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.

Robust exponential stability of uncertain delayed neural networks with stochastic perturbation and impulse effects.

PubMed

Huang, Tingwen; Li, Chuandong; Duan, Shukai; Starzyk, Janusz A

2012-06-01

This paper focuses on the hybrid effects of parameter uncertainty, stochastic perturbation, and impulses on global stability of delayed neural networks. By using the Ito formula, Lyapunov function, and Halanay inequality, we established several mean-square stability criteria from which we can estimate the feasible bounds of impulses, provided that parameter uncertainty and stochastic perturbations are well-constrained. Moreover, the present method can also be applied to general differential systems with stochastic perturbation and impulses.

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

NASA Astrophysics Data System (ADS)

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

2014-09-01

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

Fast smooth second-order sliding mode control for stochastic systems with enumerable coloured noises

NASA Astrophysics Data System (ADS)

Yang, Peng-fei; Fang, Yang-wang; Wu, You-li; Zhang, Dan-xu; Xu, Yang

2018-01-01

A fast smooth second-order sliding mode control is presented for a class of stochastic systems driven by enumerable Ornstein-Uhlenbeck coloured noises with time-varying coefficients. Instead of treating the noise as bounded disturbance, the stochastic control techniques are incorporated into the design of the control. The finite-time mean-square practical stability and finite-time mean-square practical reachability are first introduced. Then the prescribed sliding variable dynamic is presented. The sufficient condition guaranteeing its finite-time convergence is given and proved using stochastic Lyapunov-like techniques. The proposed sliding mode controller is applied to a second-order nonlinear stochastic system. Simulation results are given comparing with smooth second-order sliding mode control to validate the analysis.

A decoupled approach to filter design for stochastic systems

NASA Astrophysics Data System (ADS)

Barbata, A.; Zasadzinski, M.; Ali, H. Souley; Messaoud, H.

2016-08-01

This paper presents a new theorem to guarantee the almost sure exponential stability for a class of stochastic triangular systems by studying only the stability of each diagonal subsystems. This result allows to solve the filtering problem of the stochastic systems with multiplicative noises by using the almost sure exponential stability concept. Two kinds of observers are treated: the full-order and reduced-order cases.

Output Feedback Stabilization for a Class of Multi-Variable Bilinear Stochastic Systems with Stochastic Coupling Attenuation

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

Zhang, Qichun; Zhou, Jinglin; Wang, Hong

In this paper, stochastic coupling attenuation is investigated for a class of multi-variable bilinear stochastic systems and a novel output feedback m-block backstepping controller with linear estimator is designed, where gradient descent optimization is used to tune the design parameters of the controller. It has been shown that the trajectories of the closed-loop stochastic systems are bounded in probability sense and the stochastic coupling of the system outputs can be effectively attenuated by the proposed control algorithm. Moreover, the stability of the stochastic systems is analyzed and the effectiveness of the proposed method has been demonstrated using a simulated example.

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

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

Bashkirtseva, Irina

2015-11-30

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

Stochastic Modeling of Laminar-Turbulent Transition

NASA Technical Reports Server (NTRS)

Rubinstein, Robert; Choudhari, Meelan

2002-01-01

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

Evolutionary stability concepts in a stochastic environment

NASA Astrophysics Data System (ADS)

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

2017-09-01

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

Fast smooth second-order sliding mode control for systems with additive colored noises.

PubMed

Yang, Pengfei; Fang, Yangwang; Wu, Youli; Liu, Yunxia; Zhang, Danxu

2017-01-01

In this paper, a fast smooth second-order sliding mode control is presented for a class of stochastic systems with enumerable Ornstein-Uhlenbeck colored noises. The finite-time mean-square practical stability and finite-time mean-square practical reachability are first introduced. Instead of treating the noise as bounded disturbance, the stochastic control techniques are incorporated into the design of the controller. The finite-time convergence of the prescribed sliding variable dynamics system is proved by using stochastic Lyapunov-like techniques. Then the proposed sliding mode controller is applied to a second-order nonlinear stochastic system. Simulation results are presented comparing with smooth second-order sliding mode control to validate the analysis.

Impulsive control of stochastic systems with applications in chaos control, chaos synchronization, and neural networks.

PubMed

Li, Chunguang; Chen, Luonan; Aihara, Kazuyuki

2008-06-01

Real systems are often subject to both noise perturbations and impulsive effects. In this paper, we study the stability and stabilization of systems with both noise perturbations and impulsive effects. In other words, we generalize the impulsive control theory from the deterministic case to the stochastic case. The method is based on extending the comparison method to the stochastic case. The method presented in this paper is general and easy to apply. Theoretical results on both stability in the pth mean and stability with disturbance attenuation are derived. To show the effectiveness of the basic theory, we apply it to the impulsive control and synchronization of chaotic systems with noise perturbations, and to the stability of impulsive stochastic neural networks. Several numerical examples are also presented to verify the theoretical results.

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

NASA Astrophysics Data System (ADS)

Bashkirtseva, Irina; Ryashko, Lev; Ryazanova, Tatyana

2018-01-01

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

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

PubMed

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

2018-01-01

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

Stochastic stability of parametrically excited random systems

NASA Astrophysics Data System (ADS)

Labou, M.

2004-01-01

Multidegree-of-freedom dynamic systems subjected to parametric excitation are analyzed for stochastic stability. The variation of excitation intensity with time is described by the sum of a harmonic function and a stationary random process. The stability boundaries are determined by the stochastic averaging method. The effect of random parametric excitation on the stability of trivial solutions of systems of differential equations for the moments of phase variables is studied. It is assumed that the frequency of harmonic component falls within the region of combination resonances. Stability conditions for the first and second moments are obtained. It turns out that additional parametric excitation may have a stabilizing or destabilizing effect, depending on the values of certain parameters of random excitation. As an example, the stability of a beam in plane bending is analyzed.

Mean Field Analysis of Stochastic Neural Network Models with Synaptic Depression

NASA Astrophysics Data System (ADS)

Yasuhiko Igarashi,; Masafumi Oizumi,; Masato Okada,

2010-08-01

We investigated the effects of synaptic depression on the macroscopic behavior of stochastic neural networks. Dynamical mean field equations were derived for such networks by taking the average of two stochastic variables: a firing-state variable and a synaptic variable. In these equations, the average product of thesevariables is decoupled as the product of their averages because the two stochastic variables are independent. We proved the independence of these two stochastic variables assuming that the synaptic weight Jij is of the order of 1/N with respect to the number of neurons N. Using these equations, we derived macroscopic steady-state equations for a network with uniform connections and for a ring attractor network with Mexican hat type connectivity and investigated the stability of the steady-state solutions. An oscillatory uniform state was observed in the network with uniform connections owing to a Hopf instability. For the ring network, high-frequency perturbations were shown not to affect system stability. Two mechanisms destabilize the inhomogeneous steady state, leading to two oscillatory states. A Turing instability leads to a rotating bump state, while a Hopf instability leads to an oscillatory bump state, which was previously unreported. Various oscillatory states take place in a network with synaptic depression depending on the strength of the interneuron connections.

pth moment exponential stability of stochastic memristor-based bidirectional associative memory (BAM) neural networks with time delays.

PubMed

Wang, Fen; Chen, Yuanlong; Liu, Meichun

2018-02-01

Stochastic memristor-based bidirectional associative memory (BAM) neural networks with time delays play an increasingly important role in the design and implementation of neural network systems. Under the framework of Filippov solutions, the issues of the pth moment exponential stability of stochastic memristor-based BAM neural networks are investigated. By using the stochastic stability theory, Itô's differential formula and Young inequality, the criteria are derived. Meanwhile, with Lyapunov approach and Cauchy-Schwarz inequality, we derive some sufficient conditions for the mean square exponential stability of the above systems. The obtained results improve and extend previous works on memristor-based or usual neural networks dynamical systems. Four numerical examples are provided to illustrate the effectiveness of the proposed results. Copyright © 2017 Elsevier Ltd. All rights reserved.

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

NASA Astrophysics Data System (ADS)

Chen, Can; Kang, Yanmei

2017-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2018-05-01

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

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

PubMed

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

2018-06-01

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

Patterns of Stochastic Behavior in Dynamically Unstable High-Dimensional Biochemical Networks

PubMed Central

Rosenfeld, Simon

2009-01-01

The question of dynamical stability and stochastic behavior of large biochemical networks is discussed. It is argued that stringent conditions of asymptotic stability have very little chance to materialize in a multidimensional system described by the differential equations of chemical kinetics. The reason is that the criteria of asymptotic stability (Routh-Hurwitz, Lyapunov criteria, Feinberg’s Deficiency Zero theorem) would impose the limitations of very high algebraic order on the kinetic rates and stoichiometric coefficients, and there are no natural laws that would guarantee their unconditional validity. Highly nonlinear, dynamically unstable systems, however, are not necessarily doomed to collapse, as a simple Jacobian analysis would suggest. It is possible that their dynamics may assume the form of pseudo-random fluctuations quite similar to a shot noise, and, therefore, their behavior may be described in terms of Langevin and Fokker-Plank equations. We have shown by simulation that the resulting pseudo-stochastic processes obey the heavy-tailed Generalized Pareto Distribution with temporal sequence of pulses forming the set of constituent-specific Poisson processes. Being applied to intracellular dynamics, these properties are naturally associated with burstiness, a well documented phenomenon in the biology of gene expression. PMID:19838330

Stochastic modeling of mode interactions via linear parabolized stability equations

NASA Astrophysics Data System (ADS)

Ran, Wei; Zare, Armin; Hack, M. J. Philipp; Jovanovic, Mihailo

2017-11-01

Low-complexity approximations of the Navier-Stokes equations have been widely used in the analysis of wall-bounded shear flows. In particular, the parabolized stability equations (PSE) and Floquet theory have been employed to capture the evolution of primary and secondary instabilities in spatially-evolving flows. We augment linear PSE with Floquet analysis to formally treat modal interactions and the evolution of secondary instabilities in the transitional boundary layer via a linear progression. To this end, we leverage Floquet theory by incorporating the primary instability into the base flow and accounting for different harmonics in the flow state. A stochastic forcing is introduced into the resulting linear dynamics to model the effect of nonlinear interactions on the evolution of modes. We examine the H-type transition scenario to demonstrate how our approach can be used to model nonlinear effects and capture the growth of the fundamental and subharmonic modes observed in direct numerical simulations and experiments.

Structured population dynamics: continuous size and discontinuous stage structures.

PubMed

Buffoni, Giuseppe; Pasquali, Sara

2007-04-01

A nonlinear stochastic model for the dynamics of a population with either a continuous size structure or a discontinuous stage structure is formulated in the Eulerian formalism. It takes into account dispersion effects due to stochastic variability of the development process of the individuals. The discrete equations of the numerical approximation are derived, and an analysis of the existence and stability of the equilibrium states is performed. An application to a copepod population is illustrated; numerical results of Eulerian and Lagrangian models are compared.

Development of a Comprehensive Digital Avionics Curriculum for the Aeronautical Engineer

DTIC Science & Technology

2006-03-01

able to analyze and design aircraft and missile guidance and control systems, including feedback stabilization schemes and stochastic processes, using ...Uncertainty modeling for robust control; Robust closed-loop stability and performance; Robust H- infinity control; Robustness check using mu-analysis...Controlled feedback (reduces noise) 3. Statistical group response (reduce pressure toward conformity) When used as a tool to study a complex problem

Stochastic Stabilityfor Contracting Lorenz Maps and Flows

NASA Astrophysics Data System (ADS)

Metzger, R. J.

In a previous work [M], we proved the existence of absolutely continuous invariant measures for contracting Lorenz-like maps, and constructed Sinai-Ruelle-Bowen measures f or the flows that generate them. Here, we prove stochastic stability for such one-dimensional maps and use this result to prove that the corresponding flows generating these maps are stochastically stable under small diffusion-type perturbations, even though, as shown by Rovella [Ro], they are persistent only in a measure theoretical sense in a parameter space. For the one-dimensional maps we also prove strong stochastic stability in the sense of Baladi and Viana[BV].

Divergence instability of pipes conveying fluid with uncertain flow velocity

NASA Astrophysics Data System (ADS)

Rahmati, Mehdi; Mirdamadi, Hamid Reza; Goli, Sareh

2018-02-01

This article deals with investigation of probabilistic stability of pipes conveying fluid with stochastic flow velocity in time domain. As a matter of fact, this study has focused on the randomness effects of flow velocity on stability of pipes conveying fluid while most of research efforts have only focused on the influences of deterministic parameters on the system stability. The Euler-Bernoulli beam and plug flow theory are employed to model pipe structure and internal flow, respectively. In addition, flow velocity is considered as a stationary random process with Gaussian distribution. Afterwards, the stochastic averaging method and Routh's stability criterion are used so as to investigate the stability conditions of system. Consequently, the effects of boundary conditions, viscoelastic damping, mass ratio, and elastic foundation on the stability regions are discussed. Results delineate that the critical mean flow velocity decreases by increasing power spectral density (PSD) of the random velocity. Moreover, by increasing PSD from zero, the type effects of boundary condition and presence of elastic foundation are diminished, while the influences of viscoelastic damping and mass ratio could increase. Finally, to have a more applicable study, regression analysis is utilized to develop design equations and facilitate further analyses for design purposes.

Stochastic resonance in a fractional oscillator driven by multiplicative quadratic noise

NASA Astrophysics Data System (ADS)

Ren, Ruibin; Luo, Maokang; Deng, Ke

2017-02-01

Stochastic resonance of a fractional oscillator subject to an external periodic field as well as to multiplicative and additive noise is investigated. The fluctuations of the eigenfrequency are modeled as the quadratic function of the trichotomous noise. Applying the moment equation method and Shapiro-Loginov formula, we obtain the exact expression of the complex susceptibility and related stability criteria. Theoretical analysis and numerical simulations indicate that the spectral amplification (SPA) depends non-monotonicly both on the external driving frequency and the parameters of the quadratic noise. In addition, the investigations into fractional stochastic systems have suggested that both the noise parameters and the memory effect can induce the phenomenon of stochastic multi-resonance (SMR), which is previously reported and believed to be absent in the case of the multiplicative noise with only a linear term.

Stochastic Routing and Scheduling Policies for Energy Harvesting Communication Networks

NASA Astrophysics Data System (ADS)

Calvo-Fullana, Miguel; Anton-Haro, Carles; Matamoros, Javier; Ribeiro, Alejandro

2018-07-01

In this paper, we study the joint routing-scheduling problem in energy harvesting communication networks. Our policies, which are based on stochastic subgradient methods on the dual domain, act as an energy harvesting variant of the stochastic family of backpresure algorithms. Specifically, we propose two policies: (i) the Stochastic Backpressure with Energy Harvesting (SBP-EH), in which a node's routing-scheduling decisions are determined by the difference between the Lagrange multipliers associated to their queue stability constraints and their neighbors'; and (ii) the Stochastic Soft Backpressure with Energy Harvesting (SSBP-EH), an improved algorithm where the routing-scheduling decision is of a probabilistic nature. For both policies, we show that given sustainable data and energy arrival rates, the stability of the data queues over all network nodes is guaranteed. Numerical results corroborate the stability guarantees and illustrate the minimal gap in performance that our policies offer with respect to classical ones which work with an unlimited energy supply.

Stochastic analysis of motor-control stability, polymer based force sensing, and optical stimulation as a preventive measure for falls

NASA Astrophysics Data System (ADS)

Landrock, Clinton K.

Falls are the leading cause of all external injuries. Outcomes of falls include the leading cause of traumatic brain injury and bone fractures, and high direct medical costs in the billions of dollars. This work focused on developing three areas of enabling component technology to be used in postural control monitoring tools targeting the mitigation of falls. The first was an analysis tool based on stochastic fractal analysis to reliably measure levels of motor control. The second focus was on thin film wearable pressure sensors capable of relaying data for the first tool. The third was new thin film advanced optics for improving phototherapy devices targeting postural control disorders. Two populations, athletes and elderly, were studied against control groups. The results of these studies clearly show that monitoring postural stability in at-risk groups can be achieved reliably, and an integrated wearable system can be envisioned for both monitoring and treatment purposes. Keywords: electro-active polymer, ionic polymer-metal composite, postural control, motor control, fall prevention, sports medicine, fractal analysis, physiological signals, wearable sensors, phototherapy, photobiomodulation, nano-optics.

Environmental Noise Could Promote Stochastic Local Stability of Behavioral Diversity Evolution

NASA Astrophysics Data System (ADS)

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

2018-05-01

In this Letter, we investigate stochastic stability in a two-phenotype evolutionary game model for an infinite, well-mixed population undergoing discrete, nonoverlapping generations. We assume that the fitness of a phenotype is an exponential function of its expected payoff following random pairwise interactions whose outcomes randomly fluctuate with time. We show that the stochastic local stability of a constant interior equilibrium can be promoted by the random environmental noise even if the system may display a complicated nonlinear dynamics. This result provides a new perspective for a better understanding of how environmental fluctuations may contribute to the evolution of behavioral diversity.

Stochastic Averaging for Constrained Optimization With Application to Online Resource Allocation

NASA Astrophysics Data System (ADS)

Chen, Tianyi; Mokhtari, Aryan; Wang, Xin; Ribeiro, Alejandro; Giannakis, Georgios B.

2017-06-01

Existing approaches to resource allocation for nowadays stochastic networks are challenged to meet fast convergence and tolerable delay requirements. The present paper leverages online learning advances to facilitate stochastic resource allocation tasks. By recognizing the central role of Lagrange multipliers, the underlying constrained optimization problem is formulated as a machine learning task involving both training and operational modes, with the goal of learning the sought multipliers in a fast and efficient manner. To this end, an order-optimal offline learning approach is developed first for batch training, and it is then generalized to the online setting with a procedure termed learn-and-adapt. The novel resource allocation protocol permeates benefits of stochastic approximation and statistical learning to obtain low-complexity online updates with learning errors close to the statistical accuracy limits, while still preserving adaptation performance, which in the stochastic network optimization context guarantees queue stability. Analysis and simulated tests demonstrate that the proposed data-driven approach improves the delay and convergence performance of existing resource allocation schemes.

Robust stochastic stability of discrete-time fuzzy Markovian jump neural networks.

PubMed

Arunkumar, A; Sakthivel, R; Mathiyalagan, K; Park, Ju H

2014-07-01

This paper focuses the issue of robust stochastic stability for a class of uncertain fuzzy Markovian jumping discrete-time neural networks (FMJDNNs) with various activation functions and mixed time delay. By employing the Lyapunov technique and linear matrix inequality (LMI) approach, a new set of delay-dependent sufficient conditions are established for the robust stochastic stability of uncertain FMJDNNs. More precisely, the parameter uncertainties are assumed to be time varying, unknown and norm bounded. The obtained stability conditions are established in terms of LMIs, which can be easily checked by using the efficient MATLAB-LMI toolbox. Finally, numerical examples with simulation result are provided to illustrate the effectiveness and less conservativeness of the obtained results. Copyright © 2014 ISA. Published by Elsevier Ltd. All rights reserved.

Single-cell-based breeding: Rational strategy for the establishment of cell lines from a single cell with the most favorable properties.

PubMed

Yoshimoto, Nobuo; Kuroda, Shun'ichi

2014-04-01

For efficient biomolecule production (e.g., antibodies, recombinant proteins), mammalian cells with high expression rates should be selected from cell libraries, propagated while maintaining a homogenous expression rate, and subsequently stabilized at their high expression rate. Clusters of isogenic cells (i.e., colonies) have been used for these processes. However, cellular heterogeneity makes it difficult to obtain cell lines with the highest expression rates by using single-colony-based breeding. Furthermore, even among the single cells in an isogenic cell population, the desired cell properties fluctuate stochastically during long-term culture. Therefore, although the molecular mechanisms underlying stochastic fluctuation are poorly understood, it is necessary to establish excellent cell lines in order to breed single cells to have higher expression, higher stability, and higher homogeneity while suppressing stochastic fluctuation (i.e., single-cell-based breeding). In this review, we describe various methods for manipulating single cells and facilitating single-cell analysis in order to better understand stochastic fluctuation. We demonstrated that single-cell-based breeding is practical and promising by using a high-throughput automated system to analyze and manipulate single cells. Copyright © 2013 The Society for Biotechnology, Japan. Published by Elsevier B.V. All rights reserved.

3D printed cellular solid outperforms traditional stochastic foam in long-term mechanical response

DOE PAGES

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

PubMed Central

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

Non-linear dynamic characteristics and optimal control of giant magnetostrictive film subjected to in-plane stochastic excitation

NASA Astrophysics Data System (ADS)

Zhu, Z. W.; Zhang, W. D.; Xu, J.

2014-03-01

The non-linear dynamic characteristics and optimal control of a giant magnetostrictive film (GMF) subjected to in-plane stochastic excitation were studied. Non-linear differential items were introduced to interpret the hysteretic phenomena of the GMF, and the non-linear dynamic model of the GMF subjected to in-plane stochastic excitation was developed. The stochastic stability was analysed, and the probability density function was obtained. The condition of stochastic Hopf bifurcation and noise-induced chaotic response were determined, and the fractal boundary of the system's safe basin was provided. The reliability function was solved from the backward Kolmogorov equation, and an optimal control strategy was proposed in the stochastic dynamic programming method. Numerical simulation shows that the system stability varies with the parameters, and stochastic Hopf bifurcation and chaos appear in the process; the area of the safe basin decreases when the noise intensifies, and the boundary of the safe basin becomes fractal; the system reliability improved through stochastic optimal control. Finally, the theoretical and numerical results were proved by experiments. The results are helpful in the engineering applications of GMF.

Fault detection and diagnosis for non-Gaussian stochastic distribution systems with time delays via RBF neural networks.

PubMed

Yi, Qu; Zhan-ming, Li; Er-chao, Li

2012-11-01

A new fault detection and diagnosis (FDD) problem via the output probability density functions (PDFs) for non-gausian stochastic distribution systems (SDSs) is investigated. The PDFs can be approximated by radial basis functions (RBFs) neural networks. Different from conventional FDD problems, the measured information for FDD is the output stochastic distributions and the stochastic variables involved are not confined to Gaussian ones. A (RBFs) neural network technique is proposed so that the output PDFs can be formulated in terms of the dynamic weighings of the RBFs neural network. In this work, a nonlinear adaptive observer-based fault detection and diagnosis algorithm is presented by introducing the tuning parameter so that the residual is as sensitive as possible to the fault. Stability and Convergency analysis is performed in fault detection and fault diagnosis analysis for the error dynamic system. At last, an illustrated example is given to demonstrate the efficiency of the proposed algorithm, and satisfactory results have been obtained. Copyright © 2012 ISA. Published by Elsevier Ltd. All rights reserved.

Stability analysis for discrete-time stochastic memristive neural networks with both leakage and probabilistic delays.

PubMed

Liu, Hongjian; Wang, Zidong; Shen, Bo; Huang, Tingwen; Alsaadi, Fuad E

2018-06-01

This paper is concerned with the globally exponential stability problem for a class of discrete-time stochastic memristive neural networks (DSMNNs) with both leakage delays as well as probabilistic time-varying delays. For the probabilistic delays, a sequence of Bernoulli distributed random variables is utilized to determine within which intervals the time-varying delays fall at certain time instant. The sector-bounded activation function is considered in the addressed DSMNN. By taking into account the state-dependent characteristics of the network parameters and choosing an appropriate Lyapunov-Krasovskii functional, some sufficient conditions are established under which the underlying DSMNN is globally exponentially stable in the mean square. The derived conditions are made dependent on both the leakage and the probabilistic delays, and are therefore less conservative than the traditional delay-independent criteria. A simulation example is given to show the effectiveness of the proposed stability criterion. Copyright © 2018 Elsevier Ltd. All rights reserved.

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

PubMed

Niu, Yuanling; Wang, Yue; Zhou, Da

2015-12-07

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

Robust stability for uncertain stochastic fuzzy BAM neural networks with time-varying delays

NASA Astrophysics Data System (ADS)

Syed Ali, M.; Balasubramaniam, P.

2008-07-01

In this Letter, by utilizing the Lyapunov functional and combining with the linear matrix inequality (LMI) approach, we analyze the global asymptotic stability of uncertain stochastic fuzzy Bidirectional Associative Memory (BAM) neural networks with time-varying delays which are represented by the Takagi-Sugeno (TS) fuzzy models. A new class of uncertain stochastic fuzzy BAM neural networks with time varying delays has been studied and sufficient conditions have been derived to obtain conservative result in stochastic settings. The developed results are more general than those reported in the earlier literatures. In addition, the numerical examples are provided to illustrate the applicability of the result using LMI toolbox in MATLAB.

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

NASA Astrophysics Data System (ADS)

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

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

Stochastic stability properties of jump linear systems

NASA Technical Reports Server (NTRS)

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

1992-01-01

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

Stochastic subspace identification for operational modal analysis of an arch bridge

NASA Astrophysics Data System (ADS)

Loh, Chin-Hsiung; Chen, Ming-Che; Chao, Shu-Hsien

2012-04-01

In this paer the application of output-only system identification technique, known as Stochastic Subspace Identification (SSI) algorithms, for civil infrastructures is carried out. The ability of covariance driven stochastic subspace identification (SSI-COV) was proved through the analysis of the ambient data of an arch bridge under operational condition. A newly developed signal processing technique, Singular Spectrum analysis (SSA), capable to smooth noisy signals, is adopted for pre-processing the recorded data before the SSI. The conjunction of SSA and SSICOV provides a useful criterion for the system order determination. With the aim of estimating accurate modal parameters of the structure in off-line analysis, a stabilization diagram is constructed by plotting the identified poles of the system with increasing the size of data Hankel matrix. Identification task of a real structure, Guandu Bridge, is carried out to identify the system natural frequencies and mode shapes. The uncertainty of the identified model parameters from output-only measurement of the bridge under operation condition, such as temperature and traffic loading conditions, is discussed.

Stability of a three-species stochastic delay predator-prey system with Lévy noise

NASA Astrophysics Data System (ADS)

Wu, Jian

2018-07-01

This work is concerned with a three-species stochastic delay prey-mesopredator-superpredator system with Lévy noise. We will characterize the complete dynamic scenarios of stability in distribution of solution (SDS) by three parameters κ1 ,κ2 ,κ3 which depend on the interaction and Lévy noise.

New exponential stability criteria for stochastic BAM neural networks with impulses

NASA Astrophysics Data System (ADS)

Sakthivel, R.; Samidurai, R.; Anthoni, S. M.

2010-10-01

In this paper, we study the global exponential stability of time-delayed stochastic bidirectional associative memory neural networks with impulses and Markovian jumping parameters. A generalized activation function is considered, and traditional assumptions on the boundedness, monotony and differentiability of activation functions are removed. We obtain a new set of sufficient conditions in terms of linear matrix inequalities, which ensures the global exponential stability of the unique equilibrium point for stochastic BAM neural networks with impulses. The Lyapunov function method with the Itô differential rule is employed for achieving the required result. Moreover, a numerical example is provided to show that the proposed result improves the allowable upper bound of delays over some existing results in the literature.

Non-linear dynamic characteristics and optimal control of giant magnetostrictive film subjected to in-plane stochastic excitation

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

Zhu, Z. W., E-mail: zhuzhiwen@tju.edu.cn; Tianjin Key Laboratory of Non-linear Dynamics and Chaos Control, 300072, Tianjin; Zhang, W. D., E-mail: zhangwenditju@126.com

2014-03-15

The non-linear dynamic characteristics and optimal control of a giant magnetostrictive film (GMF) subjected to in-plane stochastic excitation were studied. Non-linear differential items were introduced to interpret the hysteretic phenomena of the GMF, and the non-linear dynamic model of the GMF subjected to in-plane stochastic excitation was developed. The stochastic stability was analysed, and the probability density function was obtained. The condition of stochastic Hopf bifurcation and noise-induced chaotic response were determined, and the fractal boundary of the system's safe basin was provided. The reliability function was solved from the backward Kolmogorov equation, and an optimal control strategy was proposedmore » in the stochastic dynamic programming method. Numerical simulation shows that the system stability varies with the parameters, and stochastic Hopf bifurcation and chaos appear in the process; the area of the safe basin decreases when the noise intensifies, and the boundary of the safe basin becomes fractal; the system reliability improved through stochastic optimal control. Finally, the theoretical and numerical results were proved by experiments. The results are helpful in the engineering applications of GMF.« less

Analysis of stochastic model for non-linear volcanic dynamics

NASA Astrophysics Data System (ADS)

Alexandrov, D.; Bashkirtseva, I.; Ryashko, L.

2014-12-01

Motivated by important geophysical applications we consider a dynamic model of the magma-plug system previously derived by Iverson et al. (2006) under the influence of stochastic forcing. Due to strong nonlinearity of the friction force for solid plug along its margins, the initial deterministic system exhibits impulsive oscillations. Two types of dynamic behavior of the system under the influence of the parametric stochastic forcing have been found: random trajectories are scattered on both sides of the deterministic cycle or grouped on its internal side only. It is shown that dispersions are highly inhomogeneous along cycles in the presence of noises. The effects of noise-induced shifts, pressure stabilization and localization of random trajectories have been revealed with increasing the noise intensity. The plug velocity, pressure and displacement are highly dependent of noise intensity as well. These new stochastic phenomena are related with the nonlinear peculiarities of the deterministic phase portrait. It is demonstrated that the repetitive stick-slip motions of the magma-plug system in the case of stochastic forcing can be connected with drumbeat earthquakes.

The development of the deterministic nonlinear PDEs in particle physics to stochastic case

NASA Astrophysics Data System (ADS)

Abdelrahman, Mahmoud A. E.; Sohaly, M. A.

2018-06-01

In the present work, accuracy method called, Riccati-Bernoulli Sub-ODE technique is used for solving the deterministic and stochastic case of the Phi-4 equation and the nonlinear Foam Drainage equation. Also, the control on the randomness input is studied for stability stochastic process solution.

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

NASA Astrophysics Data System (ADS)

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

2017-08-01

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

Chatter detection in turning using persistent homology

NASA Astrophysics Data System (ADS)

Khasawneh, Firas A.; Munch, Elizabeth

2016-03-01

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

Adaptive Fuzzy Control Design for Stochastic Nonlinear Switched Systems With Arbitrary Switchings and Unmodeled Dynamics.

PubMed

Li, Yongming; Sui, Shuai; Tong, Shaocheng

2017-02-01

This paper deals with the problem of adaptive fuzzy output feedback control for a class of stochastic nonlinear switched systems. The controlled system in this paper possesses unmeasured states, completely unknown nonlinear system functions, unmodeled dynamics, and arbitrary switchings. A state observer which does not depend on the switching signal is constructed to tackle the unmeasured states. Fuzzy logic systems are employed to identify the completely unknown nonlinear system functions. Based on the common Lyapunov stability theory and stochastic small-gain theorem, a new robust adaptive fuzzy backstepping stabilization control strategy is developed. The stability of the closed-loop system on input-state-practically stable in probability is proved. The simulation results are given to verify the efficiency of the proposed fuzzy adaptive control scheme.

Finite-time stability of neutral-type neural networks with random time-varying delays

NASA Astrophysics Data System (ADS)

Ali, M. Syed; Saravanan, S.; Zhu, Quanxin

2017-11-01

This paper is devoted to the finite-time stability analysis of neutral-type neural networks with random time-varying delays. The randomly time-varying delays are characterised by Bernoulli stochastic variable. This result can be extended to analysis and design for neutral-type neural networks with random time-varying delays. On the basis of this paper, we constructed suitable Lyapunov-Krasovskii functional together and established a set of sufficient linear matrix inequalities approach to guarantee the finite-time stability of the system concerned. By employing the Jensen's inequality, free-weighting matrix method and Wirtinger's double integral inequality, the proposed conditions are derived and two numerical examples are addressed for the effectiveness of the developed techniques.

Sliding mode control-based linear functional observers for discrete-time stochastic systems

NASA Astrophysics Data System (ADS)

Singh, Satnesh; Janardhanan, Sivaramakrishnan

2017-11-01

Sliding mode control (SMC) is one of the most popular techniques to stabilise linear discrete-time stochastic systems. However, application of SMC becomes difficult when the system states are not available for feedback. This paper presents a new approach to design a SMC-based functional observer for discrete-time stochastic systems. The functional observer is based on the Kronecker product approach. Existence conditions and stability analysis of the proposed observer are given. The control input is estimated by a novel linear functional observer. This approach leads to a non-switching type of control, thereby eliminating the fundamental cause of chatter. Furthermore, the functional observer is designed in such a way that the effect of process and measurement noise is minimised. Simulation example is given to illustrate and validate the proposed design method.

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

PubMed Central

Truccolo, Wilson

2017-01-01

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

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

PubMed

Gerhard, Felipe; Deger, Moritz; Truccolo, Wilson

2017-02-01

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

Stability of continuous-time quantum filters with measurement imperfections

NASA Astrophysics Data System (ADS)

Amini, H.; Pellegrini, C.; Rouchon, P.

2014-07-01

The fidelity between the state of a continuously observed quantum system and the state of its associated quantum filter, is shown to be always a submartingale. The observed system is assumed to be governed by a continuous-time Stochastic Master Equation (SME), driven simultaneously by Wiener and Poisson processes and that takes into account incompleteness and errors in measurements. This stability result is the continuous-time counterpart of a similar stability result already established for discrete-time quantum systems and where the measurement imperfections are modelled by a left stochastic matrix.

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.

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

PubMed

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

2017-09-19

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

Computer-aided molecular modeling techniques for predicting the stability of drug cyclodextrin inclusion complexes in aqueous solutions

NASA Astrophysics Data System (ADS)

Faucci, Maria Teresa; Melani, Fabrizio; Mura, Paola

2002-06-01

Molecular modeling was used to investigate factors influencing complex formation between cyclodextrins and guest molecules and predict their stability through a theoretical model based on the search for a correlation between experimental stability constants ( Ks) and some theoretical parameters describing complexation (docking energy, host-guest contact surfaces, intermolecular interaction fields) calculated from complex structures at a minimum conformational energy, obtained through stochastic methods based on molecular dynamic simulations. Naproxen, ibuprofen, ketoprofen and ibuproxam were used as model drug molecules. Multiple Regression Analysis allowed identification of the significant factors for the complex stability. A mathematical model ( r=0.897) related log Ks with complex docking energy and lipophilic molecular fields of cyclodextrin and drug.

Meteorological Measurements from Satellite Platforms. [stability and control of flexible stochastic satellites

NASA Technical Reports Server (NTRS)

Suomi, V. E.

1975-01-01

The stability of stochastic satellites and the stability and control of flexible satellites were investigated. The effects of random environmental torques and noises in the moments of inertia of spinning and three-axes stabilized satellites were first compared analytically by four methods and by analog simulations. Among the analytical methods, it was shown that the Fokker-Planck formulation yields predictions which most coincide with the simulation results. It was then shown that the required stability criterion of a satellite is quite different from that obtained by a deterministic approach, under the assumption that the environmental and control torques experienced by the satellite are random. Finally, it was demonstrated that, by monitoring the deformations of the flexible elements of a satellite, the effectiveness of the satellite control system can be increased considerably.

Model selection for integrated pest management with stochasticity.

PubMed

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

2018-04-07

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

Diversity, Stability, and Reproducibility in Stochastically Assembled Microbial Ecosystems

NASA Astrophysics Data System (ADS)

Goyal, Akshit; Maslov, Sergei

2018-04-01

Microbial ecosystems are remarkably diverse, stable, and usually consist of a mixture of core and peripheral species. Here we propose a conceptual model exhibiting all these emergent properties in quantitative agreement with real ecosystem data, specifically species abundance and prevalence distributions. Resource competition and metabolic commensalism drive the stochastic ecosystem assembly in our model. We demonstrate that even when supplied with just one resource, ecosystems can exhibit high diversity, increasing stability, and partial reproducibility between samples.

Potential and flux field landscape theory. I. Global stability and dynamics of spatially dependent non-equilibrium systems.

PubMed

Wu, Wei; Wang, Jin

2013-09-28

We established a potential and flux field landscape theory to quantify the global stability and dynamics of general spatially dependent non-equilibrium deterministic and stochastic systems. We extended our potential and flux landscape theory for spatially independent non-equilibrium stochastic systems described by Fokker-Planck equations to spatially dependent stochastic systems governed by general functional Fokker-Planck equations as well as functional Kramers-Moyal equations derived from master equations. Our general theory is applied to reaction-diffusion systems. For equilibrium spatially dependent systems with detailed balance, the potential field landscape alone, defined in terms of the steady state probability distribution functional, determines the global stability and dynamics of the system. The global stability of the system is closely related to the topography of the potential field landscape in terms of the basins of attraction and barrier heights in the field configuration state space. The effective driving force of the system is generated by the functional gradient of the potential field alone. For non-equilibrium spatially dependent systems, the curl probability flux field is indispensable in breaking detailed balance and creating non-equilibrium condition for the system. A complete characterization of the non-equilibrium dynamics of the spatially dependent system requires both the potential field and the curl probability flux field. While the non-equilibrium potential field landscape attracts the system down along the functional gradient similar to an electron moving in an electric field, the non-equilibrium flux field drives the system in a curly way similar to an electron moving in a magnetic field. In the small fluctuation limit, the intrinsic potential field as the small fluctuation limit of the potential field for spatially dependent non-equilibrium systems, which is closely related to the steady state probability distribution functional, is found to be a Lyapunov functional of the deterministic spatially dependent system. Therefore, the intrinsic potential landscape can characterize the global stability of the deterministic system. The relative entropy functional of the stochastic spatially dependent non-equilibrium system is found to be the Lyapunov functional of the stochastic dynamics of the system. Therefore, the relative entropy functional quantifies the global stability of the stochastic system with finite fluctuations. Our theory offers an alternative general approach to other field-theoretic techniques, to study the global stability and dynamics of spatially dependent non-equilibrium field systems. It can be applied to many physical, chemical, and biological spatially dependent non-equilibrium systems.

EKF-Based Enhanced Performance Controller Design for Nonlinear Stochastic Systems

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

Zhou, Yuyang; Zhang, Qichun; Wang, Hong

In this paper, a novel control algorithm is presented to enhance the performance of tracking property for a class of non-linear dynamic stochastic systems with unmeasurable variables. To minimize the entropy of tracking errors without changing the existing closed loop with PI controller, the enhanced performance loop is constructed based on the state estimation by extended Kalman Filter and the new controller is designed by full state feedback following this presented control algorithm. Besides, the conditions are obtained for the stability analysis in the mean square sense. In the end, the comparative simulation results are given to illustrate the effectivenessmore » of proposed control algorithm.« less

Multigroup SIR epidemic model with stochastic perturbation

NASA Astrophysics Data System (ADS)

Ji, Chunyan; Jiang, Daqing; Shi, Ningzhong

2011-05-01

In this paper, we discuss a multigroup SIR model with stochastic perturbation. We deduce the globally asymptotic stability of the disease-free equilibrium when R0≤1, which means the disease will die out. On the other hand, when R0>1, we derive the disease will prevail, which is measured through the difference between the solution and the endemic equilibrium of the deterministic model in time average. Furthermore, we prove the system is persistent in the mean which also reflects the disease will prevail. The key to our analysis is choosing appropriate Lyapunov functions. Finally, we illustrate the dynamic behavior of the model with n=2 and their approximations via a range of numerical experiments.

Stochastic stability in three-player games.

PubMed

Kamiński, Dominik; Miekisz, Jacek; Zaborowski, Marcin

2005-11-01

Animal behavior and evolution can often be described by game-theoretic models. Although in many situations the number of players is very large, their strategic interactions are usually decomposed into a sum of two-player games. Only recently were evolutionarily stable strategies defined for multi-player games and their properties analyzed [Broom, M., Cannings, C., Vickers, G.T., 1997. Multi-player matrix games. Bull. Math. Biol. 59, 931-952]. Here we study the long-run behavior of stochastic dynamics of populations of randomly matched individuals playing symmetric three-player games. We analyze the stochastic stability of equilibria in games with multiple evolutionarily stable strategies. We also show that, in some games, a population may not evolve in the long run to an evolutionarily stable equilibrium.

Arctic Sea Ice: Trends, Stability and Variability

NASA Astrophysics Data System (ADS)

Moon, Woosok

A stochastic Arctic sea-ice model is derived and analyzed in detail to interpret the recent decay and associated variability of Arctic sea-ice under changes in greenhouse gas forcing widely referred to as global warming. The approach begins from a deterministic model of the heat flux balance through the air/sea/ice system, which uses observed monthly-averaged heat fluxes to drive a time evolution of sea-ice thickness. This model reproduces the observed seasonal cycle of the ice cover and it is to this that stochastic noise---representing high frequency variability---is introduced. The model takes the form of a single periodic non-autonomous stochastic ordinary differential equation. Following an introductory chapter, the two that follow focus principally on the properties of the deterministic model in order to identify the main properties governing the stability of the ice cover. In chapter 2 the underlying time-dependent solutions to the deterministic model are analyzed for their stability. It is found that the response time-scale of the system to perturbations is dominated by the destabilizing sea-ice albedo feedback, which is operative in the summer, and the stabilizing long wave radiative cooling of the ice surface, which is operative in the winter. This basic competition is found throughout the thesis to define the governing dynamics of the system. In particular, as greenhouse gas forcing increases, the sea-ice albedo feedback becomes more effective at destabilizing the system. Thus, any projections of the future state of Arctic sea-ice will depend sensitively on the treatment of the ice-albedo feedback. This in turn implies that the treatment a fractional ice cover as the ice areal extent changes rapidly, must be handled with the utmost care. In chapter 3, the idea of a two-season model, with just winter and summer, is revisited. By breaking the seasonal cycle up in this manner one can simplify the interpretation of the basic dynamics. Whereas in the fully time-dependent seasonal model one finds stable seasonal ice cover (vanishing in the summer but reappearing in the winter), in previous two-season models such a state could not be found. In this chapter the sufficient conditions are found for a stable seasonal ice cover, which reside in including a time variation in the shortwave radiance during summer. This provides a qualitative interpretation of the continuous and reversible shift from perennial to seasonally-varying states in the more complex deterministic model. In order to put the stochastic model into a realistic observational framework, in chapter 4, the analysis of daily satellite retrievals of ice albedo and ice extent is described. Both the basic statistics are examined and a new method, called multi-fractal temporally weighted detrended fluctuation analysis, is applied. Because the basic data are taken on daily time scales, the full fidelity of the retrieved data is accessed and we find time scales from days and weeks to seasonal and decadal. Importantly, the data show a white-noise structure on annual to biannual time scales and this provides the basis for using a Wiener process for the noise in the stochastic Arctic sea-ice model. In chapter 5 a generalized perturbation analysis of a non-autonomous stochastic differential equation is developed and then applied to interpreting the variability of Arctic sea-ice as greenhouse gas forcing increases. The resulting analytic expressions of the statistical moments provide insight into the transient and memory-delay effects associated with the basic competition in the system: the ice-albedo feedback and long wave radiative stabilization along with the asymmetry in the nonlinearity of the deterministic contributions to the model and the magnitude and structure of the stochastic noise. A systematic study of the impact of the noise structure, from additive to multiplicative, is undertaken in chapters 6 and 7. Finally, in chapter 8 the matter of including a fractional ice cover into a deterministic model is addressed. It is found that a simple but crucial mistake is made in one of the most widely used model schemes and this has a major impact given the important role of areal fraction in the ice-albedo feedback in such a model. The thesis is summarized in chapter 9.

Complete synchronization of the global coupled dynamical network induced by Poisson noises.

PubMed

Guo, Qing; Wan, Fangyi

2017-01-01

The different Poisson noise-induced complete synchronization of the global coupled dynamical network is investigated. Based on the stability theory of stochastic differential equations driven by Poisson process, we can prove that Poisson noises can induce synchronization and sufficient conditions are established to achieve complete synchronization with probability 1. Furthermore, numerical examples are provided to show the agreement between theoretical and numerical analysis.

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

NASA Astrophysics Data System (ADS)

Liu, Xiangdong; Li, Qingze; Pan, Jianxin

2018-06-01

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

Effects of deterministic and random refuge in a prey-predator model with parasite infection.

PubMed

Mukhopadhyay, B; Bhattacharyya, R

2012-09-01

Most natural ecosystem populations suffer from various infectious diseases and the resulting host-pathogen dynamics is dependent on host's characteristics. On the other hand, empirical evidences show that for most host pathogen systems, a part of the host population always forms a refuge. To study the role of refuge on the host-pathogen interaction, we study a predator-prey-pathogen model where the susceptible and the infected prey can undergo refugia of constant size to evade predator attack. The stability aspects of the model system is investigated from a local and global perspective. The study reveals that the refuge sizes for the susceptible and the infected prey are the key parameters that control possible predator extinction as well as species co-existence. Next we perform a global study of the model system using Lyapunov functions and show the existence of a global attractor. Finally we perform a stochastic extension of the basic model to study the phenomenon of random refuge arising from various intrinsic, habitat-related and environmental factors. The stochastic model is analyzed for exponential mean square stability. Numerical study of the stochastic model shows that increasing the refuge rates has a stabilizing effect on the stochastic dynamics. Copyright © 2012 Elsevier Inc. All rights reserved.

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

NASA Astrophysics Data System (ADS)

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

2016-07-01

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

Adaptive optimal stochastic state feedback control of resistive wall modes in tokamaks

NASA Astrophysics Data System (ADS)

Sun, Z.; Sen, A. K.; Longman, R. W.

2006-01-01

An adaptive optimal stochastic state feedback control is developed to stabilize the resistive wall mode (RWM) instability in tokamaks. The extended least-square method with exponential forgetting factor and covariance resetting is used to identify (experimentally determine) the time-varying stochastic system model. A Kalman filter is used to estimate the system states. The estimated system states are passed on to an optimal state feedback controller to construct control inputs. The Kalman filter and the optimal state feedback controller are periodically redesigned online based on the identified system model. This adaptive controller can stabilize the time-dependent RWM in a slowly evolving tokamak discharge. This is accomplished within a time delay of roughly four times the inverse of the growth rate for the time-invariant model used.

Adaptive Optimal Stochastic State Feedback Control of Resistive Wall Modes in Tokamaks

NASA Astrophysics Data System (ADS)

Sun, Z.; Sen, A. K.; Longman, R. W.

2007-06-01

An adaptive optimal stochastic state feedback control is developed to stabilize the resistive wall mode (RWM) instability in tokamaks. The extended least square method with exponential forgetting factor and covariance resetting is used to identify the time-varying stochastic system model. A Kalman filter is used to estimate the system states. The estimated system states are passed on to an optimal state feedback controller to construct control inputs. The Kalman filter and the optimal state feedback controller are periodically redesigned online based on the identified system model. This adaptive controller can stabilize the time dependent RWM in a slowly evolving tokamak discharge. This is accomplished within a time delay of roughly four times the inverse of the growth rate for the time-invariant model used.

Stochastic sensitivity of a bistable energy model for visual perception

NASA Astrophysics Data System (ADS)

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

2017-01-01

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

Existence, uniqueness, and stability of stochastic neutral functional differential equations of Sobolev-type

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

Yang, Xuetao; Zhu, Quanxin, E-mail: zqx22@126.com

2015-12-15

In this paper, we are mainly concerned with a class of stochastic neutral functional differential equations of Sobolev-type with Poisson jumps. Under two different sets of conditions, we establish the existence of the mild solution by applying the Leray-Schauder alternative theory and the Sadakovskii’s fixed point theorem, respectively. Furthermore, we use the Bihari’s inequality to prove the Osgood type uniqueness. Also, the mean square exponential stability is investigated by applying the Gronwall inequality. Finally, two examples are given to illustrate the theory results.

Proteins QSAR with Markov average electrostatic potentials.

PubMed

González-Díaz, Humberto; Uriarte, Eugenio

2005-11-15

Classic physicochemical and topological indices have been largely used in small molecules QSAR but less in proteins QSAR. In this study, a Markov model is used to calculate, for the first time, average electrostatic potentials xik for an indirect interaction between aminoacids placed at topologic distances k within a given protein backbone. The short-term average stochastic potential xi1 for 53 Arc repressor mutants was used to model the effect of Alanine scanning on thermal stability. The Arc repressor is a model protein of relevance for biochemical studies on bioorganics and medicinal chemistry. A linear discriminant analysis model developed correctly classified 43 out of 53, 81.1% of proteins according to their thermal stability. More specifically, the model classified 20/28, 71.4% of proteins with near wild-type stability and 23/25, 92.0% of proteins with reduced stability. Moreover, predictability in cross-validation procedures was of 81.0%. Expansion of the electrostatic potential in the series xi0, xi1, xi2, and xi3, justified the use of the abrupt truncation approach, being the overall accuracy >70.0% for xi0 but equal for xi1, xi2, and xi3. The xi1 model compared favorably with respect to others based on D-Fire potential, surface area, volume, partition coefficient, and molar refractivity, with less than 77.0% of accuracy [Ramos de Armas, R.; González-Díaz, H.; Molina, R.; Uriarte, E. Protein Struct. Func. Bioinf.2004, 56, 715]. The xi1 model also has more tractable interpretation than others based on Markovian negentropies and stochastic moments. Finally, the model is notably simpler than the two models based on quadratic and linear indices. Both models, reported by Marrero-Ponce et al., use four-to-five time more descriptors. Introduction of average stochastic potentials may be useful for QSAR applications; having xik amenable physical interpretation and being very effective.

An improved method to represent DEM uncertainty in glacial lake outburst flood propagation using stochastic simulations

NASA Astrophysics Data System (ADS)

Watson, Cameron S.; Carrivick, Jonathan; Quincey, Duncan

2015-10-01

Modelling glacial lake outburst floods (GLOFs) or 'jökulhlaups', necessarily involves the propagation of large and often stochastic uncertainties throughout the source to impact process chain. Since flood routing is primarily a function of underlying topography, communication of digital elevation model (DEM) uncertainty should accompany such modelling efforts. Here, a new stochastic first-pass assessment technique was evaluated against an existing GIS-based model and an existing 1D hydrodynamic model, using three DEMs with different spatial resolution. The analysis revealed the effect of DEM uncertainty and model choice on several flood parameters and on the prediction of socio-economic impacts. Our new model, which we call MC-LCP (Monte Carlo Least Cost Path) and which is distributed in the supplementary information, demonstrated enhanced 'stability' when compared to the two existing methods, and this 'stability' was independent of DEM choice. The MC-LCP model outputs an uncertainty continuum within its extent, from which relative socio-economic risk can be evaluated. In a comparison of all DEM and model combinations, the Shuttle Radar Topography Mission (SRTM) DEM exhibited fewer artefacts compared to those with the Advanced Spaceborne Thermal Emission and Reflection Radiometer Global Digital Elevation Model (ASTER GDEM), and were comparable to those with a finer resolution Advanced Land Observing Satellite Panchromatic Remote-sensing Instrument for Stereo Mapping (ALOS PRISM) derived DEM. Overall, we contend that the variability we find between flood routing model results suggests that consideration of DEM uncertainty and pre-processing methods is important when assessing flow routing and when evaluating potential socio-economic implications of a GLOF event. Incorporation of a stochastic variable provides an illustration of uncertainty that is important when modelling and communicating assessments of an inherently complex process.

Stochastic modeling of cell growth with symmetric or asymmetric division

NASA Astrophysics Data System (ADS)

Marantan, Andrew; Amir, Ariel

2016-07-01

We consider a class of biologically motivated stochastic processes in which a unicellular organism divides its resources (volume or damaged proteins, in particular) symmetrically or asymmetrically between its progeny. Assuming the final amount of the resource is controlled by a growth policy and subject to additive and multiplicative noise, we derive the recursive integral equation describing the evolution of the resource distribution over subsequent generations and use it to study the properties of stable resource distributions. We find conditions under which a unique stable resource distribution exists and calculate its moments for the class of affine linear growth policies. Moreover, we apply an asymptotic analysis to elucidate the conditions under which the stable distribution (when it exists) has a power-law tail. Finally, we use the results of this asymptotic analysis along with the moment equations to draw a stability phase diagram for the system that reveals the counterintuitive result that asymmetry serves to increase stability while at the same time widening the stable distribution. We also briefly discuss how cells can divide damaged proteins asymmetrically between their progeny as a form of damage control. In the appendixes, motivated by the asymmetric division of cell volume in Saccharomyces cerevisiae, we extend our results to the case wherein mother and daughter cells follow different growth policies.

Composite Robust $$H_\\infty$$ Control for Uncertain Stochastic Nonlinear Systems with State Delay via Disturbance Observer

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

Liu, Yunlong; Wang, Hong; Guo, Lei

Here in this note, the robust stochastic stabilization and robust H_infinity control problems are investigated for uncertain stochastic time-delay systems with nonlinearity and multiple disturbances. By estimating the disturbance, which can be described by an exogenous model, a composite hierarchical control scheme is proposed that integrates the output of the disturbance observer with state feedback control law. Sufficient conditions for the existence of the disturbance observer and composite hierarchical controller are established in terms of linear matrix inequalities, which ensure the mean-square asymptotic stability of the resulting closed-loop system and the disturbance attenuation. It has been shown that the disturbancemore » rejection performance can also be achieved. A numerical example is provided to show the potential of the proposed techniques and encouraging results have been obtained.« less

Composite Robust $$H_\\infty$$ Control for Uncertain Stochastic Nonlinear Systems with State Delay via Disturbance Observer

DOE PAGES

Liu, Yunlong; Wang, Hong; Guo, Lei

2018-03-26

Here in this note, the robust stochastic stabilization and robust H_infinity control problems are investigated for uncertain stochastic time-delay systems with nonlinearity and multiple disturbances. By estimating the disturbance, which can be described by an exogenous model, a composite hierarchical control scheme is proposed that integrates the output of the disturbance observer with state feedback control law. Sufficient conditions for the existence of the disturbance observer and composite hierarchical controller are established in terms of linear matrix inequalities, which ensure the mean-square asymptotic stability of the resulting closed-loop system and the disturbance attenuation. It has been shown that the disturbancemore » rejection performance can also be achieved. A numerical example is provided to show the potential of the proposed techniques and encouraging results have been obtained.« less

Dynamics of the stochastic low concentration trimolecular oscillatory chemical system with jumps

NASA Astrophysics Data System (ADS)

Wei, Yongchang; Yang, Qigui

2018-06-01

This paper is devoted to discern long time dynamics through the stochastic low concentration trimolecular oscillatory chemical system with jumps. By Lyapunov technique, this system is proved to have a unique global positive solution, and the asymptotic stability in mean square of such model is further established. Moreover, the existence of random attractor and Lyapunov exponents are obtained for the stochastic homeomorphism flow generated by the corresponding global positive solution. And some numerical simulations are given to illustrate the presented results.

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

PubMed

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

2014-12-01

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

Energy-balance climate models

NASA Technical Reports Server (NTRS)

North, G. R.; Cahalan, R. F.; Coakley, J. A., Jr.

1980-01-01

An introductory survey of the global energy balance climate models is presented with an emphasis on analytical results. A sequence of increasingly complicated models involving ice cap and radiative feedback processes are solved and the solutions and parameter sensitivities are studied. The model parameterizations are examined critically in light of many current uncertainties. A simple seasonal model is used to study the effects of changes in orbital elements on the temperature field. A linear stability theorem and a complete nonlinear stability analysis for the models are developed. Analytical solutions are also obtained for the linearized models driven by stochastic forcing elements. In this context the relation between natural fluctuation statistics and climate sensitivity is stressed.

Energy balance climate models

NASA Technical Reports Server (NTRS)

North, G. R.; Cahalan, R. F.; Coakley, J. A., Jr.

1981-01-01

An introductory survey of the global energy balance climate models is presented with an emphasis on analytical results. A sequence of increasingly complicated models involving ice cap and radiative feedback processes are solved, and the solutions and parameter sensitivities are studied. The model parameterizations are examined critically in light of many current uncertainties. A simple seasonal model is used to study the effects of changes in orbital elements on the temperature field. A linear stability theorem and a complete nonlinear stability analysis for the models are developed. Analytical solutions are also obtained for the linearized models driven by stochastic forcing elements. In this context the relation between natural fluctuation statistics and climate sensitivity is stressed.

The stochastic energy-Casimir method

NASA Astrophysics Data System (ADS)

Arnaudon, Alexis; Ganaba, Nader; Holm, Darryl D.

2018-04-01

In this paper, we extend the energy-Casimir stability method for deterministic Lie-Poisson Hamiltonian systems to provide sufficient conditions for stability in probability of stochastic dynamical systems with symmetries. We illustrate this theory with classical examples of coadjoint motion, including the rigid body, the heavy top, and the compressible Euler equation in two dimensions. The main result is that stable deterministic equilibria remain stable in probability up to a certain stopping time that depends on the amplitude of the noise for finite-dimensional systems and on the amplitude of the spatial derivative of the noise for infinite-dimensional systems. xml:lang="fr"

A feedback control strategy for the airfoil system under non-Gaussian colored noise excitation.

PubMed

Huang, Yong; Tao, Gang

2014-09-01

The stability of a binary airfoil with feedback control under stochastic disturbances, a non-Gaussian colored noise, is studied in this paper. First, based on some approximated theories and methods the non-Gaussian colored noise is simplified to an Ornstein-Uhlenbeck process. Furthermore, via the stochastic averaging method and the logarithmic polar transformation, one dimensional diffusion process can be obtained. At last by applying the boundary conditions, the largest Lyapunov exponent which can determine the almost-sure stability of the system and the effective region of control parameters is calculated.

Adaptive tracking control for a class of stochastic switched systems

NASA Astrophysics Data System (ADS)

Zhang, Hui; Xia, Yuanqing

2018-02-01

The problem of adaptive tracking is considered for a class of stochastic switched systems, in this paper. As preliminaries, the criterion of global asymptotical practical stability in probability is first presented by the aid of common Lyapunov function method. Based on the Lyapunov stability criterion, adaptive backstepping controllers are designed to guarantee that the closed-loop system has a unique global solution, which is globally asymptotically practically stable in probability, and the tracking error in the fourth moment converges to an arbitrarily small neighbourhood of zero. Simulation examples are given to demonstrate the efficiency of the proposed schemes.

A feedback control strategy for the airfoil system under non-Gaussian colored noise excitation

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

Huang, Yong, E-mail: hy@njust.edu.cn, E-mail: taogang@njust.edu.cn; Tao, Gang, E-mail: hy@njust.edu.cn, E-mail: taogang@njust.edu.cn

2014-09-01

The stability of a binary airfoil with feedback control under stochastic disturbances, a non-Gaussian colored noise, is studied in this paper. First, based on some approximated theories and methods the non-Gaussian colored noise is simplified to an Ornstein-Uhlenbeck process. Furthermore, via the stochastic averaging method and the logarithmic polar transformation, one dimensional diffusion process can be obtained. At last by applying the boundary conditions, the largest Lyapunov exponent which can determine the almost-sure stability of the system and the effective region of control parameters is calculated.

Influence analysis of fluctuation parameters on flow stability based on uncertainty method

NASA Astrophysics Data System (ADS)

Meng, Tao; Fan, Shangchun; Wang, Chi; Shi, Huichao

2018-05-01

The relationship between flow fluctuation and pressure in a flow facility is studied theoretically and experimentally in this paper, and a method for measuring the flow fluctuation is proposed. According to the synchronicity of pressure and flow fluctuation, the amplitude of the flow fluctuation is calculated using the pressure measured in the flow facility and measurement of the flow fluctuation in a wide range of frequency is realized. Based on the method proposed, uncertainty analysis is used to evaluate the influences of different parameters on the flow fluctuation by the help of a sample-based stochastic model established and the parameters that have great influence are found, which can be a reference for the optimization design and the stability improvement of the flow facility.

Convergence and stability of the exponential Euler method for semi-linear stochastic delay differential equations.

PubMed

Zhang, Ling

2017-01-01

The main purpose of this paper is to investigate the strong convergence and exponential stability in mean square of the exponential Euler method to semi-linear stochastic delay differential equations (SLSDDEs). It is proved that the exponential Euler approximation solution converges to the analytic solution with the strong order [Formula: see text] to SLSDDEs. On the one hand, the classical stability theorem to SLSDDEs is given by the Lyapunov functions. However, in this paper we study the exponential stability in mean square of the exact solution to SLSDDEs by using the definition of logarithmic norm. On the other hand, the implicit Euler scheme to SLSDDEs is known to be exponentially stable in mean square for any step size. However, in this article we propose an explicit method to show that the exponential Euler method to SLSDDEs is proved to share the same stability for any step size by the property of logarithmic norm.

Influence of stochastic geometric imperfections on the load-carrying behaviour of thin-walled structures using constrained random fields

NASA Astrophysics Data System (ADS)

Lauterbach, S.; Fina, M.; Wagner, W.

2018-04-01

Since structural engineering requires highly developed and optimized structures, the thickness dependency is one of the most controversially debated topics. This paper deals with stability analysis of lightweight thin structures combined with arbitrary geometrical imperfections. Generally known design guidelines only consider imperfections for simple shapes and loading, whereas for complex structures the lower-bound design philosophy still holds. Herein, uncertainties are considered with an empirical knockdown factor representing a lower bound of existing measurements. To fully understand and predict expected bearable loads, numerical investigations are essential, including geometrical imperfections. These are implemented into a stand-alone program code with a stochastic approach to compute random fields as geometric imperfections that are applied to nodes of the finite element mesh of selected structural examples. The stochastic approach uses the Karhunen-Loève expansion for the random field discretization. For this approach, the so-called correlation length l_c controls the random field in a powerful way. This parameter has a major influence on the buckling shape, and also on the stability load. First, the impact of the correlation length is studied for simple structures. Second, since most structures for engineering devices are more complex and combined structures, these are intensively discussed with the focus on constrained random fields for e.g. flange-web-intersections. Specific constraints for those random fields are pointed out with regard to the finite element model. Further, geometrical imperfections vanish where the structure is supported.

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

NASA Astrophysics Data System (ADS)

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

2018-05-01

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

Finite-time synchronization of stochastic coupled neural networks subject to Markovian switching and input saturation.

PubMed

Selvaraj, P; Sakthivel, R; Kwon, O M

2018-06-07

This paper addresses the problem of finite-time synchronization of stochastic coupled neural networks (SCNNs) subject to Markovian switching, mixed time delay, and actuator saturation. In addition, coupling strengths of the SCNNs are characterized by mutually independent random variables. By utilizing a simple linear transformation, the problem of stochastic finite-time synchronization of SCNNs is converted into a mean-square finite-time stabilization problem of an error system. By choosing a suitable mode dependent switched Lyapunov-Krasovskii functional, a new set of sufficient conditions is derived to guarantee the finite-time stability of the error system. Subsequently, with the help of anti-windup control scheme, the actuator saturation risks could be mitigated. Moreover, the derived conditions help to optimize estimation of the domain of attraction by enlarging the contractively invariant set. Furthermore, simulations are conducted to exhibit the efficiency of proposed control scheme. Copyright © 2018 Elsevier Ltd. All rights reserved.

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.

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

NASA Astrophysics Data System (ADS)

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

2016-04-01

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

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

Theisen, Matthew K.; Lafontaine Rivera, Jimmy G.; Liao, James C.

Stability in a metabolic system may not be obtained if incorrect amounts of enzymes are used. Without stability, some metabolites may accumulate or deplete leading to the irreversible loss of the desired operating point. Even if initial enzyme amounts achieve a stable steady state, changes in enzyme amount due to stochastic variations or environmental changes may move the system to the unstable region and lose the steady-state or quasi-steady-state flux. This situation is distinct from the phenomenon characterized by typical sensitivity analysis, which focuses on the smooth change before loss of stability. Here we show that metabolic networks differ significantlymore » in their intrinsic ability to attain stability due to the network structure and kinetic forms, and that after achieving stability, some enzymes are prone to cause instability upon changes in enzyme amounts. We use Ensemble Modelling for Robustness Analysis (EMRA) to analyze stability in four cell-free enzymatic systems when enzyme amounts are changed. Loss of stability in continuous systems can lead to lower production even when the system is tested experimentally in batch experiments. The predictions of instability by EMRA are supported by the lower productivity in batch experimental tests. Finally, the EMRA method incorporates properties of network structure, including stoichiometry and kinetic form, but does not require specific parameter values of the enzymes.« less

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

Pan, Yu, E-mail: yu.pan@anu.edu.au, E-mail: zibo.miao@anu.edu.au; Miao, Zibo, E-mail: yu.pan@anu.edu.au, E-mail: zibo.miao@anu.edu.au; Amini, Hadis, E-mail: nhamini@stanford.edu

Quantum Markovian systems, modeled as unitary dilations in the quantum stochastic calculus of Hudson and Parthasarathy, have become standard in current quantum technological applications. This paper investigates the stability theory of such systems. Lyapunov-type conditions in the Heisenberg picture are derived in order to stabilize the evolution of system operators as well as the underlying dynamics of the quantum states. In particular, using the quantum Markov semigroup associated with this quantum stochastic differential equation, we derive sufficient conditions for the existence and stability of a unique and faithful invariant quantum state. Furthermore, this paper proves the quantum invariance principle, whichmore » extends the LaSalle invariance principle to quantum systems in the Heisenberg picture. These results are formulated in terms of algebraic constraints suitable for engineering quantum systems that are used in coherent feedback networks.« less

On the precision of quasi steady state assumptions in stochastic dynamics

NASA Astrophysics Data System (ADS)

Agarwal, Animesh; Adams, Rhys; Castellani, Gastone C.; Shouval, Harel Z.

2012-07-01

Many biochemical networks have complex multidimensional dynamics and there is a long history of methods that have been used for dimensionality reduction for such reaction networks. Usually a deterministic mass action approach is used; however, in small volumes, there are significant fluctuations from the mean which the mass action approach cannot capture. In such cases stochastic simulation methods should be used. In this paper, we evaluate the applicability of one such dimensionality reduction method, the quasi-steady state approximation (QSSA) [L. Menten and M. Michaelis, "Die kinetik der invertinwirkung," Biochem. Z 49, 333369 (1913)] for dimensionality reduction in case of stochastic dynamics. First, the applicability of QSSA approach is evaluated for a canonical system of enzyme reactions. Application of QSSA to such a reaction system in a deterministic setting leads to Michaelis-Menten reduced kinetics which can be used to derive the equilibrium concentrations of the reaction species. In the case of stochastic simulations, however, the steady state is characterized by fluctuations around the mean equilibrium concentration. Our analysis shows that a QSSA based approach for dimensionality reduction captures well the mean of the distribution as obtained from a full dimensional simulation but fails to accurately capture the distribution around that mean. Moreover, the QSSA approximation is not unique. We have then extended the analysis to a simple bistable biochemical network model proposed to account for the stability of synaptic efficacies; the substrate of learning and memory [J. E. Lisman, "A mechanism of memory storage insensitive to molecular turnover: A bistable autophosphorylating kinase," Proc. Natl. Acad. Sci. U.S.A. 82, 3055-3057 (1985)], 10.1073/pnas.82.9.3055. Our analysis shows that a QSSA based dimensionality reduction method results in errors as big as two orders of magnitude in predicting the residence times in the two stable states.

Explore Stochastic Instabilities of Periodic Points by Transition Path Theory

NASA Astrophysics Data System (ADS)

Cao, Yu; Lin, Ling; Zhou, Xiang

2016-06-01

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

Periodic Solution and Stationary Distribution of Stochastic Predator-Prey Models with Higher-Order Perturbation

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.

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

PubMed

Vellela, Melissa; Qian, Hong

2009-10-06

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

Enlightened Multiscale Simulation of Biochemical Networks. Core Theory, Validating Experiments, and Implementation in Open Software

DTIC Science & Technology

2006-10-01

organisms that can either be in the lysogenic (latent) or lytic (active) state. If following its infection of E . coli , the λ-phage virus enters the...and unfolded proteins (b) in the heat shock response system . . . . . 31 3 Robust stability of the model of Heat Shock in E - coli ...stochastic reachability analysis, all in the context of two biologically motivated and functionally important systems: the heat shock response in E . coli and

influx_s: increasing numerical stability and precision for metabolic flux analysis in isotope labelling experiments.

PubMed

Sokol, Serguei; Millard, Pierre; Portais, Jean-Charles

2012-03-01

The problem of stationary metabolic flux analysis based on isotope labelling experiments first appeared in the early 1950s and was basically solved in early 2000s. Several algorithms and software packages are available for this problem. However, the generic stochastic algorithms (simulated annealing or evolution algorithms) currently used in these software require a lot of time to achieve acceptable precision. For deterministic algorithms, a common drawback is the lack of convergence stability for ill-conditioned systems or when started from a random point. In this article, we present a new deterministic algorithm with significantly increased numerical stability and accuracy of flux estimation compared with commonly used algorithms. It requires relatively short CPU time (from several seconds to several minutes with a standard PC architecture) to estimate fluxes in the central carbon metabolism network of Escherichia coli. The software package influx_s implementing this algorithm is distributed under an OpenSource licence at http://metasys.insa-toulouse.fr/software/influx/. Supplementary data are available at Bioinformatics online.

Research in Stochastic Processes.

DTIC Science & Technology

1983-10-01

increases. A more detailed investigation for the exceedances themselves (rather than Just the cluster centers) was undertaken, together with J. HUsler and...J. HUsler and M.R. Leadbetter, Compoung Poisson limit theorems for high level exceedances by stationary sequences, Center for Stochastic Processes...stability by a random linear operator. C.D. Hardin, General (asymmetric) stable variables and processes. T. Hsing, J. HUsler and M.R. Leadbetter, Compound

Stochastic collective dynamics of charged-particle beams in the stability regime

NASA Astrophysics Data System (ADS)

Petroni, Nicola Cufaro; de Martino, Salvatore; de Siena, Silvio; Illuminati, Fabrizio

2001-01-01

We introduce a description of the collective transverse dynamics of charged (proton) beams in the stability regime by suitable classical stochastic fluctuations. In this scheme, the collective beam dynamics is described by time-reversal invariant diffusion processes deduced by stochastic variational principles (Nelson processes). By general arguments, we show that the diffusion coefficient, expressed in units of length, is given by λcN, where N is the number of particles in the beam and λc the Compton wavelength of a single constituent. This diffusion coefficient represents an effective unit of beam emittance. The hydrodynamic equations of the stochastic dynamics can be easily recast in the form of a Schrödinger equation, with the unit of emittance replacing the Planck action constant. This fact provides a natural connection to the so-called ``quantum-like approaches'' to beam dynamics. The transition probabilities associated to Nelson processes can be exploited to model evolutions suitable to control the transverse beam dynamics. In particular we show how to control, in the quadrupole approximation to the beam-field interaction, both the focusing and the transverse oscillations of the beam, either together or independently.

Stability of Ensemble Models Predicts Productivity of Enzymatic Systems

DOE PAGES

Theisen, Matthew K.; Lafontaine Rivera, Jimmy G.; Liao, James C.

2016-03-10

Stability in a metabolic system may not be obtained if incorrect amounts of enzymes are used. Without stability, some metabolites may accumulate or deplete leading to the irreversible loss of the desired operating point. Even if initial enzyme amounts achieve a stable steady state, changes in enzyme amount due to stochastic variations or environmental changes may move the system to the unstable region and lose the steady-state or quasi-steady-state flux. This situation is distinct from the phenomenon characterized by typical sensitivity analysis, which focuses on the smooth change before loss of stability. Here we show that metabolic networks differ significantlymore » in their intrinsic ability to attain stability due to the network structure and kinetic forms, and that after achieving stability, some enzymes are prone to cause instability upon changes in enzyme amounts. We use Ensemble Modelling for Robustness Analysis (EMRA) to analyze stability in four cell-free enzymatic systems when enzyme amounts are changed. Loss of stability in continuous systems can lead to lower production even when the system is tested experimentally in batch experiments. The predictions of instability by EMRA are supported by the lower productivity in batch experimental tests. Finally, the EMRA method incorporates properties of network structure, including stoichiometry and kinetic form, but does not require specific parameter values of the enzymes.« less

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

PubMed

Wang, Bo; Qi, Qianqian

2018-06-01

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

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

NASA Astrophysics Data System (ADS)

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

Dynamics of a Stochastic Predator-Prey Model with Stage Structure for Predator and Holling Type II Functional Response

NASA Astrophysics Data System (ADS)

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

2018-01-01

In this paper, we develop and study a stochastic predator-prey model with stage structure for predator and Holling type II functional response. First of all, by constructing a suitable stochastic Lyapunov function, we establish sufficient conditions for the existence and uniqueness of an ergodic stationary distribution of the positive solutions to the model. Then, we obtain sufficient conditions for extinction of the predator populations in two cases, that is, the first case is that the prey population survival and the predator populations extinction; the second case is that all the prey and predator populations extinction. The existence of a stationary distribution implies stochastic weak stability. Numerical simulations are carried out to demonstrate the analytical results.

Dynamics of a Stochastic Predator-Prey Model with Stage Structure for Predator and Holling Type II Functional Response

NASA Astrophysics Data System (ADS)

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

2018-06-01

In this paper, we develop and study a stochastic predator-prey model with stage structure for predator and Holling type II functional response. First of all, by constructing a suitable stochastic Lyapunov function, we establish sufficient conditions for the existence and uniqueness of an ergodic stationary distribution of the positive solutions to the model. Then, we obtain sufficient conditions for extinction of the predator populations in two cases, that is, the first case is that the prey population survival and the predator populations extinction; the second case is that all the prey and predator populations extinction. The existence of a stationary distribution implies stochastic weak stability. Numerical simulations are carried out to demonstrate the analytical results.

Mean-Potential Law in Evolutionary Games

NASA Astrophysics Data System (ADS)

Nałecz-Jawecki, Paweł; Miekisz, Jacek

2018-01-01

The Letter presents a novel way to connect random walks, stochastic differential equations, and evolutionary game theory. We introduce a new concept of a potential function for discrete-space stochastic systems. It is based on a correspondence between one-dimensional stochastic differential equations and random walks, which may be exact not only in the continuous limit but also in finite-state spaces. Our method is useful for computation of fixation probabilities in discrete stochastic dynamical systems with two absorbing states. We apply it to evolutionary games, formulating two simple and intuitive criteria for evolutionary stability of pure Nash equilibria in finite populations. In particular, we show that the 1 /3 law of evolutionary games, introduced by Nowak et al. [Nature, 2004], follows from a more general mean-potential law.

Deterministic and stochastic bifurcations in the Hindmarsh-Rose neuronal model

NASA Astrophysics Data System (ADS)

Dtchetgnia Djeundam, S. R.; Yamapi, R.; Kofane, T. C.; Aziz-Alaoui, M. A.

2013-09-01

We analyze the bifurcations occurring in the 3D Hindmarsh-Rose neuronal model with and without random signal. When under a sufficient stimulus, the neuron activity takes place; we observe various types of bifurcations that lead to chaotic transitions. Beside the equilibrium solutions and their stability, we also investigate the deterministic bifurcation. It appears that the neuronal activity consists of chaotic transitions between two periodic phases called bursting and spiking solutions. The stochastic bifurcation, defined as a sudden change in character of a stochastic attractor when the bifurcation parameter of the system passes through a critical value, or under certain condition as the collision of a stochastic attractor with a stochastic saddle, occurs when a random Gaussian signal is added. Our study reveals two kinds of stochastic bifurcation: the phenomenological bifurcation (P-bifurcations) and the dynamical bifurcation (D-bifurcations). The asymptotical method is used to analyze phenomenological bifurcation. We find that the neuronal activity of spiking and bursting chaos remains for finite values of the noise intensity.

Unifying dynamical and structural stability of equilibria

NASA Astrophysics Data System (ADS)

Arnoldi, Jean-François; Haegeman, Bart

2016-09-01

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

Stochastic stability assessment of a semi-free piston engine generator concept

NASA Astrophysics Data System (ADS)

Kigezi, T. N.; Gonzalez Anaya, J. A.; Dunne, J. F.

2016-09-01

Small engines, as power generators with low-noise and vibration characteristics, are needed in two niche application areas: as electric vehicle range extenders and as domestic micro Combined Heat and Power systems. A recent semi-free piston design known as the AMOCATIC generator fully meets this requirement. The engine potentially allows for high energy conversion efficiencies at resonance derived from having a mass and spring assembly. As with free-piston engines in general, stability and control of piston motion has been cited as the prime challenge limiting the technology's widespread application. Using physical principles, we derive in this paper two important results: an energy balance criterion and a related general stability criterion for a semi-free piston engine. Control is achieved by systematically designing a Proportional Integral (PI) controller using a control-oriented engine model for which a specific stability condition is stated. All results are presented in closed form throughout the paper. Simulation results under stochastic pressure conditions show that the proposed energy balance, stability criterion, and PI controller, operate as predicted to yield stable engine operation at fixed compression ratio.

Unifying dynamical and structural stability of equilibria.

PubMed

Arnoldi, Jean-François; Haegeman, Bart

2016-09-01

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

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

NASA Astrophysics Data System (ADS)

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

Skeleton-supported stochastic networks of organic memristive devices: Adaptations and learning

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

Erokhina, Svetlana; Sorokin, Vladimir; Erokhin, Victor, E-mail: victor.erokhin@fis.unipr.it

Stochastic networks of memristive devices were fabricated using a sponge as a skeleton material. Cyclic voltage-current characteristics, measured on the network, revealed properties, similar to the organic memristive device with deterministic architecture. Application of the external training resulted in the adaptation of the network electrical properties. The system revealed an improved stability with respect to the networks, composed from polymer fibers.

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

NASA Technical Reports Server (NTRS)

Balakrishnan, A. V.

1987-01-01

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

Enhancing vestibular function in the elderly with imperceptible electrical stimulation.

PubMed

Serrador, Jorge M; Deegan, Brian M; Geraghty, Maria C; Wood, Scott J

2018-01-10

Age-related loss of vestibular function can result in decrements in gaze stabilization and increased fall risk in the elderly. This study was designed to see if low levels of electrical stochastic noise applied transcutaneously to the vestibular system can improve a gaze stabilization reflex in young and elderly subject groups. Ocular counter-rolling (OCR) using a video-based technique was obtained in 16 subjects during low frequency passive roll tilts. Consistent with previous studies, there was a significant reduction in OCR gains in the elderly compared to the young group. Imperceptible stochastic noise significantly increased OCR in the elderly (Mean 23%, CI: 17-35%). Increases in OCR gain were greatest for those with lowest baseline gain and were negligible in those with normal gain. Since stimulation was effective at low levels undetectable to subjects, stochastic noise may provide a new treatment alternative to enhance vestibular function, specifically otolith-ocular reflexes, in the elderly or patient populations with reduced otolith-ocular function.

Langevin approach to a chemical wave front: Selection of the propagation velocity in the presence of internal noise

NASA Astrophysics Data System (ADS)

Lemarchand, A.; Lesne, A.; Mareschal, M.

1995-05-01

The reaction-diffusion equation associated with the Fisher chemical model A+B-->2A admits wave-front solutions by replacing an unstable stationary state with a stable one. The deterministic analysis concludes that their propagation velocity is not prescribed by the dynamics. For a large class of initial conditions the velocity which is spontaneously selected is equal to the minimum allowed velocity vmin, as predicted by the marginal stability criterion. In order to test the relevance of this deterministic description we investigate the macroscopic consequences, on the velocity and the width of the front, of the intrinsic stochasticity due to the underlying microscopic dynamics. We solve numerically the Langevin equations, deduced analytically from the master equation within a system size expansion procedure. We show that the mean profile associated with the stochastic solution propagates faster than the deterministic solution at a velocity up to 25% greater than vmin.

A new design of robust H∞ sliding mode control for uncertain stochastic T-S fuzzy time-delay systems.

PubMed

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.

Mean-Potential Law in Evolutionary Games.

PubMed

Nałęcz-Jawecki, Paweł; Miękisz, Jacek

2018-01-12

The Letter presents a novel way to connect random walks, stochastic differential equations, and evolutionary game theory. We introduce a new concept of a potential function for discrete-space stochastic systems. It is based on a correspondence between one-dimensional stochastic differential equations and random walks, which may be exact not only in the continuous limit but also in finite-state spaces. Our method is useful for computation of fixation probabilities in discrete stochastic dynamical systems with two absorbing states. We apply it to evolutionary games, formulating two simple and intuitive criteria for evolutionary stability of pure Nash equilibria in finite populations. In particular, we show that the 1/3 law of evolutionary games, introduced by Nowak et al. [Nature, 2004], follows from a more general mean-potential law.

Cosmological stochastic Higgs field stabilization

NASA Astrophysics Data System (ADS)

Gong, Jinn-Ouk; Kitajima, Naoya

2017-09-01

We show that the stochastic evolution of an interacting system of the Higgs field and a spectator scalar field naturally gives rise to an enhanced probability of settling down at the electroweak vacuum at the end of inflation. Subsequent destabilization due to parametric resonance between the Higgs field and the spectator field can be avoided in a wide parameter range. We further argue that the spectator field can play the role of dark matter.

The transfer functions of cardiac tissue during stochastic pacing.

PubMed

de Lange, Enno; Kucera, Jan P

2009-01-01

The restitution properties of cardiac action potential duration (APD) and conduction velocity (CV) are important factors in arrhythmogenesis. They determine alternans, wavebreak, and the patterns of reentrant arrhythmias. We developed a novel approach to characterize restitution using transfer functions. Transfer functions relate an input and an output quantity in terms of gain and phase shift in the complex frequency domain. We derived an analytical expression for the transfer function of interbeat intervals (IBIs) during conduction from one site (input) to another site downstream (output). Transfer functions can be efficiently obtained using a stochastic pacing protocol. Using simulations of conduction and extracellular mapping of strands of neonatal rat ventricular myocytes, we show that transfer functions permit the quantification of APD and CV restitution slopes when it is difficult to measure APD directly. We find that the normally positive CV restitution slope attenuates IBI variations. In contrast, a negative CV restitution slope (induced by decreasing extracellular [K(+)]) amplifies IBI variations with a maximum at the frequency of alternans. Hence, it potentiates alternans and renders conduction unstable, even in the absence of APD restitution. Thus, stochastic pacing and transfer function analysis represent a powerful strategy to evaluate restitution and the stability of conduction.

Control design for robust stability in linear regulators: Application to aerospace flight control

NASA Technical Reports Server (NTRS)

Yedavalli, R. K.

1986-01-01

Time domain stability robustness analysis and design for linear multivariable uncertain systems with bounded uncertainties is the central theme of the research. After reviewing the recently developed upper bounds on the linear elemental (structured), time varying perturbation of an asymptotically stable linear time invariant regulator, it is shown that it is possible to further improve these bounds by employing state transformations. Then introducing a quantitative measure called the stability robustness index, a state feedback conrol design algorithm is presented for a general linear regulator problem and then specialized to the case of modal systems as well as matched systems. The extension of the algorithm to stochastic systems with Kalman filter as the state estimator is presented. Finally an algorithm for robust dynamic compensator design is presented using Parameter Optimization (PO) procedure. Applications in a aircraft control and flexible structure control are presented along with a comparison with other existing methods.

Stochastic seasonality and nonlinear density-dependent factors regulate population size in an African rodent

USGS Publications Warehouse

Leirs, H.; Stenseth, N.C.; Nichols, J.D.; Hines, J.E.; Verhagen, R.; Verheyen, W.

1997-01-01

Ecology has long been troubled by the controversy over how populations are regulated. Some ecologists focus on the role of environmental effects, whereas others argue that density-dependent feedback mechanisms are central. The relative importance of both processes is still hotly debated, but clear examples of both processes acting in the same population are rare. Keyfactor analysis (regression of population changes on possible causal factors) and time-series analysis are often used to investigate the presence of density dependence, but such approaches may be biased and provide no information on actual demographic rates. Here we report on both density-dependent and density-independent effects in a murid rodent pest species, the multimammate rat Mastomys natalensis (Smith, 1834), using statistical capture-recapture models. Both effects occur simultaneously, but we also demonstrate that they do not affect all demographic rates in the same way. We have incorporated the obtained estimates of demographic rates in a population dynamics model and show that the observed dynamics are affected by stabilizing nonlinear density-dependent components coupled with strong deterministic and stochastic seasonal components.

Inducing Tropical Cyclones to Undergo Brownian Motion

NASA Astrophysics Data System (ADS)

Hodyss, D.; McLay, J.; Moskaitis, J.; Serra, E.

2014-12-01

Stochastic parameterization has become commonplace in numerical weather prediction (NWP) models used for probabilistic prediction. Here, a specific stochastic parameterization will be related to the theory of stochastic differential equations and shown to be affected strongly by the choice of stochastic calculus. From an NWP perspective our focus will be on ameliorating a common trait of the ensemble distributions of tropical cyclone (TC) tracks (or position), namely that they generally contain a bias and an underestimate of the variance. With this trait in mind we present a stochastic track variance inflation parameterization. This parameterization makes use of a properly constructed stochastic advection term that follows a TC and induces its position to undergo Brownian motion. A central characteristic of Brownian motion is that its variance increases with time, which allows for an effective inflation of an ensemble's TC track variance. Using this stochastic parameterization we present a comparison of the behavior of TCs from the perspective of the stochastic calculi of Itô and Stratonovich within an operational NWP model. The central difference between these two perspectives as pertains to TCs is shown to be properly predicted by the stochastic calculus and the Itô correction. In the cases presented here these differences will manifest as overly intense TCs, which, depending on the strength of the forcing, could lead to problems with numerical stability and physical realism.

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.

An approach to the drone fleet survivability assessment based on a stochastic continues-time model

NASA Astrophysics Data System (ADS)

Kharchenko, Vyacheslav; Fesenko, Herman; Doukas, Nikos

2017-09-01

An approach and the algorithm to the drone fleet survivability assessment based on a stochastic continues-time model are proposed. The input data are the number of the drones, the drone fleet redundancy coefficient, the drone stability and restoration rate, the limit deviation from the norms of the drone fleet recovery, the drone fleet operational availability coefficient, the probability of the drone failure-free operation, time needed for performing the required tasks by the drone fleet. The ways for improving the recoverable drone fleet survivability taking into account amazing factors of system accident are suggested. Dependencies of the drone fleet survivability rate both on the drone stability and the number of the drones are analysed.

Metastability for discontinuous dynamical systems under Lévy noise: Case study on Amazonian Vegetation.

PubMed

Serdukova, Larissa; Zheng, Yayun; Duan, Jinqiao; Kurths, Jürgen

2017-08-24

For the tipping elements in the Earth's climate system, the most important issue to address is how stable is the desirable state against random perturbations. Extreme biotic and climatic events pose severe hazards to tropical rainforests. Their local effects are extremely stochastic and difficult to measure. Moreover, the direction and intensity of the response of forest trees to such perturbations are unknown, especially given the lack of efficient dynamical vegetation models to evaluate forest tree cover changes over time. In this study, we consider randomness in the mathematical modelling of forest trees by incorporating uncertainty through a stochastic differential equation. According to field-based evidence, the interactions between fires and droughts are a more direct mechanism that may describe sudden forest degradation in the south-eastern Amazon. In modeling the Amazonian vegetation system, we include symmetric α-stable Lévy perturbations. We report results of stability analysis of the metastable fertile forest state. We conclude that even a very slight threat to the forest state stability represents L´evy noise with large jumps of low intensity, that can be interpreted as a fire occurring in a non-drought year. During years of severe drought, high-intensity fires significantly accelerate the transition between a forest and savanna state.

Ensemble Kalman Filter for Dynamic State Estimation of Power Grids Stochastically Driven by Time-correlated Mechanical Input Power

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

Rosenthal, William Steven; Tartakovsky, Alex; Huang, Zhenyu

State and parameter estimation of power transmission networks is important for monitoring power grid operating conditions and analyzing transient stability. Wind power generation depends on fluctuating input power levels, which are correlated in time and contribute to uncertainty in turbine dynamical models. The ensemble Kalman filter (EnKF), a standard state estimation technique, uses a deterministic forecast and does not explicitly model time-correlated noise in parameters such as mechanical input power. However, this uncertainty affects the probability of fault-induced transient instability and increased prediction bias. Here a novel approach is to model input power noise with time-correlated stochastic fluctuations, and integratemore » them with the network dynamics during the forecast. While the EnKF has been used to calibrate constant parameters in turbine dynamical models, the calibration of a statistical model for a time-correlated parameter has not been investigated. In this study, twin experiments on a standard transmission network test case are used to validate our time-correlated noise model framework for state estimation of unsteady operating conditions and transient stability analysis, and a methodology is proposed for the inference of the mechanical input power time-correlation length parameter using time-series data from PMUs monitoring power dynamics at generator buses.« less

Ensemble Kalman Filter for Dynamic State Estimation of Power Grids Stochastically Driven by Time-correlated Mechanical Input Power

DOE PAGES

Rosenthal, William Steven; Tartakovsky, Alex; Huang, Zhenyu

2017-10-31

State and parameter estimation of power transmission networks is important for monitoring power grid operating conditions and analyzing transient stability. Wind power generation depends on fluctuating input power levels, which are correlated in time and contribute to uncertainty in turbine dynamical models. The ensemble Kalman filter (EnKF), a standard state estimation technique, uses a deterministic forecast and does not explicitly model time-correlated noise in parameters such as mechanical input power. However, this uncertainty affects the probability of fault-induced transient instability and increased prediction bias. Here a novel approach is to model input power noise with time-correlated stochastic fluctuations, and integratemore » them with the network dynamics during the forecast. While the EnKF has been used to calibrate constant parameters in turbine dynamical models, the calibration of a statistical model for a time-correlated parameter has not been investigated. In this study, twin experiments on a standard transmission network test case are used to validate our time-correlated noise model framework for state estimation of unsteady operating conditions and transient stability analysis, and a methodology is proposed for the inference of the mechanical input power time-correlation length parameter using time-series data from PMUs monitoring power dynamics at generator buses.« less

Unidirectional random growth with resetting

NASA Astrophysics Data System (ADS)

Biró, T. S.; Néda, Z.

2018-06-01

We review stochastic processes without detailed balance condition and derive their H-theorem. We obtain stationary distributions and investigate their stability in terms of generalized entropic distances beyond the Kullback-Leibler formula. A simple stochastic model with local growth rates and direct resetting to the ground state is investigated and applied to various networks, scientific citations and Facebook popularity, hadronic yields in high energy particle reactions, income and wealth distributions, biodiversity and settlement size distributions.

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

NASA Astrophysics Data System (ADS)

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

2016-08-01

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

Probabilistic distribution and stochastic P-bifurcation of a hybrid energy harvester under colored noise

NASA Astrophysics Data System (ADS)

Mokem Fokou, I. S.; Nono Dueyou Buckjohn, C.; Siewe Siewe, M.; Tchawoua, C.

2018-03-01

In this manuscript, a hybrid energy harvesting system combining piezoelectric and electromagnetic transduction and subjected to colored noise is investigated. By using the stochastic averaging method, the stationary probability density functions of amplitudes are obtained and reveal interesting dynamics related to the long term behavior of the device. From stationary probability densities, we discuss the stochastic bifurcation through the qualitative change which shows that noise intensity, correlation time and other system parameters can be treated as bifurcation parameters. Numerical simulations are made for a comparison with analytical findings. The Mean first passage time (MFPT) is numerical provided in the purpose to investigate the system stability. By computing the Mean residence time (TMR), we explore the stochastic resonance phenomenon; we show how it is related to the correlation time of colored noise and high output power.

Stochastic Approach to Determine CO2 Hydrate Induction Time in Clay Mineral Suspensions

NASA Astrophysics Data System (ADS)

Lee, K.; Lee, S.; Lee, W.

2008-12-01

A large number of induction time data for carbon dioxide hydrate formation were obtained from a batch reactor consisting of four independent reaction cells. Using resistance temperature detector(RTD)s and a digital microscope, we successfully monitored the whole process of hydrate formation (i.e., nucleation and crystal growth) and detected the induction time. The experiments were carried out in kaolinite and montmorillonite suspensions at temperatures between 274 and 277 K and pressures ranging from 3.0 to 4.0 MPa. Each set of data was analyzed beforehand whether to be treated by stochastic manner or not. Geochemical factors potentially influencing the hydrate induction time under different experimental conditions were investigated by stochastic analyses. We observed that clay mineral type, pressure, and temperature significantly affect the stochastic behavior of the induction times for CO2 hydrate formation in this study. The hydrate formation kinetics along with stochastic analyses can provide basic understanding for CO2 hydrate storage in deep-sea sediment and geologic formation, securing its stability under the environments.

Stochastic bifurcation in a model of love with colored noise

NASA Astrophysics Data System (ADS)

Yue, Xiaokui; Dai, Honghua; Yuan, Jianping

2015-07-01

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

Additive noise-induced Turing transitions in spatial systems with application to neural fields and the Swift Hohenberg equation

NASA Astrophysics Data System (ADS)

Hutt, Axel; Longtin, Andre; Schimansky-Geier, Lutz

2008-05-01

This work studies the spatio-temporal dynamics of a generic integral-differential equation subject to additive random fluctuations. It introduces a combination of the stochastic center manifold approach for stochastic differential equations and the adiabatic elimination for Fokker-Planck equations, and studies analytically the systems’ stability near Turing bifurcations. In addition two types of fluctuation are studied, namely fluctuations uncorrelated in space and time, and global fluctuations, which are constant in space but uncorrelated in time. We show that the global fluctuations shift the Turing bifurcation threshold. This shift is proportional to the fluctuation variance. Applications to a neural field equation and the Swift-Hohenberg equation reveal the shift of the bifurcation to larger control parameters, which represents a stabilization of the system. All analytical results are confirmed by numerical simulations of the occurring mode equations and the full stochastic integral-differential equation. To gain some insight into experimental manifestations, the sum of uncorrelated and global additive fluctuations is studied numerically and the analytical results on global fluctuations are confirmed qualitatively.

Stochastic Game Analysis and Latency Awareness for Self-Adaptation

DTIC Science & Technology

2014-01-01

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

Effluent trading in river systems through stochastic decision-making process: a case study.

PubMed

Zolfagharipoor, Mohammad Amin; Ahmadi, Azadeh

2017-09-01

The objective of this paper is to provide an efficient framework for effluent trading in river systems. The proposed framework consists of two pessimistic and optimistic decision-making models to increase the executability of river water quality trading programs. The models used for this purpose are (1) stochastic fallback bargaining (SFB) to reach an agreement among wastewater dischargers and (2) stochastic multi-criteria decision-making (SMCDM) to determine the optimal treatment strategy. The Monte-Carlo simulation method is used to incorporate the uncertainty into analysis. This uncertainty arises from stochastic nature and the errors in the calculation of wastewater treatment costs. The results of river water quality simulation model are used as the inputs of models. The proposed models are used in a case study on the Zarjoub River in northern Iran to determine the best solution for the pollution load allocation. The best treatment alternatives selected by each model are imported, as the initial pollution discharge permits, into an optimization model developed for trading of pollution discharge permits among pollutant sources. The results show that the SFB-based water pollution trading approach reduces the costs by US$ 14,834 while providing a relative consensus among pollutant sources. Meanwhile, the SMCDM-based water pollution trading approach reduces the costs by US$ 218,852, but it is less acceptable by pollutant sources. Therefore, it appears that giving due attention to stability, or in other words acceptability of pollution trading programs for all pollutant sources, is an essential element of their success.

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

Faranda, Davide, E-mail: davide.faranda@cea.fr; Dubrulle, Bérengère; Daviaud, François

We introduce a novel way to extract information from turbulent datasets by applying an Auto Regressive Moving Average (ARMA) statistical analysis. Such analysis goes well beyond the analysis of the mean flow and of the fluctuations and links the behavior of the recorded time series to a discrete version of a stochastic differential equation which is able to describe the correlation structure in the dataset. We introduce a new index Υ that measures the difference between the resulting analysis and the Obukhov model of turbulence, the simplest stochastic model reproducing both Richardson law and the Kolmogorov spectrum. We test themore » method on datasets measured in a von Kármán swirling flow experiment. We found that the ARMA analysis is well correlated with spatial structures of the flow, and can discriminate between two different flows with comparable mean velocities, obtained by changing the forcing. Moreover, we show that the Υ is highest in regions where shear layer vortices are present, thereby establishing a link between deviations from the Kolmogorov model and coherent structures. These deviations are consistent with the ones observed by computing the Hurst exponents for the same time series. We show that some salient features of the analysis are preserved when considering global instead of local observables. Finally, we analyze flow configurations with multistability features where the ARMA technique is efficient in discriminating different stability branches of the system.« less

Image Understanding and Information Extraction\\

DTIC Science & Technology

1977-11-01

mentation and generalization of DeCarlo’s Nyquist-like stability test [15,161. The last step of the procedure is to check whether this zero ...Several general sta- bility theorems which relate stability to the zero set of B(w,z) have been presented. These theorems led to the conclusion that...Spatial Stochastic Model for Contextual Pattern Recognition . ° . .............. 88 T. S. Yu and K. S. Fu V. PREPROCESSING 1. Stability of General Two

Passivity-based sliding mode control for a polytopic stochastic differential inclusion system.

PubMed

Liu, Leipo; Fu, Zhumu; Song, Xiaona

2013-11-01

Passivity-based sliding mode control for a polytopic stochastic differential inclusion (PSDI) system is considered. A control law is designed such that the reachability of sliding motion is guaranteed. Moreover, sufficient conditions for mean square asymptotic stability and passivity of sliding mode dynamics are obtained by linear matrix inequalities (LMIs). Finally, two examples are given to illustrate the effectiveness of the proposed method. © 2013 ISA. Published by ISA. All rights reserved.

Stochastic processes in cosmology

NASA Astrophysics Data System (ADS)

Cáceres, Manuel O.; Diaz, Mario C.; Pullin, Jorge A.

1987-08-01

The behavior of a radiation filled de Sitter universe in which the equation of state is perturbed by a stochastic term is studied. The corresponding two-dimensional Fokker-Planck equation is solved. The finiteness of the cosmological constant appears to be a necessary condition for the stability of the model which undergoes an exponentially expanding state. Present address: Facultad de Matemática Astronomía y Física, Universidad Nacional de Córdoba, Laprida 854, 5000 Códoba, Argentina.

Asymptotic behavior of distributions of mRNA and protein levels in a model of stochastic gene expression

NASA Astrophysics Data System (ADS)

Bobrowski, Adam; Lipniacki, Tomasz; Pichór, Katarzyna; Rudnicki, Ryszard

2007-09-01

The paper is devoted to a stochastic process introduced in the recent paper by Lipniacki et al. [T. Lipniacki, P. Paszek, A. Marciniak-Czochra, A.RE Brasier, M. Kimmel, Transcriptional stochasticity in gene expression, JE Theor. Biol. 238 (2006) 348-367] in modelling gene expression in eukaryotes. Starting from the full generator of the process we show that its distributions satisfy a (Fokker-Planck-type) system of partial differential equations. Then, we construct a c0 Markov semigroup in L1 space corresponding to this system. The main result of the paper is asymptotic stability of the involved semigroup in the set of densities.

Habitat connectivity and in-stream vegetation control temporal variability of benthic invertebrate communities.

PubMed

Huttunen, K-L; Mykrä, H; Oksanen, J; Astorga, A; Paavola, R; Muotka, T

2017-05-03

One of the key challenges to understanding patterns of β diversity is to disentangle deterministic patterns from stochastic ones. Stochastic processes may mask the influence of deterministic factors on community dynamics, hindering identification of the mechanisms causing variation in community composition. We studied temporal β diversity (among-year dissimilarity) of macroinvertebrate communities in near-pristine boreal streams across 14 years. To assess whether the observed β diversity deviates from that expected by chance, and to identify processes (deterministic vs. stochastic) through which different explanatory factors affect community variability, we used a null model approach. We observed that at the majority of sites temporal β diversity was low indicating high community stability. When stochastic variation was unaccounted for, connectivity was the only variable explaining temporal β diversity, with weakly connected sites exhibiting higher community variability through time. After accounting for stochastic effects, connectivity lost importance, suggesting that it was related to temporal β diversity via random colonization processes. Instead, β diversity was best explained by in-stream vegetation, community variability decreasing with increasing bryophyte cover. These results highlight the potential of stochastic factors to dampen the influence of deterministic processes, affecting our ability to understand and predict changes in biological communities through time.

The Stochastic Evolutionary Game for a Population of Biological Networks Under Natural Selection

PubMed Central

Chen, Bor-Sen; Ho, Shih-Ju

2014-01-01

In this study, a population of evolutionary biological networks is described by a stochastic dynamic system with intrinsic random parameter fluctuations due to genetic variations and external disturbances caused by environmental changes in the evolutionary process. Since information on environmental changes is unavailable and their occurrence is unpredictable, they can be considered as a game player with the potential to destroy phenotypic stability. The biological network needs to develop an evolutionary strategy to improve phenotypic stability as much as possible, so it can be considered as another game player in the evolutionary process, ie, a stochastic Nash game of minimizing the maximum network evolution level caused by the worst environmental disturbances. Based on the nonlinear stochastic evolutionary game strategy, we find that some genetic variations can be used in natural selection to construct negative feedback loops, efficiently improving network robustness. This provides larger genetic robustness as a buffer against neutral genetic variations, as well as larger environmental robustness to resist environmental disturbances and maintain a network phenotypic traits in the evolutionary process. In this situation, the robust phenotypic traits of stochastic biological networks can be more frequently selected by natural selection in evolution. However, if the harbored neutral genetic variations are accumulated to a sufficiently large degree, and environmental disturbances are strong enough that the network robustness can no longer confer enough genetic robustness and environmental robustness, then the phenotype robustness might break down. In this case, a network phenotypic trait may be pushed from one equilibrium point to another, changing the phenotypic trait and starting a new phase of network evolution through the hidden neutral genetic variations harbored in network robustness by adaptive evolution. Further, the proposed evolutionary game is extended to an n-tuple evolutionary game of stochastic biological networks with m players (competitive populations) and k environmental dynamics. PMID:24558296

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

PubMed Central

Ge, Hao; Qian, Hong

2011-01-01

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

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

PubMed

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

2003-01-01

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

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

NASA Astrophysics Data System (ADS)

Park, Brian T.; Petrosian, Vahe

1996-03-01

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

Stochastic Control Synthesis of Systems with Structured Uncertainty

NASA Technical Reports Server (NTRS)

Padula, Sharon L. (Technical Monitor); Crespo, Luis G.

2003-01-01

This paper presents a study on the design of robust controllers by using random variables to model structured uncertainty for both SISO and MIMO feedback systems. Once the parameter uncertainty is prescribed with probability density functions, its effects are propagated through the analysis leading to stochastic metrics for the system's output. Control designs that aim for satisfactory performances while guaranteeing robust closed loop stability are attained by solving constrained non-linear optimization problems in the frequency domain. This approach permits not only to quantify the probability of having unstable and unfavorable responses for a particular control design but also to search for controls while favoring the values of the parameters with higher chance of occurrence. In this manner, robust optimality is achieved while the characteristic conservatism of conventional robust control methods is eliminated. Examples that admit closed form expressions for the probabilistic metrics of the output are used to elucidate the nature of the problem at hand and validate the proposed formulations.

Research on trading patterns of large users' direct power purchase considering consumption of clean energy

NASA Astrophysics Data System (ADS)

Guojun, He; Lin, Guo; Zhicheng, Yu; Xiaojun, Zhu; Lei, Wang; Zhiqiang, Zhao

2017-03-01

In order to reduce the stochastic volatility of supply and demand, and maintain the electric power system's stability after large scale stochastic renewable energy sources connected to grid, the development and consumption should be promoted by marketing means. Bilateral contract transaction model of large users' direct power purchase conforms to the actual situation of our country. Trading pattern of large users' direct power purchase is analyzed in this paper, characteristics of each power generation are summed up, and centralized matching mode is mainly introduced. Through the establishment of power generation enterprises' priority evaluation index system and the analysis of power generation enterprises' priority based on fuzzy clustering, the sorting method of power generation enterprises' priority in trading patterns of large users' direct power purchase is put forward. Suggestions for trading mechanism of large users' direct power purchase are offered by this method, which is good for expand the promotion of large users' direct power purchase further.

Stability of Zero-Sum Games in Evolutionary Game Theory

NASA Astrophysics Data System (ADS)

Knebel, Johannes; Krueger, Torben; Weber, Markus F.; Frey, Erwin

2014-03-01

Evolutionary game theory has evolved into a successful theoretical concept to study mechanisms that govern the evolution of ecological communities. On a mathematical level, this theory was formalized in the framework of the celebrated replicator equations (REs) and its stochastic generalizations. In our work, we analyze the long-time behavior of the REs for zero-sum games with arbitrarily many strategies, which are generalized versions of the children's game Rock-Paper-Scissors.[1] We demonstrate how to determine the strategies that survive and those that become extinct in the long run. Our results show that extinction of strategies is exponentially fast in generic setups, and that conditions for the survival can be formulated in terms of the Pfaffian of the REs' antisymmetric payoff matrix. Consequences for the stochastic dynamics, which arise in finite populations, are reflected by a generalized scaling law for the extinction time in the vicinity of critical reaction rates. Our findings underline the relevance of zero-sum games as a reference for the analysis of other models in evolutionary game theory.

Line-of-sight pointing accuracy/stability analysis and computer simulation for small spacecraft

NASA Astrophysics Data System (ADS)

Algrain, Marcelo C.; Powers, Richard M.

1996-06-01

This paper presents a case study where a comprehensive computer simulation is developed to determine the driving factors contributing to spacecraft pointing accuracy and stability. The simulation is implemented using XMATH/SystemBuild software from Integrated Systems, Inc. The paper is written in a tutorial manner and models for major system components are described. Among them are spacecraft bus, attitude controller, reaction wheel assembly, star-tracker unit, inertial reference unit, and gyro drift estimators (Kalman filter). THe predicted spacecraft performance is analyzed for a variety of input commands and system disturbances. The primary deterministic inputs are desired attitude angles and rate setpoints. The stochastic inputs include random torque disturbances acting on the spacecraft, random gyro bias noise, gyro random walk, and star-tracker noise. These inputs are varied over a wide range to determine their effects on pointing accuracy and stability. The results are presented in the form of trade-off curves designed to facilitate the proper selection of subsystems so that overall spacecraft pointing accuracy and stability requirements are met.

An Analysis of Stochastic Duels Involving Fixed Rates of Fire

DTIC Science & Technology

The thesis presents an analysis of stochastic duels involving two opposing weapon systems with constant rates of fire. The duel was developed as a...process stochastic duels . The analysis was then extended to the two versus one duel where the three weapon systems were assumed to have fixed rates of fire.

A stochastic model of input effectiveness during irregular gamma rhythms.

PubMed

Dumont, Grégory; Northoff, Georg; Longtin, André

2016-02-01

Gamma-band synchronization has been linked to attention and communication between brain regions, yet the underlying dynamical mechanisms are still unclear. How does the timing and amplitude of inputs to cells that generate an endogenously noisy gamma rhythm affect the network activity and rhythm? How does such "communication through coherence" (CTC) survive in the face of rhythm and input variability? We present a stochastic modelling approach to this question that yields a very fast computation of the effectiveness of inputs to cells involved in gamma rhythms. Our work is partly motivated by recent optogenetic experiments (Cardin et al. Nature, 459(7247), 663-667 2009) that tested the gamma phase-dependence of network responses by first stabilizing the rhythm with periodic light pulses to the interneurons (I). Our computationally efficient model E-I network of stochastic two-state neurons exhibits finite-size fluctuations. Using the Hilbert transform and Kuramoto index, we study how the stochastic phase of its gamma rhythm is entrained by external pulses. We then compute how this rhythmic inhibition controls the effectiveness of external input onto pyramidal (E) cells, and how variability shapes the window of firing opportunity. For transferring the time variations of an external input to the E cells, we find a tradeoff between the phase selectivity and depth of rate modulation. We also show that the CTC is sensitive to the jitter in the arrival times of spikes to the E cells, and to the degree of I-cell entrainment. We further find that CTC can occur even if the underlying deterministic system does not oscillate; quasicycle-type rhythms induced by the finite-size noise retain the basic CTC properties. Finally a resonance analysis confirms the relative importance of the I cell pacing for rhythm generation. Analysis of whole network behaviour, including computations of synchrony, phase and shifts in excitatory-inhibitory balance, can be further sped up by orders of magnitude using two coupled stochastic differential equations, one for each population. Our work thus yields a fast tool to numerically and analytically investigate CTC in a noisy context. It shows that CTC can be quite vulnerable to rhythm and input variability, which both decrease phase preference.

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

PubMed

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

2015-02-01

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

ENVIRONMENT: a computational platform to stochastically simulate reacting and self-reproducing lipid compartments

NASA Astrophysics Data System (ADS)

Mavelli, Fabio; Ruiz-Mirazo, Kepa

2010-09-01

'ENVIRONMENT' is a computational platform that has been developed in the last few years with the aim to simulate stochastically the dynamics and stability of chemically reacting protocellular systems. Here we present and describe some of its main features, showing how the stochastic kinetics approach can be applied to study the time evolution of reaction networks in heterogeneous conditions, particularly when supramolecular lipid structures (micelles, vesicles, etc) coexist with aqueous domains. These conditions are of special relevance to understand the origins of cellular, self-reproducing compartments, in the context of prebiotic chemistry and evolution. We contrast our simulation results with real lab experiments, with the aim to bring together theoretical and experimental research on protocell and minimal artificial cell systems.

Particle Swarm Optimization algorithms for geophysical inversion, practical hints

NASA Astrophysics Data System (ADS)

Garcia Gonzalo, E.; Fernandez Martinez, J.; Fernandez Alvarez, J.; Kuzma, H.; Menendez Perez, C.

2008-12-01

PSO is a stochastic optimization technique that has been successfully used in many different engineering fields. PSO algorithm can be physically interpreted as a stochastic damped mass-spring system (Fernandez Martinez and Garcia Gonzalo 2008). Based on this analogy we present a whole family of PSO algorithms and their respective first order and second order stability regions. Their performance is also checked using synthetic functions (Rosenbrock and Griewank) showing a degree of ill-posedness similar to that found in many geophysical inverse problems. Finally, we present the application of these algorithms to the analysis of a Vertical Electrical Sounding inverse problem associated to a seawater intrusion in a coastal aquifer in South Spain. We analyze the role of PSO parameters (inertia, local and global accelerations and discretization step), both in convergence curves and in the a posteriori sampling of the depth of an intrusion. Comparison is made with binary genetic algorithms and simulated annealing. As result of this analysis, practical hints are given to select the correct algorithm and to tune the corresponding PSO parameters. Fernandez Martinez, J.L., Garcia Gonzalo, E., 2008a. The generalized PSO: a new door to PSO evolution. Journal of Artificial Evolution and Applications. DOI:10.1155/2008/861275.

Problems of Mathematical Finance by Stochastic Control Methods

NASA Astrophysics Data System (ADS)

Stettner, Łukasz

The purpose of this paper is to present main ideas of mathematics of finance using the stochastic control methods. There is an interplay between stochastic control and mathematics of finance. On the one hand stochastic control is a powerful tool to study financial problems. On the other hand financial applications have stimulated development in several research subareas of stochastic control in the last two decades. We start with pricing of financial derivatives and modeling of asset prices, studying the conditions for the absence of arbitrage. Then we consider pricing of defaultable contingent claims. Investments in bonds lead us to the term structure modeling problems. Special attention is devoted to historical static portfolio analysis called Markowitz theory. We also briefly sketch dynamic portfolio problems using viscosity solutions to Hamilton-Jacobi-Bellman equation, martingale-convex analysis method or stochastic maximum principle together with backward stochastic differential equation. Finally, long time portfolio analysis for both risk neutral and risk sensitive functionals is introduced.

Vibratory noise to the fingertip enhances balance improvement associated with light touch.

PubMed

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 description of quantum Brownian dynamics

NASA Astrophysics Data System (ADS)

Yan, Yun-An; Shao, Jiushu

2016-08-01

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

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

NASA Astrophysics Data System (ADS)

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

2017-09-01

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

Noise parameter estimation for poisson corrupted images using variance stabilization transforms.

PubMed

Jin, Xiaodan; Xu, Zhenyu; Hirakawa, Keigo

2014-03-01

Noise is present in all images captured by real-world image sensors. Poisson distribution is said to model the stochastic nature of the photon arrival process and agrees with the distribution of measured pixel values. We propose a method for estimating unknown noise parameters from Poisson corrupted images using properties of variance stabilization. With a significantly lower computational complexity and improved stability, the proposed estimation technique yields noise parameters that are comparable in accuracy to the state-of-art methods.

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

NASA Astrophysics Data System (ADS)

Zhang, Weiwei; Meng, Xinzhu

2018-02-01

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

Fusion of Hard and Soft Information in Nonparametric Density Estimation

DTIC Science & Technology

2015-06-10

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

Computational singular perturbation analysis of stochastic chemical systems with stiffness

NASA Astrophysics Data System (ADS)

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

2017-04-01

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

Relatively slow stochastic gene-state switching in the presence of positive feedback significantly broadens the region of bimodality through stabilizing the uninduced phenotypic state.

PubMed

Ge, Hao; Wu, Pingping; Qian, Hong; Xie, Xiaoliang Sunney

2018-03-01

Within an isogenic population, even in the same extracellular environment, individual cells can exhibit various phenotypic states. The exact role of stochastic gene-state switching regulating the transition among these phenotypic states in a single cell is not fully understood, especially in the presence of positive feedback. Recent high-precision single-cell measurements showed that, at least in bacteria, switching in gene states is slow relative to the typical rates of active transcription and translation. Hence using the lac operon as an archetype, in such a region of operon-state switching, we present a fluctuating-rate model for this classical gene regulation module, incorporating the more realistic operon-state switching mechanism that was recently elucidated. We found that the positive feedback mechanism induces bistability (referred to as deterministic bistability), and that the parameter range for its occurrence is significantly broadened by stochastic operon-state switching. We further show that in the absence of positive feedback, operon-state switching must be extremely slow to trigger bistability by itself. However, in the presence of positive feedback, which stabilizes the induced state, the relatively slow operon-state switching kinetics within the physiological region are sufficient to stabilize the uninduced state, together generating a broadened parameter region of bistability (referred to as stochastic bistability). We illustrate the opposite phenotype-transition rate dependence upon the operon-state switching rates in the two types of bistability, with the aid of a recently proposed rate formula for fluctuating-rate models. The rate formula also predicts a maximal transition rate in the intermediate region of operon-state switching, which is validated by numerical simulations in our model. Overall, our findings suggest a biological function of transcriptional "variations" among genetically identical cells, for the emergence of bistability and transition between phenotypic states.

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

NASA Astrophysics Data System (ADS)

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

2015-04-01

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

Extinction in neutrally stable stochastic Lotka-Volterra models

NASA Astrophysics Data System (ADS)

Dobrinevski, Alexander; Frey, Erwin

2012-05-01

Populations of competing biological species exhibit a fascinating interplay between the nonlinear dynamics of evolutionary selection forces and random fluctuations arising from the stochastic nature of the interactions. The processes leading to extinction of species, whose understanding is a key component in the study of evolution and biodiversity, are influenced by both of these factors. Here, we investigate a class of stochastic population dynamics models based on generalized Lotka-Volterra systems. In the case of neutral stability of the underlying deterministic model, the impact of intrinsic noise on the survival of species is dramatic: It destroys coexistence of interacting species on a time scale proportional to the population size. We introduce a new method based on stochastic averaging which allows one to understand this extinction process quantitatively by reduction to a lower-dimensional effective dynamics. This is performed analytically for two highly symmetrical models and can be generalized numerically to more complex situations. The extinction probability distributions and other quantities of interest we obtain show excellent agreement with simulations.

Extinction in neutrally stable stochastic Lotka-Volterra models.

PubMed

Dobrinevski, Alexander; Frey, Erwin

2012-05-01

Populations of competing biological species exhibit a fascinating interplay between the nonlinear dynamics of evolutionary selection forces and random fluctuations arising from the stochastic nature of the interactions. The processes leading to extinction of species, whose understanding is a key component in the study of evolution and biodiversity, are influenced by both of these factors. Here, we investigate a class of stochastic population dynamics models based on generalized Lotka-Volterra systems. In the case of neutral stability of the underlying deterministic model, the impact of intrinsic noise on the survival of species is dramatic: It destroys coexistence of interacting species on a time scale proportional to the population size. We introduce a new method based on stochastic averaging which allows one to understand this extinction process quantitatively by reduction to a lower-dimensional effective dynamics. This is performed analytically for two highly symmetrical models and can be generalized numerically to more complex situations. The extinction probability distributions and other quantities of interest we obtain show excellent agreement with simulations.

Non-fragile ?-? control for discrete-time stochastic nonlinear systems under event-triggered protocols

NASA Astrophysics Data System (ADS)

Sun, Ying; Ding, Derui; Zhang, Sunjie; Wei, Guoliang; Liu, Hongjian

2018-07-01

In this paper, the non-fragile ?-? control problem is investigated for a class of discrete-time stochastic nonlinear systems under event-triggered communication protocols, which determine whether the measurement output should be transmitted to the controller or not. The main purpose of the addressed problem is to design an event-based output feedback controller subject to gain variations guaranteeing the prescribed disturbance attenuation level described by the ?-? performance index. By utilizing the Lyapunov stability theory combined with S-procedure, a sufficient condition is established to guarantee both the exponential mean-square stability and the ?-? performance for the closed-loop system. In addition, with the help of the orthogonal decomposition, the desired controller parameter is obtained in terms of the solution to certain linear matrix inequalities. Finally, a simulation example is exploited to demonstrate the effectiveness of the proposed event-based controller design scheme.

Predicting ecosystem stability from community composition and biodiversity.

PubMed

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

2013-05-01

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

Predicting ecosystem stability from community composition and biodiversity

USGS Publications Warehouse

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

2013-01-01

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

Observer-based state tracking control of uncertain stochastic systems via repetitive controller

NASA Astrophysics Data System (ADS)

Sakthivel, R.; Susana Ramya, L.; Selvaraj, P.

2017-08-01

This paper develops the repetitive control scheme for state tracking control of uncertain stochastic time-varying delay systems via equivalent-input-disturbance approach. The main purpose of this work is to design a repetitive controller to guarantee the tracking performance under the effects of unknown disturbances with bounded frequency and parameter variations. Specifically, a new set of linear matrix inequality (LMI)-based conditions is derived based on the suitable Lyapunov-Krasovskii functional theory for designing a repetitive controller which guarantees stability and desired tracking performance. More precisely, an equivalent-input-disturbance estimator is incorporated into the control design to reduce the effect of the external disturbances. Simulation results are provided to demonstrate the desired control system stability and their tracking performance. A practical stream water quality preserving system is also provided to show the effectiveness and advantage of the proposed approach.

Distributed Secure Coordinated Control for Multiagent Systems Under Strategic Attacks.

PubMed

Feng, Zhi; Wen, Guanghui; Hu, Guoqiang

2017-05-01

This paper studies a distributed secure consensus tracking control problem for multiagent systems subject to strategic cyber attacks modeled by a random Markov process. A hybrid stochastic secure control framework is established for designing a distributed secure control law such that mean-square exponential consensus tracking is achieved. A connectivity restoration mechanism is considered and the properties on attack frequency and attack length rate are investigated, respectively. Based on the solutions of an algebraic Riccati equation and an algebraic Riccati inequality, a procedure to select the control gains is provided and stability analysis is studied by using Lyapunov's method.. The effect of strategic attacks on discrete-time systems is also investigated. Finally, numerical examples are provided to illustrate the effectiveness of theoretical analysis.

Boosting Stochastic Problem Solvers Through Online Self-Analysis of Performance

DTIC Science & Technology

2003-07-21

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

Stochastic simulation and analysis of biomolecular reaction networks

PubMed Central

Frazier, John M; Chushak, Yaroslav; Foy, Brent

2009-01-01

Background In recent years, several stochastic simulation algorithms have been developed to generate Monte Carlo trajectories that describe the time evolution of the behavior of biomolecular reaction networks. However, the effects of various stochastic simulation and data analysis conditions on the observed dynamics of complex biomolecular reaction networks have not recieved much attention. In order to investigate these issues, we employed a a software package developed in out group, called Biomolecular Network Simulator (BNS), to simulate and analyze the behavior of such systems. The behavior of a hypothetical two gene in vitro transcription-translation reaction network is investigated using the Gillespie exact stochastic algorithm to illustrate some of the factors that influence the analysis and interpretation of these data. Results Specific issues affecting the analysis and interpretation of simulation data are investigated, including: (1) the effect of time interval on data presentation and time-weighted averaging of molecule numbers, (2) effect of time averaging interval on reaction rate analysis, (3) effect of number of simulations on precision of model predictions, and (4) implications of stochastic simulations on optimization procedures. Conclusion The two main factors affecting the analysis of stochastic simulations are: (1) the selection of time intervals to compute or average state variables and (2) the number of simulations generated to evaluate the system behavior. PMID:19534796

Computational singular perturbation analysis of stochastic chemical systems with stiffness

DOE PAGES

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

2017-01-25

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

Economic Risk Analysis of Agricultural Tillage Systems Using the SMART Stochastic Efficiency Software Package

USDA-ARS?s Scientific Manuscript database

Recently, a variant of stochastic dominance called stochastic efficiency with respect to a function (SERF) has been developed and applied. Unlike traditional stochastic dominance approaches, SERF uses the concept of certainty equivalents (CEs) to rank a set of risk-efficient alternatives instead of...

Proceedings of the 3rd Annual SCOLE Workshop

NASA Technical Reports Server (NTRS)

Taylor, Lawrence W., Jr. (Compiler)

1987-01-01

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

Limiting similarity of competitive species and demographic stochasticity

NASA Astrophysics Data System (ADS)

Zheng, Xiu-Deng; Deng, Ling-Ling; Qiang, Wei-Ya; Cressman, Ross; Tao, Yi

2017-04-01

The limiting similarity of competitive species and its relationship with the competitive exclusion principle is still one of the most important concepts in ecology. In the 1970s, May [R. M. May, Stability and Complexity in Model Ecosystems (Princeton University, Princeton, NJ, 1973)] developed a concise theoretical framework to investigate the limiting similarity of competitive species. His theoretical results show that no limiting similarity threshold of competitive species can be identified in the deterministic model system whereby species more similar than this threshold never coexist. Theoretically, for competitive species coexisting in an unvarying environment, deterministic interspecific interactions and demographic stochasticity can be considered two sides of a coin. To investigate how the "tension" between these two forces affects the coexistence of competing species, a simple two-species competitive system based only on May's model system is transformed into an equivalent replicator equation. The effect of demographic stochasticity on the system stability is measured by the expected drift of the Lyapunov function. Our main results show that the limiting similarity of competitive species should not be considered to be an absolute measure. Specifically, very similar competitive species should be able to coexist in an environment with a high productivity level but big differences between competitive species should be necessary in an ecosystem with a low productivity level.

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.

Stochastic acidification, activation of hemagglutinin and escape of influenza viruses from an endosome

NASA Astrophysics Data System (ADS)

Lagache, Thibault; Sieben, Christian; Meyer, Tim; Herrmann, Andreas; Holcman, David

2017-06-01

Influenza viruses enter the cell inside an endosome. During the endosomal journey, acidification triggers a conformational change of the virus spike protein hemagglutinin (HA) that results in escape of the viral genome from the endosome into the cytoplasm. It is still unclear how the interplay between acidification and HA conformation changes affects the kinetics of the viral endosomal escape. We develop here a stochastic model to estimate the change of conformation of HAs inside the endosome nanodomain. Using a Markov process, we model the arrival of protons to HA binding sites and compute the kinetics of their accumulation. We compute the Mean First Passage Time (MFPT) of the number of HA bound sites to a threshold, which is used to estimate the HA activation rate for a given pH concentration. The present analysis reveals that HA proton binding sites possess a high chemical barrier, ensuring a stability of the spike protein at sub-acidic pH. We predict that activating more than 3 adjacent HAs is necessary to trigger endosomal fusion and this configuration prevents premature release of viruses from early endosomes

Critical Gradient Behavior of Alfvén Eigenmode Induced Fast-Ion Transport in Phase Space

NASA Astrophysics Data System (ADS)

Collins, C. S.; Pace, D. C.; van Zeeland, M. A.; Heidbrink, W. W.; Stagner, L.; Zhu, Y. B.; Kramer, G. J.; Podesta, M.; White, R. B.

2016-10-01

Experiments on DIII-D have shown that energetic particle (EP) transport suddenly increases when multiple Alfvén eigenmodes (AEs) cause particle orbits to become stochastic. Several key features have been observed; (1) the transport threshold is phase-space dependent and occurs above the AE linear stability threshold, (2) EP losses become intermittent above threshold and appear to depend on the types of AEs present, and (3) stiff transport causes the EP density profile to remain unchanged even if the source increases. Theoretical analysis using the NOVA and ORBIT codes shows that the threshold corresponds to when particle orbits become stochastic due to wave-particle resonances with AEs in the region of phase space measured by the diagnostics. The kick model in NUBEAM (TRANSP) is used to evolve the EP distribution function to study which modes cause the most transport and further characterize intermittent bursts of EP losses, which are associated with large scale redistribution through the domino effect. Work supported by the US DOE under DE-FC02-04ER54698.

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

NASA Astrophysics Data System (ADS)

Yan, Wei

2012-01-01

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

DG-IMEX Stochastic Galerkin Schemes for Linear Transport Equation with Random Inputs and Diffusive Scalings

DOE PAGES

Chen, Zheng; Liu, Liu; Mu, Lin

2017-05-03

In this paper, we consider the linear transport equation under diffusive scaling and with random inputs. The method is based on the generalized polynomial chaos approach in the stochastic Galerkin framework. Several theoretical aspects will be addressed. Additionally, a uniform numerical stability with respect to the Knudsen number ϵ, and a uniform in ϵ error estimate is given. For temporal and spatial discretizations, we apply the implicit–explicit scheme under the micro–macro decomposition framework and the discontinuous Galerkin method, as proposed in Jang et al. (SIAM J Numer Anal 52:2048–2072, 2014) for deterministic problem. Lastly, we provide a rigorous proof ofmore » the stochastic asymptotic-preserving (sAP) property. Extensive numerical experiments that validate the accuracy and sAP of the method are conducted.« less

From intuition to statistics in building subsurface structural models

USGS Publications Warehouse

Brandenburg, J.P.; Alpak, F.O.; Naruk, S.; Solum, J.

2011-01-01

Experts associated with the oil and gas exploration industry suggest that combining forward trishear models with stochastic global optimization algorithms allows a quantitative assessment of the uncertainty associated with a given structural model. The methodology is applied to incompletely imaged structures related to deepwater hydrocarbon reservoirs and results are compared to prior manual palinspastic restorations and borehole data. This methodology is also useful for extending structural interpretations into other areas of limited resolution, such as subsalt in addition to extrapolating existing data into seismic data gaps. This technique can be used for rapid reservoir appraisal and potentially have other applications for seismic processing, well planning, and borehole stability analysis.

Reducing the extinction risk of stochastic populations via nondemographic noise

NASA Astrophysics Data System (ADS)

Be'er, Shay; Assaf, Michael

2018-02-01

We consider nondemographic noise in the form of uncertainty in the reaction step size and reveal a dramatic effect this noise may have on the stability of self-regulating populations. Employing the reaction scheme m A →k A but allowing, e.g., the product number k to be a priori unknown and sampled from a given distribution, we show that such nondemographic noise can greatly reduce the population's extinction risk compared to the fixed k case. Our analysis is tested against numerical simulations, and by using empirical data of different species, we argue that certain distributions may be more evolutionary beneficial than others.

Stability phase diagram of a perpendicular magnetic tunnel junction in noncollinear geometry

NASA Astrophysics Data System (ADS)

Strelkov, N.; Timopheev, A.; Sousa, R. C.; Chshiev, M.; Buda-Prejbeanu, L. D.; Dieny, B.

2017-05-01

Experimental measurements performed on MgO-based perpendicular magnetic tunnel junctions show a strong dependence of the stability voltage-field diagrams as a function of the direction of the magnetic field with respect to the plane of the sample. When the magnetic field is applied in-plane, systematic nonlinear phase boundaries are observed for various lateral sizes. The simulation results based on the phenomenological Landau-Lifshitz-Gilbert equation including the in-plane and out-of-plane spin transfer torques are consistent with the measurements if a second-order anisotropy contribution is considered. Furthermore, performing the stability analysis in linear approximation allowed us to analytically extract the critical switching voltage at zero temperature in the presence of an in-plane field. This study indicates that in the noncollinear geometry investigations are suitable to detect the presence of the second-order term in the anisotropy. Such higher order anisotropy term can yield an easy-cone anisotropy which reduces the thermal stability factor but allows for more reproducible spin transfer torque switching due to a reduced stochasticity of the switching. As a result, the energy per write event decreases much faster than the thermal stability factor as the second-order anisotropy becomes more negative. Easy-cone anisotropy can be useful for fast-switching spin transfer torque magnetic random access memories provided the thermal stability can be maintained above the required value for a given memory specification.

Synchronisation control for neutral-type multi-slave stochastic hybrid systems

NASA Astrophysics Data System (ADS)

Zhou, Jun; Pan, Feng; Cai, Tingting; Sun, Yuqing; Zhou, Wuneng; Liu, Huashan

2017-10-01

In this paper, an exponential synchronisation problem for neutral-type multi-slave hybrid systems with stochastic perturbation is discussed, where the adaptive synchronisation model involves a master system and multiple slave systems. By the use of generalised It?'s formula and M-matrix method, a sufficient condition is obtained to guarantee the stability of the error system, and the update law of the feedback controller is determined to deduce the synchronisation between the master system and the sum system of all slave systems. Finally, a numerical example is given to illustrate the effectiveness of the results obtained in this paper.

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

NASA Technical Reports Server (NTRS)

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

2001-01-01

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

Stochastic lattice model of synaptic membrane protein domains.

PubMed

Li, Yiwei; Kahraman, Osman; Haselwandter, Christoph A

2017-05-01

Neurotransmitter receptor molecules, concentrated in synaptic membrane domains along with scaffolds and other kinds of proteins, are crucial for signal transmission across chemical synapses. In common with other membrane protein domains, synaptic domains are characterized by low protein copy numbers and protein crowding, with rapid stochastic turnover of individual molecules. We study here in detail a stochastic lattice model of the receptor-scaffold reaction-diffusion dynamics at synaptic domains that was found previously to capture, at the mean-field level, the self-assembly, stability, and characteristic size of synaptic domains observed in experiments. We show that our stochastic lattice model yields quantitative agreement with mean-field models of nonlinear diffusion in crowded membranes. Through a combination of analytic and numerical solutions of the master equation governing the reaction dynamics at synaptic domains, together with kinetic Monte Carlo simulations, we find substantial discrepancies between mean-field and stochastic models for the reaction dynamics at synaptic domains. Based on the reaction and diffusion properties of synaptic receptors and scaffolds suggested by previous experiments and mean-field calculations, we show that the stochastic reaction-diffusion dynamics of synaptic receptors and scaffolds provide a simple physical mechanism for collective fluctuations in synaptic domains, the molecular turnover observed at synaptic domains, key features of the observed single-molecule trajectories, and spatial heterogeneity in the effective rates at which receptors and scaffolds are recycled at the cell membrane. Our work sheds light on the physical mechanisms and principles linking the collective properties of membrane protein domains to the stochastic dynamics that rule their molecular components.

Stochastic Processes in Physics: Deterministic Origins and Control

NASA Astrophysics Data System (ADS)

Demers, Jeffery

Stochastic processes are ubiquitous in the physical sciences and engineering. While often used to model imperfections and experimental uncertainties in the macroscopic world, stochastic processes can attain deeper physical significance when used to model the seemingly random and chaotic nature of the underlying microscopic world. Nowhere more prevalent is this notion than in the field of stochastic thermodynamics - a modern systematic framework used describe mesoscale systems in strongly fluctuating thermal environments which has revolutionized our understanding of, for example, molecular motors, DNA replication, far-from equilibrium systems, and the laws of macroscopic thermodynamics as they apply to the mesoscopic world. With progress, however, come further challenges and deeper questions, most notably in the thermodynamics of information processing and feedback control. Here it is becoming increasingly apparent that, due to divergences and subtleties of interpretation, the deterministic foundations of the stochastic processes themselves must be explored and understood. This thesis presents a survey of stochastic processes in physical systems, the deterministic origins of their emergence, and the subtleties associated with controlling them. First, we study time-dependent billiards in the quivering limit - a limit where a billiard system is indistinguishable from a stochastic system, and where the simplified stochastic system allows us to view issues associated with deterministic time-dependent billiards in a new light and address some long-standing problems. Then, we embark on an exploration of the deterministic microscopic Hamiltonian foundations of non-equilibrium thermodynamics, and we find that important results from mesoscopic stochastic thermodynamics have simple microscopic origins which would not be apparent without the benefit of both the micro and meso perspectives. Finally, we study the problem of stabilizing a stochastic Brownian particle with feedback control, and we find that in order to avoid paradoxes involving the first law of thermodynamics, we need a model for the fine details of the thermal driving noise. The underlying theme of this thesis is the argument that the deterministic microscopic perspective and stochastic mesoscopic perspective are both important and useful, and when used together, we can more deeply and satisfyingly understand the physics occurring over either scale.

Methods for High-Order Multi-Scale and Stochastic Problems Analysis, Algorithms, and Applications

DTIC Science & Technology

2016-10-17

finite volume schemes, discontinuous Galerkin finite element method, and related methods, for solving computational fluid dynamics (CFD) problems and...approximation for finite element methods. (3) The development of methods of simulation and analysis for the study of large scale stochastic systems of...laws, finite element method, Bernstein-Bezier finite elements , weakly interacting particle systems, accelerated Monte Carlo, stochastic networks 16

Analysis of the stochastic excitability in the flow chemical reactor

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

Bashkirtseva, Irina

2015-11-30

A dynamic model of the thermochemical process in the flow reactor is considered. We study an influence of the random disturbances on the stationary regime of this model. A phenomenon of noise-induced excitability is demonstrated. For the analysis of this phenomenon, a constructive technique based on the stochastic sensitivity functions and confidence domains is applied. It is shown how elaborated technique can be used for the probabilistic analysis of the generation of mixed-mode stochastic oscillations in the flow chemical reactor.

Analysis of the stochastic excitability in the flow chemical reactor

NASA Astrophysics Data System (ADS)

Bashkirtseva, Irina

2015-11-01

A dynamic model of the thermochemical process in the flow reactor is considered. We study an influence of the random disturbances on the stationary regime of this model. A phenomenon of noise-induced excitability is demonstrated. For the analysis of this phenomenon, a constructive technique based on the stochastic sensitivity functions and confidence domains is applied. It is shown how elaborated technique can be used for the probabilistic analysis of the generation of mixed-mode stochastic oscillations in the flow chemical reactor.

Floaters may buffer the extinction risk of small populations: an empirical assessment

PubMed Central

2017-01-01

The high extinction risk of small populations is commonly explained by reductions in fecundity and breeder survival associated with demographic and environmental stochasticity. However, ecological theory suggests that population extinctions may also arise from reductions in the number of floaters able to replace the lost breeders. This can be particularly plausible under harsh fragmentation scenarios, where species must survive as small populations subjected to severe effects of stochasticity. Using a woodpecker study in fragmented habitats (2004–2016), we provide here empirical support for the largely neglected hypothesis that floaters buffer population extirpation risks. After controlling for population size, patch size and the intrinsic quality of habitat, populations in patches with floaters had a lower extinction probability than populations in patches without floaters (0.013 versus 0.131). Floaters, which often replace the lost breeders, were less likely to occur in small and low-quality patches, showing that population extirpations may arise from unnoticed reductions in floater numbers in poor-quality habitats. We argue that adequate pools of the typically overlooked floaters may buffer extirpation risks by reducing the detrimental impacts of demographic and environmental stochasticity. However, unravelling the influence of floaters in buffering stochastic effects and promoting population stability require additional studies in an ample array of species and stochastic scenarios. PMID:28424345

Floaters may buffer the extinction risk of small populations: an empirical assessment.

PubMed

Robles, Hugo; Ciudad, Carlos

2017-04-26

The high extinction risk of small populations is commonly explained by reductions in fecundity and breeder survival associated with demographic and environmental stochasticity. However, ecological theory suggests that population extinctions may also arise from reductions in the number of floaters able to replace the lost breeders. This can be particularly plausible under harsh fragmentation scenarios, where species must survive as small populations subjected to severe effects of stochasticity. Using a woodpecker study in fragmented habitats (2004-2016), we provide here empirical support for the largely neglected hypothesis that floaters buffer population extirpation risks. After controlling for population size, patch size and the intrinsic quality of habitat, populations in patches with floaters had a lower extinction probability than populations in patches without floaters (0.013 versus 0.131). Floaters, which often replace the lost breeders, were less likely to occur in small and low-quality patches, showing that population extirpations may arise from unnoticed reductions in floater numbers in poor-quality habitats. We argue that adequate pools of the typically overlooked floaters may buffer extirpation risks by reducing the detrimental impacts of demographic and environmental stochasticity. However, unravelling the influence of floaters in buffering stochastic effects and promoting population stability require additional studies in an ample array of species and stochastic scenarios. © 2017 The Author(s).

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

PubMed

Quan, Hao; Srinivasan, Dipti; Khosravi, Abbas

2015-09-01

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

Noise stabilization of self-organized memories.

PubMed

Povinelli, M L; Coppersmith, S N; Kadanoff, L P; Nagel, S R; Venkataramani, S C

1999-05-01

We investigate a nonlinear dynamical system which "remembers" preselected values of a system parameter. The deterministic version of the system can encode many parameter values during a transient period, but in the limit of long times, almost all of them are forgotten. Here we show that a certain type of stochastic noise can stabilize multiple memories, enabling many parameter values to be encoded permanently. We present analytic results that provide insight both into the memory formation and into the noise-induced memory stabilization. The relevance of our results to experiments on the charge-density wave material NbSe3 is discussed.

Application of an NLME-Stochastic Deconvolution Approach to Level A IVIVC Modeling.

PubMed

Kakhi, Maziar; Suarez-Sharp, Sandra; Shepard, Terry; Chittenden, Jason

2017-07-01

Stochastic deconvolution is a parameter estimation method that calculates drug absorption using a nonlinear mixed-effects model in which the random effects associated with absorption represent a Wiener process. The present work compares (1) stochastic deconvolution and (2) numerical deconvolution, using clinical pharmacokinetic (PK) data generated for an in vitro-in vivo correlation (IVIVC) study of extended release (ER) formulations of a Biopharmaceutics Classification System class III drug substance. The preliminary analysis found that numerical and stochastic deconvolution yielded superimposable fraction absorbed (F abs ) versus time profiles when supplied with exactly the same externally determined unit impulse response parameters. In a separate analysis, a full population-PK/stochastic deconvolution was applied to the clinical PK data. Scenarios were considered in which immediate release (IR) data were either retained or excluded to inform parameter estimation. The resulting F abs profiles were then used to model level A IVIVCs. All the considered stochastic deconvolution scenarios, and numerical deconvolution, yielded on average similar results with respect to the IVIVC validation. These results could be achieved with stochastic deconvolution without recourse to IR data. Unlike numerical deconvolution, this also implies that in crossover studies where certain individuals do not receive an IR treatment, their ER data alone can still be included as part of the IVIVC analysis. Published by Elsevier Inc.

A manifold independent approach to understanding transport in stochastic dynamical systems

NASA Astrophysics Data System (ADS)

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

2002-12-01

We develop a new collection of tools aimed at studying stochastically perturbed dynamical systems. Specifically, in the setting of bi-stability, that is a two-attractor system, it has previously been numerically observed that a small noise volume is sufficient to destroy would be zero-noise case barriers in the phase space (pseudo-barriers), thus creating a pre-heteroclinic tangency chaos-like behavior. The stochastic dynamical system has a corresponding Frobenius-Perron operator with a stochastic kernel, which describes how densities of initial conditions move under the noisy map. Thus in studying the action of the Frobenius-Perron operator, we learn about the transport of the map; we have employed a Galerkin-Ulam-like method to project the Frobenius-Perron operator onto a discrete basis set of characteristic functions to highlight this action localized in specified regions of the phase space. Graph theoretic methods allow us to re-order the resulting finite dimensional Markov operator approximation so as to highlight the regions of the original phase space which are particularly active pseudo-barriers of the stochastic dynamics. Our toolbox allows us to find: (1) regions of high activity of transport, (2) flux across pseudo-barriers, and also (3) expected time of escape from pseudo-basins. Some of these quantities are also possible via the manifold dependent stochastic Melnikov method, but Melnikov only applies to a very special class of models for which the unperturbed homoclinic orbit is available. Our methods are unique in that they can essentially be considered as a “black-box” of tools which can be applied to a wide range of stochastic dynamical systems in the absence of a priori knowledge of manifold structures. We use here a model of childhood diseases to showcase our methods. Our tools will allow us to make specific observations of: (1) loss of reducibility between basins with increasing noise, (2) identification in the phase space of active regions of stochastic transport, (3) stochastic flux which essentially completes the heteroclinic tangle.

Predicting climate change: Uncertainties and prospects for surmounting them

NASA Astrophysics Data System (ADS)

Ghil, Michael

2008-03-01

General circulation models (GCMs) are among the most detailed and sophisticated models of natural phenomena in existence. Still, the lack of robust and efficient subgrid-scale parametrizations for GCMs, along with the inherent sensitivity to initial data and the complex nonlinearities involved, present a major and persistent obstacle to narrowing the range of estimates for end-of-century warming. Estimating future changes in the distribution of climatic extrema is even more difficult. Brute-force tuning the large number of GCM parameters does not appear to help reduce the uncertainties. Andronov and Pontryagin (1937) proposed structural stability as a way to evaluate model robustness. Unfortunately, many real-world systems proved to be structurally unstable. We illustrate these concepts with a very simple model for the El Niño--Southern Oscillation (ENSO). Our model is governed by a differential delay equation with a single delay and periodic (seasonal) forcing. Like many of its more or less detailed and realistic precursors, this model exhibits a Devil's staircase. We study the model's structural stability, describe the mechanisms of the observed instabilities, and connect our findings to ENSO phenomenology. In the model's phase-parameter space, regions of smooth dependence on parameters alternate with rough, fractal ones. We then apply the tools of random dynamical systems and stochastic structural stability to the circle map and a torus map. The effect of noise with compact support on these maps is fairly intuitive: it is the most robust structures in phase-parameter space that survive the smoothing introduced by the noise. The nature of the stochastic forcing matters, thus suggesting that certain types of stochastic parametrizations might be better than others in achieving GCM robustness. This talk represents joint work with M. Chekroun, E. Simonnet and I. Zaliapin.

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.

Environmental responses, not species interactions, determine synchrony of dominant species in semiarid grasslands.

PubMed

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.

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

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

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

2017-04-01

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

On convergence of the unscented Kalman-Bucy filter using contraction theory

NASA Astrophysics Data System (ADS)

Maree, J. P.; Imsland, L.; Jouffroy, J.

2016-06-01

Contraction theory entails a theoretical framework in which convergence of a nonlinear system can be analysed differentially in an appropriate contraction metric. This paper is concerned with utilising stochastic contraction theory to conclude on exponential convergence of the unscented Kalman-Bucy filter. The underlying process and measurement models of interest are Itô-type stochastic differential equations. In particular, statistical linearisation techniques are employed in a virtual-actual systems framework to establish deterministic contraction of the estimated expected mean of process values. Under mild conditions of bounded process noise, we extend the results on deterministic contraction to stochastic contraction of the estimated expected mean of the process state. It follows that for the regions of contraction, a result on convergence, and thereby incremental stability, is concluded for the unscented Kalman-Bucy filter. The theoretical concepts are illustrated in two case studies.

From stochastic processes to numerical methods: A new scheme for solving reaction subdiffusion fractional partial differential equations

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

Angstmann, C.N.; Donnelly, I.C.; Henry, B.I., E-mail: B.Henry@unsw.edu.au

We have introduced a new explicit numerical method, based on a discrete stochastic process, for solving a class of fractional partial differential equations that model reaction subdiffusion. The scheme is derived from the master equations for the evolution of the probability density of a sum of discrete time random walks. We show that the diffusion limit of the master equations recovers the fractional partial differential equation of interest. This limiting procedure guarantees the consistency of the numerical scheme. The positivity of the solution and stability results are simply obtained, provided that the underlying process is well posed. We also showmore » that the method can be applied to standard reaction–diffusion equations. This work highlights the broader applicability of using discrete stochastic processes to provide numerical schemes for partial differential equations, including fractional partial differential equations.« less

Reducing the stochasticity of crystal nucleation to enable subnanosecond memory writing

NASA Astrophysics Data System (ADS)

Rao, Feng; Ding, Keyuan; Zhou, Yuxing; Zheng, Yonghui; Xia, Mengjiao; Lv, Shilong; Song, Zhitang; Feng, Songlin; Ronneberger, Ider; Mazzarello, Riccardo; Zhang, Wei; Ma, Evan

2017-12-01

Operation speed is a key challenge in phase-change random-access memory (PCRAM) technology, especially for achieving subnanosecond high-speed cache memory. Commercialized PCRAM products are limited by the tens of nanoseconds writing speed, originating from the stochastic crystal nucleation during the crystallization of amorphous germanium antimony telluride (Ge2Sb2Te5). Here, we demonstrate an alloying strategy to speed up the crystallization kinetics. The scandium antimony telluride (Sc0.2Sb2Te3) compound that we designed allows a writing speed of only 700 picoseconds without preprogramming in a large conventional PCRAM device. This ultrafast crystallization stems from the reduced stochasticity of nucleation through geometrically matched and robust scandium telluride (ScTe) chemical bonds that stabilize crystal precursors in the amorphous state. Controlling nucleation through alloy design paves the way for the development of cache-type PCRAM technology to boost the working efficiency of computing systems.

Offshore fatigue design turbulence

NASA Astrophysics Data System (ADS)

Larsen, Gunner C.

2001-07-01

Fatigue damage on wind turbines is mainly caused by stochastic loading originating from turbulence. While onshore sites display large differences in terrain topology, and thereby also in turbulence conditions, offshore sites are far more homogeneous, as the majority of them are likely to be associated with shallow water areas. However, despite this fact, specific recommendations on offshore turbulence intensities, applicable for fatigue design purposes, are lacking in the present IEC code. This article presents specific guidelines for such loading. These guidelines are based on the statistical analysis of a large number of wind data originating from two Danish shallow water offshore sites. The turbulence standard deviation depends on the mean wind speed, upstream conditions, measuring height and thermal convection. Defining a population of turbulence standard deviations, at a given measuring position, uniquely by the mean wind speed, variations in upstream conditions and atmospheric stability will appear as variability of the turbulence standard deviation. Distributions of such turbulence standard deviations, conditioned on the mean wind speed, are quantified by fitting the measured data to logarithmic Gaussian distributions. By combining a simple heuristic load model with the parametrized conditional probability density functions of the turbulence standard deviations, an empirical offshore design turbulence intensity is determined. For pure stochastic loading (as associated with standstill situations), the design turbulence intensity yields a fatigue damage equal to the average fatigue damage caused by the distributed turbulence intensity. If the stochastic loading is combined with a periodic deterministic loading (as in the normal operating situation), the proposed design turbulence intensity is shown to be conservative.

Front propagation and clustering in the stochastic nonlocal Fisher equation

NASA Astrophysics Data System (ADS)

Ganan, Yehuda A.; Kessler, David A.

2018-04-01

In this work, we study the problem of front propagation and pattern formation in the stochastic nonlocal Fisher equation. We find a crossover between two regimes: a steadily propagating regime for not too large interaction range and a stochastic punctuated spreading regime for larger ranges. We show that the former regime is well described by the heuristic approximation of the system by a deterministic system where the linear growth term is cut off below some critical density. This deterministic system is seen not only to give the right front velocity, but also predicts the onset of clustering for interaction kernels which give rise to stable uniform states, such as the Gaussian kernel, for sufficiently large cutoff. Above the critical cutoff, distinct clusters emerge behind the front. These same features are present in the stochastic model for sufficiently small carrying capacity. In the latter, punctuated spreading, regime, the population is concentrated on clusters, as in the infinite range case, which divide and separate as a result of the stochastic noise. Due to the finite interaction range, if a fragment at the edge of the population separates sufficiently far, it stabilizes as a new cluster, and the processes begins anew. The deterministic cutoff model does not have this spreading for large interaction ranges, attesting to its purely stochastic origins. We show that this mode of spreading has an exponentially small mean spreading velocity, decaying with the range of the interaction kernel.

Front propagation and clustering in the stochastic nonlocal Fisher equation.

PubMed

Ganan, Yehuda A; Kessler, David A

2018-04-01

In this work, we study the problem of front propagation and pattern formation in the stochastic nonlocal Fisher equation. We find a crossover between two regimes: a steadily propagating regime for not too large interaction range and a stochastic punctuated spreading regime for larger ranges. We show that the former regime is well described by the heuristic approximation of the system by a deterministic system where the linear growth term is cut off below some critical density. This deterministic system is seen not only to give the right front velocity, but also predicts the onset of clustering for interaction kernels which give rise to stable uniform states, such as the Gaussian kernel, for sufficiently large cutoff. Above the critical cutoff, distinct clusters emerge behind the front. These same features are present in the stochastic model for sufficiently small carrying capacity. In the latter, punctuated spreading, regime, the population is concentrated on clusters, as in the infinite range case, which divide and separate as a result of the stochastic noise. Due to the finite interaction range, if a fragment at the edge of the population separates sufficiently far, it stabilizes as a new cluster, and the processes begins anew. The deterministic cutoff model does not have this spreading for large interaction ranges, attesting to its purely stochastic origins. We show that this mode of spreading has an exponentially small mean spreading velocity, decaying with the range of the interaction kernel.

Methods of Stochastic Analysis of Complex Regimes in the 3D Hindmarsh-Rose Neuron Model

NASA Astrophysics Data System (ADS)

Bashkirtseva, Irina; Ryashko, Lev; Slepukhina, Evdokia

A problem of the stochastic nonlinear analysis of neuronal activity is studied by the example of the Hindmarsh-Rose (HR) model. For the parametric region of tonic spiking oscillations, it is shown that random noise transforms the spiking dynamic regime into the bursting one. This stochastic phenomenon is specified by qualitative changes in distributions of random trajectories and interspike intervals (ISIs). For a quantitative analysis of the noise-induced bursting, we suggest a constructive semi-analytical approach based on the stochastic sensitivity function (SSF) technique and the method of confidence domains that allows us to describe geometrically a distribution of random states around the deterministic attractors. Using this approach, we develop a new algorithm for estimation of critical values for the noise intensity corresponding to the qualitative changes in stochastic dynamics. We show that the obtained estimations are in good agreement with the numerical results. An interplay between noise-induced bursting and transitions from order to chaos is discussed.

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

DTIC Science & Technology

2001-04-05

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

Stochastic dynamic modeling of regular and slow earthquakes

NASA Astrophysics Data System (ADS)

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

2017-12-01

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

Stochastic Investigation of Natural Frequency for Functionally Graded Plates

NASA Astrophysics Data System (ADS)

Karsh, P. K.; Mukhopadhyay, T.; Dey, S.

2018-03-01

This paper presents the stochastic natural frequency analysis of functionally graded plates by applying artificial neural network (ANN) approach. Latin hypercube sampling is utilised to train the ANN model. The proposed algorithm for stochastic natural frequency analysis of FGM plates is validated and verified with original finite element method and Monte Carlo simulation (MCS). The combined stochastic variation of input parameters such as, elastic modulus, shear modulus, Poisson ratio, and mass density are considered. Power law is applied to distribute the material properties across the thickness. The present ANN model reduces the sample size and computationally found efficient as compared to conventional Monte Carlo simulation.

Linear feedback stabilization of a dispersively monitored qubit

NASA Astrophysics Data System (ADS)

Patti, Taylor Lee; Chantasri, Areeya; García-Pintos, Luis Pedro; Jordan, Andrew N.; Dressel, Justin

2017-08-01

The state of a continuously monitored qubit evolves stochastically, exhibiting competition between coherent Hamiltonian dynamics and diffusive partial collapse dynamics that follow the measurement record. We couple these distinct types of dynamics together by linearly feeding the collected record for dispersive energy measurements directly back into a coherent Rabi drive amplitude. Such feedback turns the competition cooperative and effectively stabilizes the qubit state near a target state. We derive the conditions for obtaining such dispersive state stabilization and verify the stabilization conditions numerically. We include common experimental nonidealities, such as energy decay, environmental dephasing, detector efficiency, and feedback delay, and show that the feedback delay has the most significant negative effect on the feedback protocol. Setting the measurement collapse time scale to be long compared to the feedback delay yields the best stabilization.

Stochastic computing with biomolecular automata

PubMed Central

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

2004-01-01

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

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

NASA Astrophysics Data System (ADS)

Chang, Zhengbo; Meng, Xinzhu; Lu, Xiao

2017-04-01

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

Convolutionless Nakajima-Zwanzig equations for stochastic analysis in nonlinear dynamical systems.

PubMed

Venturi, D; Karniadakis, G E

2014-06-08

Determining the statistical properties of stochastic nonlinear systems is of major interest across many disciplines. Currently, there are no general efficient methods to deal with this challenging problem that involves high dimensionality, low regularity and random frequencies. We propose a framework for stochastic analysis in nonlinear dynamical systems based on goal-oriented probability density function (PDF) methods. The key idea stems from techniques of irreversible statistical mechanics, and it relies on deriving evolution equations for the PDF of quantities of interest, e.g. functionals of the solution to systems of stochastic ordinary and partial differential equations. Such quantities could be low-dimensional objects in infinite dimensional phase spaces. We develop the goal-oriented PDF method in the context of the time-convolutionless Nakajima-Zwanzig-Mori formalism. We address the question of approximation of reduced-order density equations by multi-level coarse graining, perturbation series and operator cumulant resummation. Numerical examples are presented for stochastic resonance and stochastic advection-reaction problems.

Stochastic Spiking Neural Networks Enabled by Magnetic Tunnel Junctions: From Nontelegraphic to Telegraphic Switching Regimes

NASA Astrophysics Data System (ADS)

Liyanagedera, Chamika M.; Sengupta, Abhronil; Jaiswal, Akhilesh; Roy, Kaushik

2017-12-01

Stochastic spiking neural networks based on nanoelectronic spin devices can be a possible pathway to achieving "brainlike" compact and energy-efficient cognitive intelligence. The computational model attempt to exploit the intrinsic device stochasticity of nanoelectronic synaptic or neural components to perform learning or inference. However, there has been limited analysis on the scaling effect of stochastic spin devices and its impact on the operation of such stochastic networks at the system level. This work attempts to explore the design space and analyze the performance of nanomagnet-based stochastic neuromorphic computing architectures for magnets with different barrier heights. We illustrate how the underlying network architecture must be modified to account for the random telegraphic switching behavior displayed by magnets with low barrier heights as they are scaled into the superparamagnetic regime. We perform a device-to-system-level analysis on a deep neural-network architecture for a digit-recognition problem on the MNIST data set.

Convolutionless Nakajima–Zwanzig equations for stochastic analysis in nonlinear dynamical systems

PubMed Central

Venturi, D.; Karniadakis, G. E.

2014-01-01

Determining the statistical properties of stochastic nonlinear systems is of major interest across many disciplines. Currently, there are no general efficient methods to deal with this challenging problem that involves high dimensionality, low regularity and random frequencies. We propose a framework for stochastic analysis in nonlinear dynamical systems based on goal-oriented probability density function (PDF) methods. The key idea stems from techniques of irreversible statistical mechanics, and it relies on deriving evolution equations for the PDF of quantities of interest, e.g. functionals of the solution to systems of stochastic ordinary and partial differential equations. Such quantities could be low-dimensional objects in infinite dimensional phase spaces. We develop the goal-oriented PDF method in the context of the time-convolutionless Nakajima–Zwanzig–Mori formalism. We address the question of approximation of reduced-order density equations by multi-level coarse graining, perturbation series and operator cumulant resummation. Numerical examples are presented for stochastic resonance and stochastic advection–reaction problems. PMID:24910519

Analysis of Cyclic Variability of Heat Release for High-EGR GDI Engine Operation with Observations on Implications for Effective Control

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

Kaul, Brian C; Wagner, Robert M; Green Jr, Johney Boyd

2013-01-01

Operation of spark-ignition (SI) engines with high levels of charge dilution through exhaust gas recirculation (EGR) achieves significant engine efficiency gains while maintaining stoichiometric operation for compatibility with three-way catalysts. Dilution levels, however, are limited by cyclic variability-including significant numbers of misfires-that becomes more pronounced with increasing dilution. This variability has been shown to have both stochastic and deterministic components. Stochastic effects include turbulence, mixing variations, and the like, while the deterministic effect is primarily due to the nonlinear dependence of flame propagation rates and ignition characteristics on the charge composition, which is influenced by the composition of residual gasesmore » from prior cycles. The presence of determinism implies that an increased understanding the dynamics of such systems could lead to effective control approaches that allow operation near the edge of stability, effectively extending the dilution limit. This nonlinear dependence has been characterized previously for homogeneous charge, port fuel-injected (PFI) SI engines operating fuel-lean as well as with inert diluents such as bottled N2 gas. In this paper, cyclic dispersion in a modern boosted gasoline direct injection (GDI) engine using a cooled external EGR loop is examined, and the potential for improvement with effective control is evaluated through the use of symbol sequence statistics and other techniques from chaos theory. Observations related to the potential implications of these results for control approaches that could effectively enable engine operation at the edge of combustion stability are noted.« less

Stochastic Characterization of Communication Network Latency for Wide Area Grid Control Applications.

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

Ameme, Dan Selorm Kwami; Guttromson, Ross

This report characterizes communications network latency under various network topologies and qualities of service (QoS). The characterizations are probabilistic in nature, allowing deeper analysis of stability for Internet Protocol (IP) based feedback control systems used in grid applications. The work involves the use of Raspberry Pi computers as a proxy for a controlled resource, and an ns-3 network simulator on a Linux server to create an experimental platform (testbed) that can be used to model wide-area grid control network communications in smart grid. Modbus protocol is used for information transport, and Routing Information Protocol is used for dynamic route selectionmore » within the simulated network.« less

Sparse Zero-Sum Games as Stable Functional Feature Selection

PubMed Central

Sokolovska, Nataliya; Teytaud, Olivier; Rizkalla, Salwa; Clément, Karine; Zucker, Jean-Daniel

2015-01-01

In large-scale systems biology applications, features are structured in hidden functional categories whose predictive power is identical. Feature selection, therefore, can lead not only to a problem with a reduced dimensionality, but also reveal some knowledge on functional classes of variables. In this contribution, we propose a framework based on a sparse zero-sum game which performs a stable functional feature selection. In particular, the approach is based on feature subsets ranking by a thresholding stochastic bandit. We provide a theoretical analysis of the introduced algorithm. We illustrate by experiments on both synthetic and real complex data that the proposed method is competitive from the predictive and stability viewpoints. PMID:26325268

Stochastic resonance energy harvesting for a rotating shaft subject to random and periodic vibrations: influence of potential function asymmetry and frequency sweep

NASA Astrophysics Data System (ADS)

Kim, Hongjip; Che Tai, Wei; Zhou, Shengxi; Zuo, Lei

2017-11-01

Stochastic resonance is referred to as a physical phenomenon that is manifest in nonlinear systems whereby a weak periodic signal can be significantly amplified with the aid of inherent noise or vice versa. In this paper, stochastic resonance is considered to harvest energy from two typical vibrations in rotating shafts: random whirl vibration and periodic stick-slip vibration. Stick-slip vibrations impose a constant offset in centrifugal force and distort the potential function of the harvester, leading to potential function asymmetry. A numerical analysis based on a finite element method was conducted to investigate stochastic resonance with potential function asymmetry. Simulation results revealed that a harvester with symmetric potential function generates seven times higher power than that with asymmetric potential function. Furthermore, a frequency-sweep analysis also showed that stochastic resonance has hysteretic behavior, resulting in frequency difference between up-sweep and down-sweep excitations. An electromagnetic energy harvesting system was constructed to experimentally verify the numerical analysis. In contrast to traditional stochastic resonance harvesters, the proposed harvester uses magnetic force to compensate the offset in the centrifugal force. System identification was performed to obtain the parameters needed in the numerical analysis. With the identified parameters, the numerical simulations showed good agreement with the experiment results with around 10% error, which verified the effect of potential function asymmetry and frequency sweep excitation condition on stochastic resonance. Finally, attributed to compensating the centrifugal force offset, the proposed harvester generated nearly three times more open-circuit output voltage than its traditional counterpart.

Postflight Quiet Stance Stability of Astronauts Following Recovery From a Simulated Fall

NASA Technical Reports Server (NTRS)

Reschke, M. F.; Kofman, I. S.; Fisher, E. A.; Cerisano, J. M.; Lawrence, E. L.; Peters, B. T.; Harm, D. L.; Kulecz, W.; Mulavara, A. P.; Fiedler, M. J.;

CERENA: ChEmical REaction Network Analyzer--A Toolbox for the Simulation and Analysis of Stochastic Chemical Kinetics.

PubMed

Kazeroonian, Atefeh; Fröhlich, Fabian; Raue, Andreas; Theis, Fabian J; Hasenauer, Jan

2016-01-01

Gene expression, signal transduction and many other cellular processes are subject to stochastic fluctuations. The analysis of these stochastic chemical kinetics is important for understanding cell-to-cell variability and its functional implications, but it is also challenging. A multitude of exact and approximate descriptions of stochastic chemical kinetics have been developed, however, tools to automatically generate the descriptions and compare their accuracy and computational efficiency are missing. In this manuscript we introduced CERENA, a toolbox for the analysis of stochastic chemical kinetics using Approximations of the Chemical Master Equation solution statistics. CERENA implements stochastic simulation algorithms and the finite state projection for microscopic descriptions of processes, the system size expansion and moment equations for meso- and macroscopic descriptions, as well as the novel conditional moment equations for a hybrid description. This unique collection of descriptions in a single toolbox facilitates the selection of appropriate modeling approaches. Unlike other software packages, the implementation of CERENA is completely general and allows, e.g., for time-dependent propensities and non-mass action kinetics. By providing SBML import, symbolic model generation and simulation using MEX-files, CERENA is user-friendly and computationally efficient. The availability of forward and adjoint sensitivity analyses allows for further studies such as parameter estimation and uncertainty analysis. The MATLAB code implementing CERENA is freely available from http://cerenadevelopers.github.io/CERENA/.

CERENA: ChEmical REaction Network Analyzer—A Toolbox for the Simulation and Analysis of Stochastic Chemical Kinetics

PubMed Central

Kazeroonian, Atefeh; Fröhlich, Fabian; Raue, Andreas; Theis, Fabian J.; Hasenauer, Jan

2016-01-01

Gene expression, signal transduction and many other cellular processes are subject to stochastic fluctuations. The analysis of these stochastic chemical kinetics is important for understanding cell-to-cell variability and its functional implications, but it is also challenging. A multitude of exact and approximate descriptions of stochastic chemical kinetics have been developed, however, tools to automatically generate the descriptions and compare their accuracy and computational efficiency are missing. In this manuscript we introduced CERENA, a toolbox for the analysis of stochastic chemical kinetics using Approximations of the Chemical Master Equation solution statistics. CERENA implements stochastic simulation algorithms and the finite state projection for microscopic descriptions of processes, the system size expansion and moment equations for meso- and macroscopic descriptions, as well as the novel conditional moment equations for a hybrid description. This unique collection of descriptions in a single toolbox facilitates the selection of appropriate modeling approaches. Unlike other software packages, the implementation of CERENA is completely general and allows, e.g., for time-dependent propensities and non-mass action kinetics. By providing SBML import, symbolic model generation and simulation using MEX-files, CERENA is user-friendly and computationally efficient. The availability of forward and adjoint sensitivity analyses allows for further studies such as parameter estimation and uncertainty analysis. The MATLAB code implementing CERENA is freely available from http://cerenadevelopers.github.io/CERENA/. PMID:26807911

Stochastic analysis of concentration field in a wake region.

PubMed

Yassin, Mohamed F; Elmi, Abdirashid A

2011-02-01

Identifying geographic locations in urban areas from which air pollutants enter the atmosphere is one of the most important information needed to develop effective mitigation strategies for pollution control. Stochastic analysis is a powerful tool that can be used for estimating concentration fluctuation in plume dispersion in a wake region around buildings. Only few studies have been devoted to evaluate applications of stochastic analysis to pollutant dispersion in an urban area. This study was designed to investigate the concentration fields in the wake region using obstacle model such as an isolated building model. We measured concentration fluctuations at centerline of various downwind distances from the source, and different heights with the frequency of 1 KHz. Concentration fields were analyzed stochastically, using the probability density functions (pdf). Stochastic analysis was performed on the concentration fluctuation and the pdf of mean concentration, fluctuation intensity, and crosswind mean-plume dispersion. The pdf of the concentration fluctuation data have shown a significant non-Gaussian behavior. The lognormal distribution appeared to be the best fit to the shape of concentration measured in the boundary layer. We observed that the plume dispersion pdf near the source was shorter than the plume dispersion far from the source. Our findings suggest that the use of stochastic technique in complex building environment can be a powerful tool to help understand the distribution and location of air pollutants.

Comparison of Dynamical Behaviors Between Monofunctional and Bifunctional Two-Component Signaling Modules

NASA Astrophysics Data System (ADS)

Yang, Xiyan; Wu, Yahao; Yuan, Zhanjiang

2015-06-01

Two-component signaling modules exist extensively in bacteria and microbes. These modules can be, based on their distinct network structures, divided into two types: the monofunctional system (denoted by MFS) where the sensor kinase (SK) modulates only phosphorylation of the response regulator (RR), and the bifunctional system (denoted by BFS) where the SK catalyzes both phosphorylation and dephosphorylation of the RR. Here, we analyze dynamical behaviors of these two systems based on stability theory, focusing on differences between them. The analysis of the deterministic behavior indicates that there is no difference between the two modules, that is, each system has the unique stable steady state. However, there are significant differences in stochastic behavior between them. Specifically, if the mean phosphorylated SK level is kept the same for the two modules, then the variance and the Fano factor for the phosphorylated RR in the BFS are always no less than those in the MFS, indicating that bifunctionality always enhances fluctuations. The correlation between the phosphorylated SK and the phosphorylated RR in the BFS is always positive mainly due to competition between system components, but this correlation in the MFS may be positive, almost zero, or negative, depending on the ratio between two rate constants. Our overall analysis indicates that differences between dynamical behaviors of monofunctional and bifunctional signaling modules are mainly in the stochastic rather than deterministic aspect.

Magnetohydrodynamic stability of stochastically driven accretion flows.

PubMed

Nath, Sujit Kumar; Mukhopadhyay, Banibrata; Chattopadhyay, Amit K

2013-07-01

We investigate the evolution of magnetohydrodynamic (or hydromagnetic as coined by Chandrasekhar) perturbations in the presence of stochastic noise in rotating shear flows. The particular emphasis is the flows whose angular velocity decreases but specific angular momentum increases with increasing radial coordinate. Such flows, however, are Rayleigh stable but must be turbulent in order to explain astrophysical observed data and, hence, reveal a mismatch between the linear theory and observations and experiments. The mismatch seems to have been resolved, at least in certain regimes, in the presence of a weak magnetic field, revealing magnetorotational instability. The present work explores the effects of stochastic noise on such magnetohydrodynamic flows, in order to resolve the above mismatch generically for the hot flows. We essentially concentrate on a small section of such a flow which is nothing but a plane shear flow supplemented by the Coriolis effect, mimicking a small section of an astrophysical accretion disk around a compact object. It is found that such stochastically driven flows exhibit large temporal and spatial autocorrelations and cross-correlations of perturbation and, hence, large energy dissipations of perturbation, which generate instability. Interestingly, autocorrelations and cross-correlations appear independent of background angular velocity profiles, which are Rayleigh stable, indicating their universality. This work initiates our attempt to understand the evolution of three-dimensional hydromagnetic perturbations in rotating shear flows in the presence of stochastic noise.

On the statistical mechanics of the 2D stochastic Euler equation

NASA Astrophysics Data System (ADS)

Bouchet, Freddy; Laurie, Jason; Zaboronski, Oleg

2011-12-01

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

Stochastic 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.

Impulsive synchronization of stochastic reaction-diffusion neural networks with mixed time delays.

PubMed

Sheng, Yin; Zeng, Zhigang

2018-07-01

This paper discusses impulsive synchronization of stochastic reaction-diffusion neural networks with Dirichlet boundary conditions and hybrid time delays. By virtue of inequality techniques, theories of stochastic analysis, linear matrix inequalities, and the contradiction method, sufficient criteria are proposed to ensure exponential synchronization of the addressed stochastic reaction-diffusion neural networks with mixed time delays via a designed impulsive controller. Compared with some recent studies, the neural network models herein are more general, some restrictions are relaxed, and the obtained conditions enhance and generalize some published ones. Finally, two numerical simulations are performed to substantiate the validity and merits of the developed theoretical analysis. Copyright © 2018 Elsevier Ltd. All rights reserved.

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

PubMed

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

1983-02-01

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

q-Gaussian distributions and multiplicative stochastic processes for analysis of multiple financial time series

NASA Astrophysics Data System (ADS)

Sato, Aki-Hiro

2010-12-01

This study considers q-Gaussian distributions and stochastic differential equations with both multiplicative and additive noises. In the M-dimensional case a q-Gaussian distribution can be theoretically derived as a stationary probability distribution of the multiplicative stochastic differential equation with both mutually independent multiplicative and additive noises. By using the proposed stochastic differential equation a method to evaluate a default probability under a given risk buffer is proposed.

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.

Dynamic stability of spinning pretwisted beams subjected to axial random forces

NASA Astrophysics Data System (ADS)

Young, T. H.; Gau, C. Y.

2003-11-01

This paper studies the dynamic stability of a pretwisted cantilever beam spinning along its longitudinal axis and subjected to an axial random force at the free end. The axial force is assumed as the sum of a constant force and a random process with a zero mean. Due to this axial force, the beam may experience parametric random instability. In this work, the finite element method is first applied to yield discretized system equations. The stochastic averaging method is then adopted to obtain Ito's equations for the response amplitudes of the system. Finally the mean-square stability criterion is utilized to determine the stability condition of the system. Numerical results show that the stability boundary of the system converges as the first three modes are taken into calculation. Before the convergence is reached, the stability condition predicted is not conservative enough.

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.

Gene regulatory networks: a coarse-grained, equation-free approach to multiscale computation.

PubMed

Erban, Radek; Kevrekidis, Ioannis G; Adalsteinsson, David; Elston, Timothy C

2006-02-28

We present computer-assisted methods for analyzing stochastic models of gene regulatory networks. The main idea that underlies this equation-free analysis is the design and execution of appropriately initialized short bursts of stochastic simulations; the results of these are processed to estimate coarse-grained quantities of interest, such as mesoscopic transport coefficients. In particular, using a simple model of a genetic toggle switch, we illustrate the computation of an effective free energy Phi and of a state-dependent effective diffusion coefficient D that characterize an unavailable effective Fokker-Planck equation. Additionally we illustrate the linking of equation-free techniques with continuation methods for performing a form of stochastic "bifurcation analysis"; estimation of mean switching times in the case of a bistable switch is also implemented in this equation-free context. The accuracy of our methods is tested by direct comparison with long-time stochastic simulations. This type of equation-free analysis appears to be a promising approach to computing features of the long-time, coarse-grained behavior of certain classes of complex stochastic models of gene regulatory networks, circumventing the need for long Monte Carlo simulations.

A coupled stochastic rainfall-evapotranspiration model for hydrological impact analysis

NASA Astrophysics Data System (ADS)

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

2018-02-01

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

Population-based 3D genome structure analysis reveals driving forces in spatial genome organization

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

Tjong, Harianto; Li, Wenyuan; Kalhor, Reza

Conformation capture technologies (e.g., Hi-C) chart physical interactions between chromatin regions on a genome-wide scale. However, the structural variability of the genome between cells poses a great challenge to interpreting ensemble-averaged Hi-C data, particularly for long-range and interchromosomal interactions. Here, we present a probabilistic approach for deconvoluting Hi-C data into a model population of distinct diploid 3D genome structures, which facilitates the detection of chromatin interactions likely to co-occur in individual cells. Here, our approach incorporates the stochastic nature of chromosome conformations and allows a detailed analysis of alternative chromatin structure states. For example, we predict and experimentally confirm themore » presence of large centromere clusters with distinct chromosome compositions varying between individual cells. The stability of these clusters varies greatly with their chromosome identities. We show that these chromosome-specific clusters can play a key role in the overall chromosome positioning in the nucleus and stabilizing specific chromatin interactions. By explicitly considering genome structural variability, our population-based method provides an important tool for revealing novel insights into the key factors shaping the spatial genome organization.« less

Population-based 3D genome structure analysis reveals driving forces in spatial genome organization

DOE PAGES

Tjong, Harianto; Li, Wenyuan; Kalhor, Reza; ...

2016-03-07

Conformation capture technologies (e.g., Hi-C) chart physical interactions between chromatin regions on a genome-wide scale. However, the structural variability of the genome between cells poses a great challenge to interpreting ensemble-averaged Hi-C data, particularly for long-range and interchromosomal interactions. Here, we present a probabilistic approach for deconvoluting Hi-C data into a model population of distinct diploid 3D genome structures, which facilitates the detection of chromatin interactions likely to co-occur in individual cells. Here, our approach incorporates the stochastic nature of chromosome conformations and allows a detailed analysis of alternative chromatin structure states. For example, we predict and experimentally confirm themore » presence of large centromere clusters with distinct chromosome compositions varying between individual cells. The stability of these clusters varies greatly with their chromosome identities. We show that these chromosome-specific clusters can play a key role in the overall chromosome positioning in the nucleus and stabilizing specific chromatin interactions. By explicitly considering genome structural variability, our population-based method provides an important tool for revealing novel insights into the key factors shaping the spatial genome organization.« less

Stochastic flux analysis of chemical reaction networks

PubMed Central

2013-01-01

Background Chemical reaction networks provide an abstraction scheme for a broad range of models in biology and ecology. The two common means for simulating these networks are the deterministic and the stochastic approaches. The traditional deterministic approach, based on differential equations, enjoys a rich set of analysis techniques, including a treatment of reaction fluxes. However, the discrete stochastic simulations, which provide advantages in some cases, lack a quantitative treatment of network fluxes. Results We describe a method for flux analysis of chemical reaction networks, where flux is given by the flow of species between reactions in stochastic simulations of the network. Extending discrete event simulation algorithms, our method constructs several data structures, and thereby reveals a variety of statistics about resource creation and consumption during the simulation. We use these structures to quantify the causal interdependence and relative importance of the reactions at arbitrary time intervals with respect to the network fluxes. This allows us to construct reduced networks that have the same flux-behavior, and compare these networks, also with respect to their time series. We demonstrate our approach on an extended example based on a published ODE model of the same network, that is, Rho GTP-binding proteins, and on other models from biology and ecology. Conclusions We provide a fully stochastic treatment of flux analysis. As in deterministic analysis, our method delivers the network behavior in terms of species transformations. Moreover, our stochastic analysis can be applied, not only at steady state, but at arbitrary time intervals, and used to identify the flow of specific species between specific reactions. Our cases study of Rho GTP-binding proteins reveals the role played by the cyclic reverse fluxes in tuning the behavior of this network. PMID:24314153

Stochastic flux analysis of chemical reaction networks.

PubMed

Kahramanoğulları, Ozan; Lynch, James F

2013-12-07

Chemical reaction networks provide an abstraction scheme for a broad range of models in biology and ecology. The two common means for simulating these networks are the deterministic and the stochastic approaches. The traditional deterministic approach, based on differential equations, enjoys a rich set of analysis techniques, including a treatment of reaction fluxes. However, the discrete stochastic simulations, which provide advantages in some cases, lack a quantitative treatment of network fluxes. We describe a method for flux analysis of chemical reaction networks, where flux is given by the flow of species between reactions in stochastic simulations of the network. Extending discrete event simulation algorithms, our method constructs several data structures, and thereby reveals a variety of statistics about resource creation and consumption during the simulation. We use these structures to quantify the causal interdependence and relative importance of the reactions at arbitrary time intervals with respect to the network fluxes. This allows us to construct reduced networks that have the same flux-behavior, and compare these networks, also with respect to their time series. We demonstrate our approach on an extended example based on a published ODE model of the same network, that is, Rho GTP-binding proteins, and on other models from biology and ecology. We provide a fully stochastic treatment of flux analysis. As in deterministic analysis, our method delivers the network behavior in terms of species transformations. Moreover, our stochastic analysis can be applied, not only at steady state, but at arbitrary time intervals, and used to identify the flow of specific species between specific reactions. Our cases study of Rho GTP-binding proteins reveals the role played by the cyclic reverse fluxes in tuning the behavior of this network.

Anti-synchronization control of BAM memristive neural networks with multiple proportional delays and stochastic perturbations

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.

Input reconstruction for networked control systems subject to deception attacks and data losses on control signals

NASA Astrophysics Data System (ADS)

Keller, J. Y.; Chabir, K.; Sauter, D.

2016-03-01

State estimation of stochastic discrete-time linear systems subject to unknown inputs or constant biases has been widely studied but no work has been dedicated to the case where a disturbance switches between unknown input and constant bias. We show that such disturbance can affect a networked control system subject to deception attacks and data losses on the control signals transmitted by the controller to the plant. This paper proposes to estimate the switching disturbance from an augmented state version of the intermittent unknown input Kalman filter recently developed by the authors. Sufficient stochastic stability conditions are established when the arrival binary sequence of data losses follows a Bernoulli random process.

Existence and uniqueness, attraction for stochastic age-structured population systems with diffusion and Poisson jump

NASA Astrophysics Data System (ADS)

Chen, Huabin

2013-08-01

In this paper, the problems about the existence and uniqueness, attraction for strong solution of stochastic age-structured population systems with diffusion and Poisson jump are considered. Under the non-Lipschitz condition with the Lipschitz condition being considered as a special case, the existence and uniqueness for such systems is firstly proved by using the Burkholder-Davis-Gundy inequality (B-D-G inequality) and Itô's formula. And then by using a novel inequality technique, some sufficient conditions ensuring the existence for the domain of attraction are established. As another by-product, the exponential stability in mean square moment of strong solution for such systems can be also discussed.

A framework for sensitivity analysis of decision trees.

PubMed

Kamiński, Bogumił; Jakubczyk, Michał; Szufel, Przemysław

2018-01-01

In the paper, we consider sequential decision problems with uncertainty, represented as decision trees. Sensitivity analysis is always a crucial element of decision making and in decision trees it often focuses on probabilities. In the stochastic model considered, the user often has only limited information about the true values of probabilities. We develop a framework for performing sensitivity analysis of optimal strategies accounting for this distributional uncertainty. We design this robust optimization approach in an intuitive and not overly technical way, to make it simple to apply in daily managerial practice. The proposed framework allows for (1) analysis of the stability of the expected-value-maximizing strategy and (2) identification of strategies which are robust with respect to pessimistic/optimistic/mode-favoring perturbations of probabilities. We verify the properties of our approach in two cases: (a) probabilities in a tree are the primitives of the model and can be modified independently; (b) probabilities in a tree reflect some underlying, structural probabilities, and are interrelated. We provide a free software tool implementing the methods described.

Stochastic stability of sigma-point Unscented Predictive Filter.

PubMed

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

2015-07-01

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

Stochastic resonant damping in a noisy monostable system: theory and experiment.

PubMed

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.

Relativistic analysis of stochastic kinematics

NASA Astrophysics Data System (ADS)

Giona, Massimiliano

2017-10-01

The relativistic analysis of stochastic kinematics is developed in order to determine the transformation of the effective diffusivity tensor in inertial frames. Poisson-Kac stochastic processes are initially considered. For one-dimensional spatial models, the effective diffusion coefficient measured in a frame Σ moving with velocity w with respect to the rest frame of the stochastic process is inversely proportional to the third power of the Lorentz factor γ (w ) =(1-w2/c2) -1 /2 . Subsequently, higher-dimensional processes are analyzed and it is shown that the diffusivity tensor in a moving frame becomes nonisotropic: The diffusivities parallel and orthogonal to the velocity of the moving frame scale differently with respect to γ (w ) . The analysis of discrete space-time diffusion processes permits one to obtain a general transformation theory of the tensor diffusivity, confirmed by several different simulation experiments. Several implications of the theory are also addressed and discussed.

An empirical analysis of the distribution of overshoots in a stationary Gaussian stochastic process

NASA Technical Reports Server (NTRS)

Carter, M. C.; Madison, M. W.

1973-01-01

The frequency distribution of overshoots in a stationary Gaussian stochastic process is analyzed. The primary processes involved in this analysis are computer simulation and statistical estimation. Computer simulation is used to simulate stationary Gaussian stochastic processes that have selected autocorrelation functions. An analysis of the simulation results reveals a frequency distribution for overshoots with a functional dependence on the mean and variance of the process. Statistical estimation is then used to estimate the mean and variance of a process. It is shown that for an autocorrelation function, the mean and the variance for the number of overshoots, a frequency distribution for overshoots can be estimated.

The Relative Efficiencies of Research Universities of Science and Technology in China: Based on the Data Envelopment Analysis and Stochastic Frontier Analysis

ERIC Educational Resources Information Center

Chuanyi, Wang; Xiaohong, Lv; Shikui, Zhao

2016-01-01

This paper applies data envelopment analysis (DEA) and stochastic frontier analysis (SFA) to explore the relative efficiency of China's research universities of science and technology. According to the finding, when talent training is the only output, the efficiency of research universities of science and technology is far lower than that of…

Emergent "Quantum" Theory in Complex Adaptive Systems.

PubMed

Minic, Djordje; Pajevic, Sinisa

2016-04-30

Motivated by the question of stability, in this letter we argue that an effective quantum-like theory can emerge in complex adaptive systems. In the concrete example of stochastic Lotka-Volterra dynamics, the relevant effective "Planck constant" associated with such emergent "quantum" theory has the dimensions of the square of the unit of time. Such an emergent quantum-like theory has inherently non-classical stability as well as coherent properties that are not, in principle, endangered by thermal fluctuations and therefore might be of crucial importance in complex adaptive systems.

Emergent “Quantum” Theory in Complex Adaptive Systems

PubMed Central

Minic, Djordje; Pajevic, Sinisa

2017-01-01

Motivated by the question of stability, in this letter we argue that an effective quantum-like theory can emerge in complex adaptive systems. In the concrete example of stochastic Lotka-Volterra dynamics, the relevant effective “Planck constant” associated with such emergent “quantum” theory has the dimensions of the square of the unit of time. Such an emergent quantum-like theory has inherently non-classical stability as well as coherent properties that are not, in principle, endangered by thermal fluctuations and therefore might be of crucial importance in complex adaptive systems. PMID:28890591

Integrated communication and control systems. II - Design considerations

NASA Technical Reports Server (NTRS)

Ray, Asok; Halevi, Yoram

1988-01-01

The ICCS design issues for nonperiodic and stochastic delays are addressed and the framework for alternative design procedures is outlined. The impact of network-induced delays on system stability is investigated and their physical significance is demonstrated using a simulation. The negative effects of vacant sampling and message rejection at the controller are demonstrated.

Lattice design of the integrable optics test accelerator and optical stochastic cooling experiment at Fermilab

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

Kafka, Gene

2015-05-01

The Integrable Optics Test Accelerator (IOTA) storage ring at Fermilab will serve as the backbone for a broad spectrum of Advanced Accelerator R&D (AARD) experiments, and as such, must be designed with signi cant exibility in mind, but without compromising cost e ciency. The nonlinear experiments at IOTA will include: achievement of a large nonlinear tune shift/spread without degradation of dynamic aperture; suppression of strong lattice resonances; study of stability of nonlinear systems to perturbations; and studies of di erent variants of nonlinear magnet design. The ring optics control has challenging requirements that reach or exceed the present state ofmore » the art. The development of a complete self-consistent design of the IOTA ring optics, meeting the demands of all planned AARD experiments, is presented. Of particular interest are the precise control for nonlinear integrable optics experiments and the transverse-to-longitudinal coupling and phase stability for the Optical Stochastic Cooling Experiment (OSC). Since the beam time-of- ight must be tightly controlled in the OSC section, studies of second order corrections in this section are presented.« less

Lattice design of the integrable optics test accelerator and optical stochastic cooling experiment at Fermilab

NASA Astrophysics Data System (ADS)

Kafka, Gene

The Integrable Optics Test Accelerator (IOTA) storage ring at Fermilab will serve as the backbone for a broad spectrum of Advanced Accelerator R&D (AARD) experiments, and as such, must be designed with significant flexibility in mind, but without compromising cost efficiency. The nonlinear experiments at IOTA will include: achievement of a large nonlinear tune shift/spread without degradation of dynamic aperture; suppression of strong lattice resonances; study of stability of nonlinear systems to perturbations; and studies of different variants of nonlinear magnet design. The ring optics control has challenging requirements that reach or exceed the present state of the art. The development of a complete self-consistent design of the IOTA ring optics, meeting the demands of all planned AARD experiments, is presented. Of particular interest are the precise control for nonlinear integrable optics experiments and the transverse-to-longitudinal coupling and phase stability for the Optical Stochastic Cooling Experiment (OSC). Since the beam time-of-flight must be tightly controlled in the OSC section, studies of second order corrections in this section are presented.

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.

Multiple scales in metapopulations of public goods producers

NASA Astrophysics Data System (ADS)

Bauer, Marianne; Frey, Erwin

2018-04-01

Multiple scales in metapopulations can give rise to paradoxical behavior: in a conceptual model for a public goods game, the species associated with a fitness cost due to the public good production can be stabilized in the well-mixed limit due to the mere existence of these scales. The scales in this model involve a length scale corresponding to separate patches, coupled by mobility, and separate time scales for reproduction and interaction with a local environment. Contrary to the well-mixed high mobility limit, we find that for low mobilities, the interaction rate progressively stabilizes this species due to stochastic effects, and that the formation of spatial patterns is not crucial for this stabilization.

Noise and poise: Enhancement of postural complexity in the elderly with a stochastic-resonance based therapy

NASA Astrophysics Data System (ADS)

Costa, M.; Priplata, A. A.; Lipsitz, L. A.; Wu, Z.; Huang, N. E.; Goldberger, A. L.; Peng, C.-K.

2007-03-01

Pathologic states are associated with a loss of dynamical complexity. Therefore, therapeutic interventions that increase physiologic complexity may enhance health status. Using multiscale entropy analysis, we show that the postural sway dynamics of healthy young and healthy elderly subjects are more complex than that of elderly subjects with a history of falls. Application of subsensory noise to the feet has been demonstrated to improve postural stability in the elderly. We next show that this therapy significantly increases the multiscale complexity of sway fluctuations in healthy elderly subjects. Quantification of changes in dynamical complexity of biologic variability may be the basis of a new approach to assessing risk and to predicting the efficacy of clinical interventions, including noise-based therapies.

Equation-based model for the stock market

NASA Astrophysics Data System (ADS)

Xavier, Paloma O. C.; Atman, A. P. F.; de Magalhães, A. R. Bosco

2017-09-01

We propose a stock market model which is investigated in the forms of difference and differential equations whose variables correspond to the demand or supply of each agent and to the price. In the model, agents are driven by the behavior of their trust contact network as well by fundamental analysis. By means of the deterministic version of the model, the connection between such drive mechanisms and the price is analyzed: imitation behavior promotes market instability, finitude of resources is associated to stock index stability, and high sensitivity to the fair price provokes price oscillations. Long-range correlations in the price temporal series and heavy-tailed distribution of returns are observed for the version of the model which considers different proposals for stochasticity of microeconomic and macroeconomic origins.

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

NASA Astrophysics Data System (ADS)

Laurie, J.; Bouchet, F.

2012-04-01

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

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

NASA Astrophysics Data System (ADS)

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

2018-02-01

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

A Linear Stochastic Dynamical Model of ENSO. Part II: Analysis.

NASA Astrophysics Data System (ADS)

Thompson, C. J.; Battisti, D. S.

2001-02-01

In this study the behavior of a linear, intermediate model of ENSO is examined under stochastic forcing. The model was developed in a companion paper (Part I) and is derived from the Zebiak-Cane ENSO model. Four variants of the model are used whose stabilities range from slightly damped to moderately damped. Each model is run as a simulation while being perturbed by noise that is uncorrelated (white) in space and time. The statistics of the model output show the moderately damped models to be more realistic than the slightly damped models. The moderately damped models have power spectra that are quantitatively quite similar to observations, and a seasonal pattern of variance that is qualitatively similar to observations. All models produce ENSOs that are phase locked to the annual cycle, and all display the `spring barrier' characteristic in their autocorrelation patterns, though in the models this `barrier' occurs during the summer and is less intense than in the observations (inclusion of nonlinear effects is shown to partially remedy this deficiency). The more realistic models also show a decadal variability in the lagged autocorrelation pattern that is qualitatively similar to observations.Analysis of the models shows that the greatest part of the variability comes from perturbations that project onto the first singular vector, which then grow rapidly into the ENSO mode. Essentially, the model output represents many instances of the ENSO mode, with random phase and amplitude, stimulated by the noise through the optimal transient growth of the singular vectors.The limit of predictability for each model is calculated and it is shown that the more realistic (moderately damped) models have worse potential predictability (9-15 months) than the deterministic chaotic models that have been studied widely in the literature. The predictability limits are strongly correlated with the stability of the models' ENSO mode-the more highly damped models having much shorter limits of predictability. A comparison of the two most realistic models shows that even though these models have similar statistics, they have very different predictability limits. The models have a strong seasonal dependence to their predictability limits.The results of this study (with the companion paper) suggest that the linear, stable dynamical model of ENSO is indeed a plausible hypothesis for the observed ENSO. With very reasonable levels of stochastic forcing, the model produces realistic levels of variance, has a realistic spectrum, and qualitatively reproduces the observed seasonal pattern of variance, the autocorrelation pattern, and the ENSO-like decadal variability.

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

NASA Astrophysics Data System (ADS)

Turner, Douglas C.; Ladde, Gangaram S.

2018-03-01

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

Linear stability analysis of the three-dimensional thermally-driven ocean circulation: application to interdecadal oscillations

NASA Astrophysics Data System (ADS)

Huck, Thierry; Vallis, Geoffrey K.

2001-08-01

What can we learn from performing a linear stability analysis of the large-scale ocean circulation? Can we predict from the basic state the occurrence of interdecadal oscillations, such as might be found in a forward integration of the full equations of motion? If so, do the structure and period of the linearly unstable modes resemble those found in a forward integration? We pursue here a preliminary study of these questions for a case in idealized geometry, in which the full nonlinear behavior can also be explored through forward integrations. Specifically, we perform a three-dimensional linear stability analysis of the thermally-driven circulation of the planetary geostrophic equations. We examine the resulting eigenvalues and eigenfunctions, comparing them with the structure of the interdecadal oscillations found in the fully nonlinear model in various parameter regimes. We obtain a steady state by running the time-dependent, nonlinear model to equilibrium using restoring boundary conditions on surface temperature. If the surface heat fluxes are then diagnosed, and these values applied as constant flux boundary conditions, the nonlinear model switches into a state of perpetual, finite amplitude, interdecadal oscillations. We construct a linearized version of the model by empirically evaluating the tangent linear matrix at the steady state, under both restoring and constant-flux boundary conditions. An eigen-analysis shows there are no unstable eigenmodes of the linearized model with restoring conditions. In contrast, under constant flux conditions, we find a single unstable eigenmode that shows a striking resemblance to the fully-developed oscillations in terms of three-dimensional structure, period and growth rate. The mode may be damped through either surface restoring boundary conditions or sufficiently large horizontal tracer diffusion. The success of this simple numerical method in idealized geometry suggests applications in the study of the stability of the ocean circulation in more realistic configurations, and the possibility of predicting potential oceanic modes, even weakly damped, that might be excited by stochastic atmospheric forcing or mesoscale ocean eddies.

Rockfall hazard assessment integrating probabilistic physically based rockfall source detection (Norddal municipality, Norway).

NASA Astrophysics Data System (ADS)

Yugsi Molina, F. X.; Oppikofer, T.; Fischer, L.; Hermanns, R. L.; Taurisano, A.

2012-04-01

Traditional techniques to assess rockfall hazard are partially based on probabilistic analysis. Stochastic methods has been used for run-out analysis of rock blocks to estimate the trajectories that a detached block will follow during its fall until it stops due to kinetic energy loss. However, the selection of rockfall source areas is usually defined either by multivariate analysis or by field observations. For either case, a physically based approach is not used for the source area detection. We present an example of rockfall hazard assessment that integrates a probabilistic rockfall run-out analysis with a stochastic assessment of the rockfall source areas using kinematic stability analysis in a GIS environment. The method has been tested for a steep more than 200 m high rock wall, located in the municipality of Norddal (Møre og Romsdal county, Norway), where a large number of people are either exposed to snow avalanches, rockfalls, or debris flows. The area was selected following the recently published hazard mapping plan of Norway. The cliff is formed by medium to coarse-grained quartz-dioritic to granitic gneisses of Proterozoic age. Scree deposits product of recent rockfall activity are found at the bottom of the rock wall. Large blocks can be found several tens of meters away from the cliff in Sylte, the main locality in the Norddal municipality. Structural characterization of the rock wall was done using terrestrial laser scanning (TLS) point clouds in the software Coltop3D (www.terranum.ch), and results were validated with field data. Orientation data sets from the structural characterization were analyzed separately to assess best-fit probability density functions (PDF) for both dip angle and dip direction angle of each discontinuity set. A GIS-based stochastic kinematic analysis was then carried out using the discontinuity set orientations and the friction angle as random variables. An airborne laser scanning digital elevation model (ALS-DEM) with 1 m resolution was used for the analysis. Three failure mechanisms were analyzed: planar and wedge sliding, as well as toppling. Based on this kinematic analysis, areas where failure is feasible were used as source areas for run out analysis using Rockyfor3D v. 4.1 (www.ecorisq.org). The software calculates trajectories of single falling blocks in three dimensions using physically based algorithms developed under a stochastic approach. The ALS-DEM was down-scaled to 5 m resolution to optimize processing time. Results were compared with run-out simulations using Rockyfor3D with the whole rock wall as source area, and with maps of deposits generated from field observations and aerial photo interpretation. The results product of our implementation show a better correlation with field observations, and help to produce more accurate rock fall hazard assessment maps by a better definition of the source areas. It reduces the time processing for the analysis as well. The findings presented in this contribution are part of an effort to produce guidelines for natural hazard mapping in Norway. Guidelines will be used in upcoming years for hazard mapping in areas where larger groups of population are exposed to mass movements from steep slopes.

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

PubMed Central

Liao, Shuohao; Vejchodský, Tomáš; Erban, Radek

2015-01-01

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

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

PubMed

Liao, Shuohao; Vejchodský, Tomáš; Erban, Radek

2015-07-06

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

Analysis of degree of nonlinearity and stochastic nature of HRV signal during meditation using delay vector variance method.

PubMed

Reddy, L Ram Gopal; Kuntamalla, Srinivas

2011-01-01

Heart rate variability analysis is fast gaining acceptance as a potential non-invasive means of autonomic nervous system assessment in research as well as clinical domains. In this study, a new nonlinear analysis method is used to detect the degree of nonlinearity and stochastic nature of heart rate variability signals during two forms of meditation (Chi and Kundalini). The data obtained from an online and widely used public database (i.e., MIT/BIH physionet database), is used in this study. The method used is the delay vector variance (DVV) method, which is a unified method for detecting the presence of determinism and nonlinearity in a time series and is based upon the examination of local predictability of a signal. From the results it is clear that there is a significant change in the nonlinearity and stochastic nature of the signal before and during the meditation (p value > 0.01). During Chi meditation there is a increase in stochastic nature and decrease in nonlinear nature of the signal. There is a significant decrease in the degree of nonlinearity and stochastic nature during Kundalini meditation.

Response analysis of a class of quasi-linear systems with fractional derivative excited by Poisson white noise

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

The influences of delay time on the stability of a market model with stochastic volatility

NASA Astrophysics Data System (ADS)

Li, Jiang-Cheng; Mei, Dong-Cheng

2013-02-01

The effects of the delay time on the stability of a market model are investigated, by using a modified Heston model with a cubic nonlinearity and cross-correlated noise sources. These results indicate that: (i) There is an optimal delay time τo which maximally enhances the stability of the stock price under strong demand elasticity of stock price, and maximally reduces the stability of the stock price under weak demand elasticity of stock price; (ii) The cross correlation coefficient of noises and the delay time play an opposite role on the stability for the case of the delay time <τo and the same role for the case of the delay time >τo. Moreover, the probability density function of the escape time of stock price returns, the probability density function of the returns and the correlation function of the returns are compared with other literatures.

Simulated maximum likelihood method for estimating kinetic rates in gene expression.

PubMed

Tian, Tianhai; Xu, Songlin; Gao, Junbin; Burrage, Kevin

2007-01-01

Kinetic rate in gene expression is a key measurement of the stability of gene products and gives important information for the reconstruction of genetic regulatory networks. Recent developments in experimental technologies have made it possible to measure the numbers of transcripts and protein molecules in single cells. Although estimation methods based on deterministic models have been proposed aimed at evaluating kinetic rates from experimental observations, these methods cannot tackle noise in gene expression that may arise from discrete processes of gene expression, small numbers of mRNA transcript, fluctuations in the activity of transcriptional factors and variability in the experimental environment. In this paper, we develop effective methods for estimating kinetic rates in genetic regulatory networks. The simulated maximum likelihood method is used to evaluate parameters in stochastic models described by either stochastic differential equations or discrete biochemical reactions. Different types of non-parametric density functions are used to measure the transitional probability of experimental observations. For stochastic models described by biochemical reactions, we propose to use the simulated frequency distribution to evaluate the transitional density based on the discrete nature of stochastic simulations. The genetic optimization algorithm is used as an efficient tool to search for optimal reaction rates. Numerical results indicate that the proposed methods can give robust estimations of kinetic rates with good accuracy.

Stochastic modeling of consumer preferences for health care institutions.

PubMed

Malhotra, N K

1983-01-01

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

Stochastic Dynamics Underlying Cognitive Stability and Flexibility

PubMed Central

Ueltzhöffer, Kai; Armbruster-Genç, Diana J. N.; Fiebach, Christian J.

2015-01-01

Cognitive stability and flexibility are core functions in the successful pursuit of behavioral goals. While there is evidence for a common frontoparietal network underlying both functions and for a key role of dopamine in the modulation of flexible versus stable behavior, the exact neurocomputational mechanisms underlying those executive functions and their adaptation to environmental demands are still unclear. In this work we study the neurocomputational mechanisms underlying cue based task switching (flexibility) and distractor inhibition (stability) in a paradigm specifically designed to probe both functions. We develop a physiologically plausible, explicit model of neural networks that maintain the currently active task rule in working memory and implement the decision process. We simplify the four-choice decision network to a nonlinear drift-diffusion process that we canonically derive from a generic winner-take-all network model. By fitting our model to the behavioral data of individual subjects, we can reproduce their full behavior in terms of decisions and reaction time distributions in baseline as well as distractor inhibition and switch conditions. Furthermore, we predict the individual hemodynamic response timecourse of the rule-representing network and localize it to a frontoparietal network including the inferior frontal junction area and the intraparietal sulcus, using functional magnetic resonance imaging. This refines the understanding of task-switch-related frontoparietal brain activity as reflecting attractor-like working memory representations of task rules. Finally, we estimate the subject-specific stability of the rule-representing attractor states in terms of the minimal action associated with a transition between different rule states in the phase-space of the fitted models. This stability measure correlates with switching-specific thalamocorticostriatal activation, i.e., with a system associated with flexible working memory updating and dopaminergic modulation of cognitive flexibility. These results show that stochastic dynamical systems can implement the basic computations underlying cognitive stability and flexibility and explain neurobiological bases of individual differences. PMID:26068119

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

PubMed

Sathiyaraj, T; Balasubramaniam, P

2017-11-30

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

Enhanced Performance Controller Design for Stochastic Systems by Adding Extra State Estimation onto the Existing Closed Loop Control

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

Zhou, Yuyang; Zhang, Qichun; Wang, Hong

To enhance the performance of the tracking property , this paper presents a novel control algorithm for a class of linear dynamic stochastic systems with unmeasurable states, where the performance enhancement loop is established based on Kalman filter. Without changing the existing closed loop with the PI controller, the compensative controller is designed to minimize the variances of the tracking errors using the estimated states and the propagation of state variances. Moreover, the stability of the closed-loop systems has been analyzed in the mean-square sense. A simulated example is included to show the effectiveness of the presented control algorithm, wheremore » encouraging results have been obtained.« less

Fast state estimation subject to random data loss in discrete-time nonlinear stochastic systems

NASA Astrophysics Data System (ADS)

Mahdi Alavi, S. M.; Saif, Mehrdad

2013-12-01

This paper focuses on the design of the standard observer in discrete-time nonlinear stochastic systems subject to random data loss. By the assumption that the system response is incrementally bounded, two sufficient conditions are subsequently derived that guarantee exponential mean-square stability and fast convergence of the estimation error for the problem at hand. An efficient algorithm is also presented to obtain the observer gain. Finally, the proposed methodology is employed for monitoring the Continuous Stirred Tank Reactor (CSTR) via a wireless communication network. The effectiveness of the designed observer is extensively assessed by using an experimental tested-bed that has been fabricated for performance evaluation of the over wireless-network estimation techniques under realistic radio channel conditions.

Stable schemes for dissipative particle dynamics with conserved energy

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

Stoltz, Gabriel, E-mail: stoltz@cermics.enpc.fr

2017-07-01

This article presents a new numerical scheme for the discretization of dissipative particle dynamics with conserved energy. The key idea is to reduce elementary pairwise stochastic dynamics (either fluctuation/dissipation or thermal conduction) to effective single-variable dynamics, and to approximate the solution of these dynamics with one step of a Metropolis–Hastings algorithm. This ensures by construction that no negative internal energies are encountered during the simulation, and hence allows to increase the admissible timesteps to integrate the dynamics, even for systems with small heat capacities. Stability is only limited by the Hamiltonian part of the dynamics, which suggests resorting to multiplemore » timestep strategies where the stochastic part is integrated less frequently than the Hamiltonian one.« less

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

NASA Astrophysics Data System (ADS)

Wang, Sheng; Wang, Linshan; Wei, Tengda

2018-04-01

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

Production and efficiency of large wildland fire suppression effort: A stochastic frontier analysis

Treesearch

Hari Katuwal; Dave Calkin; Michael S. Hand

2016-01-01

This study examines the production and efficiency of wildland fire suppression effort. We estimate the effectiveness of suppression resource inputs to produce controlled fire lines that contain large wildland fires using stochastic frontier analysis. Determinants of inefficiency are identified and the effects of these determinants on the daily production of...

Efficiency in the Community College Sector: Stochastic Frontier Analysis

ERIC Educational Resources Information Center

Agasisti, Tommaso; Belfield, Clive

2017-01-01

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

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

PubMed

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

2015-07-10

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

MEANS: python package for Moment Expansion Approximation, iNference and Simulation

PubMed Central

Fan, Sisi; Geissmann, Quentin; Lakatos, Eszter; Lukauskas, Saulius; Ale, Angelique; Babtie, Ann C.; Kirk, Paul D. W.; Stumpf, Michael P. H.

2016-01-01

Motivation: Many biochemical systems require stochastic descriptions. Unfortunately these can only be solved for the simplest cases and their direct simulation can become prohibitively expensive, precluding thorough analysis. As an alternative, moment closure approximation methods generate equations for the time-evolution of the system’s moments and apply a closure ansatz to obtain a closed set of differential equations; that can become the basis for the deterministic analysis of the moments of the outputs of stochastic systems. Results: We present a free, user-friendly tool implementing an efficient moment expansion approximation with parametric closures that integrates well with the IPython interactive environment. Our package enables the analysis of complex stochastic systems without any constraints on the number of species and moments studied and the type of rate laws in the system. In addition to the approximation method our package provides numerous tools to help non-expert users in stochastic analysis. Availability and implementation: https://github.com/theosysbio/means Contacts: m.stumpf@imperial.ac.uk or e.lakatos13@imperial.ac.uk Supplementary information: Supplementary data are available at Bioinformatics online. PMID:27153663

MEANS: python package for Moment Expansion Approximation, iNference and Simulation.

PubMed

Fan, Sisi; Geissmann, Quentin; Lakatos, Eszter; Lukauskas, Saulius; Ale, Angelique; Babtie, Ann C; Kirk, Paul D W; Stumpf, Michael P H

2016-09-15

Many biochemical systems require stochastic descriptions. Unfortunately these can only be solved for the simplest cases and their direct simulation can become prohibitively expensive, precluding thorough analysis. As an alternative, moment closure approximation methods generate equations for the time-evolution of the system's moments and apply a closure ansatz to obtain a closed set of differential equations; that can become the basis for the deterministic analysis of the moments of the outputs of stochastic systems. We present a free, user-friendly tool implementing an efficient moment expansion approximation with parametric closures that integrates well with the IPython interactive environment. Our package enables the analysis of complex stochastic systems without any constraints on the number of species and moments studied and the type of rate laws in the system. In addition to the approximation method our package provides numerous tools to help non-expert users in stochastic analysis. https://github.com/theosysbio/means m.stumpf@imperial.ac.uk or e.lakatos13@imperial.ac.uk Supplementary data are available at Bioinformatics online. © The Author 2016. Published by Oxford University Press.

Tipping point analysis of atmospheric oxygen concentration

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

Livina, V. N.; Forbes, A. B.; Vaz Martins, T. M.

2015-03-15

We apply tipping point analysis to nine observational oxygen concentration records around the globe, analyse their dynamics and perform projections under possible future scenarios, leading to oxygen deficiency in the atmosphere. The analysis is based on statistical physics framework with stochastic modelling, where we represent the observed data as a composition of deterministic and stochastic components estimated from the observed data using Bayesian and wavelet techniques.

A Simulation-Based Comparison of Several Stochastic Linear Regression Methods in the Presence of Outliers.

ERIC Educational Resources Information Center

Rule, David L.

Several regression methods were examined within the framework of weighted structural regression (WSR), comparing their regression weight stability and score estimation accuracy in the presence of outlier contamination. The methods compared are: (1) ordinary least squares; (2) WSR ridge regression; (3) minimum risk regression; (4) minimum risk 2;…

Flood Catastrophe Model for Designing Optimal Flood Insurance Program: Estimating Location-Specific Premiums in the Netherlands.

PubMed

Ermolieva, T; Filatova, T; Ermoliev, Y; Obersteiner, M; de Bruijn, K M; Jeuken, A

2017-01-01

As flood risks grow worldwide, a well-designed insurance program engaging various stakeholders becomes a vital instrument in flood risk management. The main challenge concerns the applicability of standard approaches for calculating insurance premiums of rare catastrophic losses. This article focuses on the design of a flood-loss-sharing program involving private insurance based on location-specific exposures. The analysis is guided by a developed integrated catastrophe risk management (ICRM) model consisting of a GIS-based flood model and a stochastic optimization procedure with respect to location-specific risk exposures. To achieve the stability and robustness of the program towards floods with various recurrences, the ICRM uses stochastic optimization procedure, which relies on quantile-related risk functions of a systemic insolvency involving overpayments and underpayments of the stakeholders. Two alternative ways of calculating insurance premiums are compared: the robust derived with the ICRM and the traditional average annual loss approach. The applicability of the proposed model is illustrated in a case study of a Rotterdam area outside the main flood protection system in the Netherlands. Our numerical experiments demonstrate essential advantages of the robust premiums, namely, that they: (1) guarantee the program's solvency under all relevant flood scenarios rather than one average event; (2) establish a tradeoff between the security of the program and the welfare of locations; and (3) decrease the need for other risk transfer and risk reduction measures. © 2016 Society for Risk Analysis.

Practice of Contemporary Dance Promotes Stochastic Postural Control in Aging

PubMed Central

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

2011-01-01

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

Spatial delineation, fluid-lithology characterization, and petrophysical modeling of deepwater Gulf of Mexico reservoirs though joint AVA deterministic and stochastic inversion of three-dimensional partially-stacked seismic amplitude data and well logs

NASA Astrophysics Data System (ADS)

Contreras, Arturo Javier

This dissertation describes a novel Amplitude-versus-Angle (AVA) inversion methodology to quantitatively integrate pre-stack seismic data, well logs, geologic data, and geostatistical information. Deterministic and stochastic inversion algorithms are used to characterize flow units of deepwater reservoirs located in the central Gulf of Mexico. A detailed fluid/lithology sensitivity analysis was conducted to assess the nature of AVA effects in the study area. Standard AVA analysis indicates that the shale/sand interface represented by the top of the hydrocarbon-bearing turbidite deposits generate typical Class III AVA responses. Layer-dependent Biot-Gassmann analysis shows significant sensitivity of the P-wave velocity and density to fluid substitution, indicating that presence of light saturating fluids clearly affects the elastic response of sands. Accordingly, AVA deterministic and stochastic inversions, which combine the advantages of AVA analysis with those of inversion, have provided quantitative information about the lateral continuity of the turbidite reservoirs based on the interpretation of inverted acoustic properties and fluid-sensitive modulus attributes (P-Impedance, S-Impedance, density, and LambdaRho, in the case of deterministic inversion; and P-velocity, S-velocity, density, and lithotype (sand-shale) distributions, in the case of stochastic inversion). The quantitative use of rock/fluid information through AVA seismic data, coupled with the implementation of co-simulation via lithotype-dependent multidimensional joint probability distributions of acoustic/petrophysical properties, provides accurate 3D models of petrophysical properties such as porosity, permeability, and water saturation. Pre-stack stochastic inversion provides more realistic and higher-resolution results than those obtained from analogous deterministic techniques. Furthermore, 3D petrophysical models can be more accurately co-simulated from AVA stochastic inversion results. By combining AVA sensitivity analysis techniques with pre-stack stochastic inversion, geologic data, and awareness of inversion pitfalls, it is possible to substantially reduce the risk in exploration and development of conventional and non-conventional reservoirs. From the final integration of deterministic and stochastic inversion results with depositional models and analogous examples, the M-series reservoirs have been interpreted as stacked terminal turbidite lobes within an overall fan complex (the Miocene MCAVLU Submarine Fan System); this interpretation is consistent with previous core data interpretations and regional stratigraphic/depositional studies.

Optimality, stochasticity, and variability in motor behavior

PubMed Central

Guigon, Emmanuel; Baraduc, Pierre; Desmurget, Michel

2008-01-01

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

Intrinsic noise analyzer: a software package for the exploration of stochastic biochemical kinetics using the system size expansion.

PubMed

Thomas, Philipp; Matuschek, Hannes; Grima, Ramon

2012-01-01

The accepted stochastic descriptions of biochemical dynamics under well-mixed conditions are given by the Chemical Master Equation and the Stochastic Simulation Algorithm, which are equivalent. The latter is a Monte-Carlo method, which, despite enjoying broad availability in a large number of existing software packages, is computationally expensive due to the huge amounts of ensemble averaging required for obtaining accurate statistical information. The former is a set of coupled differential-difference equations for the probability of the system being in any one of the possible mesoscopic states; these equations are typically computationally intractable because of the inherently large state space. Here we introduce the software package intrinsic Noise Analyzer (iNA), which allows for systematic analysis of stochastic biochemical kinetics by means of van Kampen's system size expansion of the Chemical Master Equation. iNA is platform independent and supports the popular SBML format natively. The present implementation is the first to adopt a complementary approach that combines state-of-the-art analysis tools using the computer algebra system Ginac with traditional methods of stochastic simulation. iNA integrates two approximation methods based on the system size expansion, the Linear Noise Approximation and effective mesoscopic rate equations, which to-date have not been available to non-expert users, into an easy-to-use graphical user interface. In particular, the present methods allow for quick approximate analysis of time-dependent mean concentrations, variances, covariances and correlations coefficients, which typically outperforms stochastic simulations. These analytical tools are complemented by automated multi-core stochastic simulations with direct statistical evaluation and visualization. We showcase iNA's performance by using it to explore the stochastic properties of cooperative and non-cooperative enzyme kinetics and a gene network associated with circadian rhythms. The software iNA is freely available as executable binaries for Linux, MacOSX and Microsoft Windows, as well as the full source code under an open source license.

Intrinsic Noise Analyzer: A Software Package for the Exploration of Stochastic Biochemical Kinetics Using the System Size Expansion

PubMed Central

Grima, Ramon

2012-01-01

The accepted stochastic descriptions of biochemical dynamics under well-mixed conditions are given by the Chemical Master Equation and the Stochastic Simulation Algorithm, which are equivalent. The latter is a Monte-Carlo method, which, despite enjoying broad availability in a large number of existing software packages, is computationally expensive due to the huge amounts of ensemble averaging required for obtaining accurate statistical information. The former is a set of coupled differential-difference equations for the probability of the system being in any one of the possible mesoscopic states; these equations are typically computationally intractable because of the inherently large state space. Here we introduce the software package intrinsic Noise Analyzer (iNA), which allows for systematic analysis of stochastic biochemical kinetics by means of van Kampen’s system size expansion of the Chemical Master Equation. iNA is platform independent and supports the popular SBML format natively. The present implementation is the first to adopt a complementary approach that combines state-of-the-art analysis tools using the computer algebra system Ginac with traditional methods of stochastic simulation. iNA integrates two approximation methods based on the system size expansion, the Linear Noise Approximation and effective mesoscopic rate equations, which to-date have not been available to non-expert users, into an easy-to-use graphical user interface. In particular, the present methods allow for quick approximate analysis of time-dependent mean concentrations, variances, covariances and correlations coefficients, which typically outperforms stochastic simulations. These analytical tools are complemented by automated multi-core stochastic simulations with direct statistical evaluation and visualization. We showcase iNA’s performance by using it to explore the stochastic properties of cooperative and non-cooperative enzyme kinetics and a gene network associated with circadian rhythms. The software iNA is freely available as executable binaries for Linux, MacOSX and Microsoft Windows, as well as the full source code under an open source license. PMID:22723865

Stochastic Multiscale Analysis and Design of Engine Disks

DTIC Science & Technology

2010-07-28

shown recently to fail when used with data-driven non-linear stochastic input models (KPCA, IsoMap, etc.). Need for scalable exascale computing algorithms Materials Process Design and Control Laboratory Cornell University

Stochastic lumping analysis for linear kinetics and its application to the fluctuation relations between hierarchical kinetic networks.

PubMed

Deng, De-Ming; Chang, Cheng-Hung

2015-05-14

Conventional studies of biomolecular behaviors rely largely on the construction of kinetic schemes. Since the selection of these networks is not unique, a concern is raised whether and under which conditions hierarchical schemes can reveal the same experimentally measured fluctuating behaviors and unique fluctuation related physical properties. To clarify these questions, we introduce stochasticity into the traditional lumping analysis, generalize it from rate equations to chemical master equations and stochastic differential equations, and extract the fluctuation relations between kinetically and thermodynamically equivalent networks under intrinsic and extrinsic noises. The results provide a theoretical basis for the legitimate use of low-dimensional models in the studies of macromolecular fluctuations and, more generally, for exploring stochastic features in different levels of contracted networks in chemical and biological kinetic systems.

A Stochastic-Variational Model for Soft Mumford-Shah Segmentation

PubMed Central

2006-01-01

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

Analysis and Reduction of Complex Networks Under Uncertainty.

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

Ghanem, Roger G

2014-07-31

This effort was a collaboration with Youssef Marzouk of MIT, Omar Knio of Duke University (at the time at Johns Hopkins University) and Habib Najm of Sandia National Laboratories. The objective of this effort was to develop the mathematical and algorithmic capacity to analyze complex networks under uncertainty. Of interest were chemical reaction networks and smart grid networks. The statements of work for USC focused on the development of stochastic reduced models for uncertain networks. The USC team was led by Professor Roger Ghanem and consisted of one graduate student and a postdoc. The contributions completed by the USC teammore » consisted of 1) methodology and algorithms to address the eigenvalue problem, a problem of significance in the stability of networks under stochastic perturbations, 2) methodology and algorithms to characterize probability measures on graph structures with random flows. This is an important problem in characterizing random demand (encountered in smart grid) and random degradation (encountered in infrastructure systems), as well as modeling errors in Markov Chains (with ubiquitous relevance !). 3) methodology and algorithms for treating inequalities in uncertain systems. This is an important problem in the context of models for material failure and network flows under uncertainty where conditions of failure or flow are described in the form of inequalities between the state variables.« less

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

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

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

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

Delay-distribution-dependent H∞ state estimation for delayed neural networks with (x,v)-dependent noises and fading channels.

PubMed

Sheng, Li; Wang, Zidong; Tian, Engang; Alsaadi, Fuad E

2016-12-01

This paper deals with the H ∞ state estimation problem for a class of discrete-time neural networks with stochastic delays subject to state- and disturbance-dependent noises (also called (x,v)-dependent noises) and fading channels. The time-varying stochastic delay takes values on certain intervals with known probability distributions. The system measurement is transmitted through fading channels described by the Rice fading model. The aim of the addressed problem is to design a state estimator such that the estimation performance is guaranteed in the mean-square sense against admissible stochastic time-delays, stochastic noises as well as stochastic fading signals. By employing the stochastic analysis approach combined with the Kronecker product, several delay-distribution-dependent conditions are derived to ensure that the error dynamics of the neuron states is stochastically stable with prescribed H ∞ performance. Finally, a numerical example is provided to illustrate the effectiveness of the obtained results. Copyright © 2016 Elsevier Ltd. All rights reserved.

Metallic-thin-film instability with spatially correlated thermal noise.

PubMed

Diez, Javier A; González, Alejandro G; Fernández, Roberto

2016-01-01

We study the effects of stochastic thermal fluctuations on the instability of the free surface of a flat liquid metallic film on a solid substrate. These fluctuations are represented by a stochastic noise term added to the deterministic equation for the film thickness within the long-wave approximation. Unlike the case of polymeric films, we find that this noise, while remaining white in time, must be colored in space, at least in some regimes. The corresponding noise term is characterized by a nonzero correlation length, ℓ_{c}, which, combined with the size of the system, leads to a dimensionless parameter β that accounts for the relative importance of the spatial correlation (β∼ℓ_{c}^{-1}). We perform the linear stability analysis (LSA) of the film both with and without the noise term and find that for ℓ_{c} larger than some critical value (depending on the system size), the wavelength of the peak of the spectrum is larger than that corresponding to the deterministic case, while for smaller ℓ_{c} this peak corresponds to smaller wavelength than the latter. Interestingly, whatever the value of ℓ_{c}, the peak always approaches the deterministic one for larger times. We compare LSA results with the numerical simulations of the complete nonlinear problem and find a good agreement in the power spectra for early times at different values of β. For late times, we find that the stochastic LSA predicts well the position of the dominant wavelength, showing that nonlinear interactions do not modify the trends of the early linear stages. Finally, we fit the theoretical spectra to experimental data from a nanometric laser-melted copper film and find that at later times, the adjustment requires smaller values of β (larger space correlations).

Metallic-thin-film instability with spatially correlated thermal noise

NASA Astrophysics Data System (ADS)

Diez, Javier A.; González, Alejandro G.; Fernández, Roberto

2016-01-01

We study the effects of stochastic thermal fluctuations on the instability of the free surface of a flat liquid metallic film on a solid substrate. These fluctuations are represented by a stochastic noise term added to the deterministic equation for the film thickness within the long-wave approximation. Unlike the case of polymeric films, we find that this noise, while remaining white in time, must be colored in space, at least in some regimes. The corresponding noise term is characterized by a nonzero correlation length, ℓc, which, combined with the size of the system, leads to a dimensionless parameter β that accounts for the relative importance of the spatial correlation (β ˜ℓc-1 ). We perform the linear stability analysis (LSA) of the film both with and without the noise term and find that for ℓc larger than some critical value (depending on the system size), the wavelength of the peak of the spectrum is larger than that corresponding to the deterministic case, while for smaller ℓc this peak corresponds to smaller wavelength than the latter. Interestingly, whatever the value of ℓc, the peak always approaches the deterministic one for larger times. We compare LSA results with the numerical simulations of the complete nonlinear problem and find a good agreement in the power spectra for early times at different values of β . For late times, we find that the stochastic LSA predicts well the position of the dominant wavelength, showing that nonlinear interactions do not modify the trends of the early linear stages. Finally, we fit the theoretical spectra to experimental data from a nanometric laser-melted copper film and find that at later times, the adjustment requires smaller values of β (larger space correlations).

Stochastic modular analysis for gene circuits: interplay among retroactivity, nonlinearity, and stochasticity.

PubMed

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.

A stability analysis of the power-law steady state of marine size spectra.

PubMed

Datta, Samik; Delius, Gustav W; Law, Richard; Plank, Michael J

2011-10-01

This paper investigates the stability of the power-law steady state often observed in marine ecosystems. Three dynamical systems are considered, describing the abundance of organisms as a function of body mass and time: a "jump-growth" equation, a first order approximation which is the widely used McKendrick-von Foerster equation, and a second order approximation which is the McKendrick-von Foerster equation with a diffusion term. All of these yield a power-law steady state. We derive, for the first time, the eigenvalue spectrum for the linearised evolution operator, under certain constraints on the parameters. This provides new knowledge of the stability properties of the power-law steady state. It is shown analytically that the steady state of the McKendrick-von Foerster equation without the diffusion term is always unstable. Furthermore, numerical plots show that eigenvalue spectra of the McKendrick-von Foerster equation with diffusion give a good approximation to those of the jump-growth equation. The steady state is more likely to be stable with a low preferred predator:prey mass ratio, a large diet breadth and a high feeding efficiency. The effects of demographic stochasticity are also investigated and it is concluded that these are likely to be small in real systems.

Global sensitivity analysis in stochastic simulators of uncertain reaction networks.

PubMed

Navarro Jimenez, M; Le Maître, O P; Knio, O M

2016-12-28

Stochastic models of chemical systems are often subjected to uncertainties in kinetic parameters in addition to the inherent random nature of their dynamics. Uncertainty quantification in such systems is generally achieved by means of sensitivity analyses in which one characterizes the variability with the uncertain kinetic parameters of the first statistical moments of model predictions. In this work, we propose an original global sensitivity analysis method where the parametric and inherent variability sources are both treated through Sobol's decomposition of the variance into contributions from arbitrary subset of uncertain parameters and stochastic reaction channels. The conceptual development only assumes that the inherent and parametric sources are independent, and considers the Poisson processes in the random-time-change representation of the state dynamics as the fundamental objects governing the inherent stochasticity. A sampling algorithm is proposed to perform the global sensitivity analysis, and to estimate the partial variances and sensitivity indices characterizing the importance of the various sources of variability and their interactions. The birth-death and Schlögl models are used to illustrate both the implementation of the algorithm and the richness of the proposed analysis method. The output of the proposed sensitivity analysis is also contrasted with a local derivative-based sensitivity analysis method classically used for this type of systems.

Global sensitivity analysis in stochastic simulators of uncertain reaction networks

DOE PAGES

Navarro Jimenez, M.; Le Maître, O. P.; Knio, O. M.

2016-12-23

Stochastic models of chemical systems are often subjected to uncertainties in kinetic parameters in addition to the inherent random nature of their dynamics. Uncertainty quantification in such systems is generally achieved by means of sensitivity analyses in which one characterizes the variability with the uncertain kinetic parameters of the first statistical moments of model predictions. In this work, we propose an original global sensitivity analysis method where the parametric and inherent variability sources are both treated through Sobol’s decomposition of the variance into contributions from arbitrary subset of uncertain parameters and stochastic reaction channels. The conceptual development only assumes thatmore » the inherent and parametric sources are independent, and considers the Poisson processes in the random-time-change representation of the state dynamics as the fundamental objects governing the inherent stochasticity. Here, a sampling algorithm is proposed to perform the global sensitivity analysis, and to estimate the partial variances and sensitivity indices characterizing the importance of the various sources of variability and their interactions. The birth-death and Schlögl models are used to illustrate both the implementation of the algorithm and the richness of the proposed analysis method. The output of the proposed sensitivity analysis is also contrasted with a local derivative-based sensitivity analysis method classically used for this type of systems.« less

Global sensitivity analysis in stochastic simulators of uncertain reaction networks

NASA Astrophysics Data System (ADS)

Navarro Jimenez, M.; Le Maître, O. P.; Knio, O. M.

2016-12-01

Stochastic models of chemical systems are often subjected to uncertainties in kinetic parameters in addition to the inherent random nature of their dynamics. Uncertainty quantification in such systems is generally achieved by means of sensitivity analyses in which one characterizes the variability with the uncertain kinetic parameters of the first statistical moments of model predictions. In this work, we propose an original global sensitivity analysis method where the parametric and inherent variability sources are both treated through Sobol's decomposition of the variance into contributions from arbitrary subset of uncertain parameters and stochastic reaction channels. The conceptual development only assumes that the inherent and parametric sources are independent, and considers the Poisson processes in the random-time-change representation of the state dynamics as the fundamental objects governing the inherent stochasticity. A sampling algorithm is proposed to perform the global sensitivity analysis, and to estimate the partial variances and sensitivity indices characterizing the importance of the various sources of variability and their interactions. The birth-death and Schlögl models are used to illustrate both the implementation of the algorithm and the richness of the proposed analysis method. The output of the proposed sensitivity analysis is also contrasted with a local derivative-based sensitivity analysis method classically used for this type of systems.

Using stochastic models to incorporate spatial and temporal variability [Exercise 14

Treesearch

Carolyn Hull Sieg; Rudy M. King; Fred Van Dyke

2003-01-01

To this point, our analysis of population processes and viability in the western prairie fringed orchid has used only deterministic models. In this exercise, we conduct a similar analysis, using a stochastic model instead. This distinction is of great importance to population biology in general and to conservation biology in particular. In deterministic models,...

Nonlinear Image Denoising Methodologies

DTIC Science & Technology

2002-05-01

53 5.3 A Multiscale Approach to Scale-Space Analysis . . . . . . . . . . . . . . . . 53 5.4...etc. In this thesis, Our approach to denoising is first based on a controlled nonlinear stochastic random walk to achieve a scale space analysis ( as in... stochastic treatment or interpretation of the diffusion. In addition, unless a specific stopping time is known to be adequate, the resulting evolution

Gesellschaft fuer angewandte Mathematik und Mechanik, Scientific Annual Meeting, Universitaet Hannover, Hanover, Federal Republic of Germany, Apr. 8-12, 1990, Reports

NASA Astrophysics Data System (ADS)

Various papers on applied mathematics and mechanics are presented. Among the individual topics addressed are: dynamical systems with time-varying or unsteady structure, micromechanical modeling of creep rupture, forced vibrations of elastic sandwich plates with thick surface layers, postbuckling of a complete spherical shell under a line load, differential-geometric approach to the multibody system dynamics, stability of an oscillator with stochastic parametric excitation, identification strategies for crack-formation in rotors, identification of physical parameters of FEMs, impact model for elastic and partly plastic impacts on objects, varying delay and stability in dynamical systems. Also discussed are: parameter identification of a hybrid model for vibration analysis using the FEM, vibration behavior of a labyrinth seal with through-flow, similarities in the boundary layer of fiber composite materials, distortion parameter in shell theories, elastoplastic crack problem at finite strain, algorithm for computing effective stiffnesses of plates with periodic structure, plasticity of metal-matrix composites in a mixed stress-strain space formation, constitutive equations in directly formulated plate theories, microbuckling and homogenization for long fiber composites.

Long-term variation of link strength in a simple benthic food web.

PubMed

Englund, G; Rydberg, C; Leonardsson, K

2008-09-01

1. The predatory isopod Saduria entomon (L.) and its amphipod prey Monoporeia affinis (Lindström) are key components of the food web in the northern Baltic Sea, together representing 80-90% of the macrobenthic biomass. We use 20 years of stomach content data for Saduria to investigate how diet dynamics affect the stability of the interaction between Saduria and Monoporeia. 2. Consumption of the main prey, Monoporeia, fitted a type III functional response. Consumption rates of the most important alternative prey, mysids, were found to be unrelated to mysid densities but negatively related to the density of Monoporeia. The fit of consumption data to a model that assumes passive prey selection was poor. Thus we conclude that some form of active choice is involved. 3. The effect of consumption of mysids, the alternative prey, on the stability of this system was investigated using a 'one predator-two prey' model with stochastic environmental variation. Analysis of the model suggests that feeding on mysids leads to a decreased extinction risk for the predator, Saduria, and reduced density oscillations for both Saduria and its main prey, Monoporeia.

A unified nonlinear stochastic time series analysis for climate science

PubMed Central

Moon, Woosok; Wettlaufer, John S.

2017-01-01

Earth’s orbit and axial tilt imprint a strong seasonal cycle on climatological data. Climate variability is typically viewed in terms of fluctuations in the seasonal cycle induced by higher frequency processes. We can interpret this as a competition between the orbitally enforced monthly stability and the fluctuations/noise induced by weather. Here we introduce a new time-series method that determines these contributions from monthly-averaged data. We find that the spatio-temporal distribution of the monthly stability and the magnitude of the noise reveal key fingerprints of several important climate phenomena, including the evolution of the Arctic sea ice cover, the El Nio Southern Oscillation (ENSO), the Atlantic Nio and the Indian Dipole Mode. In analogy with the classical destabilising influence of the ice-albedo feedback on summertime sea ice, we find that during some time interval of the season a destabilising process operates in all of these climate phenomena. The interaction between the destabilisation and the accumulation of noise, which we term the memory effect, underlies phase locking to the seasonal cycle and the statistical nature of seasonal predictability. PMID:28287128

A unified nonlinear stochastic time series analysis for climate science.

PubMed

Moon, Woosok; Wettlaufer, John S

2017-03-13

Earth's orbit and axial tilt imprint a strong seasonal cycle on climatological data. Climate variability is typically viewed in terms of fluctuations in the seasonal cycle induced by higher frequency processes. We can interpret this as a competition between the orbitally enforced monthly stability and the fluctuations/noise induced by weather. Here we introduce a new time-series method that determines these contributions from monthly-averaged data. We find that the spatio-temporal distribution of the monthly stability and the magnitude of the noise reveal key fingerprints of several important climate phenomena, including the evolution of the Arctic sea ice cover, the El Nio Southern Oscillation (ENSO), the Atlantic Nio and the Indian Dipole Mode. In analogy with the classical destabilising influence of the ice-albedo feedback on summertime sea ice, we find that during some time interval of the season a destabilising process operates in all of these climate phenomena. The interaction between the destabilisation and the accumulation of noise, which we term the memory effect, underlies phase locking to the seasonal cycle and the statistical nature of seasonal predictability.

A unified nonlinear stochastic time series analysis for climate science

NASA Astrophysics Data System (ADS)

Moon, Woosok; Wettlaufer, John

2017-04-01

Earth's orbit and axial tilt imprint a strong seasonal cycle on climatological data. Climate variability is typically viewed in terms of fluctuations in the seasonal cycle induced by higher frequency processes. We can interpret this as a competition between the orbitally enforced monthly stability and the fluctuations/noise induced by weather. Here we introduce a new time-series method that determines these contributions from monthly-averaged data. We find that the spatio-temporal distribution of the monthly stability and the magnitude of the noise reveal key fingerprints of several important climate phenomena, including the evolution of the Arctic sea ice cover, the El Niño Southern Oscillation (ENSO), the Atlantic Niño and the Indian Dipole Mode. In analogy with the classical destabilising influence of the ice-albedo feedback on summertime sea ice, we find that during some period of the season a destabilising process operates in all of these climate phenomena. The interaction between the destabilisation and the accumulation of noise, which we term the memory effect, underlies phase locking to the seasonal cycle and the statistical nature of seasonal predictability.

Stochastic and Statistical Analysis of Utility Revenues and Weather Data Analysis for Consumer Demand Estimation in Smart Grids

PubMed Central

Ali, S. M.; Mehmood, C. A; Khan, B.; Jawad, M.; Farid, U; Jadoon, J. K.; Ali, M.; Tareen, N. K.; Usman, S.; Majid, M.; Anwar, S. M.

2016-01-01

In smart grid paradigm, the consumer demands are random and time-dependent, owning towards stochastic probabilities. The stochastically varying consumer demands have put the policy makers and supplying agencies in a demanding position for optimal generation management. The utility revenue functions are highly dependent on the consumer deterministic stochastic demand models. The sudden drifts in weather parameters effects the living standards of the consumers that in turn influence the power demands. Considering above, we analyzed stochastically and statistically the effect of random consumer demands on the fixed and variable revenues of the electrical utilities. Our work presented the Multi-Variate Gaussian Distribution Function (MVGDF) probabilistic model of the utility revenues with time-dependent consumer random demands. Moreover, the Gaussian probabilities outcome of the utility revenues is based on the varying consumer n demands data-pattern. Furthermore, Standard Monte Carlo (SMC) simulations are performed that validated the factor of accuracy in the aforesaid probabilistic demand-revenue model. We critically analyzed the effect of weather data parameters on consumer demands using correlation and multi-linear regression schemes. The statistical analysis of consumer demands provided a relationship between dependent (demand) and independent variables (weather data) for utility load management, generation control, and network expansion. PMID:27314229

Stochastic and Statistical Analysis of Utility Revenues and Weather Data Analysis for Consumer Demand Estimation in Smart Grids.

PubMed

Ali, S M; Mehmood, C A; Khan, B; Jawad, M; Farid, U; Jadoon, J K; Ali, M; Tareen, N K; Usman, S; Majid, M; Anwar, S M

2016-01-01

In smart grid paradigm, the consumer demands are random and time-dependent, owning towards stochastic probabilities. The stochastically varying consumer demands have put the policy makers and supplying agencies in a demanding position for optimal generation management. The utility revenue functions are highly dependent on the consumer deterministic stochastic demand models. The sudden drifts in weather parameters effects the living standards of the consumers that in turn influence the power demands. Considering above, we analyzed stochastically and statistically the effect of random consumer demands on the fixed and variable revenues of the electrical utilities. Our work presented the Multi-Variate Gaussian Distribution Function (MVGDF) probabilistic model of the utility revenues with time-dependent consumer random demands. Moreover, the Gaussian probabilities outcome of the utility revenues is based on the varying consumer n demands data-pattern. Furthermore, Standard Monte Carlo (SMC) simulations are performed that validated the factor of accuracy in the aforesaid probabilistic demand-revenue model. We critically analyzed the effect of weather data parameters on consumer demands using correlation and multi-linear regression schemes. The statistical analysis of consumer demands provided a relationship between dependent (demand) and independent variables (weather data) for utility load management, generation control, and network expansion.

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

PubMed

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

2010-11-01

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

Necessary conditions for the emergence of homochirality via autocatalytic self-replication

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

Stich, Michael; Ribó, Josep M.; Blackmond, Donna G., E-mail: blackmond@scripps.edu

We analyze a recent proposal for spontaneous mirror symmetry breaking based on the coupling of first-order enantioselective autocatalysis and direct production of the enantiomers that invokes a critical role for intrinsic reaction noise. For isolated systems, the racemic state is the unique stable outcome for both stochastic and deterministic dynamics when the system is in compliance with the constraints dictated by the thermodynamics of chemical reaction processes. In open systems, the racemic outcome also results for both stochastic and deterministic dynamics when driving the autocatalysis unidirectionally by external reagents. Nonracemic states can result in the latter only if the reversemore » reactions are strictly zero: these are kinetically controlled outcomes for small populations and volumes, and can be simulated by stochastic dynamics. However, the stability of the thermodynamic limit proves that the racemic outcome is the unique stable state for strictly irreversible externally driven autocatalysis. These findings contradict the suggestion that the inhibition requirement of the Frank autocatalytic model for the emergence of homochirality may be relaxed in a noise-induced mechanism.« less

A Lagrangian stochastic model for aerial spray transport above an oak forest

USGS Publications Warehouse

Wang, Yansen; Miller, David R.; Anderson, Dean E.; McManus, Michael L.

1995-01-01

An aerial spray droplets' transport model has been developed by applying recent advances in Lagrangian stochastic simulation of heavy particles. A two-dimensional Lagrangian stochastic model was adopted to simulate the spray droplet dispersion in atmospheric turbulence by adjusting the Lagrangian integral time scale along the drop trajectory. The other major physical processes affecting the transport of spray droplets above a forest canopy, the aircraft wingtip vortices and the droplet evaporation, were also included in each time step of the droplets' transport.The model was evaluated using data from an aerial spray field experiment. In generally neutral stability conditions, the accuracy of the model predictions varied from run-to-run as expected. The average root-mean-square error was 24.61 IU cm−2, and the average relative error was 15%. The model prediction was adequate in two-dimensional steady wind conditions, but was less accurate in variable wind condition. The results indicated that the model can simulate successfully the ensemble; average transport of aerial spray droplets under neutral, steady atmospheric wind conditions.

Reducing the stochasticity of crystal nucleation to enable subnanosecond memory writing.

PubMed

Rao, Feng; Ding, Keyuan; Zhou, Yuxing; Zheng, Yonghui; Xia, Mengjiao; Lv, Shilong; Song, Zhitang; Feng, Songlin; Ronneberger, Ider; Mazzarello, Riccardo; Zhang, Wei; Ma, Evan

2017-12-15

Operation speed is a key challenge in phase-change random-access memory (PCRAM) technology, especially for achieving subnanosecond high-speed cache memory. Commercialized PCRAM products are limited by the tens of nanoseconds writing speed, originating from the stochastic crystal nucleation during the crystallization of amorphous germanium antimony telluride (Ge 2 Sb 2 Te 5 ). Here, we demonstrate an alloying strategy to speed up the crystallization kinetics. The scandium antimony telluride (Sc 0.2 Sb 2 Te 3 ) compound that we designed allows a writing speed of only 700 picoseconds without preprogramming in a large conventional PCRAM device. This ultrafast crystallization stems from the reduced stochasticity of nucleation through geometrically matched and robust scandium telluride (ScTe) chemical bonds that stabilize crystal precursors in the amorphous state. Controlling nucleation through alloy design paves the way for the development of cache-type PCRAM technology to boost the working efficiency of computing systems. Copyright © 2017 The Authors, some rights reserved; exclusive licensee American Association for the Advancement of Science. No claim to original U.S. Government Works.

The cardiorespiratory interaction: a nonlinear stochastic model and its synchronization properties

NASA Astrophysics Data System (ADS)

Bahraminasab, A.; Kenwright, D.; Stefanovska, A.; McClintock, P. V. E.

2007-06-01

We address the problem of interactions between the phase of cardiac and respiration oscillatory components. The coupling between these two quantities is experimentally investigated by the theory of stochastic Markovian processes. The so-called Markov analysis allows us to derive nonlinear stochastic equations for the reconstruction of the cardiorespiratory signals. The properties of these equations provide interesting new insights into the strength and direction of coupling which enable us to divide the couplings to two parts: deterministic and stochastic. It is shown that the synchronization behaviors of the reconstructed signals are statistically identical with original one.

Mobile dune fixation by a fast-growing clonal plant: a full life-cycle analysis.

PubMed

Li, Shou-Li; Yu, Fei-Hai; Werger, Marinus J A; Dong, Ming; During, Heinjo J; Zuidema, Pieter A

2015-03-11

Desertification is a global environmental problem, and arid dunes with sparse vegetation are especially vulnerable to desertification. One way to combat desertification is to increase vegetation cover by planting plant species that can realize fast population expansion, even in harsh environments. To evaluate the success of planted species and provide guidance for selecting proper species to stabilize active dunes, demographic studies in natural habitats are essential. We studied the life history traits and population dynamics of a dominant clonal shrub Hedysarum laeve in Inner-Mongolia, northern China. Vital rates of 19057 ramets were recorded during three annual censuses (2007-2009) and used to parameterize Integral Projection Models to analyse population dynamics. The life history of H. laeve was characterized by high ramet turnover and population recruitment entirely depended on clonal propagation. Stochastic population growth rate was 1.32, suggesting that the populations were experiencing rapid expansion. Elasticity analysis revealed that clonal propagation was the key contributor to population growth. The capacity of high clonal propagation and rapid population expansion in mobile dunes makes H. laeve a suitable species to combat desertification. Species with similar life-history traits to H. laeve are likely to offer good opportunities for stabilizing active dunes in arid inland ecosystems.

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

PubMed

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

2008-08-01

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

Forecasting the Relative and Cumulative Effects of Multiple Stressors on At-risk Populations

DTIC Science & Technology

2011-08-01

Vitals (observed vital rates), Movement, Ranges, Barriers (barrier interactions), Stochasticity (a time series of stochasticity indices...Simulation Viewer are themselves stochastic . They can change each time it is run. B. 196 Analysis If multiple Census events are present in the life...30-year period. A monthly time series was generated for the 20th-century using monthly anomalies for temperature, precipitation, and percent

[Gene method for inconsistent hydrological frequency calculation. I: Inheritance, variability and evolution principles of hydrological genes].

PubMed

Xie, Ping; Wu, Zi Yi; Zhao, Jiang Yan; Sang, Yan Fang; Chen, Jie

2018-04-01

A stochastic hydrological process is influenced by both stochastic and deterministic factors. A hydrological time series contains not only pure random components reflecting its inheri-tance characteristics, but also deterministic components reflecting variability characteristics, such as jump, trend, period, and stochastic dependence. As a result, the stochastic hydrological process presents complicated evolution phenomena and rules. To better understand these complicated phenomena and rules, this study described the inheritance and variability characteristics of an inconsistent hydrological series from two aspects: stochastic process simulation and time series analysis. In addition, several frequency analysis approaches for inconsistent time series were compared to reveal the main problems in inconsistency study. Then, we proposed a new concept of hydrological genes origined from biological genes to describe the inconsistent hydrolocal processes. The hydrologi-cal genes were constructed using moments methods, such as general moments, weight function moments, probability weight moments and L-moments. Meanwhile, the five components, including jump, trend, periodic, dependence and pure random components, of a stochastic hydrological process were defined as five hydrological bases. With this method, the inheritance and variability of inconsistent hydrological time series were synthetically considered and the inheritance, variability and evolution principles were fully described. Our study would contribute to reveal the inheritance, variability and evolution principles in probability distribution of hydrological elements.

Stability and performance analysis of a jump linear control system subject to digital upsets

NASA Astrophysics Data System (ADS)

Wang, Rui; Sun, Hui; Ma, Zhen-Yang

2015-04-01

This paper focuses on the methodology analysis for the stability and the corresponding tracking performance of a closed-loop digital jump linear control system with a stochastic switching signal. The method is applied to a flight control system. A distributed recoverable platform is implemented on the flight control system and subject to independent digital upsets. The upset processes are used to stimulate electromagnetic environments. Specifically, the paper presents the scenarios that the upset process is directly injected into the distributed flight control system, which is modeled by independent Markov upset processes and independent and identically distributed (IID) processes. A theoretical performance analysis and simulation modelling are both presented in detail for a more complete independent digital upset injection. The specific examples are proposed to verify the methodology of tracking performance analysis. The general analyses for different configurations are also proposed. Comparisons among different configurations are conducted to demonstrate the availability and the characteristics of the design. Project supported by the Young Scientists Fund of the National Natural Science Foundation of China (Grant No. 61403395), the Natural Science Foundation of Tianjin, China (Grant No. 13JCYBJC39000), the Scientific Research Foundation for the Returned Overseas Chinese Scholars, State Education Ministry, China, the Tianjin Key Laboratory of Civil Aircraft Airworthiness and Maintenance in Civil Aviation of China (Grant No. 104003020106), and the Fund for Scholars of Civil Aviation University of China (Grant No. 2012QD21x).

Buckling of structures; Proceedings of the Symposium, Harvard University, Cambridge, Mass., June 17-21, 1974

NASA Technical Reports Server (NTRS)

Budiansky, B.

1976-01-01

The papers deal with such topics as the buckling and post-buckling behavior of plates and shells; methods of calculating critical buckling and collapse loads; finite element representations for thin-shell instability analysis; theory and experiment in the creep buckling of plates and shells; creep instability of thick shell structures; analytical and numerical studies of the influence of initial imperfections on the elastic buckling of columns; mode interaction in stiffened panels under compression; imperfection-sensitivity in the interactive buckling of stiffened plates; buckling of stochastically imperfect structures; and the Liapunov stability of elastic dynamic systems. A special chapter is devoted to design problems, including the design of a Mars entry 'aeroshell', and buckling design in vehicle structures. Individual items are announced in this issue.

Tractable Quantification of Metastability for Robust Bipedal Locomotion

DTIC Science & Technology

2015-06-01

environmental conditions, including rough terrain. The intuitive and meaningful robustness quanti cation adopted in this thesis begins by stochastic...the system as a Markov chain. Then, failure rates can be easily quanti ed by calculating the expected number of steps before failure. Once robustness is...sensor noise . . . . . . . . . . . . . . . . . . . 54 5.8 Performance evaluation on the dense mesh . . . . . . . . . . . . . . . . . 56 5.9 Stability of

Direct observation of growth and collapse of a Bose-Einstein condensate with attractive interactions

NASA Astrophysics Data System (ADS)

Gerton, Jordan M.; Strekalov, Dmitry; Prodan, Ionut; Hulet, Randall G.

2000-12-01

Quantum theory predicts that Bose-Einstein condensation of a spatially homogeneous gas with attractive interactions is precluded by a conventional phase transition into either a liquid or solid. When confined to a trap, however, such a condensate can form, provided that its occupation number does not exceed a limiting value. The stability limit is determined by a balance between the self-attractive forces and a repulsion that arises from position-momentum uncertainty under conditions of spatial confinement. Near the stability limit, self-attraction can overwhelm the repulsion, causing the condensate to collapse. Growth of the condensate is therefore punctuated by intermittent collapses that are triggered by either macroscopic quantum tunnelling or thermal fluctuation. Previous observations of growth and collapse dynamics have been hampered by the stochastic nature of these mechanisms. Here we report direct observations of the growth and subsequent collapse of a 7Li condensate with attractive interactions, using phase-contrast imaging. The success of the measurement lies in our ability to reduce the stochasticity in the dynamics by controlling the initial number of condensate atoms using a two-photon transition to a diatomic molecular state.

Stochastic Stability in Internet Router Congestion Games

NASA Astrophysics Data System (ADS)

Chung, Christine; Pyrga, Evangelia

Congestion control at bottleneck routers on the internet is a long standing problem. Many policies have been proposed for effective ways to drop packets from the queues of these routers so that network endpoints will be inclined to share router capacity fairly and minimize the overflow of packets trying to enter the queues. We study just how effective some of these queuing policies are when each network endpoint is a self-interested player with no information about the other players’ actions or preferences. By employing the adaptive learning model of evolutionary game theory, we study policies such as Droptail, RED, and the greedy-flow-punishing policy proposed by Gao et al. [10] to find the stochastically stable states: the states of the system that will be reached in the long run.

Oscillations and waves in a spatially distributed system with a 1/f spectrum

NASA Astrophysics Data System (ADS)

Koverda, V. P.; Skokov, V. N.

2018-02-01

A spatially distributed system with a 1/f power spectrum is described by two nonlinear stochastic equations. Conditions for the formation of auto-oscillations have been found using numerical methods. The formation of a 1/f and 1/k spectrum simultaneously with the formation and motion of waves under the action of white noise has been demonstrated. The large extreme fluctuations with 1/f and 1/k spectra correspond to the maximum entropy, which points to the stability of such processes. It is shown that on the background of formation and motion of waves at an external periodic action there appears spatio-temporal stochastic resonance, at which one can observe the expansion of the region of periodic pulsations under the action of white noise.

Economic policy optimization based on both one stochastic model and the parametric control theory

NASA Astrophysics Data System (ADS)

Ashimov, Abdykappar; Borovskiy, Yuriy; Onalbekov, Mukhit

2016-06-01

A nonlinear dynamic stochastic general equilibrium model with financial frictions is developed to describe two interacting national economies in the environment of the rest of the world. Parameters of nonlinear model are estimated based on its log-linearization by the Bayesian approach. The nonlinear model is verified by retroprognosis, estimation of stability indicators of mappings specified by the model, and estimation the degree of coincidence for results of internal and external shocks' effects on macroeconomic indicators on the basis of the estimated nonlinear model and its log-linearization. On the base of the nonlinear model, the parametric control problems of economic growth and volatility of macroeconomic indicators of Kazakhstan are formulated and solved for two exchange rate regimes (free floating and managed floating exchange rates)

Stochastic analysis of uncertain thermal parameters for random thermal regime of frozen soil around a single freezing pipe

NASA Astrophysics Data System (ADS)

Wang, Tao; Zhou, Guoqing; Wang, Jianzhou; Zhou, Lei

2018-03-01

The artificial ground freezing method (AGF) is widely used in civil and mining engineering, and the thermal regime of frozen soil around the freezing pipe affects the safety of design and construction. The thermal parameters can be truly random due to heterogeneity of the soil properties, which lead to the randomness of thermal regime of frozen soil around the freezing pipe. The purpose of this paper is to study the one-dimensional (1D) random thermal regime problem on the basis of a stochastic analysis model and the Monte Carlo (MC) method. Considering the uncertain thermal parameters of frozen soil as random variables, stochastic processes and random fields, the corresponding stochastic thermal regime of frozen soil around a single freezing pipe are obtained and analyzed. Taking the variability of each stochastic parameter into account individually, the influences of each stochastic thermal parameter on stochastic thermal regime are investigated. The results show that the mean temperatures of frozen soil around the single freezing pipe with three analogy method are the same while the standard deviations are different. The distributions of standard deviation have a great difference at different radial coordinate location and the larger standard deviations are mainly at the phase change area. The computed data with random variable method and stochastic process method have a great difference from the measured data while the computed data with random field method well agree with the measured data. Each uncertain thermal parameter has a different effect on the standard deviation of frozen soil temperature around the single freezing pipe. These results can provide a theoretical basis for the design and construction of AGF.

Statistical theory of dynamo

NASA Astrophysics Data System (ADS)

Kim, E.; Newton, A. P.

2012-04-01

One major problem in dynamo theory is the multi-scale nature of the MHD turbulence, which requires statistical theory in terms of probability distribution functions. In this contribution, we present the statistical theory of magnetic fields in a simplified mean field α-Ω dynamo model by varying the statistical property of alpha, including marginal stability and intermittency, and then utilize observational data of solar activity to fine-tune the mean field dynamo model. Specifically, we first present a comprehensive investigation into the effect of the stochastic parameters in a simplified α-Ω dynamo model. Through considering the manifold of marginal stability (the region of parameter space where the mean growth rate is zero), we show that stochastic fluctuations are conductive to dynamo. Furthermore, by considering the cases of fluctuating alpha that are periodic and Gaussian coloured random noise with identical characteristic time-scales and fluctuating amplitudes, we show that the transition to dynamo is significantly facilitated for stochastic alpha with random noise. Furthermore, we show that probability density functions (PDFs) of the growth-rate, magnetic field and magnetic energy can provide a wealth of useful information regarding the dynamo behaviour/intermittency. Finally, the precise statistical property of the dynamo such as temporal correlation and fluctuating amplitude is found to be dependent on the distribution the fluctuations of stochastic parameters. We then use observations of solar activity to constrain parameters relating to the effect in stochastic α-Ω nonlinear dynamo models. This is achieved through performing a comprehensive statistical comparison by computing PDFs of solar activity from observations and from our simulation of mean field dynamo model. The observational data that are used are the time history of solar activity inferred for C14 data in the past 11000 years on a long time scale and direct observations of the sun spot numbers obtained in recent years 1795-1995 on a short time scale. Monte Carlo simulations are performed on these data to obtain PDFs of the solar activity on both long and short time scales. These PDFs are then compared with predicted PDFs from numerical simulation of our α-Ω dynamo model, where α is assumed to have both mean α0 and fluctuating α' parts. By varying the correlation time of fluctuating α', the ratio of the amplitude of the fluctuating to mean alpha <α'2>/α02 (where angular brackets <> denote ensemble average), and the ratio of poloidal to toroidal magnetic fields, we show that the results from our stochastic dynamo model can match the PDFs of solar activity on both long and short time scales. In particular, a good agreement is obtained when the fluctuation in alpha is roughly equal to the mean part with a correlation time shorter than the solar period.

Novel patch modelling method for efficient simulation and prediction uncertainty analysis of multi-scale groundwater flow and transport processes

NASA Astrophysics Data System (ADS)

Sreekanth, J.; Moore, Catherine

2018-04-01

The application of global sensitivity and uncertainty analysis techniques to groundwater models of deep sedimentary basins are typically challenged by large computational burdens combined with associated numerical stability issues. The highly parameterized approaches required for exploring the predictive uncertainty associated with the heterogeneous hydraulic characteristics of multiple aquifers and aquitards in these sedimentary basins exacerbate these issues. A novel Patch Modelling Methodology is proposed for improving the computational feasibility of stochastic modelling analysis of large-scale and complex groundwater models. The method incorporates a nested groundwater modelling framework that enables efficient simulation of groundwater flow and transport across multiple spatial and temporal scales. The method also allows different processes to be simulated within different model scales. Existing nested model methodologies are extended by employing 'joining predictions' for extrapolating prediction-salient information from one model scale to the next. This establishes a feedback mechanism supporting the transfer of information from child models to parent models as well as parent models to child models in a computationally efficient manner. This feedback mechanism is simple and flexible and ensures that while the salient small scale features influencing larger scale prediction are transferred back to the larger scale, this does not require the live coupling of models. This method allows the modelling of multiple groundwater flow and transport processes using separate groundwater models that are built for the appropriate spatial and temporal scales, within a stochastic framework, while also removing the computational burden associated with live model coupling. The utility of the method is demonstrated by application to an actual large scale aquifer injection scheme in Australia.

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

NASA Astrophysics Data System (ADS)

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

2017-07-01

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

Sampling-Based Stochastic Sensitivity Analysis Using Score Functions for RBDO Problems with Correlated Random Variables

DTIC Science & Technology

2010-08-01

a collection of information if it does not display a currently valid OMB control number. PLEASE DO NOT RETURN YOUR FORM TO THE ABOVE ADDRESS. a ...SECURITY CLASSIFICATION OF: This study presents a methodology for computing stochastic sensitivities with respect to the design variables, which are the...Random Variables Report Title ABSTRACT This study presents a methodology for computing stochastic sensitivities with respect to the design variables

Improving stability margins in discrete-time LQG controllers

NASA Technical Reports Server (NTRS)

Oranc, B. Tarik; Phillips, Charles L.

1987-01-01

Some of the problems are discussed which are encountered in the design of discrete-time stochastic controllers for problems that may adequately be described by the Linear Quadratic Gaussian (LQG) assumptions; namely, the problems of obtaining acceptable relative stability, robustness, and disturbance rejection properties. A dynamic compensator is proposed to replace the optimal full state feedback regulator gains at steady state, provided that all states are measurable. The compensator increases the stability margins at the plant input, which may possibly be inadequate in practical applications. Though the optimal regulator has desirable properties the observer based controller as implemented with a Kalman filter, in a noisy environment, has inadequate stability margins. The proposed compensator is designed to match the return difference matrix at the plant input to that of the optimal regulator while maintaining the optimality of the state estimates as directed by the measurement noise characteristics.

Stochastic analysis of future vehicle populations

DOT National Transportation Integrated Search

1979-05-01

The purpose of this study was to build a stochastic model of future vehicle populations. Such a model can be used to investigate the uncertainties inherent in Future Vehicle Populations. The model, which is called the Future Automobile Population Sto...

Approaches for modeling within subject variability in pharmacometric count data analysis: dynamic inter-occasion variability and stochastic differential equations.

PubMed

Deng, Chenhui; Plan, Elodie L; Karlsson, Mats O

2016-06-01

Parameter variation in pharmacometric analysis studies can be characterized as within subject parameter variability (WSV) in pharmacometric models. WSV has previously been successfully modeled using inter-occasion variability (IOV), but also stochastic differential equations (SDEs). In this study, two approaches, dynamic inter-occasion variability (dIOV) and adapted stochastic differential equations, were proposed to investigate WSV in pharmacometric count data analysis. These approaches were applied to published count models for seizure counts and Likert pain scores. Both approaches improved the model fits significantly. In addition, stochastic simulation and estimation were used to explore further the capability of the two approaches to diagnose and improve models where existing WSV is not recognized. The results of simulations confirmed the gain in introducing WSV as dIOV and SDEs when parameters vary randomly over time. Further, the approaches were also informative as diagnostics of model misspecification, when parameters changed systematically over time but this was not recognized in the structural model. The proposed approaches in this study offer strategies to characterize WSV and are not restricted to count data.

Robust enzyme design: bioinformatic tools for improved protein stability.

PubMed

Suplatov, Dmitry; Voevodin, Vladimir; Švedas, Vytas

2015-03-01

The ability of proteins and enzymes to maintain a functionally active conformation under adverse environmental conditions is an important feature of biocatalysts, vaccines, and biopharmaceutical proteins. From an evolutionary perspective, robust stability of proteins improves their biological fitness and allows for further optimization. Viewed from an industrial perspective, enzyme stability is crucial for the practical application of enzymes under the required reaction conditions. In this review, we analyze bioinformatic-driven strategies that are used to predict structural changes that can be applied to wild type proteins in order to produce more stable variants. The most commonly employed techniques can be classified into stochastic approaches, empirical or systematic rational design strategies, and design of chimeric proteins. We conclude that bioinformatic analysis can be efficiently used to study large protein superfamilies systematically as well as to predict particular structural changes which increase enzyme stability. Evolution has created a diversity of protein properties that are encoded in genomic sequences and structural data. Bioinformatics has the power to uncover this evolutionary code and provide a reproducible selection of hotspots - key residues to be mutated in order to produce more stable and functionally diverse proteins and enzymes. Further development of systematic bioinformatic procedures is needed to organize and analyze sequences and structures of proteins within large superfamilies and to link them to function, as well as to provide knowledge-based predictions for experimental evaluation. Copyright © 2014 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

Evaluation of Uncertainty in Runoff Analysis Incorporating Theory of Stochastic Process

NASA Astrophysics Data System (ADS)

Yoshimi, Kazuhiro; Wang, Chao-Wen; Yamada, Tadashi

2015-04-01

The aim of this paper is to provide a theoretical framework of uncertainty estimate on rainfall-runoff analysis based on theory of stochastic process. SDE (stochastic differential equation) based on this theory has been widely used in the field of mathematical finance due to predict stock price movement. Meanwhile, some researchers in the field of civil engineering have investigated by using this knowledge about SDE (stochastic differential equation) (e.g. Kurino et.al, 1999; Higashino and Kanda, 2001). However, there have been no studies about evaluation of uncertainty in runoff phenomenon based on comparisons between SDE (stochastic differential equation) and Fokker-Planck equation. The Fokker-Planck equation is a partial differential equation that describes the temporal variation of PDF (probability density function), and there is evidence to suggest that SDEs and Fokker-Planck equations are equivalent mathematically. In this paper, therefore, the uncertainty of discharge on the uncertainty of rainfall is explained theoretically and mathematically by introduction of theory of stochastic process. The lumped rainfall-runoff model is represented by SDE (stochastic differential equation) due to describe it as difference formula, because the temporal variation of rainfall is expressed by its average plus deviation, which is approximated by Gaussian distribution. This is attributed to the observed rainfall by rain-gauge station and radar rain-gauge system. As a result, this paper has shown that it is possible to evaluate the uncertainty of discharge by using the relationship between SDE (stochastic differential equation) and Fokker-Planck equation. Moreover, the results of this study show that the uncertainty of discharge increases as rainfall intensity rises and non-linearity about resistance grows strong. These results are clarified by PDFs (probability density function) that satisfy Fokker-Planck equation about discharge. It means the reasonable discharge can be estimated based on the theory of stochastic processes, and it can be applied to the probabilistic risk of flood management.

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.

Comparison of contact conditions obtained by direct simulation with statistical analysis for normally distributed isotropic surfaces

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.

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

NASA Astrophysics Data System (ADS)

Jahanipur, Ruhollah

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

A Scalable Computational Framework for Establishing Long-Term Behavior of Stochastic Reaction Networks

PubMed Central

Khammash, Mustafa

2014-01-01

Reaction networks are systems in which the populations of a finite number of species evolve through predefined interactions. Such networks are found as modeling tools in many biological disciplines such as biochemistry, ecology, epidemiology, immunology, systems biology and synthetic biology. It is now well-established that, for small population sizes, stochastic models for biochemical reaction networks are necessary to capture randomness in the interactions. The tools for analyzing such models, however, still lag far behind their deterministic counterparts. In this paper, we bridge this gap by developing a constructive framework for examining the long-term behavior and stability properties of the reaction dynamics in a stochastic setting. In particular, we address the problems of determining ergodicity of the reaction dynamics, which is analogous to having a globally attracting fixed point for deterministic dynamics. We also examine when the statistical moments of the underlying process remain bounded with time and when they converge to their steady state values. The framework we develop relies on a blend of ideas from probability theory, linear algebra and optimization theory. We demonstrate that the stability properties of a wide class of biological networks can be assessed from our sufficient theoretical conditions that can be recast as efficient and scalable linear programs, well-known for their tractability. It is notably shown that the computational complexity is often linear in the number of species. We illustrate the validity, the efficiency and the wide applicability of our results on several reaction networks arising in biochemistry, systems biology, epidemiology and ecology. The biological implications of the results as well as an example of a non-ergodic biological network are also discussed. PMID:24968191

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

PubMed

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

2015-11-23

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

Stochastic analysis of multiphase flow in porous media: II. Numerical simulations

NASA Astrophysics Data System (ADS)

Abin, A.; Kalurachchi, J. J.; Kemblowski, M. W.; Chang, C.-M.

1996-08-01

The first paper (Chang et al., 1995b) of this two-part series described the stochastic analysis using spectral/perturbation approach to analyze steady state two-phase (water and oil) flow in a, liquid-unsaturated, three fluid-phase porous medium. In this paper, the results between the numerical simulations and closed-form expressions obtained using the perturbation approach are compared. We present the solution to the one-dimensional, steady-state oil and water flow equations. The stochastic input processes are the spatially correlated logk where k is the intrinsic permeability and the soil retention parameter, α. These solutions are subsequently used in the numerical simulations to estimate the statistical properties of the key output processes. The comparison between the results of the perturbation analysis and numerical simulations showed a good agreement between the two methods over a wide range of logk variability with three different combinations of input stochastic processes of logk and soil parameter α. The results clearly demonstrated the importance of considering the spatial variability of key subsurface properties under a variety of physical scenarios. The variability of both capillary pressure and saturation is affected by the type of input stochastic process used to represent the spatial variability. The results also demonstrated the applicability of perturbation theory in predicting the system variability and defining effective fluid properties through the ergodic assumption.

Mathematical Sciences Division 1992 Programs

DTIC Science & Technology

1992-10-01

statistical theory that underlies modern signal analysis . There is a strong emphasis on stochastic processes and time series , particularly those which...include optimal resource planning and real- time scheduling of stochastic shop-floor processes. Scheduling systems will be developed that can adapt to...make forecasts for the length-of-service time series . Protocol analysis of these sessions will be used to idenify relevant contextual features and to

Stochastic models of the Social Security trust funds.

PubMed

Burdick, Clark; Manchester, Joyce

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

Adaptive Decision Making Using Probabilistic Programming and Stochastic Optimization

DTIC Science & Technology

2018-01-01

world optimization problems (and hence 16 Approved for Public Release (PA); Distribution Unlimited Pred. demand (uncertain; discrete ...simplify the setting, we further assume that the demands are discrete , taking on values d1, . . . , dk with probabilities (conditional on x) (pθ)i ≡ p...Tyrrell Rockafellar. Implicit functions and solution mappings. Springer Monogr. Math ., 2009. Anthony V Fiacco and Yo Ishizuka. Sensitivity and stability

Stochastic Adaptive Estimation and Control.

DTIC Science & Technology

1994-10-26

Marcus, "Language Stability and Stabilizability of Discrete Event Dynamical Systems ," SIAM Journal on Control and Optimization, 31, September 1993...in the hierarchical control of flexible manufacturing systems ; in this problem, the model involves a hybrid process in continuous time whose state is...of the average cost control problem for discrete- time Markov processes. Our exposition covers from finite to Borel state and action spaces and

Phase-space dependent critical gradient behavior of fast-ion transport due to Alfvén eigenmodes

DOE PAGES

Collins, C. S.; Heidbrink, W. W.; Podestà, M.; ...

2017-06-09

Experiments in the DIII-D tokamak show that many overlapping small-amplitude Alfv en eigenmodes (AEs) cause fast-ion transport to sharply increase above a critical threshold, leading to fast-ion density profile resilience and reduced fusion performance. The threshold is above the AE linear stability limit and varies between diagnostics that are sensitive to different parts of fast-ion phase-space. A comparison with theoretical analysis using the nova and orbit codes shows that, for the neutral particle diagnostic, the threshold corresponds to the onset of stochastic particle orbits due to wave-particle resonances with AEs in the measured region of phase space. We manipulated themore » bulk fast-ion distribution and instability behavior through variations in beam deposition geometry, and no significant differences in the onset threshold outside of measurement uncertainties were found, in agreement with the theoretical stochastic threshold analysis. Simulations using the `kick model' produce beam ion density gradients consistent with the empirically measured radial critical gradient and highlight the importance of including the energy and pitch dependence of the fast-ion distribution function in critical gradient models. The addition of electron cyclotron heating changes the types of AEs present in the experiment, comparatively increasing the measured fast-ion density and radial gradient. Our studies provide the basis for understanding how to avoid AE transport that can undesirably redistribute current and cause fast-ion losses, and the measurements are being used to validate AE-induced transport models that use the critical gradient paradigm, giving greater confidence when applied to ITER.« less

Phase-space dependent critical gradient behavior of fast-ion transport due to Alfvén eigenmodes

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

Collins, C. S.; Heidbrink, W. W.; Podestà, M.

Experiments in the DIII-D tokamak show that many overlapping small-amplitude Alfv en eigenmodes (AEs) cause fast-ion transport to sharply increase above a critical threshold, leading to fast-ion density profile resilience and reduced fusion performance. The threshold is above the AE linear stability limit and varies between diagnostics that are sensitive to different parts of fast-ion phase-space. A comparison with theoretical analysis using the nova and orbit codes shows that, for the neutral particle diagnostic, the threshold corresponds to the onset of stochastic particle orbits due to wave-particle resonances with AEs in the measured region of phase space. We manipulated themore » bulk fast-ion distribution and instability behavior through variations in beam deposition geometry, and no significant differences in the onset threshold outside of measurement uncertainties were found, in agreement with the theoretical stochastic threshold analysis. Simulations using the `kick model' produce beam ion density gradients consistent with the empirically measured radial critical gradient and highlight the importance of including the energy and pitch dependence of the fast-ion distribution function in critical gradient models. The addition of electron cyclotron heating changes the types of AEs present in the experiment, comparatively increasing the measured fast-ion density and radial gradient. Our studies provide the basis for understanding how to avoid AE transport that can undesirably redistribute current and cause fast-ion losses, and the measurements are being used to validate AE-induced transport models that use the critical gradient paradigm, giving greater confidence when applied to ITER.« less

Temporal patterns of phyto- and bacterioplankton and their relationships with environmental factors in Lake Taihu, China.

PubMed

Su, Xiaomei; Steinman, Alan D; Xue, Qingju; Zhao, Yanyan; Tang, Xiangming; Xie, Liqiang

2017-10-01

Phytoplankton and bacterioplankton are integral components of aquatic food webs and play essential roles in the structure and function of freshwater ecosystems. However, little is known about how phyto- and bacterioplankton may respond synchronously to changing environmental conditions. Thus, we analyzed simultaneously the composition and structure of phyto- and bacterioplankton on a monthly basis over 12 months in cyanobacteria-dominated areas of Lake Taihu and compared their responses to changes in environmental factors. Metric multi-dimensional scaling (mMDS) revealed that the temporal variations of phyto- and bacterioplankton were significant. Time lag analysis (TLA) indicated that the temporal pattern of phytoplankton tended to exhibit convergent dynamics while bacterioplankton showed highly stable or stochastic variation. A significant directional change was found for bacterioplankton at the genus level and the slopes (rate of change) and regression R 2 (low stochasticity or stability) were greater if Cyanobacteria were included, suggesting a higher level of instability in the bacterial community at lower taxonomy level. Consequently, phytoplankton responded more rapidly to the change in environmental conditions than bacterioplankton when analyzed at the phylum level, while bacterioplankton were more sensitive at the finer taxonomic resolution in Lake Taihu. Redundancy analysis (RDA) results showed that environmental variables collectively explained 51.0% variance of phytoplankton and 46.7% variance of bacterioplankton, suggesting that environmental conditions have a significant influence on the temporal variations of phyto- and bacterioplankton. Furthermore, variance partitioning indicated that the bacterial community structure was largely explained by water temperature and nitrogen, suggesting that these factors were the primary drivers shaping bacterioplankton. Copyright © 2017. Published by Elsevier Ltd.

Accelerated Sensitivity Analysis in High-Dimensional Stochastic Reaction Networks

PubMed Central

Arampatzis, Georgios; Katsoulakis, Markos A.; Pantazis, Yannis

2015-01-01

Existing sensitivity analysis approaches are not able to handle efficiently stochastic reaction networks with a large number of parameters and species, which are typical in the modeling and simulation of complex biochemical phenomena. In this paper, a two-step strategy for parametric sensitivity analysis for such systems is proposed, exploiting advantages and synergies between two recently proposed sensitivity analysis methodologies for stochastic dynamics. The first method performs sensitivity analysis of the stochastic dynamics by means of the Fisher Information Matrix on the underlying distribution of the trajectories; the second method is a reduced-variance, finite-difference, gradient-type sensitivity approach relying on stochastic coupling techniques for variance reduction. Here we demonstrate that these two methods can be combined and deployed together by means of a new sensitivity bound which incorporates the variance of the quantity of interest as well as the Fisher Information Matrix estimated from the first method. The first step of the proposed strategy labels sensitivities using the bound and screens out the insensitive parameters in a controlled manner. In the second step of the proposed strategy, a finite-difference method is applied only for the sensitivity estimation of the (potentially) sensitive parameters that have not been screened out in the first step. Results on an epidermal growth factor network with fifty parameters and on a protein homeostasis with eighty parameters demonstrate that the proposed strategy is able to quickly discover and discard the insensitive parameters and in the remaining potentially sensitive parameters it accurately estimates the sensitivities. The new sensitivity strategy can be several times faster than current state-of-the-art approaches that test all parameters, especially in “sloppy” systems. In particular, the computational acceleration is quantified by the ratio between the total number of parameters over the number of the sensitive parameters. PMID:26161544

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

Modeling stochastic noise in gene regulatory systems

PubMed Central

Meister, Arwen; Du, Chao; Li, Ye Henry; Wong, Wing Hung

2014-01-01

The Master equation is considered the gold standard for modeling the stochastic mechanisms of gene regulation in molecular detail, but it is too complex to solve exactly in most cases, so approximation and simulation methods are essential. However, there is still a lack of consensus about the best way to carry these out. To help clarify the situation, we review Master equation models of gene regulation, theoretical approximations based on an expansion method due to N.G. van Kampen and R. Kubo, and simulation algorithms due to D.T. Gillespie and P. Langevin. Expansion of the Master equation shows that for systems with a single stable steady-state, the stochastic model reduces to a deterministic model in a first-order approximation. Additional theory, also due to van Kampen, describes the asymptotic behavior of multistable systems. To support and illustrate the theory and provide further insight into the complex behavior of multistable systems, we perform a detailed simulation study comparing the various approximation and simulation methods applied to synthetic gene regulatory systems with various qualitative characteristics. The simulation studies show that for large stochastic systems with a single steady-state, deterministic models are quite accurate, since the probability distribution of the solution has a single peak tracking the deterministic trajectory whose variance is inversely proportional to the system size. In multistable stochastic systems, large fluctuations can cause individual trajectories to escape from the domain of attraction of one steady-state and be attracted to another, so the system eventually reaches a multimodal probability distribution in which all stable steady-states are represented proportional to their relative stability. However, since the escape time scales exponentially with system size, this process can take a very long time in large systems. PMID:25632368

Finite-time H∞ filtering for non-linear stochastic systems

NASA Astrophysics Data System (ADS)

Hou, Mingzhe; Deng, Zongquan; Duan, Guangren

2016-09-01

This paper describes the robust H∞ filtering analysis and the synthesis of general non-linear stochastic systems with finite settling time. We assume that the system dynamic is modelled by Itô-type stochastic differential equations of which the state and the measurement are corrupted by state-dependent noises and exogenous disturbances. A sufficient condition for non-linear stochastic systems to have the finite-time H∞ performance with gain less than or equal to a prescribed positive number is established in terms of a certain Hamilton-Jacobi inequality. Based on this result, the existence of a finite-time H∞ filter is given for the general non-linear stochastic system by a second-order non-linear partial differential inequality, and the filter can be obtained by solving this inequality. The effectiveness of the obtained result is illustrated by a numerical example.

Efficient estimators for likelihood ratio sensitivity indices of complex stochastic dynamics.

PubMed

Arampatzis, Georgios; Katsoulakis, Markos A; Rey-Bellet, Luc

2016-03-14

We demonstrate that centered likelihood ratio estimators for the sensitivity indices of complex stochastic dynamics are highly efficient with low, constant in time variance and consequently they are suitable for sensitivity analysis in long-time and steady-state regimes. These estimators rely on a new covariance formulation of the likelihood ratio that includes as a submatrix a Fisher information matrix for stochastic dynamics and can also be used for fast screening of insensitive parameters and parameter combinations. The proposed methods are applicable to broad classes of stochastic dynamics such as chemical reaction networks, Langevin-type equations and stochastic models in finance, including systems with a high dimensional parameter space and/or disparate decorrelation times between different observables. Furthermore, they are simple to implement as a standard observable in any existing simulation algorithm without additional modifications.

Efficient estimators for likelihood ratio sensitivity indices of complex stochastic dynamics

NASA Astrophysics Data System (ADS)

Arampatzis, Georgios; Katsoulakis, Markos A.; Rey-Bellet, Luc

2016-03-01

We demonstrate that centered likelihood ratio estimators for the sensitivity indices of complex stochastic dynamics are highly efficient with low, constant in time variance and consequently they are suitable for sensitivity analysis in long-time and steady-state regimes. These estimators rely on a new covariance formulation of the likelihood ratio that includes as a submatrix a Fisher information matrix for stochastic dynamics and can also be used for fast screening of insensitive parameters and parameter combinations. The proposed methods are applicable to broad classes of stochastic dynamics such as chemical reaction networks, Langevin-type equations and stochastic models in finance, including systems with a high dimensional parameter space and/or disparate decorrelation times between different observables. Furthermore, they are simple to implement as a standard observable in any existing simulation algorithm without additional modifications.

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

NASA Astrophysics Data System (ADS)

Gao, Shujing; Zhong, Deming; Zhang, Yan

2018-04-01

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

Efficient estimators for likelihood ratio sensitivity indices of complex stochastic dynamics

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

Arampatzis, Georgios; Katsoulakis, Markos A.; Rey-Bellet, Luc

2016-03-14

We demonstrate that centered likelihood ratio estimators for the sensitivity indices of complex stochastic dynamics are highly efficient with low, constant in time variance and consequently they are suitable for sensitivity analysis in long-time and steady-state regimes. These estimators rely on a new covariance formulation of the likelihood ratio that includes as a submatrix a Fisher information matrix for stochastic dynamics and can also be used for fast screening of insensitive parameters and parameter combinations. The proposed methods are applicable to broad classes of stochastic dynamics such as chemical reaction networks, Langevin-type equations and stochastic models in finance, including systemsmore » with a high dimensional parameter space and/or disparate decorrelation times between different observables. Furthermore, they are simple to implement as a standard observable in any existing simulation algorithm without additional modifications.« less

Tipping point analysis of ocean acoustic noise

NASA Astrophysics Data System (ADS)

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

2018-02-01

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

A Fast Fourier transform stochastic analysis of the contaminant transport problem

USGS Publications Warehouse

Deng, F.W.; Cushman, J.H.; Delleur, J.W.

1993-01-01

A three-dimensional stochastic analysis of the contaminant transport problem is developed in the spirit of Naff (1990). The new derivation is more general and simpler than previous analysis. The fast Fourier transformation is used extensively to obtain numerical estimates of the mean concentration and various spatial moments. Data from both the Borden and Cape Cod experiments are used to test the methodology. Results are comparable to results obtained by other methods, and to the experiments themselves.

Multivariate moment closure techniques for stochastic kinetic models

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

Lakatos, Eszter, E-mail: e.lakatos13@imperial.ac.uk; Ale, Angelique; Kirk, Paul D. W.

2015-09-07

Stochastic effects dominate many chemical and biochemical processes. Their analysis, however, can be computationally prohibitively expensive and a range of approximation schemes have been proposed to lighten the computational burden. These, notably the increasingly popular linear noise approximation and the more general moment expansion methods, perform well for many dynamical regimes, especially linear systems. At higher levels of nonlinearity, it comes to an interplay between the nonlinearities and the stochastic dynamics, which is much harder to capture correctly by such approximations to the true stochastic processes. Moment-closure approaches promise to address this problem by capturing higher-order terms of the temporallymore » evolving probability distribution. Here, we develop a set of multivariate moment-closures that allows us to describe the stochastic dynamics of nonlinear systems. Multivariate closure captures the way that correlations between different molecular species, induced by the reaction dynamics, interact with stochastic effects. We use multivariate Gaussian, gamma, and lognormal closure and illustrate their use in the context of two models that have proved challenging to the previous attempts at approximating stochastic dynamics: oscillations in p53 and Hes1. In addition, we consider a larger system, Erk-mediated mitogen-activated protein kinases signalling, where conventional stochastic simulation approaches incur unacceptably high computational costs.« less

Final Report for Dynamic Models for Causal Analysis of Panel Data. Models for Change in Quantitative Variables, Part II Scholastic Models. Part II, Chapter 4.

ERIC Educational Resources Information Center

Hannan, Michael T.

This document is part of a series of chapters described in SO 011 759. Stochastic models for the sociological analysis of change and the change process in quantitative variables are presented. The author lays groundwork for the statistical treatment of simple stochastic differential equations (SDEs) and discusses some of the continuities of…

A PURE HYDRODYNAMIC INSTABILITY IN SHEAR FLOWS AND ITS APPLICATION TO ASTROPHYSICAL ACCRETION DISKS

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

Nath, Sujit Kumar; Mukhopadhyay, Banibrata, E-mail: sujitkumar@physics.iisc.ernet.in, E-mail: bm@physics.iisc.ernet.in

2016-10-20

We provide a possible resolution for the century-old problem of hydrodynamic shear flows, which are apparently stable in linear analysis but shown to be turbulent in astrophysically observed data and experiments. This mismatch is noticed in a variety of systems, from laboratory to astrophysical flows. There are so many uncountable attempts made so far to resolve this mismatch, beginning with the early work of Kelvin, Rayleigh, and Reynolds toward the end of the nineteenth century. Here we show that the presence of stochastic noise, whose inevitable presence should not be neglected in the stability analysis of shear flows, leads tomore » pure hydrodynamic linear instability therein. This explains the origin of turbulence, which has been observed/interpreted in astrophysical accretion disks, laboratory experiments, and direct numerical simulations. This is, to the best of our knowledge, the first solution to the long-standing problem of hydrodynamic instability of Rayleigh-stable flows.« less

Stochastic Calculus and Differential Equations for Physics and Finance

NASA Astrophysics Data System (ADS)

McCauley, Joseph L.

2013-02-01

1. Random variables and probability distributions; 2. Martingales, Markov, and nonstationarity; 3. Stochastic calculus; 4. Ito processes and Fokker-Planck equations; 5. Selfsimilar Ito processes; 6. Fractional Brownian motion; 7. Kolmogorov's PDEs and Chapman-Kolmogorov; 8. Non Markov Ito processes; 9. Black-Scholes, martingales, and Feynman-Katz; 10. Stochastic calculus with martingales; 11. Statistical physics and finance, a brief history of both; 12. Introduction to new financial economics; 13. Statistical ensembles and time series analysis; 14. Econometrics; 15. Semimartingales; References; Index.

Simulation of quantum dynamics based on the quantum stochastic differential equation.

PubMed

Li, Ming

2013-01-01

The quantum stochastic differential equation derived from the Lindblad form quantum master equation is investigated. The general formulation in terms of environment operators representing the quantum state diffusion is given. The numerical simulation algorithm of stochastic process of direct photodetection of a driven two-level system for the predictions of the dynamical behavior is proposed. The effectiveness and superiority of the algorithm are verified by the performance analysis of the accuracy and the computational cost in comparison with the classical Runge-Kutta algorithm.

Existence and uniqueness of solution for a class of stochastic differential equations.

PubMed

Cao, Junfei; Huang, Zaitang; Zeng, Caibin

2013-01-01

A class of stochastic differential equations given by dx(t) = f(x(t))dt + g(x(t))dW(t),  x(t 0) = x 0,  t 0 ≤ t ≤ T < +∞, are investigated. Upon making some suitable assumptions, the existence and uniqueness of solution for the equations are obtained. Moreover, the existence and uniqueness of solution for stochastic Lorenz system, which is illustrated by example, are in good agreement with the theoretical analysis.

Sensitivity analysis of consumption cycles

NASA Astrophysics Data System (ADS)

Jungeilges, Jochen; Ryazanova, Tatyana; Mitrofanova, Anastasia; Popova, Irina

2018-05-01

We study the special case of a nonlinear stochastic consumption model taking the form of a 2-dimensional, non-invertible map with an additive stochastic component. Applying the concept of the stochastic sensitivity function and the related technique of confidence domains, we establish the conditions under which the system's complex consumption attractor is likely to become observable. It is shown that the level of noise intensities beyond which the complex consumption attractor is likely to be observed depends on the weight given to past consumption in an individual's preference adjustment.

Further studies using matched filter theory and stochastic simulation for gust loads prediction

NASA Technical Reports Server (NTRS)

Scott, Robert C.; Pototzky, Anthony S.; Perry, Boyd Iii

1993-01-01

This paper describes two analysis methods -- one deterministic, the other stochastic -- for computing maximized and time-correlated gust loads for aircraft with nonlinear control systems. The first method is based on matched filter theory; the second is based on stochastic simulation. The paper summarizes the methods, discusses the selection of gust intensity for each method and presents numerical results. A strong similarity between the results from the two methods is seen to exist for both linear and nonlinear configurations.

Coastal zone management with stochastic multi-criteria analysis.

PubMed

Félix, A; Baquerizo, A; Santiago, J M; Losada, M A

2012-12-15

The methodology for coastal management proposed in this study takes into account the physical processes of the coastal system and the stochastic nature of forcing agents. Simulation techniques are used to assess the uncertainty in the performance of a set of predefined management strategies based on different criteria representing the main concerns of interest groups. This statistical information as well as the distribution function that characterizes the uncertainty regarding the preferences of the decision makers is fed into a stochastic multi-criteria acceptability analysis that provides the probability of alternatives obtaining certain ranks and also calculates the preferences of a typical decision maker who supports an alternative. This methodology was applied as a management solution for Playa Granada in the Guadalfeo River Delta (Granada, Spain), where the construction of a dam in the river basin is causing severe erosion. The analysis of shoreline evolution took into account the coupled action of atmosphere, ocean, and land agents and their intrinsic stochastic character. This study considered five different management strategies. The criteria selected for the analysis were the economic benefits for three interest groups: (i) indirect beneficiaries of tourist activities; (ii) beach homeowners; and (iii) the administration. The strategies were ranked according to their effectiveness, and the relative importance given to each criterion was obtained. Copyright © 2012 Elsevier Ltd. All rights reserved.

A stochastic model of tree architecture and biomass partitioning: application to Mongolian Scots pines

PubMed Central

Wang, Feng; Kang, Mengzhen; Lu, Qi; Letort, Véronique; Han, Hui; Guo, Yan; de Reffye, Philippe; Li, Baoguo

2011-01-01

Background and Aims Mongolian Scots pine (Pinus sylvestris var. mongolica) is one of the principal species used for windbreak and sand stabilization in arid and semi-arid areas in northern China. A model-assisted analysis of its canopy architectural development and functions is valuable for better understanding its behaviour and roles in fragile ecosystems. However, due to the intrinsic complexity and variability of trees, the parametric identification of such models is currently a major obstacle to their evaluation and their validation with respect to real data. The aim of this paper was to present the mathematical framework of a stochastic functional–structural model (GL2) and its parameterization for Mongolian Scots pines, taking into account inter-plant variability in terms of topological development and biomass partitioning. Methods In GL2, plant organogenesis is determined by the realization of random variables representing the behaviour of axillary or apical buds. The associated probabilities are calibrated for Mongolian Scots pines using experimental data including means and variances of the numbers of organs per plant in each order-based class. The functional part of the model relies on the principles of source–sink regulation and is parameterized by direct observations of living trees and the inversion method using measured data for organ mass and dimensions. Key Results The final calibration accuracy satisfies both organogenetic and morphogenetic processes. Our hypothesis for the number of organs following a binomial distribution is found to be consistent with the real data. Based on the calibrated parameters, stochastic simulations of the growth of Mongolian Scots pines in plantations are generated by the Monte Carlo method, allowing analysis of the inter-individual variability of the number of organs and biomass partitioning. Three-dimensional (3D) architectures of young Mongolian Scots pines were simulated for 4-, 6- and 8-year-old trees. Conclusions This work provides a new method for characterizing tree structures and biomass allocation that can be used to build a 3D virtual Mongolian Scots pine forest. The work paves the way for bridging the gap between a single-plant model and a stand model. PMID:21062760

A stochastic model of tree architecture and biomass partitioning: application to Mongolian Scots pines.

PubMed

Wang, Feng; Kang, Mengzhen; Lu, Qi; Letort, Véronique; Han, Hui; Guo, Yan; de Reffye, Philippe; Li, Baoguo

2011-04-01

Mongolian Scots pine (Pinus sylvestris var. mongolica) is one of the principal species used for windbreak and sand stabilization in arid and semi-arid areas in northern China. A model-assisted analysis of its canopy architectural development and functions is valuable for better understanding its behaviour and roles in fragile ecosystems. However, due to the intrinsic complexity and variability of trees, the parametric identification of such models is currently a major obstacle to their evaluation and their validation with respect to real data. The aim of this paper was to present the mathematical framework of a stochastic functional-structural model (GL2) and its parameterization for Mongolian Scots pines, taking into account inter-plant variability in terms of topological development and biomass partitioning. In GL2, plant organogenesis is determined by the realization of random variables representing the behaviour of axillary or apical buds. The associated probabilities are calibrated for Mongolian Scots pines using experimental data including means and variances of the numbers of organs per plant in each order-based class. The functional part of the model relies on the principles of source-sink regulation and is parameterized by direct observations of living trees and the inversion method using measured data for organ mass and dimensions. The final calibration accuracy satisfies both organogenetic and morphogenetic processes. Our hypothesis for the number of organs following a binomial distribution is found to be consistent with the real data. Based on the calibrated parameters, stochastic simulations of the growth of Mongolian Scots pines in plantations are generated by the Monte Carlo method, allowing analysis of the inter-individual variability of the number of organs and biomass partitioning. Three-dimensional (3D) architectures of young Mongolian Scots pines were simulated for 4-, 6- and 8-year-old trees. This work provides a new method for characterizing tree structures and biomass allocation that can be used to build a 3D virtual Mongolian Scots pine forest. The work paves the way for bridging the gap between a single-plant model and a stand model.

Chaotic itinerancy and power-law residence time distribution in stochastic dynamical systems.

PubMed

Namikawa, Jun

2005-08-01

Chaotic itinerant motion among varieties of ordered states is described by a stochastic model based on the mechanism of chaotic itinerancy. The model consists of a random walk on a half-line and a Markov chain with a transition probability matrix. The stability of attractor ruin in the model is investigated by analyzing the residence time distribution of orbits at attractor ruins. It is shown that the residence time distribution averaged over all attractor ruins can be described by the superposition of (truncated) power-law distributions if the basin of attraction for each attractor ruin has a zero measure. This result is confirmed by simulation of models exhibiting chaotic itinerancy. Chaotic itinerancy is also shown to be absent in coupled Milnor attractor systems if the transition probability among attractor ruins can be represented as a Markov chain.

Stochastic coupled cluster theory: Efficient sampling of the coupled cluster expansion

NASA Astrophysics Data System (ADS)

Scott, Charles J. C.; Thom, Alex J. W.

2017-09-01

We consider the sampling of the coupled cluster expansion within stochastic coupled cluster theory. Observing the limitations of previous approaches due to the inherently non-linear behavior of a coupled cluster wavefunction representation, we propose new approaches based on an intuitive, well-defined condition for sampling weights and on sampling the expansion in cluster operators of different excitation levels. We term these modifications even and truncated selections, respectively. Utilising both approaches demonstrates dramatically improved calculation stability as well as reduced computational and memory costs. These modifications are particularly effective at higher truncation levels owing to the large number of terms within the cluster expansion that can be neglected, as demonstrated by the reduction of the number of terms to be sampled when truncating at triple excitations by 77% and hextuple excitations by 98%.

On the use of reverse Brownian motion to accelerate hybrid simulations

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

Bakarji, Joseph; Tartakovsky, Daniel M., E-mail: tartakovsky@stanford.edu

Multiscale and multiphysics simulations are two rapidly developing fields of scientific computing. Efficient coupling of continuum (deterministic or stochastic) constitutive solvers with their discrete (stochastic, particle-based) counterparts is a common challenge in both kinds of simulations. We focus on interfacial, tightly coupled simulations of diffusion that combine continuum and particle-based solvers. The latter employs the reverse Brownian motion (rBm), a Monte Carlo approach that allows one to enforce inhomogeneous Dirichlet, Neumann, or Robin boundary conditions and is trivially parallelizable. We discuss numerical approaches for improving the accuracy of rBm in the presence of inhomogeneous Neumann boundary conditions and alternative strategiesmore » for coupling the rBm solver with its continuum counterpart. Numerical experiments are used to investigate the convergence, stability, and computational efficiency of the proposed hybrid algorithm.« less

Adaptive Neural Output Feedback Control for Nonstrict-Feedback Stochastic Nonlinear Systems With Unknown Backlash-Like Hysteresis and Unknown Control Directions.

PubMed

Yu, Zhaoxu; Li, Shugang; Yu, Zhaosheng; Li, Fangfei

2018-04-01

This paper investigates the problem of output feedback adaptive stabilization for a class of nonstrict-feedback stochastic nonlinear systems with both unknown backlashlike hysteresis and unknown control directions. A new linear state transformation is applied to the original system, and then, control design for the new system becomes feasible. By combining the neural network's (NN's) parameterization, variable separation technique, and Nussbaum gain function method, an input-driven observer-based adaptive NN control scheme, which involves only one parameter to be updated, is developed for such systems. All closed-loop signals are bounded in probability and the error signals remain semiglobally bounded in the fourth moment (or mean square). Finally, the effectiveness and the applicability of the proposed control design are verified by two simulation examples.

Tradeoff studies in multiobjective insensitive design of airplane control systems

NASA Technical Reports Server (NTRS)

Schy, A. A.; Giesy, D. P.

1983-01-01

A computer aided design method for multiobjective parameter-insensitive design of airplane control systems is described. Methods are presented for trading off nominal values of design objectives against sensitivities of the design objectives to parameter uncertainties, together with guidelines for designer utilization of the methods. The methods are illustrated by application to the design of a lateral stability augmentation system for two supersonic flight conditions of the Shuttle Orbiter. Objective functions are conventional handling quality measures and peak magnitudes of control deflections and rates. The uncertain parameters are assumed Gaussian, and numerical approximations of the stochastic behavior of the objectives are described. Results of applying the tradeoff methods to this example show that stochastic-insensitive designs are distinctly different from deterministic multiobjective designs. The main penalty for achieving significant decrease in sensitivity is decreased speed of response for the nominal system.

Deterministic and stochastic CTMC models from Zika disease transmission

NASA Astrophysics Data System (ADS)

Zevika, Mona; Soewono, Edy

2018-03-01

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

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

NASA Astrophysics Data System (ADS)

Wang, Ting; Plecháč, Petr

2017-12-01

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

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

NASA Astrophysics Data System (ADS)

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

2017-11-01

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

Asynchronous State Estimation for Discrete-Time Switched Complex Networks With Communication Constraints.

PubMed

Zhang, Dan; Wang, Qing-Guo; Srinivasan, Dipti; Li, Hongyi; Yu, Li

2018-05-01

This paper is concerned with the asynchronous state estimation for a class of discrete-time switched complex networks with communication constraints. An asynchronous estimator is designed to overcome the difficulty that each node cannot access to the topology/coupling information. Also, the event-based communication, signal quantization, and the random packet dropout problems are studied due to the limited communication resource. With the help of switched system theory and by resorting to some stochastic system analysis method, a sufficient condition is proposed to guarantee the exponential stability of estimation error system in the mean-square sense and a prescribed performance level is also ensured. The characterization of the desired estimator gains is derived in terms of the solution to a convex optimization problem. Finally, the effectiveness of the proposed design approach is demonstrated by a simulation example.

Robust output feedback H∞ control for networked control systems based on the occurrence probabilities of time delays

NASA Astrophysics Data System (ADS)

Guo, Chenyu; Zhang, Weidong; Bao, Jie

2012-02-01

This article is concerned with the problem of robust H ∞ output feedback control for a kind of networked control systems with time-varying network-induced delays. Instead of using boundaries of time delays to represent all time delays, the occurrence probability of each time delay is considered in H∞ stability analysis and stabilisation. The problem addressed is the design of an output feedback controller such that, for all admissible uncertainties, the resulting closed-loop system is stochastically stable for the zero disturbance input and also simultaneously achieves a prescribed H∞ performance level. It is shown that less conservativeness is obtained. A set of linear matrix inequalities is given to solve the corresponding controller design problem. An example is provided to show the effectiveness and applicability of the proposed method.

Distinct patterns and processes of abundant and rare eukaryotic plankton communities following a reservoir cyanobacterial bloom.

PubMed

Xue, Yuanyuan; Chen, Huihuang; Yang, Jun R; Liu, Min; Huang, Bangqin; Yang, Jun

2018-06-13

Plankton communities normally consist of few abundant and many rare species, yet little is known about the ecological role of rare planktonic eukaryotes. Here we used a 18S ribosomal DNA sequencing approach to investigate the dynamics of rare planktonic eukaryotes, and to explore the co-occurrence patterns of abundant and rare eukaryotic plankton in a subtropical reservoir following a cyanobacterial bloom event. Our results showed that the bloom event significantly altered the eukaryotic plankton community composition and rare plankton diversity without affecting the diversity of abundant plankton. The similarities of both abundant and rare eukaryotic plankton subcommunities significantly declined with the increase in time-lag, but stronger temporal turnover was observed in rare taxa. Further, species turnover of both subcommunities explained a higher percentage of the community variation than species richness. Both deterministic and stochastic processes significantly influenced eukaryotic plankton community assembly, and the stochastic pattern (e.g., ecological drift) was particularly pronounced for rare taxa. Co-occurrence network analysis revealed that keystone taxa mainly belonged to rare species, which may play fundamental roles in network persistence. Importantly, covariations between rare and non-rare taxa were predominantly positive, implying multispecies cooperation might contribute to the stability and resilience of the microbial community. Overall, these findings expand current understanding of the ecological mechanisms and microbial interactions underlying plankton dynamics in changing aquatic ecosystems.

Compressor stability management

NASA Astrophysics Data System (ADS)

Dhingra, Manuj

Dynamic compressors are susceptible to aerodynamic instabilities while operating at low mass flow rates. These instabilities, rotating stall and surge, are detrimental to engine life and operational safety, and are thus undesirable. In order to prevent stability problems, a passive technique, involving fuel flow scheduling, is currently employed on gas turbines. The passive nature of this technique necessitates conservative stability margins, compromising performance and/or efficiency. In the past, model based active control has been proposed to enable reduction of margin requirements. However, available compressor stability models do not predict the different stall inception patterns, making model based control techniques practically infeasible. This research presents active stability management as a viable alternative. In particular, a limit detection and avoidance approach has been used to maintain the system free of instabilities. Simulations show significant improvements in the dynamic response of a gas turbine engine with this approach. A novel technique has been developed to enable real-time detection of stability limits in axial compressors. It employs a correlation measure to quantify the chaos in the rotor tip region. Analysis of data from four axial compressors shows that the value of the correlation measure decreases as compressor loading is increased. Moreover, sharp drops in this measure have been found to be relevant for stability limit detection. The significance of these drops can be captured by tracking events generated by the downward crossing of a selected threshold level. It has been observed that the average number of events increases as the stability limit is approached in all the compressors studied. These events appear to be randomly distributed in time. A stochastic model for the time between consecutive events has been developed and incorporated in an engine simulation. The simulation has been used to highlight the importance of the threshold level to successful stability management. The compressor stability management concepts have also been experimentally demonstrated on a laboratory axial compressor rig. The fundamental nature of correlation measure has opened avenues for its application besides limit detection. The applications presented include stage load matching in a multi-stage compressor and monitoring the aerodynamic health of rotor blades.

Numerical methods for stochastic differential equations

NASA Astrophysics Data System (ADS)

Kloeden, Peter; Platen, Eckhard

1991-06-01

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

Decentralized adaptive neural control for high-order interconnected stochastic nonlinear time-delay systems with unknown system dynamics.

PubMed

Si, Wenjie; Dong, Xunde; Yang, Feifei

2018-03-01

This paper is concerned with the problem of decentralized adaptive backstepping state-feedback control for uncertain high-order large-scale stochastic nonlinear time-delay systems. For the control design of high-order large-scale nonlinear systems, only one adaptive parameter is constructed to overcome the over-parameterization, and neural networks are employed to cope with the difficulties raised by completely unknown system dynamics and stochastic disturbances. And then, the appropriate Lyapunov-Krasovskii functional and the property of hyperbolic tangent functions are used to deal with the unknown unmatched time-delay interactions of high-order large-scale systems for the first time. At last, on the basis of Lyapunov stability theory, the decentralized adaptive neural controller was developed, and it decreases the number of learning parameters. The actual controller can be designed so as to ensure that all the signals in the closed-loop system are semi-globally uniformly ultimately bounded (SGUUB) and the tracking error converges in the small neighborhood of zero. The simulation example is used to further show the validity of the design method. Copyright © 2018 Elsevier Ltd. All rights reserved.

Optimal Control via Self-Generated Stochasticity

NASA Technical Reports Server (NTRS)

Zak, Michail

2011-01-01

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

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

PubMed

Caglar, Mehmet Umut; Pal, Ranadip

2013-01-01

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

Flow injection analysis simulations and diffusion coefficient determination by stochastic and deterministic optimization methods.

PubMed

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 Watershed Models for Risk Based Decision Making

NASA Astrophysics Data System (ADS)

Vogel, R. M.

2017-12-01

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

M-estimator for the 3D symmetric Helmert coordinate transformation

NASA Astrophysics Data System (ADS)

Chang, Guobin; Xu, Tianhe; Wang, Qianxin

2018-01-01

The M-estimator for the 3D symmetric Helmert coordinate transformation problem is developed. Small-angle rotation assumption is abandoned. The direction cosine matrix or the quaternion is used to represent the rotation. The 3 × 1 multiplicative error vector is defined to represent the rotation estimation error. An analytical solution can be employed to provide the initial approximate for iteration, if the outliers are not large. The iteration is carried out using the iterative reweighted least-squares scheme. In each iteration after the first one, the measurement equation is linearized using the available parameter estimates, the reweighting matrix is constructed using the residuals obtained in the previous iteration, and then the parameter estimates with their variance-covariance matrix are calculated. The influence functions of a single pseudo-measurement on the least-squares estimator and on the M-estimator are derived to theoretically show the robustness. In the solution process, the parameter is rescaled in order to improve the numerical stability. Monte Carlo experiments are conducted to check the developed method. Different cases to investigate whether the assumed stochastic model is correct are considered. The results with the simulated data slightly deviating from the true model are used to show the developed method's statistical efficacy at the assumed stochastic model, its robustness against the deviations from the assumed stochastic model, and the validity of the estimated variance-covariance matrix no matter whether the assumed stochastic model is correct or not.

PROTECTED POLYMORPHISMS AND EVOLUTIONARY STABILITY OF PATCH-SELECTION STRATEGIES IN STOCHASTIC ENVIRONMENTS

PubMed Central

EVANS, STEVEN N.; HENING, ALEXANDRU; SCHREIBER, SEBASTIAN J.

2015-01-01

We consider a population living in a patchy environment that varies stochastically in space and time. The population is composed of two morphs (that is, individuals of the same species with different genotypes). In terms of survival and reproductive success, the associated phenotypes differ only in their habitat selection strategies. We compute invasion rates corresponding to the rates at which the abundance of an initially rare morph increases in the presence of the other morph established at equilibrium. If both morphs have positive invasion rates when rare, then there is an equilibrium distribution such that the two morphs coexist; that is, there is a protected polymorphism for habitat selection. Alternatively, if one morph has a negative invasion rate when rare, then it is asymptotically displaced by the other morph under all initial conditions where both morphs are present. We refine the characterization of an evolutionary stable strategy for habitat selection from [Schreiber, 2012] in a mathematically rigorous manner. We provide a necessary and sufficient condition for the existence of an ESS that uses all patches and determine when using a single patch is an ESS. We also provide an explicit formula for the ESS when there are two habitat types. We show that adding environmental stochasticity results in an ESS that, when compared to the ESS for the corresponding model without stochasticity, spends less time in patches with larger carrying capacities and possibly makes use of sink patches, thereby practicing a spatial form of bet hedging. PMID:25151369

An offline approach for output-only Bayesian identification of stochastic nonlinear systems using unscented Kalman filtering

NASA Astrophysics Data System (ADS)

Erazo, Kalil; Nagarajaiah, Satish

2017-06-01

In this paper an offline approach for output-only Bayesian identification of stochastic nonlinear systems is presented. The approach is based on a re-parameterization of the joint posterior distribution of the parameters that define a postulated state-space stochastic model class. In the re-parameterization the state predictive distribution is included, marginalized, and estimated recursively in a state estimation step using an unscented Kalman filter, bypassing state augmentation as required by existing online methods. In applications expectations of functions of the parameters are of interest, which requires the evaluation of potentially high-dimensional integrals; Markov chain Monte Carlo is adopted to sample the posterior distribution and estimate the expectations. The proposed approach is suitable for nonlinear systems subjected to non-stationary inputs whose realization is unknown, and that are modeled as stochastic processes. Numerical verification and experimental validation examples illustrate the effectiveness and advantages of the approach, including: (i) an increased numerical stability with respect to augmented-state unscented Kalman filtering, avoiding divergence of the estimates when the forcing input is unmeasured; (ii) the ability to handle arbitrary prior and posterior distributions. The experimental validation of the approach is conducted using data from a large-scale structure tested on a shake table. It is shown that the approach is robust to inherent modeling errors in the description of the system and forcing input, providing accurate prediction of the dynamic response when the excitation history is unknown.

Image analysis methods for assessing levels of image plane nonuniformity and stochastic noise in a magnetic resonance image of a homogeneous phantom.

PubMed

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.

SATA Stochastic Algebraic Topology and Applications

DTIC Science & Technology

2017-01-23

Harris et al. Selective sampling after solving a convex problem". arXiv:1609.05609 [ math , stat] (Sept. 2016). arXiv: 1609.05609. 13. Baryshnikov...Functions, Adv. Math . 245, 573-586, 2014. 15. Y. Baryshnikov, Liberzon, Daniel,Robust stability conditions for switched linear systems: Commutator bounds...Consistency via Kernel Estimation, arXiv:1407.5272 [ math , stat] (July 2014) arXiv: 1407.5272. to appear in Bernoulli 18. O.Bobrowski and S.Weinberger

Application of Control Theory in the Formation of a Timescale

DTIC Science & Technology

2004-09-01

York). [3] P. Koppang and R. Leland , 1999, “Linear quadratic stochastic control of atomic hydrogen masers,” IEEE Transactions on Ultrasonics... Koppang , D. Johns, and J. Skinner U.S. Naval Observatory Abstract We have created a timescale that joins the short-term stability of...comparison. REFERENCES [1] D. Matsakis, M. Miranian, and P. Koppang , 1999, “Steering the U.S. Naval Observatory (USNO) Master Clock,” in

Orbit Determination Using Vinti’s Solution

DTIC Science & Technology

2016-09-15

Surveillance Network STK Systems Tool Kit TBP Two Body Problem TLE Two-line Element Set xv Acronym Definition UKF Unscented Kalman Filter WPAFB Wright...simplicity, stability, and speed. On the other hand, Kalman filters would be best suited for sequential estimation of stochastic or random components of a...be likened to how an Unscented Kalman Filter samples a system’s nonlinearities directly, avoiding linearizing the dynamics in the partials matrices

Predicting drug hydrolysis based on moisture uptake in various packaging designs.

PubMed

Naversnik, Klemen; Bohanec, Simona

2008-12-18

An attempt was made to predict the stability of a moisture sensitive drug product based on the knowledge of the dependence of the degradation rate on tablet moisture. The moisture increase inside a HDPE bottle with the drug formulation was simulated with the sorption-desorption moisture transfer model, which, in turn, allowed an accurate prediction of the drug degradation kinetics. The stability prediction, obtained by computer simulation, was made in a considerably shorter time frame and required little resources compared to a conventional stability study. The prediction was finally upgraded to a stochastic Monte Carlo simulation, which allowed quantitative incorporation of uncertainty, stemming from various sources. The resulting distribution of the outcome of interest (amount of degradation product at expiry) is a comprehensive way of communicating the result along with its uncertainty, superior to single-value results or confidence intervals.

A Simple Postflight Measure of Postural Atania in Astronauts

NASA Technical Reports Server (NTRS)

Reschke, M. F.; Harm, D. I.; Kofman, I. S.; Wood, S. J.; Bloomberg, J. J.

2011-01-01

Astronauts returning from space flight universally present with postural ataxia. Throughout the Space Shuttle Program, measurement of ataxia has concentrated on sway in the anterior-posterior (AP) plane. The current investigation, as a part of a larger functional study, concentrated on characterizing postural instability using dynamic stabilographic sway patterns in both the AP and medial-lateral (ML) planes. To accomplish this goal, six astronauts from short-duration (Shuttle) and three from long-duration (ISS) flights were required to recover from a simulated fall. Subjects with eyes open, wearing running shoes lay prone on the floor for 2 minutes and then quickly stood up, maintained a quiet stance for 3 minutes, arms relaxed along the side of the body, and feet comfortably placed on the force plate. Crewmembers were tested twice before flight, on landing day (Shuttle only), and 1, 6, and 30 days after flight. Anterior-posterior and ML center-of-pressure (COP) coordinates were calculated from the ground reaction forces collected at 500 Hz. The 3-minute quiet stance trial was broken into three 1-minute segments for stabilogram diffusion analysis. A mean sway speed (rate of change of COP displacement) was also calculated as an additional postural stability parameter. While there was considerable variation, most of crewmembers tested exhibited increased stochastic activity evidenced by larger short-term COP diffusion coefficients postflight in both the AP and ML planes, suggesting significant changes in postural control mechanisms, particularly control of lower limb muscle function. As expected, postural instability of ISS astronauts on the first day postflight was similar to that of Shuttle crewmembers on landing day. Recoveries of stochastic activity and mean sway speed to baseline levels were typically observed by the 30th day postflight for both long-duration and short-duration crewmembers. Dynamic postural stability characteristics obtained in this low-impact study complement the data measured with computerized dynamic posturography.

An analysis of intrinsic variations of low-frequency shear wave speed in a stochastic tissue model: the first application for staging liver fibrosis

NASA Astrophysics Data System (ADS)

Wang, Yu; Wang, Min; Jiang, Jingfeng

2017-02-01

Shear wave elastography is increasingly being used to non-invasively stage liver fibrosis by measuring shear wave speed (SWS). This study quantitatively investigates intrinsic variations among SWS measurements obtained from heterogeneous media such as fibrotic livers. More specifically, it aims to demonstrate that intrinsic variations in SWS measurements, in general, follow a non-Gaussian distribution and are related to the heterogeneous nature of the medium being measured. Using the principle of maximum entropy (ME), our primary objective is to derive a probability density function (PDF) of the SWS distribution in conjunction with a lossless stochastic tissue model. Our secondary objective is to evaluate the performance of the proposed PDF using Monte Carlo (MC)-simulated shear wave (SW) data against three other commonly used PDFs. Based on statistical evaluation criteria, initial results showed that the derived PDF fits better to MC-simulated SWS data than the other three PDFs. It was also found that SW fronts stabilized after a short (compared with the SW wavelength) travel distance in lossless media. Furthermore, in lossless media, the distance required to stabilize the SW propagation was not correlated to the SW wavelength at the low frequencies investigated (i.e. 50, 100 and 150 Hz). Examination of the MC simulation data suggests that elastic (shear) wave scattering became more pronounced when the volume fraction of hard inclusions increased from 10 to 30%. In conclusion, using the principle of ME, we theoretically demonstrated for the first time that SWS measurements in this model follow a non-Gaussian distribution. Preliminary data indicated that the proposed PDF can quantitatively represent intrinsic variations in SWS measurements simulated using a two-phase random medium model. The advantages of the proposed PDF are its physically meaningful parameters and solid theoretical basis.

Hamiltonian Analysis of Subcritical Stochastic Epidemic Dynamics

PubMed Central

2017-01-01

We extend a technique of approximation of the long-term behavior of a supercritical stochastic epidemic model, using the WKB approximation and a Hamiltonian phase space, to the subcritical case. The limiting behavior of the model and approximation are qualitatively different in the subcritical case, requiring a novel analysis of the limiting behavior of the Hamiltonian system away from its deterministic subsystem. This yields a novel, general technique of approximation of the quasistationary distribution of stochastic epidemic and birth-death models and may lead to techniques for analysis of these models beyond the quasistationary distribution. For a classic SIS model, the approximation found for the quasistationary distribution is very similar to published approximations but not identical. For a birth-death process without depletion of susceptibles, the approximation is exact. Dynamics on the phase plane similar to those predicted by the Hamiltonian analysis are demonstrated in cross-sectional data from trachoma treatment trials in Ethiopia, in which declining prevalences are consistent with subcritical epidemic dynamics. PMID:28932256

Phenomenological analysis of medical time series with regular and stochastic components

NASA Astrophysics Data System (ADS)

Timashev, Serge F.; Polyakov, Yuriy S.

2007-06-01

Flicker-Noise Spectroscopy (FNS), a general approach to the extraction and parameterization of resonant and stochastic components contained in medical time series, is presented. The basic idea of FNS is to treat the correlation links present in sequences of different irregularities, such as spikes, "jumps", and discontinuities in derivatives of different orders, on all levels of the spatiotemporal hierarchy of the system under study as main information carriers. The tools to extract and analyze the information are power spectra and difference moments (structural functions), which complement the information of each other. The structural function stochastic component is formed exclusively by "jumps" of the dynamic variable while the power spectrum stochastic component is formed by both spikes and "jumps" on every level of the hierarchy. The information "passport" characteristics that are determined by fitting the derived expressions to the experimental variations for the stochastic components of power spectra and structural functions are interpreted as the correlation times and parameters that describe the rate of "memory loss" on these correlation time intervals for different irregularities. The number of the extracted parameters is determined by the requirements of the problem under study. Application of this approach to the analysis of tremor velocity signals for a Parkinsonian patient is discussed.

Stochastic model stationarization by eliminating the periodic term and its effect on time series prediction

NASA Astrophysics Data System (ADS)

Moeeni, Hamid; Bonakdari, Hossein; Fatemi, Seyed Ehsan

2017-04-01

Because time series stationarization has a key role in stochastic modeling results, three methods are analyzed in this study. The methods are seasonal differencing, seasonal standardization and spectral analysis to eliminate the periodic effect on time series stationarity. First, six time series including 4 streamflow series and 2 water temperature series are stationarized. The stochastic term for these series obtained with ARIMA is subsequently modeled. For the analysis, 9228 models are introduced. It is observed that seasonal standardization and spectral analysis eliminate the periodic term completely, while seasonal differencing maintains seasonal correlation structures. The obtained results indicate that all three methods present acceptable performance overall. However, model accuracy in monthly streamflow prediction is higher with seasonal differencing than with the other two methods. Another advantage of seasonal differencing over the other methods is that the monthly streamflow is never estimated as negative. Standardization is the best method for predicting monthly water temperature although it is quite similar to seasonal differencing, while spectral analysis performed the weakest in all cases. It is concluded that for each monthly seasonal series, seasonal differencing is the best stationarization method in terms of periodic effect elimination. Moreover, the monthly water temperature is predicted with more accuracy than monthly streamflow. The criteria of the average stochastic term divided by the amplitude of the periodic term obtained for monthly streamflow and monthly water temperature were 0.19 and 0.30, 0.21 and 0.13, and 0.07 and 0.04 respectively. As a result, the periodic term is more dominant than the stochastic term for water temperature in the monthly water temperature series compared to streamflow series.

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

NASA Astrophysics Data System (ADS)

Herath, Narmada; Del Vecchio, Domitilla

2018-03-01

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

Global behavior analysis for stochastic system of 1,3-PD continuous fermentation

NASA Astrophysics Data System (ADS)

Zhu, Xi; Kliemann, Wolfgang; Li, Chunfa; Feng, Enmin; Xiu, Zhilong

2017-12-01

Global behavior for stochastic system of continuous fermentation in glycerol bio-dissimilation to 1,3-propanediol by Klebsiella pneumoniae is analyzed in this paper. This bioprocess cannot avoid the stochastic perturbation caused by internal and external disturbance which reflect on the growth rate. These negative factors can limit and degrade the achievable performance of controlled systems. Based on multiplicity phenomena, the equilibriums and bifurcations of the deterministic system are analyzed. Then, a stochastic model is presented by a bounded Markov diffusion process. In order to analyze the global behavior, we compute the control sets for the associated control system. The probability distributions of relative supports are also computed. The simulation results indicate that how the disturbed biosystem tend to stationary behavior globally.

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

Unstable Box Orbits in Cuspy Elliptical Galaxies

NASA Technical Reports Server (NTRS)

Hasan, H.; Pfenniger, D.

1996-01-01

The aim of this work is to gain physical insight into the role played by a concentrated central mass in affecting the shape of elliptical galaxies, by examining its effect on the stability of box orbits which are the backbone of triaxial elliptical galaxies. Ample observational evidence is now available for the existence of a central mass concentration or central cusps in galaxies. The central mass is expected to cause orbital stochasticity and chaotic mixing of orbits, which could have ramifications on galactic evolution. We investigate here the interplay between potential cuspiness and eccentricity on the stability of axial orbits in a scale-free potential in a simple, preliminary attempt to characterize this effect.

The unlikely high efficiency of a molecular motor based on active motion

NASA Astrophysics Data System (ADS)

Ebeling, W.

2015-07-01

The efficiency of a simple model of a motor converting chemical into mechanical energy is studied analytically. The model motor shows interesting properties corresponding qualitatively to motors investigated in experiments. The efficiency increases with the load and may for low loss reach high values near to 100 percent in a narrow regime of optimal load. It is shown that the optimal load and the maximal efficiency depend by universal power laws on the dimensionless loss parameter. Stochastic effects decrease the stability of motor regimes with high efficiency and make them unlikely. Numerical studies show efficiencies below the theoretical optimum and demonstrate that special ratchet profiles my stabilize efficient regimes.

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.

Reflected stochastic differential equation models for constrained animal movement

USGS Publications Warehouse

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

2017-01-01

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

Trade-off study and computer simulation for assessing spacecraft pointing accuracy and stability capabilities

NASA Astrophysics Data System (ADS)

Algrain, Marcelo C.; Powers, Richard M.

1997-05-01

A case study, written in a tutorial manner, is presented where a comprehensive computer simulation is developed to determine the driving factors contributing to spacecraft pointing accuracy and stability. Models for major system components are described. Among them are spacecraft bus, attitude controller, reaction wheel assembly, star-tracker unit, inertial reference unit, and gyro drift estimators (Kalman filter). The predicted spacecraft performance is analyzed for a variety of input commands and system disturbances. The primary deterministic inputs are the desired attitude angles and rate set points. The stochastic inputs include random torque disturbances acting on the spacecraft, random gyro bias noise, gyro random walk, and star-tracker noise. These inputs are varied over a wide range to determine their effects on pointing accuracy and stability. The results are presented in the form of trade- off curves designed to facilitate the proper selection of subsystems so that overall spacecraft pointing accuracy and stability requirements are met.

Predator decline leads to decreased stability in a coastal fish community.

PubMed

Britten, Gregory L; Dowd, Michael; Minto, Cóilín; Ferretti, Francesco; Boero, Ferdinando; Lotze, Heike K

2014-12-01

Fisheries exploitation has caused widespread declines in marine predators. Theory predicts that predator depletion will destabilise lower trophic levels, making natural communities more vulnerable to environmental perturbations. However, empirical evidence has been limited. Using a community matrix model, we empirically assessed trends in the stability of a multispecies coastal fish community over the course of predator depletion. Three indices of community stability (resistance, resilience and reactivity) revealed significantly decreasing stability concurrent with declining predator abundance. The trophically downgraded community exhibited weaker top-down control, leading to predator-release processes in lower trophic levels and increased susceptibility to perturbation. At the community level, our results suggest that high predator abundance acts as a stabilising force to the naturally stochastic and highly autocorrelated dynamics in low trophic species. These findings have important implications for the conservation and management of predators in marine ecosystems and provide empirical support for the theory of predatory control. © 2014 John Wiley & Sons Ltd/CNRS.

Three-stage stochastic pump: Another type of Onsager-Casimir symmetry and results far from equilibrium

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.

Characterising switching behaviour in perceptual multi-stability.

PubMed

Denham, Susan; Bendixen, Alexandra; Mill, Robert; Tóth, Dénes; Wennekers, Thomas; Coath, Martin; Bőhm, Tamás; Szalardy, Orsolya; Winkler, István

2012-09-15

When people experience an unchanging sensory input for a long period of time, their perception tends to switch stochastically and unavoidably between alternative interpretations of the sensation; a phenomenon known as perceptual bi-stability or multi-stability. The huge variability in the experimental data obtained in such paradigms makes it difficult to distinguish typical patterns of behaviour, or to identify differences between switching patterns. Here we propose a new approach to characterising switching behaviour based upon the extraction of transition matrices from the data, which provide a compact representation that is well-understood mathematically. On the basis of this representation we can characterise patterns of perceptual switching, visualise and simulate typical switching patterns, and calculate the likelihood of observing a particular switching pattern. The proposed method can support comparisons between different observers, experimental conditions and even experiments. We demonstrate the insights offered by this approach using examples from our experiments investigating multi-stability in auditory streaming. However, the methodology is generic and thus widely applicable in studies of multi-stability in any domain. Copyright © 2012 Elsevier B.V. All rights reserved.

Autoionizing states driven by stochastic electromagnetic fields

NASA Astrophysics Data System (ADS)

Mouloudakis, G.; Lambropoulos, P.

2018-01-01

We have examined the profile of an isolated autoionizing resonance driven by a pulse of short duration and moderately strong field. The analysis has been based on stochastic differential equations governing the time evolution of the density matrix under a stochastic field. Having focused our quantitative analysis on the 2{{s}}2{{p}}({}1{{P}}) resonance of helium, we have investigated the role of field fluctuations and of the duration of the pulse. We report surprisingly strong distortion of the profile, even for peak intensity below the strong field limit. Our results demonstrate the intricate connection between intensity and pulse duration, with the latter appearing to be the determining influence, even for a seemingly short pulse of 50 fs. Further effects that would arise under much shorter pulses are discussed.

Extreme fluctuations in stochastic network coordination with time delays

NASA Astrophysics Data System (ADS)

Hunt, D.; Molnár, F.; Szymanski, B. K.; Korniss, G.

2015-12-01

We study the effects of uniform time delays on the extreme fluctuations in stochastic synchronization and coordination problems with linear couplings in complex networks. We obtain the average size of the fluctuations at the nodes from the behavior of the underlying modes of the network. We then obtain the scaling behavior of the extreme fluctuations with system size, as well as the distribution of the extremes on complex networks, and compare them to those on regular one-dimensional lattices. For large complex networks, when the delay is not too close to the critical one, fluctuations at the nodes effectively decouple, and the limit distributions converge to the Fisher-Tippett-Gumbel density. In contrast, fluctuations in low-dimensional spatial graphs are strongly correlated, and the limit distribution of the extremes is the Airy density. Finally, we also explore the effects of nonlinear couplings on the stability and on the extremes of the synchronization landscapes.

Stochastic DG Placement for Conservation Voltage Reduction Based on Multiple Replications Procedure

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

Wang, Zhaoyu; Chen, Bokan; Wang, Jianhui

2015-06-01

Conservation voltage reduction (CVR) and distributed-generation (DG) integration are popular strategies implemented by utilities to improve energy efficiency. This paper investigates the interactions between CVR and DG placement to minimize load consumption in distribution networks, while keeping the lowest voltage level within the predefined range. The optimal placement of DG units is formulated as a stochastic optimization problem considering the uncertainty of DG outputs and load consumptions. A sample average approximation algorithm-based technique is developed to solve the formulated problem effectively. A multiple replications procedure is developed to test the stability of the solution and calculate the confidence interval ofmore » the gap between the candidate solution and optimal solution. The proposed method has been applied to the IEEE 37-bus distribution test system with different scenarios. The numerical results indicate that the implementations of CVR and DG, if combined, can achieve significant energy savings.« less

Clk post-transcriptional control denoises circadian transcription both temporally and spatially.

PubMed

Lerner, Immanuel; Bartok, Osnat; Wolfson, Victoria; Menet, Jerome S; Weissbein, Uri; Afik, Shaked; Haimovich, Daniel; Gafni, Chen; Friedman, Nir; Rosbash, Michael; Kadener, Sebastian

2015-05-08

The transcription factor CLOCK (CLK) is essential for the development and maintenance of circadian rhythms in Drosophila. However, little is known about how CLK levels are controlled. Here we show that Clk mRNA is strongly regulated post-transcriptionally through its 3' UTR. Flies expressing Clk transgenes without normal 3' UTR exhibit variable CLK-driven transcription and circadian behaviour as well as ectopic expression of CLK-target genes in the brain. In these flies, the number of the key circadian neurons differs stochastically between individuals and within the two hemispheres of the same brain. Moreover, flies carrying Clk transgenes with deletions in the binding sites for the miRNA bantam have stochastic number of pacemaker neurons, suggesting that this miRNA mediates the deterministic expression of CLK. Overall our results demonstrate a key role of Clk post-transcriptional control in stabilizing circadian transcription, which is essential for proper development and maintenance of circadian rhythms in Drosophila.

Distributed Adaptive Neural Network Output Tracking of Leader-Following High-Order Stochastic Nonlinear Multiagent Systems With Unknown Dead-Zone Input.

PubMed

Hua, Changchun; Zhang, Liuliu; Guan, Xinping

2017-01-01

This paper studies the problem of distributed output tracking consensus control for a class of high-order stochastic nonlinear multiagent systems with unknown nonlinear dead-zone under a directed graph topology. The adaptive neural networks are used to approximate the unknown nonlinear functions and a new inequality is used to deal with the completely unknown dead-zone input. Then, we design the controllers based on backstepping method and the dynamic surface control technique. It is strictly proved that the resulting closed-loop system is stable in probability in the sense of semiglobally uniform ultimate boundedness and the tracking errors between the leader and the followers approach to a small residual set based on Lyapunov stability theory. Finally, two simulation examples are presented to show the effectiveness and the advantages of the proposed techniques.

Single-Stranded Condensation Stochastically Blocks G-Quadruplex Assembly in Human Telomeric RNA.

PubMed

Gutiérrez, Irene; Garavís, Miguel; de Lorenzo, Sara; Villasante, Alfredo; González, Carlos; Arias-Gonzalez, J Ricardo

2018-05-17

TERRA is an RNA molecule transcribed from human subtelomeric regions toward chromosome ends potentially involved in regulation of heterochromatin stability, semiconservative replication, and telomerase inhibition, among others. TERRA contains tandem repeats of the sequence GGGUUA, with a strong tendency to fold into a four-stranded arrangement known as a parallel G-quadruplex. Here, we demonstrate by using single-molecule force spectroscopy that this potential is limited by the inherent capacity of RNA to self-associate randomly and further condense into entropically more favorable structures. We stretched RNA constructions with more than four and less than eight hexanucleotide repeats, thus unable to form several G-quadruplexes in tandem, flanked by non-G-rich overhangs of random sequence by optical tweezers on a one by one basis. We found that condensed RNA stochastically blocks G-quadruplex folding pathways with a near 20% probability, a behavior that is not found in DNA analogous molecules.

Role of the noise on the transient dynamics of an ecosystem of interacting species

NASA Astrophysics Data System (ADS)

Spagnolo, B.; La Barbera, A.

2002-11-01

We analyze the transient dynamics of an ecosystem described by generalized Lotka-Volterra equations in the presence of a multiplicative noise and a random interaction parameter between the species. We consider specifically three cases: (i) two competing species, (ii) three interacting species (one predator-two preys), (iii) n-interacting species. The interaction parameter in case (i) is a stochastic process which obeys a stochastic differential equation. We find noise delayed extinction of one of two species, which is akin to the noise-enhanced stability phenomenon. Other two noise-induced effects found are temporal oscillations and spatial patterns of the two competing species. In case (ii) the noise induces correlated spatial patterns of the predator and of the two preys concentrations. Finally, in case (iii) we find the asymptotic behavior of the time average of the ith population when the ecosystem is composed of a great number of interacting species.

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

NASA Astrophysics Data System (ADS)

Ditlevsen, Peter

2017-04-01

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

Free float and stochastic volatility: the experience of a small open economy

NASA Astrophysics Data System (ADS)

Selçuk, Faruk

2004-11-01

Following a dramatic collapse of a fixed exchange rate based inflation stabilization program, Turkey moved into a free floating exchange rate system in February 2001. In this paper, an asymmetric stochastic volatility model of the foreign exchange rate in Turkey is estimated for the floating period. It is shown that there is a positive relation between the exchange return and its volatility. Particularly, an increase in the return at time t results in an increase in volatility at time t+1. However, the effect is asymmetric: a decrease in the exchange rate return at time t causes a relatively less decrease in volatility at time t+1. The results imply that a central bank with a volatility smoothing policy would be biased in viewing the shocks to the exchange rate in favor of appreciation. The bias would increase if the bank is also following an inflation targeting policy.

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.

A developmental basis for stochasticity in floral organ numbers

PubMed Central

Kitazawa, Miho S.; Fujimoto, Koichi

2014-01-01

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

Dike Strength Analysis on a Regional Scale Based On a Stochastic Subsoil Model

NASA Astrophysics Data System (ADS)

Koelewijn, A. R.; Vastenburg, E. W.

2013-12-01

About two-third of the Netherlands is protected against flooding by dikes and levees. The subsoil can be characterized by fluvial and marine sediments. Maintaining the safety of these dikes and levees is of vital importance. Insufficient safety is not permissible, but excessive safety would imply a waste of money and other resources. Therefore safety assessments are carried out on a regular basis. Over the past decades, a practice has grown to calculate a limited number of cross-sections, roughly one every 500 to 1000 meters. For this purpose, a representative cross-section is selected as an estimate of the most vulnerable surface geometry and the subsoil conditions determined from boreholes and cone penetration tests, for which slope stability and piping analyses are carried out. This is a time-consuming procedure which is not only expensive, but also neglects geological knowledge. A method to incorporate geological knowledge of an area, including updating on the basis of additional investigations, has been described in Koelewijn et al. [2011]. In addition, various groups have worked to incorporate geotechnical stability models and detailed Lidar-measurements of the surface into a more efficient and rational calculation process [Knoeff et al. 2011, Lam et al. 2013, van den Ham & Mastbergen, 2013]. Combining this experience with the 3D subsoil model opens possibilities for cost-effective additional soil investigations for those locations where ruling out unfavorable conditions really influences the decisions to be made regarding rejection and improvement, see the figure for examples of different subsoil profiles along a dike. The resulting system has been applied for semi-automated calculations of dikes in various parts of the Netherlands, totalling over 4000 km by now, and a part of the Mississippi levee system. [van den Ham & Mastbergen, 2013] G.A. van den Ham & D.R. Mastbergen, A semi-probabilistic assessment method for flow slides. AGU Fall meeting, 2013 [Knoeff et al. 2011] J.G. Knoeff, E.W. Vastenburg, G.A. van den Ham & J. Lopez de la Cruz, Automated levee flood risk management, 5th Int. Conf. on Flood Management, Tokyo, 2011 [Koelewijn et al. 2011] A.R. Koelewijn, G.A.M. Kruse & J. Pruiksma, Stochastic subsoil modelling - first set-up of the model and reliability analyses, report 12042000-002-HYE-0001, Deltares, Delft, 2011 [In Dutch] [Lam et al. 2013] K.S. Lam, P.W. Gill & L.W.A. Zwang, Implementation of new levee strength modules for continuous safety assessments, Comprehensive Flood Risk Managment, Taylor & Francis, London, 2013, 317-326. Dike sections with stochastic subsoil profiles.

Manager Development: A Conceptual Model

DTIC Science & Technology

1976-05-31

Leader Behavior: A Summary. (Technical Report No. 40 on ONR Contract). Rochester, New York, 1972. Vroom , V . H . & E. L. Deci. "The stability of...36-49. Vroom , V . H . & K. R. MacCrimmon "Toward a stochastic model of managerial careers", Administrative Science Quarterly, June, 1968, 26-46. 6...34 ( Vroom and MacCrimmon, 1968). Expanded by White (1970), this approach deems careers not as the result of individual characteristics and motives , but as

Bioinspired Concepts: Unified Theory for Complex Biological and Engineering Systems

DTIC Science & Technology

2006-01-01

i.e., data flows of finite size arrive at the system randomly. For such a system , we propose a modified dual scheduling algorithm that stabilizes ...demon. We compute the efficiency of the controller over finite and infinite time intervals, and since the controller is optimal, this yields hard limits...and highly optimized tolerance. PNAS, 102, 2005. 51. G. N. Nair and R. J. Evans. Stabilizability of stochastic linear systems with finite feedback

Stochastic Frontier Estimation of Efficient Learning in Video Games

ERIC Educational Resources Information Center

Hamlen, Karla R.

2012-01-01

Stochastic Frontier Regression Analysis was used to investigate strategies and skills that are associated with the minimization of time required to achieve proficiency in video games among students in grades four and five. Students self-reported their video game play habits, including strategies and skills used to become good at the video games…

Time Ordering in Frontal Lobe Patients: A Stochastic Model Approach

ERIC Educational Resources Information Center

Magherini, Anna; Saetti, Maria Cristina; Berta, Emilia; Botti, Claudio; Faglioni, Pietro

2005-01-01

Frontal lobe patients reproduced a sequence of capital letters or abstract shapes. Immediate and delayed reproduction trials allowed the analysis of short- and long-term memory for time order by means of suitable Markov chain stochastic models. Patients were as proficient as healthy subjects on the immediate reproduction trial, thus showing spared…

Continuum of risk analysis methods to assess tillage system sustainability at the experimental plot level

USDA-ARS?s Scientific Manuscript database

The primary goal of this study was to evaluate the efficacy of stochastic dominance and stochastic efficiency with respect to a function (SERF) methodology for ranking conventional and conservation tillage systems using 14 years (1990-2003) of economic budget data collected from 36 plots at the Iowa...

Analyzing long-term correlated stochastic processes by means of recurrence networks: Potentials and pitfalls

NASA Astrophysics Data System (ADS)

Zou, Yong; Donner, Reik V.; Kurths, Jürgen

2015-02-01

Long-range correlated processes are ubiquitous, ranging from climate variables to financial time series. One paradigmatic example for such processes is fractional Brownian motion (fBm). In this work, we highlight the potentials and conceptual as well as practical limitations when applying the recently proposed recurrence network (RN) approach to fBm and related stochastic processes. In particular, we demonstrate that the results of a previous application of RN analysis to fBm [Liu et al. Phys. Rev. E 89, 032814 (2014), 10.1103/PhysRevE.89.032814] are mainly due to an inappropriate treatment disregarding the intrinsic nonstationarity of such processes. Complementarily, we analyze some RN properties of the closely related stationary fractional Gaussian noise (fGn) processes and find that the resulting network properties are well-defined and behave as one would expect from basic conceptual considerations. Our results demonstrate that RN analysis can indeed provide meaningful results for stationary stochastic processes, given a proper selection of its intrinsic methodological parameters, whereas it is prone to fail to uniquely retrieve RN properties for nonstationary stochastic processes like fBm.

A comparison between different error modeling of MEMS applied to GPS/INS integrated systems.

PubMed

Quinchia, Alex G; Falco, Gianluca; Falletti, Emanuela; Dovis, Fabio; Ferrer, Carles

2013-07-24

Advances in the development of micro-electromechanical systems (MEMS) have made possible the fabrication of cheap and small dimension accelerometers and gyroscopes, which are being used in many applications where the global positioning system (GPS) and the inertial navigation system (INS) integration is carried out, i.e., identifying track defects, terrestrial and pedestrian navigation, unmanned aerial vehicles (UAVs), stabilization of many platforms, etc. Although these MEMS sensors are low-cost, they present different errors, which degrade the accuracy of the navigation systems in a short period of time. Therefore, a suitable modeling of these errors is necessary in order to minimize them and, consequently, improve the system performance. In this work, the most used techniques currently to analyze the stochastic errors that affect these sensors are shown and compared: we examine in detail the autocorrelation, the Allan variance (AV) and the power spectral density (PSD) techniques. Subsequently, an analysis and modeling of the inertial sensors, which combines autoregressive (AR) filters and wavelet de-noising, is also achieved. Since a low-cost INS (MEMS grade) presents error sources with short-term (high-frequency) and long-term (low-frequency) components, we introduce a method that compensates for these error terms by doing a complete analysis of Allan variance, wavelet de-nosing and the selection of the level of decomposition for a suitable combination between these techniques. Eventually, in order to assess the stochastic models obtained with these techniques, the Extended Kalman Filter (EKF) of a loosely-coupled GPS/INS integration strategy is augmented with different states. Results show a comparison between the proposed method and the traditional sensor error models under GPS signal blockages using real data collected in urban roadways.

A Comparison between Different Error Modeling of MEMS Applied to GPS/INS Integrated Systems

PubMed Central

Quinchia, Alex G.; Falco, Gianluca; Falletti, Emanuela; Dovis, Fabio; Ferrer, Carles

2013-01-01

Advances in the development of micro-electromechanical systems (MEMS) have made possible the fabrication of cheap and small dimension accelerometers and gyroscopes, which are being used in many applications where the global positioning system (GPS) and the inertial navigation system (INS) integration is carried out, i.e., identifying track defects, terrestrial and pedestrian navigation, unmanned aerial vehicles (UAVs), stabilization of many platforms, etc. Although these MEMS sensors are low-cost, they present different errors, which degrade the accuracy of the navigation systems in a short period of time. Therefore, a suitable modeling of these errors is necessary in order to minimize them and, consequently, improve the system performance. In this work, the most used techniques currently to analyze the stochastic errors that affect these sensors are shown and compared: we examine in detail the autocorrelation, the Allan variance (AV) and the power spectral density (PSD) techniques. Subsequently, an analysis and modeling of the inertial sensors, which combines autoregressive (AR) filters and wavelet de-noising, is also achieved. Since a low-cost INS (MEMS grade) presents error sources with short-term (high-frequency) and long-term (low-frequency) components, we introduce a method that compensates for these error terms by doing a complete analysis of Allan variance, wavelet de-nosing and the selection of the level of decomposition for a suitable combination between these techniques. Eventually, in order to assess the stochastic models obtained with these techniques, the Extended Kalman Filter (EKF) of a loosely-coupled GPS/INS integration strategy is augmented with different states. Results show a comparison between the proposed method and the traditional sensor error models under GPS signal blockages using real data collected in urban roadways. PMID:23887084

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

NASA Astrophysics Data System (ADS)

Torres-Verdin, C.

2007-05-01

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

Random function representation of stationary stochastic vector processes for probability density evolution analysis of wind-induced structures

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.

Modelling Evolutionary Algorithms with Stochastic Differential Equations.

PubMed

Heredia, Jorge Pérez

2017-11-20

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

Vestibular Stochastic Resonance as a Method to Improve Balance Function: Optimization of Stimulus Characteristics

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.

Stability of a two-volume MRxMHD model in slab geometry

NASA Astrophysics Data System (ADS)

Tuen, Li Huey

Ideal MHD models are known to be inadequate to describe various physical attributes of a toroidal field with non-continuous symmetry, such as magnetic islands and stochastic regions. Motivated by this omission, a new variational principle MRXMHD was developed; rather than include an infinity of magnetic flux surfaces, MRxMHD has a finite number of flux surfaces, and thus supports partial plasma relaxation. The model comprises of relaxed plasma regions which are separated by nested ideal MHD interfaces (flux surfaces), and can be encased in a perfectly conducting wall. In each region the pressure is constant, but can jump across interfaces. The field and field pitch, or rotational transform, can also jump across the interfaces. Unlike ideal MHD, MRxMHD plasmas can support toroidally non-axisymmetric confined magnetic fields, magnetic islands and stochastic regions. In toroidally non-axisymmetric plasma, the existence of interfaces in MRxMHD is contingent on the irrationality of the rotational transform of flux surfaces. That is, the KAM theorem shows that invariant tori (flux surfaces) continue to exist for sufficiently small perturbations to an integrable system (which describes flux surfaces), provided that the rotational transform is sufficiently irrational. Building upon the MRxMHD stability model, we study the effects of irrationality of the rotational transform at interfaces in MRxMHD on plasma stability. We present an MRxMHD equilibrium model to investigate the effects of magnetic field pitch within the plasma and across the aforementioned flux surfaces within a chosen geometry. In this model, it is found that the 2D system stability conditions are dependent on the interface and resonant surface magnetic field pitch at minimised energy states, and the stability of a system as a function of magnetic field pitch destabilises at particular values of magnetic field pitch. We benchmark the treatment of a two-volume system, along with the calculations for background and perturbed magnetic fields to existing cylindrical working. An expression is formulated for the stability eigenvalues by creating a model for the slab geometry system. The eigenvalues for system stability at a minimum energy state are found to depend upon the rationality of the magnetic field pitch at resonant surfaces. Various system parameter scans are conducted to determine their affect upon system stability and their implications. While tearing instabilities exist at low order rational resonances, investigating the instability of high-order rationals requires study of pressure-driven instabilities.

The quantum-field renormalization group in the problem of a growing phase boundary

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

Antonov, N.V.; Vasil`ev, A.N.

1995-09-01

Within the quantum-field renormalization-group approach we examine the stochastic equation discussed by S.I. Pavlik in describing a randomly growing phase boundary. We show that, in contrast to Pavlik`s assertion, the model is not multiplicatively renormalizable and that its consistent renormalization-group analysis requires introducing an infinite number of counterterms and the respective coupling constants ({open_quotes}charge{close_quotes}). An explicit calculation in the one-loop approximation shows that a two-dimensional surface of renormalization-group points exits in the infinite-dimensional charge space. If the surface contains an infrared stability region, the problem allows for scaling with the nonuniversal critical dimensionalities of the height of the phase boundarymore » and time, {delta}{sub h} and {delta}{sub t}, which satisfy the exact relationship 2 {delta}{sub h}= {delta}{sub t} + d, where d is the dimensionality of the phase boundary. 23 refs., 1 tab.« less

Estimation des paramètres d'un modèle hydrologique mixte appliqué à la région du haut plateau Bolivien

NASA Astrophysics Data System (ADS)

Gárfias, Jaime; Verrette, Jean-Louis; Antigüedad, Iñaki; André, Cécile

1996-03-01

This paper discusses the development and application of a technique which permits the analysis and improvement of hydrological models for the management of water resources of complex systems. Considering that such models are intended for practical application, the model was applied to the conditions of the Bolivian highlands. The model consisted of a deterministic part (HEC-1 model) linked to a stochastic component. The experience acquired indicated the possibility of adapting a more general procedure to compensate for the lack of rigour in the homoscedastic and independence hypothesis of the residuals. Use of this concept improved the estimation accuracy of the parameters and provided independent residuals with constant variance. A Box-Cox transformation was used to stabilize error variance and an autoregressive model was used to remove autocorrelation in the residuals.

Probabilistic density function method for nonlinear dynamical systems driven by colored noise

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

Barajas-Solano, David A.; Tartakovsky, Alexandre M.

2016-05-01

We present a probability density function (PDF) method for a system of nonlinear stochastic ordinary differential equations driven by colored noise. The method provides an integro-differential equation for the temporal evolution of the joint PDF of the system's state, which we close by means of a modified Large-Eddy-Diffusivity-type closure. Additionally, we introduce the generalized local linearization (LL) approximation for deriving a computable PDF equation in the form of the second-order partial differential equation (PDE). We demonstrate the proposed closure and localization accurately describe the dynamics of the PDF in phase space for systems driven by noise with arbitrary auto-correlation time.more » We apply the proposed PDF method to the analysis of a set of Kramers equations driven by exponentially auto-correlated Gaussian colored noise to study the dynamics and stability of a power grid.« less

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.

Evolution of regulatory networks towards adaptability and stability in a changing environment

NASA Astrophysics Data System (ADS)

Lee, Deok-Sun

2014-11-01

Diverse biological networks exhibit universal features distinguished from those of random networks, calling much attention to their origins and implications. Here we propose a minimal evolution model of Boolean regulatory networks, which evolve by selectively rewiring links towards enhancing adaptability to a changing environment and stability against dynamical perturbations. We find that sparse and heterogeneous connectivity patterns emerge, which show qualitative agreement with real transcriptional regulatory networks and metabolic networks. The characteristic scaling behavior of stability reflects the balance between robustness and flexibility. The scaling of fluctuation in the perturbation spread shows a dynamic crossover, which is analyzed by investigating separately the stochasticity of internal dynamics and the network structure differences depending on the evolution pathways. Our study delineates how the ambivalent pressure of evolution shapes biological networks, which can be helpful for studying general complex systems interacting with environments.

A Global Existence and Uniqueness Theorem for a Riccati Equation.

DTIC Science & Technology

1981-01-01

made to an asymptotic stochastic analysis of a noisy duel problem. / DTICELECTE[I JUN 2 3 19820 !--i *This w paper was partially supported by AFOSR Grant...of these results is made to an asymptotic stochastic analysis of I ntssy duel problem. DD ,OR 1473 EDITION O, 1.OV 1SIS OSOLTE UNCLASTFIED SCUJRITY...motivated by the approach used in [3] and [6] to analyze the equal-accuracy noisy duel problem for two players having finite unequal units of ammunition

Stochastic Analysis and Applied Probability(3.3.1): Topics in the Theory and Applications of Stochastic Analysis

DTIC Science & Technology

2015-08-13

is due to Reiman [36] who considered the case where the arrivals and services are mutually independent renewal processes with square integrable summands...to a reflected diffusion process with drift and diffusion coefficients that depend on the state of the process. In models considered in works of Reiman ...the infinity Laplacian. Jour. AMS, to appear [36] M. I. Reiman . Open queueing networks in heavy traffic. Mathematics of Operations Research, 9(3): 441

Measuring hospital efficiency--comparing four European countries.

PubMed

Mateus, Céu; Joaquim, Inês; Nunes, Carla

2015-02-01

Performing international comparisons on efficiency usually has two main drawbacks: the lack of comparability of data from different countries and the appropriateness and adequacy of data selected for efficiency measurement. With inpatient discharges for four countries, some of the problems of data comparability usually found in international comparisons were mitigated. The objectives are to assess and compare hospital efficiency levels within and between countries, using stochastic frontier analysis with both cross-sectional and panel data. Data from English (2005-2008), Portuguese (2002-2009), Spanish (2003-2009) and Slovenian (2005-2009) hospital discharges and characteristics are used. Weighted hospital discharges were considered as outputs while the number of employees, physicians, nurses and beds were selected as inputs of the production function. Stochastic frontier analysis using both cross-sectional and panel data were performed, as well as ordinary least squares (OLS) analysis. The adequacy of the data was assessed with Kolmogorov-Smirnov and Breusch-Pagan/Cook-Weisberg tests. Data available results were redundant to perform efficiency measurements using stochastic frontier analysis with cross-sectional data. The likelihood ratio test reveals that in cross-sectional data stochastic frontier analysis (SFA) is not statistically different from OLS in Portuguese data, while SFA and OLS estimates are statistically different for Spanish, Slovenian and English data. In the panel data, the inefficiency term is statistically different from 0 in the four countries in analysis, though for Portugal it is still close to 0. Panel data are preferred over cross-section analysis because results are more robust. For all countries except Slovenia, beds and employees are relevant inputs for the production process. © The Author 2015. Published by Oxford University Press on behalf of the European Public Health Association. All rights reserved.

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

DOE PAGES

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

2015-03-17

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

The nature of combustion noise: Stochastic or chaotic?

NASA Astrophysics Data System (ADS)

Gupta, Vikrant; Lee, Min Chul; Li, Larry K. B.

2016-11-01

Combustion noise, which refers to irregular low-amplitude pressure oscillations, is conventionally thought to be stochastic. It has therefore been modeled using a stochastic term in the analysis of thermoacoustic systems. Recently, however, there has been a renewed interest in the validity of that stochastic assumption, with tests based on nonlinear dynamical theory giving seemingly contradictory results: some show combustion noise to be stochastic while others show it to be chaotic. In this study, we show that this contradiction arises because those tests cannot distinguish between noise amplification and chaos. We further show that although there are many similarities between noise amplification and chaos, there are also some subtle differences. It is these subtle differences, not the results of those tests, that should be the focus of analyses aimed at determining the true nature of combustion noise. Recognizing this is an important step towards improved understanding and modeling of combustion noise for the study of thermoacoustic instabilities. This work was supported by the Research Grants Council of Hong Kong (Project No. 16235716 and 26202815).

Nonlinear stochastic interacting dynamics and complexity of financial gasket fractal-like lattice percolation

NASA Astrophysics Data System (ADS)

Zhang, Wei; Wang, Jun

2018-05-01

A novel nonlinear stochastic interacting price dynamics is proposed and investigated by the bond percolation on Sierpinski gasket fractal-like lattice, aim to make a new approach to reproduce and study the complexity dynamics of real security markets. Fractal-like lattices correspond to finite graphs with vertices and edges, which are similar to fractals, and Sierpinski gasket is a well-known example of fractals. Fractional ordinal array entropy and fractional ordinal array complexity are introduced to analyze the complexity behaviors of financial signals. To deeper comprehend the fluctuation characteristics of the stochastic price evolution, the complexity analysis of random logarithmic returns and volatility are preformed, including power-law distribution, fractional sample entropy and fractional ordinal array complexity. For further verifying the rationality and validity of the developed stochastic price evolution, the actual security market dataset are also studied with the same statistical methods for comparison. The empirical results show that this stochastic price dynamics can reconstruct complexity behaviors of the actual security markets to some extent.

FEAMAC-CARES Software Coupling Development Effort for CMC Stochastic-Strength-Based Damage Simulation

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.

Constrained Stochastic Extended Redundancy Analysis.

PubMed

DeSarbo, Wayne S; Hwang, Heungsun; Stadler Blank, Ashley; Kappe, Eelco

2015-06-01

We devise a new statistical methodology called constrained stochastic extended redundancy analysis (CSERA) to examine the comparative impact of various conceptual factors, or drivers, as well as the specific predictor variables that contribute to each driver on designated dependent variable(s). The technical details of the proposed methodology, the maximum likelihood estimation algorithm, and model selection heuristics are discussed. A sports marketing consumer psychology application is provided in a Major League Baseball (MLB) context where the effects of six conceptual drivers of game attendance and their defining predictor variables are estimated. Results compare favorably to those obtained using traditional extended redundancy analysis (ERA).

An empirical analysis of the distribution of the duration of overshoots in a stationary gaussian stochastic process

NASA Technical Reports Server (NTRS)

Parrish, R. S.; Carter, M. C.

1974-01-01

This analysis utilizes computer simulation and statistical estimation. Realizations of stationary gaussian stochastic processes with selected autocorrelation functions are computer simulated. Analysis of the simulated data revealed that the mean and the variance of a process were functionally dependent upon the autocorrelation parameter and crossing level. Using predicted values for the mean and standard deviation, by the method of moments, the distribution parameters was estimated. Thus, given the autocorrelation parameter, crossing level, mean, and standard deviation of a process, the probability of exceeding the crossing level for a particular length of time was calculated.

Estimated monthly streamflows for selected locations on the Kabul and Logar Rivers, Aynak copper, cobalt, and chromium area of interest, Afghanistan, 1951-2010

USGS Publications Warehouse

Vining, Kevin C.; Vecchia, Aldo V.

2014-01-01

The U.S. Geological Survey, in cooperation with the U.S. Department of Defense Task Force for Business and Stability Operations, used the stochastic monthly water-balance model and existing climate data to estimate monthly streamflows for 1951–2010 for selected streamgaging stations located within the Aynak copper, cobalt, and chromium area of interest in Afghanistan. The model used physically based, nondeterministic methods to estimate the monthly volumetric water-balance components of a watershed. A comparison of estimated and recorded monthly streamflows for the streamgaging stations Kabul River at Maidan and Kabul River at Tangi-Saidan indicated that the stochastic water-balance model was able to provide satisfactory estimates of monthly streamflows for high-flow months and low-flow months even though withdrawals for irrigation likely occurred. A comparison of estimated and recorded monthly streamflows for the streamgaging stations Logar River at Shekhabad and Logar River at Sangi-Naweshta also indicated that the stochastic water-balance model was able to provide reasonable estimates of monthly streamflows for the high-flow months; however, for the upstream streamgaging station, the model overestimated monthly streamflows during periods when summer irrigation withdrawals likely occurred. Results from the stochastic water-balance model indicate that the model should be able to produce satisfactory estimates of monthly streamflows for locations along the Kabul and Logar Rivers. This information could be used by Afghanistan authorities to make decisions about surface-water resources for the Aynak copper, cobalt, and chromium area of interest.

Recent topographic evolution and erosion of the deglaciated Washington Cascades inferred from a stochastic landscape evolution model

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.

Efficient analysis of stochastic gene dynamics in the non-adiabatic regime using piecewise deterministic Markov processes

PubMed Central

2018-01-01

Single-cell experiments show that gene expression is stochastic and bursty, a feature that can emerge from slow switching between promoter states with different activities. In addition to slow chromatin and/or DNA looping dynamics, one source of long-lived promoter states is the slow binding and unbinding kinetics of transcription factors to promoters, i.e. the non-adiabatic binding regime. Here, we introduce a simple analytical framework, known as a piecewise deterministic Markov process (PDMP), that accurately describes the stochastic dynamics of gene expression in the non-adiabatic regime. We illustrate the utility of the PDMP on a non-trivial dynamical system by analysing the properties of a titration-based oscillator in the non-adiabatic limit. We first show how to transform the underlying chemical master equation into a PDMP where the slow transitions between promoter states are stochastic, but whose rates depend upon the faster deterministic dynamics of the transcription factors regulated by these promoters. We show that the PDMP accurately describes the observed periods of stochastic cycles in activator and repressor-based titration oscillators. We then generalize our PDMP analysis to more complicated versions of titration-based oscillators to explain how multiple binding sites lengthen the period and improve coherence. Last, we show how noise-induced oscillation previously observed in a titration-based oscillator arises from non-adiabatic and discrete binding events at the promoter site. PMID:29386401

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

NASA Astrophysics Data System (ADS)

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

2007-11-01

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

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

NASA Astrophysics Data System (ADS)

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

2012-09-01

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

Conference on Stochastic Processes and Their Applications (12th) held at Ithaca, New York on 11-15 Jul 83,

DTIC Science & Technology

1983-07-15

RD- R136 626 CONFERENCE ON STOCHASTIC PROCESSES AND THEIR APPLICATIONS (12TH> JULY 11 15 1983 ITHACA NEW YORK(U) CORNELL UNIV ITHACA NY 15 JUL 83...oscillator phase Instability" 2t53 - 3s15 p.m. M.N. GOPALAN, Indian Institute of Technoloy, Bombay "Cost benefit analysis of systems subject to inspection...p.m. W. KLIEDANN, Univ. Bremen, Fed. Rep. Germany "Controllability of stochastic systems 8sO0 - lOsO0 p.m. RECEPTION Johnson Art Museum ’q % , t

Fluid Stochastic Petri Nets: Theory, Applications, and Solution

NASA Technical Reports Server (NTRS)

Horton, Graham; Kulkarni, Vidyadhar G.; Nicol, David M.; Trivedi, Kishor S.

1996-01-01

In this paper we introduce a new class of stochastic Petri nets in which one or more places can hold fluid rather than discrete tokens. We define a class of fluid stochastic Petri nets in such a way that the discrete and continuous portions may affect each other. Following this definition we provide equations for their transient and steady-state behavior. We present several examples showing the utility of the construct in communication network modeling and reliability analysis, and discuss important special cases. We then discuss numerical methods for computing the transient behavior of such nets. Finally, some numerical examples are presented.

Stochastic Modeling of Past Volcanic Crises

NASA Astrophysics Data System (ADS)

Woo, Gordon

2018-01-01

The statistical foundation of disaster risk analysis is past experience. From a scientific perspective, history is just one realization of what might have happened, given the randomness and chaotic dynamics of Nature. Stochastic analysis of the past is an exploratory exercise in counterfactual history, considering alternative possible scenarios. In particular, the dynamic perturbations that might have transitioned a volcano from an unrest to an eruptive state need to be considered. The stochastic modeling of past volcanic crises leads to estimates of eruption probability that can illuminate historical volcanic crisis decisions. It can also inform future economic risk management decisions in regions where there has been some volcanic unrest, but no actual eruption for at least hundreds of years. Furthermore, the availability of a library of past eruption probabilities would provide benchmark support for estimates of eruption probability in future volcanic crises.

Combined action of time-delay and colored cross-associated multiplicative and additive noises on stability and stochastic resonance for a stochastic metapopulation system

NASA Astrophysics Data System (ADS)

Wang, Kang-Kang; Zong, De-Cai; Wang, Ya-Jun; Li, Sheng-Hong

2016-05-01

In this paper, the transition between the stable state of a big density and the extinction state and stochastic resonance (SR) for a time-delayed metapopulation system disturbed by colored cross-correlated noises are investigated. By applying the fast descent method, the small time-delay approximation and McNamara and Wiesenfeld's SR theory, we investigate the impacts of time-delay, the multiplicative, additive noises and colored cross-correlated noise on the SNR and the shift between the two states of the system. Numerical results show that the multiplicative, additive noises and time-delay can all speed up the transition from the stable state to the extinction state, while the correlation noise and its correlation time can slow down the extinction process of the population system. With respect to SNR, the multiplicative noise always weakens the SR effect, while noise correlation time plays a dual role in motivating the SR phenomenon. Meanwhile, time-delay mainly plays a negative role in stimulating the SR phenomenon. Conversely, it could motivate the SR effect to increase the strength of the cross-correlation noise in the SNR-β plot, while the increase of additive noise intensity will firstly excite SR, and then suppress the SR effect.

A stochastic evolutionary model generating a mixture of exponential distributions

NASA Astrophysics Data System (ADS)

Fenner, Trevor; Levene, Mark; Loizou, George

2016-02-01

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

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

ERIC Educational Resources Information Center

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

2014-01-01

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

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

ERIC Educational Resources Information Center

Kirjavainen, Tanja

2012-01-01

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

Global output feedback stabilisation of stochastic high-order feedforward nonlinear systems with time-delay

NASA Astrophysics Data System (ADS)

Zhang, Kemei; Zhao, Cong-Ran; Xie, Xue-Jun

2015-12-01

This paper considers the problem of output feedback stabilisation for stochastic high-order feedforward nonlinear systems with time-varying delay. By using the homogeneous domination theory and solving several troublesome obstacles in the design and analysis, an output feedback controller is constructed to drive the closed-loop system globally asymptotically stable in probability.

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

NASA Astrophysics Data System (ADS)

Zheng, Fei; Zhu, Jiang

2017-04-01

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

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.

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

PubMed

Kang, Yun; Lanchier, Nicolas

2011-06-01

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

Material discovery by combining stochastic surface walking global optimization with a neural network.

PubMed

Huang, Si-Da; Shang, Cheng; Zhang, Xiao-Jie; Liu, Zhi-Pan

2017-09-01

While the underlying potential energy surface (PES) determines the structure and other properties of a material, it has been frustrating to predict new materials from theory even with the advent of supercomputing facilities. The accuracy of the PES and the efficiency of PES sampling are two major bottlenecks, not least because of the great complexity of the material PES. This work introduces a "Global-to-Global" approach for material discovery by combining for the first time a global optimization method with neural network (NN) techniques. The novel global optimization method, named the stochastic surface walking (SSW) method, is carried out massively in parallel for generating a global training data set, the fitting of which by the atom-centered NN produces a multi-dimensional global PES; the subsequent SSW exploration of large systems with the analytical NN PES can provide key information on the thermodynamics and kinetics stability of unknown phases identified from global PESs. We describe in detail the current implementation of the SSW-NN method with particular focuses on the size of the global data set and the simultaneous energy/force/stress NN training procedure. An important functional material, TiO 2 , is utilized as an example to demonstrate the automated global data set generation, the improved NN training procedure and the application in material discovery. Two new TiO 2 porous crystal structures are identified, which have similar thermodynamics stability to the common TiO 2 rutile phase and the kinetics stability for one of them is further proved from SSW pathway sampling. As a general tool for material simulation, the SSW-NN method provides an efficient and predictive platform for large-scale computational material screening.

Stochastic porous media modeling and high-resolution schemes for numerical simulation of subsurface immiscible fluid flow transport

NASA Astrophysics Data System (ADS)

Brantson, Eric Thompson; Ju, Binshan; Wu, Dan; Gyan, Patricia Semwaah

2018-04-01

This paper proposes stochastic petroleum porous media modeling for immiscible fluid flow simulation using Dykstra-Parson coefficient (V DP) and autocorrelation lengths to generate 2D stochastic permeability values which were also used to generate porosity fields through a linear interpolation technique based on Carman-Kozeny equation. The proposed method of permeability field generation in this study was compared to turning bands method (TBM) and uniform sampling randomization method (USRM). On the other hand, many studies have also reported that, upstream mobility weighting schemes, commonly used in conventional numerical reservoir simulators do not accurately capture immiscible displacement shocks and discontinuities through stochastically generated porous media. This can be attributed to high level of numerical smearing in first-order schemes, oftentimes misinterpreted as subsurface geological features. Therefore, this work employs high-resolution schemes of SUPERBEE flux limiter, weighted essentially non-oscillatory scheme (WENO), and monotone upstream-centered schemes for conservation laws (MUSCL) to accurately capture immiscible fluid flow transport in stochastic porous media. The high-order schemes results match well with Buckley Leverett (BL) analytical solution without any non-oscillatory solutions. The governing fluid flow equations were solved numerically using simultaneous solution (SS) technique, sequential solution (SEQ) technique and iterative implicit pressure and explicit saturation (IMPES) technique which produce acceptable numerical stability and convergence rate. A comparative and numerical examples study of flow transport through the proposed method, TBM and USRM permeability fields revealed detailed subsurface instabilities with their corresponding ultimate recovery factors. Also, the impact of autocorrelation lengths on immiscible fluid flow transport were analyzed and quantified. A finite number of lines used in the TBM resulted into visual artifact banding phenomenon unlike the proposed method and USRM. In all, the proposed permeability and porosity fields generation coupled with the numerical simulator developed will aid in developing efficient mobility control schemes to improve on poor volumetric sweep efficiency in porous media.