochastic simulation approach was introduced to simulate the blood flow in the hierarchical structure of a pulmonary circulation system, and to calculate the transit time distributions and the blood pressure outputs.

Stochastic and Perturbed Parameter Representations of Model Uncertainty in Convection Parameterization

NASA Astrophysics Data System (ADS)

Christensen, H. M.; Moroz, I.; Palmer, T.

2015-12-01

It is now acknowledged that representing model uncertainty in atmospheric simulators is essential for the production of reliable probabilistic ensemble forecasts, and a number of different techniques have been proposed for this purpose. Stochastic convection parameterization schemes use random numbers to represent the difference between a deterministic parameterization scheme and the true atmosphere, accounting for the unresolved sub grid-scale variability associated with convective clouds. An alternative approach varies the values of poorly constrained physical parameters in the model to represent the uncertainty in these parameters. This study presents new perturbed parameter schemes for use in the European Centre for Medium Range Weather Forecasts (ECMWF) convection scheme. Two types of scheme are developed and implemented. Both schemes represent the joint uncertainty in four of the parameters in the convection parametrisation scheme, which was estimated using the Ensemble Prediction and Parameter Estimation System (EPPES). The first scheme developed is a fixed perturbed parameter scheme, where the values of uncertain parameters are changed between ensemble members, but held constant over the duration of the forecast. The second is a stochastically varying perturbed parameter scheme. The performance of these schemes was compared to the ECMWF operational stochastic scheme, Stochastically Perturbed Parametrisation Tendencies (SPPT), and to a model which does not represent uncertainty in convection. The skill of probabilistic forecasts made using the different models was evaluated. While the perturbed parameter schemes improve on the stochastic parametrisation in some regards, the SPPT scheme outperforms the perturbed parameter approaches when considering forecast variables that are particularly sensitive to convection. Overall, SPPT schemes are the most skilful representations of model uncertainty due to convection parametrisation. Reference: H. M. Christensen, I. M. Moroz, and T. N. Palmer, 2015: Stochastic and Perturbed Parameter Representations of Model Uncertainty in Convection Parameterization. J. Atmos. Sci., 72, 2525-2544.

Problems of Mathematical Finance by Stochastic Control Methods

NASA Astrophysics Data System (ADS)

Stettner, Łukasz

The purpose of this paper is to present main ideas of mathematics of finance using the stochastic control methods. There is an interplay between stochastic control and mathematics of finance. On the one hand stochastic control is a powerful tool to study financial problems. On the other hand financial applications have stimulated development in several research subareas of stochastic control in the last two decades. We start with pricing of financial derivatives and modeling of asset prices, studying the conditions for the absence of arbitrage. Then we consider pricing of defaultable contingent claims. Investments in bonds lead us to the term structure modeling problems. Special attention is devoted to historical static portfolio analysis called Markowitz theory. We also briefly sketch dynamic portfolio problems using viscosity solutions to Hamilton-Jacobi-Bellman equation, martingale-convex analysis method or stochastic maximum principle together with backward stochastic differential equation. Finally, long time portfolio analysis for both risk neutral and risk sensitive functionals is introduced.

Trade-off study and computer simulation for assessing spacecraft pointing accuracy and stability capabilities

NASA Astrophysics Data System (ADS)

Algrain, Marcelo C.; Powers, Richard M.

1997-05-01

A case study, written in a tutorial manner, is presented where a comprehensive computer simulation is developed to determine the driving factors contributing to spacecraft pointing accuracy and stability. Models for major system components are described. Among them are spacecraft bus, attitude controller, reaction wheel assembly, star-tracker unit, inertial reference unit, and gyro drift estimators (Kalman filter). The predicted spacecraft performance is analyzed for a variety of input commands and system disturbances. The primary deterministic inputs are the desired attitude angles and rate set points. The stochastic inputs include random torque disturbances acting on the spacecraft, random gyro bias noise, gyro random walk, and star-tracker noise. These inputs are varied over a wide range to determine their effects on pointing accuracy and stability. The results are presented in the form of trade- off curves designed to facilitate the proper selection of subsystems so that overall spacecraft pointing accuracy and stability requirements are met.

Stochastic models of the Social Security trust funds.

PubMed

Burdick, Clark; Manchester, Joyce

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

Amerciamysis bahia Stochastic Matrix Population Model for Laboratory Populations

EPA Science Inventory

The population model described here is a stochastic, density-independent matrix model for integrating the effects of toxicants on survival and reproduction of the marine invertebrate, Americamysis bahia. The model was constructed using Microsoft® Excel 2003. The focus of the mode...

Stochastic driven systems far from equilibrium

NASA Astrophysics Data System (ADS)

Kim, Kyung Hyuk

We study the dynamics and steady states of two systems far from equilibrium: a 1-D driven lattice gas and a driven Brownian particle with inertia. (1) We investigate the dynamical scaling behavior of a 1-D driven lattice gas model with two species of particles hopping in opposite directions. We confirm numerically that the dynamic exponent is equal to z = 1.5. We show analytically that a quasi-particle representation relates all phase points to a special phase line directly related to the single-species asymmetric simple exclusion process. Quasi-particle two-point correlations decay exponentially, and in such a manner that quasi-particles of opposite charge dynamically screen each other with a special balance. The balance encompasses all over the phase space. These results indicate that the model belongs to the Kardar-Parisi-Zhang (KPZ) universality class. (2) We investigate the non-equilibrium thermodynamics of a Brownian particle with inertia under feedback control of its inertia. We find such open systems can act as a molecular refrigerator due to an entropy pumping mechanism. We extend the fluctuation theorems to the refrigerator. The entropy pumping modifies both the Jarzynski equality and the fluctuation theorems. We discover that the entropy pumping has a dual role of work and heat. We also investigate the thermodynamics of the particle under a hydrodynamic interaction described by a Langevin equation with a multiplicative noise. The Stratonovich stochastic integration prescription involved in the definition of heat is shown to be the unique physical choice.

Mapping of the stochastic Lotka-Volterra model to models of population genetics and game theory

NASA Astrophysics Data System (ADS)

Constable, George W. A.; McKane, Alan J.

2017-08-01

The relationship between the M -species stochastic Lotka-Volterra competition (SLVC) model and the M -allele Moran model of population genetics is explored via timescale separation arguments. When selection for species is weak and the population size is large but finite, precise conditions are determined for the stochastic dynamics of the SLVC model to be mappable to the neutral Moran model, the Moran model with frequency-independent selection, and the Moran model with frequency-dependent selection (equivalently a game-theoretic formulation of the Moran model). We demonstrate how these mappings can be used to calculate extinction probabilities and the times until a species' extinction in the SLVC model.

Maximum principle for a stochastic delayed system involving terminal state constraints.

PubMed

Wen, Jiaqiang; Shi, Yufeng

2017-01-01

We investigate a stochastic optimal control problem where the controlled system is depicted as a stochastic differential delayed equation; however, at the terminal time, the state is constrained in a convex set. We firstly introduce an equivalent backward delayed system depicted as a time-delayed backward stochastic differential equation. Then a stochastic maximum principle is obtained by virtue of Ekeland's variational principle. Finally, applications to a state constrained stochastic delayed linear-quadratic control model and a production-consumption choice problem are studied to illustrate the main obtained result.

Floral Morphogenesis: Stochastic Explorations of a Gene Network Epigenetic Landscape

PubMed Central

Aldana, Maximino; Benítez, Mariana; Cortes-Poza, Yuriria; Espinosa-Soto, Carlos; Hartasánchez, Diego A.; Lotto, R. Beau; Malkin, David; Escalera Santos, Gerardo J.; Padilla-Longoria, Pablo

2008-01-01

In contrast to the classical view of development as a preprogrammed and deterministic process, recent studies have demonstrated that stochastic perturbations of highly non-linear systems may underlie the emergence and stability of biological patterns. Herein, we address the question of whether noise contributes to the generation of the stereotypical temporal pattern in gene expression during flower development. We modeled the regulatory network of organ identity genes in the Arabidopsis thaliana flower as a stochastic system. This network has previously been shown to converge to ten fixed-point attractors, each with gene expression arrays that characterize inflorescence cells and primordial cells of sepals, petals, stamens, and carpels. The network used is binary, and the logical rules that govern its dynamics are grounded in experimental evidence. We introduced different levels of uncertainty in the updating rules of the network. Interestingly, for a level of noise of around 0.5–10%, the system exhibited a sequence of transitions among attractors that mimics the sequence of gene activation configurations observed in real flowers. We also implemented the gene regulatory network as a continuous system using the Glass model of differential equations, that can be considered as a first approximation of kinetic-reaction equations, but which are not necessarily equivalent to the Boolean model. Interestingly, the Glass dynamics recover a temporal sequence of attractors, that is qualitatively similar, although not identical, to that obtained using the Boolean model. Thus, time ordering in the emergence of cell-fate patterns is not an artifact of synchronous updating in the Boolean model. Therefore, our model provides a novel explanation for the emergence and robustness of the ubiquitous temporal pattern of floral organ specification. It also constitutes a new approach to understanding morphogenesis, providing predictions on the population dynamics of cells with different genetic configurations during development. PMID:18978941

Threshold for extinction and survival in stochastic tumor immune system

NASA Astrophysics Data System (ADS)

Li, Dongxi; Cheng, Fangjuan

2017-10-01

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

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.