Stochastic response surface methodology: A study in the human health area
DOE Office of Scientific and Technical Information (OSTI.GOV)
Oliveira, Teresa A., E-mail: teresa.oliveira@uab.pt; Oliveira, Amílcar, E-mail: amilcar.oliveira@uab.pt; Centro de Estatística e Aplicações, Universidade de Lisboa
2015-03-10
In this paper we review Stochastic Response Surface Methodology as a tool for modeling uncertainty in the context of Risk Analysis. An application in the survival analysis in the breast cancer context is implemented with R software.
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.
NASA Technical Reports Server (NTRS)
Mulavara, Ajitkumar; Fiedler, Matthew; DeDios,Yiri E.; Galvan, Raquel; Bloomberg, Jacob; Wood, Scott
2011-01-01
Astronauts experience disturbances in sensorimotor function after spaceflight during the initial introduction to a gravitational environment, especially after long-duration missions. Stochastic resonance (SR) is a mechanism by which noise can assist and enhance the response of neural systems to relevant, imperceptible sensory signals. We have previously shown that imperceptible electrical stimulation of the vestibular system enhances balance performance while standing on an unstable surface. The goal of our present study is to develop a countermeasure based on vestibular SR that could improve central interpretation of vestibular input and improve motor task responses to mitigate associated risks.
NASA Astrophysics Data System (ADS)
Shirata, Kento; Inden, Yuki; Kasai, Seiya; Oya, Takahide; Hagiwara, Yosuke; Kaeriyama, Shunichi; Nakamura, Hideyuki
2016-04-01
We investigated the robust detection of surface electromyogram (EMG) signals based on the stochastic resonance (SR) phenomenon, in which the response to weak signals is optimized by adding noise, combined with multiple surface electrodes. Flexible carbon nanotube composite paper (CNT-cp) was applied to the surface electrode, which showed good performance that is comparable to that of conventional Ag/AgCl electrodes. The SR-based EMG signal system integrating an 8-Schmitt-trigger network and the multiple-CNT-cp-electrode array successfully detected weak EMG signals even when the subject’s body is in the motion, which was difficult to achieve using the conventional technique. The feasibility of the SR-based EMG detection technique was confirmed by demonstrating its applicability to robot hand control.
NASA Astrophysics Data System (ADS)
Moon, Seulgi; Shelef, Eitan; Hilley, George E.
2015-05-01
In this study, we model postglacial surface processes and examine the evolution of the topography and denudation rates within the deglaciated Washington Cascades to understand the controls on and time scales of landscape response to changes in the surface process regime after deglaciation. The postglacial adjustment of this landscape is modeled using a geomorphic-transport-law-based numerical model that includes processes of river incision, hillslope diffusion, and stochastic landslides. The surface lowering due to landslides is parameterized using a physically based slope stability model coupled to a stochastic model of the generation of landslides. The model parameters of river incision and stochastic landslides are calibrated based on the rates and distribution of thousand-year-time scale denudation rates measured from cosmogenic 10Be isotopes. The probability distributions of those model parameters calculated based on a Bayesian inversion scheme show comparable ranges from previous studies in similar rock types and climatic conditions. The magnitude of landslide denudation rates is determined by failure density (similar to landslide frequency), whereas precipitation and slopes affect the spatial variation in landslide denudation rates. Simulation results show that postglacial denudation rates decay over time and take longer than 100 kyr to reach time-invariant rates. Over time, the landslides in the model consume the steep slopes characteristic of deglaciated landscapes. This response time scale is on the order of or longer than glacial/interglacial cycles, suggesting that frequent climatic perturbations during the Quaternary may produce a significant and prolonged impact on denudation and topography.
Stochastic control of inertial sea wave energy converter.
Raffero, Mattia; Martini, Michele; Passione, Biagio; Mattiazzo, Giuliana; Giorcelli, Ermanno; Bracco, Giovanni
2015-01-01
The ISWEC (inertial sea wave energy converter) is presented, its control problems are stated, and an optimal control strategy is introduced. As the aim of the device is energy conversion, the mean absorbed power by ISWEC is calculated for a plane 2D irregular sea state. The response of the WEC (wave energy converter) is driven by the sea-surface elevation, which is modeled by a stationary and homogeneous zero mean Gaussian stochastic process. System equations are linearized thus simplifying the numerical model of the device. The resulting response is obtained as the output of the coupled mechanic-hydrodynamic model of the device. A stochastic suboptimal controller, derived from optimal control theory, is defined and applied to ISWEC. Results of this approach have been compared with the ones obtained with a linear spring-damper controller, highlighting the capability to obtain a higher value of mean extracted power despite higher power peaks.
Stochastic Control of Inertial Sea Wave Energy Converter
Mattiazzo, Giuliana; Giorcelli, Ermanno
2015-01-01
The ISWEC (inertial sea wave energy converter) is presented, its control problems are stated, and an optimal control strategy is introduced. As the aim of the device is energy conversion, the mean absorbed power by ISWEC is calculated for a plane 2D irregular sea state. The response of the WEC (wave energy converter) is driven by the sea-surface elevation, which is modeled by a stationary and homogeneous zero mean Gaussian stochastic process. System equations are linearized thus simplifying the numerical model of the device. The resulting response is obtained as the output of the coupled mechanic-hydrodynamic model of the device. A stochastic suboptimal controller, derived from optimal control theory, is defined and applied to ISWEC. Results of this approach have been compared with the ones obtained with a linear spring-damper controller, highlighting the capability to obtain a higher value of mean extracted power despite higher power peaks. PMID:25874267
Stimulus Characteristics for Vestibular Stochastic Resonance to Improve Balance Function
NASA Technical Reports Server (NTRS)
Mulavara, Ajitkumar; Fiedler, Matthew; Kofman, Igor; Peters, Brian; Wood, Scott; Serrado, Jorge; Cohen, Helen; Reschke, Millard; Bloomberg, Jacob
2010-01-01
Stochastic resonance (SR) is a mechanism by which noise can enhance the response of neural systems to relevant sensory signals. Studies have shown that imperceptible stochastic vestibular electrical stimulation, when applied to normal young and elderly subjects, significantly improved their ocular stabilization reflexes in response to whole-body tilt as well as balance performance during postural disturbances. The goal of this study was to optimize the amplitude characteristics of the stochastic vestibular signals for balance performance during standing on an unstable surface. Subjects performed a standard balance task of standing on a block of foam with their eyes closed. Bipolar stochastic electrical stimulation was applied to the vestibular system using constant current stimulation through electrodes placed over the mastoid process behind the ears. Amplitude of the signals varied in the range of 0-700 microamperes. Balance performance was measured using a force plate under the foam block, and inertial motion sensors were placed on the torso and head. Balance performance with stimulation was significantly greater (10%-25%) than with no stimulation. The signal amplitude at which performance was maximized was in the range of 100-300 microamperes. Optimization of the amplitude of the stochastic signals for maximizing balance performance will have a significant impact on development of vestibular SR as a unique system to aid recovery of function in astronauts after long-duration space flight or in patients with balance disorders.
This work introduces a computationally efficient alternative method for uncertainty propagation, the Stochastic Response Surface Method (SRSM). The SRSM approximates uncertainties in model outputs through a series expansion in normal random variables (polynomial chaos expansion)...
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.
Long-range persistence in the global mean surface temperature and the global warming "time bomb"
NASA Astrophysics Data System (ADS)
Rypdal, M.; Rypdal, K.
2012-04-01
Detrended Fluctuation Analysis (DFA) and Maximum Likelihood Estimations (MLE) based on instrumental data over the last 160 years indicate that there is Long-Range Persistence (LRP) in Global Mean Surface Temperature (GMST) on time scales of months to decades. The persistence is much higher in sea surface temperature than in land temperatures. Power spectral analysis of multi-model, multi-ensemble runs of global climate models indicate further that this persistence may extend to centennial and maybe even millennial time-scales. We also support these conclusions by wavelet variogram analysis, DFA, and MLE of Northern hemisphere mean surface temperature reconstructions over the last two millennia. These analyses indicate that the GMST is a strongly persistent noise with Hurst exponent H>0.9 on time scales from decades up to at least 500 years. We show that such LRP can be very important for long-term climate prediction and for the establishment of a "time bomb" in the climate system due to a growing energy imbalance caused by the slow relaxation to radiative equilibrium under rising anthropogenic forcing. We do this by the construction of a multi-parameter dynamic-stochastic model for the GMST response to deterministic and stochastic forcing, where LRP is represented by a power-law response function. Reconstructed data for total forcing and GMST over the last millennium are used with this model to estimate trend coefficients and Hurst exponent for the GMST on multi-century time scale by means of MLE. Ensembles of solutions generated from the stochastic model also allow us to estimate confidence intervals for these estimates.
Stochastic Parameterization: Toward a New View of Weather and Climate Models
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
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
The role of stochastic storms on hillslope runoff generation and connectivity in a dryland basin
NASA Astrophysics Data System (ADS)
Michaelides, K.; Singer, M. B.; Mudd, S. M.
2016-12-01
Despite low annual rainfall, dryland basins can generate significant surface runoff during certain rainstorms, which can cause flash flooding and high rates of erosion. However, it remains challenging to anticipate the nature and frequency of runoff generation in hydrological systems which are driven by spatially and temporally stochastic rainstorms. In particular, the stochasticity of rainfall presents challenges to simulating the hydrological response of dryland basins and understanding flow connectivity from hillslopes to the channel. Here we simulate hillslope runoff generation using rainfall characteristics produced by a simple stochastic rainfall generator, which is based on a rich rainfall dataset from the Walnut Gulch Experimental Watershed (WGEW) in Arizona, USA. We assess hillslope runoff generation using the hydrological model, COUP2D, driven by a subset of characteristic output from multiple ensembles of decadal monsoonal rainfall from the stochastic rainfall generator. The rainfall generator operates across WGEW by simulating storms with areas smaller than the basin and enables explicit characterization of rainfall characteristics at any location. We combine the characteristics of rainfall intensity and duration with data on rainstorm area and location to model the surface runoff properties (depth, velocity, duration, distance downslope) on a range of hillslopes within the basin derived from LiDAR analysis. We also analyze connectivity of flow from hillslopes to the channel for various combinations of hillslopes and storms. This approach provides a framework for understanding spatial and temporal dynamics of runoff generation and connectivity that is faithful to the hydrological characteristics of dryland environments.
NASA Astrophysics Data System (ADS)
Moon, S.; Shelef, E.; Hilley, G. E.
2013-12-01
The Washington Cascades is currently in topographic and erosional disequilibrium after deglaciation occurred around 11- 17 ka ago. The topography still shows the features inherited from prior alpine glacial processes (e.g., cirques, steep side-valleys, and flat valley bottoms), though postglacial processes are currently denuding this landscape. Our previous study in this area calculated the thousand-year-timescale denudation rates using cosmogenic 10Be concentration (CRN-denudation rates), and showed that they were ~ four times higher than million-year-timescale uplift rates. In addition, the spatial distribution of denudation rates showed a good correlation with a factor-of-ten variation in precipitation. We interpreted this correlation as reflecting the sensitivity of landslide triggering in over-steepened deglaciated topography to precipitation, which produced high denudation rates in wet areas that experienced frequent landsliding. We explored this interpretation using a model of postglacial surface processes that predicts the evolution of the topography and denudation rates within the deglaciated Washington Cascades. Specifically, we used the model to understand the controls on and timescales of landscape response to changes in the surface process regime after deglaciation. The postglacial adjustment of this landscape is modeled using a geomorphic-transport-law-based numerical model that includes processes of river incision, hillslope diffusion, and stochastic landslides. The surface lowering due to landslides is parameterized using a physically-based slope stability model coupled to a stochastic model of the generation of landslides. The model parameters of river incision and stochastic landslides are calibrated based on the rates and distribution of thousand-year-timescale denudation rates measured from cosmogenic 10Be isotopes. The probability distribution of model parameters required to fit the observed denudation rates shows comparable ranges from previous studies in similar rock types and climatic conditions. The calibrated parameters suggest that the dominant sediment source of river sediments originates from stochastic landslides. The magnitude of landslide denudation rates is determined by failure density (similar to landslide frequency), while their spatial distribution is largely controlled by precipitation and slope angles. Simulation results show that denudation rates decay over time and take approximately 130-180 ka to reach steady-state rates. This response timescale is longer than glacial/interglacial cycles, suggesting that frequent climatic perturbations during the Quaternary may prevent these types of landscapes from reaching a dynamic equilibrium with postglacial processes.
Sensing (un)binding events via surface plasmons: effects of resonator geometry
NASA Astrophysics Data System (ADS)
Antosiewicz, Tomasz J.; Claudio, Virginia; Käll, Mikael
2016-04-01
The resonance conditions of localized surface plasmon resonances (LSPRs) can be perturbed in any number ways making plasmon nanoresonators viable tools in detection of e.g. phase changes, pH, gasses, and single molecules. Precise measurement via LSPR of molecular concentrations hinge on the ability to confidently count the number of molecules attached to a metal resonator and ideally to track binding and unbinding events in real-time. These two requirements make it necessary to rigorously quantify relations between the number of bound molecules and response of plasmonic sensors. This endeavor is hindered on the one hand by a spatially varying response of a given plasmonic nanosensor. On the other hand movement of molecules is determined by stochastic effects (Brownian motion) as well as deterministic flow, if present, in microfluidic channels. The combination of molecular dynamics and the electromagnetic response of the LSPR yield an uncertainty which is little understood and whose effect is often disregarded in quantitative sensing experiments. Using a combination of electromagnetic finite-difference time-domain (FDTD) calculations of the plasmon resonance peak shift of various metal nanosensors (disk, cone, rod, dimer) and stochastic diffusion-reaction simulations of biomolecular interactions on a sensor surface we clarify the interplay between position dependent binding probability and inhomogeneous sensitivity distribution. We show, how the statistical characteristics of the total signal upon molecular binding are determined. The proposed methodology is, in general, applicable to any sensor and any transduction mechanism, although the specifics of implementation will vary depending on circumstances. In this work we focus on elucidating how the interplay between electromagnetic and stochastic effects impacts the feasibility of employing particular shapes of plasmonic sensors for real-time monitoring of individual binding reactions or sensing low concentrations - which characteristics make a given sensor optimal for a given task. We also address the issue of how particular illumination conditions affect the level of uncertainty of the measured signal upon molecular binding.
Stochastic clustering of material surface under high-heat plasma load
NASA Astrophysics Data System (ADS)
Budaev, Viacheslav P.
2017-11-01
The results of a study of a surface formed by high-temperature plasma loads on various materials such as tungsten, carbon and stainless steel are presented. High-temperature plasma irradiation leads to an inhomogeneous stochastic clustering of the surface with self-similar granularity - fractality on the scale from nanoscale to macroscales. Cauliflower-like structure of tungsten and carbon materials are formed under high heat plasma load in fusion devices. The statistical characteristics of hierarchical granularity and scale invariance are estimated. They differ qualitatively from the roughness of the ordinary Brownian surface, which is possibly due to the universal mechanisms of stochastic clustering of material surface under the influence of high-temperature plasma.
NASA Astrophysics Data System (ADS)
Hanumagowda, B. N.; Salma, A.; Nagarajappa, C. S.
2018-04-01
The theoretical discussion is carried out for understanding the combined study of MHD, rough surface and couple-stress in the presence of applied magnetic field between two curved circular plates is present analysis. Modified Reynolds Equations accounting for rough surface using stochastic model of Christensen are mathematically formulated. The close form derivations for pressure, load-supporting capacity and response-film time are obtained. Our results shows that, there is an significant increase (decrease) for pressure, load-supporting capacity and squeeze film time due to the effect of azimuthal (radial) roughness parameter when compared to the Hanumagowda.et.al [14] and numerical data of load supporting capacity and response time are given in Table for engineering applications.
Stochastic P-bifurcation and stochastic resonance in a noisy bistable fractional-order system
NASA Astrophysics Data System (ADS)
Yang, J. H.; Sanjuán, Miguel A. F.; Liu, H. G.; Litak, G.; Li, X.
2016-12-01
We investigate the stochastic response of a noisy bistable fractional-order system when the fractional-order lies in the interval (0, 2]. We focus mainly on the stochastic P-bifurcation and the phenomenon of the stochastic resonance. We compare the generalized Euler algorithm and the predictor-corrector approach which are commonly used for numerical calculations of fractional-order nonlinear equations. Based on the predictor-corrector approach, the stochastic P-bifurcation and the stochastic resonance are investigated. Both the fractional-order value and the noise intensity can induce an stochastic P-bifurcation. The fractional-order may lead the stationary probability density function to turn from a single-peak mode to a double-peak mode. However, the noise intensity may transform the stationary probability density function from a double-peak mode to a single-peak mode. The stochastic resonance is investigated thoroughly, according to the linear and the nonlinear response theory. In the linear response theory, the optimal stochastic resonance may occur when the value of the fractional-order is larger than one. In previous works, the fractional-order is usually limited to the interval (0, 1]. Moreover, the stochastic resonance at the subharmonic frequency and the superharmonic frequency are investigated respectively, by using the nonlinear response theory. When it occurs at the subharmonic frequency, the resonance may be strong and cannot be ignored. When it occurs at the superharmonic frequency, the resonance is weak. We believe that the results in this paper might be useful for the signal processing of nonlinear systems.
Stochastic phase segregation on surfaces
Gera, Prerna
2017-01-01
Phase separation and coarsening is a phenomenon commonly seen in binary physical and chemical systems that occur in nature. Often, thermal fluctuations, modelled as stochastic noise, are present in the system and the phase segregation process occurs on a surface. In this work, the segregation process is modelled via the Cahn–Hilliard–Cook model, which is a fourth-order parabolic stochastic system. Coarsening is analysed on two sample surfaces: a unit sphere and a dumbbell. On both surfaces, a statistical analysis of the growth rate is performed, and the influence of noise level and mobility is also investigated. For the spherical interface, it is also shown that a lognormal distribution fits the growth rate well. PMID:28878994
Calculating the sensitivity of wind turbine loads to wind inputs using response surfaces
NASA Astrophysics Data System (ADS)
Rinker, Jennifer M.
2016-09-01
This paper presents a methodology to calculate wind turbine load sensitivities to turbulence parameters through the use of response surfaces. A response surface is a highdimensional polynomial surface that can be calibrated to any set of input/output data and then used to generate synthetic data at a low computational cost. Sobol sensitivity indices (SIs) can then be calculated with relative ease using the calibrated response surface. The proposed methodology is demonstrated by calculating the total sensitivity of the maximum blade root bending moment of the WindPACT 5 MW reference model to four turbulence input parameters: a reference mean wind speed, a reference turbulence intensity, the Kaimal length scale, and a novel parameter reflecting the nonstationarity present in the inflow turbulence. The input/output data used to calibrate the response surface were generated for a previous project. The fit of the calibrated response surface is evaluated in terms of error between the model and the training data and in terms of the convergence. The Sobol SIs are calculated using the calibrated response surface, and the convergence is examined. The Sobol SIs reveal that, of the four turbulence parameters examined in this paper, the variance caused by the Kaimal length scale and nonstationarity parameter are negligible. Thus, the findings in this paper represent the first systematic evidence that stochastic wind turbine load response statistics can be modeled purely by mean wind wind speed and turbulence intensity.
Combining deterministic and stochastic velocity fields in the analysis of deep crustal seismic data
NASA Astrophysics Data System (ADS)
Larkin, Steven Paul
Standard crustal seismic modeling obtains deterministic velocity models which ignore the effects of wavelength-scale heterogeneity, known to exist within the Earth's crust. Stochastic velocity models are a means to include wavelength-scale heterogeneity in the modeling. These models are defined by statistical parameters obtained from geologic maps of exposed crystalline rock, and are thus tied to actual geologic structures. Combining both deterministic and stochastic velocity models into a single model allows a realistic full wavefield (2-D) to be computed. By comparing these simulations to recorded seismic data, the effects of wavelength-scale heterogeneity can be investigated. Combined deterministic and stochastic velocity models are created for two datasets, the 1992 RISC seismic experiment in southeastern California and the 1986 PASSCAL seismic experiment in northern Nevada. The RISC experiment was located in the transition zone between the Salton Trough and the southern Basin and Range province. A high-velocity body previously identified beneath the Salton Trough is constrained to pinch out beneath the Chocolate Mountains to the northeast. The lateral extent of this body is evidence for the ephemeral nature of rifting loci as a continent is initially rifted. Stochastic modeling of wavelength-scale structures above this body indicate that little more than 5% mafic intrusion into a more felsic continental crust is responsible for the observed reflectivity. Modeling of the wide-angle RISC data indicates that coda waves following PmP are initially dominated by diffusion of energy out of the near-surface basin as the wavefield reverberates within this low-velocity layer. At later times, this coda consists of scattered body waves and P to S conversions. Surface waves do not play a significant role in this coda. Modeling of the PASSCAL dataset indicates that a high-gradient crust-mantle transition zone or a rough Moho interface is necessary to reduce precritical PmP energy. Possibly related, inconsistencies in published velocity models are rectified by hypothesizing the existence of large, elongate, high-velocity bodies at the base of the crust oriented to and of similar scale as the basins and ranges at the surface. This structure would result in an anisotropic lower crust.
Stochastic Convection Parameterizations
NASA Technical Reports Server (NTRS)
Teixeira, Joao; Reynolds, Carolyn; Suselj, Kay; Matheou, Georgios
2012-01-01
computational fluid dynamics, radiation, clouds, turbulence, convection, gravity waves, surface interaction, radiation interaction, cloud and aerosol microphysics, complexity (vegetation, biogeochemistry, radiation versus turbulence/convection stochastic approach, non-linearities, Monte Carlo, high resolutions, large-Eddy Simulations, cloud structure, plumes, saturation in tropics, forecasting, parameterizations, stochastic, radiation-clod interaction, hurricane forecasts
Enhancement of Otolith Specific Ocular Responses Using Vestibular Stochastic Resonance
NASA Technical Reports Server (NTRS)
Fiedler, Matthew; De Dios, Yiri E.; Esteves, Julie; Galvan, Raquel; Wood, Scott; Bloomberg, Jacob; Mulavara, Ajitkumar
2011-01-01
Introduction: Astronauts experience disturbances in sensorimotor function after spaceflight during the initial introduction to a gravitational environment, especially after long-duration missions. Our goal is to develop a countermeasure based on vestibular stochastic resonance (SR) that could improve central interpretation of vestibular input and mitigate these risks. SR is a mechanism by which noise can assist and enhance the response of neural systems to relevant, imperceptible sensory signals. We have previously shown that imperceptible electrical stimulation of the vestibular system enhances balance performance while standing on an unstable surface. Methods: Eye movement data were collected from 10 subjects during variable radius centrifugation (VRC). Subjects performed 11 trials of VRC that provided equivalent tilt stimuli from otolith and other graviceptor input without the normal concordant canal cues. Bipolar stochastic electrical stimulation, in the range of 0-1500 microamperes, was applied to the vestibular system using a constant current stimulator through electrodes placed over the mastoid process behind the ears. In the VRC paradigm, subjects were accelerated to 216 deg./s. After the subjects no longer sensed rotation, the chair oscillated along a track at 0.1 Hz to provide tilt stimuli of 10 deg. Eye movements were recorded for 6 cycles while subjects fixated on a target in darkness. Ocular counter roll (OCR) movement was calculated from the eye movement data during periods of chair oscillations. Results: Preliminary analysis of the data revealed that 9 of 10 subjects showed an average increase of 28% in the magnitude of OCR responses to the equivalent tilt stimuli while experiencing vestibular SR. The signal amplitude at which performance was maximized was in the range of 100-900 microamperes. Discussion: These results indicate that stochastic electrical stimulation of the vestibular system can improve otolith specific responses. This will have a significant impact on development of vestibular SR delivery systems to aid recovery of function in astronauts after long-duration spaceflight or in people with balance disorders.
Impact-induced seismic activity on asteroid 433 Eros: a surface modification process.
Richardson, James E; Melosh, H Jay; Greenberg, Richard
2004-11-26
High-resolution images of the surface of asteroid 433 Eros revealed evidence of downslope movement of a loose regolith layer, as well as the degradation and erasure of small impact craters (less than approximately 100 meters in diameter). One hypothesis to explain these observations is seismic reverberation after impact events. We used a combination of seismic and geomorphic modeling to analyze the response of regolith-covered topography, particularly craters, to impact-induced seismic shaking. Applying these results to a stochastic cratering model for the surface of Eros produced good agreement with the observed size-frequency distribution of craters, including the paucity of small craters.
NASA Astrophysics Data System (ADS)
Macian-Sorribes, Hector; Pulido-Velazquez, Manuel; Tilmant, Amaury
2015-04-01
Stochastic programming methods are better suited to deal with the inherent uncertainty of inflow time series in water resource management. However, one of the most important hurdles in their use in practical implementations is the lack of generalized Decision Support System (DSS) shells, usually based on a deterministic approach. The purpose of this contribution is to present a general-purpose DSS shell, named Explicit Stochastic Programming Advanced Tool (ESPAT), able to build and solve stochastic programming problems for most water resource systems. It implements a hydro-economic approach, optimizing the total system benefits as the sum of the benefits obtained by each user. It has been coded using GAMS, and implements a Microsoft Excel interface with a GAMS-Excel link that allows the user to introduce the required data and recover the results. Therefore, no GAMS skills are required to run the program. The tool is divided into four modules according to its capabilities: 1) the ESPATR module, which performs stochastic optimization procedures in surface water systems using a Stochastic Dual Dynamic Programming (SDDP) approach; 2) the ESPAT_RA module, which optimizes coupled surface-groundwater systems using a modified SDDP approach; 3) the ESPAT_SDP module, capable of performing stochastic optimization procedures in small-size surface systems using a standard SDP approach; and 4) the ESPAT_DET module, which implements a deterministic programming procedure using non-linear programming, able to solve deterministic optimization problems in complex surface-groundwater river basins. The case study of the Mijares river basin (Spain) is used to illustrate the method. It consists in two reservoirs in series, one aquifer and four agricultural demand sites currently managed using historical (XIV century) rights, which give priority to the most traditional irrigation district over the XX century agricultural developments. Its size makes it possible to use either the SDP or the SDDP methods. The independent use of surface and groundwater can be examined with and without the aquifer. The ESPAT_DET, ESPATR and ESPAT_SDP modules were executed for the surface system, while the ESPAT_RA and the ESPAT_DET modules were run for the surface-groundwater system. The surface system's results show a similar performance between the ESPAT_SDP and ESPATR modules, with outperform the one showed by the current policies besides being outperformed by the ESPAT_DET results, which have the advantage of the perfect foresight. The surface-groundwater system's results show a robust situation in which the differences between the module's results and the current policies are lower due the use of pumped groundwater in the XX century crops when surface water is scarce. The results are realistic, with the deterministic optimization outperforming the stochastic one, which at the same time outperforms the current policies; showing that the tool is able to stochastically optimize river-aquifer water resources systems. We are currently working in the application of these tools in the analysis of changes in systems' operation under global change conditions. ACKNOWLEDGEMENT: This study has been partially supported by the IMPADAPT project (CGL2013-48424-C2-1-R) with Spanish MINECO (Ministerio de Economía y Competitividad) funds.
Stochastic dynamic analysis of marine risers considering Gaussian system uncertainties
NASA Astrophysics Data System (ADS)
Ni, Pinghe; Li, Jun; Hao, Hong; Xia, Yong
2018-03-01
This paper performs the stochastic dynamic response analysis of marine risers with material uncertainties, i.e. in the mass density and elastic modulus, by using Stochastic Finite Element Method (SFEM) and model reduction technique. These uncertainties are assumed having Gaussian distributions. The random mass density and elastic modulus are represented by using the Karhunen-Loève (KL) expansion. The Polynomial Chaos (PC) expansion is adopted to represent the vibration response because the covariance of the output is unknown. Model reduction based on the Iterated Improved Reduced System (IIRS) technique is applied to eliminate the PC coefficients of the slave degrees of freedom to reduce the dimension of the stochastic system. Monte Carlo Simulation (MCS) is conducted to obtain the reference response statistics. Two numerical examples are studied in this paper. The response statistics from the proposed approach are compared with those from MCS. It is noted that the computational time is significantly reduced while the accuracy is kept. The results demonstrate the efficiency of the proposed approach for stochastic dynamic response analysis of marine risers.
Stochastic Approximation Methods for Latent Regression Item Response Models
ERIC Educational Resources Information Center
von Davier, Matthias; Sinharay, Sandip
2010-01-01
This article presents an application of a stochastic approximation expectation maximization (EM) algorithm using a Metropolis-Hastings (MH) sampler to estimate the parameters of an item response latent regression model. Latent regression item response models are extensions of item response theory (IRT) to a latent variable model with covariates…
Casein Kinase II Regulation of the Hot1 Transcription Factor Promotes Stochastic Gene Expression*
Burns, Laura T.; Wente, Susan R.
2014-01-01
In Saccharomyces cerevisiae, Hog1 MAPK is activated and induces a transcriptional program in response to hyperosmotic stress. Several Hog1-responsive genes exhibit stochastic transcription, resulting in cell-to-cell variability in mRNA and protein levels. However, the mechanisms governing stochastic gene activity are not fully defined. Here we uncover a novel role for casein kinase II (CK2) in the cellular response to hyperosmotic stress. CK2 interacts with and phosphorylates the Hot1 transcription factor; however, Hot1 phosphorylation is not sufficient for controlling the stochastic response. The CK2 protein itself is required to negatively regulate mRNA expression of Hot1-responsive genes and Hot1 enrichment at target promoters. Single-cell gene expression analysis reveals altered activation of Hot1-targeted STL1 in ck2 mutants, resulting in a bimodal to unimodal shift in expression. Together, this work reveals a novel CK2 function during the hyperosmotic stress response that promotes cell-to-cell variability in gene expression. PMID:24817120
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.
NASA Technical Reports Server (NTRS)
Mulavara, Ajitkumar; Fiedler, Matthew; Kofman, Igor; Peters, Brian; Wood, Scott; Serrador, Jorge; Cohen, Helen; Reschke, Millard; Bloomberg, Jacob
2010-01-01
Stochastic resonance (SR) is a mechanism by which noise can assist and enhance the response of neural systems to relevant sensory signals. Application of imperceptible SR noise coupled with sensory input through the proprioceptive, visual, or vestibular sensory systems has been shown to improve motor function. Specifically, studies have shown that that vestibular electrical stimulation by imperceptible stochastic noise, when applied to normal young and elderly subjects, significantly improved their ocular stabilization reflexes in response to whole-body tilt as well as balance performance during postural disturbances. The goal of this study was to optimize the characteristics of the stochastic vestibular signals for balance performance during standing on an unstable surface. Subjects performed a standardized balance task of standing on a block of 10 cm thick medium density foam with their eyes closed for a total of 40 seconds. Stochastic electrical stimulation was applied to the vestibular system through electrodes placed over the mastoid process behind the ears during the last 20 seconds of the test period. A custom built constant current stimulator with subject isolation delivered the stimulus. Stimulation signals were generated with frequencies in the bandwidth of 1-2 Hz and 0.01-30 Hz. Amplitude of the signals were varied in the range of 0- +/-700 micro amperes with the RMS of the signal increased by 30 micro amperes for each 100 micro amperes increase in the current range. Balance performance was measured using a force plate under the foam block and inertial motion sensors placed on the torso and head segments. Preliminary results indicate that balance performance is improved in the range of 10-25% compared to no stimulation conditions. Subjects improved their performance consistently across the blocks of stimulation. Further the signal amplitude at which the performance was maximized was different in the two frequency ranges. Optimization of the frequency and amplitude of the signal characteristics of the stochastic noise signals on maximizing balance performance will have a significant impact in its development as a unique system to aid recovery of function in astronauts after long duration space flight or for people with balance disorders.
NASA Astrophysics Data System (ADS)
Parsakhoo, Zahra; Shao, Yaping
2017-04-01
Near-surface turbulent mixing has considerable effect on surface fluxes, cloud formation and convection in the atmospheric boundary layer (ABL). Its quantifications is however a modeling and computational challenge since the small eddies are not fully resolved in Eulerian models directly. We have developed a Lagrangian stochastic model to demonstrate multi-scale interactions between convection and land surface heterogeneity in the atmospheric boundary layer based on the Ito Stochastic Differential Equation (SDE) for air parcels (particles). Due to the complexity of the mixing in the ABL, we find that linear Ito SDE cannot represent convections properly. Three strategies have been tested to solve the problem: 1) to make the deterministic term in the Ito equation non-linear; 2) to change the random term in the Ito equation fractional, and 3) to modify the Ito equation by including Levy flights. We focus on the third strategy and interpret mixing as interaction between at least two stochastic processes with different Lagrangian time scales. The model is in progress to include the collisions among the particles with different characteristic and to apply the 3D model for real cases. One application of the model is emphasized: some land surface patterns are generated and then coupled with the Large Eddy Simulation (LES).
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.
NASA Astrophysics Data System (ADS)
Kalziqi, Arben; Yunker, Peter; Thomas, Jacob
Unlike equilibrium atomic solids, biofilms do not experience significant thermal fluctuations at the constituent level. However, cells inside the biofilm stochastically die and reproduce, provoking a mechanical response. We investigate the mechanical response of biofilms to the death and reproduction of cells by measuring surface-height fluctuations of biofilms with two mutual predator strains of Vibrio cholerae which kill one another on contact via the Type VI Secretion System. Biofilm surface topography is measured in the homeostatic limit, wherein cell division and death occur at roughly the same rate, via white light interferometry. Although biofilms are far from equilibrium systems, measured height correlation functions line up with expectations from a generalized fluctuation-response relation derived from replication and death events, as predicted by Risler et al. (PRL 2015). Using genetically modified strains of V. cholerae which cannot kill, we demonstrate that extracted effective temperatures increase with the amount of death and reproduction. Thus, high-precision measurement of surface topography reveals the physical consequences of death and reproduction within a biofilm, providing a new approach to studying interactions between bacteria and cells.
Robust authentication through stochastic femtosecond laser filament induced scattering surfaces
DOE Office of Scientific and Technical Information (OSTI.GOV)
Zhang, Haisu; Tzortzakis, Stelios, E-mail: stzortz@iesl.forth.gr; Materials Science and Technology Department, University of Crete, 71003 Heraklion
2016-05-23
We demonstrate a reliable authentication method by femtosecond laser filament induced scattering surfaces. The stochastic nonlinear laser fabrication nature results in unique authentication robust properties. This work provides a simple and viable solution for practical applications in product authentication, while also opens the way for incorporating such elements in transparent media and coupling those in integrated optical circuits.
Compensating for estimation smoothing in kriging
Olea, R.A.; Pawlowsky, Vera
1996-01-01
Smoothing is a characteristic inherent to all minimum mean-square-error spatial estimators such as kriging. Cross-validation can be used to detect and model such smoothing. Inversion of the model produces a new estimator-compensated kriging. A numerical comparison based on an exhaustive permeability sampling of a 4-fr2 slab of Berea Sandstone shows that the estimation surface generated by compensated kriging has properties intermediate between those generated by ordinary kriging and stochastic realizations resulting from simulated annealing and sequential Gaussian simulation. The frequency distribution is well reproduced by the compensated kriging surface, which also approximates the experimental semivariogram well - better than ordinary kriging, but not as well as stochastic realizations. Compensated kriging produces surfaces that are more accurate than stochastic realizations, but not as accurate as ordinary kriging. ?? 1996 International Association for Mathematical Geology.
The response analysis of fractional-order stochastic system via generalized cell mapping method.
Wang, Liang; Xue, Lili; Sun, Chunyan; Yue, Xiaole; Xu, Wei
2018-01-01
This paper is concerned with the response of a fractional-order stochastic system. The short memory principle is introduced to ensure that the response of the system is a Markov process. The generalized cell mapping method is applied to display the global dynamics of the noise-free system, such as attractors, basins of attraction, basin boundary, saddle, and invariant manifolds. The stochastic generalized cell mapping method is employed to obtain the evolutionary process of probability density functions of the response. The fractional-order ϕ 6 oscillator and the fractional-order smooth and discontinuous oscillator are taken as examples to give the implementations of our strategies. Studies have shown that the evolutionary direction of the probability density function of the fractional-order stochastic system is consistent with the unstable manifold. The effectiveness of the method is confirmed using Monte Carlo results.
NASA Astrophysics Data System (ADS)
Han, Qun; Xu, Wei; Sun, Jian-Qiao
2016-09-01
The stochastic response of nonlinear oscillators under periodic and Gaussian white noise excitations is studied with the generalized cell mapping based on short-time Gaussian approximation (GCM/STGA) method. The solutions of the transition probability density functions over a small fraction of the period are constructed by the STGA scheme in order to construct the GCM over one complete period. Both the transient and steady-state probability density functions (PDFs) of a smooth and discontinuous (SD) oscillator are computed to illustrate the application of the method. The accuracy of the results is verified by direct Monte Carlo simulations. The transient responses show the evolution of the PDFs from being Gaussian to non-Gaussian. The effect of a chaotic saddle on the stochastic response is also studied. The stochastic P-bifurcation in terms of the steady-state PDFs occurs with the decrease of the smoothness parameter, which corresponds to the deterministic pitchfork bifurcation.
Monte Carlo Solution to Find Input Parameters in Systems Design Problems
NASA Astrophysics Data System (ADS)
Arsham, Hossein
2013-06-01
Most engineering system designs, such as product, process, and service design, involve a framework for arriving at a target value for a set of experiments. This paper considers a stochastic approximation algorithm for estimating the controllable input parameter within a desired accuracy, given a target value for the performance function. Two different problems, what-if and goal-seeking problems, are explained and defined in an auxiliary simulation model, which represents a local response surface model in terms of a polynomial. A method of constructing this polynomial by a single run simulation is explained. An algorithm is given to select the design parameter for the local response surface model. Finally, the mean time to failure (MTTF) of a reliability subsystem is computed and compared with its known analytical MTTF value for validation purposes.
Synchronizing stochastic circadian oscillators in single cells of Neurospora crassa
NASA Astrophysics Data System (ADS)
Deng, Zhaojie; Arsenault, Sam; Caranica, Cristian; Griffith, James; Zhu, Taotao; Al-Omari, Ahmad; Schüttler, Heinz-Bernd; Arnold, Jonathan; Mao, Leidong
2016-10-01
The synchronization of stochastic coupled oscillators is a central problem in physics and an emerging problem in biology, particularly in the context of circadian rhythms. Most measurements on the biological clock are made at the macroscopic level of millions of cells. Here measurements are made on the oscillators in single cells of the model fungal system, Neurospora crassa, with droplet microfluidics and the use of a fluorescent recorder hooked up to a promoter on a clock controlled gene-2 (ccg-2). The oscillators of individual cells are stochastic with a period near 21 hours (h), and using a stochastic clock network ensemble fitted by Markov Chain Monte Carlo implemented on general-purpose graphical processing units (or GPGPUs) we estimated that >94% of the variation in ccg-2 expression was stochastic (as opposed to experimental error). To overcome this stochasticity at the macroscopic level, cells must synchronize their oscillators. Using a classic measure of similarity in cell trajectories within droplets, the intraclass correlation (ICC), the synchronization surface ICC is measured on >25,000 cells as a function of the number of neighboring cells within a droplet and of time. The synchronization surface provides evidence that cells communicate, and synchronization varies with genotype.
Synchronizing stochastic circadian oscillators in single cells of Neurospora crassa
Deng, Zhaojie; Arsenault, Sam; Caranica, Cristian; Griffith, James; Zhu, Taotao; Al-Omari, Ahmad; Schüttler, Heinz-Bernd; Arnold, Jonathan; Mao, Leidong
2016-01-01
The synchronization of stochastic coupled oscillators is a central problem in physics and an emerging problem in biology, particularly in the context of circadian rhythms. Most measurements on the biological clock are made at the macroscopic level of millions of cells. Here measurements are made on the oscillators in single cells of the model fungal system, Neurospora crassa, with droplet microfluidics and the use of a fluorescent recorder hooked up to a promoter on a clock controlled gene-2 (ccg-2). The oscillators of individual cells are stochastic with a period near 21 hours (h), and using a stochastic clock network ensemble fitted by Markov Chain Monte Carlo implemented on general-purpose graphical processing units (or GPGPUs) we estimated that >94% of the variation in ccg-2 expression was stochastic (as opposed to experimental error). To overcome this stochasticity at the macroscopic level, cells must synchronize their oscillators. Using a classic measure of similarity in cell trajectories within droplets, the intraclass correlation (ICC), the synchronization surface ICC is measured on >25,000 cells as a function of the number of neighboring cells within a droplet and of time. The synchronization surface provides evidence that cells communicate, and synchronization varies with genotype. PMID:27786253
DOE Office of Scientific and Technical Information (OSTI.GOV)
Yang, Yongge; Xu, Wei, E-mail: weixu@nwpu.edu.cn; Yang, Guidong
The Poisson white noise, as a typical non-Gaussian excitation, has attracted much attention recently. However, little work was referred to the study of stochastic systems with fractional derivative under Poisson white noise excitation. This paper investigates the stationary response of a class of quasi-linear systems with fractional derivative excited by Poisson white noise. The equivalent stochastic system of the original stochastic system is obtained. Then, approximate stationary solutions are obtained with the help of the perturbation method. Finally, two typical examples are discussed in detail to demonstrate the effectiveness of the proposed method. The analysis also shows that the fractionalmore » order and the fractional coefficient significantly affect the responses of the stochastic systems with fractional derivative.« less
Multicellular Self-Organization of P. aeruginosa due to Interactions with Secreted Trails.
Gelimson, Anatolij; Zhao, Kun; Lee, Calvin K; Kranz, W Till; Wong, Gerard C L; Golestanian, Ramin
2016-10-21
Guided movement in response to slowly diffusing polymeric trails provides a unique mechanism for self-organization of some microorganisms. To elucidate how this signaling route leads to microcolony formation, we experimentally probe the trajectory and orientation of Pseudomonas aeruginosa that propel themselves on a surface using type IV pili motility appendages, which preferentially attach to deposited exopolysaccharides. We construct a stochastic model by analyzing single-bacterium trajectories and show that the resulting theoretical prediction for the many-body behavior of the bacteria is in quantitative agreement with our experimental characterization of how cells explore the surface via a power-law strategy.
ERIC Educational Resources Information Center
von Davier, Matthias; Sinharay, Sandip
2009-01-01
This paper presents an application of a stochastic approximation EM-algorithm using a Metropolis-Hastings sampler to estimate the parameters of an item response latent regression model. Latent regression models are extensions of item response theory (IRT) to a 2-level latent variable model in which covariates serve as predictors of the…
NASA Astrophysics Data System (ADS)
Oladyshkin, Sergey; Class, Holger; Helmig, Rainer; Nowak, Wolfgang
2010-05-01
CO2 storage in geological formations is currently being discussed intensively as a technology for mitigating CO2 emissions. However, any large-scale application requires a thorough analysis of the potential risks. Current numerical simulation models are too expensive for probabilistic risk analysis and for stochastic approaches based on brute-force repeated simulation. Even single deterministic simulations may require parallel high-performance computing. The multiphase flow processes involved are too non-linear for quasi-linear error propagation and other simplified stochastic tools. As an alternative approach, we propose a massive stochastic model reduction based on the probabilistic collocation method. The model response is projected onto a orthogonal basis of higher-order polynomials to approximate dependence on uncertain parameters (porosity, permeability etc.) and design parameters (injection rate, depth etc.). This allows for a non-linear propagation of model uncertainty affecting the predicted risk, ensures fast computation and provides a powerful tool for combining design variables and uncertain variables into one approach based on an integrative response surface. Thus, the design task of finding optimal injection regimes explicitly includes uncertainty, which leads to robust designs of the non-linear system that minimize failure probability and provide valuable support for risk-informed management decisions. We validate our proposed stochastic approach by Monte Carlo simulation using a common 3D benchmark problem (Class et al. Computational Geosciences 13, 2009). A reasonable compromise between computational efforts and precision was reached already with second-order polynomials. In our case study, the proposed approach yields a significant computational speedup by a factor of 100 compared to Monte Carlo simulation. We demonstrate that, due to the non-linearity of the flow and transport processes during CO2 injection, including uncertainty in the analysis leads to a systematic and significant shift of predicted leakage rates towards higher values compared with deterministic simulations, affecting both risk estimates and the design of injection scenarios. This implies that, neglecting uncertainty can be a strong simplification for modeling CO2 injection, and the consequences can be stronger than when neglecting several physical phenomena (e.g. phase transition, convective mixing, capillary forces etc.). The authors would like to thank the German Research Foundation (DFG) for financial support of the project within the Cluster of Excellence in Simulation Technology (EXC 310/1) at the University of Stuttgart. Keywords: polynomial chaos; CO2 storage; multiphase flow; porous media; risk assessment; uncertainty; integrative response surfaces
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.
Xiao, Yanwen; Xu, Wei; Wang, Liang
2016-03-01
This paper focuses on the study of the stochastic Van der Pol vibro-impact system with fractional derivative damping under Gaussian white noise excitation. The equations of the original system are simplified by non-smooth transformation. For the simplified equation, the stochastic averaging approach is applied to solve it. Then, the fractional derivative damping term is facilitated by a numerical scheme, therewith the fourth-order Runge-Kutta method is used to obtain the numerical results. And the numerical simulation results fit the analytical solutions. Therefore, the proposed analytical means to study this system are proved to be feasible. In this context, the effects on the response stationary probability density functions (PDFs) caused by noise excitation, restitution condition, and fractional derivative damping are considered, in addition the stochastic P-bifurcation is also explored in this paper through varying the value of the coefficient of fractional derivative damping and the restitution coefficient. These system parameters not only influence the response PDFs of this system but also can cause the stochastic P-bifurcation.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Xiao, Yanwen; Xu, Wei, E-mail: weixu@nwpu.edu.cn; Wang, Liang
2016-03-15
This paper focuses on the study of the stochastic Van der Pol vibro-impact system with fractional derivative damping under Gaussian white noise excitation. The equations of the original system are simplified by non-smooth transformation. For the simplified equation, the stochastic averaging approach is applied to solve it. Then, the fractional derivative damping term is facilitated by a numerical scheme, therewith the fourth-order Runge-Kutta method is used to obtain the numerical results. And the numerical simulation results fit the analytical solutions. Therefore, the proposed analytical means to study this system are proved to be feasible. In this context, the effects onmore » the response stationary probability density functions (PDFs) caused by noise excitation, restitution condition, and fractional derivative damping are considered, in addition the stochastic P-bifurcation is also explored in this paper through varying the value of the coefficient of fractional derivative damping and the restitution coefficient. These system parameters not only influence the response PDFs of this system but also can cause the stochastic P-bifurcation.« less
A Monte Carlo simulation based inverse propagation method for stochastic model updating
NASA Astrophysics Data System (ADS)
Bao, Nuo; Wang, Chunjie
2015-08-01
This paper presents an efficient stochastic model updating method based on statistical theory. Significant parameters have been selected implementing the F-test evaluation and design of experiments, and then the incomplete fourth-order polynomial response surface model (RSM) has been developed. Exploiting of the RSM combined with Monte Carlo simulation (MCS), reduces the calculation amount and the rapid random sampling becomes possible. The inverse uncertainty propagation is given by the equally weighted sum of mean and covariance matrix objective functions. The mean and covariance of parameters are estimated synchronously by minimizing the weighted objective function through hybrid of particle-swarm and Nelder-Mead simplex optimization method, thus the better correlation between simulation and test is achieved. Numerical examples of a three degree-of-freedom mass-spring system under different conditions and GARTEUR assembly structure validated the feasibility and effectiveness of the proposed method.
Stochastic models for tumoral growth
NASA Astrophysics Data System (ADS)
Escudero, Carlos
2006-02-01
Strong experimental evidence has indicated that tumor growth belongs to the molecular beam epitaxy universality class. This type of growth is characterized by the constraint of cell proliferation to the tumor border and the surface diffusion of cells at the growing edge. Tumor growth is thus conceived as a competition for space between the tumor and the host, and cell diffusion at the tumor border is an optimal strategy adopted for minimizing the pressure and helping tumor development. Two stochastic partial differential equations are reported in this paper in order to correctly model the physical properties of tumoral growth in (1+1) and (2+1) dimensions. The advantage of these models is that they reproduce the correct geometry of the tumor and are defined in terms of polar variables. An analysis of these models allows us to quantitatively estimate the response of the tumor to an unfavorable perturbation during growth.
A stochastic visco-hyperelastic model of human placenta tissue for finite element crash simulations.
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.
Universal fuzzy integral sliding-mode controllers for stochastic nonlinear systems.
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.
Wang, Deli; Xu, Wei; Zhao, Xiangrong
2016-03-01
This paper aims to deal with the stationary responses of a Rayleigh viscoelastic system with zero barrier impacts under external random excitation. First, the original stochastic viscoelastic system is converted to an equivalent stochastic system without viscoelastic terms by approximately adding the equivalent stiffness and damping. Relying on the means of non-smooth transformation of state variables, the above system is replaced by a new system without an impact term. Then, the stationary probability density functions of the system are observed analytically through stochastic averaging method. By considering the effects of the biquadratic nonlinear damping coefficient and the noise intensity on the system responses, the effectiveness of the theoretical method is tested by comparing the analytical results with those generated from Monte Carlo simulations. Additionally, it does deserve attention that some system parameters can induce the occurrence of stochastic P-bifurcation.
NASA Astrophysics Data System (ADS)
Proistosescu, C.; Donohoe, A.; Armour, K.; Roe, G.; Stuecker, M. F.; Bitz, C. M.
2017-12-01
Joint observations of global surface temperature and energy imbalance provide for a unique opportunity to empirically constrain radiative feedbacks. However, the satellite record of Earth's radiative imbalance is relatively short and dominated by stochastic fluctuations. Estimates of radiative feedbacks obtained by regressing energy imbalance against surface temperature depend strongly on sampling choices and on assumptions about whether the stochastic fluctuations are primarily forced by atmospheric or oceanic variability (e.g. Murphy and Forster 2010, Dessler 2011, Spencer and Braswell 2011, Forster 2016). We develop a framework around a stochastic energy balance model that allows us to parse the different contributions of atmospheric and oceanic forcing based on their differing impacts on the covariance structure - or lagged regression - of temperature and radiative imbalance. We validate the framework in a hierarchy of general circulation models: the impact of atmospheric forcing is examined in unforced control simulations of fixed sea-surface temperature and slab ocean model versions; the impact of oceanic forcing is examined in coupled simulations with prescribed ENSO variability. With the impact of atmospheric and oceanic forcing constrained, we are able to predict the relationship between temperature and radiative imbalance in a fully coupled control simulation, finding that both forcing sources are needed to explain the structure of the lagged-regression. We further model the dependence of feedback estimates on sampling interval by considering the effects of a finite equilibration time for the atmosphere, and issues of smoothing and aliasing. Finally, we develop a method to fit the stochastic model to the short timeseries of temperature and radiative imbalance by performing a Bayesian inference based on a modified version of the spectral Whittle likelihood. We are thus able to place realistic joint uncertainty estimates on both stochastic forcing and radiative feedbacks derived from observational records. We find that these records are, as of yet, too short to be useful in constraining radiative feedbacks, and we provide estimates of how the uncertainty narrows as a function of record length.
Stochastic resonance enhancement of small-world neural networks by hybrid synapses and time delay
NASA Astrophysics Data System (ADS)
Yu, Haitao; Guo, Xinmeng; Wang, Jiang
2017-01-01
The synergistic effect of hybrid electrical-chemical synapses and information transmission delay on the stochastic response behavior in small-world neuronal networks is investigated. Numerical results show that, the stochastic response behavior can be regulated by moderate noise intensity to track the rhythm of subthreshold pacemaker, indicating the occurrence of stochastic resonance (SR) in the considered neural system. Inheriting the characteristics of two types of synapses-electrical and chemical ones, neural networks with hybrid electrical-chemical synapses are of great improvement in neuron communication. Particularly, chemical synapses are conducive to increase the network detectability by lowering the resonance noise intensity, while the information is better transmitted through the networks via electrical coupling. Moreover, time delay is able to enhance or destroy the periodic stochastic response behavior intermittently. In the time-delayed small-world neuronal networks, the introduction of electrical synapses can significantly improve the signal detection capability by widening the range of optimal noise intensity for the subthreshold signal, and the efficiency of SR is largely amplified in the case of pure chemical couplings. In addition, the stochastic response behavior is also profoundly influenced by the network topology. Increasing the rewiring probability in pure chemically coupled networks can always enhance the effect of SR, which is slightly influenced by information transmission delay. On the other hand, the capacity of information communication is robust to the network topology within the time-delayed neuronal systems including electrical couplings.
Wei, Yanling; Park, Ju H; Karimi, Hamid Reza; Tian, Yu-Chu; Jung, Hoyoul; Yanling Wei; Park, Ju H; Karimi, Hamid Reza; Yu-Chu Tian; Hoyoul Jung; Tian, Yu-Chu; Wei, Yanling; Jung, Hoyoul; Karimi, Hamid Reza; Park, Ju H
2018-06-01
Continuous-time semi-Markovian jump neural networks (semi-MJNNs) are those MJNNs whose transition rates are not constant but depend on the random sojourn time. Addressing stochastic synchronization of semi-MJNNs with time-varying delay, an improved stochastic stability criterion is derived in this paper to guarantee stochastic synchronization of the response systems with the drive systems. This is achieved through constructing a semi-Markovian Lyapunov-Krasovskii functional together as well as making use of a novel integral inequality and the characteristics of cumulative distribution functions. Then, with a linearization procedure, controller synthesis is carried out for stochastic synchronization of the drive-response systems. The desired state-feedback controller gains can be determined by solving a linear matrix inequality-based optimization problem. Simulation studies are carried out to demonstrate the effectiveness and less conservatism of the presented approach.
A nanostructured surface increases friction exponentially at the solid-gas interface.
Phani, Arindam; Putkaradze, Vakhtang; Hawk, John E; Prashanthi, Kovur; Thundat, Thomas
2016-09-06
According to Stokes' law, a moving solid surface experiences viscous drag that is linearly related to its velocity and the viscosity of the medium. The viscous interactions result in dissipation that is known to scale as the square root of the kinematic viscosity times the density of the gas. We observed that when an oscillating surface is modified with nanostructures, the experimentally measured dissipation shows an exponential dependence on kinematic viscosity. The surface nanostructures alter solid-gas interplay greatly, amplifying the dissipation response exponentially for even minute variations in viscosity. Nanostructured resonator thus allows discrimination of otherwise narrow range of gaseous viscosity making dissipation an ideal parameter for analysis of a gaseous media. We attribute the observed exponential enhancement to the stochastic nature of interactions of many coupled nanostructures with the gas media.
A nanostructured surface increases friction exponentially at the solid-gas interface
NASA Astrophysics Data System (ADS)
Phani, Arindam; Putkaradze, Vakhtang; Hawk, John E.; Prashanthi, Kovur; Thundat, Thomas
2016-09-01
According to Stokes’ law, a moving solid surface experiences viscous drag that is linearly related to its velocity and the viscosity of the medium. The viscous interactions result in dissipation that is known to scale as the square root of the kinematic viscosity times the density of the gas. We observed that when an oscillating surface is modified with nanostructures, the experimentally measured dissipation shows an exponential dependence on kinematic viscosity. The surface nanostructures alter solid-gas interplay greatly, amplifying the dissipation response exponentially for even minute variations in viscosity. Nanostructured resonator thus allows discrimination of otherwise narrow range of gaseous viscosity making dissipation an ideal parameter for analysis of a gaseous media. We attribute the observed exponential enhancement to the stochastic nature of interactions of many coupled nanostructures with the gas media.
Electron heat transport measured in a stochastic magnetic field.
Biewer, T M; Forest, C B; Anderson, J K; Fiksel, G; Hudson, B; Prager, S C; Sarff, J S; Wright, J C; Brower, D L; Ding, W X; Terry, S D
2003-07-25
New profile measurements have allowed the electron thermal diffusivity profile to be estimated from power balance in the Madison Symmetric Torus where magnetic islands overlap and field lines are stochastic. The measurements show that (1) the electron energy transport is conductive not convective, (2) the measured thermal diffusivities are in good agreement with numerical simulations of stochastic transport, and (3) transport is greatly reduced near the reversal surface where magnetic diffusion is small.
NASA Astrophysics Data System (ADS)
Liu, Qun; Jiang, Daqing; Hayat, Tasawar; Alsaedi, Ahmed
2018-01-01
In this paper, we develop and study a stochastic predator-prey model with stage structure for predator and Holling type II functional response. First of all, by constructing a suitable stochastic Lyapunov function, we establish sufficient conditions for the existence and uniqueness of an ergodic stationary distribution of the positive solutions to the model. Then, we obtain sufficient conditions for extinction of the predator populations in two cases, that is, the first case is that the prey population survival and the predator populations extinction; the second case is that all the prey and predator populations extinction. The existence of a stationary distribution implies stochastic weak stability. Numerical simulations are carried out to demonstrate the analytical results.
NASA Astrophysics Data System (ADS)
Liu, Qun; Jiang, Daqing; Hayat, Tasawar; Alsaedi, Ahmed
2018-06-01
In this paper, we develop and study a stochastic predator-prey model with stage structure for predator and Holling type II functional response. First of all, by constructing a suitable stochastic Lyapunov function, we establish sufficient conditions for the existence and uniqueness of an ergodic stationary distribution of the positive solutions to the model. Then, we obtain sufficient conditions for extinction of the predator populations in two cases, that is, the first case is that the prey population survival and the predator populations extinction; the second case is that all the prey and predator populations extinction. The existence of a stationary distribution implies stochastic weak stability. Numerical simulations are carried out to demonstrate the analytical results.
Didactic discussion of stochastic resonance effects and weak signals
DOE Office of Scientific and Technical Information (OSTI.GOV)
Adair, R.K.
1996-12-01
A simple, paradigmatic, model is used to illustrate some general properties of effects subsumed under the label stochastic resonance. In particular, analyses of the transparent model show that (1) a small amount of noise added to a much larger signal can greatly increase the response to the signal, but (2) a weak signal added to much larger noise will not generate a substantial added response. The conclusions drawn from the model illustrate the general result that stochastic resonance effects do not provide an avenue for signals that are much smaller than noise to affect biology. A further analysis demonstrates themore » effects of small signals in the shifting of biologically important chemical equilibria under conditions where stochastic resonance effects are significant.« less
Stochastic Estimation and Non-Linear Wall-Pressure Sources in a Separating/Reattaching Flow
NASA Technical Reports Server (NTRS)
Naguib, A.; Hudy, L.; Humphreys, W. M., Jr.
2002-01-01
Simultaneous wall-pressure and PIV measurements are used to study the conditional flow field associated with surface-pressure generation in a separating/reattaching flow established over a fence-with-splitter-plate geometry. The conditional flow field is captured using linear and quadratic stochastic estimation based on the occurrence of positive and negative pressure events in the vicinity of the mean reattachment location. The results shed light on the dominant flow structures associated with significant wall-pressure generation. Furthermore, analysis based on the individual terms in the stochastic estimation expansion shows that both the linear and non-linear flow sources of the coherent (conditional) velocity field are equally important contributors to the generation of the conditional surface pressure.
Systematic parameter inference in stochastic mesoscopic modeling
NASA Astrophysics Data System (ADS)
Lei, Huan; Yang, Xiu; Li, Zhen; Karniadakis, George Em
2017-02-01
We propose a method to efficiently determine the optimal coarse-grained force field in mesoscopic stochastic simulations of Newtonian fluid and polymer melt systems modeled by dissipative particle dynamics (DPD) and energy conserving dissipative particle dynamics (eDPD). The response surfaces of various target properties (viscosity, diffusivity, pressure, etc.) with respect to model parameters are constructed based on the generalized polynomial chaos (gPC) expansion using simulation results on sampling points (e.g., individual parameter sets). To alleviate the computational cost to evaluate the target properties, we employ the compressive sensing method to compute the coefficients of the dominant gPC terms given the prior knowledge that the coefficients are "sparse". The proposed method shows comparable accuracy with the standard probabilistic collocation method (PCM) while it imposes a much weaker restriction on the number of the simulation samples especially for systems with high dimensional parametric space. Fully access to the response surfaces within the confidence range enables us to infer the optimal force parameters given the desirable values of target properties at the macroscopic scale. Moreover, it enables us to investigate the intrinsic relationship between the model parameters, identify possible degeneracies in the parameter space, and optimize the model by eliminating model redundancies. The proposed method provides an efficient alternative approach for constructing mesoscopic models by inferring model parameters to recover target properties of the physics systems (e.g., from experimental measurements), where those force field parameters and formulation cannot be derived from the microscopic level in a straight forward way.
An Analysis of Stochastic Jovian Oscillation Excitation by Moist Convection
NASA Astrophysics Data System (ADS)
Dederick, Ethan; Jackiewicz, Jason; Guillot, Tristan
2018-03-01
Recent observations of Jupiter have suggested the existence of global oscillatory modes at millihertz frequencies, yet the source mechanism responsible for driving these modes is still unknown. However, the energies necessary to produce observable surface oscillations have been predicted. Here we investigate if moist convection in Jupiter’s upper atmosphere can be responsible for driving the global oscillations and what moist convective energy requirements are necessary to achieve these theoretical mode energies and surface amplitudes. We begin by creating a one-dimensional moist convective cloud model and find that the available kinetic energy of the rising cloud column falls below theoretical estimates of oscillation energies. That is, mode excitation cannot occur with a single storm eruption. We then explore stochastic excitation scenarios of the oscillations by moist convective storms. We find that mode energies and amplitudes can reach theoretical estimates if the storm energy available to the modes is more than just kinetic. In order for the modes to be excited, we find that they require 5 × 1027 to 1028 erg per day. However, even for a large storm eruption each day, the available kinetic energy from the storms falls two orders of magnitude short of the required driving energy. Although our models may oversimplify the true complexity of the coupling between Jovian storms and global oscillations, our findings reveal that enough thermal energy is associated with moist convection to drive the modes, should it be available to them.
Parallel, stochastic measurement of molecular surface area.
Juba, Derek; Varshney, Amitabh
2008-08-01
Biochemists often wish to compute surface areas of proteins. A variety of algorithms have been developed for this task, but they are designed for traditional single-processor architectures. The current trend in computer hardware is towards increasingly parallel architectures for which these algorithms are not well suited. We describe a parallel, stochastic algorithm for molecular surface area computation that maps well to the emerging multi-core architectures. Our algorithm is also progressive, providing a rough estimate of surface area immediately and refining this estimate as time goes on. Furthermore, the algorithm generates points on the molecular surface which can be used for point-based rendering. We demonstrate a GPU implementation of our algorithm and show that it compares favorably with several existing molecular surface computation programs, giving fast estimates of the molecular surface area with good accuracy.
Efficient physics-based tracking of heart surface motion for beating heart surgery robotic systems.
Bogatyrenko, Evgeniya; Pompey, Pascal; Hanebeck, Uwe D
2011-05-01
Tracking of beating heart motion in a robotic surgery system is required for complex cardiovascular interventions. A heart surface motion tracking method is developed, including a stochastic physics-based heart surface model and an efficient reconstruction algorithm. The algorithm uses the constraints provided by the model that exploits the physical characteristics of the heart. The main advantage of the model is that it is more realistic than most standard heart models. Additionally, no explicit matching between the measurements and the model is required. The application of meshless methods significantly reduces the complexity of physics-based tracking. Based on the stochastic physical model of the heart surface, this approach considers the motion of the intervention area and is robust to occlusions and reflections. The tracking algorithm is evaluated in simulations and experiments on an artificial heart. Providing higher accuracy than the standard model-based methods, it successfully copes with occlusions and provides high performance even when all measurements are not available. Combining the physical and stochastic description of the heart surface motion ensures physically correct and accurate prediction. Automatic initialization of the physics-based cardiac motion tracking enables system evaluation in a clinical environment.
Plasma Equilibrium in a Magnetic Field with Stochastic Field-Line Trajectories
NASA Astrophysics Data System (ADS)
Krommes, J. A.; Reiman, A. H.
2008-11-01
The nature of plasma equilibrium in a magnetic field with stochastic field lines is examined, expanding upon the ideas first described by Reiman et al. The magnetic partial differential equation (PDE) that determines the equilibrium Pfirsch-Schlüter currents is treated as a passive stochastic PDE for μj/B. Renormalization leads to a stochastic Langevin equation for μ in which the resonances at the rational surfaces are broadened by the stochastic diffusion of the field lines; even weak radial diffusion can significantly affect the equilibrium, which need not be flattened in the stochastic region. Particular attention is paid to satisfying the periodicity constraints in toroidal configurations with sheared magnetic fields. A numerical scheme that couples the renormalized Langevin equation to Ampere's law is described. A. Reiman et al, Nucl. Fusion 47, 572--8 (2007). J. A. Krommes, Phys. Reports 360, 1--351.
NASA Astrophysics Data System (ADS)
Plimak, L. I.; Fleischhauer, M.; Olsen, M. K.; Collett, M. J.
2003-01-01
We present an introduction to phase-space techniques (PST) based on a quantum-field-theoretical (QFT) approach. In addition to bridging the gap between PST and QFT, our approach results in a number of generalizations of the PST. First, for problems where the usual PST do not result in a genuine Fokker-Planck equation (even after phase-space doubling) and hence fail to produce a stochastic differential equation (SDE), we show how the system in question may be approximated via stochastic difference equations (SΔE). Second, we show that introducing sources into the SDE’s (or SΔE’s) generalizes them to a full quantum nonlinear stochastic response problem (thus generalizing Kubo’s linear reaction theory to a quantum nonlinear stochastic response theory). Third, we establish general relations linking quantum response properties of the system in question to averages of operator products ordered in a way different from time normal. This extends PST to a much wider assemblage of operator products than are usually considered in phase-space approaches. In all cases, our approach yields a very simple and straightforward way of deriving stochastic equations in phase space.
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.
Variation of Time Domain Failure Probabilities of Jack-up with Wave Return Periods
NASA Astrophysics Data System (ADS)
Idris, Ahmad; Harahap, Indra S. H.; Ali, Montassir Osman Ahmed
2018-04-01
This study evaluated failure probabilities of jack up units on the framework of time dependent reliability analysis using uncertainty from different sea states representing different return period of the design wave. Surface elevation for each sea state was represented by Karhunen-Loeve expansion method using the eigenfunctions of prolate spheroidal wave functions in order to obtain the wave load. The stochastic wave load was propagated on a simplified jack up model developed in commercial software to obtain the structural response due to the wave loading. Analysis of the stochastic response to determine the failure probability in excessive deck displacement in the framework of time dependent reliability analysis was performed by developing Matlab codes in a personal computer. Results from the study indicated that the failure probability increases with increase in the severity of the sea state representing a longer return period. Although the results obtained are in agreement with the results of a study of similar jack up model using time independent method at higher values of maximum allowable deck displacement, it is in contrast at lower values of the criteria where the study reported that failure probability decreases with increase in the severity of the sea state.
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.
Study on Nonlinear Vibration Analysis of Gear System with Random Parameters
NASA Astrophysics Data System (ADS)
Tong, Cao; Liu, Xiaoyuan; Fan, Li
2018-03-01
In order to study the dynamic characteristics of gear nonlinear vibration system and the influence of random parameters, firstly, a nonlinear stochastic vibration analysis model of gear 3-DOF is established based on Newton’s Law. And the random response of gear vibration is simulated by stepwise integration method. Secondly, the influence of stochastic parameters such as meshing damping, tooth side gap and excitation frequency on the dynamic response of gear nonlinear system is analyzed by using the stability analysis method such as bifurcation diagram and Lyapunov exponent method. The analysis shows that the stochastic process can not be neglected, which can cause the random bifurcation and chaos of the system response. This study will provide important reference value for vibration engineering designers.
Stochastic Matching and the Voluntary Nature of Choice
Neuringer, Allen; Jensen, Greg; Piff, Paul
2007-01-01
Attempts to characterize voluntary behavior have been ongoing for thousands of years. We provide experimental evidence that judgments of volition are based upon distributions of responses in relation to obtained rewards. Participants watched as responses, said to be made by “actors,” appeared on a computer screen. The participant's task was to estimate how well each actor represented the voluntary choices emitted by a real person. In actuality, all actors' responses were generated by algorithms based on Baum's (1979) generalized matching function. We systematically varied the exponent values (sensitivity parameter) of these algorithms: some actors matched response proportions to received reinforcer proportions, others overmatched (predominantly chose the highest-valued alternative), and yet others undermatched (chose relatively equally among the alternatives). In each of five experiments, we found that the matching actor's responses were judged most closely to approximate voluntary choice. We found also that judgments of high volition depended upon stochastic (or probabilistic) generation. Thus, stochastic responses that match reinforcer proportions best represent voluntary human choice. PMID:17725049
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.
Kumar, M Senthil; Schwartz, Russell
2010-12-09
Virus capsid assembly has been a key model system for studies of complex self-assembly but it does pose some significant challenges for modeling studies. One important limitation is the difficulty of determining accurate rate parameters. The large size and rapid assembly of typical viruses make it infeasible to directly measure coat protein binding rates or deduce them from the relatively indirect experimental measures available. In this work, we develop a computational strategy to deduce coat-coat binding rate parameters for viral capsid assembly systems by fitting stochastic simulation trajectories to experimental measures of assembly progress. Our method combines quadratic response surface and quasi-gradient descent approximations to deal with the high computational cost of simulations, stochastic noise in simulation trajectories and limitations of the available experimental data. The approach is demonstrated on a light scattering trajectory for a human papillomavirus (HPV) in vitro assembly system, showing that the method can provide rate parameters that produce accurate curve fits and are in good concordance with prior analysis of the data. These fits provide an insight into potential assembly mechanisms of the in vitro system and give a basis for exploring how these mechanisms might vary between in vitro and in vivo assembly conditions.
NASA Astrophysics Data System (ADS)
Senthil Kumar, M.; Schwartz, Russell
2010-12-01
Virus capsid assembly has been a key model system for studies of complex self-assembly but it does pose some significant challenges for modeling studies. One important limitation is the difficulty of determining accurate rate parameters. The large size and rapid assembly of typical viruses make it infeasible to directly measure coat protein binding rates or deduce them from the relatively indirect experimental measures available. In this work, we develop a computational strategy to deduce coat-coat binding rate parameters for viral capsid assembly systems by fitting stochastic simulation trajectories to experimental measures of assembly progress. Our method combines quadratic response surface and quasi-gradient descent approximations to deal with the high computational cost of simulations, stochastic noise in simulation trajectories and limitations of the available experimental data. The approach is demonstrated on a light scattering trajectory for a human papillomavirus (HPV) in vitro assembly system, showing that the method can provide rate parameters that produce accurate curve fits and are in good concordance with prior analysis of the data. These fits provide an insight into potential assembly mechanisms of the in vitro system and give a basis for exploring how these mechanisms might vary between in vitro and in vivo assembly conditions.
Stochastic YORP On Real Asteroid Shapes
NASA Astrophysics Data System (ADS)
McMahon, Jay W.
2015-05-01
Since its theoretical foundation and subsequent observational verification, the YORP effect has been understood to be a fundamental process that controls the evolution of small asteroids in the inner solar system. In particular, the coupling of the YORP and Yarkovsky effects are hypothesized to be largely responsible for the transport of asteroids from the main belt to the inner solar system populations. Furthermore, the YORP effect is thought to lead to rotational fission of small asteroids, which leads to the creation of multiple asteroid systems, contact binary asteroids, and asteroid pairs. However recent studies have called into question the ability of YORP to produce these results. In particular, the high sensitivity of the YORP coefficients to variations in the shape of an asteroid, combined with the possibility of a changing shape due to YORP accelerated spin rates can combine to create a stochastic YORP coefficient which can arrest or change the evolution of a small asteroid's spin state. In this talk, initial results are presented from new simulations which comprehensively model the stochastic YORP process. Shape change is governed by the surface slopes on radar based asteroid shape models, where the highest slope regions change first. The investigation of the modification of YORP coefficients and subsequent spin state evolution as a result of this dynamically influenced shape change is presented and discussed.
Effects of Elongation on Stochastic Layer and Magnetic Footprint in Divertor Tokamaks
NASA Astrophysics Data System (ADS)
Wadi, Hasina; Jones, Morgin; Ali, Halima; Punjabi, Alkesh
2007-11-01
An area-preserving map is constructed to calculate effects of elongation on the stochastic layer and magnetic footprint in divertor tokamaks. The generating function for the map is S(x,y) = -(1/2)α^2y^2 (1-y^2/2a^2)+(1/2)β^2x^2. Method of maps developed by Punjabi and Boozer [1,2] is used to construct the map and to calculate the stochastic layer and the magnetic footprints. The poloidal magnetic flux inside the ideal separatrix and the safety factor profile are held constant, and elongation is varied by (1) varying the width of separatrix surface in the midplane keeping the height fixed, and (2) varying the height keeping the width of separatrix surface fixed. As the width is increased, the stochastic layer and the footprint become narrower. As the height is increased, the width of stochastic layer and the footprint become narrower. Detailed results of this study will be presented. This work is supported by US DOE OFES DE-FG02-01ER54624 and DE-FG02-04ER54793. [1] A. Punjabi, A. Verma, and A. Boozer, Phys Rev Lett, 69, 3322-3325 (1992). [2] A. Punjabi, H. Ali, T. Evans, and A. Boozer, Phys Lett A 364 140--145 (2007).
Yu Wei; Michael Bevers; Erin J. Belval
2015-01-01
Initial attack dispatch rules can help shorten fire suppression response times by providing easy-to-follow recommendations based on fire weather, discovery time, location, and other factors that may influence fire behavior and the appropriate response. A new procedure is combined with a stochastic programming model and tested in this study for designing initial attack...
Effect of resonant magnetic perturbations on microturbulence in DIII-D pedestal
Holod, I.; Lin, Z.; Taimourzadeh, S.; ...
2016-10-03
Vacuum resonant magnetic perturbations (RMP) applied to otherwise axisymmetric tokamak plasmas produce in general a combination of non-resonant effects that preserve closed flux surfaces (kink response) and resonant effects that introduce magnetic islands and/or stochasticity (tearing response). The effect of the plasma kink response on the linear stability and nonlinear transport of edge turbulence is studied using the gyrokinetic toroidal code GTC for a DIII-D plasma with applied n = 2 vacuum RMP. GTC simulations use the 3D equilibrium of DIII-D discharge 158103 (Nazikian et al 2015 Phys. Rev. Lett. 114 105002), which is provided by nonlinear ideal MHD VMECmore » equilibrium solver in order to include the effect of the plasma kink response to the external field but to exclude island formation at rational surfaces. Analysis using the GTC simulation results reveal no increase of growth rates for the electrostatic drift wave instability and for the electromagnetic kinetic-ballooning mode in the presence of the plasma kink response to the RMP. Moreover, nonlinear electrostatic simulations show that the effect of the 3D equilibrium on zonal flow damping is very weak and found to be insufficient to modify turbulent transport in the electrostatic turbulence.« less
A stochastic method for stand-alone photovoltaic system sizing
DOE Office of Scientific and Technical Information (OSTI.GOV)
Cabral, Claudia Valeria Tavora; Filho, Delly Oliveira; Martins, Jose Helvecio
Photovoltaic systems utilize solar energy to generate electrical energy to meet load demands. Optimal sizing of these systems includes the characterization of solar radiation. Solar radiation at the Earth's surface has random characteristics and has been the focus of various academic studies. The objective of this study was to stochastically analyze parameters involved in the sizing of photovoltaic generators and develop a methodology for sizing of stand-alone photovoltaic systems. Energy storage for isolated systems and solar radiation were analyzed stochastically due to their random behavior. For the development of the methodology proposed stochastic analysis were studied including the Markov chainmore » and beta probability density function. The obtained results were compared with those for sizing of stand-alone using from the Sandia method (deterministic), in which the stochastic model presented more reliable values. Both models present advantages and disadvantages; however, the stochastic one is more complex and provides more reliable and realistic results. (author)« less
Characterization of the 20 kHz transient MHD burst at the fast U-3M confinement modification stage
NASA Astrophysics Data System (ADS)
Dreval, M. B.; Pavlichenko, R. O.; Shapoval, A. M.; Pashnev, V. K.; Sorokovoy, E. L.; Slavnyj, A. S.; Beletskii, A. A.; Mironov, Yu K.; Romanov, V. S.; Kulaga, A. E.; Zamanov, N. V.
2018-05-01
In the URAGAN-3M (U-3M) torsatron the low-frequency transient 20–30 kHz mode is observed during the plasma confinement transition that occurs at a plasma current value of about 1 kA. The burst of this mode is always accompanied by the fast jump of the Alfvén eigenmode frequency. The transient 20–30 kHz mode contains two parts. The non-rotating part of the mode has higher amplitude and is localized in the stochastic region of the plasma. It is observed only in the vicinity of the radio-frequency antenna used for plasma production and does not propagate along the torus because of fast losses. Its high amplitude indicates that the major part of the 20–30 kHz mode is excited in the stochastic region near the antenna. In contrast, the second rotating part of the mode is localized everywhere along the torus near the plasma edge (ρ = 0.8–1). This is the n/m = 1/2 mode that rotates in the electron diamagnetic direction. It is observed in different toroidal cross-sections by various diagnostics (magnetic probe array, optics, Langmuir probe). Appearance of the 1/2 rational surface at the stochastic magnetic field line region near the plasma edge at 1 kA plasma current stage can be responsible for the mode generation. Modification of electron component gradients in the mode generation region near the antenna and the drop of the fast ion concentration (above 1 keV) in this region are observed simultaneously with the mode generation. The mode can be exited by the strong transient plasma gradients generated in the vicinity of the rational surface by the antenna.
NASA Technical Reports Server (NTRS)
Zhu, Dongming; Nemeth, Noel N.
2017-01-01
Advanced environmental barrier coatings will play an increasingly important role in future gas turbine engines because of their ability to protect emerging light-weight SiC/SiC ceramic matrix composite (CMC) engine components, further raising engine operating temperatures and performance. Because the environmental barrier coating systems are critical to the performance, reliability and durability of these hot-section ceramic engine components, a prime-reliant coating system along with established life design methodology are required for the hot-section ceramic component insertion into engine service. In this paper, we have first summarized some observations of high temperature, high-heat-flux environmental degradation and failure mechanisms of environmental barrier coating systems in laboratory simulated engine environment tests. In particular, the coating surface cracking morphologies and associated subsequent delamination mechanisms under the engine level high-heat-flux, combustion steam, and mechanical creep and fatigue loading conditions will be discussed. The EBC compostion and archtechture improvements based on advanced high heat flux environmental testing, and the modeling advances based on the integrated Finite Element Analysis Micromechanics Analysis Code/Ceramics Analysis and Reliability Evaluation of Structures (FEAMAC/CARES) program will also be highlighted. The stochastic progressive damage simulation successfully predicts mud flat damage pattern in EBCs on coated 3-D specimens, and a 2-D model of through-the-thickness cross-section. A 2-parameter Weibull distribution was assumed in characterizing the coating layer stochastic strength response and the formation of damage was therefore modeled. The damage initiation and coalescence into progressively smaller mudflat crack cells was demonstrated. A coating life prediction framework may be realized by examining the surface crack initiation and delamination propagation in conjunction with environmental degradation under high-heat-flux and environment load test conditions.
An uncertainty model of acoustic metamaterials with random parameters
NASA Astrophysics Data System (ADS)
He, Z. C.; Hu, J. Y.; Li, Eric
2018-01-01
Acoustic metamaterials (AMs) are man-made composite materials. However, the random uncertainties are unavoidable in the application of AMs due to manufacturing and material errors which lead to the variance of the physical responses of AMs. In this paper, an uncertainty model based on the change of variable perturbation stochastic finite element method (CVPS-FEM) is formulated to predict the probability density functions of physical responses of AMs with random parameters. Three types of physical responses including the band structure, mode shapes and frequency response function of AMs are studied in the uncertainty model, which is of great interest in the design of AMs. In this computation, the physical responses of stochastic AMs are expressed as linear functions of the pre-defined random parameters by using the first-order Taylor series expansion and perturbation technique. Then, based on the linear function relationships of parameters and responses, the probability density functions of the responses can be calculated by the change-of-variable technique. Three numerical examples are employed to demonstrate the effectiveness of the CVPS-FEM for stochastic AMs, and the results are validated by Monte Carlo method successfully.
Electron thermal confinement in a partially stochastic magnetic structure
NASA Astrophysics Data System (ADS)
Morton, L. A.; Young, W. C.; Hegna, C. C.; Parke, E.; Reusch, J. A.; Den Hartog, D. J.
2018-04-01
Using a high-repetition-rate Thomson scattering diagnostic, we observe a peak in electron temperature Te coinciding with the location of a large magnetic island in the Madison Symmetric Torus. Magnetohydrodynamic modeling of this quasi-single helicity plasma indicates that smaller adjacent islands overlap with and destroy the large island flux surfaces. The estimated stochastic electron thermal conductivity ( ≈30 m 2/s ) is consistent with the conductivity inferred from the observed Te gradient and ohmic heating power. Island-shaped Te peaks can result from partially stochastic magnetic islands.
Stochastic resonance in micro/nano cantilever sensors
NASA Astrophysics Data System (ADS)
Singh, Priyanka; Yadava, R. D. S.
2018-05-01
In this paper we present a comparative study on the stochastic resonance in micro/nano cantilever resonators due to fluctuations in the fundamental frequency or the damping coefficient. Considering DC+AC electrostatic actuation in the presence of zero-mean Gaussian noise with exponential autocorrelation we analyze stochastic resonance behaviors for the frequency and the damping fluctuations separately, and compare the effects of stochastic resonance on Q-factor of the resonators for different levels of damping losses. It is found that even though the stochastic resonance occurs for both types of fluctuations, only the damping fluctuation produces right cooperative influence on the fundamental resonance that improves both the amplitude response and the quality factor of the resonator.
Systematic parameter inference in stochastic mesoscopic modeling
DOE Office of Scientific and Technical Information (OSTI.GOV)
Lei, Huan; Yang, Xiu; Li, Zhen
2017-02-01
We propose a method to efficiently determine the optimal coarse-grained force field in mesoscopic stochastic simulations of Newtonian fluid and polymer melt systems modeled by dissipative particle dynamics (DPD) and energy conserving dissipative particle dynamics (eDPD). The response surfaces of various target properties (viscosity, diffusivity, pressure, etc.) with respect to model parameters are constructed based on the generalized polynomial chaos (gPC) expansion using simulation results on sampling points (e.g., individual parameter sets). To alleviate the computational cost to evaluate the target properties, we employ the compressive sensing method to compute the coefficients of the dominant gPC terms given the priormore » knowledge that the coefficients are “sparse”. The proposed method shows comparable accuracy with the standard probabilistic collocation method (PCM) while it imposes a much weaker restriction on the number of the simulation samples especially for systems with high dimensional parametric space. Fully access to the response surfaces within the confidence range enables us to infer the optimal force parameters given the desirable values of target properties at the macroscopic scale. Moreover, it enables us to investigate the intrinsic relationship between the model parameters, identify possible degeneracies in the parameter space, and optimize the model by eliminating model redundancies. The proposed method provides an efficient alternative approach for constructing mesoscopic models by inferring model parameters to recover target properties of the physics systems (e.g., from experimental measurements), where those force field parameters and formulation cannot be derived from the microscopic level in a straight forward way.« less
Delay-induced stochastic bifurcations in a bistable system under white noise
DOE Office of Scientific and Technical Information (OSTI.GOV)
Sun, Zhongkui, E-mail: sunzk@nwpu.edu.cn; Fu, Jin; Xu, Wei
2015-08-15
In this paper, the effects of noise and time delay on stochastic bifurcations are investigated theoretically and numerically in a time-delayed Duffing-Van der Pol oscillator subjected to white noise. Due to the time delay, the random response is not Markovian. Thereby, approximate methods have been adopted to obtain the Fokker-Planck-Kolmogorov equation and the stationary probability density function for amplitude of the response. Based on the knowledge that stochastic bifurcation is characterized by the qualitative properties of the steady-state probability distribution, it is found that time delay and feedback intensity as well as noise intensity will induce the appearance of stochasticmore » P-bifurcation. Besides, results demonstrated that the effects of the strength of the delayed displacement feedback on stochastic bifurcation are accompanied by the sensitive dependence on time delay. Furthermore, the results from numerical simulations best confirm the effectiveness of the theoretical analyses.« less
NASA Astrophysics Data System (ADS)
McWilliams, J. C.; Lane, E.; Melville, K.; Restrepo, J.; Sullivan, P.
2004-12-01
Oceanic surface gravity waves are approximately irrotational, weakly nonlinear, and conservative, and they have a much shorter time scale than oceanic currents and longer waves (e.g., infragravity waves) --- except where the primary surface waves break. This provides a framework for an asymptotic theory, based on separation of time (and space) scales, of wave-averaged effects associated with the conservative primary wave dynamics combined with a stochastic representation of the momentum transfer and induced mixing associated with non-conservative wave breaking. Such a theory requires only modest information about the primary wave field from measurements or operational model forecasts and thus avoids the enormous burden of calculating the waves on their intrinsically small space and time scales. For the conservative effects, the result is a vortex force associated with the primary wave's Stokes drift; a wave-averaged Bernoulli head and sea-level set-up; and an incremental material advection by the Stokes drift. This can be compared to the "radiation stress" formalism of Longuet-Higgins, Stewart, and Hasselmann; it is shown to be a preferable representation since the radiation stress is trivial at its apparent leading order. For the non-conservative breaking effects, a population of stochastic impulses is added to the current and infragravity momentum equations with distribution functions taken from measurements. In offshore wind-wave equilibria, these impulses replace the conventional surface wind stress and cause significant differences in the surface boundary layer currents and entrainment rate, particularly when acting in combination with the conservative vortex force. In the surf zone, where breaking associated with shoaling removes nearly all of the primary wave momentum and energy, the stochastic forcing plays an analogous role as the widely used nearshore radiation stress parameterizations. This talk describes the theoretical framework and presents some preliminary solutions using it. McWilliams, J.C., J.M. Restrepo, & E.M. Lane, 2004: An asymptotic theory for the interaction of waves and currents in coastal waters. J. Fluid Mech. 511, 135-178. Sullivan, P.P., J.C. McWilliams, & W.K. Melville, 2004: The oceanic boundary layer driven by wave breaking with stochastic variability. J. Fluid Mech. 507, 143-174.
Electronic excitation and quenching of atoms at insulator surfaces
NASA Technical Reports Server (NTRS)
Swaminathan, P. K.; Garrett, Bruce C.; Murthy, C. S.
1988-01-01
A trajectory-based semiclassical method is used to study electronically inelastic collisions of gas atoms with insulator surfaces. The method provides for quantum-mechanical treatment of the internal electronic dynamics of a localized region involving the gas/surface collision, and a classical treatment of all the nuclear degrees of freedom (self-consistently and in terms of stochastic trajectories), and includes accurate simulation of the bath-temperature effects. The method is easy to implement and has a generality that holds promise for many practical applications. The problem of electronically inelastic dynamics is solved by computing a set of stochastic trajectories that on thermal averaging directly provide electronic transition probabilities at a given temperature. The theory is illustrated by a simple model of a two-state gas/surface interaction.
Vibratory noise to the fingertip enhances balance improvement associated with light touch.
Magalhães, Fernando Henrique; Kohn, André Fabio
2011-03-01
Light touch of a fingertip on an external stable surface greatly improves the postural stability of standing subjects. The hypothesis of the present work was that a vibrating surface could increase the effectiveness of fingertip signaling to the central nervous system (e.g., by a stochastic resonance mechanism) and hence improve postural stability beyond that achieved by light touch. Subjects stood quietly over a force plate while touching with their right index fingertip a surface that could be either quiescent or randomly vibrated at two low-level noise intensities. The vibratory noise of the contact surface caused a significant decrease in postural sway, as assessed by center of pressure measures in both time and frequency domains. Complementary experiments were designed to test whether postural control improvements were associated with a stochastic resonance mechanism or whether attentional mechanisms could be contributing. A full curve relating body sway parameters and different levels of vibratory noise resulted in a U-like function, suggesting that the improvement in sway relied on a stochastic resonance mechanism. Additionally, no decrease in postural sway was observed when the vibrating contact surface was attached to the subject's body, suggesting that no attentional mechanisms were involved. These results indicate that sensory cues obtained from the fingertip need not necessarily be associated with static contact surfaces to cause improvement in postural stability. A low-level noisy vibration applied to the contact surface could lead to a better performance of the postural control system.
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.
Stochastic approach to equilibrium and nonequilibrium thermodynamics.
Tomé, Tânia; de Oliveira, Mário J
2015-04-01
We develop the stochastic approach to thermodynamics based on stochastic dynamics, which can be discrete (master equation) and continuous (Fokker-Planck equation), and on two assumptions concerning entropy. The first is the definition of entropy itself and the second the definition of entropy production rate, which is non-negative and vanishes in thermodynamic equilibrium. Based on these assumptions, we study interacting systems with many degrees of freedom in equilibrium or out of thermodynamic equilibrium and how the macroscopic laws are derived from the stochastic dynamics. These studies include the quasiequilibrium processes; the convexity of the equilibrium surface; the monotonic time behavior of thermodynamic potentials, including entropy; the bilinear form of the entropy production rate; the Onsager coefficients and reciprocal relations; and the nonequilibrium steady states of chemical reactions.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Foxall, W; Cunningham, C; Mellors, R
Many clandestine development and production activities can be conducted underground to evade surveillance. The purpose of the study reported here was to develop a technique to detect underground facilities by broad-area search and then to characterize the facilities by inversion of the collected data. This would enable constraints to be placed on the types of activities that would be feasible at each underground site, providing a basis the design of targeted surveillance and analysis for more complete characterization. Excavation of underground cavities causes deformation in the host material and overburden that produces displacements at the ground surface. Such displacements aremore » often measurable by a variety of surveying or geodetic techniques. One measurement technique, Interferometric Synthetic Aperture Radar (InSAR), uses data from satellite-borne (or airborne) synthetic aperture radars (SARs) and so is ideal for detecting and measuring surface displacements in denied access regions. Depending on the radar frequency and the acquisition mode and the surface conditions, displacement maps derived from SAR interferograms can provide millimeter- to centimeter-level measurement accuracy on regional and local scales at spatial resolution of {approx}1-10 m. Relatively low-resolution ({approx}20 m, say) maps covering large regions can be used for broad-area detection, while finer resolutions ({approx}1 m) can be used to image details of displacement fields over targeted small areas. Surface displacements are generally expected to be largest during or a relatively short time after active excavation, but, depending on the material properties, measurable displacement may continue at a decreasing rate for a considerable time after completion. For a given excavated volume in a given geological setting, the amplitude of the surface displacements decreases as the depth of excavation increases, while the area of the discernable displacement pattern increases. Therefore, the ability to detect evidence for an underground facility using InSAR depends on the displacement sensitivity and spatial resolution of the interferogram, as well as on the size and depth of the facility and the time since its completion. The methodology development described in this report focuses on the exploitation of synthetic aperture radar data that are available commercially from a number of satellite missions. Development of the method involves three components: (1) Evaluation of the capability of InSAR to detect and characterize underground facilities ; (2) inversion of InSAR data to infer the location, depth, shape and volume of a subsurface facility; and (3) evaluation and selection of suitable geomechanical forward models to use in the inversion. We adapted LLNL's general-purpose Bayesian Markov Chain-Monte Carlo procedure, the 'Stochastic Engine' (SE), to carry out inversions to characterize subsurface void geometries. The SE performs forward simulations for a large number of trial source models to identify the set of models that are consistent with the observations and prior constraints. The inverse solution produced by this kind of stochastic method is a posterior probability density function (pdf) over alternative models, which forms an appropriate input to risk-based decision analyses to evaluate subsequent response strategies. One major advantage of a stochastic inversion approach is its ability to deal with complex, non-linear forward models employing empirical, analytical or numerical methods. However, while a geomechanical model must incorporate adequate physics to enable sufficiently accurate prediction of surface displacements, it must also be computationally fast enough to render the large number of forward realizations needed in stochastic inversion feasible. This latter requirement prompted us first to investigate computationally efficient empirical relations and closed-form analytical solutions. However, our evaluation revealed severe limitations in the ability of existing empirical and analytical forms to predict deformations from underground cavities with an accuracy consistent with the potential resolution and precision of InSAR data. We followed two approaches to overcoming these limitations. The first was to develop a new analytical solution for a 3D cavity excavated in an elastic half-space. The second was to adapt a fast parallelized finite element method to the SE and evaluate the feasibility of using in the stochastic inversion. To date we have demonstrated the ability of InSAR to detect underground facilities and measure the associated surface displacements by mapping surface deformations that track the excavation of the Los Angeles Metro system. The Stochastic Engine implementation has been completed and undergone functional testing.« less
multiUQ: An intrusive uncertainty quantification tool for gas-liquid multiphase flows
NASA Astrophysics Data System (ADS)
Turnquist, Brian; Owkes, Mark
2017-11-01
Uncertainty quantification (UQ) can improve our understanding of the sensitivity of gas-liquid multiphase flows to variability about inflow conditions and fluid properties, creating a valuable tool for engineers. While non-intrusive UQ methods (e.g., Monte Carlo) are simple and robust, the cost associated with these techniques can render them unrealistic. In contrast, intrusive UQ techniques modify the governing equations by replacing deterministic variables with stochastic variables, adding complexity, but making UQ cost effective. Our numerical framework, called multiUQ, introduces an intrusive UQ approach for gas-liquid flows, leveraging a polynomial chaos expansion of the stochastic variables: density, momentum, pressure, viscosity, and surface tension. The gas-liquid interface is captured using a conservative level set approach, including a modified reinitialization equation which is robust and quadrature free. A least-squares method is leveraged to compute the stochastic interface normal and curvature needed in the continuum surface force method for surface tension. The solver is tested by applying uncertainty to one or two variables and verifying results against the Monte Carlo approach. NSF Grant #1511325.
COSMIC DUST AGGREGATION WITH STOCHASTIC CHARGING
DOE Office of Scientific and Technical Information (OSTI.GOV)
Matthews, Lorin S.; Hyde, Truell W.; Shotorban, Babak, E-mail: Lorin_Matthews@baylor.edu
2013-10-20
The coagulation of cosmic dust grains is a fundamental process which takes place in astrophysical environments, such as presolar nebulae and circumstellar and protoplanetary disks. Cosmic dust grains can become charged through interaction with their plasma environment or other processes, and the resultant electrostatic force between dust grains can strongly affect their coagulation rate. Since ions and electrons are collected on the surface of the dust grain at random time intervals, the electrical charge of a dust grain experiences stochastic fluctuations. In this study, a set of stochastic differential equations is developed to model these fluctuations over the surface ofmore » an irregularly shaped aggregate. Then, employing the data produced, the influence of the charge fluctuations on the coagulation process and the physical characteristics of the aggregates formed is examined. It is shown that dust with small charges (due to the small size of the dust grains or a tenuous plasma environment) is affected most strongly.« less
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.
NASA Astrophysics Data System (ADS)
Zhu, Z. W.; Zhang, W. D.; Xu, J.
2014-03-01
The non-linear dynamic characteristics and optimal control of a giant magnetostrictive film (GMF) subjected to in-plane stochastic excitation were studied. Non-linear differential items were introduced to interpret the hysteretic phenomena of the GMF, and the non-linear dynamic model of the GMF subjected to in-plane stochastic excitation was developed. The stochastic stability was analysed, and the probability density function was obtained. The condition of stochastic Hopf bifurcation and noise-induced chaotic response were determined, and the fractal boundary of the system's safe basin was provided. The reliability function was solved from the backward Kolmogorov equation, and an optimal control strategy was proposed in the stochastic dynamic programming method. Numerical simulation shows that the system stability varies with the parameters, and stochastic Hopf bifurcation and chaos appear in the process; the area of the safe basin decreases when the noise intensifies, and the boundary of the safe basin becomes fractal; the system reliability improved through stochastic optimal control. Finally, the theoretical and numerical results were proved by experiments. The results are helpful in the engineering applications of GMF.
On square-wave-driven stochastic resonance for energy harvesting in a bistable system
DOE Office of Scientific and Technical Information (OSTI.GOV)
Su, Dongxu, E-mail: sudx@iis.u-tokyo.ac.jp; Zheng, Rencheng; Nakano, Kimihiko
Stochastic resonance is a physical phenomenon through which the throughput of energy within an oscillator excited by a stochastic source can be boosted by adding a small modulating excitation. This study investigates the feasibility of implementing square-wave-driven stochastic resonance to enhance energy harvesting. The motivating hypothesis was that such stochastic resonance can be efficiently realized in a bistable mechanism. However, the condition for the occurrence of stochastic resonance is conventionally defined by the Kramers rate. This definition is inadequate because of the necessity and difficulty in estimating white noise density. A bistable mechanism has been designed using an explicit analyticalmore » model which implies a new approach for achieving stochastic resonance in the paper. Experimental tests confirm that the addition of a small-scale force to the bistable system excited by a random signal apparently leads to a corresponding amplification of the response that we now term square-wave-driven stochastic resonance. The study therefore indicates that this approach may be a promising way to improve the performance of an energy harvester under certain forms of random excitation.« less
Sturrock, Marc; Hellander, Andreas; Matzavinos, Anastasios; Chaplain, Mark A J
2013-03-06
Individual mouse embryonic stem cells have been found to exhibit highly variable differentiation responses under the same environmental conditions. The noisy cyclic expression of Hes1 and its downstream genes are known to be responsible for this, but the mechanism underlying this variability in expression is not well understood. In this paper, we show that the observed experimental data and diverse differentiation responses can be explained by a spatial stochastic model of the Hes1 gene regulatory network. We also propose experiments to control the precise differentiation response using drug treatment.
Moore, Amanda M; Dameron, Arrelaine A; Mantooth, Brent A; Smith, Rachel K; Fuchs, Daniel J; Ciszek, Jacob W; Maya, Francisco; Yao, Yuxing; Tour, James M; Weiss, Paul S
2006-02-15
Six customized phenylene-ethynylene-based oligomers have been studied for their electronic properties using scanning tunneling microscopy to test hypothesized mechanisms of stochastic conductance switching. Previously suggested mechanisms include functional group reduction, functional group rotation, backbone ring rotation, neighboring molecule interactions, bond fluctuations, and hybridization changes. Here, we test these hypotheses experimentally by varying the molecular designs of the switches; the ability of the molecules to switch via each hypothetical mechanism is selectively engineered into or out of each molecule. We conclude that hybridization changes at the molecule-surface interface are responsible for the switching we observe.
Comparison of stochastic optimization methods for all-atom folding of the Trp-Cage protein.
Schug, Alexander; Herges, Thomas; Verma, Abhinav; Lee, Kyu Hwan; Wenzel, Wolfgang
2005-12-09
The performances of three different stochastic optimization methods for all-atom protein structure prediction are investigated and compared. We use the recently developed all-atom free-energy force field (PFF01), which was demonstrated to correctly predict the native conformation of several proteins as the global optimum of the free energy surface. The trp-cage protein (PDB-code 1L2Y) is folded with the stochastic tunneling method, a modified parallel tempering method, and the basin-hopping technique. All the methods correctly identify the native conformation, and their relative efficiency is discussed.
Application of a hierarchical structure stochastic learning automation
NASA Technical Reports Server (NTRS)
Neville, R. G.; Chrystall, M. S.; Mars, P.
1979-01-01
A hierarchical structure automaton was developed using a two state stochastic learning automato (SLA) in a time shared model. Application of the hierarchical SLA to systems with multidimensional, multimodal performance criteria is described. Results of experiments performed with the hierarchical SLA using a performance index with a superimposed noise component of ? or - delta distributed uniformly over the surface are discussed.
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.
On the deterministic and stochastic use of hydrologic models
Farmer, William H.; Vogel, Richard M.
2016-01-01
Environmental simulation models, such as precipitation-runoff watershed models, are increasingly used in a deterministic manner for environmental and water resources design, planning, and management. In operational hydrology, simulated responses are now routinely used to plan, design, and manage a very wide class of water resource systems. However, all such models are calibrated to existing data sets and retain some residual error. This residual, typically unknown in practice, is often ignored, implicitly trusting simulated responses as if they are deterministic quantities. In general, ignoring the residuals will result in simulated responses with distributional properties that do not mimic those of the observed responses. This discrepancy has major implications for the operational use of environmental simulation models as is shown here. Both a simple linear model and a distributed-parameter precipitation-runoff model are used to document the expected bias in the distributional properties of simulated responses when the residuals are ignored. The systematic reintroduction of residuals into simulated responses in a manner that produces stochastic output is shown to improve the distributional properties of the simulated responses. Every effort should be made to understand the distributional behavior of simulation residuals and to use environmental simulation models in a stochastic manner.
On the impact of a refined stochastic model for airborne LiDAR measurements
NASA Astrophysics Data System (ADS)
Bolkas, Dimitrios; Fotopoulos, Georgia; Glennie, Craig
2016-09-01
Accurate topographic information is critical for a number of applications in science and engineering. In recent years, airborne light detection and ranging (LiDAR) has become a standard tool for acquiring high quality topographic information. The assessment of airborne LiDAR derived DEMs is typically based on (i) independent ground control points and (ii) forward error propagation utilizing the LiDAR geo-referencing equation. The latter approach is dependent on the stochastic model information of the LiDAR observation components. In this paper, the well-known statistical tool of variance component estimation (VCE) is implemented for a dataset in Houston, Texas, in order to refine the initial stochastic information. Simulations demonstrate the impact of stochastic-model refinement for two practical applications, namely coastal inundation mapping and surface displacement estimation. Results highlight scenarios where erroneous stochastic information is detrimental. Furthermore, the refined stochastic information provides insights on the effect of each LiDAR measurement in the airborne LiDAR error budget. The latter is important for targeting future advancements in order to improve point cloud accuracy.
Plasma Equilibria With Stochastic Magnetic Fields
NASA Astrophysics Data System (ADS)
Krommes, J. A.; Reiman, A. H.
2009-05-01
Plasma equilibria that include regions of stochastic magnetic fields are of interest in a variety of applications, including tokamaks with ergodic limiters and high-pressure stellarators. Such equilibria are examined theoretically, and a numerical algorithm for their construction is described.^2,3 % The balance between stochastic diffusion of magnetic lines and small effects^2 omitted from the simplest MHD description can support pressure and current profiles that need not be flattened in stochastic regions. The diffusion can be described analytically by renormalizing stochastic Langevin equations for pressure and parallel current j, with particular attention being paid to the satisfaction of the periodicity constraints in toroidal configurations with sheared magnetic fields. The equilibrium field configuration can then be constructed by coupling the prediction for j to Amp'ere's law, which is solved numerically. A. Reiman et al., Pressure-induced breaking of equilibrium flux surfaces in the W7AS stellarator, Nucl. Fusion 47, 572--8 (2007). J. A. Krommes and A. H. Reiman, Plasma equilibrium in a magnetic field with stochastic regions, submitted to Phys. Plasmas. J. A. Krommes, Fundamental statistical theories of plasma turbulence in magnetic fields, Phys. Reports 360, 1--351.
Evolution of the Climate Continuum from the Mid-Miocene Climatic Optimum to the Present
NASA Astrophysics Data System (ADS)
Aswasereelert, W.; Meyers, S. R.; Hinnov, L. A.; Kelly, D.
2011-12-01
The recognition of orbital rhythms in paleoclimate data has led to a rich understanding of climate evolution during the Neogene and Quaternary. In contrast, changes in stochastic variability associated with the transition from unipolar to bipolar glaciation have received less attention, although the stochastic component likely preserves key insights about climate. In this study, we seek to evaluate the dominance and character of stochastic climate energy since the Middle Miocene Climatic Optimum (~17 Ma). These analyses extend a previous study that suggested diagnostic stochastic responses associated with Northern Hemisphere ice sheet development during the Plio-Pleistocene (Meyers and Hinnov, 2010). A critical and challenging step necessary to conduct the work is the conversion of depth data to time data. We investigate climate proxy datasets using multiple time scale hypotheses, including depth-derived time scales, sedimentologic/geochemical "tuning", minimal orbital tuning, and comprehensive orbital tuning. To extract the stochastic component of climate, and also explore potential relationships between the orbital parameters and paleoclimate response, a number of approaches rooted in Thomson's (1982) multi-taper spectral method (MTM) are applied. Importantly, the MTM technique is capable of separating the spectral "continuum" - a measure of stochastic variability - from the deterministic periodic orbital signals (spectral "lines") preserved in proxy data. Time series analysis of the proxy records using different chronologic approaches allows us to evaluate the sensitivity of our conclusion about stochastic and deterministic orbital processes during the Middle Miocene to present. Moreover, comparison of individual records permits examination of the spatial dependence of the identified climate responses. Meyers, S.R., and Hinnov, L.A. (2010), Northern Hemisphere glaciation and the evolution of Plio-Pleistocene climate noise: Paleoceanography, 25, PA3207, doi:10.1029/2009PA001834. Thomson, D.J. (1982), Spectrum estimation and harmonic analysis: IEEE Proceedings, v. 70, p. 1055-1096.
Gao, Qing; Feng, Gang; Xi, Zhiyu; Wang, Yong; Qiu, Jianbin
2014-09-01
In this paper, a novel dynamic sliding mode control scheme is proposed for a class of uncertain stochastic nonlinear time-delay systems represented by Takagi-Sugeno fuzzy models. The key advantage of the proposed scheme is that two very restrictive assumptions in most existing sliding mode control approaches for stochastic fuzzy systems have been removed. It is shown that the closed-loop control system trajectories can be driven onto the sliding surface in finite time almost certainly. It is also shown that the stochastic stability of the resulting sliding motion can be guaranteed in terms of linear matrix inequalities; moreover, the sliding-mode controller can be obtained simultaneously. Simulation results illustrating the advantages and effectiveness of the proposed approaches are also provided.
Tredennick, Andrew T; de Mazancourt, Claire; Loreau, Michel; Adler, Peter B
2017-04-01
Temporal asynchrony among species helps diversity to stabilize ecosystem functioning, but identifying the mechanisms that determine synchrony remains a challenge. Here, we refine and test theory showing that synchrony depends on three factors: species responses to environmental variation, interspecific interactions, and demographic stochasticity. We then conduct simulation experiments with empirical population models to quantify the relative influence of these factors on the synchrony of dominant species in five semiarid grasslands. We found that the average synchrony of per capita growth rates, which can range from 0 (perfect asynchrony) to 1 (perfect synchrony), was higher when environmental variation was present (0.62) rather than absent (0.43). Removing interspecific interactions and demographic stochasticity had small effects on synchrony. For the dominant species in these plant communities, where species interactions and demographic stochasticity have little influence, synchrony reflects the covariance in species' responses to the environment. © 2017 by the Ecological Society of America.
NASA Astrophysics Data System (ADS)
Chen, Guohai; Meng, Zeng; Yang, Dixiong
2018-01-01
This paper develops an efficient method termed as PE-PIM to address the exact nonstationary responses of pavement structure, which is modeled as a rectangular thin plate resting on bi-parametric Pasternak elastic foundation subjected to stochastic moving loads with constant acceleration. Firstly, analytical power spectral density (PSD) functions of random responses for thin plate are derived by integrating pseudo excitation method (PEM) with Duhamel's integral. Based on PEM, the new equivalent von Mises stress (NEVMS) is proposed, whose PSD function contains all cross-PSD functions between stress components. Then, the PE-PIM that combines the PEM with precise integration method (PIM) is presented to achieve efficiently stochastic responses of the plate by replacing Duhamel's integral with the PIM. Moreover, the semi-analytical Monte Carlo simulation is employed to verify the computational results of the developed PE-PIM. Finally, numerical examples demonstrate the high accuracy and efficiency of PE-PIM for nonstationary random vibration analysis. The effects of velocity and acceleration of moving load, boundary conditions of the plate and foundation stiffness on the deflection and NEVMS responses are scrutinized.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Sun, Yu; Hou, Zhangshuan; Huang, Maoyi
2013-12-10
This study demonstrates the possibility of inverting hydrologic parameters using surface flux and runoff observations in version 4 of the Community Land Model (CLM4). Previous studies showed that surface flux and runoff calculations are sensitive to major hydrologic parameters in CLM4 over different watersheds, and illustrated the necessity and possibility of parameter calibration. Two inversion strategies, the deterministic least-square fitting and stochastic Markov-Chain Monte-Carlo (MCMC) - Bayesian inversion approaches, are evaluated by applying them to CLM4 at selected sites. The unknowns to be estimated include surface and subsurface runoff generation parameters and vadose zone soil water parameters. We find thatmore » using model parameters calibrated by the least-square fitting provides little improvements in the model simulations but the sampling-based stochastic inversion approaches are consistent - as more information comes in, the predictive intervals of the calibrated parameters become narrower and the misfits between the calculated and observed responses decrease. In general, parameters that are identified to be significant through sensitivity analyses and statistical tests are better calibrated than those with weak or nonlinear impacts on flux or runoff observations. Temporal resolution of observations has larger impacts on the results of inverse modeling using heat flux data than runoff data. Soil and vegetation cover have important impacts on parameter sensitivities, leading to the different patterns of posterior distributions of parameters at different sites. Overall, the MCMC-Bayesian inversion approach effectively and reliably improves the simulation of CLM under different climates and environmental conditions. Bayesian model averaging of the posterior estimates with different reference acceptance probabilities can smooth the posterior distribution and provide more reliable parameter estimates, but at the expense of wider uncertainty bounds.« less
Development of a Sediment Transport Component for DHSVM
NASA Astrophysics Data System (ADS)
Doten, C. O.; Bowling, L. C.; Maurer, E. P.; Voisin, N.; Lettenmaier, D. P.
2003-12-01
The effect of forest management and disturbance on aquatic resources is a problem of considerable, contemporary, scientific and public concern in the West. Sediment generation is one of the factors linking land surface conditions with aquatic systems, with implications for fisheries protection and enhancement. Better predictive techniques that allow assessment of the effects of fire and logging, in particular, on sediment transport could help to provide a more scientific basis for the management of forests in the West. We describe the development of a sediment transport component for the Distributed Hydrology Soil Vegetation Model (DHSVM), a spatially distributed hydrologic model that was developed specifically for assessment of the hydrologic consequences of forest management. The sediment transport module extends the hydrologic dynamics of DHSVM to predict sediment generation in response to dynamic meteorological inputs and hydrologic conditions via mass wasting and surface erosion from forest roads and hillslopes. The mass wasting component builds on existing stochastic slope stability models, by incorporating distributed basin hydrology (from DHSVM), and post-failure, rule-based redistribution of sediment downslope. The stochastic nature of the mass wasting component allows specification of probability distributions that describe the spatial variability of soil and vegetation characteristics used in the infinite slope model. The forest roads and hillslope surface erosion algorithms account for erosion from rain drop impact and overland erosion. A simple routing scheme is used to transport eroded sediment from mass wasting and forest roads surface erosion that reaches the channel system to the basin outlet. A sensitivity analysis of the model input parameters and forest cover conditions is described for the Little Wenatchee River basin in the northeastern Washington Cascades.
Desynchronization of stochastically synchronized chemical oscillators
DOE Office of Scientific and Technical Information (OSTI.GOV)
Snari, Razan; Tinsley, Mark R., E-mail: mark.tinsley@mail.wvu.edu, E-mail: kshowalt@wvu.edu; Faramarzi, Sadegh
Experimental and theoretical studies are presented on the design of perturbations that enhance desynchronization in populations of oscillators that are synchronized by periodic entrainment. A phase reduction approach is used to determine optimal perturbation timing based upon experimentally measured phase response curves. The effectiveness of the perturbation waveforms is tested experimentally in populations of periodically and stochastically synchronized chemical oscillators. The relevance of the approach to therapeutic methods for disrupting phase coherence in groups of stochastically synchronized neuronal oscillators is discussed.
Impacts of a Stochastic Ice Mass-Size Relationship on Squall Line Ensemble Simulations
NASA Astrophysics Data System (ADS)
Stanford, M.; Varble, A.; Morrison, H.; Grabowski, W.; McFarquhar, G. M.; Wu, W.
2017-12-01
Cloud and precipitation structure, evolution, and cloud radiative forcing of simulated mesoscale convective systems (MCSs) are significantly impacted by ice microphysics parameterizations. Most microphysics schemes assume power law relationships with constant parameters for ice particle mass, area, and terminal fallspeed relationships as a function of size, despite observations showing that these relationships vary in both time and space. To account for such natural variability, a stochastic representation of ice microphysical parameters was developed using the Predicted Particle Properties (P3) microphysics scheme in the Weather Research and Forecasting model, guided by in situ aircraft measurements from a number of field campaigns. Here, the stochastic framework is applied to the "a" and "b" parameters of the unrimed ice mass-size (m-D) relationship (m=aDb) with co-varying "a" and "b" values constrained by observational distributions tested over a range of spatiotemporal autocorrelation scales. Diagnostically altering a-b pairs in three-dimensional (3D) simulations of the 20 May 2011 Midlatitude Continental Convective Clouds Experiment (MC3E) squall line suggests that these parameters impact many important characteristics of the simulated squall line, including reflectivity structure (particularly in the anvil region), surface rain rates, surface and top of atmosphere radiative fluxes, buoyancy and latent cooling distributions, and system propagation speed. The stochastic a-b P3 scheme is tested using two frameworks: (1) a large ensemble of two-dimensional idealized squall line simulations and (2) a smaller ensemble of 3D simulations of the 20 May 2011 squall line, for which simulations are evaluated using observed radar reflectivity and radial velocity at multiple wavelengths, surface meteorology, and surface and satellite measured longwave and shortwave radiative fluxes. Ensemble spreads are characterized and compared against initial condition ensemble spreads for a range of variables.
NASA Astrophysics Data System (ADS)
Pappas, C.
2017-12-01
Terrestrial ecosystem processes respond differently to hydrometeorological variability across timescales, and so does our scientific understanding of the underlying mechanisms. Process-based modeling of ecosystem functioning is therefore challenging, especially when long-term predictions are envisioned. Here we analyze the statistical properties of hydrometeorological and ecosystem variability, i.e., the variability of ecosystem process related to vegetation carbon dynamics, from hourly to decadal timescales. 23 extra-tropical forest sites, covering different climatic zones and vegetation characteristics, are examined. Micrometeorological and reanalysis data of precipitation, air temperature, shortwave radiation and vapor pressure deficit are used to describe hydrometeorological variability. Ecosystem variability is quantified using long-term eddy covariance flux data of hourly net ecosystem exchange of CO2 between land surface and atmosphere, monthly remote sensing vegetation indices, annual tree-ring widths and above-ground biomass increment estimates. We find that across sites and timescales ecosystem variability is confined within a hydrometeorological envelope that describes the range of variability of the available resources, i.e., water and energy. Furthermore, ecosystem variability demonstrates long-term persistence, highlighting ecological memory and slow ecosystem recovery rates after disturbances. We derive an analytical model, combining deterministic harmonics and stochastic processes, that represents major mechanisms and uncertainties and mimics the observed pattern of hydrometeorological and ecosystem variability. This stochastic framework offers a parsimonious and mathematically tractable approach for modelling ecosystem functioning and for understanding its response and resilience to environmental changes. Furthermore, this framework reflects well the observed ecological memory, an inherent property of ecosystem functioning that is currently not captured by simulation results with process-based models. Our analysis offers a perspective for terrestrial ecosystem modelling, combining current process understanding with stochastic methods, and paves the way for new model-data integration opportunities in Earth system sciences.
Stochastic Stability of Sampled Data Systems with a Jump Linear Controller
NASA Technical Reports Server (NTRS)
Gonzalez, Oscar R.; Herencia-Zapana, Heber; Gray, W. Steven
2004-01-01
In this paper an equivalence between the stochastic stability of a sampled-data system and its associated discrete-time representation is established. The sampled-data system consists of a deterministic, linear, time-invariant, continuous-time plant and a stochastic, linear, time-invariant, discrete-time, jump linear controller. The jump linear controller models computer systems and communication networks that are subject to stochastic upsets or disruptions. This sampled-data model has been used in the analysis and design of fault-tolerant systems and computer-control systems with random communication delays without taking into account the inter-sample response. This paper shows that the known equivalence between the stability of a deterministic sampled-data system and the associated discrete-time representation holds even in a stochastic framework.
Transcriptional dynamics with time-dependent reaction rates
NASA Astrophysics Data System (ADS)
Nandi, Shubhendu; Ghosh, Anandamohan
2015-02-01
Transcription is the first step in the process of gene regulation that controls cell response to varying environmental conditions. Transcription is a stochastic process, involving synthesis and degradation of mRNAs, that can be modeled as a birth-death process. We consider a generic stochastic model, where the fluctuating environment is encoded in the time-dependent reaction rates. We obtain an exact analytical expression for the mRNA probability distribution and are able to analyze the response for arbitrary time-dependent protocols. Our analytical results and stochastic simulations confirm that the transcriptional machinery primarily act as a low-pass filter. We also show that depending on the system parameters, the mRNA levels in a cell population can show synchronous/asynchronous fluctuations and can deviate from Poisson statistics.
Kucza, Witold
2013-07-25
Stochastic and deterministic simulations of dispersion in cylindrical channels on the Poiseuille flow have been presented. The random walk (stochastic) and the uniform dispersion (deterministic) models have been used for computations of flow injection analysis responses. These methods coupled with the genetic algorithm and the Levenberg-Marquardt optimization methods, respectively, have been applied for determination of diffusion coefficients. The diffusion coefficients of fluorescein sodium, potassium hexacyanoferrate and potassium dichromate have been determined by means of the presented methods and FIA responses that are available in literature. The best-fit results agree with each other and with experimental data thus validating both presented approaches. Copyright © 2013 The Author. Published by Elsevier B.V. All rights reserved.
Stochastic Seismic Response of an Algiers Site with Random Depth to Bedrock
NASA Astrophysics Data System (ADS)
Badaoui, M.; Berrah, M. K.; Mébarki, A.
2010-05-01
Among the important effects of the Boumerdes earthquake (Algeria, May 21st 2003) was that, within the same zone, the destructions in certain parts were more important than in others. This phenomenon is due to site effects which alter the characteristics of seismic motions and cause concentration of damage during earthquakes. Local site effects such as thickness and mechanical properties of soil layers have important effects on the surface ground motions. This paper deals with the effect of the randomness aspect of the depth to bedrock (soil layers heights) which is assumed to be a random variable with lognormal distribution. This distribution is suitable for strictly non-negative random variables with large values of the coefficient of variation. In this case, Monte Carlo simulations are combined with the stiffness matrix method, used herein as a deterministic method, for evaluating the effect of the depth to bedrock uncertainty on the seismic response of a multilayered soil. This study considers a P and SV wave propagation pattern using input accelerations collected at Keddara station, located at 20 km from the epicenter, as it is located directly on the bedrock. A parametric study is conducted do derive the stochastic behavior of the peak ground acceleration and its response spectrum, the transfer function and the amplification factors. It is found that the soil height heterogeneity causes a widening of the frequency content and an increase in the fundamental frequency of the soil profile, indicating that the resonance phenomenon concerns a larger number of structures.
Sturrock, Marc; Hellander, Andreas; Matzavinos, Anastasios; Chaplain, Mark A. J.
2013-01-01
Individual mouse embryonic stem cells have been found to exhibit highly variable differentiation responses under the same environmental conditions. The noisy cyclic expression of Hes1 and its downstream genes are known to be responsible for this, but the mechanism underlying this variability in expression is not well understood. In this paper, we show that the observed experimental data and diverse differentiation responses can be explained by a spatial stochastic model of the Hes1 gene regulatory network. We also propose experiments to control the precise differentiation response using drug treatment. PMID:23325756
NASA Astrophysics Data System (ADS)
Hailong, Zhang; Enrong, Wang; Fuhong, Min; Ning, Zhang
2016-03-01
The magneto-rheological damper (MRD) is a promising device used in vehicle semi-active suspension systems, for its continuous adjustable damping output. However, the innate nonlinear hysteresis characteristic of MRD may cause the nonlinear behaviors. In this work, a two-degree-of-freedom (2-DOF) MR suspension system was established first, by employing the modified Bouc-Wen force-velocity (F-v) hysteretic model. The nonlinear dynamic response of the system was investigated under the external excitation of single-frequency harmonic and bandwidth-limited stochastic road surface. The largest Lyapunov exponent (LLE) was used to detect the chaotic area of the frequency and amplitude of harmonic excitation, and the bifurcation diagrams, time histories, phase portraits, and power spectrum density (PSD) diagrams were used to reveal the dynamic evolution process in detail. Moreover, the LLE and Kolmogorov entropy (K entropy) were used to identify whether the system response was random or chaotic under stochastic road surface. The results demonstrated that the complex dynamical behaviors occur under different external excitation conditions. The oscillating mechanism of alternating periodic oscillations, quasi-periodic oscillations, and chaotic oscillations was observed in detail. The chaotic regions revealed that chaotic motions may appear in conditions of mid-low frequency and large amplitude, as well as small amplitude and all frequency. The obtained parameter regions where the chaotic motions may appear are useful for design of structural parameters of the vibration isolation, and the optimization of control strategy for MR suspension system. Projects supported by the National Natural Science Foundation of China (Grant Nos. 51475246, 51277098, and 51075215), the Research Innovation Program for College Graduates of Jiangsu Province China (Grant No. KYLX15 0725), and the Natural Science Foundation of Jiangsu Province of China (Grant No. BK20131402).
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.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Zhu, Z. W., E-mail: zhuzhiwen@tju.edu.cn; Tianjin Key Laboratory of Non-linear Dynamics and Chaos Control, 300072, Tianjin; Zhang, W. D., E-mail: zhangwenditju@126.com
2014-03-15
The non-linear dynamic characteristics and optimal control of a giant magnetostrictive film (GMF) subjected to in-plane stochastic excitation were studied. Non-linear differential items were introduced to interpret the hysteretic phenomena of the GMF, and the non-linear dynamic model of the GMF subjected to in-plane stochastic excitation was developed. The stochastic stability was analysed, and the probability density function was obtained. The condition of stochastic Hopf bifurcation and noise-induced chaotic response were determined, and the fractal boundary of the system's safe basin was provided. The reliability function was solved from the backward Kolmogorov equation, and an optimal control strategy was proposedmore » in the stochastic dynamic programming method. Numerical simulation shows that the system stability varies with the parameters, and stochastic Hopf bifurcation and chaos appear in the process; the area of the safe basin decreases when the noise intensifies, and the boundary of the safe basin becomes fractal; the system reliability improved through stochastic optimal control. Finally, the theoretical and numerical results were proved by experiments. The results are helpful in the engineering applications of GMF.« less
Statement Verification: A Stochastic Model of Judgment and Response.
ERIC Educational Resources Information Center
Wallsten, Thomas S.; Gonzalez-Vallejo, Claudia
1994-01-01
A stochastic judgment model (SJM) is presented as a framework for addressing issues in statement verification and probability judgment. Results of 5 experiments with 264 undergraduates support the validity of the model and provide new information that is interpreted in terms of the SJM. (SLD)
Design of sliding-mode observer for a class of uncertain neutral stochastic systems
NASA Astrophysics Data System (ADS)
Liu, Zhen; Zhao, Lin; Zhu, Quanmin; Gao, Cunchen
2017-05-01
The problem of robust ? control for a class of uncertain neutral stochastic systems (NSS) is investigated by utilising the sliding-mode observer (SMO) technique. This paper presents a novel observer and integral-type sliding-surface design, based on which a new sufficient condition guaranteeing the resultant sliding-mode dynamics (SMDs) to be mean-square exponentially stable with a prescribed level of ? performance is derived. Then, an adaptive reaching motion controller is synthesised to lead the system to the predesigned sliding surface in finite-time almost surely. Finally, two illustrative examples are exhibited to verify the validity and superiority of the developed scheme.
Attempted caveolae-mediated phagocytosis of surface-fixed micro-pillars by human osteoblasts.
Moerke, Caroline; Mueller, Petra; Nebe, Barbara
2016-01-01
Cells are sensitive to their underlying micro- and nano-topography, but the complex interplay is not completely understood especially if sharp edges and ridges of stochastically modified surfaces interfere with an attached cell body. Micro-topography offers cues that evoke a large range of cell responses e.g. altered adhesion behavior and integrin expression resulting in disturbed cell functions. In this study, we analyzed why osteoblastic cells mimic the underlying geometrical micro-pillar structure (5 × 5 × 5 μm, spacing of 5 μm) with their actin cytoskeleton. Interestingly, we discovered an attempted caveolae-mediated phagocytosis of each micro-pillar beneath the cells, which was accompanied by increased intracellular reactive oxygen species (ROS) production and reduced intracellular ATP levels. This energy consuming process hampered the cells in their function as osteoblasts at the interface. The raft-dependent/caveolae-mediated phagocytic pathway is regulated by diverse cellular components including caveolin-1 (Cav-1), cholesterol, actin cytoskeleton as well as actin-binding proteins like annexin A2 (AnxA2). Our results show a new aspect of osteoblast-material interaction and give insight into how cells behave on extraordinary micro-structures. We conclude that stochastically structured implants used in orthopedic surgery should avoid any topographical heights which induce phagocytosis to prevent their successful ingrowth. Copyright © 2015 The Authors. Published by Elsevier Ltd.. All rights reserved.
A stochastic bioburden model for spacecraft sterilization.
NASA Technical Reports Server (NTRS)
Roark, A. L.
1972-01-01
Development of a stochastic model of the probability distribution for the random variable representing the number of microorganisms on a surface as a function of time. The first basic principle associated with bioburden estimation is that viable particles are removed from surfaces. The second notion important to the analysis is that microorganisms in environments and on surfaces occur in clumps. The last basic principle relating to bioburden modeling is that viable particles are deposited on a surface. The bioburden on a spacecraft is determined by the amount and kind of control exercised on the spacecraft assembly location, the shedding characteristics of the individuals in the vicinity of the spacecraft, its orientation, the geographical location in which the assembly takes place, and the steps in the assembly procedure. The model presented has many of the features which are desirable for its use in the spacecraft sterilization programs currently being planned by NASA.
Jump rates for surface diffusion of large molecules from first principles
DOE Office of Scientific and Technical Information (OSTI.GOV)
Shea, Patrick, E-mail: patrick.shea@dal.ca; Kreuzer, Hans Jürgen
2015-04-21
We apply a recently developed stochastic model for the surface diffusion of large molecules to calculate jump rates for 9,10-dithioanthracene on a Cu(111) surface. The necessary input parameters for the stochastic model are calculated from first principles using density functional theory (DFT). We find that the inclusion of van der Waals corrections to the DFT energies is critical to obtain good agreement with experimental results for the adsorption geometry and energy barrier for diffusion. The predictions for jump rates in our model are in excellent agreement with measured values and show a marked improvement over transition state theory (TST). Wemore » find that the jump rate prefactor is reduced by an order of magnitude from the TST estimate due to frictional damping resulting from energy exchange with surface phonons, as well as a rotational mode of the diffusing molecule.« less
A statistical nanomechanism of biomolecular patterning actuated by surface potential
NASA Astrophysics Data System (ADS)
Lin, Chih-Ting; Lin, Chih-Hao
2011-02-01
Biomolecular patterning on a nanoscale/microscale on chip surfaces is one of the most important techniques used in vitro biochip technologies. Here, we report upon a stochastic mechanics model we have developed for biomolecular patterning controlled by surface potential. The probabilistic biomolecular surface adsorption behavior can be modeled by considering the potential difference between the binding and nonbinding states. To verify our model, we experimentally implemented a method of electroactivated biomolecular patterning technology and the resulting fluorescence intensity matched the prediction of the developed model quite well. Based on this result, we also experimentally demonstrated the creation of a bovine serum albumin pattern with a width of 200 nm in 5 min operations. This submicron noncovalent-binding biomolecular pattern can be maintained for hours after removing the applied electrical voltage. These stochastic understandings and experimental results not only prove the feasibility of submicron biomolecular patterns on chips but also pave the way for nanoscale interfacial-bioelectrical engineering.
Use of behavioural stochastic resonance by paddle fish for feeding
NASA Astrophysics Data System (ADS)
Russell, David F.; Wilkens, Lon A.; Moss, Frank
1999-11-01
Stochastic resonance is the phenomenon whereby the addition of an optimal level of noise to a weak information-carrying input to certain nonlinear systems can enhance the information content at their outputs. Computer analysis of spike trains has been needed to reveal stochastic resonance in the responses of sensory receptors except for one study on human psychophysics. But is an animal aware of, and can it make use of, the enhanced sensory information from stochastic resonance? Here, we show that stochastic resonance enhances the normal feeding behaviour of paddlefish (Polyodon spathula), which use passive electroreceptors to detect electrical signals from planktonic prey. We demonstrate significant broadening of the spatial range for the detection of plankton when a noisy electric field of optimal amplitude is applied in the water. We also show that swarms of Daphnia plankton are a natural source of electrical noise. Our demonstration of stochastic resonance at the level of a vital animal behaviour, feeding, which has probably evolved for functional success, provides evidence that stochastic resonance in sensory nervous systems is an evolutionary adaptation.
Extracting scene feature vectors through modeling, volume 3
NASA Technical Reports Server (NTRS)
Berry, J. K.; Smith, J. A.
1976-01-01
The remote estimation of the leaf area index of winter wheat at Finney County, Kansas was studied. The procedure developed consists of three activities: (1) field measurements; (2) model simulations; and (3) response classifications. The first activity is designed to identify model input parameters and develop a model evaluation data set. A stochastic plant canopy reflectance model is employed to simulate reflectance in the LANDSAT bands as a function of leaf area index for two phenological stages. An atmospheric model is used to translate these surface reflectances into simulated satellite radiance. A divergence classifier determines the relative similarity between model derived spectral responses and those of areas with unknown leaf area index. The unknown areas are assigned the index associated with the closest model response. This research demonstrated that the SRVC canopy reflectance model is appropriate for wheat scenes and that broad categories of leaf area index can be inferred from the procedure developed.
NASA Astrophysics Data System (ADS)
Noh, Seong Jin; An, Hyunuk; Kim, Sanghyun
2015-04-01
Soil moisture, a critical factor in hydrologic systems, plays a key role in synthesizing interactions among soil, climate, hydrological response, solute transport and ecosystem dynamics. The spatial and temporal distribution of soil moisture at a hillslope scale is essential for understanding hillslope runoff generation processes. In this study, we implement Monte Carlo simulations in the hillslope scale using a three-dimensional surface-subsurface integrated model (3D model). Numerical simulations are compared with multiple soil moistures which had been measured using TDR(Mini_TRASE) for 22 locations in 2 or 3 depths during a whole year at a hillslope (area: 2100 square meters) located in Bongsunsa Watershed, South Korea. In stochastic simulations via Monte Carlo, uncertainty of the soil parameters and input forcing are considered and model ensembles showing good performance are selected separately for several seasonal periods. The presentation will be focused on the characterization of seasonal variations of model parameters based on simulations with field measurements. In addition, structural limitations of the contemporary modeling method will be discussed.
Optimization of an electromagnetic linear actuator using a network and a finite element model
NASA Astrophysics Data System (ADS)
Neubert, Holger; Kamusella, Alfred; Lienig, Jens
2011-03-01
Model based design optimization leads to robust solutions only if the statistical deviations of design, load and ambient parameters from nominal values are considered. We describe an optimization methodology that involves these deviations as stochastic variables for an exemplary electromagnetic actuator used to drive a Braille printer. A combined model simulates the dynamic behavior of the actuator and its non-linear load. It consists of a dynamic network model and a stationary magnetic finite element (FE) model. The network model utilizes lookup tables of the magnetic force and the flux linkage computed by the FE model. After a sensitivity analysis using design of experiment (DoE) methods and a nominal optimization based on gradient methods, a robust design optimization is performed. Selected design variables are involved in form of their density functions. In order to reduce the computational effort we use response surfaces instead of the combined system model obtained in all stochastic analysis steps. Thus, Monte-Carlo simulations can be applied. As a result we found an optimum system design meeting our requirements with regard to function and reliability.
Stochastic Ordering Using the Latent Trait and the Sum Score in Polytomous IRT Models.
ERIC Educational Resources Information Center
Hemker, Bas T.; Sijtsma, Klaas; Molenaar, Ivo W.; Junker, Brian W.
1997-01-01
Stochastic ordering properties are investigated for a broad class of item response theory (IRT) models for which the monotone likelihood ratio does not hold. A taxonomy is given for nonparametric and parametric models for polytomous models based on the hierarchical relationship between the models. (SLD)
Modeling heterogeneous responsiveness of intrinsic apoptosis pathway
2013-01-01
Background Apoptosis is a cell suicide mechanism that enables multicellular organisms to maintain homeostasis and to eliminate individual cells that threaten the organism’s survival. Dependent on the type of stimulus, apoptosis can be propagated by extrinsic pathway or intrinsic pathway. The comprehensive understanding of the molecular mechanism of apoptotic signaling allows for development of mathematical models, aiming to elucidate dynamical and systems properties of apoptotic signaling networks. There have been extensive efforts in modeling deterministic apoptosis network accounting for average behavior of a population of cells. Cellular networks, however, are inherently stochastic and significant cell-to-cell variability in apoptosis response has been observed at single cell level. Results To address the inevitable randomness in the intrinsic apoptosis mechanism, we develop a theoretical and computational modeling framework of intrinsic apoptosis pathway at single-cell level, accounting for both deterministic and stochastic behavior. Our deterministic model, adapted from the well-accepted Fussenegger model, shows that an additional positive feedback between the executioner caspase and the initiator caspase plays a fundamental role in yielding the desired property of bistability. We then examine the impact of intrinsic fluctuations of biochemical reactions, viewed as intrinsic noise, and natural variation of protein concentrations, viewed as extrinsic noise, on behavior of the intrinsic apoptosis network. Histograms of the steady-state output at varying input levels show that the intrinsic noise could elicit a wider region of bistability over that of the deterministic model. However, the system stochasticity due to intrinsic fluctuations, such as the noise of steady-state response and the randomness of response delay, shows that the intrinsic noise in general is insufficient to produce significant cell-to-cell variations at physiologically relevant level of molecular numbers. Furthermore, the extrinsic noise represented by random variations of two key apoptotic proteins, namely Cytochrome C and inhibitor of apoptosis proteins (IAP), is modeled separately or in combination with intrinsic noise. The resultant stochasticity in the timing of intrinsic apoptosis response shows that the fluctuating protein variations can induce cell-to-cell stochastic variability at a quantitative level agreeing with experiments. Finally, simulations illustrate that the mean abundance of fluctuating IAP protein is positively correlated with the degree of cellular stochasticity of the intrinsic apoptosis pathway. Conclusions Our theoretical and computational study shows that the pronounced non-genetic heterogeneity in intrinsic apoptosis responses among individual cells plausibly arises from extrinsic rather than intrinsic origin of fluctuations. In addition, it predicts that the IAP protein could serve as a potential therapeutic target for suppression of the cell-to-cell variation in the intrinsic apoptosis responsiveness. PMID:23875784
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.
Spatial scaling patterns and functional redundancies in a changing boreal lake landscape
Angeler, David G.; Allen, Craig R.; Uden, Daniel R.; Johnson, Richard K.
2015-01-01
Global transformations extend beyond local habitats; therefore, larger-scale approaches are needed to assess community-level responses and resilience to unfolding environmental changes. Using longterm data (1996–2011), we evaluated spatial patterns and functional redundancies in the littoral invertebrate communities of 85 Swedish lakes, with the objective of assessing their potential resilience to environmental change at regional scales (that is, spatial resilience). Multivariate spatial modeling was used to differentiate groups of invertebrate species exhibiting spatial patterns in composition and abundance (that is, deterministic species) from those lacking spatial patterns (that is, stochastic species). We then determined the functional feeding attributes of the deterministic and stochastic invertebrate species, to infer resilience. Between one and three distinct spatial patterns in invertebrate composition and abundance were identified in approximately one-third of the species; the remainder were stochastic. We observed substantial differences in metrics between deterministic and stochastic species. Functional richness and diversity decreased over time in the deterministic group, suggesting a loss of resilience in regional invertebrate communities. However, taxon richness and redundancy increased monotonically in the stochastic group, indicating the capacity of regional invertebrate communities to adapt to change. Our results suggest that a refined picture of spatial resilience emerges if patterns of both the deterministic and stochastic species are accounted for. Spatially extensive monitoring may help increase our mechanistic understanding of community-level responses and resilience to regional environmental change, insights that are critical for developing management and conservation agendas in this current period of rapid environmental transformation.
Stochastical modeling for Viral Disease: Statistical Mechanics and Network Theory
NASA Astrophysics Data System (ADS)
Zhou, Hao; Deem, Michael
2007-04-01
Theoretical methods of statistical mechanics are developed and applied to study the immunological response against viral disease, such as dengue. We use this theory to show how the immune response to four different dengue serotypes may be sculpted. It is the ability of avian influenza, to change and to mix, that has given rise to the fear of a new human flu pandemic. Here we propose to utilize a scale free network based stochastic model to investigate the mitigation strategies and analyze the risk.
Martin, George M.
2011-01-01
All phenotypes result from interactions between Nature, Nurture and Chance. The constitutional genome is clearly the dominant factor in explaining the striking differences in the pace and patterns of ageing among species. We are now in a position to reveal salient features underlying these differential modulations, which are likely to be dominated by regulatory domains. By contrast, I shall argue that stochastic events are the major players underlying the surprisingly large intra-specific variations in lifespan and healthspan. I shall review well established as well as more speculative categories of chance events – somatic mutations, protein synthesis error catastrophe and variegations of gene expression (epigenetic drift), with special emphasis upon the latter. I shall argue that stochastic drifts in variegated gene expression are the major contributors to intra-specific differences in the pace and patterns of ageing within members of the same species. They may be responsible for the quasi-stochastic distributions of major types of geriatric pathologies, including the “big three” of Alzheimer's disease, atherosclerosis and, via the induction of hyperplasis, cancer. They may be responsible for altered stoichiometries of heteromultimeric mitochondrial complexes, potentially leading to such disorders as sarcopenia, nonischemic cardiomyopathy and Parkinson's disease. PMID:21963385
Noise Enhances Action Potential Generation in Mouse Sensory Neurons via Stochastic Resonance.
Onorato, Irene; D'Alessandro, Giuseppina; Di Castro, Maria Amalia; Renzi, Massimiliano; Dobrowolny, Gabriella; Musarò, Antonio; Salvetti, Marco; Limatola, Cristina; Crisanti, Andrea; Grassi, Francesca
2016-01-01
Noise can enhance perception of tactile and proprioceptive stimuli by stochastic resonance processes. However, the mechanisms underlying this general phenomenon remain to be characterized. Here we studied how externally applied noise influences action potential firing in mouse primary sensory neurons of dorsal root ganglia, modelling a basic process in sensory perception. Since noisy mechanical stimuli may cause stochastic fluctuations in receptor potential, we examined the effects of sub-threshold depolarizing current steps with superimposed random fluctuations. We performed whole cell patch clamp recordings in cultured neurons of mouse dorsal root ganglia. Noise was added either before and during the step, or during the depolarizing step only, to focus onto the specific effects of external noise on action potential generation. In both cases, step + noise stimuli triggered significantly more action potentials than steps alone. The normalized power norm had a clear peak at intermediate noise levels, demonstrating that the phenomenon is driven by stochastic resonance. Spikes evoked in step + noise trials occur earlier and show faster rise time as compared to the occasional ones elicited by steps alone. These data suggest that external noise enhances, via stochastic resonance, the recruitment of transient voltage-gated Na channels, responsible for action potential firing in response to rapid step-wise depolarizing currents.
Noise Enhances Action Potential Generation in Mouse Sensory Neurons via Stochastic Resonance
Onorato, Irene; D'Alessandro, Giuseppina; Di Castro, Maria Amalia; Renzi, Massimiliano; Dobrowolny, Gabriella; Musarò, Antonio; Salvetti, Marco; Limatola, Cristina; Crisanti, Andrea; Grassi, Francesca
2016-01-01
Noise can enhance perception of tactile and proprioceptive stimuli by stochastic resonance processes. However, the mechanisms underlying this general phenomenon remain to be characterized. Here we studied how externally applied noise influences action potential firing in mouse primary sensory neurons of dorsal root ganglia, modelling a basic process in sensory perception. Since noisy mechanical stimuli may cause stochastic fluctuations in receptor potential, we examined the effects of sub-threshold depolarizing current steps with superimposed random fluctuations. We performed whole cell patch clamp recordings in cultured neurons of mouse dorsal root ganglia. Noise was added either before and during the step, or during the depolarizing step only, to focus onto the specific effects of external noise on action potential generation. In both cases, step + noise stimuli triggered significantly more action potentials than steps alone. The normalized power norm had a clear peak at intermediate noise levels, demonstrating that the phenomenon is driven by stochastic resonance. Spikes evoked in step + noise trials occur earlier and show faster rise time as compared to the occasional ones elicited by steps alone. These data suggest that external noise enhances, via stochastic resonance, the recruitment of transient voltage-gated Na channels, responsible for action potential firing in response to rapid step-wise depolarizing currents. PMID:27525414
Fasano, Carlo; Diretto, Gianfranco; Aversano, Riccardo; D'Agostino, Nunzio; Di Matteo, Antonio; Frusciante, Luigi; Giuliano, Giovanni; Carputo, Domenico
2016-06-01
Polyploids are generally classified as autopolyploids, derived from a single species, and allopolyploids, arising from interspecific hybridization. The former represent ideal materials with which to study the consequences of genome doubling and ascertain whether there are molecular and functional rules operating following polyploidization events. To investigate whether the effects of autopolyploidization are common to different species, or if species-specific or stochastic events are prevalent, we performed a comprehensive transcriptomic and metabolomic characterization of diploids and autotetraploids of Solanum commersonii and Solanum bulbocastanum. Autopolyploidization remodelled the transcriptome and the metabolome of both species. In S. commersonii, differentially expressed genes (DEGs) were highly enriched in pericentromeric regions. Most changes were stochastic, suggesting a strong genotypic response. However, a set of robustly regulated transcripts and metabolites was also detected, including purine bases and nucleosides, which are likely to underlie a common response to polyploidization. We hypothesize that autopolyploidization results in nucleotide pool imbalance, which in turn triggers a genomic shock responsible for the stochastic events observed. The more extensive genomic stress and the higher number of stochastic events observed in S. commersonii with respect to S. bulbocastanum could be the result of the higher nucleoside depletion observed in this species. © 2016 The Authors. New Phytologist © 2016 New Phytologist Trust.
Study on safety level of RC beam bridges under earthquake
NASA Astrophysics Data System (ADS)
Zhao, Jun; Lin, Junqi; Liu, Jinlong; Li, Jia
2017-08-01
This study considers uncertainties in material strengths and the modeling which have important effects on structural resistance force based on reliability theory. After analyzing the destruction mechanism of a RC bridge, structural functions and the reliability were given, then the safety level of the piers of a reinforced concrete continuous girder bridge with stochastic structural parameters against earthquake was analyzed. Using response surface method to calculate the failure probabilities of bridge piers under high-level earthquake, their seismic reliability for different damage states within the design reference period were calculated applying two-stage design, which describes seismic safety level of the built bridges to some extent.
Response Surface Analysis of Stochastic Network Performance
1988-12-01
Bl5/32768/, B16 /65536/,P/2147483647/ XHI-IX/B 16 XALO=(IX-XHI* Bl6 )*A LEFTLO=XALO/ Bl6 FHI=XHI*A+LEFTLO IC=FHI/B1 5 IX-(((XALO-LEFTLO* Bl6 )-P)4(FHI-K*Bl5...ELSE GO TO 50 END IF GO TO 50 100 END D-5 * RANDOM NUMBER GENERATOR FUNCTION RANDOM( IX) INTEGER AP, IX,B15, B16 ,XHI ,XALOI,LEFTLO,FHI ,K DATA A/16807... Bl6 )+K IF(IX.LT.O) IX=IX+P RANDOM-FLOAT( IX) *4.656612875E-1O RETURN END * NETWORK ENTRY and * PATHSET AND CUTSET GENERATION SUBROUTINE SUBROUTINE
Optimization of Stochastic Response Surfaces Subject to Constraints with Linear Programming
1992-03-01
SEXTPT(EPDIM,NVAR), box(STEP,NVAR), SDEV(3) REAL BA-SET(NL,BCDIM,M,NVAR),BA(M,NVAR),CBA(NVAR) REAL CB(M), BMAT (MM),B _TEST(M) COMMON OPTBASIS, OPTEP...0.0) THEN COUNT - COUNT+1 XBASIC(N,SET,COUNT) = I DO 136 J - 1, M BMAT (J,COUNT) = A(J,I) 136 CONTINUE ENDIF 137 CONTINUE IF(COUNT.GT.M) WRITE...SET,I)= 0.0 DO 140 J = 1, M BMAT (J,I) = 0.0 140 CONTINUE 142 CONTINUE DO 148 I= 1, M BTEST(I) = 0.0 64 DO 146 J -1, NVAR BTEST(I)= BTEST(I)+XSOL(J)*A
Analysis of randomly time varying systems by gaussian closure technique
NASA Astrophysics Data System (ADS)
Dash, P. K.; Iyengar, R. N.
1982-07-01
The Gaussian probability closure technique is applied to study the random response of multidegree of freedom stochastically time varying systems under non-Gaussian excitations. Under the assumption that the response, the coefficient and the excitation processes are jointly Gaussian, deterministic equations are derived for the first two response moments. It is further shown that this technique leads to the best Gaussian estimate in a minimum mean square error sense. An example problem is solved which demonstrates the capability of this technique for handling non-linearity, stochastic system parameters and amplitude limited responses in a unified manner. Numerical results obtained through the Gaussian closure technique compare well with the exact solutions.
An interval model updating strategy using interval response surface models
NASA Astrophysics Data System (ADS)
Fang, Sheng-En; Zhang, Qiu-Hu; Ren, Wei-Xin
2015-08-01
Stochastic model updating provides an effective way of handling uncertainties existing in real-world structures. In general, probabilistic theories, fuzzy mathematics or interval analyses are involved in the solution of inverse problems. However in practice, probability distributions or membership functions of structural parameters are often unavailable due to insufficient information of a structure. At this moment an interval model updating procedure shows its superiority in the aspect of problem simplification since only the upper and lower bounds of parameters and responses are sought. To this end, this study develops a new concept of interval response surface models for the purpose of efficiently implementing the interval model updating procedure. The frequent interval overestimation due to the use of interval arithmetic can be maximally avoided leading to accurate estimation of parameter intervals. Meanwhile, the establishment of an interval inverse problem is highly simplified, accompanied by a saving of computational costs. By this means a relatively simple and cost-efficient interval updating process can be achieved. Lastly, the feasibility and reliability of the developed method have been verified against a numerical mass-spring system and also against a set of experimentally tested steel plates.
Extinction time of a stochastic predator-prey model by the generalized cell mapping method
NASA Astrophysics Data System (ADS)
Han, Qun; Xu, Wei; Hu, Bing; Huang, Dongmei; Sun, Jian-Qiao
2018-03-01
The stochastic response and extinction time of a predator-prey model with Gaussian white noise excitations are studied by the generalized cell mapping (GCM) method based on the short-time Gaussian approximation (STGA). The methods for stochastic response probability density functions (PDFs) and extinction time statistics are developed. The Taylor expansion is used to deal with non-polynomial nonlinear terms of the model for deriving the moment equations with Gaussian closure, which are needed for the STGA in order to compute the one-step transition probabilities. The work is validated with direct Monte Carlo simulations. We have presented the transient responses showing the evolution from a Gaussian initial distribution to a non-Gaussian steady-state one. The effects of the model parameter and noise intensities on the steady-state PDFs are discussed. It is also found that the effects of noise intensities on the extinction time statistics are opposite to the effects on the limit probability distributions of the survival species.
A damage analysis for brittle materials using stochastic micro-structural information
NASA Astrophysics Data System (ADS)
Lin, Shih-Po; Chen, Jiun-Shyan; Liang, Shixue
2016-03-01
In this work, a micro-crack informed stochastic damage analysis is performed to consider the failures of material with stochastic microstructure. The derivation of the damage evolution law is based on the Helmholtz free energy equivalence between cracked microstructure and homogenized continuum. The damage model is constructed under the stochastic representative volume element (SRVE) framework. The characteristics of SRVE used in the construction of the stochastic damage model have been investigated based on the principle of the minimum potential energy. The mesh dependency issue has been addressed by introducing a scaling law into the damage evolution equation. The proposed methods are then validated through the comparison between numerical simulations and experimental observations of a high strength concrete. It is observed that the standard deviation of porosity in the microstructures has stronger effect on the damage states and the peak stresses than its effect on the Young's and shear moduli in the macro-scale responses.
Deterministic and Stochastic Analysis of a Prey-Dependent Predator-Prey System
ERIC Educational Resources Information Center
Maiti, Alakes; Samanta, G. P.
2005-01-01
This paper reports on studies of the deterministic and stochastic behaviours of a predator-prey system with prey-dependent response function. The first part of the paper deals with the deterministic analysis of uniform boundedness, permanence, stability and bifurcation. In the second part the reproductive and mortality factors of the prey and…
Seed availability constrains plant species sorting along a soil fertility gradient
Bryan L. Foster; Erin J. Questad; Cathy D. Collins; Cheryl A. Murphy; Timothy L. Dickson; Val H. Smith
2011-01-01
1. Spatial variation in species composition within and among communities may be caused by deterministic, niche-based species sorting in response to underlying environmental heterogeneity as well as by stochastic factors such as dispersal limitation and variable species pools. An important goal in ecology is to reconcile deterministic and stochastic perspectives of...
Responses to single photons in visual cells of Limulus
Borsellino, A.; Fuortes, M. G. F.
1968-01-01
1. A system proposed in a previous article as a model of responses of visual cells has been analysed with the purpose of predicting the features of responses to single absorbed photons. 2. As a result of this analysis, the stochastic variability of responses has been expressed as a function of the amplification of the system. 3. The theoretical predictions have been compared to the results obtained by recording electrical responses of visual cells of Limulus to flashes delivering only few photons. 4. Experimental responses to single photons have been tentatively identified and it was shown that the stochastic variability of these responses is similar to that predicted for a model with a multiplication factor of at least twenty-five. 5. These results lead to the conclusion that the processes responsible for visual responses incorporate some form of amplification. This conclusion may prove useful for identifying the physical mechanisms underlying the transducer action of visual cells. PMID:5664231
NASA Astrophysics Data System (ADS)
Zakynthinaki, M. S.; Stirling, J. R.
2007-01-01
Stochastic optimization is applied to the problem of optimizing the fit of a model to the time series of raw physiological (heart rate) data. The physiological response to exercise has been recently modeled as a dynamical system. Fitting the model to a set of raw physiological time series data is, however, not a trivial task. For this reason and in order to calculate the optimal values of the parameters of the model, the present study implements the powerful stochastic optimization method ALOPEX IV, an algorithm that has been proven to be fast, effective and easy to implement. The optimal parameters of the model, calculated by the optimization method for the particular athlete, are very important as they characterize the athlete's current condition. The present study applies the ALOPEX IV stochastic optimization to the modeling of a set of heart rate time series data corresponding to different exercises of constant intensity. An analysis of the optimization algorithm, together with an analytic proof of its convergence (in the absence of noise), is also presented.
Daigh, Leighton H; Liu, Chad; Chung, Mingyu; Cimprich, Karlene A; Meyer, Tobias
2018-06-04
Faithful DNA replication is challenged by stalling of replication forks during S phase. Replication stress is further increased in cancer cells or in response to genotoxic insults. Using live single-cell image analysis, we found that CDK2 activity fluctuates throughout an unperturbed S phase. We show that CDK2 fluctuations result from transient ATR signals triggered by stochastic replication stress events. In turn, fluctuating endogenous CDK2 activity causes corresponding decreases and increases in DNA synthesis rates, linking changes in stochastic replication stress to fluctuating global DNA replication rates throughout S phase. Moreover, cells that re-enter the cell cycle after mitogen stimulation have increased CDK2 fluctuations and prolonged S phase resulting from increased replication stress-induced CDK2 suppression. Thus, our study reveals a dynamic control principle for DNA replication whereby CDK2 activity is suppressed and fluctuates throughout S phase to continually adjust global DNA synthesis rates in response to recurring stochastic replication stress events. Copyright © 2018. Published by Elsevier Inc.
NASA Astrophysics Data System (ADS)
Liu, Qun; Jiang, Daqing
2018-04-01
In this paper, two stochastic predator-prey models with general functional response and higher-order perturbation are proposed and investigated. For the nonautonomous periodic case of the system, by using Khasminskii's theory of periodic solution, we show that the system admits a nontrivial positive T-periodic solution. For the system disturbed by both white and telegraph noises, sufficient conditions for positive recurrence and the existence of an ergodic stationary distribution to the solutions are established. The existence of stationary distribution implies stochastic weak stability to some extent.
Quantitative analysis of random ameboid motion
NASA Astrophysics Data System (ADS)
Bödeker, H. U.; Beta, C.; Frank, T. D.; Bodenschatz, E.
2010-04-01
We quantify random migration of the social ameba Dictyostelium discoideum. We demonstrate that the statistics of cell motion can be described by an underlying Langevin-type stochastic differential equation. An analytic expression for the velocity distribution function is derived. The separation into deterministic and stochastic parts of the movement shows that the cells undergo a damped motion with multiplicative noise. Both contributions to the dynamics display a distinct response to external physiological stimuli. The deterministic component depends on the developmental state and ambient levels of signaling substances, while the stochastic part does not.
Stochastic switching in biology: from genotype to phenotype
NASA Astrophysics Data System (ADS)
Bressloff, Paul C.
2017-03-01
There has been a resurgence of interest in non-equilibrium stochastic processes in recent years, driven in part by the observation that the number of molecules (genes, mRNA, proteins) involved in gene expression are often of order 1-1000. This means that deterministic mass-action kinetics tends to break down, and one needs to take into account the discrete, stochastic nature of biochemical reactions. One of the major consequences of molecular noise is the occurrence of stochastic biological switching at both the genotypic and phenotypic levels. For example, individual gene regulatory networks can switch between graded and binary responses, exhibit translational/transcriptional bursting, and support metastability (noise-induced switching between states that are stable in the deterministic limit). If random switching persists at the phenotypic level then this can confer certain advantages to cell populations growing in a changing environment, as exemplified by bacterial persistence in response to antibiotics. Gene expression at the single-cell level can also be regulated by changes in cell density at the population level, a process known as quorum sensing. In contrast to noise-driven phenotypic switching, the switching mechanism in quorum sensing is stimulus-driven and thus noise tends to have a detrimental effect. A common approach to modeling stochastic gene expression is to assume a large but finite system and to approximate the discrete processes by continuous processes using a system-size expansion. However, there is a growing need to have some familiarity with the theory of stochastic processes that goes beyond the standard topics of chemical master equations, the system-size expansion, Langevin equations and the Fokker-Planck equation. Examples include stochastic hybrid systems (piecewise deterministic Markov processes), large deviations and the Wentzel-Kramers-Brillouin (WKB) method, adiabatic reductions, and queuing/renewal theory. The major aim of this review is to provide a self-contained survey of these mathematical methods, mainly within the context of biological switching processes at both the genotypic and phenotypic levels. However, applications to other examples of biological switching are also discussed, including stochastic ion channels, diffusion in randomly switching environments, bacterial chemotaxis, and stochastic neural networks.
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.
Stochastic differential equations and turbulent dispersion
NASA Technical Reports Server (NTRS)
Durbin, P. A.
1983-01-01
Aspects of the theory of continuous stochastic processes that seem to contribute to an understanding of turbulent dispersion are introduced and the theory and philosophy of modelling turbulent transport is emphasized. Examples of eddy diffusion examined include shear dispersion, the surface layer, and channel flow. Modeling dispersion with finite-time scale is considered including the Langevin model for homogeneous turbulence, dispersion in nonhomogeneous turbulence, and the asymptotic behavior of the Langevin model for nonhomogeneous turbulence.
Compressible cavitation with stochastic field method
NASA Astrophysics Data System (ADS)
Class, Andreas; Dumond, Julien
2012-11-01
Non-linear 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 Lagrange 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 Euler fields has been proposed which eliminates the necessity to mix Euler and Lagrange techniques or prescribed pdf assumptions. In the present work, part of the PhD Design and analysis of a Passive Outflow Reducer relying on cavitation, a first application of the stochastic field method to multi-phase flow and in particular to cavitating flow is presented. The application considered is a nozzle subjected to high velocity flow so that sheet cavitation is observed near the nozzle surface in the divergent section. It is demonstrated that the stochastic field formulation captures the wide range of pdf shapes present at different locations. The method is compatible with finite-volume codes where all existing physical models available for Lagrange techniques, presumed pdf or binning methods can be easily extended to the stochastic field formulation.
Stochastic feeding dynamics arise from the need for information and energy.
Scholz, Monika; Dinner, Aaron R; Levine, Erel; Biron, David
2017-08-29
Animals regulate their food intake in response to the available level of food. Recent observations of feeding dynamics in small animals showed feeding patterns of bursts and pauses, but their function is unknown. Here, we present a data-driven decision-theoretical model of feeding in Caenorhabditis elegans Our central assumption is that food intake serves a dual purpose: to gather information about the external food level and to ingest food when the conditions are good. The model recapitulates experimentally observed feeding patterns. It naturally implements trade-offs between speed versus accuracy and exploration versus exploitation in responding to a dynamic environment. We find that the model predicts three distinct regimes in responding to a dynamical environment, with a transition region where animals respond stochastically to periodic signals. This stochastic response accounts for previously unexplained experimental data.
Stochastic optimal control of non-stationary response of a single-degree-of-freedom vehicle model
NASA Astrophysics Data System (ADS)
Narayanan, S.; Raju, G. V.
1990-09-01
An active suspension system to control the non-stationary response of a single-degree-of-freedom (sdf) vehicle model with variable velocity traverse over a rough road is investigated. The suspension is optimized with respect to ride comfort and road holding, using stochastic optimal control theory. The ground excitation is modelled as a spatial homogeneous random process, being the output of a linear shaping filter to white noise. The effect of the rolling contact of the tyre is considered by an additional filter in cascade. The non-stationary response with active suspension is compared with that of a passive system.
Improving Balance Function Using Low Levels of Electrical Stimulation of the Balance Organs
NASA Technical Reports Server (NTRS)
Bloomberg, Jacob; Reschke, Millard; Mulavara, Ajitkumar; Wood, Scott; Serrador, Jorge; Fiedler, Matthew; Kofman, Igor; Peters, Brian T.; Cohen, Helen
2012-01-01
Crewmembers returning from long-duration space flight face significant challenges due to the microgravity-induced inappropriate adaptations in balance/sensorimotor function. The Neuroscience Laboratory at JSC is developing a method based on stochastic resonance to enhance the brain's ability to detect signals from the balance organs of the inner ear and use them for rapid improvement in balance skill, especially when combined with balance training exercises. This method involves a stimulus delivery system that is wearable/portable and provides imperceptible electrical stimulation to the balance organs of the human body. Stochastic resonance (SR) is a phenomenon whereby the response of a nonlinear system to a weak periodic input signal is optimized by the presence of a particular non-zero level of noise. This phenomenon of SR is based on the concept of maximizing the flow of information through a system by a non-zero level of noise. Application of imperceptible SR noise coupled with sensory input in humans has been shown to improve motor, cardiovascular, visual, hearing, and balance functions. SR increases contrast sensitivity and luminance detection; lowers the absolute threshold for tone detection in normal hearing individuals; improves homeostatic function in the human blood pressure regulatory system; improves noise-enhanced muscle spindle function; and improves detection of weak tactile stimuli using mechanical or electrical stimulation. SR noise has been shown to improve postural control when applied as mechanical noise to the soles of the feet, or when applied as electrical noise at the knee and to the back muscles. SR using imperceptible stochastic electrical stimulation of the vestibular system (stochastic vestibular stimulation, SVS) applied to normal subjects has shown to improve the degree of association between the weak input periodic signals introduced via venous blood pressure receptors and the heart-rate responses. Also, application of SVS over 24 hours improves the long-term heart-rate dynamics and motor responsiveness as indicated by daytime trunk activity measurements in patients with multi-system atrophy, Parkinson s disease, or both, including patients who were unresponsive to standard therapy for Parkinson s disease. Recent studies conducted at the NASA JSC Neurosciences Laboratories showed that imperceptible SVS, when applied to normal young healthy subjects, leads to significantly improved balance performance during postural disturbances on unstable compliant surfaces. These studies have shown the benefit of SR noise characteristic optimization with imperceptible SVS in the frequency range of 0-30 Hz, and amplitudes of stimulation have ranged from 100 to 400 microamperes.
A Hybrid Method of Moment Equations and Rate Equations to Modeling Gas-Grain Chemistry
NASA Astrophysics Data System (ADS)
Pei, Y.; Herbst, E.
2011-05-01
Grain surfaces play a crucial role in catalyzing many important chemical reactions in the interstellar medium (ISM). The deterministic rate equation (RE) method has often been used to simulate the surface chemistry. But this method becomes inaccurate when the number of reacting particles per grain is typically less than one, which can occur in the ISM. In this condition, stochastic approaches such as the master equations are adopted. However, these methods have mostly been constrained to small chemical networks due to the large amounts of processor time and computer power required. In this study, we present a hybrid method consisting of the moment equation approximation to the stochastic master equation approach and deterministic rate equations to treat a gas-grain model of homogeneous cold cloud cores with time-independent physical conditions. In this model, we use the standard OSU gas phase network (version OSU2006V3) which involves 458 gas phase species and more than 4000 reactions, and treat it by deterministic rate equations. A medium-sized surface reaction network which consists of 21 species and 19 reactions accounts for the productions of stable molecules such as H_2O, CO, CO_2, H_2CO, CH_3OH, NH_3 and CH_4. These surface reactions are treated by a hybrid method of moment equations (Barzel & Biham 2007) and rate equations: when the abundance of a surface species is lower than a specific threshold, say one per grain, we use the ``stochastic" moment equations to simulate the evolution; when its abundance goes above this threshold, we use the rate equations. A continuity technique is utilized to secure a smooth transition between these two methods. We have run chemical simulations for a time up to 10^8 yr at three temperatures: 10 K, 15 K, and 20 K. The results will be compared with those generated from (1) a completely deterministic model that uses rate equations for both gas phase and grain surface chemistry, (2) the method of modified rate equations (Garrod 2008), which partially takes into account the stochastic effect for surface reactions, and (3) the master equation approach solved using a Monte Carlo technique. At 10 K and standard grain sizes, our model results agree well with the above three methods, while discrepancies appear at higher temperatures and smaller grain sizes.
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.
Stochastic Seismic Response of an Algiers Site with Random Depth to Bedrock
DOE Office of Scientific and Technical Information (OSTI.GOV)
Badaoui, M.; Mebarki, A.; Berrah, M. K.
2010-05-21
Among the important effects of the Boumerdes earthquake (Algeria, May 21{sup st} 2003) was that, within the same zone, the destructions in certain parts were more important than in others. This phenomenon is due to site effects which alter the characteristics of seismic motions and cause concentration of damage during earthquakes. Local site effects such as thickness and mechanical properties of soil layers have important effects on the surface ground motions.This paper deals with the effect of the randomness aspect of the depth to bedrock (soil layers heights) which is assumed to be a random variable with lognormal distribution. Thismore » distribution is suitable for strictly non-negative random variables with large values of the coefficient of variation. In this case, Monte Carlo simulations are combined with the stiffness matrix method, used herein as a deterministic method, for evaluating the effect of the depth to bedrock uncertainty on the seismic response of a multilayered soil. This study considers a P and SV wave propagation pattern using input accelerations collected at Keddara station, located at 20 km from the epicenter, as it is located directly on the bedrock.A parametric study is conducted do derive the stochastic behavior of the peak ground acceleration and its response spectrum, the transfer function and the amplification factors. It is found that the soil height heterogeneity causes a widening of the frequency content and an increase in the fundamental frequency of the soil profile, indicating that the resonance phenomenon concerns a larger number of structures.« less
Coherent signal amplification in bistable nanomechanical oscillators by stochastic resonance
NASA Astrophysics Data System (ADS)
Badzey, Robert L.; Mohanty, Pritiraj
2005-10-01
Stochastic resonance is a counterintuitive concept: the addition of noise to a noisy system induces coherent amplification of its response. First suggested as a mechanism for the cyclic recurrence of ice ages, stochastic resonance has been seen in a wide variety of macroscopic physical systems: bistable ring lasers, superconducting quantum interference devices (SQUIDs), magnetoelastic ribbons and neurophysiological systems such as the receptors in crickets and crayfish. Although fundamentally important as a mechanism of coherent signal amplification, stochastic resonance has yet to be observed in nanoscale systems. Here we report the observation of stochastic resonance in bistable nanomechanical silicon oscillators. Our nanomechanical systems consist of beams that are clamped at each end and driven into transverse oscillation with the use of a radiofrequency source. Modulation of the source induces controllable switching of the beams between two stable, distinct states. We observe that the addition of white noise causes a marked amplification of the signal strength. Stochastic resonance in nanomechanical systems could have a function in the realization of controllable high-speed nanomechanical memory cells, and paves the way for exploring macroscopic quantum coherence and tunnelling.
Stochastic Cell Fate Progression in Embryonic Stem Cells
NASA Astrophysics Data System (ADS)
Zou, Ling-Nan; Doyle, Adele; Jang, Sumin; Ramanathan, Sharad
2013-03-01
Studies on the directed differentiation of embryonic stem (ES) cells suggest that some early developmental decisions may be stochastic in nature. To identify the sources of this stochasticity, we analyzed the heterogeneous expression of key transcription factors in single ES cells as they adopt distinct germ layer fates. We find that under sufficiently stringent signaling conditions, the choice of lineage is unambiguous. ES cells flow into differentiated fates via diverging paths, defined by sequences of transitional states that exhibit characteristic co-expression of multiple transcription factors. These transitional states have distinct responses to morphogenic stimuli; by sequential exposure to multiple signaling conditions, ES cells are steered towards specific fates. However, the rate at which cells travel down a developmental path is stochastic: cells exposed to the same signaling condition for the same amount of time can populate different states along the same path. The heterogeneity of cell states seen in our experiments therefore does not reflect the stochastic selection of germ layer fates, but the stochastic rate of progression along a chosen developmental path. Supported in part by the Jane Coffin Childs Fund
NASA Astrophysics Data System (ADS)
Hattaf, Khalid; Mahrouf, Marouane; Adnani, Jihad; Yousfi, Noura
2018-01-01
In this paper, we propose a stochastic delayed epidemic model with specific functional response. The time delay represents temporary immunity period, i.e., time from recovery to becoming susceptible again. We first show that the proposed model is mathematically and biologically well-posed. Moreover, the extinction of the disease and the persistence in the mean are established in the terms of a threshold value R0S which is smaller than the basic reproduction number R0 of the corresponding deterministic system.
ON NONSTATIONARY STOCHASTIC MODELS FOR EARTHQUAKES.
Safak, Erdal; Boore, David M.
1986-01-01
A seismological stochastic model for earthquake ground-motion description is presented. Seismological models are based on the physical properties of the source and the medium and have significant advantages over the widely used empirical models. The model discussed here provides a convenient form for estimating structural response by using random vibration theory. A commonly used random process for ground acceleration, filtered white-noise multiplied by an envelope function, introduces some errors in response calculations for structures whose periods are longer than the faulting duration. An alternate random process, filtered shot-noise process, eliminates these errors.
Mass sensing based on deterministic and stochastic responses of elastically coupled nanocantilevers.
Gil-Santos, Eduardo; Ramos, Daniel; Jana, Anirban; Calleja, Montserrat; Raman, Arvind; Tamayo, Javier
2009-12-01
Coupled nanomechanical systems and their entangled eigenstates offer unique opportunities for the detection of ultrasmall masses. In this paper we show theoretically and experimentally that the stochastic and deterministic responses of a pair of coupled nanocantilevers provide different and complementary information about the added mass of an analyte and its location. This method allows the sensitive detection of minute quantities of mass even in the presence of large initial differences in the active masses of the two cantilevers. Finally, we show the fundamental limits in mass detection of this sensing paradigm.
Superoleophobic Surfaces through Control of Sprayed-on Stochastic Topography (Pre-Print)
2012-05-01
Tuteja, A.; Choi, W.; McKinley, G. H.; Cohen, R. E.; Rubner, M. F., Design Parameters for Superhydrophobicity and Superoleophobicity. MRS Bull. 2008...Surfaces. Langmuir 2010, 26, 4027-4035. 5. Bhushan, B.; Jung, Y. C., Natural and biomimetic artificial surfaces for superhydrophobicity , self-cleaning...Mater. 2009, 21, 2190-2195. 9. Nosonovsky, M.; Bhushan, B., Superhydrophobic surfaces and emerging applications: Non- adhesion, energy, green
The radial electric field as a measure for field penetration of resonant magnetic perturbations
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
Stochastic Simulation Tool for Aerospace Structural Analysis
NASA Technical Reports Server (NTRS)
Knight, Norman F.; Moore, David F.
2006-01-01
Stochastic simulation refers to incorporating the effects of design tolerances and uncertainties into the design analysis model and then determining their influence on the design. A high-level evaluation of one such stochastic simulation tool, the MSC.Robust Design tool by MSC.Software Corporation, has been conducted. This stochastic simulation tool provides structural analysts with a tool to interrogate their structural design based on their mathematical description of the design problem using finite element analysis methods. This tool leverages the analyst's prior investment in finite element model development of a particular design. The original finite element model is treated as the baseline structural analysis model for the stochastic simulations that are to be performed. A Monte Carlo approach is used by MSC.Robust Design to determine the effects of scatter in design input variables on response output parameters. The tool was not designed to provide a probabilistic assessment, but to assist engineers in understanding cause and effect. It is driven by a graphical-user interface and retains the engineer-in-the-loop strategy for design evaluation and improvement. The application problem for the evaluation is chosen to be a two-dimensional shell finite element model of a Space Shuttle wing leading-edge panel under re-entry aerodynamic loading. MSC.Robust Design adds value to the analysis effort by rapidly being able to identify design input variables whose variability causes the most influence in response output parameters.
NASA Astrophysics Data System (ADS)
Uchidate, M.
2018-09-01
In this study, with the aim of establishing a systematic knowledge on the impact of summit extraction methods and stochastic model selection in rough contact analysis, the contact area ratio (A r /A a ) obtained by statistical contact models with different summit extraction methods was compared with a direct simulation using the boundary element method (BEM). Fifty areal topography datasets with different autocorrelation functions in terms of the power index and correlation length were used for investigation. The non-causal 2D auto-regressive model which can generate datasets with specified parameters was employed in this research. Three summit extraction methods, Nayak’s theory, 8-point analysis and watershed segmentation, were examined. With regard to the stochastic model, Bhushan’s model and BGT (Bush-Gibson-Thomas) model were applied. The values of A r /A a from the stochastic models tended to be smaller than BEM. The discrepancy between the Bhushan’s model with the 8-point analysis and BEM was slightly smaller than Nayak’s theory. The results with the watershed segmentation was similar to those with the 8-point analysis. The impact of the Wolf pruning on the discrepancy between the stochastic analysis and BEM was not very clear. In case of the BGT model which employs surface gradients, good quantitative agreement against BEM was obtained when the Nayak’s bandwidth parameter was large.
Shannon, Robin; Glowacki, David R
2018-02-15
The chemical master equation is a powerful theoretical tool for analyzing the kinetics of complex multiwell potential energy surfaces in a wide range of different domains of chemical kinetics spanning combustion, atmospheric chemistry, gas-surface chemistry, solution phase chemistry, and biochemistry. There are two well-established methodologies for solving the chemical master equation: a stochastic "kinetic Monte Carlo" approach and a matrix-based approach. In principle, the results yielded by both approaches are identical; the decision of which approach is better suited to a particular study depends on the details of the specific system under investigation. In this Article, we present a rigorous method for accelerating stochastic approaches by several orders of magnitude, along with a method for unbiasing the accelerated results to recover the "true" value. The approach we take in this paper is inspired by the so-called "boxed molecular dynamics" (BXD) method, which has previously only been applied to accelerate rare events in molecular dynamics simulations. Here we extend BXD to design a simple algorithmic strategy for accelerating rare events in stochastic kinetic simulations. Tests on a number of systems show that the results obtained using the BXD rare event strategy are in good agreement with unbiased results. To carry out these tests, we have implemented a kinetic Monte Carlo approach in MESMER, which is a cross-platform, open-source, and freely available master equation solver.
Enceladus Plume Structure and Time Variability: Comparison of Cassini Observations
Perry, Mark E.; Hansen, Candice J.; Waite, J. Hunter; Porco, Carolyn C.; Spencer, John R.; Howett, Carly J. A.
2017-01-01
Abstract During three low-altitude (99, 66, 66 km) flybys through the Enceladus plume in 2010 and 2011, Cassini's ion neutral mass spectrometer (INMS) made its first high spatial resolution measurements of the plume's gas density and distribution, detecting in situ the individual gas jets within the broad plume. Since those flybys, more detailed Imaging Science Subsystem (ISS) imaging observations of the plume's icy component have been reported, which constrain the locations and orientations of the numerous gas/grain jets. In the present study, we used these ISS imaging results, together with ultraviolet imaging spectrograph stellar and solar occultation measurements and modeling of the three-dimensional structure of the vapor cloud, to constrain the magnitudes, velocities, and time variability of the plume gas sources from the INMS data. Our results confirm a mixture of both low and high Mach gas emission from Enceladus' surface tiger stripes, with gas accelerated as fast as Mach 10 before escaping the surface. The vapor source fluxes and jet intensities/densities vary dramatically and stochastically, up to a factor 10, both spatially along the tiger stripes and over time between flyby observations. This complex spatial variability and dynamics may result from time-variable tidal stress fields interacting with subsurface fissure geometry and tortuosity beyond detectability, including changing gas pathways to the surface, and fluid flow and boiling in response evolving lithostatic stress conditions. The total plume gas source has 30% uncertainty depending on the contributions assumed for adiabatic and nonadiabatic gas expansion/acceleration to the high Mach emission. The overall vapor plume source rate exhibits stochastic time variability up to a factor ∼5 between observations, reflecting that found in the individual gas sources/jets. Key Words: Cassini at Saturn—Geysers—Enceladus—Gas dynamics—Icy satellites. Astrobiology 17, 926–940. PMID:28872900
Structural Reliability Using Probability Density Estimation Methods Within NESSUS
NASA Technical Reports Server (NTRS)
Chamis, Chrisos C. (Technical Monitor); Godines, Cody Ric
2003-01-01
A reliability analysis studies a mathematical model of a physical system taking into account uncertainties of design variables and common results are estimations of a response density, which also implies estimations of its parameters. Some common density parameters include the mean value, the standard deviation, and specific percentile(s) of the response, which are measures of central tendency, variation, and probability regions, respectively. Reliability analyses are important since the results can lead to different designs by calculating the probability of observing safe responses in each of the proposed designs. All of this is done at the expense of added computational time as compared to a single deterministic analysis which will result in one value of the response out of many that make up the density of the response. Sampling methods, such as monte carlo (MC) and latin hypercube sampling (LHS), can be used to perform reliability analyses and can compute nonlinear response density parameters even if the response is dependent on many random variables. Hence, both methods are very robust; however, they are computationally expensive to use in the estimation of the response density parameters. Both methods are 2 of 13 stochastic methods that are contained within the Numerical Evaluation of Stochastic Structures Under Stress (NESSUS) program. NESSUS is a probabilistic finite element analysis (FEA) program that was developed through funding from NASA Glenn Research Center (GRC). It has the additional capability of being linked to other analysis programs; therefore, probabilistic fluid dynamics, fracture mechanics, and heat transfer are only a few of what is possible with this software. The LHS method is the newest addition to the stochastic methods within NESSUS. Part of this work was to enhance NESSUS with the LHS method. The new LHS module is complete, has been successfully integrated with NESSUS, and been used to study four different test cases that have been proposed by the Society of Automotive Engineers (SAE). The test cases compare different probabilistic methods within NESSUS because it is important that a user can have confidence that estimates of stochastic parameters of a response will be within an acceptable error limit. For each response, the mean, standard deviation, and 0.99 percentile, are repeatedly estimated which allows confidence statements to be made for each parameter estimated, and for each method. Thus, the ability of several stochastic methods to efficiently and accurately estimate density parameters is compared using four valid test cases. While all of the reliability methods used performed quite well, for the new LHS module within NESSUS it was found that it had a lower estimation error than MC when they were used to estimate the mean, standard deviation, and 0.99 percentile of the four different stochastic responses. Also, LHS required a smaller amount of calculations to obtain low error answers with a high amount of confidence than MC. It can therefore be stated that NESSUS is an important reliability tool that has a variety of sound probabilistic methods a user can employ and the newest LHS module is a valuable new enhancement of the program.
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.
Behavioral Stochastic Resonance
NASA Astrophysics Data System (ADS)
Freund, Jan A.; Schimansky-Geier, Lutz; Beisner, Beatrix; Neiman, Alexander; Russell, David F.; Yakusheva, Tatyana; Moss, Frank
2001-03-01
Zooplankton emit weak electric fields into the surrounding water that originate from their own muscular activities associated with swimming and feeding. Juvenile paddlefish prey upon single zooplankton by detecting and tracking these weak electric signatures. The passive electric sense in the fish is provided by an elaborate array of electroreceptors, Ampullae Lorenzini, spread over the surface of an elongated rostrum. We have previously shown that the fish use stochastic resonance to enhance prey capture near the detection threshold of their sensory system. But stochastic resonance requires an external source of electrical noise in order to function. The required noise can be provided by a swarm of plankton, for example Daphnia. Thus juvenile paddlefish can detect and attack single Daphnia as outliers in the vicinity of the swarm by making use of noise from the swarm itself. From the power spectral density of the noise plus the weak signal from a single Daphnia we calculate the signal-to-noise ratio and the Fisher information at the surface of the paddlefish's rostrum. The results predict a specific attack pattern for the paddlefish that appears to be experimentally testable.
NASA Astrophysics Data System (ADS)
Kåver, Gereon; Lind, Bengt K.; Löf, Johan; Liander, Anders; Brahme, Anders
1999-12-01
The aim of the present work is to better account for the known uncertainties in radiobiological response parameters when optimizing radiation therapy. The radiation sensitivity of a specific patient is usually unknown beyond the expectation value and possibly the standard deviation that may be derived from studies on groups of patients. Instead of trying to find the treatment with the highest possible probability of a desirable outcome for a patient of average sensitivity, it is more desirable to maximize the expectation value of the probability for the desirable outcome over the possible range of variation of the radiation sensitivity of the patient. Such a stochastic optimization will also have to consider the distribution function of the radiation sensitivity and the larger steepness of the response for the individual patient. The results of stochastic optimization are also compared with simpler methods such as using biological response `margins' to account for the range of sensitivity variation. By using stochastic optimization, the absolute gain will typically be of the order of a few per cent and the relative improvement compared with non-stochastic optimization is generally less than about 10 per cent. The extent of this gain varies with the level of interpatient variability as well as with the difficulty and complexity of the case studied. Although the dose changes are rather small (<5 Gy) there is a strong desire to make treatment plans more robust, and tolerant of the likely range of variation of the radiation sensitivity of each individual patient. When more accurate predictive assays of the radiation sensitivity for each patient become available, the need to consider the range of variations can be reduced considerably.
Kim, Kyung Hyuk; Sauro, Herbert M
2015-01-01
This chapter introduces a computational analysis method for analyzing gene circuit dynamics in terms of modules while taking into account stochasticity, system nonlinearity, and retroactivity. (1) ANALOG ELECTRICAL CIRCUIT REPRESENTATION FOR GENE CIRCUITS: A connection between two gene circuit components is often mediated by a transcription factor (TF) and the connection signal is described by the TF concentration. The TF is sequestered to its specific binding site (promoter region) and regulates downstream transcription. This sequestration has been known to affect the dynamics of the TF by increasing its response time. The downstream effect-retroactivity-has been shown to be explicitly described in an electrical circuit representation, as an input capacitance increase. We provide a brief review on this topic. (2) MODULAR DESCRIPTION OF NOISE PROPAGATION: Gene circuit signals are noisy due to the random nature of biological reactions. The noisy fluctuations in TF concentrations affect downstream regulation. Thus, noise can propagate throughout the connected system components. This can cause different circuit components to behave in a statistically dependent manner, hampering a modular analysis. Here, we show that the modular analysis is still possible at the linear noise approximation level. (3) NOISE EFFECT ON MODULE INPUT-OUTPUT RESPONSE: We investigate how to deal with a module input-output response and its noise dependency. Noise-induced phenotypes are described as an interplay between system nonlinearity and signal noise. Lastly, we provide the comprehensive approach incorporating the above three analysis methods, which we call "stochastic modular analysis." This method can provide an analysis framework for gene circuit dynamics when the nontrivial effects of retroactivity, stochasticity, and nonlinearity need to be taken into account.
Phenotypic switching of populations of cells in a stochastic environment
NASA Astrophysics Data System (ADS)
Hufton, Peter G.; Lin, Yen Ting; Galla, Tobias
2018-02-01
In biology phenotypic switching is a common bet-hedging strategy in the face of uncertain environmental conditions. Existing mathematical models often focus on periodically changing environments to determine the optimal phenotypic response. We focus on the case in which the environment switches randomly between discrete states. Starting from an individual-based model we derive stochastic differential equations to describe the dynamics, and obtain analytical expressions for the mean instantaneous growth rates based on the theory of piecewise-deterministic Markov processes. We show that optimal phenotypic responses are non-trivial for slow and intermediate environmental processes, and systematically compare the cases of periodic and random environments. The best response to random switching is more likely to be heterogeneity than in the case of deterministic periodic environments, net growth rates tend to be higher under stochastic environmental dynamics. The combined system of environment and population of cells can be interpreted as host-pathogen interaction, in which the host tries to choose environmental switching so as to minimise growth of the pathogen, and in which the pathogen employs a phenotypic switching optimised to increase its growth rate. We discuss the existence of Nash-like mutual best-response scenarios for such host-pathogen games.
Neuronal spike-train responses in the presence of threshold noise.
Coombes, S; Thul, R; Laudanski, J; Palmer, A R; Sumner, C J
2011-03-01
The variability of neuronal firing has been an intense topic of study for many years. From a modelling perspective it has often been studied in conductance based spiking models with the use of additive or multiplicative noise terms to represent channel fluctuations or the stochastic nature of neurotransmitter release. Here we propose an alternative approach using a simple leaky integrate-and-fire model with a noisy threshold. Initially, we develop a mathematical treatment of the neuronal response to periodic forcing using tools from linear response theory and use this to highlight how a noisy threshold can enhance downstream signal reconstruction. We further develop a more general framework for understanding the responses to large amplitude forcing based on a calculation of first passage times. This is ideally suited to understanding stochastic mode-locking, for which we numerically determine the Arnol'd tongue structure. An examination of data from regularly firing stellate neurons within the ventral cochlear nucleus, responding to sinusoidally amplitude modulated pure tones, shows tongue structures consistent with these predictions and highlights that stochastic, as opposed to deterministic, mode-locking is utilised at the level of the single stellate cell to faithfully encode periodic stimuli.
NASA Astrophysics Data System (ADS)
Martínez-Casado, R.; Vega, J. L.; Sanz, A. S.; Miret-Artés, S.
2007-08-01
The study of diffusion and low-frequency vibrational motions of particles on metal surfaces is of paramount importance; it provides valuable information on the nature of the adsorbate-substrate and substrate-substrate interactions. In particular, the experimental broadening observed in the diffusive peak with increasing coverage is usually interpreted in terms of a dipole-dipole-like interaction among adsorbates via extensive molecular dynamics calculations within the Langevin framework. Here we present an alternative way to interpret this broadening by means of a purely stochastic description, namely the interacting single-adsorbate approximation, where two noise sources are considered: (1) a Gaussian white noise accounting for the surface friction and temperature, and (2) a white shot noise replacing the interaction potential between adsorbates. Standard Langevin numerical simulations for flat and corrugated surfaces (with a separable potential) illustrate the dynamics of Na atoms on a Cu(100) surface which fit fairly well to the analytical expressions issued from simple models (free particle and anharmonic oscillator) when the Gaussian approximation is assumed. A similar broadening is also expected for the frustrated translational mode peaks.
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.
On the Kolmogorov constant in stochastic turbulence models
NASA Astrophysics Data System (ADS)
Heinz, Stefan
2002-11-01
The Kolmogorov constant is fundamental in stochastic models of turbulence. To explain the reasons for observed variations of this quantity, it is calculated for two flows by various methods and data. Velocity fluctuations are considered as the sum of contributions due to anisotropy, acceleration fluctuations and stochastic forcing that is controlled by the Kolmogorov constant. It is shown that the effects of anisotropy and acceleration fluctuations are responsible for significant variations of the Kolmogorov constant. It is found near 2 for flows where anisotropy and acceleration fluctuations contribute to the energy budget, and near 6 if such contributions disappear.
On some stochastic formulations and related statistical moments of pharmacokinetic models.
Matis, J H; Wehrly, T E; Metzler, C M
1983-02-01
This paper presents the deterministic and stochastic model for a linear compartment system with constant coefficients, and it develops expressions for the mean residence times (MRT) and the variances of the residence times (VRT) for the stochastic model. The expressions are relatively simple computationally, involving primarily matrix inversion, and they are elegant mathematically, in avoiding eigenvalue analysis and the complex domain. The MRT and VRT provide a set of new meaningful response measures for pharmacokinetic analysis and they give added insight into the system kinetics. The new analysis is illustrated with an example involving the cholesterol turnover in rats.
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.
Chen, Jiao; Weihs, Daphne; Vermolen, Fred J
2018-04-01
Cell migration, known as an orchestrated movement of cells, is crucially important for wound healing, tumor growth, immune response as well as other biomedical processes. This paper presents a cell-based model to describe cell migration in non-isotropic fibrin networks around pancreatic tumor islets. This migration is determined by the mechanical strain energy density as well as cytokines-driven chemotaxis. Cell displacement is modeled by solving a large system of ordinary stochastic differential equations where the stochastic parts result from random walk. The stochastic differential equations are solved by the use of the classical Euler-Maruyama method. In this paper, the influence of anisotropic stromal extracellular matrix in pancreatic tumor islets on T-lymphocytes migration in different immune systems is investigated. As a result, tumor peripheral stromal extracellular matrix impedes the immune response of T-lymphocytes through changing direction of their migration.
The impact of short term synaptic depression and stochastic vesicle dynamics on neuronal variability
Reich, Steven
2014-01-01
Neuronal variability plays a central role in neural coding and impacts the dynamics of neuronal networks. Unreliability of synaptic transmission is a major source of neural variability: synaptic neurotransmitter vesicles are released probabilistically in response to presynaptic action potentials and are recovered stochastically in time. The dynamics of this process of vesicle release and recovery interacts with variability in the arrival times of presynaptic spikes to shape the variability of the postsynaptic response. We use continuous time Markov chain methods to analyze a model of short term synaptic depression with stochastic vesicle dynamics coupled with three different models of presynaptic spiking: one model in which the timing of presynaptic action potentials are modeled as a Poisson process, one in which action potentials occur more regularly than a Poisson process (sub-Poisson) and one in which action potentials occur more irregularly (super-Poisson). We use this analysis to investigate how variability in a presynaptic spike train is transformed by short term depression and stochastic vesicle dynamics to determine the variability of the postsynaptic response. We find that sub-Poisson presynaptic spiking increases the average rate at which vesicles are released, that the number of vesicles released over a time window is more variable for smaller time windows than larger time windows and that fast presynaptic spiking gives rise to Poisson-like variability of the postsynaptic response even when presynaptic spike times are non-Poisson. Our results complement and extend previously reported theoretical results and provide possible explanations for some trends observed in recorded data. PMID:23354693
Application of an NLME-Stochastic Deconvolution Approach to Level A IVIVC Modeling.
Kakhi, Maziar; Suarez-Sharp, Sandra; Shepard, Terry; Chittenden, Jason
2017-07-01
Stochastic deconvolution is a parameter estimation method that calculates drug absorption using a nonlinear mixed-effects model in which the random effects associated with absorption represent a Wiener process. The present work compares (1) stochastic deconvolution and (2) numerical deconvolution, using clinical pharmacokinetic (PK) data generated for an in vitro-in vivo correlation (IVIVC) study of extended release (ER) formulations of a Biopharmaceutics Classification System class III drug substance. The preliminary analysis found that numerical and stochastic deconvolution yielded superimposable fraction absorbed (F abs ) versus time profiles when supplied with exactly the same externally determined unit impulse response parameters. In a separate analysis, a full population-PK/stochastic deconvolution was applied to the clinical PK data. Scenarios were considered in which immediate release (IR) data were either retained or excluded to inform parameter estimation. The resulting F abs profiles were then used to model level A IVIVCs. All the considered stochastic deconvolution scenarios, and numerical deconvolution, yielded on average similar results with respect to the IVIVC validation. These results could be achieved with stochastic deconvolution without recourse to IR data. Unlike numerical deconvolution, this also implies that in crossover studies where certain individuals do not receive an IR treatment, their ER data alone can still be included as part of the IVIVC analysis. Published by Elsevier Inc.
Bidirectional Classical Stochastic Processes with Measurements and Feedback
NASA Technical Reports Server (NTRS)
Hahne, G. E.
2005-01-01
A measurement on a quantum system is said to cause the "collapse" of the quantum state vector or density matrix. An analogous collapse occurs with measurements on a classical stochastic process. This paper addresses the question of describing the response of a classical stochastic process when there is feedback from the output of a measurement to the input, and is intended to give a model for quantum-mechanical processes that occur along a space-like reaction coordinate. The classical system can be thought of in physical terms as two counterflowing probability streams, which stochastically exchange probability currents in a way that the net probability current, and hence the overall probability, suitably interpreted, is conserved. The proposed formalism extends the . mathematics of those stochastic processes describable with linear, single-step, unidirectional transition probabilities, known as Markov chains and stochastic matrices. It is shown that a certain rearrangement and combination of the input and output of two stochastic matrices of the same order yields another matrix of the same type. Each measurement causes the partial collapse of the probability current distribution in the midst of such a process, giving rise to calculable, but non-Markov, values for the ensuing modification of the system's output probability distribution. The paper concludes with an analysis of a classical probabilistic version of the so-called grandfather paradox.
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
On the statistical mechanics of the 2D stochastic Euler equation
NASA Astrophysics Data System (ADS)
Bouchet, Freddy; Laurie, Jason; Zaboronski, Oleg
2011-12-01
The dynamics of vortices and large scale structures is qualitatively very different in two dimensional flows compared to its three dimensional counterparts, due to the presence of multiple integrals of motion. These are believed to be responsible for a variety of phenomena observed in Euler flow such as the formation of large scale coherent structures, the existence of meta-stable states and random abrupt changes in the topology of the flow. In this paper we study stochastic dynamics of the finite dimensional approximation of the 2D Euler flow based on Lie algebra su(N) which preserves all integrals of motion. In particular, we exploit rich algebraic structure responsible for the existence of Euler's conservation laws to calculate the invariant measures and explore their properties and also study the approach to equilibrium. Unexpectedly, we find deep connections between equilibrium measures of finite dimensional su(N) truncations of the stochastic Euler equations and random matrix models. Our work can be regarded as a preparation for addressing the questions of large scale structures, meta-stability and the dynamics of random transitions between different flow topologies in stochastic 2D Euler flows.
High-throughput stochastic tensile performance of additively manufactured stainless steel
Salzbrenner, Bradley C.; Rodelas, Jeffrey M.; Madison, Jonathan D.; ...
2016-10-29
An adage within the Additive Manufacturing (AM) community is that “complexity is free”. Complicated geometric features that normally drive manufacturing cost and limit design options are not typically problematic in AM. While geometric complexity is usually viewed from the perspective of part design, this advantage of AM also opens up new options in rapid, efficient material property evaluation and qualification. In the current work, an array of 100 miniature tensile bars are produced and tested for a comparable cost and in comparable time to a few conventional tensile bars. With this technique, it is possible to evaluate the stochastic naturemore » of mechanical behavior. The current study focuses on stochastic yield strength, ultimate strength, and ductility as measured by strain at failure (elongation). However, this method can be used to capture the statistical nature of many mechanical properties including the full stress-strain constitutive response, elastic modulus, work hardening, and fracture toughness. Moreover, the technique could extend to strain-rate and temperature dependent behavior. As a proof of concept, the technique is demonstrated on a precipitation hardened stainless steel alloy, commonly known as 17-4PH, produced by two commercial AM vendors using a laser powder bed fusion process, also commonly known as selective laser melting. Using two different commercial powder bed platforms, the vendors produced material that exhibited slightly lower strength and markedly lower ductility compared to wrought sheet. Moreover, the properties were much less repeatable in the AM materials as analyzed in the context of a Weibull distribution, and the properties did not consistently meet minimum allowable requirements for the alloy as established by AMS. The diminished, stochastic properties were examined in the context of major contributing factors such as surface roughness and internal lack-of-fusion porosity. Lastly, this high-throughput capability is expected to be useful for follow-on extensive parametric studies of factors that affect the statistical reliability of AM components.« less
High-throughput stochastic tensile performance of additively manufactured stainless steel
DOE Office of Scientific and Technical Information (OSTI.GOV)
Salzbrenner, Bradley C.; Rodelas, Jeffrey M.; Madison, Jonathan D.
An adage within the Additive Manufacturing (AM) community is that “complexity is free”. Complicated geometric features that normally drive manufacturing cost and limit design options are not typically problematic in AM. While geometric complexity is usually viewed from the perspective of part design, this advantage of AM also opens up new options in rapid, efficient material property evaluation and qualification. In the current work, an array of 100 miniature tensile bars are produced and tested for a comparable cost and in comparable time to a few conventional tensile bars. With this technique, it is possible to evaluate the stochastic naturemore » of mechanical behavior. The current study focuses on stochastic yield strength, ultimate strength, and ductility as measured by strain at failure (elongation). However, this method can be used to capture the statistical nature of many mechanical properties including the full stress-strain constitutive response, elastic modulus, work hardening, and fracture toughness. Moreover, the technique could extend to strain-rate and temperature dependent behavior. As a proof of concept, the technique is demonstrated on a precipitation hardened stainless steel alloy, commonly known as 17-4PH, produced by two commercial AM vendors using a laser powder bed fusion process, also commonly known as selective laser melting. Using two different commercial powder bed platforms, the vendors produced material that exhibited slightly lower strength and markedly lower ductility compared to wrought sheet. Moreover, the properties were much less repeatable in the AM materials as analyzed in the context of a Weibull distribution, and the properties did not consistently meet minimum allowable requirements for the alloy as established by AMS. The diminished, stochastic properties were examined in the context of major contributing factors such as surface roughness and internal lack-of-fusion porosity. Lastly, this high-throughput capability is expected to be useful for follow-on extensive parametric studies of factors that affect the statistical reliability of AM components.« less
The stochastic dance of early HIV infection
NASA Astrophysics Data System (ADS)
Merrill, Stephen J.
2005-12-01
The stochastic nature of early HIV infection is described in a series of models, each of which captures aspects of the dance of HIV during the early stages of infection. It is to this highly variable target that the immune response must respond. The adaptability of the various components of the immune response is an important aspect of the system's operation, as the nature of the pathogens that the response will be required to respond to and the order in which those responses must be made cannot be known beforehand. As HIV infection has direct influence over cells responsible for the immune response, the dance predicts that the immune response will be also in a variable state of readiness and capability for this task of adaptation. The description of the stochastic dance of HIV here will use the tools of stochastic models, and for the most part, simulation. The justification for this approach is that the early stages and the development of HIV diversity require that the model to be able to describe both individual sample path and patient-to-patient variability. In addition, as early viral dynamics are best described using branching processes, the explosive growth of these models both predicts high variability and rapid response of HIV to changes in system parameters.In this paper, a basic viral growth model based on a time dependent continuous-time branching process is used to describe the growth of HIV infected cells in the macrophage and lymphocyte populations. Immigration from the reservoir population is added to the basic model to describe the incubation time distribution. This distribution is deduced directly from the modeling assumptions and the model of viral growth. A system of two branching processes, one in the infected macrophage population and one in the infected lymphocyte population is used to provide a description of the relationship between the development of HIV diversity as it relates to tropism (host cell preference). The role of the immune response to HIV and HIV infected cells is used to describe the movement of the infection from a few infected macrophages to a disease of infected CD4+ T lymphocytes.
Training for Defense? From Stochastic Traits to Synchrony in Giant Honey Bees (Apis dorsata).
Weihmann, Frank; Hoetzl, Thomas; Kastberger, Gerald
2012-08-30
In Giant Honey Bees, abdomen flipping happens in a variety of contexts. It can be either synchronous or cascaded, such as in the collective defense traits of shimmering and rearing-up, or it can happen as single-agent behavior. Abdomen flipping is also involved in flickering behavior, which occurs regularly under quiescent colony state displaying singular or collective traits, with stochastic, and (semi-) synchronized properties. It presumably acts via visual, mechanoceptive, and pheromonal pathways and its goals are still unknown. This study questions whether flickering is preliminary to shimmering which is subject of the fs (flickering-shimmering)-transition hypothesis? We tested the respective prediction that trigger sites (ts) at the nest surface (where shimmering waves had been generated) show higher flickering activity than the alternative non-trigger sites (nts). We measured the flickering activity of ts- and nts-surface bees from two experimental nests, before and after the colony had been aroused by a dummy wasp. Arousal increased rate and intensity of the flickering activity of both ts- and nts cohorts (P < 0.05), whereby the flickering intensity of ts-bees were higher than that of nts-bees (P < 0.05). Under arousal, the colonies also increased the number of flickering-active ts- and nts-cohorts (P < 0.05). This provides evidence that cohorts which are specialist at launching shimmering waves are found across the quiescent nest zone. It also proves that arousal may reinforce the responsiveness of quiescent curtain bees for participating in shimmering, practically by recruiting additional trigger site bees for expanding repetition of rate and intensity of shimmering waves. This finding confirms the fs-transition hypothesis and constitutes evidence that flickering is part of a basal colony-intrinsic information system. Furthermore, the findings disprove that the muscle activity associated with flickering would heat up the surface bees. Hence, surface bees are not actively contributing to thermoregulation.
Training for Defense? From Stochastic Traits to Synchrony in Giant Honey Bees (Apis dorsata)
Weihmann, Frank; Hoetzl, Thomas; Kastberger, Gerald
2012-01-01
In Giant Honey Bees, abdomen flipping happens in a variety of contexts. It can be either synchronous or cascaded, such as in the collective defense traits of shimmering and rearing-up, or it can happen as single-agent behavior. Abdomen flipping is also involved in flickering behavior, which occurs regularly under quiescent colony state displaying singular or collective traits, with stochastic, and (semi-) synchronized properties. It presumably acts via visual, mechanoceptive, and pheromonal pathways and its goals are still unknown. This study questions whether flickering is preliminary to shimmering which is subject of the fs (flickering-shimmering)-transition hypothesis? We tested the respective prediction that trigger sites (ts) at the nest surface (where shimmering waves had been generated) show higher flickering activity than the alternative non-trigger sites (nts). We measured the flickering activity of ts- and nts-surface bees from two experimental nests, before and after the colony had been aroused by a dummy wasp. Arousal increased rate and intensity of the flickering activity of both ts- and nts cohorts (P < 0.05), whereby the flickering intensity of ts-bees were higher than that of nts-bees (P < 0.05). Under arousal, the colonies also increased the number of flickering-active ts- and nts-cohorts (P < 0.05). This provides evidence that cohorts which are specialist at launching shimmering waves are found across the quiescent nest zone. It also proves that arousal may reinforce the responsiveness of quiescent curtain bees for participating in shimmering, practically by recruiting additional trigger site bees for expanding repetition of rate and intensity of shimmering waves. This finding confirms the fs-transition hypothesis and constitutes evidence that flickering is part of a basal colony-intrinsic information system. Furthermore, the findings disprove that the muscle activity associated with flickering would heat up the surface bees. Hence, surface bees are not actively contributing to thermoregulation. PMID:26466631
Investigation of the stochastic nature of solar radiation for renewable resources management
NASA Astrophysics Data System (ADS)
Koudouris, Giannis; Dimitriadis, Panayiotis; Iliopoulou, Theano; Mamasis, Nikos; Koutsoyiannis, Demetris
2017-04-01
A detailed investigation of the variability of solar radiation can be proven useful towards more efficient and sustainable design of renewable resources systems. This variability is mainly caused from the regular seasonal and diurnal variation, as well as its stochastic nature of the atmospheric processes, i.e. sunshine duration. In this context, we analyze numerous observations in Greece (Hellenic National Meteorological Service; http://www.hnms.gr/) and around the globe (NASA SSE - Surface meteorology and Solar Energy; http://www.soda-pro.com/web-services/radiation/nasa-sse) and we investigate the long-term behaviour and double periodicity of the solar radiation process. Also, we apply a parsimonious double-cyclostationary stochastic model to a theoretical scenario of solar energy production for an island in the Aegean Sea. Acknowledgement: This research is conducted within the frame of the undergraduate course "Stochastic Methods in Water Resources" of the National Technical University of Athens (NTUA). The School of Civil Engineering of NTUA provided moral support for the participation of the students in the Assembly.
NASA Astrophysics Data System (ADS)
Wang, Yan; Jiang, Daqing; Alsaedi, Ahmed; Hayat, Tasawar
2018-07-01
A stochastic HIV viral model with both logistic target cell growth and nonlinear immune response function is formulated to investigate the effect of white noise on each population. The existence of the global solution is verified. By employing a novel combination of Lyapunov functions, we obtain the existence of the unique stationary distribution for small white noises. We also derive the extinction of the virus for large white noises. Numerical simulations are performed to highlight the effect of white noises on model dynamic behaviour under the realistic parameters. It is found that the small intensities of white noises can keep the irregular blips of HIV virus and CTL immune response, while the larger ones force the virus infection and immune response to lose efficacy.
Optimal chemotactic responses in stochastic environments
Godány, Martin
2017-01-01
Although the “adaptive” strategy used by Escherichia coli has dominated our understanding of bacterial chemotaxis, the environmental conditions under which this strategy emerged is still poorly understood. In this work, we study the performance of various chemotactic strategies under a range of stochastic time- and space-varying attractant distributions in silico. We describe a novel “speculator” response in which the bacterium compare the current attractant concentration to the long-term average; if it is higher then they tumble persistently, while if it is lower than the average, bacteria swim away in search of more favorable conditions. We demonstrate how this response explains the experimental behavior of aerobically-grown Rhodobacter sphaeroides and that under spatially complex but slowly-changing nutrient conditions the speculator response is as effective as the adaptive strategy of E. coli. PMID:28644830
Efficient Simulation of Tropical Cyclone Pathways with Stochastic Perturbations
NASA Astrophysics Data System (ADS)
Webber, R.; Plotkin, D. A.; Abbot, D. S.; Weare, J.
2017-12-01
Global Climate Models (GCMs) are known to statistically underpredict intense tropical cyclones (TCs) because they fail to capture the rapid intensification and high wind speeds characteristic of the most destructive TCs. Stochastic parametrization schemes have the potential to improve the accuracy of GCMs. However, current analysis of these schemes through direct sampling is limited by the computational expense of simulating a rare weather event at fine spatial gridding. The present work introduces a stochastically perturbed parametrization tendency (SPPT) scheme to increase simulated intensity of TCs. We adapt the Weighted Ensemble algorithm to simulate the distribution of TCs at a fraction of the computational effort required in direct sampling. We illustrate the efficiency of the SPPT scheme by comparing simulations at different spatial resolutions and stochastic parameter regimes. Stochastic parametrization and rare event sampling strategies have great potential to improve TC prediction and aid understanding of tropical cyclogenesis. Since rising sea surface temperatures are postulated to increase the intensity of TCs, these strategies can also improve predictions about climate change-related weather patterns. The rare event sampling strategies used in the current work are not only a novel tool for studying TCs, but they may also be applied to sampling any range of extreme weather events.
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.
Morphological effects on sensitivity of heterogeneous energetic materials
NASA Astrophysics Data System (ADS)
Roy, Sidhartha; Rai, Nirmal; Sen, Oishik; Udaykumar, H. S.
2017-06-01
The mesoscale physical response under shock loading in heterogeneous energetics is inherently linked to the microstructural characteristics. The current work demonstrates the connection between the microstructural features of porous energetic material and its sensitivity. A unified levelset based framework is developed to characterize the microstructures of a given sample. Several morphological metrics describing the mesoscale geometry of the materials are extracted using the current tool including anisotropy, tortuosity, surface to volume, nearest neighbors, size and curvature distributions. The relevant metrics among the ones extracted are identified and correlated to the mesoscale response of the energetic materials under shock loading. Two classes of problems are considered here: (a) field of idealized voids embedded in the HMX material and (b) real samples of pressed HMX. The effects of stochasticity associated with void arrangements on the sensitivity of the energetic material samples are shown. In summary, this work demonstrates the relationship between the mesoscale morphology and shock response of heterogeneous energetic materials using a levelset based framework.
NASA Astrophysics Data System (ADS)
Zheng, Y.; Wu, B.; Wu, X.
2015-12-01
Integrated hydrological models (IHMs) consider surface water and subsurface water as a unified system, and have been widely adopted in basin-scale water resources studies. However, due to IHMs' mathematical complexity and high computational cost, it is difficult to implement them in an iterative model evaluation process (e.g., Monte Carlo Simulation, simulation-optimization analysis, etc.), which diminishes their applicability for supporting decision-making in real-world situations. Our studies investigated how to effectively use complex IHMs to address real-world water issues via surrogate modeling. Three surrogate modeling approaches were considered, including 1) DYCORS (DYnamic COordinate search using Response Surface models), a well-established response surface-based optimization algorithm; 2) SOIM (Surrogate-based Optimization for Integrated surface water-groundwater Modeling), a response surface-based optimization algorithm that we developed specifically for IHMs; and 3) Probabilistic Collocation Method (PCM), a stochastic response surface approach. Our investigation was based on a modeling case study in the Heihe River Basin (HRB), China's second largest endorheic river basin. The GSFLOW (Coupled Ground-Water and Surface-Water Flow Model) model was employed. Two decision problems were discussed. One is to optimize, both in time and in space, the conjunctive use of surface water and groundwater for agricultural irrigation in the middle HRB region; and the other is to cost-effectively collect hydrological data based on a data-worth evaluation. Overall, our study results highlight the value of incorporating an IHM in making decisions of water resources management and hydrological data collection. An IHM like GSFLOW can provide great flexibility to formulating proper objective functions and constraints for various optimization problems. On the other hand, it has been demonstrated that surrogate modeling approaches can pave the path for such incorporation in real-world situations, since they can dramatically reduce the computational cost of using IHMs in an iterative model evaluation process. In addition, our studies generated insights into the human-nature water conflicts in the specific study area and suggested potential solutions to address them.
Hydrologic Response to Climatic and Vegetation Change in an Extreme Alpine Environment
NASA Astrophysics Data System (ADS)
Livneh, B.; Badger, A.; Molotch, N. P.; Bueno de Mesquita, C.; Suding, K.
2016-12-01
Mountain hydrology and ecology are uniquely sensitive to climate change. This presentation will examine how changes in climate have altered land cover and hydrology in the Green Lakes Valley, an alpine catchment for which approximately 80% of the annual precipitation ( 950 mm/yr) falls as snow. In these environments vegetation has two way interaction with hydrology: its distribution is driven by patterns of snowpack and water availability while it functions to modulate hydrologic responses by alterating land-atmosphere interaction. Long-term climate trends indicate warming, earlier snowmelt, and longer snow-free growing seasons. High-resolution aerial photography from 1972 and 2008 identified vegetation encroachment as shrubs and trees have increased in vigor and density in the tundra, while herbaceous tundra plants have colonized high-elevation bare ground. To understand modulations to physical hydrology from climate and biophysical responses, we apply a 20-m resolution fully-distributed hydrologic model. Through the use of observed meteorology (radiation, humidity, temperature and precipitation) an hourly climatology was created. Realizations from a stochastic ensemble of this climatology together with trends from long-term observations are used to characterize historical hydrologic response and project future changes. Through temperature and precipitation change experiments, alterations to the annual water cycle are presented—indicating the importance of annual snowpack evolution on both the surface and sub-surface hydrology, particularly through seasonal water storage. Probabilistic land cover change scenarios are developed that project how further vegetation encroachment modulates surface water fluxes and sediment yields. Lastly, the context of these results are compared with hydrometeorological research from other differing alpine and ecological regions.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Zhu, Z. W., E-mail: zhuzhiwen@tju.edu.cn; Li, X. M., E-mail: lixinmiaotju@163.com; Xu, J., E-mail: xujia-ld@163.com
A kind of magnetic shape memory alloy (MSMA) microgripper is proposed in this paper, and its nonlinear dynamic characteristics are studied when the stochastic perturbation is considered. Nonlinear differential items are introduced to explain the hysteretic phenomena of MSMA, and the constructive relationships among strain, stress, and magnetic field intensity are obtained by the partial least-square regression method. The nonlinear dynamic model of a MSMA microgripper subjected to in-plane stochastic excitation is developed. The stationary probability density function of the system’s response is obtained, the transition sets of the system are determined, and the conditions of stochastic bifurcation are obtained.more » The homoclinic and heteroclinic orbits of the system are given, and the boundary of the system’s safe basin is obtained by stochastic Melnikov integral method. The numerical and experimental results show that the system’s motion depends on its parameters, and stochastic Hopf bifurcation appears in the variation of the parameters; the area of the safe basin decreases with the increase of the stochastic excitation, and the boundary of the safe basin becomes fractal. The results of this paper are helpful for the application of MSMA microgripper in engineering fields.« less
Spatially heterogeneous stochasticity and the adaptive diversification of dormancy.
Rajon, E; Venner, S; Menu, F
2009-10-01
Diversified bet-hedging, a strategy that leads several individuals with the same genotype to express distinct phenotypes in a given generation, is now well established as a common evolutionary response to environmental stochasticity. Life-history traits defined as diversified bet-hedging (e.g. germination or diapause strategies) display marked differences between populations in spatial proximity. In order to find out whether such differences can be explained by local adaptations to spatially heterogeneous environmental stochasticity, we explored the evolution of bet-hedging dormancy strategies in a metapopulation using a two-patch model with patch differences in stochastic juvenile survival. We found that spatial differences in the level of environmental stochasticity, restricted dispersal, increased fragmentation and intermediate survival during dormancy all favour the adaptive diversification of bet-hedging dormancy strategies. Density dependency also plays a major role in the diversification of dormancy strategies because: (i) it may interact locally with environmental stochasticity and amplify its effects; however, (ii) it can also generate chaotic population dynamics that may impede diversification. Our work proposes new hypotheses to explain the spatial patterns of bet-hedging strategies that we hope will encourage new empirical studies of this topic.
Adaptive logical stochastic resonance in time-delayed synthetic genetic networks
NASA Astrophysics Data System (ADS)
Zhang, Lei; Zheng, Wenbin; Song, Aiguo
2018-04-01
In the paper, the concept of logical stochastic resonance is applied to implement logic operation and latch operation in time-delayed synthetic genetic networks derived from a bacteriophage λ. Clear logic operation and latch operation can be obtained when the network is tuned by modulated periodic force and time-delay. In contrast with the previous synthetic genetic networks based on logical stochastic resonance, the proposed system has two advantages. On one hand, adding modulated periodic force to the background noise can increase the length of the optimal noise plateau of obtaining desired logic response and make the system adapt to varying noise intensity. On the other hand, tuning time-delay can extend the optimal noise plateau to larger range. The result provides possible help for designing new genetic regulatory networks paradigm based on logical stochastic resonance.
NASA Astrophysics Data System (ADS)
Shimizu, K.; von Storch, J. S.; Haak, H.; Nakayama, K.; Marotzke, J.
2014-12-01
Surface wind stress is considered to be an important forcing of the seasonal and interannual variability of Atlantic Meridional Overturning Circulation (AMOC) volume transports. A recent study showed that even linear response to wind forcing captures observed features of the mean seasonal cycle. However, the study did not assess the contribution of wind-driven linear response in realistic conditions against the RAPID/MOCHA array observation or Ocean General Circulation Model (OGCM) simulations, because it applied a linear two-layer model to the Atlantic assuming constant upper layer thickness and density difference across the interface. Here, we quantify the contribution of wind-driven linear response to the seasonal and interannual variability of AMOC transports by comparing wind-driven linear simulations under realistic continuous stratification against the RAPID observation and OCGM (MPI-OM) simulations with 0.4º resolution (TP04) and 0.1º resolution (STORM). All the linear and MPI-OM simulations capture more than 60% of the variance in the observed mean seasonal cycle of the Upper Mid-Ocean (UMO) and Florida Strait (FS) transports, two components of the upper branch of the AMOC. The linear and TP04 simulations also capture 25-40% of the variance in the observed transport time series between Apr 2004 and Oct 2012; the STORM simulation does not capture the observed variance because of the stochastic signal in both datasets. Comparison of half-overlapping 12-month-long segments reveals some periods when the linear and TP04 simulations capture 40-60% of the observed variance, as well as other periods when the simulations capture only 0-20% of the variance. These results show that wind-driven linear response is a major contributor to the seasonal and interannual variability of the UMO and FS transports, and that its contribution varies in an interannual timescale, probably due to the variability of stochastic processes.
Toward Control of Universal Scaling in Critical Dynamics
2016-01-27
program that aims to synergistically combine two powerful and very successful theories for non-linear stochastic dynamics of cooperative multi...RESPONSIBLE PERSON 19b. TELEPHONE NUMBER Uwe Tauber Uwe C. T? uber , Michel Pleimling, Daniel J. Stilwell 611102 c. THIS PAGE The public reporting burden...to synergistically combine two powerful and very successful theories for non-linear stochastic dynamics of cooperative multi-component systems, namely
A Note on Stochastic Ordering of the Latent Trait Using the Sum of Polytomous Item Scores
ERIC Educational Resources Information Center
van der Ark, L. Andries; Bergsma, Wicher P.
2010-01-01
In contrast to dichotomous item response theory (IRT) models, most well-known polytomous IRT models do not imply stochastic ordering of the latent trait by the total test score (SOL). This has been thought to make the ordering of respondents on the latent trait using the total test score questionable and throws doubt on the justifiability of using…
Decentralized stochastic control
NASA Technical Reports Server (NTRS)
Speyer, J. L.
1980-01-01
Decentralized stochastic control is characterized by being decentralized in that the information to one controller is not the same as information to another controller. The system including the information has a stochastic or uncertain component. This complicates the development of decision rules which one determines under the assumption that the system is deterministic. The system is dynamic which means the present decisions affect future system responses and the information in the system. This circumstance presents a complex problem where tools like dynamic programming are no longer applicable. These difficulties are discussed from an intuitive viewpoint. Particular assumptions are introduced which allow a limited theory which produces mechanizable affine decision rules.
Point-source stochastic-method simulations of ground motions for the PEER NGA-East Project
Boore, David
2015-01-01
Ground-motions for the PEER NGA-East project were simulated using a point-source stochastic method. The simulated motions are provided for distances between of 0 and 1200 km, M from 4 to 8, and 25 ground-motion intensity measures: peak ground velocity (PGV), peak ground acceleration (PGA), and 5%-damped pseudoabsolute response spectral acceleration (PSA) for 23 periods ranging from 0.01 s to 10.0 s. Tables of motions are provided for each of six attenuation models. The attenuation-model-dependent stress parameters used in the stochastic-method simulations were derived from inversion of PSA data from eight earthquakes in eastern North America.
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.
On the intrinsic timescales of temporal variability in measurements of the surface solar radiation
NASA Astrophysics Data System (ADS)
Bengulescu, Marc; Blanc, Philippe; Wald, Lucien
2018-01-01
This study is concerned with the intrinsic temporal scales of the variability in the surface solar irradiance (SSI). The data consist of decennial time series of daily means of the SSI obtained from high-quality measurements of the broadband solar radiation impinging on a horizontal plane at ground level, issued from different Baseline Surface Radiation Network (BSRN) ground stations around the world. First, embedded oscillations sorted in terms of increasing timescales of the data are extracted by empirical mode decomposition (EMD). Next, Hilbert spectral analysis is applied to obtain an amplitude-modulation-frequency-modulation (AM-FM) representation of the data. The time-varying nature of the characteristic timescales of variability, along with the variations in the signal intensity, are thus revealed. A novel, adaptive null hypothesis based on the general statistical characteristics of noise is employed in order to discriminate between the different features of the data, those that have a deterministic origin and those being realizations of various stochastic processes. The data have a significant spectral peak corresponding to the yearly variability cycle and feature quasi-stochastic high-frequency variability components, irrespective of the geographical location or of the local climate. Moreover, the amplitude of this latter feature is shown to be modulated by variations in the yearly cycle, which is indicative of nonlinear multiplicative cross-scale couplings. The study has possible implications on the modeling and the forecast of the surface solar radiation, by clearly discriminating the deterministic from the quasi-stochastic character of the data, at different local timescales.
A Stochastic Multi-Media Model of Microbial Transport in Watersheds
NASA Astrophysics Data System (ADS)
Yeghiazarian, L.; Safwat, A.; Whiteaker, T.; Teklitz, A.; Nietch, C.; Maidment, D. R.; Best, E. P.
2012-12-01
Fecal contamination is the leading cause of surface-water impairment in the US, and fecal pathogens are capable of triggering massive outbreaks of gastrointestinal disease. The difficulty in prediction of water contamination has its roots in the stochastic variability of fecal pathogens in the environment, and in the complexity of microbial dynamics and interactions on the soil surface and in water. To address these challenges, we have developed a stochastic model whereby the transport of microorganisms in watersheds is considered in two broad categories: microorganisms that are attached to mineral or organic substrates in suspended sediment; and unattached microorganisms suspended in overland flow. The interactions of microorganisms with soil particles on the soil surface and in the overland flow lead to transitions of microorganisms between solid and aqueous media. The strength of attachment of microorganisms to soil particles is determined by the chemical characteristics of soils which are highly correlated with the particle size. The particle size class distribution in the suspended sediment is predicted by the Water Erosion Prediction Project (WEPP). The model is integrated with ArcGIS, resulting in a general transport-modeling framework applicable to a variety of biological and chemical surface water contaminants. Simulations are carried out for a case study of contaminant transport in the East Fork Little Miami River Watershed in Ohio. Model results include the spatial probability distribution of microbes in the watershed and can be used for assessment of (1) mechanisms dominating microbial transport, and (2) time and location of highest likelihood of microbial occurrence, thus yielding information on best water sampling strategies.
NASA Astrophysics Data System (ADS)
Witteveen, Jeroen A. S.; Bijl, Hester
2009-10-01
The Unsteady Adaptive Stochastic Finite Elements (UASFE) method resolves the effect of randomness in numerical simulations of single-mode aeroelastic responses with a constant accuracy in time for a constant number of samples. In this paper, the UASFE framework is extended to multi-frequency responses and continuous structures by employing a wavelet decomposition pre-processing step to decompose the sampled multi-frequency signals into single-frequency components. The effect of the randomness on the multi-frequency response is then obtained by summing the results of the UASFE interpolation at constant phase for the different frequency components. Results for multi-frequency responses and continuous structures show a three orders of magnitude reduction of computational costs compared to crude Monte Carlo simulations in a harmonically forced oscillator, a flutter panel problem, and the three-dimensional transonic AGARD 445.6 wing aeroelastic benchmark subject to random fields and random parameters with various probability distributions.
NASA Astrophysics Data System (ADS)
Eichhorn, Ralf; Aurell, Erik
2014-04-01
'Stochastic thermodynamics as a conceptual framework combines the stochastic energetics approach introduced a decade ago by Sekimoto [1] with the idea that entropy can consistently be assigned to a single fluctuating trajectory [2]'. This quote, taken from Udo Seifert's [3] 2008 review, nicely summarizes the basic ideas behind stochastic thermodynamics: for small systems, driven by external forces and in contact with a heat bath at a well-defined temperature, stochastic energetics [4] defines the exchanged work and heat along a single fluctuating trajectory and connects them to changes in the internal (system) energy by an energy balance analogous to the first law of thermodynamics. Additionally, providing a consistent definition of trajectory-wise entropy production gives rise to second-law-like relations and forms the basis for a 'stochastic thermodynamics' along individual fluctuating trajectories. In order to construct meaningful concepts of work, heat and entropy production for single trajectories, their definitions are based on the stochastic equations of motion modeling the physical system of interest. Because of this, they are valid even for systems that are prevented from equilibrating with the thermal environment by external driving forces (or other sources of non-equilibrium). In that way, the central notions of equilibrium thermodynamics, such as heat, work and entropy, are consistently extended to the non-equilibrium realm. In the (non-equilibrium) ensemble, the trajectory-wise quantities acquire distributions. General statements derived within stochastic thermodynamics typically refer to properties of these distributions, and are valid in the non-equilibrium regime even beyond the linear response. The extension of statistical mechanics and of exact thermodynamic statements to the non-equilibrium realm has been discussed from the early days of statistical mechanics more than 100 years ago. This debate culminated in the development of linear response theory for small deviations from equilibrium, in which a general framework is constructed from the analysis of non-equilibrium states close to equilibrium. In a next step, Prigogine and others developed linear irreversible thermodynamics, which establishes relations between transport coefficients and entropy production on a phenomenological level in terms of thermodynamic forces and fluxes. However, beyond the realm of linear response no general theoretical results were available for quite a long time. This situation has changed drastically over the last 20 years with the development of stochastic thermodynamics, revealing that the range of validity of thermodynamic statements can indeed be extended deep into the non-equilibrium regime. Early developments in that direction trace back to the observations of symmetry relations between the probabilities for entropy production and entropy annihilation in non-equilibrium steady states [5-8] (nowadays categorized in the class of so-called detailed fluctuation theorems), and the derivations of the Bochkov-Kuzovlev [9, 10] and Jarzynski relations [11] (which are now classified as so-called integral fluctuation theorems). Apart from its fundamental theoretical interest, the developments in stochastic thermodynamics have experienced an additional boost from the recent experimental progress in fabricating, manipulating, controlling and observing systems on the micro- and nano-scale. These advances are not only of formidable use for probing and monitoring biological processes on the cellular, sub-cellular and molecular level, but even include the realization of a microscopic thermodynamic heat engine [12] or the experimental verification of Landauer's principle in a colloidal system [13]. The scientific program Stochastic Thermodynamics held between 4 and 15 March 2013, and hosted by The Nordic Institute for Theoretical Physics (Nordita), was attended by more than 50 scientists from the Nordic countries and elsewhere, amongst them many leading experts in the field. During the program, the most recent developments, open questions and new ideas in stochastic thermodynamics were presented and discussed. From the talks and debates, the notion of information in stochastic thermodynamics, the fundamental properties of entropy production (rate) in non-equilibrium, the efficiency of small thermodynamic machines and the characteristics of optimal protocols for the applied (cyclic) forces were crystallizing as main themes. Surprisingly, the long-studied adiabatic piston, its peculiarities and its relation to stochastic thermodynamics were also the subject of intense discussions. The comment on the Nordita program Stochastic Thermodynamics published in this issue of Physica Scripta exploits the Jarzynski relation for determining free energy differences in the adiabatic piston. This scientific program and the contribution presented here were made possible by the financial and administrative support of The Nordic Institute for Theoretical Physics.
Examination of global correlations in ground deformation for terrestrial reference frame estimation
NASA Astrophysics Data System (ADS)
Chin, T. M.; Abbondanza, C.; Argus, D. F.; Gross, R. S.; Heflin, M. B.; Parker, J. W.; Wu, X.
2016-12-01
The KALman filter for REFerence frames (KALREF, Wu et al. 2015) has been developed to produce terrestrial reference frame (TRF) solutions. TRFs consist of precise position coordinates and velocity vectors of terrestrial reference sites (with the geocenter as the origin) along with the Earth orientation parameters, and they are produced by combining decades worth of space geodetic data using site tie data. To perform the combination, KALREF relies on stochastic models of the geophysical processes that are causing the Earth's surface to deform and reference sites to be displaced. We are investigating application of the GRACE data to improve the KALREF stochastic models by determining spatial statistics of the deformation of the Earth's surface caused by mass loading. A potential target of improvement is the non-uniform distribution of the geodetic observation sites, which can introduce bias in TRF estimates of the geocenter. The global and relatively uniform coverage of the GRACE measurements is expected to be free of such bias and allow us to improve physical realism of the stochastic model. For such a goal, we examine the spatial correlations in ground deformation derived from several GRACE data sets.[Wu et al. 2015: Journal of Geophysical Research (Solid Earth) 120:3775-3802
NASA Astrophysics Data System (ADS)
Li, Fei; Subramanian, Kartik; Chen, Minghan; Tyson, John J.; Cao, Yang
2016-06-01
The asymmetric cell division cycle in Caulobacter crescentus is controlled by an elaborate molecular mechanism governing the production, activation and spatial localization of a host of interacting proteins. In previous work, we proposed a deterministic mathematical model for the spatiotemporal dynamics of six major regulatory proteins. In this paper, we study a stochastic version of the model, which takes into account molecular fluctuations of these regulatory proteins in space and time during early stages of the cell cycle of wild-type Caulobacter cells. We test the stochastic model with regard to experimental observations of increased variability of cycle time in cells depleted of the divJ gene product. The deterministic model predicts that overexpression of the divK gene blocks cell cycle progression in the stalked stage; however, stochastic simulations suggest that a small fraction of the mutants cells do complete the cell cycle normally.
Méndez-Balbuena, Ignacio; Huidobro, Nayeli; Silva, Mayte; Flores, Amira; Trenado, Carlos; Quintanar, Luis; Arias-Carrión, Oscar; Kristeva, Rumyana; Manjarrez, Elias
2015-10-01
The present investigation documents the electrophysiological occurrence of multisensory stochastic resonance in the human visual pathway elicited by tactile noise. We define multisensory stochastic resonance of brain evoked potentials as the phenomenon in which an intermediate level of input noise of one sensory modality enhances the brain evoked response of another sensory modality. Here we examined this phenomenon in visual evoked potentials (VEPs) modulated by the addition of tactile noise. Specifically, we examined whether a particular level of mechanical Gaussian noise applied to the index finger can improve the amplitude of the VEP. We compared the amplitude of the positive P100 VEP component between zero noise (ZN), optimal noise (ON), and high mechanical noise (HN). The data disclosed an inverted U-like graph for all the subjects, thus demonstrating the occurrence of a multisensory stochastic resonance in the P100 VEP. Copyright © 2015 the American Physiological Society.
A Primary Care Workload Production Model for Estimating Relative Value Unit Output
2011-03-01
for Medicare and Medicaid Services, Office of the Actuary , National Health Statistics Group; and U.S. Department of Commerce, Bureau of Economic...The systematic variation in a relationship can be represented by a mathematical expression, whereas stochastic variation cannot. Further, stochastic...expressed mathematically as an equation, whereby a response variable Y is fitted to a function of “regressor variables and parameters” (SAS©, 2010). A
The Ising Decision Maker: a binary stochastic network for choice response time.
Verdonck, Stijn; Tuerlinckx, Francis
2014-07-01
The Ising Decision Maker (IDM) is a new formal model for speeded two-choice decision making derived from the stochastic Hopfield network or dynamic Ising model. On a microscopic level, it consists of 2 pools of binary stochastic neurons with pairwise interactions. Inside each pool, neurons excite each other, whereas between pools, neurons inhibit each other. The perceptual input is represented by an external excitatory field. Using methods from statistical mechanics, the high-dimensional network of neurons (microscopic level) is reduced to a two-dimensional stochastic process, describing the evolution of the mean neural activity per pool (macroscopic level). The IDM can be seen as an abstract, analytically tractable multiple attractor network model of information accumulation. In this article, the properties of the IDM are studied, the relations to existing models are discussed, and it is shown that the most important basic aspects of two-choice response time data can be reproduced. In addition, the IDM is shown to predict a variety of observed psychophysical relations such as Piéron's law, the van der Molen-Keuss effect, and Weber's law. Using Bayesian methods, the model is fitted to both simulated and real data, and its performance is compared to the Ratcliff diffusion model. (c) 2014 APA, all rights reserved.
Stochastic Threshold Microdose Model for Cell Killing by Insoluble Metallic Nanomaterial Particles
Scott, Bobby R.
2010-01-01
This paper introduces a novel microdosimetric model for metallic nanomaterial-particles (MENAP)-induced cytotoxicity. The focus is on the engineered insoluble MENAP which represent a significant breakthrough in the design and development of new products for consumers, industry, and medicine. Increased production is rapidly occurring and may cause currently unrecognized health effects (e.g., nervous system dysfunction, heart disease, cancer); thus, dose-response models for MENAP-induced biological effects are needed to facilitate health risk assessment. The stochastic threshold microdose (STM) model presented introduces novel stochastic microdose metrics for use in constructing dose-response relationships for the frequency of specific cellular (e.g., cell killing, mutations, neoplastic transformation) or subcellular (e.g., mitochondria dysfunction) effects. A key metric is the exposure-time-dependent, specific burden (MENAP count) for a given critical target (e.g., mitochondria, nucleus). Exceeding a stochastic threshold specific burden triggers cell death. For critical targets in the cytoplasm, the autophagic mode of death is triggered. For the nuclear target, the apoptotic mode of death is triggered. Overall cell survival is evaluated for the indicated competing modes of death when both apply. The STM model can be applied to cytotoxicity data using Bayesian methods implemented via Markov chain Monte Carlo. PMID:21191483
Stochastic Evolution of Augmented Born-Infeld Equations
NASA Astrophysics Data System (ADS)
Holm, Darryl D.
2018-06-01
This paper compares the results of applying a recently developed method of stochastic uncertainty quantification designed for fluid dynamics to the Born-Infeld model of nonlinear electromagnetism. The similarities in the results are striking. Namely, the introduction of Stratonovich cylindrical noise into each of their Hamiltonian formulations introduces stochastic Lie transport into their dynamics in the same form for both theories. Moreover, the resulting stochastic partial differential equations retain their unperturbed form, except for an additional term representing induced Lie transport by the set of divergence-free vector fields associated with the spatial correlations of the cylindrical noise. The explanation for this remarkable similarity lies in the method of construction of the Hamiltonian for the Stratonovich stochastic contribution to the motion in both cases, which is done via pairing spatial correlation eigenvectors for cylindrical noise with the momentum map for the deterministic motion. This momentum map is responsible for the well-known analogy between hydrodynamics and electromagnetism. The momentum map for the Maxwell and Born-Infeld theories of electromagnetism treated here is the 1-form density known as the Poynting vector. Two appendices treat the Hamiltonian structures underlying these results.
Immune Response to a Variable Pathogen: A Stochastic Model with Two Interlocked Darwinian Entities
Kuhn, Christoph
2012-01-01
This paper presents the modeling of a host immune system, more precisely the immune effector cell and immune memory cell population, and its interaction with an invading pathogen population. It will tackle two issues of interest; on the one hand, in defining a stochastic model accounting for the inherent nature of organisms in population dynamics, namely multiplication with mutation and selection; on the other hand, in providing a description of pathogens that may vary their antigens through mutations during infection of the host. Unlike most of the literature, which models the dynamics with first-order differential equations, this paper proposes a Galton-Watson type branching process to describe stochastically by whole distributions the population dynamics of pathogens and immune cells. In the first model case, the pathogen of a given type is either eradicated or shows oscillatory chronic response. In the second model case, the pathogen shows variational behavior changing its antigen resulting in a prolonged immune reaction. PMID:23424603
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
DOE Office of Scientific and Technical Information (OSTI.GOV)
Fox, Zachary; Neuert, Gregor; Department of Pharmacology, School of Medicine, Vanderbilt University, Nashville, Tennessee 37232
2016-08-21
Emerging techniques now allow for precise quantification of distributions of biological molecules in single cells. These rapidly advancing experimental methods have created a need for more rigorous and efficient modeling tools. Here, we derive new bounds on the likelihood that observations of single-cell, single-molecule responses come from a discrete stochastic model, posed in the form of the chemical master equation. These strict upper and lower bounds are based on a finite state projection approach, and they converge monotonically to the exact likelihood value. These bounds allow one to discriminate rigorously between models and with a minimum level of computational effort.more » In practice, these bounds can be incorporated into stochastic model identification and parameter inference routines, which improve the accuracy and efficiency of endeavors to analyze and predict single-cell behavior. We demonstrate the applicability of our approach using simulated data for three example models as well as for experimental measurements of a time-varying stochastic transcriptional response in yeast.« less
Immune response to a variable pathogen: a stochastic model with two interlocked Darwinian entities.
Kuhn, Christoph
2012-01-01
This paper presents the modeling of a host immune system, more precisely the immune effector cell and immune memory cell population, and its interaction with an invading pathogen population. It will tackle two issues of interest; on the one hand, in defining a stochastic model accounting for the inherent nature of organisms in population dynamics, namely multiplication with mutation and selection; on the other hand, in providing a description of pathogens that may vary their antigens through mutations during infection of the host. Unlike most of the literature, which models the dynamics with first-order differential equations, this paper proposes a Galton-Watson type branching process to describe stochastically by whole distributions the population dynamics of pathogens and immune cells. In the first model case, the pathogen of a given type is either eradicated or shows oscillatory chronic response. In the second model case, the pathogen shows variational behavior changing its antigen resulting in a prolonged immune reaction.
NASA Astrophysics Data System (ADS)
Liang, Ke; Sun, Qin; Liu, Xiaoran
2018-05-01
The theoretical buckling load of a perfect cylinder must be reduced by a knock-down factor to account for structural imperfections. The EU project DESICOS proposed a new robust design for imperfection-sensitive composite cylindrical shells using the combination of deterministic and stochastic simulations, however the high computational complexity seriously affects its wider application in aerospace structures design. In this paper, the nonlinearity reduction technique and the polynomial chaos method are implemented into the robust design process, to significantly lower computational costs. The modified Newton-type Koiter-Newton approach which largely reduces the number of degrees of freedom in the nonlinear finite element model, serves as the nonlinear buckling solver to trace the equilibrium paths of geometrically nonlinear structures efficiently. The non-intrusive polynomial chaos method provides the buckling load with an approximate chaos response surface with respect to imperfections and uses buckling solver codes as black boxes. A fast large-sample study can be applied using the approximate chaos response surface to achieve probability characteristics of buckling loads. The performance of the method in terms of reliability, accuracy and computational effort is demonstrated with an unstiffened CFRP cylinder.
Macroscopic behavior and fluctuation-dissipation response of stochastic ecohydrological systems
NASA Astrophysics Data System (ADS)
Porporato, A. M.
2017-12-01
The coupled dynamics of water, carbon and nutrient cycles in ecohydrological systems is forced by unpredictable and intermittent hydroclimatic fluctuations at different time scales. While modeling and long-term prediction of these complex interactions often requires a probabilistic approach, the resulting stochastic equations however are only solvable in special cases. To obtain information on the behavior of the system one typically has to resort to approximation methods. Here we discuss macroscopic equations for the averages and fluctuation-dissipation estimates for the general correlations between the forcing and the ecohydrological response for the soil moisture-plant biomass interaction and the problem of primary salinization and nitrogen retention in soils.
Response of MDOF strongly nonlinear systems to fractional Gaussian noises.
Deng, Mao-Lin; Zhu, Wei-Qiu
2016-08-01
In the present paper, multi-degree-of-freedom strongly nonlinear systems are modeled as quasi-Hamiltonian systems and the stochastic averaging method for quasi-Hamiltonian systems (including quasi-non-integrable, completely integrable and non-resonant, completely integrable and resonant, partially integrable and non-resonant, and partially integrable and resonant Hamiltonian systems) driven by fractional Gaussian noise is introduced. The averaged fractional stochastic differential equations (SDEs) are derived. The simulation results for some examples show that the averaged SDEs can be used to predict the response of the original systems and the simulation time for the averaged SDEs is less than that for the original systems.
Response of MDOF strongly nonlinear systems to fractional Gaussian noises
DOE Office of Scientific and Technical Information (OSTI.GOV)
Deng, Mao-Lin; Zhu, Wei-Qiu, E-mail: wqzhu@zju.edu.cn
2016-08-15
In the present paper, multi-degree-of-freedom strongly nonlinear systems are modeled as quasi-Hamiltonian systems and the stochastic averaging method for quasi-Hamiltonian systems (including quasi-non-integrable, completely integrable and non-resonant, completely integrable and resonant, partially integrable and non-resonant, and partially integrable and resonant Hamiltonian systems) driven by fractional Gaussian noise is introduced. The averaged fractional stochastic differential equations (SDEs) are derived. The simulation results for some examples show that the averaged SDEs can be used to predict the response of the original systems and the simulation time for the averaged SDEs is less than that for the original systems.
Baseline-dependent effect of noise-enhanced insoles on gait variability in healthy elderly walkers.
Stephen, Damian G; Wilcox, Bethany J; Niemi, James B; Franz, Jason R; Franz, Jason; Kerrigan, Dr; Kerrigan, D Casey; D'Andrea, Susan E
2012-07-01
The purpose of this study was to determine whether providing subsensory stochastic-resonance mechanical vibration to the foot soles of elderly walkers could decrease gait variability. In a randomized double-blind controlled trial, 29 subjects engaged in treadmill walking while wearing sandals customized with three actuators capable of producing stochastic-resonance mechanical vibration embedded in each sole. For each subject, we determined a subsensory level of vibration stimulation. After a 5-min acclimation period of walking with the footwear, subjects were asked to walk on the treadmill for six trials, each 30s long. Trials were pair-wise random: in three trials, actuators provided subsensory vibration; in the other trials, they did not. Subjects wore reflective markers to track body motion. Stochastic-resonance mechanical stimulation exhibited baseline-dependent effects on spatial stride-to-stride variability in gait, slightly increasing variability in subjects with least baseline variability and providing greater reductions in variability for subjects with greater baseline variability (p<.001). Thus, applying stochastic-resonance mechanical vibrations on the plantar surface of the foot reduces gait variability for subjects with more variable gait. Stochastic-resonance mechanical vibrations may provide an effective intervention for preventing falls in healthy elderly walkers. Published by Elsevier B.V.
Ichikawa, Kazuhisa; Suzuki, Takashi; Murata, Noboru
2010-11-30
Molecular events in biological cells occur in local subregions, where the molecules tend to be small in number. The cytoskeleton, which is important for both the structural changes of cells and their functions, is also a countable entity because of its long fibrous shape. To simulate the local environment using a computer, stochastic simulations should be run. We herein report a new method of stochastic simulation based on random walk and reaction by the collision of all molecules. The microscopic reaction rate P(r) is calculated from the macroscopic rate constant k. The formula involves only local parameters embedded for each molecule. The results of the stochastic simulations of simple second-order, polymerization, Michaelis-Menten-type and other reactions agreed quite well with those of deterministic simulations when the number of molecules was sufficiently large. An analysis of the theory indicated a relationship between variance and the number of molecules in the system, and results of multiple stochastic simulation runs confirmed this relationship. We simulated Ca²(+) dynamics in a cell by inward flow from a point on the cell surface and the polymerization of G-actin forming F-actin. Our results showed that this theory and method can be used to simulate spatially inhomogeneous events.
Peters, M; Battaglia, C; Forberich, K; Bläsi, B; Sahraei, N; Aberle, A G
2012-12-31
Light trapping is of very high importance for silicon photovoltaics (PV) and especially for thin-film silicon solar cells. In this paper we investigate and compare theoretically the light trapping properties of periodic and stochastic structures having similar geometrical features. The theoretical investigations are based on the actual surface geometry of a scattering structure, characterized by an atomic force microscope. This structure is used for light trapping in thin-film microcrystalline silicon solar cells. Very good agreement is found in a first comparison between simulation and experimental results. The geometrical parameters of the stochastic structure are varied and it is found that the light trapping mainly depends on the aspect ratio (length/height). Furthermore, the maximum possible light trapping with this kind of stochastic structure geometry is investigated. In a second step, the stochastic structure is analysed and typical geometrical features are extracted, which are then arranged in a periodic structure. Investigating the light trapping properties of the periodic structure, we find that it performs very similar to the stochastic structure, in agreement with reports in literature. From the obtained results we conclude that a potential advantage of periodic structures for PV applications will very likely not be found in the absorption enhancement in the solar cell material. However, uniformity and higher definition in production of these structures can lead to potential improvements concerning electrical characteristics and parasitic absorption, e.g. in a back reflector.
Optimal Linear Responses for Markov Chains and Stochastically Perturbed Dynamical Systems
NASA Astrophysics Data System (ADS)
Antown, Fadi; Dragičević, Davor; Froyland, Gary
2018-03-01
The linear response of a dynamical system refers to changes to properties of the system when small external perturbations are applied. We consider the little-studied question of selecting an optimal perturbation so as to (i) maximise the linear response of the equilibrium distribution of the system, (ii) maximise the linear response of the expectation of a specified observable, and (iii) maximise the linear response of the rate of convergence of the system to the equilibrium distribution. We also consider the inhomogeneous, sequential, or time-dependent situation where the governing dynamics is not stationary and one wishes to select a sequence of small perturbations so as to maximise the overall linear response at some terminal time. We develop the theory for finite-state Markov chains, provide explicit solutions for some illustrative examples, and numerically apply our theory to stochastically perturbed dynamical systems, where the Markov chain is replaced by a matrix representation of an approximate annealed transfer operator for the random dynamical system.
Stochasticity in the signalling network of a model microbe
NASA Astrophysics Data System (ADS)
Bischofs, Ilka; Foley, Jonathan; Battenberg, Eric; Fontaine-Bodin, Lisa; Price, Gavin; Wolf, Denise; Arkin, Adam
2007-03-01
The soil dwelling bacterium Bacillus subtilis is an excellent model organism for studying stochastic stress response induction in an isoclonal population. Subjected to the same stressor cells undergo different cell fates, including sporulation, competence, degradative enzyme synthesis and motility. For example, under conditions of nutrient deprivation and high cell density only a portion of the cell population forms an endospore. Here we use a combined experimental and theoretical approach to study stochastic sporulation induction in Bacillus subtilis. Using several fluorescent reporter strains we apply time lapse fluorescent microscopy in combination with quantitative image analysis to study cell fate progression on a single cell basis and elucidate key noise generators in the underlying cellular network.
Can a microscopic stochastic model explain the emergence of pain cycles in patients?
NASA Astrophysics Data System (ADS)
Di Patti, Francesca; Fanelli, Duccio
2009-01-01
A stochastic model is introduced here to investigate the molecular mechanisms which trigger the perception of pain. The action of analgesic drug compounds is discussed in a dynamical context, where the competition with inactive species is explicitly accounted for. Finite size effects inevitably perturb the mean-field dynamics: oscillations in the amount of bound receptors are spontaneously manifested, driven by the noise which is intrinsic to the system under scrutiny. These effects are investigated both numerically, via stochastic simulations, and analytically, through a large size expansion. The claim that our findings could provide a consistent interpretative framework for explaining the emergence of cyclic behaviors in response to analgesic treatments is substantiated.
Stochastic, adaptive sampling of information by microvilli in fly photoreceptors.
Song, Zhuoyi; Postma, Marten; Billings, Stephen A; Coca, Daniel; Hardie, Roger C; Juusola, Mikko
2012-08-07
In fly photoreceptors, light is focused onto a photosensitive waveguide, the rhabdomere, consisting of tens of thousands of microvilli. Each microvillus is capable of generating elementary responses, quantum bumps, in response to single photons using a stochastically operating phototransduction cascade. Whereas much is known about the cascade reactions, less is known about how the concerted action of the microvilli population encodes light changes into neural information and how the ultrastructure and biochemical machinery of photoreceptors of flies and other insects evolved in relation to the information sampling and processing they perform. We generated biophysically realistic fly photoreceptor models, which accurately simulate the encoding of visual information. By comparing stochastic simulations with single cell recordings from Drosophila photoreceptors, we show how adaptive sampling by 30,000 microvilli captures the temporal structure of natural contrast changes. Following each bump, individual microvilli are rendered briefly (~100-200 ms) refractory, thereby reducing quantum efficiency with increasing intensity. The refractory period opposes saturation, dynamically and stochastically adjusting availability of microvilli (bump production rate: sample rate), whereas intracellular calcium and voltage adapt bump amplitude and waveform (sample size). These adapting sampling principles result in robust encoding of natural light changes, which both approximates perceptual contrast constancy and enhances novel events under different light conditions, and predict information processing across a range of species with different visual ecologies. These results clarify why fly photoreceptors are structured the way they are and function as they do, linking sensory information to sensory evolution and revealing benefits of stochasticity for neural information processing. Copyright © 2012 Elsevier Ltd. All rights reserved.
Stochastic, Adaptive Sampling of Information by Microvilli in Fly Photoreceptors
Song, Zhuoyi; Postma, Marten; Billings, Stephen A.; Coca, Daniel; Hardie, Roger C.; Juusola, Mikko
2012-01-01
Summary Background In fly photoreceptors, light is focused onto a photosensitive waveguide, the rhabdomere, consisting of tens of thousands of microvilli. Each microvillus is capable of generating elementary responses, quantum bumps, in response to single photons using a stochastically operating phototransduction cascade. Whereas much is known about the cascade reactions, less is known about how the concerted action of the microvilli population encodes light changes into neural information and how the ultrastructure and biochemical machinery of photoreceptors of flies and other insects evolved in relation to the information sampling and processing they perform. Results We generated biophysically realistic fly photoreceptor models, which accurately simulate the encoding of visual information. By comparing stochastic simulations with single cell recordings from Drosophila photoreceptors, we show how adaptive sampling by 30,000 microvilli captures the temporal structure of natural contrast changes. Following each bump, individual microvilli are rendered briefly (∼100–200 ms) refractory, thereby reducing quantum efficiency with increasing intensity. The refractory period opposes saturation, dynamically and stochastically adjusting availability of microvilli (bump production rate: sample rate), whereas intracellular calcium and voltage adapt bump amplitude and waveform (sample size). These adapting sampling principles result in robust encoding of natural light changes, which both approximates perceptual contrast constancy and enhances novel events under different light conditions, and predict information processing across a range of species with different visual ecologies. Conclusions These results clarify why fly photoreceptors are structured the way they are and function as they do, linking sensory information to sensory evolution and revealing benefits of stochasticity for neural information processing. PMID:22704990
Area of Stochastic Scrape-Off Layer for a Single-Null Divertor Tokamak Using Simple Map
NASA Astrophysics Data System (ADS)
Fisher, Tiffany; Verma, Arun; Punjabi, Alkesh
1996-11-01
The magnetic topology of a single-null divertor tokamak is represented by Simple Map (Punjabi A, Verma A and Boozer A, Phys Rev Lett), 69, 3322 (1992) and J Plasma Phys, 52, 91 (1994). The Simple map is characterized by a single parameter k representing the toroidal asymmetry. The width of the stochastic scrape-off layer and its area varies with the map parameter k. We calculate the area of the stochastic scrape-off layer for different k's and obtain a parametric expression for the area in terms of k and y _LastGoodSurface(k). This work is supported by US DOE OFES. Tiffany Fisher is a HU CFRT Summer Fusion High school Workshop Scholar from New Bern High School in North Carolina. She is supported by NASA SHARP Plus Program.
NASA Astrophysics Data System (ADS)
Contreras, Arturo Javier
This dissertation describes a novel Amplitude-versus-Angle (AVA) inversion methodology to quantitatively integrate pre-stack seismic data, well logs, geologic data, and geostatistical information. Deterministic and stochastic inversion algorithms are used to characterize flow units of deepwater reservoirs located in the central Gulf of Mexico. A detailed fluid/lithology sensitivity analysis was conducted to assess the nature of AVA effects in the study area. Standard AVA analysis indicates that the shale/sand interface represented by the top of the hydrocarbon-bearing turbidite deposits generate typical Class III AVA responses. Layer-dependent Biot-Gassmann analysis shows significant sensitivity of the P-wave velocity and density to fluid substitution, indicating that presence of light saturating fluids clearly affects the elastic response of sands. Accordingly, AVA deterministic and stochastic inversions, which combine the advantages of AVA analysis with those of inversion, have provided quantitative information about the lateral continuity of the turbidite reservoirs based on the interpretation of inverted acoustic properties and fluid-sensitive modulus attributes (P-Impedance, S-Impedance, density, and LambdaRho, in the case of deterministic inversion; and P-velocity, S-velocity, density, and lithotype (sand-shale) distributions, in the case of stochastic inversion). The quantitative use of rock/fluid information through AVA seismic data, coupled with the implementation of co-simulation via lithotype-dependent multidimensional joint probability distributions of acoustic/petrophysical properties, provides accurate 3D models of petrophysical properties such as porosity, permeability, and water saturation. Pre-stack stochastic inversion provides more realistic and higher-resolution results than those obtained from analogous deterministic techniques. Furthermore, 3D petrophysical models can be more accurately co-simulated from AVA stochastic inversion results. By combining AVA sensitivity analysis techniques with pre-stack stochastic inversion, geologic data, and awareness of inversion pitfalls, it is possible to substantially reduce the risk in exploration and development of conventional and non-conventional reservoirs. From the final integration of deterministic and stochastic inversion results with depositional models and analogous examples, the M-series reservoirs have been interpreted as stacked terminal turbidite lobes within an overall fan complex (the Miocene MCAVLU Submarine Fan System); this interpretation is consistent with previous core data interpretations and regional stratigraphic/depositional studies.
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.
Effect of Stochastic Charge Fluctuations on Dust Dynamics
NASA Astrophysics Data System (ADS)
Matthews, Lorin; Shotorban, Babak; Hyde, Truell
2017-10-01
The charging of particles in a plasma environment occurs through the collection of electrons and ions on the particle surface. Depending on the particle size and the plasma density, the standard deviation of the number of collected elementary charges, which fluctuates due to the randomness in times of collisions with electrons or ions, may be a significant fraction of the equilibrium charge. We use a discrete stochastic charging model to simulate the variations in charge across the dust surface as well as in time. The resultant asymmetric particle potentials, even for spherical grains, has a significant impact on the particle coagulation rate as well as the structure of the resulting aggregates. We compare the effects on particle collisions and growth in typical laboratory and astrophysical plasma environments. This work was supported by the National Science Foundation under Grant PHY-1414523.
Bennitt, Emily; Bonyongo, Mpaphi Casper; Harris, Stephen
2014-01-01
Seasonal fluctuations in water availability cause predictable changes in the profitability of habitats in tropical ecosystems, and animals evolve adaptive behavioural and spatial responses to these fluctuations. However, stochastic changes in the distribution and abundance of surface water between years can alter resource availability at a landscape scale, causing shifts in animal behaviour. In the Okavango Delta, Botswana, a flood-pulsed ecosystem, the volume of water entering the system doubled between 2008 and 2009, creating a sudden change in the landscape. We used African buffalo (Syncerus caffer) to test the hypotheses that seasonal habitat selection would be related to water availability, that increased floodwater levels would decrease forage abundance and affect habitat selection, and that this would decrease buffalo resting time, reduce reproductive success and decrease body condition. Buffalo selected contrasting seasonal habitats, using habitats far from permanent water during the rainy season and seasonally-flooded habitats close to permanent water during the early and late flood seasons. The 2009 water increase reduced forage availability in seasonally-flooded habitats, removing a resource buffer used by the buffalo during the late flood season, when resources were most limited. In response, buffalo used drier habitats in 2009, although there was no significant change in the time spent moving or resting, or daily distance moved. While their reproductive success decreased in 2009, body condition increased. A protracted period of high water levels could prove detrimental to herbivores, especially to smaller-bodied species that require high quality forage. Stochastic annual fluctuations in water levels, predicted to increase as a result of anthropogenically-induced climate change, are likely to have substantial impacts on the functioning of water-driven tropical ecosystems, affecting environmental conditions within protected areas. Buffer zones around critical seasonal resources are essential to allow animals to engage in compensatory behavioural and spatial mechanisms in response to changing environmental conditions. PMID:24983377
Bennitt, Emily; Bonyongo, Mpaphi Casper; Harris, Stephen
2014-01-01
Seasonal fluctuations in water availability cause predictable changes in the profitability of habitats in tropical ecosystems, and animals evolve adaptive behavioural and spatial responses to these fluctuations. However, stochastic changes in the distribution and abundance of surface water between years can alter resource availability at a landscape scale, causing shifts in animal behaviour. In the Okavango Delta, Botswana, a flood-pulsed ecosystem, the volume of water entering the system doubled between 2008 and 2009, creating a sudden change in the landscape. We used African buffalo (Syncerus caffer) to test the hypotheses that seasonal habitat selection would be related to water availability, that increased floodwater levels would decrease forage abundance and affect habitat selection, and that this would decrease buffalo resting time, reduce reproductive success and decrease body condition. Buffalo selected contrasting seasonal habitats, using habitats far from permanent water during the rainy season and seasonally-flooded habitats close to permanent water during the early and late flood seasons. The 2009 water increase reduced forage availability in seasonally-flooded habitats, removing a resource buffer used by the buffalo during the late flood season, when resources were most limited. In response, buffalo used drier habitats in 2009, although there was no significant change in the time spent moving or resting, or daily distance moved. While their reproductive success decreased in 2009, body condition increased. A protracted period of high water levels could prove detrimental to herbivores, especially to smaller-bodied species that require high quality forage. Stochastic annual fluctuations in water levels, predicted to increase as a result of anthropogenically-induced climate change, are likely to have substantial impacts on the functioning of water-driven tropical ecosystems, affecting environmental conditions within protected areas. Buffer zones around critical seasonal resources are essential to allow animals to engage in compensatory behavioural and spatial mechanisms in response to changing environmental conditions.
Chang, Wen-Ruey; Matz, Simon; Chang, Chien-Chi
2014-05-01
The maximum coefficient of friction that can be supported at the shoe and floor interface without a slip is usually called the available coefficient of friction (ACOF) for human locomotion. The probability of a slip could be estimated using a statistical model by comparing the ACOF with the required coefficient of friction (RCOF), assuming that both coefficients have stochastic distributions. An investigation of the stochastic distributions of the ACOF of five different floor surfaces under dry, water and glycerol conditions is presented in this paper. One hundred friction measurements were performed on each floor surface under each surface condition. The Kolmogorov-Smirnov goodness-of-fit test was used to determine if the distribution of the ACOF was a good fit with the normal, log-normal and Weibull distributions. The results indicated that the ACOF distributions had a slightly better match with the normal and log-normal distributions than with the Weibull in only three out of 15 cases with a statistical significance. The results are far more complex than what had heretofore been published and different scenarios could emerge. Since the ACOF is compared with the RCOF for the estimate of slip probability, the distribution of the ACOF in seven cases could be considered a constant for this purpose when the ACOF is much lower or higher than the RCOF. A few cases could be represented by a normal distribution for practical reasons based on their skewness and kurtosis values without a statistical significance. No representation could be found in three cases out of 15. Copyright © 2013 Elsevier Ltd and The Ergonomics Society. All rights reserved.
Using Low Levels of Stochastic Vestibular Stimulation to Improve Balance Function
Goel, Rahul; Kofman, Igor; Jeevarajan, Jerome; De Dios, Yiri; Cohen, Helen S.; Bloomberg, Jacob J.; Mulavara, Ajitkumar P.
2015-01-01
Low-level stochastic vestibular stimulation (SVS) has been associated with improved postural responses in the medio-lateral (ML) direction, but its effect in improving balance function in both the ML and anterior-posterior (AP) directions has not been studied. In this series of studies, the efficacy of applying low amplitude SVS in 0–30 Hz range between the mastoids in the ML direction on improving cross-planar balance function was investigated. Forty-five (45) subjects stood on a compliant surface with their eyes closed and were instructed to maintain a stable upright stance. Measures of stability of the head, trunk, and whole body were quantified in ML, AP and combined APML directions. Results show that binaural bipolar SVS given in the ML direction significantly improved balance performance with the peak of optimal stimulus amplitude predominantly in the range of 100–500 μA for all the three directions, exhibiting stochastic resonance (SR) phenomenon. Objective perceptual and body motion thresholds as estimates of internal noise while subjects sat on a chair with their eyes closed and were given 1 Hz bipolar binaural sinusoidal electrical stimuli were also measured. In general, there was no significant difference between estimates of perceptual and body motion thresholds. The average optimal SVS amplitude that improved balance performance (peak SVS amplitude normalized to perceptual threshold) was estimated to be 46% in ML, 53% in AP, and 50% in APML directions. A miniature patch-type SVS device may be useful to improve balance function in people with disabilities due to aging, Parkinson’s disease or in astronauts returning from long-duration space flight. PMID:26295807
NASA Astrophysics Data System (ADS)
Yu, Yueyue; Cai, Ming; Ren, Rongcai
2017-08-01
We consider three indices to measure the polar stratospheric mass and stratospheric meridional mass circulation variability: anomalies of (1) total mass in the polar stratospheric cap (60-90°N, above the isentropic surface 400 K, PSM), (2) total adiabatic mass transport across 60°N into the polar stratosphere cap (AMT), (3) and total diabetic mass transport across 400 K from the polar stratosphere into the troposphere below (DMT). It is confirmed that the negative stratospheric Northern Annular Mode (NAM) and PSM indices have a nearly indistinguishable temporal evolution and a similar red-noise-like spectrum with a de-correlation timescale of 4 weeks. This enables us to examine the low-frequency nature of the NAM in the framework of mass circulation, namely, d/{dt}{PSM}={AMT} - {DMT} . The DMT index tends to be positively correlated with the PSM with a red-noise-like spectrum, representing slow radiative cooling processes giving rise to a de-correlation timescale of 3-4 weeks. The AMT is nearly perfectly correlated with the day-to-day tendency of PSM, reflecting a robust quasi 90° out-of-phase relation between the AMT and PSM at all frequency bands. Variations of vertically westward tilting of planetary waves contribute mainly to the high-frequency portion of AMT. It is the wave amplitude's slow vacillation that plays the leading role in the quasi 90° out-of-phase relation between the AMT and PSM. Based on this, we put forward a linear stochastic model with a low-frequency amplification feedback from low-frequency amplitude vacillations of planetary waves to explain the amplified low-frequency response of PSM/NAM to a stochastic forcing from the westward tilting variability.
Improved Climate Simulations through a Stochastic Parameterization of Ocean Eddies
NASA Astrophysics Data System (ADS)
Williams, Paul; Howe, Nicola; Gregory, Jonathan; Smith, Robin; Joshi, Manoj
2017-04-01
In climate simulations, the impacts of the subgrid scales on the resolved scales are conventionally represented using deterministic closure schemes, which assume that the impacts are uniquely determined by the resolved scales. Stochastic parameterization relaxes this assumption, by sampling the subgrid variability in a computationally inexpensive manner. This study shows that the simulated climatological state of the ocean is improved in many respects by implementing a simple stochastic parameterization of ocean eddies into a coupled atmosphere-ocean general circulation model. Simulations from a high-resolution, eddy-permitting ocean model are used to calculate the eddy statistics needed to inject realistic stochastic noise into a low-resolution, non-eddy-permitting version of the same model. A suite of four stochastic experiments is then run to test the sensitivity of the simulated climate to the noise definition by varying the noise amplitude and decorrelation time within reasonable limits. The addition of zero-mean noise to the ocean temperature tendency is found to have a nonzero effect on the mean climate. Specifically, in terms of the ocean temperature and salinity fields both at the surface and at depth, the noise reduces many of the biases in the low-resolution model and causes it to more closely resemble the high-resolution model. The variability of the strength of the global ocean thermohaline circulation is also improved. It is concluded that stochastic ocean perturbations can yield reductions in climate model error that are comparable to those obtained by refining the resolution, but without the increased computational cost. Therefore, stochastic parameterizations of ocean eddies have the potential to significantly improve climate simulations. Reference Williams PD, Howe NJ, Gregory JM, Smith RS, and Joshi MM (2016) Improved Climate Simulations through a Stochastic Parameterization of Ocean Eddies. Journal of Climate, 29, 8763-8781. http://dx.doi.org/10.1175/JCLI-D-15-0746.1
A non-linear dimension reduction methodology for generating data-driven stochastic input models
NASA Astrophysics Data System (ADS)
Ganapathysubramanian, Baskar; Zabaras, Nicholas
2008-06-01
Stochastic analysis of random heterogeneous media (polycrystalline materials, porous media, functionally graded materials) provides information of significance only if realistic input models of the topology and property variations are used. This paper proposes a framework to construct such input stochastic models for the topology and thermal diffusivity variations in heterogeneous media using a data-driven strategy. Given a set of microstructure realizations (input samples) generated from given statistical information about the medium topology, the framework constructs a reduced-order stochastic representation of the thermal diffusivity. This problem of constructing a low-dimensional stochastic representation of property variations is analogous to the problem of manifold learning and parametric fitting of hyper-surfaces encountered in image processing and psychology. Denote by M the set of microstructures that satisfy the given experimental statistics. A non-linear dimension reduction strategy is utilized to map M to a low-dimensional region, A. We first show that M is a compact manifold embedded in a high-dimensional input space Rn. An isometric mapping F from M to a low-dimensional, compact, connected set A⊂Rd(d≪n) is constructed. Given only a finite set of samples of the data, the methodology uses arguments from graph theory and differential geometry to construct the isometric transformation F:M→A. Asymptotic convergence of the representation of M by A is shown. This mapping F serves as an accurate, low-dimensional, data-driven representation of the property variations. The reduced-order model of the material topology and thermal diffusivity variations is subsequently used as an input in the solution of stochastic partial differential equations that describe the evolution of dependant variables. A sparse grid collocation strategy (Smolyak algorithm) is utilized to solve these stochastic equations efficiently. We showcase the methodology by constructing low-dimensional input stochastic models to represent thermal diffusivity in two-phase microstructures. This model is used in analyzing the effect of topological variations of two-phase microstructures on the evolution of temperature in heat conduction processes.
Xu, Yifang; Collins, Leslie M
2007-08-01
Two approaches have been proposed to reduce the synchrony of the neural response to electrical stimuli in cochlear implants. One approach involves adding noise to the pulse-train stimulus, and the other is based on using a high-rate pulse-train carrier. Hypotheses regarding the efficacy of the two approaches can be tested using computational models of neural responsiveness prior to time-intensive psychophysical studies. In our previous work, we have used such models to examine the effects of noise on several psychophysical measures important to speech recognition. However, to date there has been no parallel analytic solution investigating the neural response to the high-rate pulse-train stimuli and their effect on psychophysical measures. This work investigates the properties of the neural response to high-rate pulse-train stimuli with amplitude modulated envelopes using a stochastic auditory nerve model. The statistics governing the neural response to each pulse are derived using a recursive method. The agreement between the theoretical predictions and model simulations is demonstrated for sinusoidal amplitude modulated (SAM) high rate pulse-train stimuli. With our approach, predicting the neural response in modern implant devices becomes tractable. Psychophysical measurements are also predicted using the stochastic auditory nerve model for SAM high-rate pulse-train stimuli. Changes in dynamic range (DR) and intensity discrimination are compared with that observed for noise-modulated pulse-train stimuli. Modulation frequency discrimination is also studied as a function of stimulus level and pulse rate. Results suggest that high rate carriers may positively impact such psychophysical measures.
On determining the point of no return in climate change
NASA Astrophysics Data System (ADS)
van Zalinge, Brenda C.; Feng, Qing Yi; Aengenheyster, Matthias; Dijkstra, Henk A.
2017-08-01
Earth's global mean surface temperature has increased by about 1.0 °C over the period 1880-2015. One of the main causes is thought to be the increase in atmospheric greenhouse gases. If greenhouse gas emissions are not substantially decreased, several studies indicate that there will be a dangerous anthropogenic interference with climate by the end of this century. However, there is no good quantitative measure to determine when it is too late
to start reducing greenhouse gas emissions in order to avoid such dangerous interference. In this study, we develop a method for determining a so-called point of no return
for several greenhouse gas emission scenarios. The method is based on a combination of aspects of stochastic viability theory and linear response theory; the latter is used to estimate the probability density function of the global mean surface temperature. The innovative element in this approach is the applicability to high-dimensional climate models as demonstrated by the results obtained with the PlaSim model.
André Dias, Sofia; Planus, Emmanuelle; Angely, Christelle; Lotteau, Luc; Tissier, Renaud; Filoche, Marcel; Louis, Bruno; Pelle, Gabriel; Isabey, Daniel
2018-02-15
During total liquid ventilation, lung cells are exposed to perfluorocarbon (PFC) whose chemophysical properties highly differ from standard aqueous cell feeding medium (DMEM). We herein perform a systematic study of structural and mechanical properties of A549 alveolar epithelial cells in order to characterize their response to PFC exposure, using DMEM as control condition. Changes in F-actin structure, focal adhesion density and glycocalyx distribution are evaluated by confocal fluorescent microscopy. Changes in cell mechanics and adhesion are measured by multiscale magnetic twisting cytometry (MTC). Two different microrheological models (single Voigt and power law) are used to analyze the cell mechanics characterized by cytoskeleton (CSK) stiffness and characteristic relaxation times. Cell-matrix adhesion is analyzed using a stochastic multibond deadhesion model taking into account the non-reversible character of the cell response, allowing us to quantify the adhesion weakness and the number of associated bonds. The roles of F-actin structure and glycocalyx layer are evaluated by depolymerizing F-actin and degrading glycocalyx, respectively. Results show that PFC exposure consistently induces F-actin remodeling, CSK softening and adhesion weakening. These results demonstrate that PFC triggers an alveolar epithelial cell response herein evidenced by a decay in intracellular CSK tension, an adhesion weakening and a glycocalyx layer redistribution. These PFC-induced cell adjustments are consistent with the hypothesis that cells respond to a decrease in adhesion energy at cell surface. This adhesion energy can be even further reduced in the presence of surfactant adsorbed at the cell surface.
Risk-based transfer responses to climate change, simulated through autocorrelated stochastic methods
NASA Astrophysics Data System (ADS)
Kirsch, B.; Characklis, G. W.
2009-12-01
Maintaining municipal water supply reliability despite growing demands can be achieved through a variety of mechanisms, including supply strategies such as temporary transfers. However, much of the attention on transfers has been focused on market-based transfers in the western United States largely ignoring the potential for transfers in the eastern U.S. The different legal framework of the eastern and western U.S. leads to characteristic differences between their respective transfers. Western transfers tend to be agricultural-to-urban and involve raw, untreated water, with the transfer often involving a simple change in the location and/or timing of withdrawals. Eastern transfers tend to be contractually established urban-to-urban transfers of treated water, thereby requiring the infrastructure to transfer water between utilities. Utilities require the tools to be able to evaluate transfer decision rules and the resulting expected future transfer behavior. Given the long-term planning horizons of utilities, potential changes in hydrologic patterns due to climate change must be considered. In response, this research develops a method for generating a stochastic time series that reproduces the historic autocorrelation and can be adapted to accommodate future climate scenarios. While analogous in operation to an autoregressive model, this method reproduces the seasonal autocorrelation structure, as opposed to assuming the strict stationarity produced by an autoregressive model. Such urban-to-urban transfers are designed to be rare, transient events used primarily during times of severe drought, and incorporating Monte Carlo techniques allows for the development of probability distributions of likely outcomes. This research evaluates a system risk-based, urban-to-urban transfer agreement between three utilities in the Triangle region of North Carolina. Two utilities maintain their own surface water supplies in adjoining watersheds and look to obtain transfers via interconnections to a third utility with access to excess supply. The stochastic generation method is adapted to maintain the cross-correlation of inflows between watersheds. Risk-based decision rules are developed to govern transfers based upon the current level of risk to the water supply. This work determines how expected transfer behavior changes under four future climate scenarios assuming several different risk-thresholds.
New stochastic approach for extreme response of slow drift motion of moored floating structures
DOE Office of Scientific and Technical Information (OSTI.GOV)
Kato, Shunji; Okazaki, Takashi
1995-12-31
A new stochastic method for investigating the flow drift response statistics of moored floating structures is described. Assuming that wave drift excitation process can be driven by a Gaussian white noise process, an exact stochastic equation governing a time evolution of the response Probability Density Function (PDF) is derived on a basis of Projection operator technique in the field of statistical physics. In order to get an approximate solution of the GFP equation, the authors develop the renormalized perturbation technique which is a kind of singular perturbation methods and solve the GFP equation taken into account up to third ordermore » moments of a non-Gaussian excitation. As an example of the present method, a closed form of the joint PDF is derived for linear response in surge motion subjected to a non-Gaussian wave drift excitation and it is represented by the product of a form factor and the quasi-Cauchy PDFs. In this case, the motion displacement and velocity processes are not mutually independent if the excitation process has a significant third order moment. From a comparison between the response PDF by the present solution and the exact one derived by Naess, it is found that the present solution is effective for calculating both the response PDF and the joint PDF. Furthermore it is shown that the displacement-velocity independence is satisfied if the damping coefficient in equation of motion is not so large and that both the non-Gaussian property of excitation and the damping coefficient should be taken into account for estimating the probability exceedance of the response.« less
What Controls ENSO-Amplitude Diversity in Climate Models?
NASA Astrophysics Data System (ADS)
Wengel, C.; Dommenget, D.; Latif, M.; Bayr, T.; Vijayeta, A.
2018-02-01
Climate models depict large diversity in the strength of the El Niño/Southern Oscillation (ENSO) (ENSO amplitude). Here we investigate ENSO-amplitude diversity in the Coupled Model Intercomparison Project Phase 5 (CMIP5) by means of the linear recharge oscillator model, which reduces ENSO dynamics to a two-dimensional problem in terms of eastern equatorial Pacific sea surface temperature anomalies (T) and equatorial Pacific upper ocean heat content anomalies (h). We find that a large contribution to ENSO-amplitude diversity originates from stochastic forcing. Further, significant interactions exist between the stochastic forcing and the growth rates of T and h with competing effects on ENSO amplitude. The joint consideration of stochastic forcing and growth rates explains more than 80% of the ENSO-amplitude variance within CMIP5. Our results can readily explain the lack of correlation between the Bjerknes Stability index, a measure of the growth rate of T, and ENSO amplitude in a multimodel ensemble.
A Stochastic Model of Eye Lens Growth
Šikić, Hrvoje; Shi, Yanrong; Lubura, Snježana; Bassnett, Steven
2015-01-01
The size and shape of the ocular lens must be controlled with precision if light is to be focused sharply on the retina. The lifelong growth of the lens depends on the production of cells in the anterior epithelium. At the lens equator, epithelial cells differentiate into fiber cells, which are added to the surface of the existing fiber cell mass, increasing its volume and area. We developed a stochastic model relating the rates of cell proliferation and death in various regions of the lens epithelium to deposition of fiber cells and lens growth. Epithelial population dynamics were modeled as a branching process with emigration and immigration between various proliferative zones. Numerical simulations were in agreement with empirical measurements and demonstrated that, operating within the strict confines of lens geometry, a stochastic growth engine can produce the smooth and precise growth necessary for lens function. PMID:25816743
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.
An advanced stochastic model for threshold crossing studies of rotor blade vibrations.
NASA Technical Reports Server (NTRS)
Gaonkar, G. H.; Hohenemser, K. H.
1972-01-01
A stochastic model to analyze turbulence-excited rotor blade vibrations, previously described by Gaonkar et al. (1971), is generalized to include nonuniformity of the atmospheric turbulence velocity across the rotor disk in the longitudinal direction. The results of the presented analysis suggest that the nonuniformity of the vertical turbulence over the rotor disk is of little influence on the random blade flapping response, at least as far as longitudinal nonuniformity is concerned.
NASA Astrophysics Data System (ADS)
Rosas, Alexandre; Van den Broeck, Christian; Lindenberg, Katja
2018-06-01
The stochastic thermodynamic analysis of a time-periodic single particle pump sequentially exposed to three thermochemical reservoirs is presented. The analysis provides explicit results for flux, thermodynamic force, entropy production, work, and heat. These results apply near equilibrium as well as far from equilibrium. In the linear response regime, a different type of Onsager-Casimir symmetry is uncovered. The Onsager matrix becomes symmetric in the limit of zero dissipation.
Linear System Control Using Stochastic Learning Automata
NASA Technical Reports Server (NTRS)
Ziyad, Nigel; Cox, E. Lucien; Chouikha, Mohamed F.
1998-01-01
This paper explains the use of a Stochastic Learning Automata (SLA) to control switching between three systems to produce the desired output response. The SLA learns the optimal choice of the damping ratio for each system to achieve a desired result. We show that the SLA can learn these states for the control of an unknown system with the proper choice of the error criteria. The results of using a single automaton are compared to using multiple automata.
Revisions to some parameters used in stochastic-method simulations of ground motion
Boore, David; Thompson, Eric M.
2015-01-01
The stochastic method of ground‐motion simulation specifies the amplitude spectrum as a function of magnitude (M) and distance (R). The manner in which the amplitude spectrum varies with M and R depends on physical‐based parameters that are often constrained by recorded motions for a particular region (e.g., stress parameter, geometrical spreading, quality factor, and crustal amplifications), which we refer to as the seismological model. The remaining ingredient for the stochastic method is the ground‐motion duration. Although the duration obviously affects the character of the ground motion in the time domain, it also significantly affects the response of a single‐degree‐of‐freedom oscillator. Recently published updates to the stochastic method include a new generalized double‐corner‐frequency source model, a new finite‐fault correction, a new parameterization of duration, and a new duration model for active crustal regions. In this article, we augment these updates with a new crustal amplification model and a new duration model for stable continental regions. Random‐vibration theory (RVT) provides a computationally efficient method to compute the peak oscillator response directly from the ground‐motion amplitude spectrum and duration. Because the correction factor used to account for the nonstationarity of the ground motion depends on the ground‐motion amplitude spectrum and duration, we also present new RVT correction factors for both active and stable regions.
An advanced stochastic weather generator for simulating 2-D high-resolution climate variables
NASA Astrophysics Data System (ADS)
Peleg, Nadav; Fatichi, Simone; Paschalis, Athanasios; Molnar, Peter; Burlando, Paolo
2017-07-01
A new stochastic weather generator, Advanced WEather GENerator for a two-dimensional grid (AWE-GEN-2d) is presented. The model combines physical and stochastic approaches to simulate key meteorological variables at high spatial and temporal resolution: 2 km × 2 km and 5 min for precipitation and cloud cover and 100 m × 100 m and 1 h for near-surface air temperature, solar radiation, vapor pressure, atmospheric pressure, and near-surface wind. The model requires spatially distributed data for the calibration process, which can nowadays be obtained by remote sensing devices (weather radar and satellites), reanalysis data sets and ground stations. AWE-GEN-2d is parsimonious in terms of computational demand and therefore is particularly suitable for studies where exploring internal climatic variability at multiple spatial and temporal scales is fundamental. Applications of the model include models of environmental systems, such as hydrological and geomorphological models, where high-resolution spatial and temporal meteorological forcing is crucial. The weather generator was calibrated and validated for the Engelberg region, an area with complex topography in the Swiss Alps. Model test shows that the climate variables are generated by AWE-GEN-2d with a level of accuracy that is sufficient for many practical applications.
NASA Astrophysics Data System (ADS)
Basemore, Alphonso; Ali, Halima; Watson, Michael; Punjabi, Alkesh
1996-11-01
We calculate the variation in area of the stochastic scrape-off layer of a single-null divertor tokamak resulting from the effects of an externally placed dipole coil using the Method of Maps (Punjabi A, Verma A and Boozer A, Phys Rev Lett), 69, 3322 (1992) and J Plasma Phys, 52, 91 (1994). The unperturbed magnetic topology is represented by the Symmetric Simple Map (Ali H, Watson M, Mayer C, Punjabi A and Boozer A, Bull Am Phys Soc), 40, 1855 (1995). The effects of the dipole coil are repesented by the Dipole Map (Ali H, Watson M, Punjabi A and Boozer A, Sherwood Mtg), paper 1C20 (1996). A single dipole coil is placed across from the X-point below the last good surface. The strength of the dipole perturbation and the distance of the coil from last good surface are varied. The area of the stochastic layer is calculated using the method of fractal dimension. This work is supported by US DOE OFES. Alphonso Basemore is a HU CFRT Summer Fusion High School Workshop scholar from Mount Tabor High School in North Carolina. He is supported by NASA under its NASA SharpPlus Program.
Simulation of Surface Erosion on a Logging Road in the Jackson Demonstration State Forest
Teresa Ish; David Tomberlin
2007-01-01
In constructing management models for the control of sediment delivery to streams, we have used a simulation model of road surface erosion known as the Watershed Erosion Prediction Project (WEPP) model, developed by the USDA Forest Service. This model predicts discharge, erosion, and sediment delivery at the road segment level, based on a stochastic climate simulator...
Taming stochastic bifurcations in fractional-order systems via noise and delayed feedback
NASA Astrophysics Data System (ADS)
Sun, Zhongkui; Zhang, Jintian; Yang, Xiaoli; Xu, Wei
2017-08-01
The dynamics in fractional-order systems have been widely studied during the past decade due to the potential applications in new materials and anomalous diffusions, but the investigations have been so far restricted to a fractional-order system without time delay(s). In this paper, we report the first study of random responses of fractional-order system coupled with noise and delayed feedback. Stochastic averaging method has been utilized to determine the stationary probability density functions (PDFs) by means of the principle of minimum mean-square error, based on which stochastic bifurcations could be identified through recognizing the shape of the PDFs. It has been found that by changing the fractional order the shape of the PDFs can switch from unimodal distribution to bimodal one, or from bimodal distribution to unimodal one, thus announcing the onset of stochastic bifurcation. Further, we have demonstrated that by merely modulating the time delay, the feedback strengths, or the noise intensity, the shapes of PDFs can transit between a single peak and a double peak. Therefore, it provides an efficient candidate to control, say, induce or suppress, the stochastic bifurcations in fractional-order systems.
Agent-based model of angiogenesis simulates capillary sprout initiation in multicellular networks
Walpole, J.; Chappell, J.C.; Cluceru, J.G.; Mac Gabhann, F.; Bautch, V.L.; Peirce, S. M.
2015-01-01
Many biological processes are controlled by both deterministic and stochastic influences. However, efforts to model these systems often rely on either purely stochastic or purely rule-based methods. To better understand the balance between stochasticity and determinism in biological processes a computational approach that incorporates both influences may afford additional insight into underlying biological mechanisms that give rise to emergent system properties. We apply a combined approach to the simulation and study of angiogenesis, the growth of new blood vessels from existing networks. This complex multicellular process begins with selection of an initiating endothelial cell, or tip cell, which sprouts from the parent vessels in response to stimulation by exogenous cues. We have constructed an agent-based model of sprouting angiogenesis to evaluate endothelial cell sprout initiation frequency and location, and we have experimentally validated it using high-resolution time-lapse confocal microscopy. ABM simulations were then compared to a Monte Carlo model, revealing that purely stochastic simulations could not generate sprout locations as accurately as the rule-informed agent-based model. These findings support the use of rule-based approaches for modeling the complex mechanisms underlying sprouting angiogenesis over purely stochastic methods. PMID:26158406
Agent-based model of angiogenesis simulates capillary sprout initiation in multicellular networks.
Walpole, J; Chappell, J C; Cluceru, J G; Mac Gabhann, F; Bautch, V L; Peirce, S M
2015-09-01
Many biological processes are controlled by both deterministic and stochastic influences. However, efforts to model these systems often rely on either purely stochastic or purely rule-based methods. To better understand the balance between stochasticity and determinism in biological processes a computational approach that incorporates both influences may afford additional insight into underlying biological mechanisms that give rise to emergent system properties. We apply a combined approach to the simulation and study of angiogenesis, the growth of new blood vessels from existing networks. This complex multicellular process begins with selection of an initiating endothelial cell, or tip cell, which sprouts from the parent vessels in response to stimulation by exogenous cues. We have constructed an agent-based model of sprouting angiogenesis to evaluate endothelial cell sprout initiation frequency and location, and we have experimentally validated it using high-resolution time-lapse confocal microscopy. ABM simulations were then compared to a Monte Carlo model, revealing that purely stochastic simulations could not generate sprout locations as accurately as the rule-informed agent-based model. These findings support the use of rule-based approaches for modeling the complex mechanisms underlying sprouting angiogenesis over purely stochastic methods.
NASA Astrophysics Data System (ADS)
Moffett, K. B.; Smith, B. C.; O'Connor, M.; Mohrig, D. C.
2014-12-01
Coastal fluvial delta morphodynamics are prominently controlled by external fluvial sediment and water supplies; however, internal sediment-water-vegetation feedbacks are now being proposed as potentially equally significant in organizing and maintaining the progradation and aggradation of such systems. The time scales of fluvial and climate influences on these feedbacks, and of their responses, are also open questions. Historical remote sensing study of the Wax Lake Delta model system (Louisiana, USA) revealed trends in the evolution of the subaerial island surfaces from a non-systematic arrangement of elevations to a discrete set of levees and intra-island platforms with distinct vegetation types, designated as high marsh, low marsh, and mudflat habitat. We propose that this elevation zonation is consistent with multiple stable state theory, e.g. as applied to tidal salt marsh systems but not previously to deltas. According to zonally-distributed sediment core analyses, differentiation of island elevations was not due to organic matter accumulation as in salt marshes, but rather by differential mineral sediment accumulation with some organic contributions. Mineral sediment accumulation rates suggested that elevation growth was accelerating or holding steady over time, at least to date in this young delta, in contrast to theory suggesting rates should slow as elevation increases above mean water level. Hydrological analysis of island flooding suggested a prominent role of stochastic local storm events in raising island water levels and supplying mineral sediment to the subaerial island surfaces at short time scales; over longer time scales, the relative influences of local storms and inland/regional floods on the coupled sediment-water-vegetation system of the subaerial delta island surfaces remain the subject of ongoing study. These results help provide an empirical foundation for the next generation of coupled sediment-water-vegetation modeling and theory.
Northern Hemisphere glaciation and the evolution of Plio-Pleistocene climate noise
NASA Astrophysics Data System (ADS)
Meyers, Stephen R.; Hinnov, Linda A.
2010-08-01
Deterministic orbital controls on climate variability are commonly inferred to dominate across timescales of 104-106 years, although some studies have suggested that stochastic processes may be of equal or greater importance. Here we explicitly quantify changes in deterministic orbital processes (forcing and/or pacing) versus stochastic climate processes during the Plio-Pleistocene, via time-frequency analysis of two prominent foraminifera oxygen isotopic stacks. Our results indicate that development of the Northern Hemisphere ice sheet is paralleled by an overall amplification of both deterministic and stochastic climate energy, but their relative dominance is variable. The progression from a more stochastic early Pliocene to a strongly deterministic late Pleistocene is primarily accommodated during two transitory phases of Northern Hemisphere ice sheet growth. This long-term trend is punctuated by “stochastic events,” which we interpret as evidence for abrupt reorganization of the climate system at the initiation and termination of the mid-Pleistocene transition and at the onset of Northern Hemisphere glaciation. In addition to highlighting a complex interplay between deterministic and stochastic climate change during the Plio-Pleistocene, our results support an early onset for Northern Hemisphere glaciation (between 3.5 and 3.7 Ma) and reveal some new characteristics of the orbital signal response, such as the puzzling emergence of 100 ka and 400 ka cyclic climate variability during theoretical eccentricity nodes.
Stochastic Switching Induced Adaptation in a Starved Escherichia coli Population
Ito, Yoichiro; Ying, Bei-Wen; Yomo, Tetsuya
2011-01-01
Population adaptation can be determined by stochastic switching in living cells. To examine how stochastic switching contributes to the fate decision for a population under severe stress, we constructed an Escherichia coli strain crucially dependent on the expression of a rewired gene. The gene essential for tryptophan biosynthesis, trpC, was removed from the native regulatory unit, the Trp operon, and placed under the extraneous control of the lactose utilisation network. Bistability of the network provided the cells two discrete phenotypes: the induced and suppressed level of trpC. The two phenotypes permitted the cells to grow or not, respectively, under conditions of tryptophan depletion. We found that stochastic switching between the two states allowed the initially suppressed cells to form a new population with induced trpC in response to tryptophan starvation. However, the frequency of the transition from suppressed to induced state dropped off dramatically in the starved population, in comparison to that in the nourished population. This reduced switching rate was compensated by increasing the initial population size, which probably provided the cell population more chances to wait for the rarely appearing fit cells from the unfit cells. Taken together, adaptation of a starved bacterial population because of stochasticity in the gene rewired from the ancient regulon was experimentally confirmed, and the nutritional status and the population size played a great role in stochastic adaptation. PMID:21931628
Probabilistic Structural Analysis Methods (PSAM) for Select Space Propulsion System Components
NASA Technical Reports Server (NTRS)
1999-01-01
Probabilistic Structural Analysis Methods (PSAM) are described for the probabilistic structural analysis of engine components for current and future space propulsion systems. Components for these systems are subjected to stochastic thermomechanical launch loads. Uncertainties or randomness also occurs in material properties, structural geometry, and boundary conditions. Material property stochasticity, such as in modulus of elasticity or yield strength, exists in every structure and is a consequence of variations in material composition and manufacturing processes. Procedures are outlined for computing the probabilistic structural response or reliability of the structural components. The response variables include static or dynamic deflections, strains, and stresses at one or several locations, natural frequencies, fatigue or creep life, etc. Sample cases illustrates how the PSAM methods and codes simulate input uncertainties and compute probabilistic response or reliability using a finite element model with probabilistic methods.
NASA Astrophysics Data System (ADS)
Tripathy, Rohit; Bilionis, Ilias; Gonzalez, Marcial
2016-09-01
Uncertainty quantification (UQ) tasks, such as model calibration, uncertainty propagation, and optimization under uncertainty, typically require several thousand evaluations of the underlying computer codes. To cope with the cost of simulations, one replaces the real response surface with a cheap surrogate based, e.g., on polynomial chaos expansions, neural networks, support vector machines, or Gaussian processes (GP). However, the number of simulations required to learn a generic multivariate response grows exponentially as the input dimension increases. This curse of dimensionality can only be addressed, if the response exhibits some special structure that can be discovered and exploited. A wide range of physical responses exhibit a special structure known as an active subspace (AS). An AS is a linear manifold of the stochastic space characterized by maximal response variation. The idea is that one should first identify this low dimensional manifold, project the high-dimensional input onto it, and then link the projection to the output. If the dimensionality of the AS is low enough, then learning the link function is a much easier problem than the original problem of learning a high-dimensional function. The classic approach to discovering the AS requires gradient information, a fact that severely limits its applicability. Furthermore, and partly because of its reliance to gradients, it is not able to handle noisy observations. The latter is an essential trait if one wants to be able to propagate uncertainty through stochastic simulators, e.g., through molecular dynamics codes. In this work, we develop a probabilistic version of AS which is gradient-free and robust to observational noise. Our approach relies on a novel Gaussian process regression with built-in dimensionality reduction. In particular, the AS is represented as an orthogonal projection matrix that serves as yet another covariance function hyper-parameter to be estimated from the data. To train the model, we design a two-step maximum likelihood optimization procedure that ensures the orthogonality of the projection matrix by exploiting recent results on the Stiefel manifold, i.e., the manifold of matrices with orthogonal columns. The additional benefit of our probabilistic formulation, is that it allows us to select the dimensionality of the AS via the Bayesian information criterion. We validate our approach by showing that it can discover the right AS in synthetic examples without gradient information using both noiseless and noisy observations. We demonstrate that our method is able to discover the same AS as the classical approach in a challenging one-hundred-dimensional problem involving an elliptic stochastic partial differential equation with random conductivity. Finally, we use our approach to study the effect of geometric and material uncertainties in the propagation of solitary waves in a one dimensional granular system.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Tripathy, Rohit, E-mail: rtripath@purdue.edu; Bilionis, Ilias, E-mail: ibilion@purdue.edu; Gonzalez, Marcial, E-mail: marcial-gonzalez@purdue.edu
2016-09-15
Uncertainty quantification (UQ) tasks, such as model calibration, uncertainty propagation, and optimization under uncertainty, typically require several thousand evaluations of the underlying computer codes. To cope with the cost of simulations, one replaces the real response surface with a cheap surrogate based, e.g., on polynomial chaos expansions, neural networks, support vector machines, or Gaussian processes (GP). However, the number of simulations required to learn a generic multivariate response grows exponentially as the input dimension increases. This curse of dimensionality can only be addressed, if the response exhibits some special structure that can be discovered and exploited. A wide range ofmore » physical responses exhibit a special structure known as an active subspace (AS). An AS is a linear manifold of the stochastic space characterized by maximal response variation. The idea is that one should first identify this low dimensional manifold, project the high-dimensional input onto it, and then link the projection to the output. If the dimensionality of the AS is low enough, then learning the link function is a much easier problem than the original problem of learning a high-dimensional function. The classic approach to discovering the AS requires gradient information, a fact that severely limits its applicability. Furthermore, and partly because of its reliance to gradients, it is not able to handle noisy observations. The latter is an essential trait if one wants to be able to propagate uncertainty through stochastic simulators, e.g., through molecular dynamics codes. In this work, we develop a probabilistic version of AS which is gradient-free and robust to observational noise. Our approach relies on a novel Gaussian process regression with built-in dimensionality reduction. In particular, the AS is represented as an orthogonal projection matrix that serves as yet another covariance function hyper-parameter to be estimated from the data. To train the model, we design a two-step maximum likelihood optimization procedure that ensures the orthogonality of the projection matrix by exploiting recent results on the Stiefel manifold, i.e., the manifold of matrices with orthogonal columns. The additional benefit of our probabilistic formulation, is that it allows us to select the dimensionality of the AS via the Bayesian information criterion. We validate our approach by showing that it can discover the right AS in synthetic examples without gradient information using both noiseless and noisy observations. We demonstrate that our method is able to discover the same AS as the classical approach in a challenging one-hundred-dimensional problem involving an elliptic stochastic partial differential equation with random conductivity. Finally, we use our approach to study the effect of geometric and material uncertainties in the propagation of solitary waves in a one dimensional granular system.« less
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 Stability of Nonlinear Sampled Data Systems with a Jump Linear Controller
NASA Technical Reports Server (NTRS)
Gonzalez, Oscar R.; Herencia-Zapana, Heber; Gray, W. Steven
2004-01-01
This paper analyzes the stability of a sampled- data system consisting of a deterministic, nonlinear, time- invariant, continuous-time plant and a stochastic, discrete- time, jump linear controller. The jump linear controller mod- els, for example, computer systems and communication net- works that are subject to stochastic upsets or disruptions. This sampled-data model has been used in the analysis and design of fault-tolerant systems and computer-control systems with random communication delays without taking into account the inter-sample response. To analyze stability, appropriate topologies are introduced for the signal spaces of the sampled- data system. With these topologies, the ideal sampling and zero-order-hold operators are shown to be measurable maps. This paper shows that the known equivalence between the stability of a deterministic, linear sampled-data system and its associated discrete-time representation as well as between a nonlinear sampled-data system and a linearized representation holds even in a stochastic framework.
Zahiripour, Seyed Ali; Jalali, Ali Akbar
2014-09-01
A novel switching function based on an optimization strategy for the sliding mode control (SMC) method has been provided for uncertain stochastic systems subject to actuator degradation such that the closed-loop system is globally asymptotically stable with probability one. In the previous researches the focus on sliding surface has been on proportional or proportional-integral function of states. In this research, from a degree of freedom that depends on designer choice is used to meet certain objectives. In the design of the switching function, there is a parameter which the designer can regulate for specified objectives. A sliding-mode controller is synthesized to ensure the reachability of the specified switching surface, despite actuator degradation and uncertainties. Finally, the simulation results demonstrate the effectiveness of the proposed method. Copyright © 2014 ISA. Published by Elsevier Ltd. All rights reserved.
3D printed cellular solid outperforms traditional stochastic foam in long-term mechanical response
Maiti, A.; Small, W.; Lewicki, J.; ...
2016-04-27
3D printing of polymeric foams by direct-ink-write is a recent technological breakthrough that enables the creation of versatile compressible solids with programmable microstructure, customizable shapes, and tunable mechanical response including negative elastic modulus. However, in many applications the success of these 3D printed materials as a viable replacement for traditional stochastic foams critically depends on their mechanical performance and micro-architectural stability while deployed under long-term mechanical strain. To predict the long-term performance of the two types of foams we employed multi-year-long accelerated aging studies under compressive strain followed by a time-temperature-superposition analysis using a minimum-arc-length-based algorithm. The resulting master curvesmore » predict superior long-term performance of the 3D printed foam in terms of two different metrics, i.e., compression set and load retention. To gain deeper understanding, we imaged the microstructure of both foams using X-ray computed tomography, and performed finite-element analysis of the mechanical response within these microstructures. As a result, this indicates a wider stress variation in the stochastic foam with points of more extreme local stress as compared to the 3D printed material, which might explain the latter’s improved long-term stability and mechanical performance.« less
3D printed cellular solid outperforms traditional stochastic foam in long-term mechanical response
DOE Office of Scientific and Technical Information (OSTI.GOV)
Maiti, A.; Small, W.; Lewicki, J.
3D printing of polymeric foams by direct-ink-write is a recent technological breakthrough that enables the creation of versatile compressible solids with programmable microstructure, customizable shapes, and tunable mechanical response including negative elastic modulus. However, in many applications the success of these 3D printed materials as a viable replacement for traditional stochastic foams critically depends on their mechanical performance and micro-architectural stability while deployed under long-term mechanical strain. To predict the long-term performance of the two types of foams we employed multi-year-long accelerated aging studies under compressive strain followed by a time-temperature-superposition analysis using a minimum-arc-length-based algorithm. The resulting master curvesmore » predict superior long-term performance of the 3D printed foam in terms of two different metrics, i.e., compression set and load retention. To gain deeper understanding, we imaged the microstructure of both foams using X-ray computed tomography, and performed finite-element analysis of the mechanical response within these microstructures. As a result, this indicates a wider stress variation in the stochastic foam with points of more extreme local stress as compared to the 3D printed material, which might explain the latter’s improved long-term stability and mechanical performance.« less
3D printed cellular solid outperforms traditional stochastic foam in long-term mechanical response
NASA Astrophysics Data System (ADS)
Maiti, A.; Small, W.; Lewicki, J. P.; Weisgraber, T. H.; Duoss, E. B.; Chinn, S. C.; Pearson, M. A.; Spadaccini, C. M.; Maxwell, R. S.; Wilson, T. S.
2016-04-01
3D printing of polymeric foams by direct-ink-write is a recent technological breakthrough that enables the creation of versatile compressible solids with programmable microstructure, customizable shapes, and tunable mechanical response including negative elastic modulus. However, in many applications the success of these 3D printed materials as a viable replacement for traditional stochastic foams critically depends on their mechanical performance and micro-architectural stability while deployed under long-term mechanical strain. To predict the long-term performance of the two types of foams we employed multi-year-long accelerated aging studies under compressive strain followed by a time-temperature-superposition analysis using a minimum-arc-length-based algorithm. The resulting master curves predict superior long-term performance of the 3D printed foam in terms of two different metrics, i.e., compression set and load retention. To gain deeper understanding, we imaged the microstructure of both foams using X-ray computed tomography, and performed finite-element analysis of the mechanical response within these microstructures. This indicates a wider stress variation in the stochastic foam with points of more extreme local stress as compared to the 3D printed material, which might explain the latter’s improved long-term stability and mechanical performance.
3D printed cellular solid outperforms traditional stochastic foam in long-term mechanical response
Maiti, A.; Small, W.; Lewicki, J. P.; Weisgraber, T. H.; Duoss, E. B.; Chinn, S. C.; Pearson, M. A.; Spadaccini, C. M.; Maxwell, R. S.; Wilson, T. S.
2016-01-01
3D printing of polymeric foams by direct-ink-write is a recent technological breakthrough that enables the creation of versatile compressible solids with programmable microstructure, customizable shapes, and tunable mechanical response including negative elastic modulus. However, in many applications the success of these 3D printed materials as a viable replacement for traditional stochastic foams critically depends on their mechanical performance and micro-architectural stability while deployed under long-term mechanical strain. To predict the long-term performance of the two types of foams we employed multi-year-long accelerated aging studies under compressive strain followed by a time-temperature-superposition analysis using a minimum-arc-length-based algorithm. The resulting master curves predict superior long-term performance of the 3D printed foam in terms of two different metrics, i.e., compression set and load retention. To gain deeper understanding, we imaged the microstructure of both foams using X-ray computed tomography, and performed finite-element analysis of the mechanical response within these microstructures. This indicates a wider stress variation in the stochastic foam with points of more extreme local stress as compared to the 3D printed material, which might explain the latter’s improved long-term stability and mechanical performance. PMID:27117858
Stochastic many-particle model for LFP electrodes
NASA Astrophysics Data System (ADS)
Guhlke, Clemens; Gajewski, Paul; Maurelli, Mario; Friz, Peter K.; Dreyer, Wolfgang
2018-02-01
In the framework of non-equilibrium thermodynamics, we derive a new model for many-particle electrodes. The model is applied to LiFePO4 (LFP) electrodes consisting of many LFP particles of nanometer size. The phase transition from a lithium-poor to a lithium-rich phase within LFP electrodes is controlled by both different particle sizes and surface fluctuations leading to a system of stochastic differential equations. An explicit relation between battery voltage and current controlled by the thermodynamic state variables is derived. This voltage-current relation reveals that in thin LFP electrodes lithium intercalation from the particle surfaces into the LFP particles is the principal rate-limiting process. There are only two constant kinetic parameters in the model describing the intercalation rate and the fluctuation strength, respectively. The model correctly predicts several features of LFP electrodes, viz. the phase transition, the observed voltage plateaus, hysteresis and the rate-limiting capacity. Moreover we study the impact of both the particle size distribution and the active surface area on the voltage-charge characteristics of the electrode. Finally we carefully discuss the phase transition for varying charging/discharging rates.
Effect of nonlinearity in hybrid kinetic Monte Carlo-continuum models.
Balter, Ariel; Lin, Guang; Tartakovsky, Alexandre M
2012-01-01
Recently there has been interest in developing efficient ways to model heterogeneous surface reactions with hybrid computational models that couple a kinetic Monte Carlo (KMC) model for a surface to a finite-difference model for bulk diffusion in a continuous domain. We consider two representative problems that validate a hybrid method and show that this method captures the combined effects of nonlinearity and stochasticity. We first validate a simple deposition-dissolution model with a linear rate showing that the KMC-continuum hybrid agrees with both a fully deterministic model and its analytical solution. We then study a deposition-dissolution model including competitive adsorption, which leads to a nonlinear rate, and show that in this case the KMC-continuum hybrid and fully deterministic simulations do not agree. However, we are able to identify the difference as a natural result of the stochasticity coming from the KMC surface process. Because KMC captures inherent fluctuations, we consider it to be more realistic than a purely deterministic model. Therefore, we consider the KMC-continuum hybrid to be more representative of a real system.
Effect of Nonlinearity in Hybrid Kinetic Monte Carlo-Continuum Models
DOE Office of Scientific and Technical Information (OSTI.GOV)
Balter, Ariel I.; Lin, Guang; Tartakovsky, Alexandre M.
2012-04-23
Recently there has been interest in developing efficient ways to model heterogeneous surface reactions with hybrid computational models that couple a KMC model for a surface to a finite difference model for bulk diffusion in a continuous domain. We consider two representative problems that validate a hybrid method and also show that this method captures the combined effects of nonlinearity and stochasticity. We first validate a simple deposition/dissolution model with a linear rate showing that the KMC-continuum hybrid agrees with both a fully deterministic model and its analytical solution. We then study a deposition/dissolution model including competitive adsorption, which leadsmore » to a nonlinear rate, and show that, in this case, the KMC-continuum hybrid and fully deterministic simulations do not agree. However, we are able to identify the difference as a natural result of the stochasticity coming from the KMC surface process. Because KMC captures inherent fluctuations, we consider it to be more realistic than a purely deterministic model. Therefore, we consider the KMC-continuum hybrid to be more representative of a real system.« less
NASA Astrophysics Data System (ADS)
Komuro, Atsushi; Takashima, Keisuke; Konno, Kaiki; Tanaka, Naoki; Nonomura, Taku; Kaneko, Toshiro; Ando, Akira; Asai, Keisuke
2017-06-01
Gas-density perturbations near an airfoil surface generated by a nanosecond dielectric-barrier-discharge plasma actuator (ns-DBDPA) are visualized using a high-speed Schlieren imaging method. Wind-tunnel experiments are conducted for a wind speed of 20 m s-1 with an NACA0015 airfoil whose chord length is 100 mm. The results show that the ns-DBDPA first generates a pressure wave and then stochastic perturbations of the gas density near the leading edge of the airfoil. Two structures with different characteristics are observed in the stochastic perturbations. One structure propagates along the boundary between the shear layer and the main flow at a speed close to that of the main flow. The other propagates more slowly on the surface of the airfoil and causes mixing between the main and shear flows. It is observed that these two heated structures interact with each other, resulting in a recovery in the negative pressure coefficient at the leading edge of the airfoil.
Developing an Accurate CFD Based Gust Model for the Truss Braced Wing Aircraft
NASA Technical Reports Server (NTRS)
Bartels, Robert E.
2013-01-01
The increased flexibility of long endurance aircraft having high aspect ratio wings necessitates attention to gust response and perhaps the incorporation of gust load alleviation. The design of civil transport aircraft with a strut or truss-braced high aspect ratio wing furthermore requires gust response analysis in the transonic cruise range. This requirement motivates the use of high fidelity nonlinear computational fluid dynamics (CFD) for gust response analysis. This paper presents the development of a CFD based gust model for the truss braced wing aircraft. A sharp-edged gust provides the gust system identification. The result of the system identification is several thousand time steps of instantaneous pressure coefficients over the entire vehicle. This data is filtered and downsampled to provide the snapshot data set from which a reduced order model is developed. A stochastic singular value decomposition algorithm is used to obtain a proper orthogonal decomposition (POD). The POD model is combined with a convolution integral to predict the time varying pressure coefficient distribution due to a novel gust profile. Finally the unsteady surface pressure response of the truss braced wing vehicle to a one-minus-cosine gust, simulated using the reduced order model, is compared with the full CFD.
Magnetic particle-scanning for ultrasensitive immunodetection on-chip.
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.
NASA Astrophysics Data System (ADS)
Christensen, H. M.; Berner, J.; Sardeshmukh, P. D.
2017-12-01
Stochastic parameterizations have been used for more than a decade in atmospheric models. They provide a way to represent model uncertainty through representing the variability of unresolved sub-grid processes, and have been shown to have a beneficial effect on the spread and mean state for medium- and extended-range forecasts. There is increasing evidence that stochastic parameterization of unresolved processes can improve the bias in mean and variability, e.g. by introducing a noise-induced drift (nonlinear rectification), and by changing the residence time and structure of flow regimes. We present results showing the impact of including the Stochastically Perturbed Parameterization Tendencies scheme (SPPT) in coupled runs of the National Center for Atmospheric Research (NCAR) Community Atmosphere Model, version 4 (CAM4) with historical forcing. SPPT results in a significant improvement in the representation of the El Nino-Southern Oscillation in CAM4, improving the power spectrum, as well as both the inter- and intra-annual variability of tropical pacific sea surface temperatures. We use a Linear Inverse Modelling framework to gain insight into the mechanisms by which SPPT has improved ENSO-variability.
2012-01-01
Background Multi-target therapeutics has been shown to be effective for treating complex diseases, and currently, it is a common practice to combine multiple drugs to treat such diseases to optimize the therapeutic outcomes. However, considering the huge number of possible ways to mix multiple drugs at different concentrations, it is practically difficult to identify the optimal drug combination through exhaustive testing. Results In this paper, we propose a novel stochastic search algorithm, called the adaptive reference update (ARU) algorithm, that can provide an efficient and systematic way for optimizing multi-drug cocktails. The ARU algorithm iteratively updates the drug combination to improve its response, where the update is made by comparing the response of the current combination with that of a reference combination, based on which the beneficial update direction is predicted. The reference combination is continuously updated based on the drug response values observed in the past, thereby adapting to the underlying drug response function. To demonstrate the effectiveness of the proposed algorithm, we evaluated its performance based on various multi-dimensional drug functions and compared it with existing algorithms. Conclusions Simulation results show that the ARU algorithm significantly outperforms existing stochastic search algorithms, including the Gur Game algorithm. In fact, the ARU algorithm can more effectively identify potent drug combinations and it typically spends fewer iterations for finding effective combinations. Furthermore, the ARU algorithm is robust to random fluctuations and noise in the measured drug response, which makes the algorithm well-suited for practical drug optimization applications. PMID:23134742
Linearizable quantum supersymmetric σ models
NASA Astrophysics Data System (ADS)
Haba, Z.
1988-07-01
Euclidean quantization of superfields with values in a Hermitian manifold and defined on a super-Riemann surface is discussed. It is shown that stochastic differential equations relating an interacting σ superfield to the free one become linear if the field takes values in a generalized Poincaré upper half-plane. A renormalized perturbative solution is obtained. Fields with values in a Riemann surface are discussed in brief.
An approach to assessing stochastic radiogenic risk in medical imaging
DOE Office of Scientific and Technical Information (OSTI.GOV)
Wolbarst, Anthony B.; Hendee, William R.; Department of Radiology, Mayo Clinic, Rochester, Minnesota 55901
2011-12-15
Purpose: This letter suggests a formalism, the medical effective dose (MED), that is suitable for assessing stochastic radiogenic risks in diagnostic medical procedures. Methods: The MED is derived from radiobiological and probabilistic first principals, including: (1) The independence of radiation-induced biological effects in neighboring voxels at low doses; (2) the linear no-threshold assumption for stochastic radiation injury (although other dose-response relationships could be incorporated, instead); (3) the best human radiation dose-response data currently available; and (4) the built-in possibility that the carcinogenic risk to an irradiated organ may depend on its volume. The MED involves a dose-risk summation over irradiatedmore » voxels at high spatial resolution; it reduces to the traditional effective dose when every organ is irradiated uniformly and when the dependence of risk on organ volumes is ignored. Standard relative-risk tissue weighting factors can be used with the MED approach until more refined data become available. Results: The MED is intended for clinical and phantom dosimetry, and it provides an estimate of overall relative radiogenic stochastic risk for any given dose distribution. A result of the MED derivation is that the stochastic risk may increase with the volume of tissue (i.e., the number of cells) irradiated, a feature that can be activated when forthcoming radiobiological research warrants it. In this regard, the MED resembles neither the standard effective dose (E) nor the CT dose index (CTDI), but it is somewhat like the CT dose-length product (DLP). Conclusions: The MED is a novel, probabilistically and biologically based means of estimating stochastic-risk-weighted doses associated with medical imaging. Built in, ab initio, is the ability to link radiogenic risk to organ volume and other clinical factors. It is straightforward to implement when medical dose distributions are available, provided that one is content, for the time being, to accept the relative tissue weighting factors published by the International Commission of Radiological Protection (ICRP). It requires no new radiobiological data and avoids major problems encountered by the E, CTDI, and CT-E formalisms. It makes possible relative inter-patient dosimetry, and also realistic intercomparisons of stochastic risks from different protocols that yield images of comparable quality.« less
Modeling and stochastic analysis of dynamic mechanisms of the perception
NASA Astrophysics Data System (ADS)
Pisarchik, A.; Bashkirtseva, I.; Ryashko, L.
2017-10-01
Modern studies in physiology and cognitive neuroscience consider a noise as an important constructive factor of the brain functionality. Under the adequate noise, the brain can rapidly access different ordered states, and provide decision-making by preventing deadlocks. Bistable dynamic models are often used for the study of the underlying mechanisms of the visual perception. In the present paper, we consider a bistable energy model subject to both additive and parametric noise. Using the catastrophe theory formalism and stochastic sensitivity functions technique, we analyze a response of the equilibria to noise, and study noise-induced transitions between equilibria. We demonstrate and analyse the effect of hysteresis squeezing when the intensity of noise is increased. Stochastic bifurcations connected with the suppression of oscillations by parametric noises are discussed.
Effect of AMOC collapse on ENSO in a high resolution general circulation model
NASA Astrophysics Data System (ADS)
Williamson, Mark S.; Collins, Mat; Drijfhout, Sybren S.; Kahana, Ron; Mecking, Jennifer V.; Lenton, Timothy M.
2018-04-01
We look at changes in the El Niño Southern Oscillation (ENSO) in a high-resolution eddy-permitting climate model experiment in which the Atlantic Meridional Circulation (AMOC) is switched off using freshwater hosing. The ENSO mode is shifted eastward and its period becomes longer and more regular when the AMOC is off. The eastward shift can be attributed to an anomalous eastern Ekman transport in the mean equatorial Pacific ocean state. Convergence of this transport deepens the thermocline in the eastern tropical Pacific and increases the temperature anomaly relaxation time, causing increased ENSO period. The anomalous Ekman transport is caused by a surface northerly wind anomaly in response to the meridional sea surface temperature dipole that results from switching the AMOC off. In contrast to a previous study with an earlier version of the model, which showed an increase in ENSO amplitude in an AMOC off experiment, here the amplitude remains the same as in the AMOC on control state. We attribute this difference to variations in the response of decreased stochastic forcing in the different models, which competes with the reduced damping of temperature anomalies. In the new high-resolution model, these effects approximately cancel resulting in no change in amplitude.
Soler, Miguel A; Rodriguez, Alex; Russo, Anna; Adedeji, Abimbola Feyisara; Dongmo Foumthuim, Cedrix J; Cantarutti, Cristina; Ambrosetti, Elena; Casalis, Loredana; Corazza, Alessandra; Scoles, Giacinto; Marasco, Daniela; Laio, Alessandro; Fortuna, Sara
2017-01-25
The oriented immobilization of proteins, key for the development of novel responsive biomaterials, relies on the availability of effective probes. These are generally provided by standard approaches based on in vivo maturation and in vitro selection of antibodies and/or aptamers. These techniques can suffer technical problems when a non-immunogenic epitope needs to be targeted. Here we propose a strategy to circumvent this issue by in silico design. In our method molecular binders, in the form of cyclic peptides, are computationally evolved by stochastically exploring their sequence and structure space to identify high-affinity peptides for a chosen epitope of a target globular protein: here a solvent-exposed site of β2-microglobulin (β2m). Designed sequences were screened by explicit solvent molecular dynamics simulations (MD) followed by experimental validation. Five candidates gave dose-response surface plasmon resonance signals with dissociation constants in the micromolar range. One of them was further analyzed by means of isothermal titration calorimetry, nuclear magnetic resonance, and 250 ns of MD. Atomic-force microscopy imaging showed that this peptide is able to immobilize β2m on a gold surface. In short, we have shown by a variety of experimental techniques that it is possible to capture a protein through an epitope of choice by computational design.
Martin-Olmos, Cristina; Stieg, Adam Z; Gimzewski, James K
2012-06-15
A general method based on the combination of electrostatic force microscopy with thermal cycling of the substrate holder is presented for direct, nanoscale characterization of the pyroelectric effect in a range of materials and sample configurations using commercial atomic force microscope systems. To provide an example of its broad applicability, the technique was applied to the examination of natural tourmaline gemstones. The method was validated using thermal cycles similar to those experienced in ambient conditions, where the induced pyroelectric response produced localized electrostatic surface charges whose magnitude demonstrated a correlation with the iron content and heat dissipation of each gemstone variety. In addition, the surface charge was shown to persist even at thermal equilibrium. This behavior is attributed to constant, stochastic cooling of the gemstone surface through turbulent contact with the surrounding air and indicates a potential utility for energy harvesting in applications including environmental sensors and personal electronics. In contrast to previously reported methods, ours has a capacity to carry out such precise nanoscale measurements with little or no restriction on the sample of interest, and represents a powerful new tool for the characterization of pyroelectric materials and devices.
NASA Astrophysics Data System (ADS)
Martin-Olmos, Cristina; Stieg, Adam Z.; Gimzewski, James K.
2012-06-01
A general method based on the combination of electrostatic force microscopy with thermal cycling of the substrate holder is presented for direct, nanoscale characterization of the pyroelectric effect in a range of materials and sample configurations using commercial atomic force microscope systems. To provide an example of its broad applicability, the technique was applied to the examination of natural tourmaline gemstones. The method was validated using thermal cycles similar to those experienced in ambient conditions, where the induced pyroelectric response produced localized electrostatic surface charges whose magnitude demonstrated a correlation with the iron content and heat dissipation of each gemstone variety. In addition, the surface charge was shown to persist even at thermal equilibrium. This behavior is attributed to constant, stochastic cooling of the gemstone surface through turbulent contact with the surrounding air and indicates a potential utility for energy harvesting in applications including environmental sensors and personal electronics. In contrast to previously reported methods, ours has a capacity to carry out such precise nanoscale measurements with little or no restriction on the sample of interest, and represents a powerful new tool for the characterization of pyroelectric materials and devices.
Contrasted demographic responses facing future climate change in Southern Ocean seabirds.
Barbraud, Christophe; Rivalan, Philippe; Inchausti, Pablo; Nevoux, Marie; Rolland, Virginie; Weimerskirch, Henri
2011-01-01
1. Recent climate change has affected a wide range of species, but predicting population responses to projected climate change using population dynamics theory and models remains challenging, and very few attempts have been made. The Southern Ocean sea surface temperature and sea ice extent are projected to warm and shrink as concentrations of atmospheric greenhouse gases increase, and several top predator species are affected by fluctuations in these oceanographic variables. 2. We compared and projected the population responses of three seabird species living in sub-tropical, sub-Antarctic and Antarctic biomes to predicted climate change over the next 50 years. Using stochastic population models we combined long-term demographic datasets and projections of sea surface temperature and sea ice extent for three different IPCC emission scenarios (from most to least severe: A1B, A2, B1) from general circulation models of Earth's climate. 3. We found that climate mostly affected the probability to breed successfully, and in one case adult survival. Interestingly, frequent nonlinear relationships in demographic responses to climate were detected. Models forced by future predicted climatic change provided contrasted population responses depending on the species considered. The northernmost distributed species was predicted to be little affected by a future warming of the Southern Ocean, whereas steep declines were projected for the more southerly distributed species due to sea surface temperature warming and decrease in sea ice extent. For the most southerly distributed species, the A1B and B1 emission scenarios were respectively the most and less damaging. For the two other species, population responses were similar for all emission scenarios. 4. This is among the first attempts to study the demographic responses for several populations with contrasted environmental conditions, which illustrates that investigating the effects of climate change on core population dynamics is feasible for different populations using a common methodological framework. Our approach was limited to single populations and have neglected population settlement in new favourable habitats or changes in inter-specific relations as a potential response to future climate change. Predictions may be enhanced by merging demographic population models and climatic envelope models. © 2010 The Authors. Journal compilation © 2010 British Ecological Society.
Stochastic estimates of gradient from laser measurements for an autonomous Martian roving vehicle
NASA Technical Reports Server (NTRS)
Burger, P. A.
1973-01-01
The general problem of estimating the state vector x from the state equation h = Ax where h, A, and x are all stochastic, is presented. Specifically, the problem is for an autonomous Martian roving vehicle to utilize laser measurements in estimating the gradient of the terrain. Error exists due to two factors - surface roughness and instrumental measurements. The errors in slope depend on the standard deviations of these noise factors. Numerically, the error in gradient is expressed as a function of instrumental inaccuracies. Certain guidelines for the accuracy of permissable gradient must be set. It is found that present technology can meet these guidelines.
Persistence length measurements from stochastic single-microtubule trajectories.
van den Heuvel, M G L; Bolhuis, S; Dekker, C
2007-10-01
We present a simple method to determine the persistence length of short submicrometer microtubule ends from their stochastic trajectories on kinesin-coated surfaces. The tangent angle of a microtubule trajectory is similar to a random walk, which is solely determined by the stiffness of the leading tip and the velocity of the microtubule. We demonstrate that even a single-microtubule trajectory suffices to obtain a reliable value of the persistence length. We do this by calculating the variance in the tangent trajectory angle of an individual microtubule. By averaging over many individual microtubule trajectories, we find that the persistence length of microtubule tips is 0.24 +/- 0.03 mm.
A non-linear dimension reduction methodology for generating data-driven stochastic input models
DOE Office of Scientific and Technical Information (OSTI.GOV)
Ganapathysubramanian, Baskar; Zabaras, Nicholas
Stochastic analysis of random heterogeneous media (polycrystalline materials, porous media, functionally graded materials) provides information of significance only if realistic input models of the topology and property variations are used. This paper proposes a framework to construct such input stochastic models for the topology and thermal diffusivity variations in heterogeneous media using a data-driven strategy. Given a set of microstructure realizations (input samples) generated from given statistical information about the medium topology, the framework constructs a reduced-order stochastic representation of the thermal diffusivity. This problem of constructing a low-dimensional stochastic representation of property variations is analogous to the problem ofmore » manifold learning and parametric fitting of hyper-surfaces encountered in image processing and psychology. Denote by M the set of microstructures that satisfy the given experimental statistics. A non-linear dimension reduction strategy is utilized to map M to a low-dimensional region, A. We first show that M is a compact manifold embedded in a high-dimensional input space R{sup n}. An isometric mapping F from M to a low-dimensional, compact, connected set A is contained in R{sup d}(d<
Asymmetric and Stochastic Behavior in Magnetic Vortices Studied by Soft X-ray Microscopy
NASA Astrophysics Data System (ADS)
Im, Mi-Young
Asymmetry and stochasticity in spin processes are not only long-standing fundamental issues but also highly relevant to technological applications of nanomagnetic structures to memory and storage nanodevices. Those nontrivial phenomena have been studied by direct imaging of spin structures in magnetic vortices utilizing magnetic transmission soft x-ray microscopy (BL6.1.2 at ALS). Magnetic vortices have attracted enormous scientific interests due to their fascinating spin structures consisting of circularity rotating clockwise (c = + 1) or counter-clockwise (c = -1) and polarity pointing either up (p = + 1) or down (p = -1). We observed a symmetry breaking in the formation process of vortex structures in circular permalloy (Ni80Fe20) disks. The generation rates of two different vortex groups with the signature of cp = + 1 and cp =-1 are completely asymmetric. The asymmetric nature was interpreted to be triggered by ``intrinsic'' Dzyaloshinskii-Moriya interaction (DMI) arising from the spin-orbit coupling due to the lack of inversion symmetry near the disk surface and ``extrinsic'' factors such as roughness and defects. We also investigated the stochastic behavior of vortex creation in the arrays of asymmetric disks. The stochasticity was found to be very sensitive to the geometry of disk arrays, particularly interdisk distance. The experimentally observed phenomenon couldn't be explained by thermal fluctuation effect, which has been considered as a main reason for the stochastic behavior in spin processes. We demonstrated for the first time that the ultrafast dynamics at the early stage of vortex creation, which has a character of classical chaos significantly affects the stochastic nature observed at the steady state in asymmetric disks. This work provided the new perspective of dynamics as a critical factor contributing to the stochasticity in spin processes and also the possibility for the control of the intrinsic stochastic nature by optimizing the design of asymmetric disk arrays. This work was supported by the Director, Office of Science, Office of Basic Energy Sciences, of the U.S. Department of Energy under Contract No. DE-AC02-05CH11231, by Leading Foreign Research Institute Recruitment Program through the NRF.
Stochasticity, succession, and environmental perturbations in a fluidic ecosystem.
Zhou, Jizhong; Deng, Ye; Zhang, Ping; Xue, Kai; Liang, Yuting; Van Nostrand, Joy D; Yang, Yunfeng; He, Zhili; Wu, Liyou; Stahl, David A; Hazen, Terry C; Tiedje, James M; Arkin, Adam P
2014-03-04
Unraveling the drivers of community structure and succession in response to environmental change is a central goal in ecology. Although the mechanisms shaping community structure have been intensively examined, those controlling ecological succession remain elusive. To understand the relative importance of stochastic and deterministic processes in mediating microbial community succession, a unique framework composed of four different cases was developed for fluidic and nonfluidic ecosystems. The framework was then tested for one fluidic ecosystem: a groundwater system perturbed by adding emulsified vegetable oil (EVO) for uranium immobilization. Our results revealed that groundwater microbial community diverged substantially away from the initial community after EVO amendment and eventually converged to a new community state, which was closely clustered with its initial state. However, their composition and structure were significantly different from each other. Null model analysis indicated that both deterministic and stochastic processes played important roles in controlling the assembly and succession of the groundwater microbial community, but their relative importance was time dependent. Additionally, consistent with the proposed conceptual framework but contradictory to conventional wisdom, the community succession responding to EVO amendment was primarily controlled by stochastic rather than deterministic processes. During the middle phase of the succession, the roles of stochastic processes in controlling community composition increased substantially, ranging from 81.3% to 92.0%. Finally, there are limited successional studies available to support different cases in the conceptual framework, but further well-replicated explicit time-series experiments are needed to understand the relative importance of deterministic and stochastic processes in controlling community succession.
Simple map in action-angle coordinates
DOE Office of Scientific and Technical Information (OSTI.GOV)
Kerwin, Olivia; Punjabi, Alkesh; Ali, Halima
A simple map [A. Punjabi, A. Verma, and A. Boozer, Phys. Rev. Lett. 69, 3322 (1992)] is the simplest map that has the topology of divertor tokamaks [A. Punjabi, H. Ali, T. Evans, and A. Boozer, Phys. Lett. A 364, 140 (2007)]. Here, action-angle coordinates, the safety factor, and the equilibrium generating function for the simple map are calculated analytically. The simple map in action-angle coordinates is derived from canonical transformations. This map cannot be integrated across the separatrix surface because of the singularity in the safety factor there. The stochastic broadening of the ideal separatrix surface in action-angle representationmore » is calculated by adding a perturbation to the simple map equilibrium generating function. This perturbation represents the spatial noise and field errors typical of the DIII-D [J. L. Luxon and L. E. Davis, Fusion Technol. 8, 441 (1985)] tokamak. The stationary Fourier modes of the perturbation have poloidal and toroidal mode numbers (m,n,)=((3,1),(4,1),(6,2),(7,2),(8,2),(9,3),(10,3),(11,3)) with amplitude {delta}=0.8x10{sup -5}. Near the X-point, about 0.12% of toroidal magnetic flux inside the separatrix, and about 0.06% of the poloidal flux inside the separatrix is lost. When the distance from the O-point to the X-point is 1 m, the width of stochastic layer near the X-point is about 1.4 cm. The average value of the action on the last good surface is 0.19072 compared to the action value of 3/5{pi} on the separatrix. The average width of stochastic layer in action coordinate is 2.7x10{sup -4}, while the average area of the stochastic layer in action-angle phase space is 1.69017x10{sup -3}. On average, about 0.14% of action or toroidal flux inside the ideal separatrix is lost due to broadening. Roughly five times more toroidal flux is lost in the simple map than in DIII-D for the same perturbation [A. Punjabi, H. Ali, A. Boozer, and T. Evans, Bull. Amer. Phys. Soc. 52, 124 (2007)].« less
Simple map in action-angle coordinates
NASA Astrophysics Data System (ADS)
Kerwin, Olivia; Punjabi, Alkesh; Ali, Halima
2008-07-01
A simple map [A. Punjabi, A. Verma, and A. Boozer, Phys. Rev. Lett. 69, 3322 (1992)] is the simplest map that has the topology of divertor tokamaks [A. Punjabi, H. Ali, T. Evans, and A. Boozer, Phys. Lett. A 364, 140 (2007)]. Here, action-angle coordinates, the safety factor, and the equilibrium generating function for the simple map are calculated analytically. The simple map in action-angle coordinates is derived from canonical transformations. This map cannot be integrated across the separatrix surface because of the singularity in the safety factor there. The stochastic broadening of the ideal separatrix surface in action-angle representation is calculated by adding a perturbation to the simple map equilibrium generating function. This perturbation represents the spatial noise and field errors typical of the DIII-D [J. L. Luxon and L. E. Davis, Fusion Technol. 8, 441 (1985)] tokamak. The stationary Fourier modes of the perturbation have poloidal and toroidal mode numbers (m,n,)={(3,1),(4,1),(6,2),(7,2),(8,2),(9,3),(10,3),(11,3)} with amplitude δ =0.8×10-5. Near the X-point, about 0.12% of toroidal magnetic flux inside the separatrix, and about 0.06% of the poloidal flux inside the separatrix is lost. When the distance from the O-point to the X-point is 1m, the width of stochastic layer near the X-point is about 1.4cm. The average value of the action on the last good surface is 0.19072 compared to the action value of 3/5π on the separatrix. The average width of stochastic layer in action coordinate is 2.7×10-4, while the average area of the stochastic layer in action-angle phase space is 1.69017×10-3. On average, about 0.14% of action or toroidal flux inside the ideal separatrix is lost due to broadening. Roughly five times more toroidal flux is lost in the simple map than in DIII-D for the same perturbation [A. Punjabi, H. Ali, A. Boozer, and T. Evans, Bull. Amer. Phys. Soc. 52, 124 (2007)].
An Estimation Procedure for the Structural Parameters of the Unified Cognitive/IRT Model.
ERIC Educational Resources Information Center
Jiang, Hai; And Others
L. V. DiBello, W. F. Stout, and L. A. Roussos (1993) have developed a new item response model, the Unified Model, which brings together the discrete, deterministic aspects of cognition favored by cognitive scientists, and the continuous, stochastic aspects of test response behavior that underlie item response theory (IRT). The Unified Model blends…
Adalsteinsson, David; McMillen, David; Elston, Timothy C
2004-03-08
Intrinsic fluctuations due to the stochastic nature of biochemical reactions can have large effects on the response of biochemical networks. This is particularly true for pathways that involve transcriptional regulation, where generally there are two copies of each gene and the number of messenger RNA (mRNA) molecules can be small. Therefore, there is a need for computational tools for developing and investigating stochastic models of biochemical networks. We have developed the software package Biochemical Network Stochastic Simulator (BioNetS) for efficiently and accurately simulating stochastic models of biochemical networks. BioNetS has a graphical user interface that allows models to be entered in a straightforward manner, and allows the user to specify the type of random variable (discrete or continuous) for each chemical species in the network. The discrete variables are simulated using an efficient implementation of the Gillespie algorithm. For the continuous random variables, BioNetS constructs and numerically solves the appropriate chemical Langevin equations. The software package has been developed to scale efficiently with network size, thereby allowing large systems to be studied. BioNetS runs as a BioSpice agent and can be downloaded from http://www.biospice.org. BioNetS also can be run as a stand alone package. All the required files are accessible from http://x.amath.unc.edu/BioNetS. We have developed BioNetS to be a reliable tool for studying the stochastic dynamics of large biochemical networks. Important features of BioNetS are its ability to handle hybrid models that consist of both continuous and discrete random variables and its ability to model cell growth and division. We have verified the accuracy and efficiency of the numerical methods by considering several test systems.
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).
Meng, X Flora; Baetica, Ania-Ariadna; Singhal, Vipul; Murray, Richard M
2017-05-01
Noise is often indispensable to key cellular activities, such as gene expression, necessitating the use of stochastic models to capture its dynamics. The chemical master equation (CME) is a commonly used stochastic model of Kolmogorov forward equations that describe how the probability distribution of a chemically reacting system varies with time. Finding analytic solutions to the CME can have benefits, such as expediting simulations of multiscale biochemical reaction networks and aiding the design of distributional responses. However, analytic solutions are rarely known. A recent method of computing analytic stationary solutions relies on gluing simple state spaces together recursively at one or two states. We explore the capabilities of this method and introduce algorithms to derive analytic stationary solutions to the CME. We first formally characterize state spaces that can be constructed by performing single-state gluing of paths, cycles or both sequentially. We then study stochastic biochemical reaction networks that consist of reversible, elementary reactions with two-dimensional state spaces. We also discuss extending the method to infinite state spaces and designing the stationary behaviour of stochastic biochemical reaction networks. Finally, we illustrate the aforementioned ideas using examples that include two interconnected transcriptional components and biochemical reactions with two-dimensional state spaces. © 2017 The Author(s).
Comparing reactive and memory-one strategies of direct reciprocity
NASA Astrophysics Data System (ADS)
Baek, Seung Ki; Jeong, Hyeong-Chai; Hilbe, Christian; Nowak, Martin A.
2016-05-01
Direct reciprocity is a mechanism for the evolution of cooperation based on repeated interactions. When individuals meet repeatedly, they can use conditional strategies to enforce cooperative outcomes that would not be feasible in one-shot social dilemmas. Direct reciprocity requires that individuals keep track of their past interactions and find the right response. However, there are natural bounds on strategic complexity: Humans find it difficult to remember past interactions accurately, especially over long timespans. Given these limitations, it is natural to ask how complex strategies need to be for cooperation to evolve. Here, we study stochastic evolutionary game dynamics in finite populations to systematically compare the evolutionary performance of reactive strategies, which only respond to the co-player’s previous move, and memory-one strategies, which take into account the own and the co-player’s previous move. In both cases, we compare deterministic strategy and stochastic strategy spaces. For reactive strategies and small costs, we find that stochasticity benefits cooperation, because it allows for generous-tit-for-tat. For memory one strategies and small costs, we find that stochasticity does not increase the propensity for cooperation, because the deterministic rule of win-stay, lose-shift works best. For memory one strategies and large costs, however, stochasticity can augment cooperation.
Baetica, Ania-Ariadna; Singhal, Vipul; Murray, Richard M.
2017-01-01
Noise is often indispensable to key cellular activities, such as gene expression, necessitating the use of stochastic models to capture its dynamics. The chemical master equation (CME) is a commonly used stochastic model of Kolmogorov forward equations that describe how the probability distribution of a chemically reacting system varies with time. Finding analytic solutions to the CME can have benefits, such as expediting simulations of multiscale biochemical reaction networks and aiding the design of distributional responses. However, analytic solutions are rarely known. A recent method of computing analytic stationary solutions relies on gluing simple state spaces together recursively at one or two states. We explore the capabilities of this method and introduce algorithms to derive analytic stationary solutions to the CME. We first formally characterize state spaces that can be constructed by performing single-state gluing of paths, cycles or both sequentially. We then study stochastic biochemical reaction networks that consist of reversible, elementary reactions with two-dimensional state spaces. We also discuss extending the method to infinite state spaces and designing the stationary behaviour of stochastic biochemical reaction networks. Finally, we illustrate the aforementioned ideas using examples that include two interconnected transcriptional components and biochemical reactions with two-dimensional state spaces. PMID:28566513
NASA Technical Reports Server (NTRS)
Schaffer, L.; Burns, J. A.
1995-01-01
Dust grains in planetary rings acquire stochastically fluctuating electric charges as they orbit through any corotating magnetospheric plasma. Here we investigate the nature of this stochastic charging and calculate its effect on the Lorentz resonance (LR). First we model grain charging as a Markov process, where the transition probabilities are identified as the ensemble-averaged charging fluxes due to plasma pickup and photoemission. We determine the distribution function P(t;N), giving the probability that a grain has N excess charges at time t. The autocorrelation function tau(sub q) for the strochastic charge process can be approximated by a Fokker-Planck treatment of the evolution equations for P(t; N). We calculate the mean square response to the stochastic fluctuations in the Lorentz force. We find that transport in phase space is very small compared to the resonant increase in amplitudes due to the mean charge, over the timescale that the oscillator is resonantly pumped up. Therefore the stochastic charge variations cannot break the resonant interaction; locally, the Lorentz resonance is a robust mechanism for the shaping of etheral dust ring systems. Slightly stronger bounds on plasma parameters are required when we consider the longer transit times between Lorentz resonances.
Modelling uncertainty in incompressible flow simulation using Galerkin based generalized ANOVA
NASA Astrophysics Data System (ADS)
Chakraborty, Souvik; Chowdhury, Rajib
2016-11-01
This paper presents a new algorithm, referred to here as Galerkin based generalized analysis of variance decomposition (GG-ANOVA) for modelling input uncertainties and its propagation in incompressible fluid flow. The proposed approach utilizes ANOVA to represent the unknown stochastic response. Further, the unknown component functions of ANOVA are represented using the generalized polynomial chaos expansion (PCE). The resulting functional form obtained by coupling the ANOVA and PCE is substituted into the stochastic Navier-Stokes equation (NSE) and Galerkin projection is employed to decompose it into a set of coupled deterministic 'Navier-Stokes alike' equations. Temporal discretization of the set of coupled deterministic equations is performed by employing Adams-Bashforth scheme for convective term and Crank-Nicolson scheme for diffusion term. Spatial discretization is performed by employing finite difference scheme. Implementation of the proposed approach has been illustrated by two examples. In the first example, a stochastic ordinary differential equation has been considered. This example illustrates the performance of proposed approach with change in nature of random variable. Furthermore, convergence characteristics of GG-ANOVA has also been demonstrated. The second example investigates flow through a micro channel. Two case studies, namely the stochastic Kelvin-Helmholtz instability and stochastic vortex dipole, have been investigated. For all the problems results obtained using GG-ANOVA are in excellent agreement with benchmark solutions.
Comparing reactive and memory-one strategies of direct reciprocity
Baek, Seung Ki; Jeong, Hyeong-Chai; Hilbe, Christian; Nowak, Martin A.
2016-01-01
Direct reciprocity is a mechanism for the evolution of cooperation based on repeated interactions. When individuals meet repeatedly, they can use conditional strategies to enforce cooperative outcomes that would not be feasible in one-shot social dilemmas. Direct reciprocity requires that individuals keep track of their past interactions and find the right response. However, there are natural bounds on strategic complexity: Humans find it difficult to remember past interactions accurately, especially over long timespans. Given these limitations, it is natural to ask how complex strategies need to be for cooperation to evolve. Here, we study stochastic evolutionary game dynamics in finite populations to systematically compare the evolutionary performance of reactive strategies, which only respond to the co-player’s previous move, and memory-one strategies, which take into account the own and the co-player’s previous move. In both cases, we compare deterministic strategy and stochastic strategy spaces. For reactive strategies and small costs, we find that stochasticity benefits cooperation, because it allows for generous-tit-for-tat. For memory one strategies and small costs, we find that stochasticity does not increase the propensity for cooperation, because the deterministic rule of win-stay, lose-shift works best. For memory one strategies and large costs, however, stochasticity can augment cooperation. PMID:27161141
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.
Finite Element Aircraft Simulation of Turbulence
NASA Technical Reports Server (NTRS)
McFarland, R. E.
1997-01-01
A turbulence model has been developed for realtime aircraft simulation that accommodates stochastic turbulence and distributed discrete gusts as a function of the terrain. This model is applicable to conventional aircraft, V/STOL aircraft, and disc rotor model helicopter simulations. Vehicle angular activity in response to turbulence is computed from geometrical and temporal relationships rather than by using the conventional continuum approximations that assume uniform gust immersion and low frequency responses. By using techniques similar to those recently developed for blade-element rotor models, the angular-rate filters of conventional turbulence models are not required. The model produces rotational rates as well as air mass translational velocities in response to both stochastic and deterministic disturbances, where the discrete gusts and turbulence magnitudes may be correlated with significant terrain features or ship models. Assuming isotropy, a two-dimensional vertical turbulence field is created. A novel Gaussian interpolation technique is used to distribute vertical turbulence on the wing span or lateral rotor disc, and this distribution is used to compute roll responses. Air mass velocities are applied at significant centers of pressure in the computation of the aircraft's pitch and roll responses.
Måren, Inger Elisabeth; Kapfer, Jutta; Aarrestad, Per Arild; Grytnes, John-Arvid; Vandvik, Vigdis
2018-01-01
Successional dynamics in plant community assembly may result from both deterministic and stochastic ecological processes. The relative importance of different ecological processes is expected to vary over the successional sequence, between different plant functional groups, and with the disturbance levels and land-use management regimes of the successional systems. We evaluate the relative importance of stochastic and deterministic processes in bryophyte and vascular plant community assembly after fire in grazed and ungrazed anthropogenic coastal heathlands in Northern Europe. A replicated series of post-fire successions (n = 12) were initiated under grazed and ungrazed conditions, and vegetation data were recorded in permanent plots over 13 years. We used redundancy analysis (RDA) to test for deterministic successional patterns in species composition repeated across the replicate successional series and analyses of co-occurrence to evaluate to what extent species respond synchronously along the successional gradient. Change in species co-occurrences over succession indicates stochastic successional dynamics at the species level (i.e., species equivalence), whereas constancy in co-occurrence indicates deterministic dynamics (successional niche differentiation). The RDA shows high and deterministic vascular plant community compositional change, especially early in succession. Co-occurrence analyses indicate stochastic species-level dynamics the first two years, which then give way to more deterministic replacements. Grazed and ungrazed successions are similar, but the early stage stochasticity is higher in ungrazed areas. Bryophyte communities in ungrazed successions resemble vascular plant communities. In contrast, bryophytes in grazed successions showed consistently high stochasticity and low determinism in both community composition and species co-occurrence. In conclusion, stochastic and individualistic species responses early in succession give way to more niche-driven dynamics in later successional stages. Grazing reduces predictability in both successional trends and species-level dynamics, especially in plant functional groups that are not well adapted to disturbance. © 2017 The Authors. Ecology, published by Wiley Periodicals, Inc., on behalf of the Ecological Society of America.
Magnusson, P; Olsson, L E
2000-08-01
Magnetic response image plane nonuniformity and stochastic noise are properties that greatly influence the outcome of quantitative magnetic resonance imaging (MRI) evaluations such as gel dosimetry measurements using MRI. To study these properties, robust and accurate image analysis methods are required. New nonuniformity level assessment methods were designed, since previous methods were found to be insufficiently robust and accurate. The new and previously reported nonuniformity level assessment methods were analyzed with respect to, for example, insensitivity to stochastic noise; and previously reported stochastic noise level assessment methods with respect to insensitivity to nonuniformity. Using the same image data, different methods were found to assess significantly different levels of nonuniformity. Nonuniformity levels obtained using methods that count pixels in an intensity interval, and obtained using methods that use only intensity values, were found not to be comparable. The latter were found preferable, since they assess the quantity intrinsically sought. A new method which calculates a deviation image, with every pixel representing the deviation from a reference intensity, was least sensitive to stochastic noise. Furthermore, unlike any other analyzed method, it includes all intensity variations across the phantom area and allows for studies of nonuniformity shapes. This new method was designed for accurate studies of nonuniformities in gel dosimetry measurements, but could also be used with benefit in quality assurance and acceptance testing of MRI, scintillation camera, and computer tomography systems. The stochastic noise level was found to be greatly method dependent. Two methods were found to be insensitive to nonuniformity and also simple to use in practice. One method assesses the stochastic noise level as the average of the levels at five different positions within the phantom area, and the other assesses the stochastic noise in a region outside the phantom area.
2007-04-01
optimization methodology we introduce. State-of-the-art protein - protein docking approaches start by identifying conformations with good surface /chemical com...side-chains on the interface ). The protein - protein docking literature (e.g., [8] and the references therein) is predominantly treating the docking...mations by various measures of surface complementarity which can be efficiently computed using fast Fourier correlation tech- niques (FFTs). However, when
NASA Astrophysics Data System (ADS)
Sangeetha, S.; Kesavan, Sundarammal
2018-04-01
This investigation is an analysis of MHD couple stress squeeze film performance with a rough surface between porous infinitely long rectangular plates. The pressure equation for the magnetic field is mathematically derived using Christensen’s stochastic equation. Therefore, the upshot of this magnetic effect reveals the enhanced performance of the pressure which is compared to the Newtonian instance.
Hu, Yuanan; Cheng, Hefa
2013-04-16
As heavy metals occur naturally in soils at measurable concentrations and their natural background contents have significant spatial variations, identification and apportionment of heavy metal pollution sources across large-scale regions is a challenging task. Stochastic models, including the recently developed conditional inference tree (CIT) and the finite mixture distribution model (FMDM), were applied to identify the sources of heavy metals found in the surface soils of the Pearl River Delta, China, and to apportion the contributions from natural background and human activities. Regression trees were successfully developed for the concentrations of Cd, Cu, Zn, Pb, Cr, Ni, As, and Hg in 227 soil samples from a region of over 7.2 × 10(4) km(2) based on seven specific predictors relevant to the source and behavior of heavy metals: land use, soil type, soil organic carbon content, population density, gross domestic product per capita, and the lengths and classes of the roads surrounding the sampling sites. The CIT and FMDM results consistently indicate that Cd, Zn, Cu, Pb, and Cr in the surface soils of the PRD were contributed largely by anthropogenic sources, whereas As, Ni, and Hg in the surface soils mostly originated from the soil parent materials.
Free Vibration of Uncertain Unsymmetrically Laminated Beams
NASA Technical Reports Server (NTRS)
Kapania, Rakesh K.; Goyal, Vijay K.
2001-01-01
Monte Carlo Simulation and Stochastic FEA are used to predict randomness in the free vibration response of thin unsymmetrically laminated beams. For the present study, it is assumed that randomness in the response is only caused by uncertainties in the ply orientations. The ply orientations may become random or uncertain during the manufacturing process. A new 16-dof beam element, based on the first-order shear deformation beam theory, is used to study the stochastic nature of the natural frequencies. Using variational principles, the element stiffness matrix and mass matrix are obtained through analytical integration. Using a random sequence a large data set is generated, containing possible random ply-orientations. This data is assumed to be symmetric. The stochastic-based finite element model for free vibrations predicts the relation between the randomness in fundamental natural frequencies and the randomness in ply-orientation. The sensitivity derivatives are calculated numerically through an exact formulation. The squared fundamental natural frequencies are expressed in terms of deterministic and probabilistic quantities, allowing to determine how sensitive they are to variations in ply angles. The predicted mean-valued fundamental natural frequency squared and the variance of the present model are in good agreement with Monte Carlo Simulation. Results, also, show that variations between plus or minus 5 degrees in ply-angles can affect free vibration response of unsymmetrically and symmetrically laminated beams.
NASA Astrophysics Data System (ADS)
Yu, Haitao; Wang, Jiang; Liu, Chen; Deng, Bin; Wei, Xile
2011-12-01
We study the phenomenon of stochastic resonance on a modular neuronal network consisting of several small-world subnetworks with a subthreshold periodic pacemaker. Numerical results show that the correlation between the pacemaker frequency and the dynamical response of the network is resonantly dependent on the intensity of additive spatiotemporal noise. This effect of pacemaker-driven stochastic resonance of the system depends extensively on the local and the global network structure, such as the intra- and inter-coupling strengths, rewiring probability of individual small-world subnetwork, the number of links between different subnetworks, and the number of subnetworks. All these parameters play a key role in determining the ability of the network to enhance the noise-induced outreach of the localized subthreshold pacemaker, and only they bounded to a rather sharp interval of values warrant the emergence of the pronounced stochastic resonance phenomenon. Considering the rather important role of pacemakers in real-life, the presented results could have important implications for many biological processes that rely on an effective pacemaker for their proper functioning.
Applications of stochastic mechanics to polyatomic lattices
NASA Astrophysics Data System (ADS)
Beumée, J. G. B.; Vilallonga, E.; Rabitz, H.
1990-03-01
Stochastic quantization in the sense of Nelson provides an alternative interpretation of some aspects of quantum mechanics in the coordinate representation, and it was combined recently with the Ford, Kac, and Mazur (FKM) approximation [J. Math. Phys. 6, 504 (1965)] for large lattices to construct a quantum analog to the Brownian motion process. In this paper a similar approach is applied to model the effect of temperature fluctuations in a one-dimensional ordered chain of atoms with nearest-neighbor linear forces. However, we do not make use of the FKM approximation, and as a consequence the statistical properties of the involved processes are exactly determined by the lattice force field. In particular, we evaluate the covariance matrix for the fluctuations, and we examine its high- and low-temperature behavior. Because of the translation invariance of the interaction potential, the covariance matrix for the fluctuations becomes singular implying that the associated probability density has equal density along the zero eigenvector of the interaction matrix. This behavior is readily interpreted in terms of the motion of the center of mass of the system, which corresponds to a stochastically perturbed translation, while all other modes are bounded with a probability of 1. As is well known, the transformation to internal (bondlength) coordinates leads to a Hamiltonian specified by a nonsingular interaction matrix. We examine the variance of the fluctuations for the internal coordinates, and we show that in the high-temperature limit the result agrees with that of classical statistical mechanics. Both the position and bondlength of the surface atom decrease with time as is expected for a semi-infinite lattice. However, the position of the surface atom is less dependent on substrate-atom positions than is the surface bondlength on substrate bondlengths. Finally, the autocorrelation function of the surface bondlength in the case of a semi-infinite lattice limit is investigated for low- and high-temperature limits.
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.
Natural Erosion of Sandstone as Shape Optimisation.
Ostanin, Igor; Safonov, Alexander; Oseledets, Ivan
2017-12-11
Natural arches, pillars and other exotic sandstone formations have always been attracting attention for their unusual shapes and amazing mechanical balance that leave a strong impression of intelligent design rather than the result of a stochastic process. It has been recently demonstrated that these shapes could have been the result of the negative feedback between stress and erosion that originates in fundamental laws of friction between the rock's constituent particles. Here we present a deeper analysis of this idea and bridge it with the approaches utilized in shape and topology optimisation. It appears that the processes of natural erosion, driven by stochastic surface forces and Mohr-Coulomb law of dry friction, can be viewed within the framework of local optimisation for minimum elastic strain energy. Our hypothesis is confirmed by numerical simulations of the erosion using the topological-shape optimisation model. Our work contributes to a better understanding of stochastic erosion and feasible landscape formations that could be found on Earth and beyond.
An invariance property of generalized Pearson random walks in bounded geometries
NASA Astrophysics Data System (ADS)
Mazzolo, Alain
2009-03-01
Invariance properties of random walks in bounded domains are a topic of growing interest since they contribute to improving our understanding of diffusion in confined geometries. Recently, limited to Pearson random walks with exponentially distributed straight paths, it has been shown that under isotropic uniform incidence, the average length of the trajectories through the domain is independent of the random walk characteristic and depends only on the ratio of the volume's domain over its surface. In this paper, thanks to arguments of integral geometry, we generalize this property to any isotropic bounded stochastic process and we give the conditions of its validity for isotropic unbounded stochastic processes. The analytical form for the traveled distance from the boundary to the first scattering event that ensures the validity of the Cauchy formula is also derived. The generalization of the Cauchy formula is an analytical constraint that thus concerns a very wide range of stochastic processes, from the original Pearson random walk to a Rayleigh distribution of the displacements, covering many situations of physical importance.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Accioly, Artur; Centre de Nanosciences et de Nanotechnologies, CNRS, Univ. Paris-Sud, Université Paris-Saclay, 91405 Orsay; Locatelli, Nicolas
2016-09-07
A theoretical study on how synchronization and resonance-like phenomena in superparamagnetic tunnel junctions can be driven by spin-transfer torques is presented. We examine the magnetization of a superparamagnetic free layer that reverses randomly between two well-defined orientations due to thermal fluctuations, acting as a stochastic oscillator. When subject to an external ac forcing, this system can present stochastic resonance and noise-enhanced synchronization. We focus on the roles of the mutually perpendicular damping-like and field-like torques, showing that the response of the system is very different at low and high frequencies. We also demonstrate that the field-like torque can increase themore » efficiency of the current-driven forcing, especially at sub-threshold electric currents. These results can be useful for possible low-power, more energy efficient applications.« less
Parallel stochastic simulation of macroscopic calcium currents.
González-Vélez, Virginia; González-Vélez, Horacio
2007-06-01
This work introduces MACACO, a macroscopic calcium currents simulator. It provides a parameter-sweep framework which computes macroscopic Ca(2+) currents from the individual aggregation of unitary currents, using a stochastic model for L-type Ca(2+) channels. MACACO uses a simplified 3-state Markov model to simulate the response of each Ca(2+) channel to different voltage inputs to the cell. In order to provide an accurate systematic view for the stochastic nature of the calcium channels, MACACO is composed of an experiment generator, a central simulation engine and a post-processing script component. Due to the computational complexity of the problem and the dimensions of the parameter space, the MACACO simulation engine employs a grid-enabled task farm. Having been designed as a computational biology tool, MACACO heavily borrows from the way cell physiologists conduct and report their experimental work.
Internal additive noise effects in stochastic resonance using organic field effect transistor
DOE Office of Scientific and Technical Information (OSTI.GOV)
Suzuki, Yoshiharu; Asakawa, Naoki; Matsubara, Kiyohiko
Stochastic resonance phenomenon was observed in organic field effect transistor using poly(3-hexylthiophene), which enhances performance of signal transmission with application of noise. The enhancement of correlation coefficient between the input and output signals was low, and the variation of correlation coefficient was not remarkable with respect to the intensity of external noise, which was due to the existence of internal additive noise following the nonlinear threshold response. In other words, internal additive noise plays a positive role on the capability of approximately constant signal transmission regardless of noise intensity, which can be said “homeostatic” behavior or “noise robustness” against externalmore » noise. Furthermore, internal additive noise causes emergence of the stochastic resonance effect even on the threshold unit without internal additive noise on which the correlation coefficient usually decreases monotonically.« less
NASA Astrophysics Data System (ADS)
Ramiaramanantsoa, Tahina; Moffat, Anthony F. J.; Harmon, Robert; Ignace, Richard; St-Louis, Nicole; Vanbeveren, Dany; Shenar, Tomer; Pablo, Herbert; Richardson, Noel D.; Howarth, Ian D.; Stevens, Ian R.; Piaulet, Caroline; St-Jean, Lucas; Eversberg, Thomas; Pigulski, Andrzej; Popowicz, Adam; Kuschnig, Rainer; Zocłońska, Elżbieta; Buysschaert, Bram; Handler, Gerald; Weiss, Werner W.; Wade, Gregg A.; Rucinski, Slavek M.; Zwintz, Konstanze; Luckas, Paul; Heathcote, Bernard; Cacella, Paulo; Powles, Jonathan; Locke, Malcolm; Bohlsen, Terry; Chené, André-Nicolas; Miszalski, Brent; Waldron, Wayne L.; Kotze, Marissa M.; Kotze, Enrico J.; Böhm, Torsten
2018-02-01
From 5.5 months of dual-band optical photometric monitoring at the 1 mmag level, BRITE-Constellation has revealed two simultaneous types of variability in the O4I(n)fp star ζ Puppis: one single periodic non-sinusoidal component superimposed on a stochastic component. The monoperiodic component is the 1.78-d signal previously detected by Coriolis/Solar Mass Ejection Imager, but this time along with a prominent first harmonic. The shape of this signal changes over time, a behaviour that is incompatible with stellar oscillations but consistent with rotational modulation arising from evolving bright surface inhomogeneities. By means of a constrained non-linear light-curve inversion algorithm, we mapped the locations of the bright surface spots and traced their evolution. Our simultaneous ground-based multisite spectroscopic monitoring of the star unveiled cyclical modulation of its He II λ4686 wind emission line with the 1.78-d rotation period, showing signatures of corotating interaction regions that turn out to be driven by the bright photospheric spots observed by BRITE. Traces of wind clumps are also observed in the He II λ4686 line and are correlated with the amplitudes of the stochastic component of the light variations probed by BRITE at the photosphere, suggesting that the BRITE observations additionally unveiled the photospheric drivers of wind clumps in ζ Pup and that the clumping phenomenon starts at the very base of the wind. The origins of both the bright surface inhomogeneities and the stochastic light variations remain unknown, but a subsurface convective zone might play an important role in the generation of these two types of photospheric variability.
Stochastic Stirling Engine Operating in Contact with Active Baths
NASA Astrophysics Data System (ADS)
Zakine, Ruben; Solon, Alexandre; Gingrich, Todd; van Wijland, Frédéric
2017-04-01
A Stirling engine made of a colloidal particle in contact with a nonequilibrium bath is considered and analyzed with the tools of stochastic energetics. We model the bath by non Gaussian persistent noise acting on the colloidal particle. Depending on the chosen definition of an isothermal transformation in this nonequilibrium setting, we find that either the energetics of the engine parallels that of its equilibrium counterpart or, in the simplest case, that it ends up being less efficient. Persistence, more than non Gaussian effects, are responsible for this result.
A Vision for Co-optimized T&D System Interaction with Renewables and Demand Response
DOE Office of Scientific and Technical Information (OSTI.GOV)
Anderson, Lindsay; Zéphyr, Luckny; Cardell, Judith B.
The evolution of the power system to the reliable, efficient and sustainable system of the future will involve development of both demand- and supply-side technology and operations. The use of demand response to counterbalance the intermittency of renewable generation brings the consumer into the spotlight. Though individual consumers are interconnected at the low-voltage distribution system, these resources are typically modeled as variables at the transmission network level. In this paper, a vision for cooptimized interaction of distribution systems, or microgrids, with the high-voltage transmission system is described. In this framework, microgrids encompass consumers, distributed renewables and storage. The energy managementmore » system of the microgrid can also sell (buy) excess (necessary) energy from the transmission system. Preliminary work explores price mechanisms to manage the microgrid and its interactions with the transmission system. Wholesale market operations are addressed through the development of scalable stochastic optimization methods that provide the ability to co-optimize interactions between the transmission and distribution systems. Modeling challenges of the co-optimization are addressed via solution methods for large-scale stochastic optimization, including decomposition and stochastic dual dynamic programming.« less
A Vision for Co-optimized T&D System Interaction with Renewables and Demand Response
DOE Office of Scientific and Technical Information (OSTI.GOV)
Anderson, C. Lindsay; Zéphyr, Luckny; Liu, Jialin
The evolution of the power system to the reliable, effi- cient and sustainable system of the future will involve development of both demand- and supply-side technology and operations. The use of demand response to counterbalance the intermittency of re- newable generation brings the consumer into the spotlight. Though individual consumers are interconnected at the low-voltage distri- bution system, these resources are typically modeled as variables at the transmission network level. In this paper, a vision for co- optimized interaction of distribution systems, or microgrids, with the high-voltage transmission system is described. In this frame- work, microgrids encompass consumers, distributed renewablesmore » and storage. The energy management system of the microgrid can also sell (buy) excess (necessary) energy from the transmission system. Preliminary work explores price mechanisms to manage the microgrid and its interactions with the transmission system. Wholesale market operations are addressed through the devel- opment of scalable stochastic optimization methods that provide the ability to co-optimize interactions between the transmission and distribution systems. Modeling challenges of the co-optimization are addressed via solution methods for large-scale stochastic op- timization, including decomposition and stochastic dual dynamic programming.« less
On Some Stopping Times of Citation Processes. From Theory to Indicators.
ERIC Educational Resources Information Center
Glanzel, Wolfgang
1992-01-01
Proposes a new measure of the citation speed of scientific publications based on a stopping time approach. The stochastic process approach in bibliometrics is described, mean response time (MRT) is discussed, harmonic mean response time (HMRT) is explained, and examples are given. (six references) (LRW)
Murphy, S.; Scala, A.; Herrero, A.; Lorito, S.; Festa, G.; Trasatti, E.; Tonini, R.; Romano, F.; Molinari, I.; Nielsen, S.
2016-01-01
The 2011 Tohoku earthquake produced an unexpected large amount of shallow slip greatly contributing to the ensuing tsunami. How frequent are such events? How can they be efficiently modelled for tsunami hazard? Stochastic slip models, which can be computed rapidly, are used to explore the natural slip variability; however, they generally do not deal specifically with shallow slip features. We study the systematic depth-dependence of slip along a thrust fault with a number of 2D dynamic simulations using stochastic shear stress distributions and a geometry based on the cross section of the Tohoku fault. We obtain a probability density for the slip distribution, which varies both with depth, earthquake size and whether the rupture breaks the surface. We propose a method to modify stochastic slip distributions according to this dynamically-derived probability distribution. This method may be efficiently applied to produce large numbers of heterogeneous slip distributions for probabilistic tsunami hazard analysis. Using numerous M9 earthquake scenarios, we demonstrate that incorporating the dynamically-derived probability distribution does enhance the conditional probability of exceedance of maximum estimated tsunami wave heights along the Japanese coast. This technique for integrating dynamic features in stochastic models can be extended to any subduction zone and faulting style. PMID:27725733
Representing and computing regular languages on massively parallel networks
DOE Office of Scientific and Technical Information (OSTI.GOV)
Miller, M.I.; O'Sullivan, J.A.; Boysam, B.
1991-01-01
This paper proposes a general method for incorporating rule-based constraints corresponding to regular languages into stochastic inference problems, thereby allowing for a unified representation of stochastic and syntactic pattern constraints. The authors' approach first established the formal connection of rules to Chomsky grammars, and generalizes the original work of Shannon on the encoding of rule-based channel sequences to Markov chains of maximum entropy. This maximum entropy probabilistic view leads to Gibb's representations with potentials which have their number of minima growing at precisely the exponential rate that the language of deterministically constrained sequences grow. These representations are coupled to stochasticmore » diffusion algorithms, which sample the language-constrained sequences by visiting the energy minima according to the underlying Gibbs' probability law. The coupling to stochastic search methods yields the all-important practical result that fully parallel stochastic cellular automata may be derived to generate samples from the rule-based constraint sets. The production rules and neighborhood state structure of the language of sequences directly determines the necessary connection structures of the required parallel computing surface. Representations of this type have been mapped to the DAP-510 massively-parallel processor consisting of 1024 mesh-connected bit-serial processing elements for performing automated segmentation of electron-micrograph images.« less
Charge-state dynamics in electrostatic force spectroscopy
NASA Astrophysics Data System (ADS)
Ondráček, Martin; Hapala, Prokop; Jelínek, Pavel
2016-07-01
We present a numerical model that allows us to study the response of an oscillating probe in electrostatic force spectroscopy to charge switching in quantum dots at various time scales. The model provides more insight into the behavior of frequency shift and dissipated energy under different scanning conditions when measuring a temporarily charged quantum dot on a surface. Namely, we analyze the dependence of the frequency shift, the dissipated energy, and their fluctuations on the resonance frequency of the tip and on the electron tunneling rates across the tip-quantum dot and quantum dot-sample junctions. We discuss two complementary approaches to simulating the charge dynamics, a stochastic and a deterministic one. In addition, we derive analytic formulas valid for small amplitudes, describing relations between the frequency shift, dissipated energy, and the characteristic rates driving the charging and discharging processes.
NASA Technical Reports Server (NTRS)
Mulavara, A. P.; Kofman, I. S.; De Dios, Y. E; Galvan, R.; Goel, R.; Miller, C.; Peters, B.; Cohen, H. S.; Jeevarajan, J.; Reschke, M.;
2014-01-01
Crewmember adapted to the microgravity state may need to egress the vehicle within a few minutes for safety and operational reasons after gravitational transitions. The transition from one sensorimotor state to another consists of two main mechanisms: strategic and plastic-adaptive and have been demonstrated in astronauts returning after long duration space flight. Strategic modifications represent "early adaptation" - immediate and transitory changes in control that are employed to deal with short-term changes in the environment. If these modifications are prolonged then plastic-adaptive changes are evoked that modify central nervous system function, automating new behavioral responses. More importantly, this longer term adaptive recovery mechanism was significantly associated with their strategic ability to recover on the first day after return to Earth G. We are developing a method based on stochastic resonance to enhance information transfer by improving the brain's ability to detect vestibular signals (Vestibular Stochastic Resonance, VSR) especially when combined with balance training exercises such as sensorimotor adaptability (SA) training for rapid improvement in functional skill, for standing and mobility. This countermeasure to improve detection of vestibular signals is a stimulus delivery system that is wearable/portable providing low imperceptible levels of white noise based binaural bipolar electrical stimulation of the vestibular system (stochastic vestibular stimulation). To determine efficacy of vestibular stimulation on physiological and perceptual responses during otolith-canal conflicts and dynamic perturbations we have conducted a series of studies: We have shown that imperceptible binaural bipolar electrical stimulation of the vestibular system across the mastoids enhances balance performance in the mediolateral (ML) plane while standing on an unstable surface. We have followed up on the previous study showing VSR stimulation improved balance performance in both ML and anteroposterior planes while stimulating in the ML axis only. We have shown the efficacy of VSR stimulations on enhancing physiological and perceptual responses of whole-body orientation during low frequency perturbations (0.1 Hz) on the ocular motor system using a variable radius centrifuge on both physiological (using eye movements) and perceptual responses (using a joystick) to track imposed oscillations. The variable radius centrifuge provides a selective tilting sensation that is detectable only by the otolith organs providing conflicting information from the canal organs of the vestibular system (intra-vestibular conflict). These results indicate that VSR can improve performance in sensory conflict scenarios like that experienced during space flight. We have showed the efficacy of VSR stimulation to improve balance and locomotor control on subjects exposed to continuous, sinusoidal lateral motion of the support surface while walking on a treadmill while viewing perceptually matched linear optic flow. We have shown the safety of short term continuous use of up to 4 hours of VSR stimulation and its efficacy in improving balance and locomotor function in Parkinson's Disease patients. This technique for improving vestibular signal detection may thus provide additional information to improve strategic abilities. We hypothesize that VSR stimulation will act synergistically with SA training to improve adaptability by increased utilization of vestibular information and therefore serve to optimize and personalize the SA countermeasure prescription. This forms the basis of its usefulness both as a training modality and further help in significantly reducing the number of days required to recover functional performance to preflight levels after long duration space flight.
Brownian motion in non-equilibrium systems and the Ornstein-Uhlenbeck stochastic process.
Donado, F; Moctezuma, R E; López-Flores, L; Medina-Noyola, M; Arauz-Lara, J L
2017-10-03
The Ornstein-Uhlenbeck stochastic process is an exact mathematical model providing accurate representations of many real dynamic processes in systems in a stationary state. When applied to the description of random motion of particles such as that of Brownian particles, it provides exact predictions coinciding with those of the Langevin equation but not restricted to systems in thermal equilibrium but only conditioned to be stationary. Here, we investigate experimentally single particle motion in a two-dimensional granular system in a stationary state, consisting of 1 mm stainless balls on a plane circular surface. The motion of the particles is produced by an alternating magnetic field applied perpendicular to the surface of the container. The mean square displacement of the particles is measured for a range of low concentrations and it is found that following an appropriate scaling of length and time, the short-time experimental curves conform a master curve covering the range of particle motion from ballistic to diffusive in accordance with the description of the Ornstein-Uhlenbeck model.
A stochastic atmospheric model for remote sensing applications
NASA Technical Reports Server (NTRS)
Turner, R. E.
1983-01-01
There are many factors which reduce the accuracy of classification of objects in the satellite remote sensing of Earth's surface. One important factor is the variability in the scattering and absorptive properties of the atmospheric components such as particulates and the variable gases. For multispectral remote sensing of the Earth's surface in the visible and infrared parts of the spectrum the atmospheric particulates are a major source of variability in the received signal. It is difficult to design a sensor which will determine the unknown atmospheric components by remote sensing methods, at least to the accuracy needed for multispectral classification. The problem of spatial and temporal variations in the atmospheric quantities which can affect the measured radiances are examined. A method based upon the stochastic nature of the atmospheric components was developed, and, using actual data the statistical parameters needed for inclusion into a radiometric model was generated. Methods are then described for an improved correction of radiances. These algorithms will then result in a more accurate and consistent classification procedure.
A stochastic two-scale model for pressure-driven flow between rough surfaces
Larsson, Roland; Lundström, Staffan; Wall, Peter; Almqvist, Andreas
2016-01-01
Seal surface topography typically consists of global-scale geometric features as well as local-scale roughness details and homogenization-based approaches are, therefore, readily applied. These provide for resolving the global scale (large domain) with a relatively coarse mesh, while resolving the local scale (small domain) in high detail. As the total flow decreases, however, the flow pattern becomes tortuous and this requires a larger local-scale domain to obtain a converged solution. Therefore, a classical homogenization-based approach might not be feasible for simulation of very small flows. In order to study small flows, a model allowing feasibly-sized local domains, for really small flow rates, is developed. Realization was made possible by coupling the two scales with a stochastic element. Results from numerical experiments, show that the present model is in better agreement with the direct deterministic one than the conventional homogenization type of model, both quantitatively in terms of flow rate and qualitatively in reflecting the flow pattern. PMID:27436975
NASA Astrophysics Data System (ADS)
Patrone, Paul; Einstein, T. L.; Margetis, Dionisios
2011-03-01
We study a 1+1D, stochastic, Burton-Cabrera-Frank (BCF) model of interacting steps fluctuating on a vicinal crystal. The step energy accounts for entropic and nearest-neighbor elastic-dipole interactions. Our goal is to formulate and validate a self-consistent mean-field (MF) formalism to approximately solve the system of coupled, nonlinear stochastic differential equations (SDEs) governing fluctuations in surface motion. We derive formulas for the time-dependent terrace width distribution (TWD) and its steady-state limit. By comparison with kinetic Monte-Carlo simulations, we show that our MF formalism improves upon models in which step interactions are linearized. We also indicate how fitting parameters of our steady state MF TWD may be used to determine the mass transport regime and step interaction energy of certain experimental systems. PP and TLE supported by NSF MRSEC under Grant DMR 05-20471 at U. of Maryland; DM supported by NSF under Grant DMS 08-47587.
NASA Astrophysics Data System (ADS)
Ohdachi, S.; Suzuki, Y.; Sakakibara, S.; Watanabe, K. Y.; Ida, K.; Goto, M.; Du, X. D.; Narushima, Y.; Takemura, Y.; Yamada, H.
In the high beta experiments of the Large Helical Device (LHD), the plasma tends to expand from the last closed flux surface (LCFS) determined by the vacuum magnetic field. The pressure/temperature gradient in the external region is finite. The scale length of the pressure profile does not change so much even when the mean free path of electrons exceeds the connection length of the magnetic field line to the wall. There appear MHD instabilities with amplitude of 10-4 of the toroidal magnetic field. From the mode number of the activities (m/n = 2/3, 1/2, 2/4), the location of the corresponding rational surface is outside the vacuum LCFS. The location of the mode is consistent with the fluctuation measurement, e.g., soft X-ray detector arrays. The MHD mode localized in the magnetic stochastic region is affected by the magnetic field structure estimated by the connection length to the wall using 3D equilibrium calculation.
Solution-based single molecule imaging of surface-immobilized conjugated polymers.
Dalgarno, Paul A; Traina, Christopher A; Penedo, J Carlos; Bazan, Guillermo C; Samuel, Ifor D W
2013-05-15
The photophysical behavior of conjugated polymers used in modern optoelectronic devices is strongly influenced by their structural dynamics and conformational heterogeneity, both of which are dependent on solvent properties. Single molecule studies of these polymer systems embedded in a host matrix have proven to be very powerful to investigate the fundamental fluorescent properties. However, such studies lack the possibility of examining the relationship between conformational dynamics and photophysical response in solution, which is the phase from which films for devices are deposited. By developing a synthetic strategy to incorporate a biotin moiety as a surface attachment point at one end of a polyalkylthiophene, we immobilize it, enabling us to make the first single molecule fluorescence measurements of conjugated polymers for long periods of time in solution. We identify fluctuation patterns in the fluorescence signal that can be rationalized in terms of photobleaching and stochastic transitions to reversible dark states. Moreover, by using the advantages of solution-based imaging, we demonstrate that the addition of oxygen scavengers improves optical stability by significantly decreasing the photobleaching rates.
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.
NASA Astrophysics Data System (ADS)
Ibrahima, Fayadhoi; Meyer, Daniel; Tchelepi, Hamdi
2016-04-01
Because geophysical data are inexorably sparse and incomplete, stochastic treatments of simulated responses are crucial to explore possible scenarios and assess risks in subsurface problems. In particular, nonlinear two-phase flows in porous media are essential, yet challenging, in reservoir simulation and hydrology. Adding highly heterogeneous and uncertain input, such as the permeability and porosity fields, transforms the estimation of the flow response into a tough stochastic problem for which computationally expensive Monte Carlo (MC) simulations remain the preferred option.We propose an alternative approach to evaluate the probability distribution of the (water) saturation for the stochastic Buckley-Leverett problem when the probability distributions of the permeability and porosity fields are available. We give a computationally efficient and numerically accurate method to estimate the one-point probability density (PDF) and cumulative distribution functions (CDF) of the (water) saturation. The distribution method draws inspiration from a Lagrangian approach of the stochastic transport problem and expresses the saturation PDF and CDF essentially in terms of a deterministic mapping and the distribution and statistics of scalar random fields. In a large class of applications these random fields can be estimated at low computational costs (few MC runs), thus making the distribution method attractive. Even though the method relies on a key assumption of fixed streamlines, we show that it performs well for high input variances, which is the case of interest. Once the saturation distribution is determined, any one-point statistics thereof can be obtained, especially the saturation average and standard deviation. Moreover, the probability of rare events and saturation quantiles (e.g. P10, P50 and P90) can be efficiently derived from the distribution method. These statistics can then be used for risk assessment, as well as data assimilation and uncertainty reduction in the prior knowledge of input distributions. We provide various examples and comparisons with MC simulations to illustrate the performance of the method.
Etiology and treatment of hematological neoplasms: stochastic mathematical models.
Radivoyevitch, Tomas; Li, Huamin; Sachs, Rainer K
2014-01-01
Leukemias are driven by stemlike cancer cells (SLCC), whose initiation, growth, response to treatment, and posttreatment behavior are often "stochastic", i.e., differ substantially even among very similar patients for reasons not observable with present techniques. We review the probabilistic mathematical methods used to analyze stochastics and give two specific examples. The first example concerns a treatment protocol, e.g., for acute myeloid leukemia (AML), where intermittent cytotoxic drug dosing (e.g., once each weekday) is used with intent to cure. We argue mathematically that, if independent SLCC are growing stochastically during prolonged treatment, then, other things being equal, front-loading doses are more effective for tumor eradication than back loading. We also argue that the interacting SLCC dynamics during treatment is often best modeled by considering SLCC in microenvironmental niches, with SLCC-SLCC interactions occurring only among SLCC within the same niche, and we present a stochastic dynamics formalism, involving "Poissonization," applicable in such situations. Interactions at a distance due to partial control of total cell numbers are also considered. The second half of this chapter concerns chromosomal aberrations, lesions known to cause some leukemias. A specific example is the induction of a Philadelphia chromosome by ionizing radiation, subsequent development of chronic myeloid leukemia (CML), CML treatment, and treatment outcome. This time evolution involves a coordinated sequence of > 10 steps, each stochastic in its own way, at the subatomic, molecular, macromolecular, cellular, tissue, and population scales, with corresponding time scales ranging from picoseconds to decades. We discuss models of these steps and progress in integrating models across scales.
Stochasticity, succession, and environmental perturbations in a fluidic ecosystem
Zhou, Jizhong; Deng, Ye; Zhang, Ping; Xue, Kai; Liang, Yuting; Van Nostrand, Joy D.; Yang, Yunfeng; He, Zhili; Wu, Liyou; Stahl, David A.; Hazen, Terry C.; Tiedje, James M.; Arkin, Adam P.
2014-01-01
Unraveling the drivers of community structure and succession in response to environmental change is a central goal in ecology. Although the mechanisms shaping community structure have been intensively examined, those controlling ecological succession remain elusive. To understand the relative importance of stochastic and deterministic processes in mediating microbial community succession, a unique framework composed of four different cases was developed for fluidic and nonfluidic ecosystems. The framework was then tested for one fluidic ecosystem: a groundwater system perturbed by adding emulsified vegetable oil (EVO) for uranium immobilization. Our results revealed that groundwater microbial community diverged substantially away from the initial community after EVO amendment and eventually converged to a new community state, which was closely clustered with its initial state. However, their composition and structure were significantly different from each other. Null model analysis indicated that both deterministic and stochastic processes played important roles in controlling the assembly and succession of the groundwater microbial community, but their relative importance was time dependent. Additionally, consistent with the proposed conceptual framework but contradictory to conventional wisdom, the community succession responding to EVO amendment was primarily controlled by stochastic rather than deterministic processes. During the middle phase of the succession, the roles of stochastic processes in controlling community composition increased substantially, ranging from 81.3% to 92.0%. Finally, there are limited successional studies available to support different cases in the conceptual framework, but further well-replicated explicit time-series experiments are needed to understand the relative importance of deterministic and stochastic processes in controlling community succession. PMID:24550501
An extended stochastic method for seismic hazard estimation
NASA Astrophysics Data System (ADS)
Abd el-aal, A. K.; El-Eraki, M. A.; Mostafa, S. I.
2015-12-01
In this contribution, we developed an extended stochastic technique for seismic hazard assessment purposes. This technique depends on the hypothesis of stochastic technique of Boore (2003) "Simulation of ground motion using the stochastic method. Appl. Geophy. 160:635-676". The essential characteristics of extended stochastic technique are to obtain and simulate ground motion in order to minimize future earthquake consequences. The first step of this technique is defining the seismic sources which mostly affect the study area. Then, the maximum expected magnitude is defined for each of these seismic sources. It is followed by estimating the ground motion using an empirical attenuation relationship. Finally, the site amplification is implemented in calculating the peak ground acceleration (PGA) at each site of interest. We tested and applied this developed technique at Cairo, Suez, Port Said, Ismailia, Zagazig and Damietta cities to predict the ground motion. Also, it is applied at Cairo, Zagazig and Damietta cities to estimate the maximum peak ground acceleration at actual soil conditions. In addition, 0.5, 1, 5, 10 and 20 % damping median response spectra are estimated using the extended stochastic simulation technique. The calculated highest acceleration values at bedrock conditions are found at Suez city with a value of 44 cm s-2. However, these acceleration values decrease towards the north of the study area to reach 14.1 cm s-2 at Damietta city. This comes in agreement with the results of previous studies of seismic hazards in northern Egypt and is found to be comparable. This work can be used for seismic risk mitigation and earthquake engineering purposes.
Joint Services Electronics Program. Electronics Research at the University of Texas at Austin.
1986-09-30
L.S. Davis and J.K. Aggarwal, "Region Correspondence in Multi-Resolution Images Taken from Dynamic Scenes." Mexican Polytechnic Institute Mexico...Estimation and Control of Stochastic Systems ,", ’ Dept. of Mathematics Mexican Polytechnic Institute ,,, 1 Mexico City, Mexico March 27, 1985 * S.I...surface with well known stoichiometry. We have observed interesting new phenomena asociated with the 0__ local surface crystal field (splitting of the
Stochastic estimates of gradient from laser measurements for an autonomous Martian Roving Vehicle
NASA Technical Reports Server (NTRS)
Shen, C. N.; Burger, P.
1973-01-01
The general problem presented in this paper is one of estimating the state vector x from the state equation h = Ax, where h, A, and x are all stochastic. Specifically, the problem is for an autonomous Martian Roving Vehicle to utilize laser measurements in estimating the gradient of the terrain. Error exists due to two factors - surface roughness and instrumental measurements. The errors in slope depend on the standard deviations of these noise factors. Numerically, the error in gradient is expressed as a function of instrumental inaccuracies. Certain guidelines for the accuracy of permissable gradient must be set. It is found that present technology can meet these guidelines.-
Ligand-protein docking using a quantum stochastic tunneling optimization method.
Mancera, Ricardo L; Källblad, Per; Todorov, Nikolay P
2004-04-30
A novel hybrid optimization method called quantum stochastic tunneling has been recently introduced. Here, we report its implementation within a new docking program called EasyDock and a validation with the CCDC/Astex data set of ligand-protein complexes using the PLP score to represent the ligand-protein potential energy surface and ScreenScore to score the ligand-protein binding energies. When taking the top energy-ranked ligand binding mode pose, we were able to predict the correct crystallographic ligand binding mode in up to 75% of the cases. By using this novel optimization method run times for typical docking simulations are significantly shortened. Copyright 2004 Wiley Periodicals, Inc. J Comput Chem 25: 858-864, 2004
A continuum dislocation dynamics framework for plasticity of polycrystalline materials
NASA Astrophysics Data System (ADS)
Askari, Hesam Aldin
The objective of this research is to investigate the mechanical response of polycrystals in different settings to identify the mechanisms that give rise to specific response observed in the deformation process. Particularly the large deformation of magnesium alloys and yield properties of copper in small scales are investigated. We develop a continuum dislocation dynamics framework based on dislocation mechanisms and interaction laws and implement this formulation in a viscoplastic self-consistent scheme to obtain the mechanical response in a polycrystalline system. The versatility of this method allows various applications in the study of problems involving large deformation, study of microstructure and its evolution, superplasticity, study of size effect in polycrystals and stochastic plasticity. The findings from the numerical solution are compared to the experimental results to validate the simulation results. We apply this framework to study the deformation mechanisms in magnesium alloys at moderate to fast strain rates and room temperature to 450 °C. Experiments for the same range of strain rates and temperatures were carried out to obtain the mechanical and material properties, and to compare with the numerical results. The numerical approach for magnesium is divided into four main steps; 1) room temperature unidirectional loading 2) high temperature deformation without grain boundary sliding 3) high temperature with grain boundary sliding mechanism 4) room temperature cyclic loading. We demonstrate the capability of our modeling approach in prediction of mechanical properties and texture evolution and discuss the improvement obtained by using the continuum dislocation dynamics method. The framework was also applied to nano-sized copper polycrystals to study the yield properties at small scales and address the observed yield scatter. By combining our developed method with a Monte Carlo simulation approach, the stochastic plasticity at small length scales was studied and the sources of the uncertainty in the polycrystalline structure are discussed. Our results suggest that the stochastic response is mainly because of a) stochastic plasticity due to dislocation substructure inside crystals and b) the microstructure of the polycrystalline material. The extent of the uncertainty is correlated to the "effective cell length" in the sampling procedure whether using simulations and experimental approach.
Hamada, Nobuyuki; Fujimichi, Yuki
2014-01-01
Radiation exposure causes cancer and non-cancer health effects, each of which differs greatly in the shape of the dose–response curve, latency, persistency, recurrence, curability, fatality and impact on quality of life. In recent decades, for dose limitation purposes, the International Commission on Radiological Protection has divided such diverse effects into tissue reactions (formerly termed non-stochastic and deterministic effects) and stochastic effects. On the one hand, effective dose limits aim to reduce the risks of stochastic effects (cancer/heritable effects) and are based on the detriment-adjusted nominal risk coefficients, assuming a linear-non-threshold dose response and a dose and dose rate effectiveness factor of 2. On the other hand, equivalent dose limits aim to avoid tissue reactions (vision-impairing cataracts and cosmetically unacceptable non-cancer skin changes) and are based on a threshold dose. However, the boundary between these two categories is becoming vague. Thus, we review the changes in radiation effect classification, dose limitation concepts, and the definition of detriment and threshold. Then, the current situation is overviewed focusing on (i) stochastic effects with a threshold, (ii) tissue reactions without a threshold, (iii) target organs/tissues for circulatory disease, (iv) dose levels for limitation of cancer risks vs prevention of non-life-threatening tissue reactions vs prevention of life-threatening tissue reactions, (v) mortality or incidence of thyroid cancer, and (vi) the detriment for tissue reactions. For future discussion, one approach is suggested that classifies radiation effects according to whether effects are life threatening, and radiobiological research needs are also briefly discussed. PMID:24794798
Sequence Learning Under Uncertainty in Children: Self-Reflection vs. Self-Assertion
Lange-Küttner, Christiane; Averbeck, Bruno B.; Hirsch, Silvia V.; Wießner, Isabel; Lamba, Nishtha
2012-01-01
We know that stochastic feedback impairs children’s associative stimulus–response (S–R) learning (Crone et al., 2004a; Eppinger et al., 2009), but the impact of stochastic feedback on sequence learning that involves deductive reasoning has not been not tested so far. In the current study, 8- to 11-year-old children (N = 171) learned a sequence of four left and right button presses, LLRR, RRLL, LRLR, RLRL, LRRL, and RLLR, which needed to be deduced from feedback because no directional cues were given. One group of children experienced consistent feedback only (deterministic feedback, 100% correct). In this condition, green feedback on the screen indicated that the children had been right when they were right, and red feedback indicated that the children had been wrong when they were wrong. Another group of children experienced inconsistent feedback (stochastic feedback, 85% correct, 15% false), where in some trials, green feedback on the screen could signal that children were right when in fact they were wrong, and red feedback could indicate that they were wrong when in fact they had been right. Independently of age, children’s sequence learning in the stochastic condition was initially much lower than in the deterministic condition, but increased gradually and improved with practice. Responses toward positive vs. negative feedback varied with age. Children were increasingly able to understand that they could have been wrong when feedback indicated they were right (self-reflection), but they remained unable to understand that they could have been right when feedback indicated they were wrong (self-assertion). PMID:22563324
Sequence Learning Under Uncertainty in Children: Self-Reflection vs. Self-Assertion.
Lange-Küttner, Christiane; Averbeck, Bruno B; Hirsch, Silvia V; Wießner, Isabel; Lamba, Nishtha
2012-01-01
We know that stochastic feedback impairs children's associative stimulus-response (S-R) learning (Crone et al., 2004a; Eppinger et al., 2009), but the impact of stochastic feedback on sequence learning that involves deductive reasoning has not been not tested so far. In the current study, 8- to 11-year-old children (N = 171) learned a sequence of four left and right button presses, LLRR, RRLL, LRLR, RLRL, LRRL, and RLLR, which needed to be deduced from feedback because no directional cues were given. One group of children experienced consistent feedback only (deterministic feedback, 100% correct). In this condition, green feedback on the screen indicated that the children had been right when they were right, and red feedback indicated that the children had been wrong when they were wrong. Another group of children experienced inconsistent feedback (stochastic feedback, 85% correct, 15% false), where in some trials, green feedback on the screen could signal that children were right when in fact they were wrong, and red feedback could indicate that they were wrong when in fact they had been right. Independently of age, children's sequence learning in the stochastic condition was initially much lower than in the deterministic condition, but increased gradually and improved with practice. Responses toward positive vs. negative feedback varied with age. Children were increasingly able to understand that they could have been wrong when feedback indicated they were right (self-reflection), but they remained unable to understand that they could have been right when feedback indicated they were wrong (self-assertion).
Ozgul, Arpat; Armitage, Kenneth B; Blumstein, Daniel T; Vanvuren, Dirk H; Oli, Madan K
2006-01-01
1. The presence/absence of a species at a particular site is the simplest form of data that can be collected during ecological field studies. We used 13 years (1990-2002) of survey data to parameterize a stochastic patch occupancy model for a metapopulation of the yellow-bellied marmot in Colorado, and investigated the significance of particular patches and the influence of site quality, network characteristics and regional stochasticity on the metapopulation persistence. 2. Persistence of the yellow-bellied marmot metapopulation was strongly dependent on the high quality colony sites, and persistence probability was highly sensitive to small changes in the quality of these sites. 3. A relatively small number of colony sites was ultimately responsible for the regional persistence. However, lower quality satellite sites also made a significant contribution to long-term metapopulation persistence, especially when regional stochasticity was high. 4. The northern network of the marmot metapopulation was more stable compared to the southern network, and the persistence of the southern network depended heavily on the northern network. 5. Although complex models of metapopulation dynamics may provide a more accurate description of metapopulation dynamics, such models are data-intensive. Our study, one of the very few applications of stochastic patch occupancy models to a mammalian species, suggests that stochastic patch occupancy models can provide important insights into metapopulation dynamics using data that are easy to collect.
Global dynamics of a stochastic neuronal oscillator
NASA Astrophysics Data System (ADS)
Yamanobe, Takanobu
2013-11-01
Nonlinear oscillators have been used to model neurons that fire periodically in the absence of input. These oscillators, which are called neuronal oscillators, share some common response structures with other biological oscillations such as cardiac cells. In this study, we analyze the dependence of the global dynamics of an impulse-driven stochastic neuronal oscillator on the relaxation rate to the limit cycle, the strength of the intrinsic noise, and the impulsive input parameters. To do this, we use a Markov operator that both reflects the density evolution of the oscillator and is an extension of the phase transition curve, which describes the phase shift due to a single isolated impulse. Previously, we derived the Markov operator for the finite relaxation rate that describes the dynamics of the entire phase plane. Here, we construct a Markov operator for the infinite relaxation rate that describes the stochastic dynamics restricted to the limit cycle. In both cases, the response of the stochastic neuronal oscillator to time-varying impulses is described by a product of Markov operators. Furthermore, we calculate the number of spikes between two consecutive impulses to relate the dynamics of the oscillator to the number of spikes per unit time and the interspike interval density. Specifically, we analyze the dynamics of the number of spikes per unit time based on the properties of the Markov operators. Each Markov operator can be decomposed into stationary and transient components based on the properties of the eigenvalues and eigenfunctions. This allows us to evaluate the difference in the number of spikes per unit time between the stationary and transient responses of the oscillator, which we show to be based on the dependence of the oscillator on past activity. Our analysis shows how the duration of the past neuronal activity depends on the relaxation rate, the noise strength, and the impulsive input parameters.
Global dynamics of a stochastic neuronal oscillator.
Yamanobe, Takanobu
2013-11-01
Nonlinear oscillators have been used to model neurons that fire periodically in the absence of input. These oscillators, which are called neuronal oscillators, share some common response structures with other biological oscillations such as cardiac cells. In this study, we analyze the dependence of the global dynamics of an impulse-driven stochastic neuronal oscillator on the relaxation rate to the limit cycle, the strength of the intrinsic noise, and the impulsive input parameters. To do this, we use a Markov operator that both reflects the density evolution of the oscillator and is an extension of the phase transition curve, which describes the phase shift due to a single isolated impulse. Previously, we derived the Markov operator for the finite relaxation rate that describes the dynamics of the entire phase plane. Here, we construct a Markov operator for the infinite relaxation rate that describes the stochastic dynamics restricted to the limit cycle. In both cases, the response of the stochastic neuronal oscillator to time-varying impulses is described by a product of Markov operators. Furthermore, we calculate the number of spikes between two consecutive impulses to relate the dynamics of the oscillator to the number of spikes per unit time and the interspike interval density. Specifically, we analyze the dynamics of the number of spikes per unit time based on the properties of the Markov operators. Each Markov operator can be decomposed into stationary and transient components based on the properties of the eigenvalues and eigenfunctions. This allows us to evaluate the difference in the number of spikes per unit time between the stationary and transient responses of the oscillator, which we show to be based on the dependence of the oscillator on past activity. Our analysis shows how the duration of the past neuronal activity depends on the relaxation rate, the noise strength, and the impulsive input parameters.
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.
Convective and diffusive ULF wave driven radiation belt electron transport
NASA Astrophysics Data System (ADS)
Degeling, A. W.; Rankin, R.; Elkington, S. R.
2011-12-01
The process of magnetospheric radiation belt electron transport driven by ULF waves is studied using a 2-D ideal MHD model for ULF waves in the equatorial plane including day/night asymmetry and a magnetopause boundary, and a test kinetic model for equatorially mirroring electrons. We find that ULF wave disturbances originating along the magnetopause flanks in the afternoon sector can act to periodically inject phase space density from these regions into the magnetosphere. Closely spaced drift-resonant surfaces for electrons with a given magnetic moment in the presence of the ULF waves create a layer of stochastic dynamics for L-shells above 6.5-7 in the cases examined, extending to the magnetopause. The phase decorrelation time scale for the stochastic region is estimated by the relaxation time for the diffusion coefficient to reach a steady value. This is found to be of the order of 10-15 wave periods, which is commensurate with the typical duration of observed ULF wave packets in the magnetosphere. For L-shells earthward of the stochastic layer, transport is limited to isolated drift-resonant islands in the case of narrowband ULF waves. We examine the effect of increasing the bandwidth of the ULF wave driver by summing together wave components produced by a set of independent runs of the ULF wave model. The wave source spectrum is given a flat-top amplitude of variable width (adjusted for constant power) and random phase. We find that increasing bandwidth can significantly enhance convective transport earthward of the stochastic layer and extend the stochastic layer to lower L-shells.
Extended Mixed-Efects Item Response Models with the MH-RM Algorithm
ERIC Educational Resources Information Center
Chalmers, R. Philip
2015-01-01
A mixed-effects item response theory (IRT) model is presented as a logical extension of the generalized linear mixed-effects modeling approach to formulating explanatory IRT models. Fixed and random coefficients in the extended model are estimated using a Metropolis-Hastings Robbins-Monro (MH-RM) stochastic imputation algorithm to accommodate for…
NASA Astrophysics Data System (ADS)
Sullivan, Peter P.; McWilliams, James C.; Melville, W. Kendall
2004-05-01
We devise a stochastic model for the effects of breaking waves and fit its distribution functions to laboratory and field data. This is used to represent the space time structure of momentum and energy forcing of the oceanic boundary layer in turbulence-resolving simulations. The aptness of this breaker model is evaluated in a direct numerical simulation (DNS) of an otherwise quiescent fluid driven by an isolated breaking wave, and the results are in good agreement with laboratory measurements. The breaker model faithfully reproduces the bulk features of a breaking event: the mean kinetic energy decays at a rate approaching t(-1) , and a long-lived vortex (eddy) is generated close to the water surface. The long lifetime of this vortex (more than 50 wave periods) makes it effective in energizing the surface region of oceanic boundary layers. Next, a comparison of several different DNS of idealized oceanic boundary layers driven by different surface forcing (i.e. constant current (as in Couette flow), constant stress, or a mixture of constant stress plus stochastic breakers) elucidates the importance of intermittent stress transmission to the underlying currents. A small amount of active breaking, about 1.6% of the total water surface area at any instant in time, significantly alters the instantaneous flow patterns as well as the ensemble statistics. Near the water surface a vigorous downwelling upwelling pattern develops at the head and tail of each three-dimensional breaker. This enhances the vertical velocity variance and generates both negative- and positive-signed vertical momentum flux. Analysis of the mean velocity and scalar profiles shows that breaking effectively increases the surface roughness z_o by more than a factor of 30; for our simulations z_o/lambda {≈} 0.04 to 0.06, where lambda is the wavelength of the breaking wave. Compared to a flow driven by a constant current, the extra mixing from breakers increases the mean eddy viscosity by more than a factor of 10 near the water surface. Breaking waves alter the usual balance of production and dissipation in the turbulent kinetic energy (TKE) budget; turbulent and pressure transports and breaker work are important sources and sinks in the budget. We also show that turbulent boundary layers driven by constant current and constant stress (i.e. with no breaking) differ in fundamental ways. The additional freedom provided by a constant-stress boundary condition permits finite velocity variances at the water surface, so that flows driven by constant stress mimic flows with weakly and statistically homogeneous breaking waves.
Dynamical influence processes on networks: general theory and applications to social contagion.
Harris, Kameron Decker; Danforth, Christopher M; Dodds, Peter Sheridan
2013-08-01
We study binary state dynamics on a network where each node acts in response to the average state of its neighborhood. By allowing varying amounts of stochasticity in both the network and node responses, we find different outcomes in random and deterministic versions of the model. In the limit of a large, dense network, however, we show that these dynamics coincide. We construct a general mean-field theory for random networks and show this predicts that the dynamics on the network is a smoothed version of the average response function dynamics. Thus, the behavior of the system can range from steady state to chaotic depending on the response functions, network connectivity, and update synchronicity. As a specific example, we model the competing tendencies of imitation and nonconformity by incorporating an off-threshold into standard threshold models of social contagion. In this way, we attempt to capture important aspects of fashions and societal trends. We compare our theory to extensive simulations of this "limited imitation contagion" model on Poisson random graphs, finding agreement between the mean-field theory and stochastic simulations.
Zaharov, V V; Farahi, R H; Snyder, P J; Davison, B H; Passian, A
2014-11-21
Resolving weak spectral variations in the dynamic response of materials that are either dominated or excited by stochastic processes remains a challenge. Responses that are thermal in origin are particularly relevant examples due to the delocalized nature of heat. Despite its inherent properties in dealing with stochastic processes, the Karhunen-Loève expansion has not been fully exploited in measurement of systems that are driven solely by random forces or can exhibit large thermally driven random fluctuations. Here, we present experimental results and analysis of the archetypes (a) the resonant excitation and transient response of an atomic force microscope probe by the ambient random fluctuations and nanoscale photothermal sample response, and (b) the photothermally scattered photons in pump-probe spectroscopy. In each case, the dynamic process is represented as an infinite series with random coefficients to obtain pertinent frequency shifts and spectral peaks and demonstrate spectral enhancement for a set of compounds including the spectrally complex biomass. The considered cases find important applications in nanoscale material characterization, biosensing, and spectral identification of biological and chemical agents.
Mesoscopic and continuum modelling of angiogenesis
Spill, F.; Guerrero, P.; Alarcon, T.; Maini, P. K.; Byrne, H. M.
2016-01-01
Angiogenesis is the formation of new blood vessels from pre-existing ones in response to chemical signals secreted by, for example, a wound or a tumour. In this paper, we propose a mesoscopic lattice-based model of angiogenesis, in which processes that include proliferation and cell movement are considered as stochastic events. By studying the dependence of the model on the lattice spacing and the number of cells involved, we are able to derive the deterministic continuum limit of our equations and compare it to similar existing models of angiogenesis. We further identify conditions under which the use of continuum models is justified, and others for which stochastic or discrete effects dominate. We also compare different stochastic models for the movement of endothelial tip cells which have the same macroscopic, deterministic behaviour, but lead to markedly different behaviour in terms of production of new vessel cells. PMID:24615007
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.
Noise-induced escape in an excitable system
NASA Astrophysics Data System (ADS)
Khovanov, I. A.; Polovinkin, A. V.; Luchinsky, D. G.; McClintock, P. V. E.
2013-03-01
We consider the stochastic dynamics of escape in an excitable system, the FitzHugh-Nagumo (FHN) neuronal model, for different classes of excitability. We discuss, first, the threshold structure of the FHN model as an example of a system without a saddle state. We then develop a nonlinear (nonlocal) stability approach based on the theory of large fluctuations, including a finite-noise correction, to describe noise-induced escape in the excitable regime. We show that the threshold structure is revealed via patterns of most probable (optimal) fluctuational paths. The approach allows us to estimate the escape rate and the exit location distribution. We compare the responses of a monostable resonator and monostable integrator to stochastic input signals and to a mixture of periodic and stochastic stimuli. Unlike the commonly used local analysis of the stable state, our nonlocal approach based on optimal paths yields results that are in good agreement with direct numerical simulations of the Langevin equation.
Stochastic sensitivity measure for mistuned high-performance turbines
NASA Technical Reports Server (NTRS)
Murthy, Durbha V.; Pierre, Christophe
1992-01-01
A stochastic measure of sensitivity is developed in order to predict the effects of small random blade mistuning on the dynamic aeroelastic response of turbomachinery blade assemblies. This sensitivity measure is based solely on the nominal system design (i.e., on tuned system information), which makes it extremely easy and inexpensive to calculate. The measure has the potential to become a valuable design tool that will enable designers to evaluate mistuning effects at a preliminary design stage and thus assess the need for a full mistuned rotor analysis. The predictive capability of the sensitivity measure is illustrated by examining the effects of mistuning on the aeroelastic modes of the first stage of the oxidizer turbopump in the Space Shuttle Main Engine. Results from a full analysis mistuned systems confirm that the simple stochastic sensitivity measure predicts consistently the drastic changes due to misturning and the localization of aeroelastic vibration to a few blades.
On the probabilistic structure of water age
NASA Astrophysics Data System (ADS)
Porporato, Amilcare; Calabrese, Salvatore
2015-05-01
The age distribution of water in hydrologic systems has received renewed interest recently, especially in relation to watershed response to rainfall inputs. The purpose of this contribution is first to draw attention to existing theories of age distributions in population dynamics, fluid mechanics and stochastic groundwater, and in particular to the McKendrick-von Foerster equation and its generalizations and solutions. A second and more important goal is to clarify that, when hydrologic fluxes are modeled by means of time-varying stochastic processes, the age distributions must themselves be treated as random functions. Once their probabilistic structure is obtained, it can be used to characterize the variability of age distributions in real systems and thus help quantify the inherent uncertainty in the field determination of water age. We illustrate these concepts with reference to a stochastic storage model, which has been used as a minimalist model of soil moisture and streamflow dynamics.
On the molecular mechanisms driving pain perception and emergent collective behaviors
NASA Astrophysics Data System (ADS)
Di Patti, F.; Fanelli, D.
2010-05-01
A stochastic model to investigate the microscopic processes which trigger the sensation of pain is considered. The model, presented in Di Patti and Fanelli [Di Patti F, Fanelli D. Can a microscopic stochastic model explain the emergence of pain cycles in patients? J Stat Mech 2009. doi:10.1088/1742-5468/2009/01/P01004], accounts for the action of analgesic drug and introduces an effect of competition with the inactive species populating the bloodstream. Regular oscillations in the amount of bound receptors are detected, following a resonant amplification of the stochastic component intrinsic to the system. The condition for such oscillations to occur are here studied, resorting to combined numerical and analytical techniques. Extended and connected patches of the admissible parameters space are detected which do correspond to the oscillatory behaviors. These findings are discussed with reference to the existing literature on patients' response to the analgesic treatment.
Stochastic resonance in underdamped periodic potential systems with alpha stable Lévy noise
NASA Astrophysics Data System (ADS)
Liu, Ruo-Nan; Kang, Yan-Mei
2018-06-01
In this paper, we investigate the effect of alpha stable Lévy noise with alpha stability index α (0 < α ≤ 2) on stochastic resonance (SR) in underdamped periodic potential systems by the non-perturbative expansion moment method and stochastic simulation. Using the spectral amplification factor as a quantifying index, we find that SR can occur in both sinusoidal potentials and ratchet potentials when α is close to 2, while the resonant effect becomes weaker as the stability index decreases. By means of massive numerical statistics, we ascribe this trend to the typical jumps of non-Gaussian Lévy noise (0 < α < 2), which play a destructive role on the periodicity of the long time mean response. We also disclose that the skewness parameter of Lévy noise has a more notable impact on the resonant effect of the asymmetric ratchet potential than that of the symmetric sinusoidal potential because of symmetry breaking.
GTC Turbulence Simulations near H-mode Pedestal with Resonant Magnetic Perturbations
NASA Astrophysics Data System (ADS)
Shi, Lei; Ferraro, Nathaniel; Taimourzadeh, Sam; Fu, Jingyuan; Lin, Zhihong; Nazikian, Raffi
2017-10-01
Full plasma responses to Resonant Magnetic Perturbations (RMPs) as provided by the resistive MHD code M3D-C1 are implemented into Gyrokinetic Toroidal Code (GTC) to study the effect of magnetic islands and stochastic field regions on microturbulence in realistic DIII-D geometry. Electrostatic turbulence simulations with adiabatic electrons show no significant increase of the saturated ion heat conductivity in the presence of RMP-induced islands. However, electron response to zonal flow in the presence of magnetic islands and stochastic fields can drastically increase zonal flow dielectric constant for long wavelength fluctuations. Zonal flow generation can then be reduced and the microturbulence can be enhanced greatly. Furthermore, because the RMP magnetic island size is comparable to the ion banana width, electron and ion responses to these islands may be fundamentally different, which could drive non-ambipolar particles fluxes leading to changes of the radial electric field shear. This work is supported by General Atomics subcontract.
Keith, David A; Akçakaya, H Resit; Thuiller, Wilfried; Midgley, Guy F; Pearson, Richard G; Phillips, Steven J; Regan, Helen M; Araújo, Miguel B; Rebelo, Tony G
2008-10-23
Species responses to climate change may be influenced by changes in available habitat, as well as population processes, species interactions and interactions between demographic and landscape dynamics. Current methods for assessing these responses fail to provide an integrated view of these influences because they deal with habitat change or population dynamics, but rarely both. In this study, we linked a time series of habitat suitability models with spatially explicit stochastic population models to explore factors that influence the viability of plant species populations under stable and changing climate scenarios in South African fynbos, a global biodiversity hot spot. Results indicate that complex interactions between life history, disturbance regime and distribution pattern mediate species extinction risks under climate change. Our novel mechanistic approach allows more complete and direct appraisal of future biotic responses than do static bioclimatic habitat modelling approaches, and will ultimately support development of more effective conservation strategies to mitigate biodiversity losses due to climate change.
NASA Astrophysics Data System (ADS)
Yashchuk, Valeriy V.; Centers, Gary; Tyurin, Yuri N.; Tyurina, Anastasia
2016-09-01
Recently, an original method for the statistical modeling of surface topography of state-of-the-art mirrors for usage in xray optical systems at light source facilities and for astronomical telescopes [Opt. Eng. 51(4), 046501, 2012; ibid. 53(8), 084102 (2014); and ibid. 55(7), 074106 (2016)] has been developed. In modeling, the mirror surface topography is considered to be a result of a stationary uniform stochastic polishing process and the best fit time-invariant linear filter (TILF) that optimally parameterizes, with limited number of parameters, the polishing process is determined. The TILF model allows the surface slope profile of an optic with a newly desired specification to be reliably forecast before fabrication. With the forecast data, representative numerical evaluations of expected performance of the prospective mirrors in optical systems under development become possible [Opt. Eng., 54(2), 025108 (2015)]. Here, we suggest and demonstrate an analytical approach for accounting the imperfections of the used metrology instruments, which are described by the instrumental point spread function, in the TILF modeling. The efficacy of the approach is demonstrated with numerical simulations for correction of measurements performed with an autocollimator based surface slope profiler. Besides solving this major metrological problem, the results of the present work open an avenue for developing analytical and computational tools for stitching data in the statistical domain, obtained using multiple metrology instruments measuring significantly different bandwidths of spatial wavelengths.
NASA Astrophysics Data System (ADS)
Peleg, Nadav; Blumensaat, Frank; Molnar, Peter; Fatichi, Simone; Burlando, Paolo
2016-04-01
Urban drainage response is highly dependent on the spatial and temporal structure of rainfall. Therefore, measuring and simulating rainfall at a high spatial and temporal resolution is a fundamental step to fully assess urban drainage system reliability and related uncertainties. This is even more relevant when considering extreme rainfall events. However, the current space-time rainfall models have limitations in capturing extreme rainfall intensity statistics for short durations. Here, we use the STREAP (Space-Time Realizations of Areal Precipitation) model, which is a novel stochastic rainfall generator for simulating high-resolution rainfall fields that preserve the spatio-temporal structure of rainfall and its statistical characteristics. The model enables a generation of rain fields at 102 m and minute scales in a fast and computer-efficient way matching the requirements for hydrological analysis of urban drainage systems. The STREAP model was applied successfully in the past to generate high-resolution extreme rainfall intensities over a small domain. A sub-catchment in the city of Luzern (Switzerland) was chosen as a case study to: (i) evaluate the ability of STREAP to disaggregate extreme rainfall intensities for urban drainage applications; (ii) assessing the role of stochastic climate variability of rainfall in flow response and (iii) evaluate the degree of non-linearity between extreme rainfall intensity and system response (i.e. flow) for a small urban catchment. The channel flow at the catchment outlet is simulated by means of a calibrated hydrodynamic sewer model.
NASA Technical Reports Server (NTRS)
Nemeth, Noel N.; Bednarcyk, Brett A.; Pineda, Evan; Arnold, Steven; Mital, Subodh; Murthy, Pappu; Walton, Owen
2015-01-01
Reported here is a coupling of two NASA developed codes: CARES (Ceramics Analysis and Reliability Evaluation of Structures) with the MACGMC composite material analysis code. The resulting code is called FEAMACCARES and is constructed as an Abaqus finite element analysis UMAT (user defined material). Here we describe the FEAMACCARES code and an example problem (taken from the open literature) of a laminated CMC in off-axis loading is shown. FEAMACCARES performs stochastic-strength-based damage simulation response of a CMC under multiaxial loading using elastic stiffness reduction of the failed elements.
Application of the stochastic tunneling method to high throughput database screening
NASA Astrophysics Data System (ADS)
Merlitz, H.; Burghardt, B.; Wenzel, W.
2003-03-01
The stochastic tunneling technique is applied to screen a database of chemical compounds to the active site of dihydrofolate reductase for lead candidates in the receptor-ligand docking problem. Using an atomistic force field we consider the ligand's internal rotational degrees of freedom. It is shown that the natural ligand (methotrexate) scores best among 10 000 randomly chosen compounds. We analyze the top scoring compounds to identify hot-spots of the receptor. We mutate the amino acids that are responsible for the hot-spots of the receptor and verify that its specificity is lost upon modification.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Coleman, Justin; Slaughter, Andrew; Veeraraghavan, Swetha
Multi-hazard Analysis for STOchastic time-DOmaiN phenomena (MASTODON) is a finite element application that aims at analyzing the response of 3-D soil-structure systems to natural and man-made hazards such as earthquakes, floods and fire. MASTODON currently focuses on the simulation of seismic events and has the capability to perform extensive ‘source-to-site’ simulations including earthquake fault rupture, nonlinear wave propagation and nonlinear soil-structure interaction (NLSSI) analysis. MASTODON is being developed to be a dynamic probabilistic risk assessment framework that enables analysts to not only perform deterministic analyses, but also easily perform probabilistic or stochastic simulations for the purpose of risk assessment.
A physically-based stochastic model has been applied to estimate residential chlorpyrifos exposure and dace to children via the non-dietary ingestion and dermal residue contact pathways. Time-location-activity data for 2825 children were sampled from national surveys to generat...
The Nucleation Rate of Single O2 Nanobubbles at Pt Nanoelectrodes.
Soto, Álvaro Moreno; German, Sean R; Ren, Hang; van der Meer, Devaraj; Lohse, Detlef; Edwards, Martin A; White, Henry S
2018-06-13
Nanobubble nucleation is a problem that affects efficiency in electrocatalytic reactions since those bubbles can block the surface of the catalytic sites. In this article, we focus on the nucleation rate of O 2 nanobubbles resulting from the electrooxidation of H 2 O 2 at Pt disk nanoelectrodes. Bubbles form almost instantaneously when a critical peak current, i nb p , is applied, but for lower currents, bubble nucleation is a stochastic process in which the nucleation (induction) time, t ind , dramatically decreases as the applied current approaches i nb p , a consequence of the local supersaturation level, ζ, increasing at high currents. Here, by applying different currents below i nb p , nanobubbles take some time to nucleate and block the surface of the Pt electrode at which the reaction occurs, providing a means to measure the stochastic t ind . We study in detail the different conditions in which nanobubbles appear, concluding that the electrode surface needs to be preconditioned to achieve reproducible results. We also measure the activation energy for bubble nucleation, E a , which varies in the range from (6 to 30) kT, and assuming a spherically cap-shaped nanobubble nucleus, we determine the footprint diameter L = 8-15 nm, the contact angle to the electrode surface θ = 135-155°, and the number of O 2 molecules contained in the nucleus (50 to 900 molecules).
Stochastic and superharmonic stochastic resonances of a confined overdamped harmonic oscillator
NASA Astrophysics Data System (ADS)
Zhang, Lu; Lai, Li; Peng, Hao; Tu, Zhe; Zhong, Suchuan
2018-01-01
The dynamics of many soft condensed matter and biological systems is affected by space limitations, which produce some peculiar effects on the systems' stochastic resonance (SR) behavior. In this study, we propose a model where SR can be observed: a confined overdamped harmonic oscillator that is subjected to a sinusoidal driving force and is under the influence of a multiplicative white noise. The output response of the system is a periodic signal with harmonic frequencies that are odd multiples of the driving frequency. We verify the amplitude resonances at the driving frequencies and superharmonic frequencies that are equal to three, five, and seven times the driving frequency, using a numerical method based on the stochastic Taylor expansion. The synergistic effect of the multiplicative white noise, constant boundaries, and periodic driving force that can induce a SR in the output amplitude at the driving and superharmonic frequencies is found. The SR phenomenon found in this paper is sensitive to the driving amplitude and frequency, inherent potential parameter, and boundary width, thus leading to various resonance conditions. Therefore, the mechanism found could be beneficial for the characterization of these confined systems and could constitute an important tool for controlling their basic properties.
NASA Astrophysics Data System (ADS)
Lu, B.; Darmon, M.; Leymarie, N.; Chatillon, S.; Potel, C.
2012-05-01
In-service inspection of Sodium-Cooled Fast Reactors (SFR) requires the development of non-destructive techniques adapted to the harsh environment conditions and the examination complexity. From past experiences, ultrasonic techniques are considered as suitable candidates. The ultrasonic telemetry is a technique used to constantly insure the safe functioning of reactor inner components by determining their exact position: it consists in measuring the time of flight of the ultrasonic response obtained after propagation of a pulse emitted by a transducer and its interaction with the targets. While in-service the sodium flow creates turbulences that lead to temperature inhomogeneities, which translates into ultrasonic velocity inhomogeneities. These velocity variations could directly impact the accuracy of the target locating by introducing time of flight variations. A stochastic simulation model has been developed to calculate the propagation of ultrasonic waves in such an inhomogeneous medium. Using this approach, the travel time is randomly generated by a stochastic process whose inputs are the statistical moments of travel times known analytically. The stochastic model predicts beam deviations due to velocity inhomogeneities, which are similar to those provided by a determinist method, such as the ray method.
Quantum stochastic walks on networks for decision-making.
Martínez-Martínez, Ismael; Sánchez-Burillo, Eduardo
2016-03-31
Recent experiments report violations of the classical law of total probability and incompatibility of certain mental representations when humans process and react to information. Evidence shows promise of a more general quantum theory providing a better explanation of the dynamics and structure of real decision-making processes than classical probability theory. Inspired by this, we show how the behavioral choice-probabilities can arise as the unique stationary distribution of quantum stochastic walkers on the classical network defined from Luce's response probabilities. This work is relevant because (i) we provide a very general framework integrating the positive characteristics of both quantum and classical approaches previously in confrontation, and (ii) we define a cognitive network which can be used to bring other connectivist approaches to decision-making into the quantum stochastic realm. We model the decision-maker as an open system in contact with her surrounding environment, and the time-length of the decision-making process reveals to be also a measure of the process' degree of interplay between the unitary and irreversible dynamics. Implementing quantum coherence on classical networks may be a door to better integrate human-like reasoning biases in stochastic models for decision-making.
Quantum stochastic walks on networks for decision-making
NASA Astrophysics Data System (ADS)
Martínez-Martínez, Ismael; Sánchez-Burillo, Eduardo
2016-03-01
Recent experiments report violations of the classical law of total probability and incompatibility of certain mental representations when humans process and react to information. Evidence shows promise of a more general quantum theory providing a better explanation of the dynamics and structure of real decision-making processes than classical probability theory. Inspired by this, we show how the behavioral choice-probabilities can arise as the unique stationary distribution of quantum stochastic walkers on the classical network defined from Luce’s response probabilities. This work is relevant because (i) we provide a very general framework integrating the positive characteristics of both quantum and classical approaches previously in confrontation, and (ii) we define a cognitive network which can be used to bring other connectivist approaches to decision-making into the quantum stochastic realm. We model the decision-maker as an open system in contact with her surrounding environment, and the time-length of the decision-making process reveals to be also a measure of the process’ degree of interplay between the unitary and irreversible dynamics. Implementing quantum coherence on classical networks may be a door to better integrate human-like reasoning biases in stochastic models for decision-making.
Simulation-based planning for theater air warfare
NASA Astrophysics Data System (ADS)
Popken, Douglas A.; Cox, Louis A., Jr.
2004-08-01
Planning for Theatre Air Warfare can be represented as a hierarchy of decisions. At the top level, surviving airframes must be assigned to roles (e.g., Air Defense, Counter Air, Close Air Support, and AAF Suppression) in each time period in response to changing enemy air defense capabilities, remaining targets, and roles of opposing aircraft. At the middle level, aircraft are allocated to specific targets to support their assigned roles. At the lowest level, routing and engagement decisions are made for individual missions. The decisions at each level form a set of time-sequenced Courses of Action taken by opposing forces. This paper introduces a set of simulation-based optimization heuristics operating within this planning hierarchy to optimize allocations of aircraft. The algorithms estimate distributions for stochastic outcomes of the pairs of Red/Blue decisions. Rather than using traditional stochastic dynamic programming to determine optimal strategies, we use an innovative combination of heuristics, simulation-optimization, and mathematical programming. Blue decisions are guided by a stochastic hill-climbing search algorithm while Red decisions are found by optimizing over a continuous representation of the decision space. Stochastic outcomes are then provided by fast, Lanchester-type attrition simulations. This paper summarizes preliminary results from top and middle level models.
Quantum stochastic walks on networks for decision-making
Martínez-Martínez, Ismael; Sánchez-Burillo, Eduardo
2016-01-01
Recent experiments report violations of the classical law of total probability and incompatibility of certain mental representations when humans process and react to information. Evidence shows promise of a more general quantum theory providing a better explanation of the dynamics and structure of real decision-making processes than classical probability theory. Inspired by this, we show how the behavioral choice-probabilities can arise as the unique stationary distribution of quantum stochastic walkers on the classical network defined from Luce’s response probabilities. This work is relevant because (i) we provide a very general framework integrating the positive characteristics of both quantum and classical approaches previously in confrontation, and (ii) we define a cognitive network which can be used to bring other connectivist approaches to decision-making into the quantum stochastic realm. We model the decision-maker as an open system in contact with her surrounding environment, and the time-length of the decision-making process reveals to be also a measure of the process’ degree of interplay between the unitary and irreversible dynamics. Implementing quantum coherence on classical networks may be a door to better integrate human-like reasoning biases in stochastic models for decision-making. PMID:27030372
NASA Astrophysics Data System (ADS)
Takaishi, Tetsuya
2018-06-01
The realized stochastic volatility model has been introduced to estimate more accurate volatility by using both daily returns and realized volatility. The main advantage of the model is that no special bias-correction factor for the realized volatility is required a priori. Instead, the model introduces a bias-correction parameter responsible for the bias hidden in realized volatility. We empirically investigate the bias-correction parameter for realized volatilities calculated at various sampling frequencies for six stocks on the Tokyo Stock Exchange, and then show that the dynamic behavior of the bias-correction parameter as a function of sampling frequency is qualitatively similar to that of the Hansen-Lunde bias-correction factor although their values are substantially different. Under the stochastic diffusion assumption of the return dynamics, we investigate the accuracy of estimated volatilities by examining the standardized returns. We find that while the moments of the standardized returns from low-frequency realized volatilities are consistent with the expectation from the Gaussian variables, the deviation from the expectation becomes considerably large at high frequencies. This indicates that the realized stochastic volatility model itself cannot completely remove bias at high frequencies.
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.
Immotile Active Matter: Activity from Death and Reproduction
NASA Astrophysics Data System (ADS)
Kalziqi, Arben; Yanni, David; Thomas, Jacob; Ng, Siu Lung; Vivek, Skanda; Hammer, Brian K.; Yunker, Peter J.
2018-01-01
Unlike equilibrium atomic solids, biofilms—soft solids composed of bacterial cells—do not experience significant thermal fluctuations at the constituent level. However, living cells stochastically reproduce and die, provoking a mechanical response. We investigate the mechanical consequences of cellular death and reproduction by measuring surface-height fluctuations of biofilms containing two mutually antagonistic strains of Vibrio cholerae that kill one another on contact via the type VI secretion system. While studies of active matter typically focus on activity via constituent mobility, here, activity is mediated by reproduction and death events in otherwise immobilized cells. Biofilm surface topography is measured in the nearly homeostatic limit via white light interferometry. Although biofilms are far from equilibrium systems, measured surface-height fluctuation spectra resemble the spectra of thermal permeable membranes but with an activity-mediated effective temperature, as predicted by Risler, Peilloux, and Prost [Phys. Rev. Lett. 115, 258104 (2015), 10.1103/PhysRevLett.115.258104]. By comparing the activity of killer strains of V. cholerae with that of genetically modified strains that cannot kill each other and validating with individual-based simulations, we demonstrate that extracted effective temperatures increase with the amount of death and reproduction and that death and reproduction can fluidize biofilms. Together, these observations demonstrate the unique physical consequences of activity mediated by death and reproduction events.
Immotile Active Matter: Activity from Death and Reproduction.
Kalziqi, Arben; Yanni, David; Thomas, Jacob; Ng, Siu Lung; Vivek, Skanda; Hammer, Brian K; Yunker, Peter J
2018-01-05
Unlike equilibrium atomic solids, biofilms-soft solids composed of bacterial cells-do not experience significant thermal fluctuations at the constituent level. However, living cells stochastically reproduce and die, provoking a mechanical response. We investigate the mechanical consequences of cellular death and reproduction by measuring surface-height fluctuations of biofilms containing two mutually antagonistic strains of Vibrio cholerae that kill one another on contact via the type VI secretion system. While studies of active matter typically focus on activity via constituent mobility, here, activity is mediated by reproduction and death events in otherwise immobilized cells. Biofilm surface topography is measured in the nearly homeostatic limit via white light interferometry. Although biofilms are far from equilibrium systems, measured surface-height fluctuation spectra resemble the spectra of thermal permeable membranes but with an activity-mediated effective temperature, as predicted by Risler, Peilloux, and Prost [Phys. Rev. Lett. 115, 258104 (2015)PRLTAO0031-900710.1103/PhysRevLett.115.258104]. By comparing the activity of killer strains of V. cholerae with that of genetically modified strains that cannot kill each other and validating with individual-based simulations, we demonstrate that extracted effective temperatures increase with the amount of death and reproduction and that death and reproduction can fluidize biofilms. Together, these observations demonstrate the unique physical consequences of activity mediated by death and reproduction events.
NASA Astrophysics Data System (ADS)
Ono, Kouichi; Nakazaki, Nobuya; Tsuda, Hirotaka; Takao, Yoshinori; Eriguchi, Koji
2017-10-01
Atomic- or nanometer-scale roughness on feature surfaces has become an important issue to be resolved in the fabrication of nanoscale devices in industry. Moreover, in some cases, smoothing of initially rough surfaces is required for planarization of film surfaces, and controlled surface roughening is required for maskless fabrication of organized nanostructures on surfaces. An understanding, under what conditions plasma etching results in surface roughening and/or smoothing and what are the mechanisms concerned, is of great technological as well as fundamental interest. In this article, we review recent developments in the experimental and numerical study of the formation and evolution of surface roughness (or surface morphology evolution such as roughening, smoothing, and ripple formation) during plasma etching of Si, with emphasis being placed on a deeper understanding of the mechanisms or plasma-surface interactions that are responsible for. Starting with an overview of the experimental and theoretical/numerical aspects concerned, selected relevant mechanisms are illustrated and discussed primarily on the basis of systematic/mechanistic studies of Si etching in Cl-based plasmas, including noise (or stochastic roughening), geometrical shadowing, surface reemission of etchants, micromasking by etch inhibitors, and ion scattering/chanelling. A comparison of experiments (etching and plasma diagnostics) and numerical simulations (Monte Carlo and classical molecular dynamics) indicates a crucial role of the ion scattering or reflection from microscopically roughened feature surfaces on incidence in the evolution of surface roughness (and ripples) during plasma etching; in effect, the smoothing/non-roughening condition is characterized by reduced effects of the ion reflection, and the roughening-smoothing transition results from reduced ion reflections caused by a change in the predominant ion flux due to that in plasma conditions. Smoothing of initially rough surfaces as well as non-roughening of initially planar surfaces during etching (normal ion incidence) and formation of surface ripples by plasma etching (off-normal ion incidence) are also presented and discussed in this context.
Weisheimer, Antje; Corti, Susanna; Palmer, Tim; Vitart, Frederic
2014-01-01
The finite resolution of general circulation models of the coupled atmosphere–ocean system and the effects of sub-grid-scale variability present a major source of uncertainty in model simulations on all time scales. The European Centre for Medium-Range Weather Forecasts has been at the forefront of developing new approaches to account for these uncertainties. In particular, the stochastically perturbed physical tendency scheme and the stochastically perturbed backscatter algorithm for the atmosphere are now used routinely for global numerical weather prediction. The European Centre also performs long-range predictions of the coupled atmosphere–ocean climate system in operational forecast mode, and the latest seasonal forecasting system—System 4—has the stochastically perturbed tendency and backscatter schemes implemented in a similar way to that for the medium-range weather forecasts. Here, we present results of the impact of these schemes in System 4 by contrasting the operational performance on seasonal time scales during the retrospective forecast period 1981–2010 with comparable simulations that do not account for the representation of model uncertainty. We find that the stochastic tendency perturbation schemes helped to reduce excessively strong convective activity especially over the Maritime Continent and the tropical Western Pacific, leading to reduced biases of the outgoing longwave radiation (OLR), cloud cover, precipitation and near-surface winds. Positive impact was also found for the statistics of the Madden–Julian oscillation (MJO), showing an increase in the frequencies and amplitudes of MJO events. Further, the errors of El Niño southern oscillation forecasts become smaller, whereas increases in ensemble spread lead to a better calibrated system if the stochastic tendency is activated. The backscatter scheme has overall neutral impact. Finally, evidence for noise-activated regime transitions has been found in a cluster analysis of mid-latitude circulation regimes over the Pacific–North America region. PMID:24842026
Weisheimer, Antje; Corti, Susanna; Palmer, Tim; Vitart, Frederic
2014-06-28
The finite resolution of general circulation models of the coupled atmosphere-ocean system and the effects of sub-grid-scale variability present a major source of uncertainty in model simulations on all time scales. The European Centre for Medium-Range Weather Forecasts has been at the forefront of developing new approaches to account for these uncertainties. In particular, the stochastically perturbed physical tendency scheme and the stochastically perturbed backscatter algorithm for the atmosphere are now used routinely for global numerical weather prediction. The European Centre also performs long-range predictions of the coupled atmosphere-ocean climate system in operational forecast mode, and the latest seasonal forecasting system--System 4--has the stochastically perturbed tendency and backscatter schemes implemented in a similar way to that for the medium-range weather forecasts. Here, we present results of the impact of these schemes in System 4 by contrasting the operational performance on seasonal time scales during the retrospective forecast period 1981-2010 with comparable simulations that do not account for the representation of model uncertainty. We find that the stochastic tendency perturbation schemes helped to reduce excessively strong convective activity especially over the Maritime Continent and the tropical Western Pacific, leading to reduced biases of the outgoing longwave radiation (OLR), cloud cover, precipitation and near-surface winds. Positive impact was also found for the statistics of the Madden-Julian oscillation (MJO), showing an increase in the frequencies and amplitudes of MJO events. Further, the errors of El Niño southern oscillation forecasts become smaller, whereas increases in ensemble spread lead to a better calibrated system if the stochastic tendency is activated. The backscatter scheme has overall neutral impact. Finally, evidence for noise-activated regime transitions has been found in a cluster analysis of mid-latitude circulation regimes over the Pacific-North America region.
A high-fidelity approach towards simulation of pool boiling
DOE Office of Scientific and Technical Information (OSTI.GOV)
Yazdani, Miad; Radcliff, Thomas; Soteriou, Marios
2016-01-15
A novel numerical approach is developed to simulate the multiscale problem of pool-boiling phase change. The particular focus is to develop a simulation technique that is capable of predicting the heat transfer and hydrodynamic characteristics of nucleate boiling and the transition to critical heat flux on surfaces of arbitrary shape and roughness distribution addressing a critical need to design enhanced boiling heat transfer surfaces. The macro-scale of the phase change and bubble dynamics is addressed through employing off-the-shelf Computational Fluid Dynamics (CFD) methods for interface tracking and interphase mass and energy transfer. The micro-scale of the microlayer, which forms atmore » early stage of bubble nucleation near the wall, is resolved through asymptotic approximation of the thin-film theory which provides a closed-form solution for the distribution of the micro-layer and its influence on the evaporation process. In addition, the sub-grid surface roughness is represented stochastically through probabilistic density functions and its role in bubble nucleation and growth is then represented based on the thermodynamics of nucleation process. This combination of deterministic CFD, local approximation, and stochastic representation allows the simulation of pool boiling on any surface with known roughness and enhancement characteristics. The numerical model is validated for dynamics and hydrothermal characteristics of a single nucleated bubble on a flat surface against available literature data. In addition, the prediction of pool-boiling heat transfer coefficient is verified against experimental measurements as well as reputable correlations for various roughness distributions and different surface orientations. Finally, the model is employed to demonstrate pool-boiling phenomenon on enhanced structures with reentrance cavities and to explore the effect of enhancement feature design on thermal and hydrodynamic characteristics of these surfaces.« less
Benedetti-Cecchi, Lisandro; Canepa, Antonio; Fuentes, Veronica; Tamburello, Laura; Purcell, Jennifer E; Piraino, Stefano; Roberts, Jason; Boero, Ferdinando; Halpin, Patrick
2015-01-01
Jellyfish outbreaks are increasingly viewed as a deterministic response to escalating levels of environmental degradation and climate extremes. However, a comprehensive understanding of the influence of deterministic drivers and stochastic environmental variations favouring population renewal processes has remained elusive. This study quantifies the deterministic and stochastic components of environmental change that lead to outbreaks of the jellyfish Pelagia noctiluca in the Mediterranen Sea. Using data of jellyfish abundance collected at 241 sites along the Catalan coast from 2007 to 2010 we: (1) tested hypotheses about the influence of time-varying and spatial predictors of jellyfish outbreaks; (2) evaluated the relative importance of stochastic vs. deterministic forcing of outbreaks through the environmental bootstrap method; and (3) quantified return times of extreme events. Outbreaks were common in May and June and less likely in other summer months, which resulted in a negative relationship between outbreaks and SST. Cross- and along-shore advection by geostrophic flow were important concentrating forces of jellyfish, but most outbreaks occurred in the proximity of two canyons in the northern part of the study area. This result supported the recent hypothesis that canyons can funnel P. noctiluca blooms towards shore during upwelling. This can be a general, yet unappreciated mechanism leading to outbreaks of holoplanktonic jellyfish species. The environmental bootstrap indicated that stochastic environmental fluctuations have negligible effects on return times of outbreaks. Our analysis emphasized the importance of deterministic processes leading to jellyfish outbreaks compared to the stochastic component of environmental variation. A better understanding of how environmental drivers affect demographic and population processes in jellyfish species will increase the ability to anticipate jellyfish outbreaks in the future.
Environmental standards for ionizing radiation: theoretical basis for dose-response curves.
Upton, A C
1983-01-01
The types of injury attributable to ionizing radiation are subdivided, for purposes of risk assessment and radiological protection, into two broad categories: stochastic effects and nonstochastic effects. Stochastic effects are viewed as probablistic phenomena, varying in frequency but not severity as a function of the dose, without any threshold; nonstochastic effects are viewed as deterministic phenomena, varying in both frequency and severity as a function of the dose, with clinical thresholds. Included among stochastic effects are heritable effects (mutations and chromosome aberrations) and carcinogenic effects. Both types of effects are envisioned as unicellular phenomena which can result from nonlethal injury of individual cells, without the necessity of damage to other cells. For the induction of mutations and chromosome aberrations in the low-to-intermediate dose range, the dose-response curve with high-linear energy transfer (LET) radiation generally conforms to a linear nonthreshold relationship and varies relatively little with the dose rate. In contrast, the curve with low-LET radiation generally conforms to a linear-quadratic relationship, rising less steeply than the curve with high-LET radiation and increasing in slope with increasing dose and dose rate. The dose-response curve for carcinogenic effects varies widely from one type of neoplasm to another in the intermediate-to-high dose range, in part because of differences in the way large doses of radiation can affect the promotion and progression of different neoplasms. Information about dose-response relations for low-level irradiation is fragmentary but consistent, in general, with the hypothesis that the neoplastic transformation may result from mutation, chromosome aberration or genetic recombination in a single susceptible cell. PMID:6653536
Bidding strategy for microgrid in day-ahead market based on hybrid stochastic/robust optimization
DOE Office of Scientific and Technical Information (OSTI.GOV)
Liu, Guodong; Xu, Yan; Tomsovic, Kevin
In this paper, we propose an optimal bidding strategy in the day-ahead market of a microgrid consisting of intermittent distributed generation (DG), storage, dispatchable DG and price responsive loads. The microgrid coordinates the energy consumption or production of its components and trades electricity in both the day-ahead and real-time markets to minimize its operating cost as a single entity. The bidding problem is challenging due to a variety of uncertainties, including power output of intermittent DG, load variation, day-ahead and real-time market prices. A hybrid stochastic/robust optimization model is proposed to minimize the expected net cost, i.e., expected total costmore » of operation minus total benefit of demand. This formulation can be solved by mixed integer linear programming. The uncertain output of intermittent DG and day-ahead market price are modeled via scenarios based on forecast results, while a robust optimization is proposed to limit the unbalanced power in real-time market taking account of the uncertainty of real-time market price. Numerical simulations on a microgrid consisting of a wind turbine, a PV panel, a fuel cell, a micro-turbine, a diesel generator, a battery and a responsive load show the advantage of stochastic optimization in addition to robust optimization.« less
Bidding strategy for microgrid in day-ahead market based on hybrid stochastic/robust optimization
Liu, Guodong; Xu, Yan; Tomsovic, Kevin
2016-01-01
In this paper, we propose an optimal bidding strategy in the day-ahead market of a microgrid consisting of intermittent distributed generation (DG), storage, dispatchable DG and price responsive loads. The microgrid coordinates the energy consumption or production of its components and trades electricity in both the day-ahead and real-time markets to minimize its operating cost as a single entity. The bidding problem is challenging due to a variety of uncertainties, including power output of intermittent DG, load variation, day-ahead and real-time market prices. A hybrid stochastic/robust optimization model is proposed to minimize the expected net cost, i.e., expected total costmore » of operation minus total benefit of demand. This formulation can be solved by mixed integer linear programming. The uncertain output of intermittent DG and day-ahead market price are modeled via scenarios based on forecast results, while a robust optimization is proposed to limit the unbalanced power in real-time market taking account of the uncertainty of real-time market price. Numerical simulations on a microgrid consisting of a wind turbine, a PV panel, a fuel cell, a micro-turbine, a diesel generator, a battery and a responsive load show the advantage of stochastic optimization in addition to robust optimization.« less
Wildhaber, Mark L.; Dey, Rima; Wikle, Christopher K.; Moran, Edward H.; Anderson, Christopher J.; Franz, Kristie J.
2015-01-01
In managing fish populations, especially at-risk species, realistic mathematical models are needed to help predict population response to potential management actions in the context of environmental conditions and changing climate while effectively incorporating the stochastic nature of real world conditions. We provide a key component of such a model for the endangered pallid sturgeon (Scaphirhynchus albus) in the form of an individual-based bioenergetics model influenced not only by temperature but also by flow. This component is based on modification of a known individual-based bioenergetics model through incorporation of: the observed ontogenetic shift in pallid sturgeon diet from marcroinvertebrates to fish; the energetic costs of swimming under flowing-water conditions; and stochasticity. We provide an assessment of how differences in environmental conditions could potentially alter pallid sturgeon growth estimates, using observed temperature and velocity from channelized portions of the Lower Missouri River mainstem. We do this using separate relationships between the proportion of maximum consumption and fork length and swimming cost standard error estimates for fish captured above and below the Kansas River in the Lower Missouri River. Critical to our matching observed growth in the field with predicted growth based on observed environmental conditions was a two-step shift in diet from macroinvertebrates to fish.
Population activity statistics dissect subthreshold and spiking variability in V1.
Bányai, Mihály; Koman, Zsombor; Orbán, Gergő
2017-07-01
Response variability, as measured by fluctuating responses upon repeated performance of trials, is a major component of neural responses, and its characterization is key to interpret high dimensional population recordings. Response variability and covariability display predictable changes upon changes in stimulus and cognitive or behavioral state, providing an opportunity to test the predictive power of models of neural variability. Still, there is little agreement on which model to use as a building block for population-level analyses, and models of variability are often treated as a subject of choice. We investigate two competing models, the doubly stochastic Poisson (DSP) model assuming stochasticity at spike generation, and the rectified Gaussian (RG) model tracing variability back to membrane potential variance, to analyze stimulus-dependent modulation of both single-neuron and pairwise response statistics. Using a pair of model neurons, we demonstrate that the two models predict similar single-cell statistics. However, DSP and RG models have contradicting predictions on the joint statistics of spiking responses. To test the models against data, we build a population model to simulate stimulus change-related modulations in pairwise response statistics. We use single-unit data from the primary visual cortex (V1) of monkeys to show that while model predictions for variance are qualitatively similar to experimental data, only the RG model's predictions are compatible with joint statistics. These results suggest that models using Poisson-like variability might fail to capture important properties of response statistics. We argue that membrane potential-level modeling of stochasticity provides an efficient strategy to model correlations. NEW & NOTEWORTHY Neural variability and covariability are puzzling aspects of cortical computations. For efficient decoding and prediction, models of information encoding in neural populations hinge on an appropriate model of variability. Our work shows that stimulus-dependent changes in pairwise but not in single-cell statistics can differentiate between two widely used models of neuronal variability. Contrasting model predictions with neuronal data provides hints on the noise sources in spiking and provides constraints on statistical models of population activity. Copyright © 2017 the American Physiological Society.
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)…
Intrinsic periodic and aperiodic stochastic resonance in an electrochemical cell
NASA Astrophysics Data System (ADS)
Tiwari, Ishant; Phogat, Richa; Parmananda, P.; Ocampo-Espindola, J. L.; Rivera, M.
2016-08-01
In this paper we show the interaction of a composite of a periodic or aperiodic signal and intrinsic electrochemical noise with the nonlinear dynamics of an electrochemical cell configured to study the corrosion of iron in an acidic media. The anodic voltage setpoint (V0) in the cell is chosen such that the anodic current (I ) exhibits excitable fixed point behavior in the absence of noise. The subthreshold periodic (aperiodic) signal consists of a train of rectangular pulses with a fixed amplitude and width, separated by regular (irregular) time intervals. The irregular time intervals chosen are of deterministic and stochastic origins. The amplitude of the intrinsic internal noise, regulated by the concentration of chloride ions, is then monotonically increased, and the provoked dynamics are analyzed. The signal to noise ratio and the cross-correlation coefficient versus the chloride ions' concentration curves have a unimodal shape indicating the emergence of an intrinsic periodic or aperiodic stochastic resonance. The abscissa for the maxima of these unimodal curves correspond to the optimum value of intrinsic noise where maximum regularity of the invoked dynamics is observed. In the particular case of the intrinsic periodic stochastic resonance, the scanning electron microscope images for the electrode metal surfaces are shown for certain values of chloride ions' concentrations. These images, qualitatively, corroborate the emergence of order as a result of the interaction between the nonlinear dynamics and the composite signal.
Gragg, Jared; Klose, Ellison; Yang, James
2017-07-01
The available coefficient of friction (ACOF) is a measure of the friction available between two surfaces, which for human gait would be the footwear-floor interface. It is often compared to the required coefficient of friction (RCOF) to determine the likelihood of a slip in gait. Both the ACOF and RCOF are stochastic by nature meaning that neither should be represented by a deterministic value, such as the sample mean. Previous research has determined that the RCOF can be modelled well by either the normal or lognormal distributions, but previous research aimed at determining an appropriate distribution for the ACOF was inconclusive. This study focuses on modelling the stochastic nature of the ACOF by fitting eight continuous probability distributions to ACOF data for six scenarios. In addition, the data were used to study the effect that a simple housekeeping action such as sweeping could have on the ACOF. Practitioner Summary: Previous research aimed at determining an appropriate distribution for the ACOF was inconclusive. The study addresses this issue as well as looking at the effect that an act such as sweeping has on the ACOF.
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
Probing stochastic inter-galactic magnetic fields using blazar-induced gamma ray halo morphology
NASA Astrophysics Data System (ADS)
Duplessis, Francis; Vachaspati, Tanmay
2017-05-01
Inter-galactic magnetic fields can imprint their structure on the morphology of blazar-induced gamma ray halos. We show that the halo morphology arises through the interplay of the source's jet and a two-dimensional surface dictated by the magnetic field. Through extensive numerical simulations, we generate mock halos created by stochastic magnetic fields with and without helicity, and study the dependence of the halo features on the properties of the magnetic field. We propose a sharper version of the Q-statistics and demonstrate its sensitivity to the magnetic field strength, the coherence scale, and the handedness of the helicity. We also identify and explain a new feature of the Q-statistics that can further enhance its power.
Preferential sampling and Bayesian geostatistics: Statistical modeling and examples.
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.
Fluctuating chemohydrodynamics and the stochastic motion of self-diffusiophoretic particles
NASA Astrophysics Data System (ADS)
Gaspard, Pierre; Kapral, Raymond
2018-04-01
The propulsion of active particles by self-diffusiophoresis is driven by asymmetric catalytic reactions on the particle surface that generate a mechanochemical coupling between the fluid velocity and the concentration fields of fuel and product in the surrounding solution. Because of thermal and molecular fluctuations in the solution, the motion of micrometric or submicrometric active particles is stochastic. Coupled Langevin equations describing the translation, rotation, and reaction of such active particles are deduced from fluctuating chemohydrodynamics and fluctuating boundary conditions at the interface between the fluid and the particle. These equations are consistent with microreversibility and the Onsager-Casimir reciprocal relations between affinities and currents and provide a thermodynamically consistent basis for the investigation of the dynamics of active particles propelled by diffusiophoretic mechanisms.
The structure of red-infrared scattergrams of semivegetated landscapes
NASA Technical Reports Server (NTRS)
Jasinski, Michael F.; Eagleson, Peter S.
1988-01-01
A physically based linear stochastic geometric canopy soil reflectance model is presented for characterizing spatial variability of semivegetated landscapes at subpixel and regional scales. Landscapes are conceptualized as stochastic geometric surfaces, incorporating not only the variability in geometric elements, but also the variability in vegetation and soil background reflectance which can be important in some scenes. The model is used to investigate several possible mechanisms which contribute to the often observed characteristic triangular shape of red-infrared scattergrams of semivegetated landscapes. Scattergrams of simulated and semivegetated scenes are analyzed with respect to the scales of the satellite pixel and subpixel components. Analysis of actual aerial radiometric data of a pecan orchard is presented in comparison with ground observations as preliminary confirmation of the theoretical results.
The structure of red-infrared scattergrams of semivegetated landscapes
NASA Technical Reports Server (NTRS)
Jasinski, Michael F.; Eagleson, Peter S.
1989-01-01
A physically based linear stochastic geometric canopy soil reflectance model is presented for characterizing spatial variability of semivegetated landscapes at subpixel and regional scales. Landscapes are conceptualized as stochastic geometric surfaces, incorporating not only the variability in geometric elements, but also the variability in vegetation and soil background reflectance which can be important in some scenes. The model is used to investigate several possible mechanisms which contribute to the often observed characteristic triangular shape of red-infrared scattergrams of semivegetated landscapes. Scattergrams of simulated semivegetated scenes are analyzed with respect to the scales of the satellite pixel and subpixel components. Analysis of actual aerial radiometric data of a pecan orchard is presented in comparison with ground observations as preliminary confirmation of the theoretical results.
Quadratic resonance in the three-dimensional oscillations of inviscid drops with surface tension
NASA Technical Reports Server (NTRS)
Natarajan, R.; Brown, R. A.
1986-01-01
The moderate-amplitude, three-dimensional oscillations of an inviscid drop are described in terms of spherical harmonics. Specific oscillation modes are resonantly coupled by quadratic nonlinearities caused by inertia, capillarity, and drop deformation. The equations describing the interactions of these modes are derived from the variational principle for the appropriate Lagrangian by expressing the modal amplitudes to be functions of a slow time scale and by preaveraging the Lagrangian over the time scale of the primary oscillations. Stochastic motions are predicted for nonaxisymmetric deformations starting from most initial conditions, even those arbitrarily close to the axisymmetric shapes. The stochasticity is characterized by a redistribution of the energy contained in the initial deformation over all the degrees of freedom of the interacting modes.
Bacon, Diana H.; Dai, Zhenxue; Zheng, Liange
2014-12-31
An important risk at CO2 storage sites is the potential for groundwater quality impacts. As part of a system to assess the potential for these impacts a geochemical scaling function has been developed, based on a detailed reactive transport model of CO2 and brine leakage into an unconfined, oxidizing carbonate aquifer. Stochastic simulations varying a number of geochemical parameters were used to generate a response surface predicting the volume of aquifer that would be impacted with respect to regulated contaminants. The brine was assumed to contain several trace metals and organic contaminants. Aquifer pH and TDS were influenced by CO2more » leakage, while trace metal concentrations were most influenced by the brine concentrations rather than adsorption or desorption on calcite. Organic plume sizes were found to be strongly influenced by biodegradation.« less
Optimisation of an idealised primitive equation ocean model using stochastic parameterization
NASA Astrophysics Data System (ADS)
Cooper, Fenwick C.
2017-05-01
Using a simple parameterization, an idealised low resolution (biharmonic viscosity coefficient of 5 × 1012 m4s-1 , 128 × 128 grid) primitive equation baroclinic ocean gyre model is optimised to have a much more accurate climatological mean, variance and response to forcing, in all model variables, with respect to a high resolution (biharmonic viscosity coefficient of 8 × 1010 m4s-1 , 512 × 512 grid) equivalent. For example, the change in the climatological mean due to a small change in the boundary conditions is more accurate in the model with parameterization. Both the low resolution and high resolution models are strongly chaotic. We also find that long timescales in the model temperature auto-correlation at depth are controlled by the vertical temperature diffusion parameter and time mean vertical advection and are caused by short timescale random forcing near the surface. This paper extends earlier work that considered a shallow water barotropic gyre. Here the analysis is extended to a more turbulent multi-layer primitive equation model that includes temperature as a prognostic variable. The parameterization consists of a constant forcing, applied to the velocity and temperature equations at each grid point, which is optimised to obtain a model with an accurate climatological mean, and a linear stochastic forcing, that is optimised to also obtain an accurate climatological variance and 5 day lag auto-covariance. A linear relaxation (nudging) is not used. Conservation of energy and momentum is discussed in an appendix.
Compression of freestanding gold nanostructures: from stochastic yield to predictable flow
NASA Astrophysics Data System (ADS)
Mook, W. M.; Niederberger, C.; Bechelany, M.; Philippe, L.; Michler, J.
2010-02-01
Characterizing the mechanical response of isolated nanostructures is vitally important to fields such as microelectromechanical systems (MEMS) where the behaviour of nanoscale contacts can in large part determine system reliability and lifetime. To address this challenge directly, single crystal gold nanodots are compressed inside a high resolution scanning electron microscope (SEM) using a nanoindenter equipped with a flat punch tip. These structures load elastically, and then yield in a stochastic manner, at loads ranging from 16 to 110 µN, which is up to five times higher than the load necessary for flow after yield. Yielding is immediately followed by displacement bursts equivalent to 1-50% of the initial height, depending on the yield point. During the largest displacement bursts, strain energy within the structure is released while new surface area is created in the form of localized slip bands, which are evident in both the SEM movies and still-images. A first order estimate of the apparent energy release rate, in terms of fracture mechanics concepts, for bursts representing 5-50% of the structure's initial height is on the order of 10-100 J m-2, which is approximately two orders of magnitude lower than bulk values. Once this initial strain burst during yielding has occurred, the structures flow in a ductile way. The implications of this behaviour, which is analogous to a brittle to ductile transition, are discussed with respect to mechanical reliability at the micro- and nanoscales.
Schuler, Matthew S.; Cooper, Brandon S.; Storm, Jonathan J.; Sears, Michael W.; Angilletta, Michael J.
2011-01-01
Most organisms experience environments that vary continuously over time, yet researchers generally study phenotypic responses to abrupt and sustained changes in environmental conditions. Gradual environmental changes, whether predictable or stochastic, might affect organisms differently than do abrupt changes. To explore this possibility, we exposed terrestrial isopods (Porcellio scaber) collected from a highly seasonal environment to four thermal treatments: (1) a constant 20°C; (2) a constant 10°C; (3) a steady decline from 20° to 10°C; and (4) a stochastic decline from 20° to 10°C that mimicked natural conditions during autumn. After 45 days, we measured thermal sensitivities of running speed and thermal tolerances (critical thermal maximum and chill-coma recovery time). Contrary to our expectation, thermal treatments did not affect the thermal sensitivity of locomotion; isopods from all treatments ran fastest at 33° to 34°C and achieved more than 80% of their maximal speed over a range of 10° to 11°C. Isopods exposed to a stochastic decline in temperature tolerated cold the best, and isopods exposed to a constant temperature of 20°C tolerated cold the worst. No significant variation in heat tolerance was observed among groups. Therefore, thermal sensitivity and heat tolerance failed to acclimate to any type of thermal change, whereas cold tolerance acclimated more during stochastic change than it did during abrupt change. PMID:21698113
Wehmeyer, Christoph; Falk von Rudorff, Guido; Wolf, Sebastian; Kabbe, Gabriel; Schärf, Daniel; Kühne, Thomas D; Sebastiani, Daniel
2012-11-21
We present a stochastic, swarm intelligence-based optimization algorithm for the prediction of global minima on potential energy surfaces of molecular cluster structures. Our optimization approach is a modification of the artificial bee colony (ABC) algorithm which is inspired by the foraging behavior of honey bees. We apply our modified ABC algorithm to the problem of global geometry optimization of molecular cluster structures and show its performance for clusters with 2-57 particles and different interatomic interaction potentials.
NASA Astrophysics Data System (ADS)
Wehmeyer, Christoph; Falk von Rudorff, Guido; Wolf, Sebastian; Kabbe, Gabriel; Schärf, Daniel; Kühne, Thomas D.; Sebastiani, Daniel
2012-11-01
We present a stochastic, swarm intelligence-based optimization algorithm for the prediction of global minima on potential energy surfaces of molecular cluster structures. Our optimization approach is a modification of the artificial bee colony (ABC) algorithm which is inspired by the foraging behavior of honey bees. We apply our modified ABC algorithm to the problem of global geometry optimization of molecular cluster structures and show its performance for clusters with 2-57 particles and different interatomic interaction potentials.
NASA Astrophysics Data System (ADS)
Didari, Azadeh; Pinar Mengüç, M.
2017-08-01
Advances in nanotechnology and nanophotonics are inextricably linked with the need for reliable computational algorithms to be adapted as design tools for the development of new concepts in energy harvesting, radiative cooling, nanolithography and nano-scale manufacturing, among others. In this paper, we provide an outline for such a computational tool, named NF-RT-FDTD, to determine the near-field radiative transfer between structured surfaces using Finite Difference Time Domain method. NF-RT-FDTD is a direct and non-stochastic algorithm, which accounts for the statistical nature of the thermal radiation and is easily applicable to any arbitrary geometry at thermal equilibrium. We present a review of the fundamental relations for far- and near-field radiative transfer between different geometries with nano-scale surface and volumetric features and gaps, and then we discuss the details of the NF-RT-FDTD formulation, its application to sample geometries and outline its future expansion to more complex geometries. In addition, we briefly discuss some of the recent numerical works for direct and indirect calculations of near-field thermal radiation transfer, including Scattering Matrix method, Finite Difference Time Domain method (FDTD), Wiener Chaos Expansion, Fluctuating Surface Current (FSC), Fluctuating Volume Current (FVC) and Thermal Discrete Dipole Approximations (TDDA).
NASA Astrophysics Data System (ADS)
Zhang, Xiao-Jie; Shang, Cheng; Liu, Zhi-Pan
2017-10-01
Heterogeneous catalytic reactions on surface and interfaces are renowned for ample intermediate adsorbates and complex reaction networks. The common practice to reveal the reaction mechanism is via theoretical computation, which locates all likely transition states based on the pre-guessed reaction mechanism. Here we develop a new theoretical method, namely, stochastic surface walking (SSW)-Cat method, to resolve the lowest energy reaction pathway of heterogeneous catalytic reactions, which combines our recently developed SSW global structure optimization and SSW reaction sampling. The SSW-Cat is automated and massively parallel, taking a rough reaction pattern as input to guide reaction search. We present the detailed algorithm, discuss the key features, and demonstrate the efficiency in a model catalytic reaction, water-gas shift reaction on Cu(111) (CO + H2O → CO2 + H2). The SSW-Cat simulation shows that water dissociation is the rate-determining step and formic acid (HCOOH) is the kinetically favorable product, instead of the observed final products, CO2 and H2. It implies that CO2 and H2 are secondary products from further decomposition of HCOOH at high temperatures. Being a general purpose tool for reaction prediction, the SSW-Cat may be utilized for rational catalyst design via large-scale computations.
DEMOGRAPHIC UNCERTAINTY IN ECOLOGICAL RISK ASSESSMENTS. (R825347)
We built a Ricker's model incorporating demographic stochasticity to simulate the effects of demographic uncertainty on responses of gray-tailed vole (Microtus canicaudus) populations to pesticide applications. We constructed models with mark-recapture data collected from populat...
Planetary boundary layer as an essential component of the earth's climate system
NASA Astrophysics Data System (ADS)
Davy, Richard; Esau, Igor
2015-04-01
Following the traditional engineering approach proposed by Prandtl, the turbulent planetary boundary layers (PBLs) are considered in the climate science as complex, non-linear, essential but nevertheless subordinated components of the earth's climate system. Correspondingly, the temperature variations, dT - a popular and practically important measure of the climate variability, are seen as the system's response to the external heat forcing, Q, e.g. in the energy balance model of the type dT=Q/C (1). The moderation of this response by non-linear feedbacks embedded in the effective heat capacity, C, are to a large degree overlooked. The effective heat capacity is globally determined by the depth of the ocean mixed layer (on multi-decadal and longer time scales) but regionally, over the continents, C is much smaller and determined (on decadal time scales) by the depth, h, of the PBL. The present understanding of the climatological features of turbulent boundary layers is set by the works of Frankignoul & Hasselmann (1976) and Manabe & Stauffer (1980). The former explained how large-scale climate anomalies could be generated in the case of a large C (in the sea surface temperature) by the delta-correlated stochastic forcing (white noise). The latter demonstrated that the climate response to a given forcing is moderated by the depth, h, so that in the shallow PBL the signal should be significantly amplified. At present there are more than 3000 publications (ISI Web of Knowledge) which detail this understanding but the physical mechanisms, which control the boundary layer depth, and statistical relationships between the turbulent and climatological measures remain either unexplored or incorrectly attributed. In order to identify the climatic role of the PBL, the relationships between the PBL depth, h, - as the integral measure of the turbulent processes and micro-circulations due to the surface heterogeneity - and the climatic variability (variations and trends) of temperature have to be established. These relationships are necessary to complete the model (1) where the relationships between temperature variability, dT, and heat forcing, Q, are intensively studied. We demonstrate that the statistical dependences between dT and h becomes the primary factor in controlling the climate features of the earth's climate system when h is shallow (less than about 500 m). Such conditions are found in the cold (with negative surface heat balance on average) and dry (with large-scale air subsidence) climates. To get those climates and their variations correct, the climate models must be able to reproduce the shallow stably-stratified PBL. We show that the present-day CMIP-5 models are systematically and strongly biased towards producing deeper PBLs (between 20-50% deeper than observed) in this part of the parameter space which leads to large errors (around 15 K) and a damped variability of the surface temperatures under these conditions. More generally, this bias indicates that the models represent the earth's cooling processes incorrectly, which may be a part of the puzzle of the observed "hiatus" (or pause) in global warming. Frankignoul, C. & K. Hasselmann, 1977: Stochastic climate models. Part 2, Application to sea-surface temperature anomalies and thermocline variability, Tellus, 29, 289-305. Manabe, S. & R. Stouffer, 1980: Sensitivity of a Global Climate Model to an increase of CO2 concentration in the atmosphere, Journal of Geophysical Research, 85(C10): 5529-5554.
T-cell stimuli independently sum to regulate an inherited clonal division fate
Marchingo, J. M.; Prevedello, G.; Kan, A.; Heinzel, S.; Hodgkin, P. D.; Duffy, K. R.
2016-01-01
In the presence of antigen and costimulation, T cells undergo a characteristic response of expansion, cessation and contraction. Previous studies have revealed that population-level reproducibility is a consequence of multiple clones exhibiting considerable disparity in burst size, highlighting the requirement for single-cell information in understanding T-cell fate regulation. Here we show that individual T-cell clones resulting from controlled stimulation in vitro are strongly lineage imprinted with highly correlated expansion fates. Progeny from clonal families cease dividing in the same or adjacent generations, with inter-clonal variation producing burst-size diversity. The effects of costimulatory signals on individual clones sum together with stochastic independence; therefore, the net effect across multiple clones produces consistent, but heterogeneous population responses. These data demonstrate that substantial clonal heterogeneity arises through differences in experience of clonal progenitors, either through stochastic antigen interaction or by differences in initial receptor sensitivities. PMID:27869196
Noise-induced volatility of collective dynamics
NASA Astrophysics Data System (ADS)
Harras, Georges; Tessone, Claudio J.; Sornette, Didier
2012-01-01
Noise-induced volatility refers to a phenomenon of increased level of fluctuations in the collective dynamics of bistable units in the presence of a rapidly varying external signal, and intermediate noise levels. The archetypical signature of this phenomenon is that—beyond the increase in the level of fluctuations—the response of the system becomes uncorrelated with the external driving force, making it different from stochastic resonance. Numerical simulations and an analytical theory of a stochastic dynamical version of the Ising model on regular and random networks demonstrate the ubiquity and robustness of this phenomenon, which is argued to be a possible cause of excess volatility in financial markets, of enhanced effective temperatures in a variety of out-of-equilibrium systems, and of strong selective responses of immune systems of complex biological organisms. Extensive numerical simulations are compared with a mean-field theory for different network topologies.
Bridges for Pedestrians with Random Parameters using the Stochastic Finite Elements Analysis
NASA Astrophysics Data System (ADS)
Szafran, J.; Kamiński, M.
2017-02-01
The main aim of this paper is to present a Stochastic Finite Element Method analysis with reference to principal design parameters of bridges for pedestrians: eigenfrequency and deflection of bridge span. They are considered with respect to random thickness of plates in boxed-section bridge platform, Young modulus of structural steel and static load resulting from crowd of pedestrians. The influence of the quality of the numerical model in the context of traditional FEM is shown also on the example of a simple steel shield. Steel structures with random parameters are discretized in exactly the same way as for the needs of traditional Finite Element Method. Its probabilistic version is provided thanks to the Response Function Method, where several numerical tests with random parameter values varying around its mean value enable the determination of the structural response and, thanks to the Least Squares Method, its final probabilistic moments.
Stochastic Car-Following Model for Explaining Nonlinear Traffic Phenomena
NASA Astrophysics Data System (ADS)
Meng, Jianping; Song, Tao; Dong, Liyun; Dai, Shiqiang
There is a common time parameter for representing the sensitivity or the lag (response) time of drivers in many car-following models. In the viewpoint of traffic psychology, this parameter could be considered as the perception-response time (PRT). Generally, this parameter is set to be a constant in previous models. However, PRT is actually not a constant but a random variable described by the lognormal distribution. Thus the probability can be naturally introduced into car-following models by recovering the probability of PRT. For demonstrating this idea, a specific stochastic model is constructed based on the optimal velocity model. By conducting simulations under periodic boundary conditions, it is found that some important traffic phenomena, such as the hysteresis and phantom traffic jams phenomena, can be reproduced more realistically. Especially, an interesting experimental feature of traffic jams, i.e., two moving jams propagating in parallel with constant speed stably and sustainably, is successfully captured by the present model.
USDA-ARS?s Scientific Manuscript database
The bacterium Pseudomonas syringae is a plant-pathogen, which through quorum sensing (QS), controls virulence. In this paper, by means of mathematical modeling, we investigate QS of this bacterium when living on leaf surfaces. We extend an existing stochastic model for the formation of Pseudomonas s...
A neutral model of low-severity fire regimes
Don McKenzie; Amy E. Hessl
2008-01-01
Climate, topography, fuel loadings, and human activities all affect spatial and temporal patterns of fire occurrence. Because fire occurrence is a stochastic process, an understanding of baseline variability is necessary in order to identify constraints on surface fire regimes. With a suitable null, or neutral, model, characteristics of natural fire regimes estimated...
Use of LANDSAT images of vegetation cover to estimate effective hydraulic properties of soils
NASA Technical Reports Server (NTRS)
Eagleson, Peter S.; Jasinski, Michael F.
1988-01-01
The estimation of the spatially variable surface moisture and heat fluxes of natural, semivegetated landscapes is difficult due to the highly random nature of the vegetation (e.g., plant species, density, and stress) and the soil (e.g., moisture content, and soil hydraulic conductivity). The solution to that problem lies, in part, in the use of satellite remotely sensed data, and in the preparation of those data in terms of the physical properties of the plant and soil. The work was focused on the development and testing of a stochastic geometric canopy-soil reflectance model, which can be applied to the physically-based interpretation of LANDSAT images. The model conceptualizes the landscape as a stochastic surface with bulk plant and soil reflective properties. The model is particularly suited for regional scale investigations where the quantification of the bulk landscape properties, such as fractional vegetation cover, is important on a pixel by pixel basis. A summary of the theoretical analysis and the preliminary testing of the model with actual aerial radiometric data is provided.
Influence of material anisotropy on the hydroelastic response of composite plates in water
NASA Astrophysics Data System (ADS)
Akcabay, Deniz Tolga; Young, Yin Lu
2018-03-01
Flexible lightweight plate-like lifting surfaces in external flows have a diverse range of use from propelling and controlling marine and aerospace vehicles to converting wind and ocean energy to electrical energy. Design and analysis of such structures are complex for underwater applications where the water density is much higher than air. The hydrodynamic loads, which vary with the inflow speed, can significantly alter the dynamic response and stability. This paper focuses on the hydroelastic response of composite plates in water. The results show that the dynamics and stability of the structure can be significantly modified by taking advantage of the material anisotropic; on the contrary, careless composite material designs may lead to unwanted dynamic instability failures. The resonance frequencies, divergence speeds, and fluid loss coefficients change with material anisotropy and hydrodynamic loads. The resonance frequencies are much lower in water than in air. The critical divergence speed increases, if the principal fiber direction is oriented towards the inflow. Hydrodynamic damping is shown to be much higher than the material damping, and tend to increase with flow speed and to decrease with increasing modal frequency. The paper derives Response Amplitude Operators (RAOs) for sample composite plates in water and use them to predict the motion response when subject to stochastic flow excitations. We show how material anisotropy can be used to passively tailor the plate vibration response spectrum to limit or enhance flow-induced vibrations of the plate depending on the desired applications.
FEAMAC/CARES Stochastic-Strength-Based Damage Simulation Tool for Ceramic Matrix Composites
NASA Technical Reports Server (NTRS)
Nemeth, Noel; Bednarcyk, Brett; Pineda, Evan; Arnold, Steven; Mital, Subodh; Murthy, Pappu; Bhatt, Ramakrishna
2016-01-01
Reported here is a coupling of two NASA developed codes: CARES (Ceramics Analysis and Reliability Evaluation of Structures) with the MAC/GMC (Micromechanics Analysis Code/ Generalized Method of Cells) composite material analysis code. The resulting code is called FEAMAC/CARES and is constructed as an Abaqus finite element analysis UMAT (user defined material). Here we describe the FEAMAC/CARES code and an example problem (taken from the open literature) of a laminated CMC in off-axis loading is shown. FEAMAC/CARES performs stochastic-strength-based damage simulation response of a CMC under multiaxial loading using elastic stiffness reduction of the failed elements.
Stochastic-Strength-Based Damage Simulation Tool for Ceramic Matrix Composite
NASA Technical Reports Server (NTRS)
Nemeth, Noel; Bednarcyk, Brett; Pineda, Evan; Arnold, Steven; Mital, Subodh; Murthy, Pappu
2015-01-01
Reported here is a coupling of two NASA developed codes: CARES (Ceramics Analysis and Reliability Evaluation of Structures) with the MAC/GMC (Micromechanics Analysis Code/ Generalized Method of Cells) composite material analysis code. The resulting code is called FEAMAC/CARES and is constructed as an Abaqus finite element analysis UMAT (user defined material). Here we describe the FEAMAC/CARES code and an example problem (taken from the open literature) of a laminated CMC in off-axis loading is shown. FEAMAC/CARES performs stochastic-strength-based damage simulation response of a CMC under multiaxial loading using elastic stiffness reduction of the failed elements.
Stochastic analysis of 1D and 2D surface topography of x-ray mirrors
NASA Astrophysics Data System (ADS)
Tyurina, Anastasia Y.; Tyurin, Yury N.; Yashchuk, Valeriy V.
2017-08-01
The design and evaluation of the expected performance of new optical systems requires sophisticated and reliable information about the surface topography for planned optical elements before they are fabricated. The problem is especially complex in the case of x-ray optics, particularly for the X-ray Surveyor under development and other missions. Modern x-ray source facilities are reliant upon the availability of optics with unprecedented quality (surface slope accuracy < 0.1μrad). The high angular resolution and throughput of future x-ray space observatories requires hundreds of square meters of high quality optics. The uniqueness of the optics and limited number of proficient vendors makes the fabrication extremely time consuming and expensive, mostly due to the limitations in accuracy and measurement rate of metrology used in fabrication. We discuss improvements in metrology efficiency via comprehensive statistical analysis of a compact volume of metrology data. The data is considered stochastic and a new statistical model called Invertible Time Invariant Linear Filter (InTILF) is developed now for 2D surface profiles to provide compact description of the 2D data additionally to 1D data treated so far. The model captures faint patterns in the data and serves as a quality metric and feedback to polishing processes, avoiding high resolution metrology measurements over the entire optical surface. The modeling, implemented in our Beatmark software, allows simulating metrology data for optics made by the same vendor and technology. The forecast data is vital for reliable specification for optical fabrication, to be exactly adequate for the required system performance.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Mourey, Odile; Petit-Etienne, Camille; Cunge, Gilles, E-mail: gilles.cunge@cea.fr
Pulsed plasmas are promising candidates to go beyond limitations of continuous waves' plasma. However, their interaction with surfaces remains poorly understood. The authors investigated the silicon etching mechanism in inductively coupled plasma (ICP) Cl{sub 2} operated either in an ICP-pulsed mode or in a bias-pulsed mode (in which only the bias power is pulsed). The authors observed systematically the development of an important surface roughness at a low duty cycle. By using plasma diagnostics, they show that the roughness is correlated to an anomalously large (Cl atoms flux)/(energetic ion flux) ratio in the pulsed mode. The rational is that themore » Cl atom flux is not modulated on the timescale of the plasma pulses although the ion fluxes and energy are modulated. As a result, a very strong surface chlorination occurs during the OFF period when the surface is not exposed to energetic ions. Therefore, each energetic ion in the ON period will bombard a heavily chlorinated silicon surface, leading to anomalously high etching yield. In the ICP pulsed mode (in which the ion energy is high), the authors report yields as high as 40, which mean that each individual ion impacts will generate a “crater” of about 2 nm depth at the surface. Since the ion flux is very small in the pulsed ICP mode, this process is stochastic and is responsible for the roughness initiation. The roughness expansion can then be attributed partly to the ion channeling effect and is probably enhanced by the formation of a SiClx reactive layer with nonhomogeneous thickness over the topography of the surface. This phenomenon could be a serious limitation of pulsed plasma processes.« less
NASA Astrophysics Data System (ADS)
Kaufmann, Lukas; Marcolli, Claudia; Luo, Beiping; Peter, Thomas
2017-03-01
Homogeneous nucleation of ice in supercooled water droplets is a stochastic process. In its classical description, the growth of the ice phase requires the emergence of a critical embryo from random fluctuations of water molecules between the water bulk and ice-like clusters, which is associated with overcoming an energy barrier. For heterogeneous ice nucleation on ice-nucleating surfaces both stochastic and deterministic descriptions are in use. Deterministic (singular) descriptions are often favored because the temperature dependence of ice nucleation on a substrate usually dominates the stochastic time dependence, and the ease of representation facilitates the incorporation in climate models. Conversely, classical nucleation theory (CNT) describes heterogeneous ice nucleation as a stochastic process with a reduced energy barrier for the formation of a critical embryo in the presence of an ice-nucleating surface. The energy reduction is conveniently parameterized in terms of a contact angle α between the ice phase immersed in liquid water and the heterogeneous surface. This study investigates various ice-nucleating agents in immersion mode by subjecting them to repeated freezing cycles to elucidate and discriminate the time and temperature dependences of heterogeneous ice nucleation. Freezing rates determined from such refreeze experiments are presented for Hoggar Mountain dust, birch pollen washing water, Arizona test dust (ATD), and also nonadecanol coatings. For the analysis of the experimental data with CNT, we assumed the same active site to be always responsible for freezing. Three different CNT-based parameterizations were used to describe rate coefficients for heterogeneous ice nucleation as a function of temperature, all leading to very similar results: for Hoggar Mountain dust, ATD, and larger nonadecanol-coated water droplets, the experimentally determined increase in freezing rate with decreasing temperature is too shallow to be described properly by CNT using the contact angle α as the only fit parameter. Conversely, birch pollen washing water and small nonadecanol-coated water droplets show temperature dependencies of freezing rates steeper than predicted by all three CNT parameterizations. Good agreement of observations and calculations can be obtained when a pre-factor β is introduced to the rate coefficient as a second fit parameter. Thus, the following microphysical picture emerges: heterogeneous freezing occurs at ice-nucleating sites that need a minimum (critical) surface area to host embryos of critical size to grow into a crystal. Fits based on CNT suggest that the critical active site area is in the range of 10-50 nm2, with the exact value depending on sample, temperature, and CNT-based parameterization. Two fitting parameters are needed to characterize individual active sites. The contact angle α lowers the energy barrier that has to be overcome to form the critical embryo at the site compared to the homogeneous case where the critical embryo develops in the volume of water. The pre-factor β is needed to adjust the calculated slope of freezing rate increase with temperature decrease. When this slope is steep, this can be interpreted as a high frequency of nucleation attempts, so that nucleation occurs immediately when the temperature is low enough for the active site to accommodate a critical embryo. This is the case for active sites of birch pollen washing water and for small droplets coated with nonadecanol. If the pre-factor is low, the frequency of nucleation attempts is low and the increase in freezing rate with decreasing temperature is shallow. This is the case for Hoggar Mountain dust, the large droplets coated with nonadecanol, and ATD. Various hypotheses why the value of the pre-factor depends on the nature of the active sites are discussed.
Robert J. Luxmoore; William W. Hargrove; M. Lynn Tharp; Wilfred M. Post; Michael W. Berry; Karen S. Minser; Wendell P. Cropper; Dale W. Johnson; Boris Zeide; Ralph L. Amateis; Harold E. Burkhart; V. Clark Baldwin; Kelly D. Peterson
2000-01-01
Stochastic transfer of information in a hierarchy of simulators is offered as a conceptual approach for assessing forest responses to changing climate and air quality across 13 southeastern states of the USA. This assessment approach combines geographic information system and Monte Carlo capabilities with several scales of computer modeling for southern pine species...
Yohan Lee; Jeremy S. Fried; Heidi J. Albers; Robert G. Haight
2013-01-01
We combine a scenario-based, standard-response optimization model with stochastic simulation to improve the efficiency of resource deployment for initial attack on wildland fires in three planning units in California. The optimization model minimizes the expected number of fires that do not receive a standard response--defined as the number of resources by type that...
Structural reliability assessment capability in NESSUS
NASA Technical Reports Server (NTRS)
Millwater, H.; Wu, Y.-T.
1992-01-01
The principal capabilities of NESSUS (Numerical Evaluation of Stochastic Structures Under Stress), an advanced computer code developed for probabilistic structural response analysis, are reviewed, and its structural reliability assessed. The code combines flexible structural modeling tools with advanced probabilistic algorithms in order to compute probabilistic structural response and resistance, component reliability and risk, and system reliability and risk. An illustrative numerical example is presented.
Structural reliability assessment capability in NESSUS
NASA Astrophysics Data System (ADS)
Millwater, H.; Wu, Y.-T.
1992-07-01
The principal capabilities of NESSUS (Numerical Evaluation of Stochastic Structures Under Stress), an advanced computer code developed for probabilistic structural response analysis, are reviewed, and its structural reliability assessed. The code combines flexible structural modeling tools with advanced probabilistic algorithms in order to compute probabilistic structural response and resistance, component reliability and risk, and system reliability and risk. An illustrative numerical example is presented.
Innovative potential of plasma technology
NASA Astrophysics Data System (ADS)
Budaev, V. P.
2017-11-01
The review summarizes recent experimental observations of materials exposed to extreme hot plasma loads in fusion devices and plasma facilities with high-temperature plasma. Plasma load on the material in such devices lead to the stochastic clustering and fractal growth of the surface on scales from tens of nanometers to hundreds of micrometers forming statistical self-similarity of the surface roughness with extremely high specific area. Statistical characteristics of hierarchical granularity and scale invariance of such materials surface qualitatively differ from the properties of the roughness of the ordinary Brownian surface which provides a potential of innovative plasma technologies for synthesis of new nanostructured materials with programmed roughness properties, for hypersonic technologies, for biotechnology and biomedical applications.
Stochastic resonant damping in a noisy monostable system: theory and experiment.
Volpe, Giovanni; Perrone, Sandro; Rubi, J Miguel; Petrov, Dmitri
2008-05-01
Usually in the presence of a background noise an increased effort put in controlling a system stabilizes its behavior. Rarely it is thought that an increased control of the system can lead to a looser response and, therefore, to a poorer performance. Strikingly there are many systems that show this weird behavior; examples can be drawn form physical, biological, and social systems. Until now no simple and general mechanism underlying such behaviors has been identified. Here we show that such a mechanism, named stochastic resonant damping, can be provided by the interplay between the background noise and the control exerted on the system. We experimentally verify our prediction on a physical model system based on a colloidal particle held in an oscillating optical potential. Our result adds a tool for the study of intrinsically noisy phenomena, joining the many constructive facets of noise identified in the past decades-for example, stochastic resonance, noise-induced activation, and Brownian ratchets.
NASA Astrophysics Data System (ADS)
Lin, Lifeng; Wang, Huiqi; Huang, Xipei; Wen, Yongxian
2018-03-01
For a fractional linear oscillator subjected to both parametric excitation of trichotomous noise and external excitation of bias-signal-modulated trichotomous noise, the generalized stochastic resonance (GSR) phenomena are investigated in this paper in case the noises are cross-correlative. First, the generalized Shapiro-Loginov formula and generalized fractional Shapiro-Loginov formula are derived. Then, by using the generalized (fractional) Shapiro-Loginov formula and the Laplace transformation technique, the exact expression of the first-order moment of the system’s steady response is obtained. The numerical results show that the evolution of the output amplitude amplification is nonmonotonic with the frequency of periodic signal, the noise parameters, and the fractional order. The GSR phenomena, including single-peak GSR, double-peak GSR and triple-peak GSR, are observed in this system. In addition, the interplay of the multiplicative trichotomous noise, bias-signal-modulated trichotomous noise and memory can induce and diversify the stochastic multi-resonance (SMR) phenomena, and the two kinds of trichotomous noises play opposite roles on the GSR.
NASA Astrophysics Data System (ADS)
Wang, Pengfei; Jin, Wei; Su, Huan
2018-04-01
This paper deals with the synchronization problem of a class of coupled stochastic complex-valued drive-response networks with time-varying delays via aperiodically intermittent adaptive control. Different from the previous works, the intermittent control is aperiodic and adaptive, and the restrictions on the control width and time delay are removed, which lead to a larger application scope for this control strategy. Then, based on the Lyapunov method and Kirchhoff's Matrix Tree Theorem as well as differential inequality techniques, several novel synchronization conditions are derived for the considered model. Specially, impulsive control is also considered, which can be seen as a special case of the aperiodically intermittent control when the control width tends to zero. And the corresponding synchronization criteria are given as well. As an application of the theoretical results, a class of stochastic complex-valued coupled oscillators with time-varying delays is studied, and the numerical simulations are also given to demonstrate the effectiveness of the control strategies.
On the probabilistic structure of water age: Probabilistic Water Age
DOE Office of Scientific and Technical Information (OSTI.GOV)
Porporato, Amilcare; Calabrese, Salvatore
We report the age distribution of water in hydrologic systems has received renewed interest recently, especially in relation to watershed response to rainfall inputs. The purpose of this contribution is first to draw attention to existing theories of age distributions in population dynamics, fluid mechanics and stochastic groundwater, and in particular to the McKendrick-von Foerster equation and its generalizations and solutions. A second and more important goal is to clarify that, when hydrologic fluxes are modeled by means of time-varying stochastic processes, the age distributions must themselves be treated as random functions. Once their probabilistic structure is obtained, it canmore » be used to characterize the variability of age distributions in real systems and thus help quantify the inherent uncertainty in the field determination of water age. Finally, we illustrate these concepts with reference to a stochastic storage model, which has been used as a minimalist model of soil moisture and streamflow dynamics.« less
On the probabilistic structure of water age: Probabilistic Water Age
Porporato, Amilcare; Calabrese, Salvatore
2015-04-23
We report the age distribution of water in hydrologic systems has received renewed interest recently, especially in relation to watershed response to rainfall inputs. The purpose of this contribution is first to draw attention to existing theories of age distributions in population dynamics, fluid mechanics and stochastic groundwater, and in particular to the McKendrick-von Foerster equation and its generalizations and solutions. A second and more important goal is to clarify that, when hydrologic fluxes are modeled by means of time-varying stochastic processes, the age distributions must themselves be treated as random functions. Once their probabilistic structure is obtained, it canmore » be used to characterize the variability of age distributions in real systems and thus help quantify the inherent uncertainty in the field determination of water age. Finally, we illustrate these concepts with reference to a stochastic storage model, which has been used as a minimalist model of soil moisture and streamflow dynamics.« less
NASA Astrophysics Data System (ADS)
Torres-Verdin, C.
2007-05-01
This paper describes the successful implementation of a new 3D AVA stochastic inversion algorithm to quantitatively integrate pre-stack seismic amplitude data and well logs. The stochastic inversion algorithm is used to characterize flow units of a deepwater reservoir located in the central Gulf of Mexico. Conventional fluid/lithology sensitivity analysis indicates that the shale/sand interface represented by the top of the hydrocarbon-bearing turbidite deposits generates typical Class III AVA responses. On the other hand, layer- dependent Biot-Gassmann analysis shows significant sensitivity of the P-wave velocity and density to fluid substitution. Accordingly, AVA stochastic inversion, which combines the advantages of AVA analysis with those of geostatistical inversion, provided quantitative information about the lateral continuity of the turbidite reservoirs based on the interpretation of inverted acoustic properties (P-velocity, S-velocity, density), and lithotype (sand- shale) distributions. The quantitative use of rock/fluid information through AVA seismic amplitude data, coupled with the implementation of co-simulation via lithotype-dependent multidimensional joint probability distributions of acoustic/petrophysical properties, yields accurate 3D models of petrophysical properties such as porosity and permeability. Finally, by fully integrating pre-stack seismic amplitude data and well logs, the vertical resolution of inverted products is higher than that of deterministic inversions methods.
NASA Astrophysics Data System (ADS)
Liu, Zhangjun; Liu, Zenghui
2018-06-01
This paper develops a hybrid approach of spectral representation and random function for simulating stationary stochastic vector processes. In the proposed approach, the high-dimensional random variables, included in the original spectral representation (OSR) formula, could be effectively reduced to only two elementary random variables by introducing the random functions that serve as random constraints. Based on this, a satisfactory simulation accuracy can be guaranteed by selecting a small representative point set of the elementary random variables. The probability information of the stochastic excitations can be fully emerged through just several hundred of sample functions generated by the proposed approach. Therefore, combined with the probability density evolution method (PDEM), it could be able to implement dynamic response analysis and reliability assessment of engineering structures. For illustrative purposes, a stochastic turbulence wind velocity field acting on a frame-shear-wall structure is simulated by constructing three types of random functions to demonstrate the accuracy and efficiency of the proposed approach. Careful and in-depth studies concerning the probability density evolution analysis of the wind-induced structure have been conducted so as to better illustrate the application prospects of the proposed approach. Numerical examples also show that the proposed approach possesses a good robustness.
A data driven nonlinear stochastic model for blood glucose dynamics.
Zhang, Yan; Holt, Tim A; Khovanova, Natalia
2016-03-01
The development of adequate mathematical models for blood glucose dynamics may improve early diagnosis and control of diabetes mellitus (DM). We have developed a stochastic nonlinear second order differential equation to describe the response of blood glucose concentration to food intake using continuous glucose monitoring (CGM) data. A variational Bayesian learning scheme was applied to define the number and values of the system's parameters by iterative optimisation of free energy. The model has the minimal order and number of parameters to successfully describe blood glucose dynamics in people with and without DM. The model accounts for the nonlinearity and stochasticity of the underlying glucose-insulin dynamic process. Being data-driven, it takes full advantage of available CGM data and, at the same time, reflects the intrinsic characteristics of the glucose-insulin system without detailed knowledge of the physiological mechanisms. We have shown that the dynamics of some postprandial blood glucose excursions can be described by a reduced (linear) model, previously seen in the literature. A comprehensive analysis demonstrates that deterministic system parameters belong to different ranges for diabetes and controls. Implications for clinical practice are discussed. This is the first study introducing a continuous data-driven nonlinear stochastic model capable of describing both DM and non-DM profiles. Copyright © 2015 The Authors. Published by Elsevier Ireland Ltd.. All rights reserved.
Translation initiation events on structured eukaryotic mRNAs generate gene expression noise
Dacheux, Estelle; Malys, Naglis; Meng, Xiang; Ramachandran, Vinoy; Mendes, Pedro
2017-01-01
Abstract Gene expression stochasticity plays a major role in biology, creating non-genetic cellular individuality and influencing multiple processes, including differentiation and stress responses. We have addressed the lack of knowledge about posttranscriptional contributions to noise by determining cell-to-cell variations in the abundance of mRNA and reporter protein in yeast. Two types of structural element, a stem–loop and a poly(G) motif, not only inhibit translation initiation when inserted into an mRNA 5΄ untranslated region, but also generate noise. The noise-enhancing effect of the stem–loop structure also remains operational when combined with an upstream open reading frame. This has broad significance, since these elements are known to modulate the expression of a diversity of eukaryotic genes. Our findings suggest a mechanism for posttranscriptional noise generation that will contribute to understanding of the generally poor correlation between protein-level stochasticity and transcriptional bursting. We propose that posttranscriptional stochasticity can be linked to cycles of folding/unfolding of a stem–loop structure, or to interconversion between higher-order structural conformations of a G-rich motif, and have created a correspondingly configured computational model that generates fits to the experimental data. Stochastic events occurring during the ribosomal scanning process can therefore feature alongside transcriptional bursting as a source of noise. PMID:28521011
NASA Astrophysics Data System (ADS)
Sokołowski, Damian; Kamiński, Marcin
2018-01-01
This study proposes a framework for determination of basic probabilistic characteristics of the orthotropic homogenized elastic properties of the periodic composite reinforced with ellipsoidal particles and a high stiffness contrast between the reinforcement and the matrix. Homogenization problem, solved by the Iterative Stochastic Finite Element Method (ISFEM) is implemented according to the stochastic perturbation, Monte Carlo simulation and semi-analytical techniques with the use of cubic Representative Volume Element (RVE) of this composite containing single particle. The given input Gaussian random variable is Young modulus of the matrix, while 3D homogenization scheme is based on numerical determination of the strain energy of the RVE under uniform unit stretches carried out in the FEM system ABAQUS. The entire series of several deterministic solutions with varying Young modulus of the matrix serves for the Weighted Least Squares Method (WLSM) recovery of polynomial response functions finally used in stochastic Taylor expansions inherent for the ISFEM. A numerical example consists of the High Density Polyurethane (HDPU) reinforced with the Carbon Black particle. It is numerically investigated (1) if the resulting homogenized characteristics are also Gaussian and (2) how the uncertainty in matrix Young modulus affects the effective stiffness tensor components and their PDF (Probability Density Function).
Stochastic dynamics and mechanosensitivity of myosin II minifilaments
NASA Astrophysics Data System (ADS)
Albert, Philipp J.; Erdmann, Thorsten; Schwarz, Ulrich S.
2014-09-01
Tissue cells are in a state of permanent mechanical tension that is maintained mainly by myosin II minifilaments, which are bipolar assemblies of tens of myosin II molecular motors contracting actin networks and bundles. Here we introduce a stochastic model for myosin II minifilaments as two small myosin II motor ensembles engaging in a stochastic tug-of-war. Each of the two ensembles is described by the parallel cluster model that allows us to use exact stochastic simulations and at the same time to keep important molecular details of the myosin II cross-bridge cycle. Our simulation and analytical results reveal a strong dependence of myosin II minifilament dynamics on environmental stiffness that is reminiscent of the cellular response to substrate stiffness. For small stiffness, minifilaments form transient crosslinks exerting short spikes of force with negligible mean. For large stiffness, minifilaments form near permanent crosslinks exerting a mean force which hardly depends on environmental elasticity. This functional switch arises because dissociation after the power stroke is suppressed by force (catch bonding) and because ensembles can no longer perform the power stroke at large forces. Symmetric myosin II minifilaments perform a random walk with an effective diffusion constant which decreases with increasing ensemble size, as demonstrated for rigid substrates with an analytical treatment.
Distribution and regulation of stochasticity and plasticity in Saccharomyces cerevisiae
Dar, R. D.; Karig, D. K.; Cooke, J. F.; ...
2010-09-01
Stochasticity is an inherent feature of complex systems with nanoscale structure. In such systems information is represented by small collections of elements (e.g. a few electrons on a quantum dot), and small variations in the populations of these elements may lead to big uncertainties in the information. Unfortunately, little is known about how to work within this inherently noisy environment to design robust functionality into complex nanoscale systems. Here, we look to the biological cell as an intriguing model system where evolution has mediated the trade-offs between fluctuations and function, and in particular we look at the relationships and trade-offsmore » between stochastic and deterministic responses in the gene expression of budding yeast (Saccharomyces cerevisiae). We find gene regulatory arrangements that control the stochastic and deterministic components of expression, and show that genes that have evolved to respond to stimuli (stress) in the most strongly deterministic way exhibit the most noise in the absence of the stimuli. We show that this relationship is consistent with a bursty 2-state model of gene expression, and demonstrate that this regulatory motif generates the most uncertainty in gene expression when there is the greatest uncertainty in the optimal level of gene expression.« less
NASA Astrophysics Data System (ADS)
Schönborn, Jan Boyke; Saalfrank, Peter; Klamroth, Tillmann
2016-01-01
We combine the stochastic pulse optimization (SPO) scheme with the time-dependent configuration interaction singles method in order to control the high frequency response of a simple molecular model system to a tailored femtosecond laser pulse. For this purpose, we use H2 treated in the fixed nuclei approximation. The SPO scheme, as similar genetic algorithms, is especially suited to control highly non-linear processes, which we consider here in the context of high harmonic generation. Here, we will demonstrate that SPO can be used to realize a "non-harmonic" response of H2 to a laser pulse. Specifically, we will show how adding low intensity side frequencies to the dominant carrier frequency of the laser pulse and stochastically optimizing their contribution can create a high-frequency spectral signal of significant intensity, not harmonic to the carrier frequency. At the same time, it is possible to suppress the harmonic signals in the same spectral region, although the carrier frequency is kept dominant during the optimization.
Stochastic Nonlinear Response of Woven CMCs
NASA Technical Reports Server (NTRS)
Kuang, C. Liu; Arnold, Steven M.
2013-01-01
It is well known that failure of a material is a locally driven event. In the case of ceramic matrix composites (CMCs), significant variations in the microstructure of the composite exist and their significance on both deformation and life response need to be assessed. Examples of these variations include changes in the fiber tow shape, tow shifting/nesting and voids within and between tows. In the present work, the influence of scale specific architectural features of woven ceramic composite are examined stochastically at both the macroscale (woven repeating unit cell (RUC)) and structural scale (idealized using multiple RUCs). The recently developed MultiScale Generalized Method of Cells methodology is used to determine the overall deformation response, proportional elastic limit (first matrix cracking), and failure under tensile loading conditions and associated probability distribution functions. Prior results showed that the most critical architectural parameter to account for is weave void shape and content with other parameters being less in severity. Current results show that statistically only the post-elastic limit region (secondary hardening modulus and ultimate tensile strength) is impacted by local uncertainties both at the macro and structural level.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Schönborn, Jan Boyke; Saalfrank, Peter; Klamroth, Tillmann, E-mail: klamroth@uni-potsdam.de
2016-01-28
We combine the stochastic pulse optimization (SPO) scheme with the time-dependent configuration interaction singles method in order to control the high frequency response of a simple molecular model system to a tailored femtosecond laser pulse. For this purpose, we use H{sub 2} treated in the fixed nuclei approximation. The SPO scheme, as similar genetic algorithms, is especially suited to control highly non-linear processes, which we consider here in the context of high harmonic generation. Here, we will demonstrate that SPO can be used to realize a “non-harmonic” response of H{sub 2} to a laser pulse. Specifically, we will show howmore » adding low intensity side frequencies to the dominant carrier frequency of the laser pulse and stochastically optimizing their contribution can create a high-frequency spectral signal of significant intensity, not harmonic to the carrier frequency. At the same time, it is possible to suppress the harmonic signals in the same spectral region, although the carrier frequency is kept dominant during the optimization.« less
Probing stochastic inter-galactic magnetic fields using blazar-induced gamma ray halo morphology
DOE Office of Scientific and Technical Information (OSTI.GOV)
Duplessis, Francis; Vachaspati, Tanmay, E-mail: fdupless@asu.edu, E-mail: tvachasp@asu.edu
Inter-galactic magnetic fields can imprint their structure on the morphology of blazar-induced gamma ray halos. We show that the halo morphology arises through the interplay of the source's jet and a two-dimensional surface dictated by the magnetic field. Through extensive numerical simulations, we generate mock halos created by stochastic magnetic fields with and without helicity, and study the dependence of the halo features on the properties of the magnetic field. We propose a sharper version of the Q-statistics and demonstrate its sensitivity to the magnetic field strength, the coherence scale, and the handedness of the helicity. We also identify andmore » explain a new feature of the Q-statistics that can further enhance its power.« less
Martinez, Alexander S.; Faist, Akasha M.
2016-01-01
Background Understanding patterns of biodiversity is a longstanding challenge in ecology. Similar to other biotic groups, arthropod community structure can be shaped by deterministic and stochastic processes, with limited understanding of what moderates the relative influence of these processes. Disturbances have been noted to alter the relative influence of deterministic and stochastic processes on community assembly in various study systems, implicating ecological disturbances as a potential moderator of these forces. Methods Using a disturbance gradient along a 5-year chronosequence of insect-induced tree mortality in a subalpine forest of the southern Rocky Mountains, Colorado, USA, we examined changes in community structure and relative influences of deterministic and stochastic processes in the assembly of aboveground (surface and litter-active species) and belowground (species active in organic and mineral soil layers) arthropod communities. Arthropods were sampled for all years of the chronosequence via pitfall traps (aboveground community) and modified Winkler funnels (belowground community) and sorted to morphospecies. Community structure of both communities were assessed via comparisons of morphospecies abundance, diversity, and composition. Assembly processes were inferred from a mixture of linear models and matrix correlations testing for community associations with environmental properties, and from null-deviation models comparing observed vs. expected levels of species turnover (Beta diversity) among samples. Results Tree mortality altered community structure in both aboveground and belowground arthropod communities, but null models suggested that aboveground communities experienced greater relative influences of deterministic processes, while the relative influence of stochastic processes increased for belowground communities. Additionally, Mantel tests and linear regression models revealed significant associations between the aboveground arthropod communities and vegetation and soil properties, but no significant association among belowground arthropod communities and environmental factors. Discussion Our results suggest context-dependent influences of stochastic and deterministic community assembly processes across different fractions of a spatially co-occurring ground-dwelling arthropod community following disturbance. This variation in assembly may be linked to contrasting ecological strategies and dispersal rates within above- and below-ground communities. Our findings add to a growing body of evidence indicating concurrent influences of stochastic and deterministic processes in community assembly, and highlight the need to consider potential variation across different fractions of biotic communities when testing community ecology theory and considering conservation strategies. PMID:27761333
Generalised and Fractional Langevin Equations-Implications for Energy Balance Models
NASA Astrophysics Data System (ADS)
Watkins, N. W.; Chapman, S. C.; Chechkin, A.; Ford, I.; Klages, R.; Stainforth, D. A.
2017-12-01
Energy Balance Models (EBMs) have a long heritage in climate science, including their use in modelling anomalies in global mean temperature. Many types of EBM have now been studied, and this presentation concerns the stochastic EBMs, which allow direct treatment of climate fluctuations and noise. Some recent stochastic EBMs (e.g. [1]) map on to Langevin's original form of his equation, with temperature anomaly replacing velocity, and other corresponding replacements being made. Considerable sophistication has now been reached in the application of multivariate stochastic Langevin modelling in many areas of climate. Our work is complementary in intent and investigates the Mori-Kubo "Generalised Langevin Equation" (GLE) which incorporates non-Markovian noise and response in a univariate framework, as a tool for modelling GMT [2]. We show how, if it is present, long memory simplifies the GLE to a fractional Langevin equation (FLE). Evidence for long range memory in global temperature, and the success of fractional Gaussian noise in its prediction [5] has already motivated investigation of a power law response model [3,4,5]. We go beyond this work to ask whether an EBM of FLE-type exists, and what its solutions would be. [l] Padilla et al, J. Climate (2011); [2] Watkins, GRL (2013); [3] Rypdal, JGR (2012); [4] Rypdal and Rypdal, J. Climate (2014); [5] Lovejoy et al, ESDD (2015).
Misselbeck, Karla; Marchetti, Luca; Field, Martha S; Scotti, Marco; Priami, Corrado; Stover, Patrick J
2017-04-11
Folate-mediated one-carbon metabolism (FOCM) is an interconnected network of metabolic pathways, including those required for the de novo synthesis of dTMP and purine nucleotides and for remethylation of homocysteine to methionine. Mouse models of folate-responsive neural tube defects (NTDs) indicate that impaired de novo thymidylate (dTMP) synthesis through changes in SHMT expression is causative in folate-responsive NTDs. We have created a hybrid computational model comprised of ordinary differential equations and stochastic simulation. We investigated whether the de novo dTMP synthesis pathway was sensitive to perturbations in FOCM that are known to be associated with human NTDs. This computational model shows that de novo dTMP synthesis is highly sensitive to the common MTHFR C677T polymorphism and that the effect of the polymorphism on FOCM is greater in folate deficiency. Computational simulations indicate that the MTHFR C677T polymorphism and folate deficiency interact to increase the stochastic behavior of the FOCM network, with the greatest instability observed for reactions catalyzed by serine hydroxymethyltransferase (SHMT). Furthermore, we show that de novo dTMP synthesis does not occur in the cytosol at rates sufficient for DNA replication, supporting empirical data indicating that impaired nuclear de novo dTMP synthesis results in uracil misincorporation into DNA.
Bouhaddou, Mehdi; Koch, Rick J.; DiStefano, Matthew S.; Tan, Annie L.; Mertz, Alex E.
2018-01-01
Most cancer cells harbor multiple drivers whose epistasis and interactions with expression context clouds drug and drug combination sensitivity prediction. We constructed a mechanistic computational model that is context-tailored by omics data to capture regulation of stochastic proliferation and death by pan-cancer driver pathways. Simulations and experiments explore how the coordinated dynamics of RAF/MEK/ERK and PI-3K/AKT kinase activities in response to synergistic mitogen or drug combinations control cell fate in a specific cellular context. In this MCF10A cell context, simulations suggest that synergistic ERK and AKT inhibitor-induced death is likely mediated by BIM rather than BAD, which is supported by prior experimental studies. AKT dynamics explain S-phase entry synergy between EGF and insulin, but simulations suggest that stochastic ERK, and not AKT, dynamics seem to drive cell-to-cell proliferation variability, which in simulations is predictable from pre-stimulus fluctuations in C-Raf/B-Raf levels. Simulations suggest MEK alteration negligibly influences transformation, consistent with clinical data. Tailoring the model to an alternate cell expression and mutation context, a glioma cell line, allows prediction of increased sensitivity of cell death to AKT inhibition. Our model mechanistically interprets context-specific landscapes between driver pathways and cell fates, providing a framework for designing more rational cancer combination therapy. PMID:29579036
Kundu, Siddhartha
2016-10-21
Chemotaxis, integrates diverse intra- and inter-cellular molecular processes into a purposeful patho-physiological response; the operatic rules of which, remain speculative. Here, I surmise, that superoxide anion induced directional motility, in a responding cell, results from a quasi pathway between the stimulus, surrounding interstitium, and its biochemical repertoire. The epochal event in the mounting of an inflammatory response, is the extravascular transmigration of a phagocyte competent cell towards the site of injury, secondary to the development of a lamellipodium. This stochastic-to-markovian process conversion, is initiated by the cytosolic-ROS of the damaged cell, but is maintained by the inverse association of a de novo generated pool of self-sustaining superoxide anions and sub-critical hydrogen peroxide levels. Whilst, the exponential rise of O2(.-) is secondary to the focal accumulation of higher order lipid raft-Rac1/2-actin oligomers; O2(.-) mediated inactivation and redistribution of ECSOD, accounts for the minimal concentration of H2O2 that the phagocyte experiences. The net result of this reciprocal association between ROS/ RNS members, is the prolonged perturbation and remodeling of the cytoskeleton and plasma membrane, a prelude to chemotactic migration. The manuscript also describes the significance of stochastic modeling, in the testing of plausible molecular hypotheses of observable phenomena in complex biological systems. Copyright © 2016 Elsevier Ltd. All rights reserved.
CellTrans: An R Package to Quantify Stochastic Cell State Transitions.
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).
Effects of shear on the magnetic footprint and stochastic layer in double-null divertor tokamak
NASA Astrophysics Data System (ADS)
Farhat, Hamidullah; Punjabi, Alkesh; Ali, Halima
2006-10-01
We have developed a new area-preserving map, called the Adjustable Shear Map, to calculate effects of shear on the magnetic footprint and stochastic layer in double-null divertor tokamak. The map is given by equationsxn+1=xn-kyn[(1-yn^2 )(1+syn)+sxn+1^2 ),yn+1=yn+kxn+1[1+s(xn+1^2 +yn^2 )]. k is the map parameter and s is the shear parameter. O-point of the map is (0, 0), and the X-points are (0, 1), and (0, -1). For s=0, k=0.6, the last good surface is y=0.9918 with q ˜3. Here we will report on the effects of shear on the stochastic layer and magnetic footprint as the shear parameter is varied from 0 to -1. Here we will report the preliminary results on the effect of shear on the magnetic foot print and the stochastic layer where the shear parameter s has values between -1 and 0. using method of maps [1-4]. This work is done under the DOE grant number DE-FG02-01ER54624. 1. A. Punjabi, A. Boozer, and A. Verma, Phys. Rev. lett., 69, 3322 (1992). 2. H. Ali, A. Punjabi, and A. Boozer, Phys. Plasmas 11, 4527 (2004). 3. A. Punjabi, H. Ali, and A. Boozer, Phys. Plasmas 10, 3992 (2003). 4. A. Punjabi, H. Ali, and A. Boozer, Phys. Plasmas 4, 337 (1997).
Self-tuning interfacial architecture for Estradiol detection by surface plasmon resonance biosensor.
Boltovets, Praskoviya; Shinkaruk, Svitlana; Vellutini, Luc; Snopok, Borys
2017-04-15
This study reports the operation principles for reusable SPR biosensors utilizing nanoscale-specific electrostatic levitation phenomena in their sensitive layer design. Functional macromolecular building blocks localized near the "charged" surface by a variety of weak electrostatic interactions create a flexible and structurally variable architecture. A proof-of-concept is demonstrated by an immunospecific detection of 17β-Estradiol (E2) following the competitive inhibition format. The sensing interfacial architecture is based on the BSA-E2 conjugate within the BSA matrix immobilized on the "charged" (as a result of guanidine thiocyanate treatment) gold surface at pH 5.0. Kinetic analysis for different E2 concentrations shows that using parameter β of the stretched exponential function ~(1-exp(-(t/τ) β ) as an analyte-specific response measure allows one to substantially decrease the low detection limit (down to 10 -3 ng/ml) and increase the dynamic range (10 -3 -10 3 ng/ml) of the SPR biosensor. Finally, it's concluded that the created interfacial architecture is a typical complex system, where SPR response is formed by the stochastic interactions within the whole variety of processes in the system. The E2 addition destroys the uniformity of the reaction space (where an interaction of the antibody (Ab) and the analog of E2 in the self-tuneable matrix takes place) by the redistribution of the immunospecific complexes Ab(E2) x (x=0, 1, 2) dependent on E2 concentration. Binding dynamics changes are reflected in the values of β which summarize in compact form all "hidden" information specific for the evolving distributed interfacial system. Copyright © 2016 Elsevier B.V. All rights reserved.
Diffuse reflection from a stochastically bounded, semi-infinite medium
NASA Technical Reports Server (NTRS)
Lumme, K.; Peltoniemi, J. I.; Irvine, W. M.
1990-01-01
In order to determine the diffuse reflection from a medium bounded by a rough surface, the problem of radiative transfer in a boundary layer characterized by a statistical distribution of heights is considered. For the case that the surface is defined by a multivariate normal probability density, the propagation probability for rays traversing the boundary layer is derived and, from that probability, a corresponding radiative transfer equation. A solution of the Eddington (two stream) type is found explicitly, and examples are given. The results should be applicable to reflection from the regoliths of solar system bodies, as well as from a rough ocean surface.
Chemical library subset selection algorithms: a unified derivation using spatial statistics.
Hamprecht, Fred A; Thiel, Walter; van Gunsteren, Wilfred F
2002-01-01
If similar compounds have similar activity, rational subset selection becomes superior to random selection in screening for pharmacological lead discovery programs. Traditional approaches to this experimental design problem fall into two classes: (i) a linear or quadratic response function is assumed (ii) some space filling criterion is optimized. The assumptions underlying the first approach are clear but not always defendable; the second approach yields more intuitive designs but lacks a clear theoretical foundation. We model activity in a bioassay as realization of a stochastic process and use the best linear unbiased estimator to construct spatial sampling designs that optimize the integrated mean square prediction error, the maximum mean square prediction error, or the entropy. We argue that our approach constitutes a unifying framework encompassing most proposed techniques as limiting cases and sheds light on their underlying assumptions. In particular, vector quantization is obtained, in dimensions up to eight, in the limiting case of very smooth response surfaces for the integrated mean square error criterion. Closest packing is obtained for very rough surfaces under the integrated mean square error and entropy criteria. We suggest to use either the integrated mean square prediction error or the entropy as optimization criteria rather than approximations thereof and propose a scheme for direct iterative minimization of the integrated mean square prediction error. Finally, we discuss how the quality of chemical descriptors manifests itself and clarify the assumptions underlying the selection of diverse or representative subsets.
From Mouth-level to Tooth-level DMFS: Conceptualizing a Theoretical Framework
Bandyopadhyay, Dipankar
2015-01-01
Objective There is no dearth of correlated count data in any biological or clinical settings, and the ability to accurately analyze and interpret such data remains an exciting area of research. In oral health epidemiology, the Decayed, Missing, Filled (DMF) index has been continuously used for over 70 years as the key measure to quantify caries experience. The DMF index projects a subject’s caries status using either the DMF(T), the total number of DMF teeth, or the DMF(S), counting the total DMF teeth surfaces, for that subject. However, surfaces within a particular tooth or a subject constitute clustered data, and the DMFS mostly overlook this clustering effect to attain an over-simplified summary index, ignoring the true tooth-level caries status. Besides, the DMFT/DMFS might exhibit excess of some specific counts (say, zeroes representing the set of relatively disease-free carious state), or can exhibit overdispersion, and accounting for the excess responses or overdispersion remains a key component is selecting the appropriate modeling strategy. Methods & Results This concept paper presents the rationale and the theoretical framework which a dental researcher might consider at the onset in order to choose a plausible statistical model for tooth-level DMFS. Various nuances related to model fitting, selection and parameter interpretation are also explained. Conclusion The author recommends conceptualizing the correct stochastic framework should serve as the guiding force to the dental researcher’s never-ending goal of assessing complex covariate-response relationships efficiently. PMID:26618183
NASA Astrophysics Data System (ADS)
Ohdachi, Satoshi; Watanabe, Kiyomasa; Sakakibara, Satoru; Suzuki, Yasuhiro; Tsuchiya, Hayato; Ming, Tingfeng; Du, Xiaodi; LHD Expriment Group Team
2014-10-01
In the Large Helical Device (LHD), the plasma is surrounded by the so-called magnetic stochastic region, where the Kolmogorov length of the magnetic field lines is very short, from several tens of meters and to thousands meters. Finite pressure gradient are formed in this region and MHD instabilities localized in this region is observed since the edge region of the LHD is always unstable against the pressure driven mode. Therefore, the saturation level of the instabilities is the key issue in order to evaluate the risk of this kind of MHD instabilities. The saturation level depends on the pressure gradient and on the magnetic Reynolds number; there results are similar to the MHD mode in the closed magnetic surface region. The saturation level in the stochastic region is affected also by the stocasticity itself. Parameter dependence of the saturation level of the MHD activities in the region is discussed in detail. It is supported by NIFS budget code ULPP021, 028 and is also partially supported by the Ministry of Education, Science, Sports and Culture, Grant-in-Aid for Scientific Research 26249144, by the JSPS-NRF-NSFC A3 Foresight Program NSFC: No. 11261140328.
Oscillators and relaxation phenomena in Pleistocene climate theory
Crucifix, Michel
2012-01-01
Ice sheets appeared in the northern hemisphere around 3 Ma (million years) ago and glacial–interglacial cycles have paced Earth's climate since then. Superimposed on these long glacial cycles comes an intricate pattern of millennial and sub-millennial variability, including Dansgaard–Oeschger and Heinrich events. There are numerous theories about these oscillations. Here, we review a number of them in order to draw a parallel between climatic concepts and dynamical system concepts, including, in particular, the relaxation oscillator, excitability, slow–fast dynamics and homoclinic orbits. Namely, almost all theories of ice ages reviewed here feature a phenomenon of synchronization between internal climate dynamics and astronomical forcing. However, these theories differ in their bifurcation structure and this has an effect on the way the ice age phenomenon could grow 3 Ma ago. All theories on rapid events reviewed here rely on the concept of a limit cycle excited by changes in the surface freshwater balance of the ocean. The article also reviews basic effects of stochastic fluctuations on these models, including the phenomenon of phase dispersion, shortening of the limit cycle and stochastic resonance. It concludes with a more personal statement about the potential for inference with simple stochastic dynamical systems in palaeoclimate science. PMID:22291227
Optimization of ramp area aircraft push back time windows in the presence of uncertainty
NASA Astrophysics Data System (ADS)
Coupe, William Jeremy
It is well known that airport surface traffic congestion at major airports is responsible for increased taxi-out times, fuel burn and excess emissions and there is potential to mitigate these negative consequences through optimizing airport surface traffic operations. Due to a highly congested voice communication channel between pilots and air traffic controllers and a data communication channel that is used only for limited functions, one of the most viable near-term strategies for improvement of the surface traffic is issuing a push back advisory to each departing aircraft. This dissertation focuses on the optimization of a push back time window for each departing aircraft. The optimization takes into account both spatial and temporal uncertainties of ramp area aircraft trajectories. The uncertainties are described by a stochastic kinematic model of aircraft trajectories, which is used to infer distributions of combinations of push back times that lead to conflict among trajectories from different gates. The model is validated and the distributions are included in the push back time window optimization. Under the assumption of a fixed taxiway spot schedule, the computed push back time windows can be integrated with a higher level taxiway scheduler to optimize the flow of traffic from the gate to the departure runway queue. To enable real-time decision making the computational time of the push back time window optimization is critical and is analyzed throughout.
The scatter of obliquely incident plane waves from a corrugated conducting surface
NASA Technical Reports Server (NTRS)
Levine, D. N.
1975-01-01
A physical optics solution is presented for the scattering of plane waves from a perfectly conducting corrugated surface in the case of waves incident from an arbitrary direction and for an observer far from the surface. This solution was used to compute the radar cross section of the surface in the case of backscatter from irregular (i.e., stochastic) corrugations and to point out a correction to the literature on this problem. A feature of the solution is the occurrence of singularities in the scattered fields which appear to be a manifestation of focussing by the surface at its stationary points. Whether or not the singularities occur in the solution depends on the manner in which one restricts the analysis to the far field.
Development of a Biomedical Micro/Nano Robot for Drug Delivery.
Zhang, Zhenhai; Li, Zhifei; Yu, Wei; Li, Kejie; Xie, Zhihong
2015-04-01
Flagellated bacteria have been utilized as potential swimming micro-robotic bodies for propulsion of spherical liposome by attaching several bacteria on their surface. Liposome as a drug delivery vehicle can contain biologically active compounds. In this work, the antibody binding technique is developed to attach bacteria to liposome's surface. Consequently, the stochastic effect of bacterial propulsion of liposome is investigated analytically and experimentally. It is shown that the mobility of liposome with bacteria was higher than that of liposome without bacteria. Experimental data matches well with statistical calculation.
Stochastic response of human blood platelets to stimulation of shape changes and secretion.
Deranleau, D A; Lüthy, R; Lüscher, E F
1986-01-01
Stopped-flow turbidimetric data indicate that platelets stimulated with low levels of thrombin undergo a shape transformation from disc to "sphere" to smaller spiny sphere that is indistinguishable from the shape change induced by ADP through different membrane receptor sites and a dissimilar receptor trigger mechanism. Under conditions where neither secretion nor aggregation occur, the extinction coefficients for total scattering by each of the three platelet forms are independent of the stimulus applied, and both reaction mechanisms can be described as stochastic (Poisson) processes in which the rate constant for the formation of the transient species is equal to the rate constant for its disappearance. This observation is independent of the shape assignment, and as the concentration of thrombin is increased and various storage organelles secrete increasing amounts of their contents into the external medium, the stochastic pattern persists. Progressively larger decreases in the extinction coefficients of the intermediate and final platelet forms, over and above those that reflect shape alterations alone, accompany or parallel the reaction induced by the higher thrombin concentrations. The excess turbidity decrease observed when full secretion occurs can be wholly accounted for by a decrease in platelet volume equal in magnitude to the fraction of the total platelet volume occupied by alpha granules. Platelet activation, as reported by the whole body light scattering of either shape changes alone or shape changes plus parallel (but not necessarily also stochastic) alpha granule secretion, thus manifests itself as a random series of transient events conceivably with its origins in the superposition of a set of more elementary stochastic processes that could include microtubule depolymerization, actin polymerization, and possibly diffusion. Although the real nature of the control mechanism remains obscure, certain properties of pooled stochastic processes suggest that a reciprocal connection between microtubule fragmentation and the assembly of actin-containing pseudopodal structures and contractile elements--processes that may exhibit reciprocal requirements for calcium--might provide a hypothetical basis for a rate-limiting step. PMID:3457375
NASA Astrophysics Data System (ADS)
Alpert, Peter A.; Knopf, Daniel A.
2016-02-01
Immersion freezing is an important ice nucleation pathway involved in the formation of cirrus and mixed-phase clouds. Laboratory immersion freezing experiments are necessary to determine the range in temperature, T, and relative humidity, RH, at which ice nucleation occurs and to quantify the associated nucleation kinetics. Typically, isothermal (applying a constant temperature) and cooling-rate-dependent immersion freezing experiments are conducted. In these experiments it is usually assumed that the droplets containing ice nucleating particles (INPs) all have the same INP surface area (ISA); however, the validity of this assumption or the impact it may have on analysis and interpretation of the experimental data is rarely questioned. Descriptions of ice active sites and variability of contact angles have been successfully formulated to describe ice nucleation experimental data in previous research; however, we consider the ability of a stochastic freezing model founded on classical nucleation theory to reproduce previous results and to explain experimental uncertainties and data scatter. A stochastic immersion freezing model based on first principles of statistics is presented, which accounts for variable ISA per droplet and uses parameters including the total number of droplets, Ntot, and the heterogeneous ice nucleation rate coefficient, Jhet(T). This model is applied to address if (i) a time and ISA-dependent stochastic immersion freezing process can explain laboratory immersion freezing data for different experimental methods and (ii) the assumption that all droplets contain identical ISA is a valid conjecture with subsequent consequences for analysis and interpretation of immersion freezing. The simple stochastic model can reproduce the observed time and surface area dependence in immersion freezing experiments for a variety of methods such as: droplets on a cold-stage exposed to air or surrounded by an oil matrix, wind and acoustically levitated droplets, droplets in a continuous-flow diffusion chamber (CFDC), the Leipzig aerosol cloud interaction simulator (LACIS), and the aerosol interaction and dynamics in the atmosphere (AIDA) cloud chamber. Observed time-dependent isothermal frozen fractions exhibiting non-exponential behavior can be readily explained by this model considering varying ISA. An apparent cooling-rate dependence of Jhet is explained by assuming identical ISA in each droplet. When accounting for ISA variability, the cooling-rate dependence of ice nucleation kinetics vanishes as expected from classical nucleation theory. The model simulations allow for a quantitative experimental uncertainty analysis for parameters Ntot, T, RH, and the ISA variability. The implications of our results for experimental analysis and interpretation of the immersion freezing process are discussed.
NASA Astrophysics Data System (ADS)
Salamuniccar, G.
The Mathematical Statistics Theory (MST) and the Mathematical Theory of Stochastic Processes (MTSP) are different branches of the more general Mathematical Probability Theory (MPT) that represents different aspects of some physical processes we can analyze using mathematics. Each model of a stochastic process according to MTSP can provide one or more interpretations in MST domain. Large body of work on the impact crater statistics according to MST was already done many years ago, for e.g., where Cratering Chronology Diagrams (CCD) were shown in log/log scale, showing Cum. Crater Frequency [N km-2] that is the function of Age [years] for some particular crater diameter. However, all this is only one possible representation in MST domain, of the bombardment of the planetary surface modeled as stochastic process according to MTSP. The idea that other representations in MST domain of the same stochastic process from MTSP are possible was recently presented [G. Salamuniæcar, Adv. Space Res. in press]. The importance of the approach is that each such interpretation can provide large amount of new information. Topography Profile Diagrams (TPDs) are one example, that with MOLA data provide us with large amount of new information regarding history of Mars. TPDs consists of [34thLPS #1403]: (1) Topography-Profile Curve (TPC) that is representation of the planet topography, (2) Density-of-Craters Curve (DCC) that represents density of craters, (3) Filtered-DCC (FDCC) that represents DCC filtered by a low-pass filter included with the purpose of reducing the noise and (4) Level-of-Substance-Over-Time Curve (LSOTC). While definition of TPC uniquely corresponds to way we will compute it, the same is not also the case with DCC and FDCC. While DCC depends on algorithms for computing crater altitude according to the topography, center coordinates and radius of impact crater [34thLPS #1409], FDCC depends on the architecture of the custom designed low-pass filter for filtering DCC [34thLPS #1415]. However all variations of DCC and FDCC including the different input craters data-sets confirmed correlation between density of craters and topographic altitude over 70˜ 80% of the planet surface. For the assumption that ocean primarily caused noted correlation, LSOTC additionally for the first time offers mathematical approach how to compute how level of ocean was changing over time [6thMars #3187]. Accordingly, conclusion is that TPDs are the first new practical application of MTSP to the Lunar and Planetary Science (LPS).
NASA Astrophysics Data System (ADS)
Wang, Weiping; Yuan, Manman; Luo, Xiong; Liu, Linlin; Zhang, Yao
2018-01-01
Proportional delay is a class of unbounded time-varying delay. A class of bidirectional associative memory (BAM) memristive neural networks with multiple proportional delays is concerned in this paper. First, we propose the model of BAM memristive neural networks with multiple proportional delays and stochastic perturbations. Furthermore, by choosing suitable nonlinear variable transformations, the BAM memristive neural networks with multiple proportional delays can be transformed into the BAM memristive neural networks with constant delays. Based on the drive-response system concept, differential inclusions theory and Lyapunov stability theory, some anti-synchronization criteria are obtained. Finally, the effectiveness of proposed criteria are demonstrated through numerical examples.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Galan, Roberto F.; Urban, Nathaniel N.; Center for the Neural Basis of Cognition, Mellon Institute, Pittsburgh, Pennsylvania 15213
We have investigated the effect of the phase response curve on the dynamics of oscillators driven by noise in two limit cases that are especially relevant for neuroscience. Using the finite element method to solve the Fokker-Planck equation we have studied (i) the impact of noise on the regularity of the oscillations quantified as the coefficient of variation, (ii) stochastic synchronization of two uncoupled phase oscillators driven by correlated noise, and (iii) their cross-correlation function. We show that, in general, the limit of type II oscillators is more robust to noise and more efficient at synchronizing by correlated noise thanmore » type I.« less
Kheifets, Aaron; Gallistel, C R
2012-05-29
Animals successfully navigate the world despite having only incomplete information about behaviorally important contingencies. It is an open question to what degree this behavior is driven by estimates of stochastic parameters (brain-constructed models of the experienced world) and to what degree it is directed by reinforcement-driven processes that optimize behavior in the limit without estimating stochastic parameters (model-free adaptation processes, such as associative learning). We find that mice adjust their behavior in response to a change in probability more quickly and abruptly than can be explained by differential reinforcement. Our results imply that mice represent probabilities and perform calculations over them to optimize their behavior, even when the optimization produces negligible material gain.
Kheifets, Aaron; Gallistel, C. R.
2012-01-01
Animals successfully navigate the world despite having only incomplete information about behaviorally important contingencies. It is an open question to what degree this behavior is driven by estimates of stochastic parameters (brain-constructed models of the experienced world) and to what degree it is directed by reinforcement-driven processes that optimize behavior in the limit without estimating stochastic parameters (model-free adaptation processes, such as associative learning). We find that mice adjust their behavior in response to a change in probability more quickly and abruptly than can be explained by differential reinforcement. Our results imply that mice represent probabilities and perform calculations over them to optimize their behavior, even when the optimization produces negligible material gain. PMID:22592792
Maggi, Claudio; Paoluzzi, Matteo; Angelani, Luca; Di Leonardo, Roberto
2017-12-14
We investigate experimentally and numerically the stochastic dynamics and the time-dependent response of colloids subject to a small external perturbation in a dense bath of motile E. coli bacteria. The external field is a magnetic field acting on a superparamagnetic microbead suspended in an active medium. The measured linear response reveals an instantaneous friction kernel despite the complexity of the bacterial bath. By comparing the mean squared displacement and the response function we detect a clear violation of the fluctuation dissipation theorem.
Pardo, Deborah; Jenouvrier, Stéphanie; Weimerskirch, Henri; Barbraud, Christophe
2017-06-19
Climate changes include concurrent changes in environmental mean, variance and extremes, and it is challenging to understand their respective impact on wild populations, especially when contrasted age-dependent responses to climate occur. We assessed how changes in mean and standard deviation of sea surface temperature (SST), frequency and magnitude of warm SST extreme climatic events (ECE) influenced the stochastic population growth rate log( λ s ) and age structure of a black-browed albatross population. For changes in SST around historical levels observed since 1982, changes in standard deviation had a larger (threefold) and negative impact on log( λ s ) compared to changes in mean. By contrast, the mean had a positive impact on log( λ s ). The historical SST mean was lower than the optimal SST value for which log( λ s ) was maximized. Thus, a larger environmental mean increased the occurrence of SST close to this optimum that buffered the negative effect of ECE. This 'climate safety margin' (i.e. difference between optimal and historical climatic conditions) and the specific shape of the population growth rate response to climate for a species determine how ECE affect the population. For a wider range in SST, both the mean and standard deviation had negative impact on log( λ s ), with changes in the mean having a greater effect than the standard deviation. Furthermore, around SST historical levels increases in either mean or standard deviation of the SST distribution led to a younger population, with potentially important conservation implications for black-browed albatrosses.This article is part of the themed issue 'Behavioural, ecological and evolutionary responses to extreme climatic events'. © 2017 The Author(s).
NASA Astrophysics Data System (ADS)
Huang, Duruo; Du, Wenqi; Zhu, Hong
2017-10-01
In performance-based seismic design, ground-motion time histories are needed for analyzing dynamic responses of nonlinear structural systems. However, the number of ground-motion data at design level is often limited. In order to analyze seismic performance of structures, ground-motion time histories need to be either selected from recorded strong-motion database or numerically simulated using stochastic approaches. In this paper, a detailed procedure to select proper acceleration time histories from the Next Generation Attenuation (NGA) database for several cities in Taiwan is presented. Target response spectra are initially determined based on a local ground-motion prediction equation under representative deterministic seismic hazard analyses. Then several suites of ground motions are selected for these cities using the Design Ground Motion Library (DGML), a recently proposed interactive ground-motion selection tool. The selected time histories are representatives of the regional seismic hazard and should be beneficial to earthquake studies when comprehensive seismic hazard assessments and site investigations are unavailable. Note that this method is also applicable to site-specific motion selections with the target spectra near the ground surface considering the site effect.
Seasonal Synchronization of a Simple Stochastic Dynamical Model Capturing El Niño Diversity
NASA Astrophysics Data System (ADS)
Thual, S.; Majda, A.; Chen, N.
2017-12-01
The El Niño-Southern Oscillation (ENSO) has significant impact on global climate and seasonal prediction. Recently, a simple ENSO model was developed that automatically captures the ENSO diversity and intermittency in nature, where state-dependent stochastic wind bursts and nonlinear advection of sea surface temperature (SST) are coupled to simple ocean-atmosphere processes that are otherwise deterministic, linear and stable. In the present article, it is further shown that the model can reproduce qualitatively the ENSO synchronization (or phase-locking) to the seasonal cycle in nature. This goal is achieved by incorporating a cloud radiative feedback that is derived naturally from the model's atmosphere dynamics with no ad-hoc assumptions and accounts in simple fashion for the marked seasonal variations of convective activity and cloud cover in the eastern Pacific. In particular, the weak convective response to SSTs in boreal fall favors the eastern Pacific warming that triggers El Niño events while the increased convective activity and cloud cover during the following spring contributes to the shutdown of those events by blocking incoming shortwave solar radiations. In addition to simulating the ENSO diversity with realistic non-Gaussian statistics in different Niño regions, both the eastern Pacific moderate and super El Niño, the central Pacific El Niño as well as La Niña show a realistic chronology with a tendency to peak in boreal winter as well as decreased predictability in spring consistent with the persistence barrier in nature. The incorporation of other possible seasonal feedbacks in the model is also documented for completeness.
Hu, Yuanan; Cheng, Hefa
2016-07-01
Quantification of the contributions from anthropogenic sources to soil heavy metal loadings on regional scales is challenging because of the heterogeneity of soil parent materials and high variability of anthropogenic inputs, especially for the species that are primarily of lithogenic origin. To this end, we developed a novel method for apportioning the contributions of natural and anthropogenic sources by combining sequential extraction and stochastic modeling, and applied it to investigate the heavy metal pollution in the surface soils of the Pearl River Delta (PRD) in southern China. On the average, 45-86% of Zn, Cu, Pb, and Cd were present in the acid soluble, reducible, and oxidizable fractions of the surface soils, while only 12-24% of Ni, Cr, and As were partitioned in these fractions. The anthropogenic contributions to the heavy metals in the non-residual fractions, even the ones dominated by natural sources, could be identified and quantified by conditional inference trees. Combination of sequential extraction, Kriging interpolation, and stochastic modeling reveals that approximately 10, 39, 6.2, 28, 7.1, 15, and 46% of the As, Cd, Cr, Cu, Ni, Pb, and Zn, respectively, in the surface soils of the PRD were contributed by anthropogenic sources. These results were in general agreements with those obtained through subtraction of regional soil metal background from total loadings, and the soil metal inputs through atmospheric deposition as well. In the non-residual fractions of the surface soils, the anthropogenic contributions to As, Cd, Cr, Cu, Ni, Pb, and Zn, were 48, 42, 50, 51, 49, 24, and 70%, respectively. Copyright © 2016 Elsevier Ltd. All rights reserved.
Magnetic-flutter-induced pedestal plasma transport
NASA Astrophysics Data System (ADS)
Callen, J. D.; Hegna, C. C.; Cole, A. J.
2013-11-01
Plasma toroidal rotation can limit reconnection of externally applied resonant magnetic perturbation (RMP) fields δB on rational magnetic flux surfaces. Hence it causes the induced radial perturbations δBρ to be small there, thereby inhibiting magnetic island formation and stochasticity at the top of pedestals in high (H-mode) confinement tokamak plasmas. However, the δBρs induced by RMPs increase away from rational surfaces and are shown to induce significant sinusoidal radial motion (flutter) of magnetic field lines with a radial extent that varies linearly with δBρ and inversely with distance from the rational surface because of the magnetic shear. This produces a radial electron thermal diffusivity that is (1/2)(δBρ/B0)2 times a kinetically derived, electron-collision-induced, magnetic-shear-reduced, effective parallel electron thermal diffusivity in the absence of magnetic stochasticity. These low collisionality flutter-induced transport processes and thin magnetic island effects are shown to be highly peaked in the vicinity of rational surfaces at the top of low collisionality pedestals. However, the smaller but finite level of magnetic-flutter-induced electron heat transport midway between rational surfaces is the primary factor that determines the electron temperature difference between rational surfaces at the pedestal top. The magnetic-flutter-induced non-ambipolar electron density transport can be large enough to push the plasma toward an electron density transport root. Requiring ambipolar density transport is shown to determine the radial electric field, the plasma toroidal rotation (via radial force balance), a reduced electron thermal diffusivity and increased ambipolar density transport in the pedestal. At high collisionality the various flutter effects are less strongly peaked at rational surfaces and generally less significant. They are thus less likely to exhibit flutter-induced resonant behaviour and transition toward an electron transport root. Magnetic-flutter-induced plasma transport processes provide a new paradigm for developing an understanding of how RMPs modify the pedestal structure to stabilize peeling-ballooning modes and thereby suppress edge localized modes in low collisionality tokamak H-mode plasmas.
Application of Stochastic and Deterministic Approaches to Modeling Interstellar Chemistry
NASA Astrophysics Data System (ADS)
Pei, Yezhe
This work is about simulations of interstellar chemistry using the deterministic rate equation (RE) method and the stochastic moment equation (ME) method. Primordial metal-poor interstellar medium (ISM) is of our interest and the socalled “Population-II” stars could have been formed in this environment during the “Epoch of Reionization” in the baby universe. We build a gas phase model using the RE scheme to describe the ionization-powered interstellar chemistry. We demonstrate that OH replaces CO as the most abundant metal-bearing molecule in such interstellar clouds of the early universe. Grain surface reactions play an important role in the studies of astrochemistry. But the lack of an accurate yet effective simulation method still presents a challenge, especially for large, practical gas-grain system. We develop a hybrid scheme of moment equations and rate equations (HMR) for large gas-grain network to model astrochemical reactions in the interstellar clouds. Specifically, we have used a large chemical gas-grain model, with stochastic moment equations to treat the surface chemistry and deterministic rate equations to treat the gas phase chemistry, to simulate astrochemical systems as of the ISM in the Milky Way, the Large Magellanic Cloud (LMC) and Small Magellanic Cloud (SMC). We compare the results to those of pure rate equations and modified rate equations and present a discussion about how moment equations improve our theoretical modeling and how the abundances of the assorted species are changed by varied metallicity. We also model the observed composition of H2O, CO and CO2 ices toward Young Stellar Objects in the LMC and show that the HMR method gives a better match to the observation than the pure RE method.
Lin, Chih-Tin; Meyhofer, Edgar; Kurabayashi, Katsuo
2010-01-01
Directional control of microtubule shuttles via microfabricated tracks is key to the development of controlled nanoscale mass transport by kinesin motor molecules. Here we develop and test a model to quantitatively predict the stochastic behavior of microtubule guiding when they mechanically collide with the sidewalls of lithographically patterned tracks. By taking into account appropriate probability distributions of microscopic states of the microtubule system, the model allows us to theoretically analyze the roles of collision conditions and kinesin surface densities in determining how the motion of microtubule shuttles is controlled. In addition, we experimentally observe the statistics of microtubule collision events and compare our theoretical prediction with experimental data to validate our model. The model will direct the design of future hybrid nanotechnology devices that integrate nanoscale transport systems powered by kinesin-driven molecular shuttles.
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.
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
Plasma Equilibrium in a Magnetic Field with Stochastic Regions
DOE Office of Scientific and Technical Information (OSTI.GOV)
J.A. Krommes and Allan H. Reiman
The nature of plasma equilibrium in a magnetic field with stochastic regions is examined. It is shown that the magnetic differential equation that determines the equilibrium Pfirsch-Schluter currents can be cast in a form similar to various nonlinear equations for a turbulent plasma, allowing application of the mathematical methods of statistical turbulence theory. An analytically tractable model, previously studied in the context of resonance-broadening theory, is applied with particular attention paid to the periodicity constraints required in toroidal configurations. It is shown that even a very weak radial diffusion of the magnetic field lines can have a significant effect onmore » the equilibrium in the neighborhood of the rational surfaces, strongly modifying the near-resonant Pfirsch-Schluter currents. Implications for the numerical calculation of 3D equilibria are discussed« less
Extended-Range Prediction with Low-Dimensional, Stochastic-Dynamic Models: A Data-driven Approach
2012-09-30
characterization of extratropical storms and extremes and link these to LFV modes. Mingfang Ting, Yochanan Kushnir, Andrew W. Robertson...simulating and predicting a wide range of climate phenomena including ENSO, tropical Atlantic sea surface temperatures (SSTs), storm track variability...into empirical prediction models. Use observations to improve low-order dynamical MJO models. Adam Sobel, Daehyun Kim. Extratropical variability
Stochastic Analysis for Navigation of Autonomous Platforms Using Range Finders.
1987-08-01
34) where T oi2 = E[vivi] ( 35 ) and T _j2 = E[ujuj] (36) Choice of An Approximating Function In this report, we are interested in obtaining smoothed...1. Gaussian curvature: The mean curvature of a surface at (tq) is defined as: (0.5) ZsM (Sn) (45) Noting in Euler’s theorem that the sum of two