Stochastic and deterministic processes regulate spatio-temporal variation in seed bank diversity

Treesearch

Alejandro A. Royo; Todd E. Ristau

2013-01-01

Seed banks often serve as reservoirs of taxonomic and genetic diversity that buffer plant populations and influence post-disturbance vegetation trajectories; yet evaluating their importance requires understanding how their composition varies within and across spatial and temporal scales (α- and β-diversity). Shifts in seed bank diversity are strongly...

Environmental stochasticity controls soil erosion variability

PubMed Central

Kim, Jongho; Ivanov, Valeriy Y.; Fatichi, Simone

2016-01-01

Understanding soil erosion by water is essential for a range of research areas but the predictive skill of prognostic models has been repeatedly questioned because of scale limitations of empirical data and the high variability of soil loss across space and time scales. Improved understanding of the underlying processes and their interactions are needed to infer scaling properties of soil loss and better inform predictive methods. This study uses data from multiple environments to highlight temporal-scale dependency of soil loss: erosion variability decreases at larger scales but the reduction rate varies with environment. The reduction of variability of the geomorphic response is attributed to a ‘compensation effect’: temporal alternation of events that exhibit either source-limited or transport-limited regimes. The rate of reduction is related to environment stochasticity and a novel index is derived to reflect the level of variability of intra- and inter-event hydrometeorologic conditions. A higher stochasticity index implies a larger reduction of soil loss variability (enhanced predictability at the aggregated temporal scales) with respect to the mean hydrologic forcing, offering a promising indicator for estimating the degree of uncertainty of erosion assessments. PMID:26925542

Hierarchical analysis of species distributions and abundance across environmental gradients

Treesearch

Jeffery Diez; Ronald H. Pulliam

2007-01-01

Abiotic and biotic processes operate at multiple spatial and temporal scales to shape many ecological processes, including species distributions and demography. Current debate about the relative roles of niche-based and stochastic processes in shaping species distributions and community composition reflects, in part, the challenge of understanding how these processes...

Hourly temporal distribution of wind

NASA Astrophysics Data System (ADS)

Deligiannis, Ilias; Dimitriadis, Panayiotis; Koutsoyiannis, Demetris

2016-04-01

The wind process is essential for hydrometeorology and additionally, is one of the basic renewable energy resources. Most stochastic forecast models are limited up to daily scales disregarding the hourly scale which is significant for renewable energy management. Here, we analyze hourly wind timeseries giving emphasis on the temporal distribution of wind within the day. We finally present a periodic model based on statistical as well as hydrometeorological reasoning that shows good agreement with data. Acknowledgement: This research is conducted within the frame of the undergraduate course "Stochastic Methods in Water Resources" of the National Technical University of Athens (NTUA). The School of Civil Engineering of NTUA provided moral support for the participation of the students in the Assembly.

Stochastic goal-oriented error estimation with memory

NASA Astrophysics Data System (ADS)

Ackmann, Jan; Marotzke, Jochem; Korn, Peter

2017-11-01

We propose a stochastic dual-weighted error estimator for the viscous shallow-water equation with boundaries. For this purpose, previous work on memory-less stochastic dual-weighted error estimation is extended by incorporating memory effects. The memory is introduced by describing the local truncation error as a sum of time-correlated random variables. The random variables itself represent the temporal fluctuations in local truncation errors and are estimated from high-resolution information at near-initial times. The resulting error estimator is evaluated experimentally in two classical ocean-type experiments, the Munk gyre and the flow around an island. In these experiments, the stochastic process is adapted locally to the respective dynamical flow regime. Our stochastic dual-weighted error estimator is shown to provide meaningful error bounds for a range of physically relevant goals. We prove, as well as show numerically, that our approach can be interpreted as a linearized stochastic-physics ensemble.

Joint  effects of habitat configuration and temporal stochasticity on population dynamics

Treesearch

Jennifer M. Fraterrigo; Scott M. Pearson; Monica G. Turner

2009-01-01

Habitat configuration and temporal stochasticity in the environment are recognized as important drivers of population structure, yet few studies have examined the combined influence of these factors....

Distinct succession patterns of abundant and rare bacteria in temporal microcosms with pollutants.

PubMed

Jiao, Shuo; Luo, Yantao; Lu, Mingmei; Xiao, Xiao; Lin, Yanbing; Chen, Weimin; Wei, Gehong

2017-06-01

Elucidating the driving forces behind the temporal dynamics of abundant and rare microbes is essential for understanding the assembly and succession of microbial communities. Here, we explored the successional trajectories and mechanisms of abundant and rare bacteria via soil-enrichment subcultures in response to various pollutants (phenanthrene, n-octadecane, and CdCl 2 ) using time-series Illumina sequencing datasets. The results reveal different successional patterns of abundant and rare sub-communities in eighty pollutant-degrading consortia and two original soil samples. A temporal decrease in α-diversity and high turnover rate for β-diversity indicate that deterministic processes are the main drivers of the succession of the abundant sub-community; however, the high cumulative species richness indicates that stochastic processes drive the succession of the rare sub-community. A functional prediction showed that abundant bacteria contribute primary functions to the pollutant-degrading consortia, such as amino acid metabolism, cellular responses to stress, and hydrocarbon degradation. Meanwhile, rare bacteria contribute a substantial fraction of auxiliary functions, such as carbohydrate-active enzymes, fermentation, and homoacetogenesis, which indicates their roles as a source of functional diversity. Our study suggests that the temporal succession of microbes in polluted microcosms is mainly associated with abundant bacteria rather than the high proportion of rare taxa. The major forces (i.e., stochastic or deterministic processes) driving microbial succession could be dependent on the low- or high-abundance community members in temporal microcosms with pollutants. Copyright © 2017 Elsevier Ltd. All rights reserved.

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

NASA Astrophysics Data System (ADS)

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

2009-09-01

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

Aquatic bacterial assemblage structure in Pozas Azules, Cuatro Cienegas Basin, Mexico: Deterministic vs. stochastic processes.

PubMed

Espinosa-Asuar, Laura; Escalante, Ana Elena; Gasca-Pineda, Jaime; Blaz, Jazmín; Peña, Lorena; Eguiarte, Luis E; Souza, Valeria

2015-06-01

The aim of this study was to determine the contributions of stochastic vs. deterministic processes in the distribution of microbial diversity in four ponds (Pozas Azules) within a temporally stable aquatic system in the Cuatro Cienegas Basin, State of Coahuila, Mexico. A sampling strategy for sites that were geographically delimited and had low environmental variation was applied to avoid obscuring distance effects. Aquatic bacterial diversity was characterized following a culture-independent approach (16S sequencing of clone libraries). The results showed a correlation between bacterial beta diversity (1-Sorensen) and geographic distance (distance decay of similarity), which indicated the influence of stochastic processes related to dispersion in the assembly of the ponds' bacterial communities. Our findings are the first to show the influence of dispersal limitation in the prokaryotic diversity distribution of Cuatro Cienegas Basin. Copyright© by the Spanish Society for Microbiology and Institute for Catalan Studies.

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

PubMed

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

2010-09-21

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

Analyzing a stochastic time series obeying a second-order differential equation.

PubMed

Lehle, B; Peinke, J

2015-06-01

The stochastic properties of a Langevin-type Markov process can be extracted from a given time series by a Markov analysis. Also processes that obey a stochastically forced second-order differential equation can be analyzed this way by employing a particular embedding approach: To obtain a Markovian process in 2N dimensions from a non-Markovian signal in N dimensions, the system is described in a phase space that is extended by the temporal derivative of the signal. For a discrete time series, however, this derivative can only be calculated by a differencing scheme, which introduces an error. If the effects of this error are not accounted for, this leads to systematic errors in the estimation of the drift and diffusion functions of the process. In this paper we will analyze these errors and we will propose an approach that correctly accounts for them. This approach allows an accurate parameter estimation and, additionally, is able to cope with weak measurement noise, which may be superimposed to a given time series.

Spectral analysis of temporal non-stationary rainfall-runoff processes

NASA Astrophysics Data System (ADS)

Chang, Ching-Min; Yeh, Hund-Der

2018-04-01

This study treats the catchment as a block box system with considering the rainfall input and runoff output being a stochastic process. The temporal rainfall-runoff relationship at the catchment scale is described by a convolution integral on a continuous time scale. Using the Fourier-Stieltjes representation approach, a frequency domain solution to the convolution integral is developed to the spectral analysis of runoff processes generated by temporal non-stationary rainfall events. It is shown that the characteristic time scale of rainfall process increases the runoff discharge variability, while the catchment mean travel time constant plays the role in reducing the variability of runoff discharge. Similar to the behavior of groundwater aquifers, catchments act as a low-pass filter in the frequency domain for the rainfall input signal.

Modeling delay in genetic networks: From delay birth-death processes to delay stochastic differential equations

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

Gupta, Chinmaya; López, José Manuel; Azencott, Robert

Delay is an important and ubiquitous aspect of many biochemical processes. For example, delay plays a central role in the dynamics of genetic regulatory networks as it stems from the sequential assembly of first mRNA and then protein. Genetic regulatory networks are therefore frequently modeled as stochastic birth-death processes with delay. Here, we examine the relationship between delay birth-death processes and their appropriate approximating delay chemical Langevin equations. We prove a quantitative bound on the error between the pathwise realizations of these two processes. Our results hold for both fixed delay and distributed delay. Simulations demonstrate that the delay chemicalmore » Langevin approximation is accurate even at moderate system sizes. It captures dynamical features such as the oscillatory behavior in negative feedback circuits, cross-correlations between nodes in a network, and spatial and temporal information in two commonly studied motifs of metastability in biochemical systems. Overall, these results provide a foundation for using delay stochastic differential equations to approximate the dynamics of birth-death processes with delay.« less

Evidence-based Controls for Epidemics Using Spatio-temporal Stochastic Model as a Bayesian Framwork

USDA-ARS?s Scientific Manuscript database

The control of highly infectious diseases of agricultural and plantation crops and livestock represents a key challenge in epidemiological and ecological modelling, with implemented control strategies often being controversial. Mathematical models, including the spatio-temporal stochastic models con...

An advanced stochastic weather generator for simulating 2-D high-resolution climate variables

NASA Astrophysics Data System (ADS)

Peleg, Nadav; Fatichi, Simone; Paschalis, Athanasios; Molnar, Peter; Burlando, Paolo

2017-07-01

A new stochastic weather generator, Advanced WEather GENerator for a two-dimensional grid (AWE-GEN-2d) is presented. The model combines physical and stochastic approaches to simulate key meteorological variables at high spatial and temporal resolution: 2 km × 2 km and 5 min for precipitation and cloud cover and 100 m × 100 m and 1 h for near-surface air temperature, solar radiation, vapor pressure, atmospheric pressure, and near-surface wind. The model requires spatially distributed data for the calibration process, which can nowadays be obtained by remote sensing devices (weather radar and satellites), reanalysis data sets and ground stations. AWE-GEN-2d is parsimonious in terms of computational demand and therefore is particularly suitable for studies where exploring internal climatic variability at multiple spatial and temporal scales is fundamental. Applications of the model include models of environmental systems, such as hydrological and geomorphological models, where high-resolution spatial and temporal meteorological forcing is crucial. The weather generator was calibrated and validated for the Engelberg region, an area with complex topography in the Swiss Alps. Model test shows that the climate variables are generated by AWE-GEN-2d with a level of accuracy that is sufficient for many practical applications.

Stochastic modeling of the hypothalamic pulse generator activity.

PubMed

Camproux, A C; Thalabard, J C; Thomas, G

1994-11-01

Luteinizing hormone (LH) is released by the pituitary in discrete pulses. In the monkey, the appearance of LH pulses in the plasma is invariably associated with sharp increases (i.e, volleys) in the frequency of the hypothalamic pulse generator electrical activity, so that continuous monitoring of this activity by telemetry provides a unique means to study the temporal structure of the mechanism generating the pulses. To assess whether the times of occurrence and durations of previous volleys exert significant influence on the timing of the next volley, we used a class of periodic counting process models that specify the stochastic intensity of the process as the product of two factors: 1) a periodic baseline intensity and 2) a stochastic regression function with covariates representing the influence of the past. This approach allows the characterization of circadian modulation and memory range of the process underlying hypothalamic pulse generator activity, as illustrated by fitting the model to experimental data from two ovariectomized rhesus monkeys.

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

NASA Astrophysics Data System (ADS)

Marcozzi, Michael D.

2008-12-01

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

Effects of spike-time-dependent plasticity on the stochastic resonance of small-world neuronal networks

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

Yu, Haitao; Guo, Xinmeng; Wang, Jiang, E-mail: jiangwang@tju.edu.cn

2014-09-01

The phenomenon of stochastic resonance in Newman-Watts small-world neuronal networks is investigated when the strength of synaptic connections between neurons is adaptively adjusted by spike-time-dependent plasticity (STDP). It is shown that irrespective of the synaptic connectivity is fixed or adaptive, the phenomenon of stochastic resonance occurs. The efficiency of network stochastic resonance can be largely enhanced by STDP in the coupling process. Particularly, the resonance for adaptive coupling can reach a much larger value than that for fixed one when the noise intensity is small or intermediate. STDP with dominant depression and small temporal window ratio is more efficient formore » the transmission of weak external signal in small-world neuronal networks. In addition, we demonstrate that the effect of stochastic resonance can be further improved via fine-tuning of the average coupling strength of the adaptive network. Furthermore, the small-world topology can significantly affect stochastic resonance of excitable neuronal networks. It is found that there exists an optimal probability of adding links by which the noise-induced transmission of weak periodic signal peaks.« less

Soil Erosion as a stochastic process

NASA Astrophysics Data System (ADS)

Casper, Markus C.

2015-04-01

The main tools to provide estimations concerning risk and amount of erosion are different types of soil erosion models: on the one hand, there are empirically based model concepts on the other hand there are more physically based or process based models. However, both types of models have substantial weak points. All empirical model concepts are only capable of providing rough estimates over larger temporal and spatial scales, they do not account for many driving factors that are in the scope of scenario related analysis. In addition, the physically based models contain important empirical parts and hence, the demand for universality and transferability is not given. As a common feature, we find, that all models rely on parameters and input variables, which are to certain, extend spatially and temporally averaged. A central question is whether the apparent heterogeneity of soil properties or the random nature of driving forces needs to be better considered in our modelling concepts. Traditionally, researchers have attempted to remove spatial and temporal variability through homogenization. However, homogenization has been achieved through physical manipulation of the system, or by statistical averaging procedures. The price for obtaining this homogenized (average) model concepts of soils and soil related processes has often been a failure to recognize the profound importance of heterogeneity in many of the properties and processes that we study. Especially soil infiltrability and the resistance (also called "critical shear stress" or "critical stream power") are the most important empirical factors of physically based erosion models. The erosion resistance is theoretically a substrate specific parameter, but in reality, the threshold where soil erosion begins is determined experimentally. The soil infiltrability is often calculated with empirical relationships (e.g. based on grain size distribution). Consequently, to better fit reality, this value needs to be corrected experimentally. To overcome this disadvantage of our actual models, soil erosion models are needed that are able to use stochastic directly variables and parameter distributions. There are only some minor approaches in this direction. The most advanced is the model "STOSEM" proposed by Sidorchuk in 2005. In this model, only a small part of the soil erosion processes is described, the aggregate detachment and the aggregate transport by flowing water. The concept is highly simplified, for example, many parameters are temporally invariant. Nevertheless, the main problem is that our existing measurements and experiments are not geared to provide stochastic parameters (e.g. as probability density functions); in the best case they deliver a statistical validation of the mean values. Again, we get effective parameters, spatially and temporally averaged. There is an urgent need for laboratory and field experiments on overland flow structure, raindrop effects and erosion rate, which deliver information on spatial and temporal structure of soil and surface properties and processes.

Constraining Stochastic Parametrisation Schemes Using High-Resolution Model Simulations

NASA Astrophysics Data System (ADS)

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

2017-12-01

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

A stochastic process approach of the drake equation parameters

NASA Astrophysics Data System (ADS)

Glade, Nicolas; Ballet, Pascal; Bastien, Olivier

2012-04-01

The number N of detectable (i.e. communicating) extraterrestrial civilizations in the Milky Way galaxy is usually calculated by using the Drake equation. This equation was established in 1961 by Frank Drake and was the first step to quantifying the Search for ExtraTerrestrial Intelligence (SETI) field. Practically, this equation is rather a simple algebraic expression and its simplistic nature leaves it open to frequent re-expression. An additional problem of the Drake equation is the time-independence of its terms, which for example excludes the effects of the physico-chemical history of the galaxy. Recently, it has been demonstrated that the main shortcoming of the Drake equation is its lack of temporal structure, i.e., it fails to take into account various evolutionary processes. In particular, the Drake equation does not provides any error estimation about the measured quantity. Here, we propose a first treatment of these evolutionary aspects by constructing a simple stochastic process that will be able to provide both a temporal structure to the Drake equation (i.e. introduce time in the Drake formula in order to obtain something like N(t)) and a first standard error measure.

Deterministic ripple-spreading model for complex networks.

PubMed

Hu, Xiao-Bing; Wang, Ming; Leeson, Mark S; Hines, Evor L; Di Paolo, Ezequiel

2011-04-01

This paper proposes a deterministic complex network model, which is inspired by the natural ripple-spreading phenomenon. The motivations and main advantages of the model are the following: (i) The establishment of many real-world networks is a dynamic process, where it is often observed that the influence of a few local events spreads out through nodes, and then largely determines the final network topology. Obviously, this dynamic process involves many spatial and temporal factors. By simulating the natural ripple-spreading process, this paper reports a very natural way to set up a spatial and temporal model for such complex networks. (ii) Existing relevant network models are all stochastic models, i.e., with a given input, they cannot output a unique topology. Differently, the proposed ripple-spreading model can uniquely determine the final network topology, and at the same time, the stochastic feature of complex networks is captured by randomly initializing ripple-spreading related parameters. (iii) The proposed model can use an easily manageable number of ripple-spreading related parameters to precisely describe a network topology, which is more memory efficient when compared with traditional adjacency matrix or similar memory-expensive data structures. (iv) The ripple-spreading model has a very good potential for both extensions and applications.

A neutral model of low-severity fire regimes

Treesearch

Don McKenzie; Amy E. Hessl

2008-01-01

Climate, topography, fuel loadings, and human activities all affect spatial and temporal patterns of fire occurrence. Because fire occurrence is a stochastic process, an understanding of baseline variability is necessary in order to identify constraints on surface fire regimes. With a suitable null, or neutral, model, characteristics of natural fire regimes estimated...

Using neutral models to identify constraints on low-severity fire regimes.

Treesearch

Donald McKenzie; Amy E. Hessl; Lara-Karena B. Kellogg

2006-01-01

Climate, topography, fuel loadings, and human activities all affect spatial and temporal patterns of fire occurrence. Because fire is modeled as a stochastic process, for which each fire history is only one realization, a simulation approach is necessary to understand baseline variability, thereby identifying constraints, or forcing functions, that affect fire regimes...

Multi-Scale Modeling to Improve Single-Molecule, Single-Cell Experiments

NASA Astrophysics Data System (ADS)

Munsky, Brian; Shepherd, Douglas

2014-03-01

Single-cell, single-molecule experiments are producing an unprecedented amount of data to capture the dynamics of biological systems. When integrated with computational models, observations of spatial, temporal and stochastic fluctuations can yield powerful quantitative insight. We concentrate on experiments that localize and count individual molecules of mRNA. These high precision experiments have large imaging and computational processing costs, and we explore how improved computational analyses can dramatically reduce overall data requirements. In particular, we show how analyses of spatial, temporal and stochastic fluctuations can significantly enhance parameter estimation results for small, noisy data sets. We also show how full probability distribution analyses can constrain parameters with far less data than bulk analyses or statistical moment closures. Finally, we discuss how a systematic modeling progression from simple to more complex analyses can reduce total computational costs by orders of magnitude. We illustrate our approach using single-molecule, spatial mRNA measurements of Interleukin 1-alpha mRNA induction in human THP1 cells following stimulation. Our approach could improve the effectiveness of single-molecule gene regulation analyses for many other process.

Intermediate scattering function of an anisotropic active Brownian particle

PubMed Central

Kurzthaler, Christina; Leitmann, Sebastian; Franosch, Thomas

2016-01-01

Various challenges are faced when animalcules such as bacteria, protozoa, algae, or sperms move autonomously in aqueous media at low Reynolds number. These active agents are subject to strong stochastic fluctuations, that compete with the directed motion. So far most studies consider the lowest order moments of the displacements only, while more general spatio-temporal information on the stochastic motion is provided in scattering experiments. Here we derive analytically exact expressions for the directly measurable intermediate scattering function for a mesoscopic model of a single, anisotropic active Brownian particle in three dimensions. The mean-square displacement and the non-Gaussian parameter of the stochastic process are obtained as derivatives of the intermediate scattering function. These display different temporal regimes dominated by effective diffusion and directed motion due to the interplay of translational and rotational diffusion which is rationalized within the theory. The most prominent feature of the intermediate scattering function is an oscillatory behavior at intermediate wavenumbers reflecting the persistent swimming motion, whereas at small length scales bare translational and at large length scales an enhanced effective diffusion emerges. We anticipate that our characterization of the motion of active agents will serve as a reference for more realistic models and experimental observations. PMID:27830719

Intermediate scattering function of an anisotropic active Brownian particle.

PubMed

Kurzthaler, Christina; Leitmann, Sebastian; Franosch, Thomas

2016-10-10

Various challenges are faced when animalcules such as bacteria, protozoa, algae, or sperms move autonomously in aqueous media at low Reynolds number. These active agents are subject to strong stochastic fluctuations, that compete with the directed motion. So far most studies consider the lowest order moments of the displacements only, while more general spatio-temporal information on the stochastic motion is provided in scattering experiments. Here we derive analytically exact expressions for the directly measurable intermediate scattering function for a mesoscopic model of a single, anisotropic active Brownian particle in three dimensions. The mean-square displacement and the non-Gaussian parameter of the stochastic process are obtained as derivatives of the intermediate scattering function. These display different temporal regimes dominated by effective diffusion and directed motion due to the interplay of translational and rotational diffusion which is rationalized within the theory. The most prominent feature of the intermediate scattering function is an oscillatory behavior at intermediate wavenumbers reflecting the persistent swimming motion, whereas at small length scales bare translational and at large length scales an enhanced effective diffusion emerges. We anticipate that our characterization of the motion of active agents will serve as a reference for more realistic models and experimental observations.

Intermediate scattering function of an anisotropic active Brownian particle

NASA Astrophysics Data System (ADS)

Kurzthaler, Christina; Leitmann, Sebastian; Franosch, Thomas

2016-10-01

Various challenges are faced when animalcules such as bacteria, protozoa, algae, or sperms move autonomously in aqueous media at low Reynolds number. These active agents are subject to strong stochastic fluctuations, that compete with the directed motion. So far most studies consider the lowest order moments of the displacements only, while more general spatio-temporal information on the stochastic motion is provided in scattering experiments. Here we derive analytically exact expressions for the directly measurable intermediate scattering function for a mesoscopic model of a single, anisotropic active Brownian particle in three dimensions. The mean-square displacement and the non-Gaussian parameter of the stochastic process are obtained as derivatives of the intermediate scattering function. These display different temporal regimes dominated by effective diffusion and directed motion due to the interplay of translational and rotational diffusion which is rationalized within the theory. The most prominent feature of the intermediate scattering function is an oscillatory behavior at intermediate wavenumbers reflecting the persistent swimming motion, whereas at small length scales bare translational and at large length scales an enhanced effective diffusion emerges. We anticipate that our characterization of the motion of active agents will serve as a reference for more realistic models and experimental observations.

A novel stochastic modeling method to simulate cooling loads in residential districts

DOE PAGES

An, Jingjing; Yan, Da; Hong, Tianzhen; ...

2017-09-04

District cooling systems are widely used in urban residential communities in China. Most of such systems are oversized, which leads to wasted investment, low operational efficiency and, thus, waste of energy. The accurate prediction of district cooling loads that can support the rightsizing of cooling plant equipment remains a challenge. This study develops a novel stochastic modeling method that consists of (1) six prototype house models representing most apartments in a district, (2) occupant behavior models of residential buildings reflecting their spatial and temporal diversity as well as their complexity based on a large-scale residential survey in China, and (3)more » a stochastic sampling process to represent all apartments and occupants in the district. The stochastic method was applied to a case study using the Designer's Simulation Toolkit (DeST) to simulate the cooling loads of a residential district in Wuhan, China. The simulation results agreed well with the measured data based on five performance metrics representing the aggregated cooling consumption, the peak cooling loads, the spatial load distribution, the temporal load distribution and the load profiles. Two prevalent simulation methods were also employed to simulate the district cooling loads. Here, the results showed that oversimplified assumptions about occupant behavior could lead to significant overestimation of the peak cooling load and the total cooling loads in the district. Future work will aim to simplify the workflow and data requirements of the stochastic method for its application, and to explore its use in predicting district heating loads and in commercial or mixed-use districts.« less

A novel stochastic modeling method to simulate cooling loads in residential districts

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

An, Jingjing; Yan, Da; Hong, Tianzhen

District cooling systems are widely used in urban residential communities in China. Most of such systems are oversized, which leads to wasted investment, low operational efficiency and, thus, waste of energy. The accurate prediction of district cooling loads that can support the rightsizing of cooling plant equipment remains a challenge. This study develops a novel stochastic modeling method that consists of (1) six prototype house models representing most apartments in a district, (2) occupant behavior models of residential buildings reflecting their spatial and temporal diversity as well as their complexity based on a large-scale residential survey in China, and (3)more » a stochastic sampling process to represent all apartments and occupants in the district. The stochastic method was applied to a case study using the Designer's Simulation Toolkit (DeST) to simulate the cooling loads of a residential district in Wuhan, China. The simulation results agreed well with the measured data based on five performance metrics representing the aggregated cooling consumption, the peak cooling loads, the spatial load distribution, the temporal load distribution and the load profiles. Two prevalent simulation methods were also employed to simulate the district cooling loads. Here, the results showed that oversimplified assumptions about occupant behavior could lead to significant overestimation of the peak cooling load and the total cooling loads in the district. Future work will aim to simplify the workflow and data requirements of the stochastic method for its application, and to explore its use in predicting district heating loads and in commercial or mixed-use districts.« less

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

NASA Astrophysics Data System (ADS)

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

2014-04-01

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

Distributed delays in a hybrid model of tumor-immune system interplay.

PubMed

Caravagna, Giulio; Graudenzi, Alex; d'Onofrio, Alberto

2013-02-01

A tumor is kinetically characterized by the presence of multiple spatio-temporal scales in which its cells interplay with, for instance, endothelial cells or Immune system effectors, exchanging various chemical signals. By its nature, tumor growth is an ideal object of hybrid modeling where discrete stochastic processes model low-numbers entities, and mean-field equations model abundant chemical signals. Thus, we follow this approach to model tumor cells, effector cells and Interleukin-2, in order to capture the Immune surveillance effect. We here present a hybrid model with a generic delay kernel accounting that, due to many complex phenomena such as chemical transportation and cellular differentiation, the tumor-induced recruitment of effectors exhibits a lag period. This model is a Stochastic Hybrid Automata and its semantics is a Piecewise Deterministic Markov process where a two-dimensional stochastic process is interlinked to a multi-dimensional mean-field system. We instantiate the model with two well-known weak and strong delay kernels and perform simulations by using an algorithm to generate trajectories of this process. Via simulations and parametric sensitivity analysis techniques we (i) relate tumor mass growth with the two kernels, we (ii) measure the strength of the Immune surveillance in terms of probability distribution of the eradication times, and (iii) we prove, in the oscillatory regime, the existence of a stochastic bifurcation resulting in delay-induced tumor eradication.

Nonparametric estimation of stochastic differential equations with sparse Gaussian processes.

PubMed

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

2017-08-01

The application of stochastic differential equations (SDEs) to the analysis of temporal data has attracted increasing attention, due to their ability to describe complex dynamics with physically interpretable equations. In this paper, we introduce a nonparametric method for estimating the drift and diffusion terms of SDEs from a densely observed discrete time series. The use of Gaussian processes as priors permits working directly in a function-space view and thus the inference takes place directly in this space. To cope with the computational complexity that requires the use of Gaussian processes, a sparse Gaussian process approximation is provided. This approximation permits the efficient computation of predictions for the drift and diffusion terms by using a distribution over a small subset of pseudosamples. The proposed method has been validated using both simulated data and real data from economy and paleoclimatology. The application of the method to real data demonstrates its ability to capture the behavior of complex systems.

Temporal genetic structure in a poecilogonous polychaete: the interplay of developmental mode and environmental stochasticity

PubMed Central

2014-01-01

Background Temporal variation in the genetic structure of populations can be caused by multiple factors, including natural selection, stochastic environmental variation, migration, or genetic drift. In benthic marine species, the developmental mode of larvae may indicate a possibility for temporal genetic variation: species with dispersive planktonic larvae are expected to be more likely to show temporal genetic variation than species with benthic or brooded non-dispersive larvae, due to differences in larval mortality and dispersal ability. We examined temporal genetic structure in populations of Pygospio elegans, a poecilogonous polychaete with within-species variation in developmental mode. P. elegans produces either planktonic, benthic, or intermediate larvae, varying both among and within populations, providing a within-species test of the generality of a relationship between temporal genetic variation and larval developmental mode. Results In contrast to our expectations, our microsatellite analyses of P. elegans revealed temporal genetic stability in the UK population with planktonic larvae, whereas there was variation indicative of drift in temporal samples of the populations from the Baltic Sea, which have predominantly benthic and intermediate larvae. We also detected temporal variation in relatedness within these populations. A large temporal shift in genetic structure was detected in a population from the Netherlands, having multiple developmental modes. This shift could have been caused by local extiction due to extreme environmental conditions and (re)colonization by planktonic larvae from neighboring populations. Conclusions In our study of P. elegans, temporal genetic variation appears to be due to not only larval developmental mode, but also the stochastic environment of adults. Large temporal genetic shifts may be more likely in marine intertidal habitats (e.g. North Sea and Wadden Sea) which are more prone to environmental stochasticity than the sub-tidal Baltic habitats. Sub-tidal and/or brackish (less saline) habitats may support smaller P. elegans populations and these may be more susceptible to the effects of random genetic drift. Moreover, higher frequencies of asexual reproduction and the benthic larval developmental mode in these populations leads to higher relatedness and contributes to drift. Our results indicate that a general relationship between larval developmental mode and temporal genetic variation may not exist. PMID:24447386

Temporal genetic structure in a poecilogonous polychaete: the interplay of developmental mode and environmental stochasticity.

PubMed

Kesäniemi, Jenni E; Mustonen, Marina; Boström, Christoffer; Hansen, Benni W; Knott, K Emily

2014-01-22

Temporal variation in the genetic structure of populations can be caused by multiple factors, including natural selection, stochastic environmental variation, migration, or genetic drift. In benthic marine species, the developmental mode of larvae may indicate a possibility for temporal genetic variation: species with dispersive planktonic larvae are expected to be more likely to show temporal genetic variation than species with benthic or brooded non-dispersive larvae, due to differences in larval mortality and dispersal ability. We examined temporal genetic structure in populations of Pygospio elegans, a poecilogonous polychaete with within-species variation in developmental mode. P. elegans produces either planktonic, benthic, or intermediate larvae, varying both among and within populations, providing a within-species test of the generality of a relationship between temporal genetic variation and larval developmental mode. In contrast to our expectations, our microsatellite analyses of P. elegans revealed temporal genetic stability in the UK population with planktonic larvae, whereas there was variation indicative of drift in temporal samples of the populations from the Baltic Sea, which have predominantly benthic and intermediate larvae. We also detected temporal variation in relatedness within these populations. A large temporal shift in genetic structure was detected in a population from the Netherlands, having multiple developmental modes. This shift could have been caused by local extiction due to extreme environmental conditions and (re)colonization by planktonic larvae from neighboring populations. In our study of P. elegans, temporal genetic variation appears to be due to not only larval developmental mode, but also the stochastic environment of adults. Large temporal genetic shifts may be more likely in marine intertidal habitats (e.g. North Sea and Wadden Sea) which are more prone to environmental stochasticity than the sub-tidal Baltic habitats. Sub-tidal and/or brackish (less saline) habitats may support smaller P. elegans populations and these may be more susceptible to the effects of random genetic drift. Moreover, higher frequencies of asexual reproduction and the benthic larval developmental mode in these populations leads to higher relatedness and contributes to drift. Our results indicate that a general relationship between larval developmental mode and temporal genetic variation may not exist.

Renormalization group theory for percolation in time-varying networks.

PubMed

Karschau, Jens; Zimmerling, Marco; Friedrich, Benjamin M

2018-05-22

Motivated by multi-hop communication in unreliable wireless networks, we present a percolation theory for time-varying networks. We develop a renormalization group theory for a prototypical network on a regular grid, where individual links switch stochastically between active and inactive states. The question whether a given source node can communicate with a destination node along paths of active links is equivalent to a percolation problem. Our theory maps the temporal existence of multi-hop paths on an effective two-state Markov process. We show analytically how this Markov process converges towards a memoryless Bernoulli process as the hop distance between source and destination node increases. Our work extends classical percolation theory to the dynamic case and elucidates temporal correlations of message losses. Quantification of temporal correlations has implications for the design of wireless communication and control protocols, e.g. in cyber-physical systems such as self-organized swarms of drones or smart traffic networks.

Discriminability limits in spatio-temporal stereo block matching.

PubMed

Jain, Ankit K; Nguyen, Truong Q

2014-05-01

Disparity estimation is a fundamental task in stereo imaging and is a well-studied problem. Recently, methods have been adapted to the video domain where motion is used as a matching criterion to help disambiguate spatially similar candidates. In this paper, we analyze the validity of the underlying assumptions of spatio-temporal disparity estimation, and determine the extent to which motion aids the matching process. By analyzing the error signal for spatio-temporal block matching under the sum of squared differences criterion and treating motion as a stochastic process, we determine the probability of a false match as a function of image features, motion distribution, image noise, and number of frames in the spatio-temporal patch. This performance quantification provides insight into when spatio-temporal matching is most beneficial in terms of the scene and motion, and can be used as a guide to select parameters for stereo matching algorithms. We validate our results through simulation and experiments on stereo video.

Identification of Stochastically Perturbed Autonomous Systems from Temporal Sequences of Probability Density Functions

NASA Astrophysics Data System (ADS)

Nie, Xiaokai; Luo, Jingjing; Coca, Daniel; Birkin, Mark; Chen, Jing

2018-03-01

The paper introduces a method for reconstructing one-dimensional iterated maps that are driven by an external control input and subjected to an additive stochastic perturbation, from sequences of probability density functions that are generated by the stochastic dynamical systems and observed experimentally.

ML-Space: Hybrid Spatial Gillespie and Particle Simulation of Multi-Level Rule-Based Models in Cell Biology.

PubMed

Bittig, Arne T; Uhrmacher, Adelinde M

2017-01-01

Spatio-temporal dynamics of cellular processes can be simulated at different levels of detail, from (deterministic) partial differential equations via the spatial Stochastic Simulation algorithm to tracking Brownian trajectories of individual particles. We present a spatial simulation approach for multi-level rule-based models, which includes dynamically hierarchically nested cellular compartments and entities. Our approach ML-Space combines discrete compartmental dynamics, stochastic spatial approaches in discrete space, and particles moving in continuous space. The rule-based specification language of ML-Space supports concise and compact descriptions of models and to adapt the spatial resolution of models easily.

Dynamic decomposition of spatiotemporal neural signals

PubMed Central

2017-01-01

Neural signals are characterized by rich temporal and spatiotemporal dynamics that reflect the organization of cortical networks. Theoretical research has shown how neural networks can operate at different dynamic ranges that correspond to specific types of information processing. Here we present a data analysis framework that uses a linearized model of these dynamic states in order to decompose the measured neural signal into a series of components that capture both rhythmic and non-rhythmic neural activity. The method is based on stochastic differential equations and Gaussian process regression. Through computer simulations and analysis of magnetoencephalographic data, we demonstrate the efficacy of the method in identifying meaningful modulations of oscillatory signals corrupted by structured temporal and spatiotemporal noise. These results suggest that the method is particularly suitable for the analysis and interpretation of complex temporal and spatiotemporal neural signals. PMID:28558039

Concurrency-Induced Transitions in Epidemic Dynamics on Temporal Networks.

PubMed

Onaga, Tomokatsu; Gleeson, James P; Masuda, Naoki

2017-09-08

Social contact networks underlying epidemic processes in humans and animals are highly dynamic. The spreading of infections on such temporal networks can differ dramatically from spreading on static networks. We theoretically investigate the effects of concurrency, the number of neighbors that a node has at a given time point, on the epidemic threshold in the stochastic susceptible-infected-susceptible dynamics on temporal network models. We show that network dynamics can suppress epidemics (i.e., yield a higher epidemic threshold) when the node's concurrency is low, but can also enhance epidemics when the concurrency is high. We analytically determine different phases of this concurrency-induced transition, and confirm our results with numerical simulations.

Concurrency-Induced Transitions in Epidemic Dynamics on Temporal Networks

NASA Astrophysics Data System (ADS)

Onaga, Tomokatsu; Gleeson, James P.; Masuda, Naoki

2017-09-01

Social contact networks underlying epidemic processes in humans and animals are highly dynamic. The spreading of infections on such temporal networks can differ dramatically from spreading on static networks. We theoretically investigate the effects of concurrency, the number of neighbors that a node has at a given time point, on the epidemic threshold in the stochastic susceptible-infected-susceptible dynamics on temporal network models. We show that network dynamics can suppress epidemics (i.e., yield a higher epidemic threshold) when the node's concurrency is low, but can also enhance epidemics when the concurrency is high. We analytically determine different phases of this concurrency-induced transition, and confirm our results with numerical simulations.

Statistical Features of the 2010 Beni-Ilmane, Algeria, Aftershock Sequence

NASA Astrophysics Data System (ADS)

Hamdache, M.; Peláez, J. A.; Gospodinov, D.; Henares, J.

2018-03-01

The aftershock sequence of the 2010 Beni-Ilmane ( M W 5.5) earthquake is studied in depth to analyze the spatial and temporal variability of seismicity parameters of the relationships modeling the sequence. The b value of the frequency-magnitude distribution is examined rigorously. A threshold magnitude of completeness equal to 2.1, using the maximum curvature procedure or the changing point algorithm, and a b value equal to 0.96 ± 0.03 have been obtained for the entire sequence. Two clusters have been identified and characterized by their faulting type, exhibiting b values equal to 0.99 ± 0.05 and 1.04 ± 0.05. Additionally, the temporal decay of the aftershock sequence was examined using a stochastic point process. The analysis was done through the restricted epidemic-type aftershock sequence (RETAS) stochastic model, which allows the possibility to recognize the prevailing clustering pattern of the relaxation process in the examined area. The analysis selected the epidemic-type aftershock sequence (ETAS) model to offer the most appropriate description of the temporal distribution, which presumes that all events in the sequence can cause secondary aftershocks. Finally, the fractal dimensions are estimated using the integral correlation. The obtained D 2 values are 2.15 ± 0.01, 2.23 ± 0.01 and 2.17 ± 0.02 for the entire sequence, and for the first and second cluster, respectively. An analysis of the temporal evolution of the fractal dimensions D -2, D 0, D 2 and the spectral slope has been also performed to derive and characterize the different clusters included in the sequence.

Using animation quality metric to improve efficiency of global illumination computation for dynamic environments

NASA Astrophysics Data System (ADS)

Myszkowski, Karol; Tawara, Takehiro; Seidel, Hans-Peter

2002-06-01

In this paper, we consider applications of perception-based video quality metrics to improve the performance of global lighting computations for dynamic environments. For this purpose we extend the Visible Difference Predictor (VDP) developed by Daly to handle computer animations. We incorporate into the VDP the spatio-velocity CSF model developed by Kelly. The CSF model requires data on the velocity of moving patterns across the image plane. We use the 3D image warping technique to compensate for the camera motion, and we conservatively assume that the motion of animated objects (usually strong attractors of the visual attention) is fully compensated by the smooth pursuit eye motion. Our global illumination solution is based on stochastic photon tracing and takes advantage of temporal coherence of lighting distribution, by processing photons both in the spatial and temporal domains. The VDP is used to keep noise inherent in stochastic methods below the sensitivity level of the human observer. As a result a perceptually-consistent quality across all animation frames is obtained.

Stochastic, adaptive sampling of information by microvilli in fly photoreceptors.

PubMed

Song, Zhuoyi; Postma, Marten; Billings, Stephen A; Coca, Daniel; Hardie, Roger C; Juusola, Mikko

2012-08-07

In fly photoreceptors, light is focused onto a photosensitive waveguide, the rhabdomere, consisting of tens of thousands of microvilli. Each microvillus is capable of generating elementary responses, quantum bumps, in response to single photons using a stochastically operating phototransduction cascade. Whereas much is known about the cascade reactions, less is known about how the concerted action of the microvilli population encodes light changes into neural information and how the ultrastructure and biochemical machinery of photoreceptors of flies and other insects evolved in relation to the information sampling and processing they perform. We generated biophysically realistic fly photoreceptor models, which accurately simulate the encoding of visual information. By comparing stochastic simulations with single cell recordings from Drosophila photoreceptors, we show how adaptive sampling by 30,000 microvilli captures the temporal structure of natural contrast changes. Following each bump, individual microvilli are rendered briefly (~100-200 ms) refractory, thereby reducing quantum efficiency with increasing intensity. The refractory period opposes saturation, dynamically and stochastically adjusting availability of microvilli (bump production rate: sample rate), whereas intracellular calcium and voltage adapt bump amplitude and waveform (sample size). These adapting sampling principles result in robust encoding of natural light changes, which both approximates perceptual contrast constancy and enhances novel events under different light conditions, and predict information processing across a range of species with different visual ecologies. These results clarify why fly photoreceptors are structured the way they are and function as they do, linking sensory information to sensory evolution and revealing benefits of stochasticity for neural information processing. Copyright © 2012 Elsevier Ltd. All rights reserved.

Stochastic, Adaptive Sampling of Information by Microvilli in Fly Photoreceptors

PubMed Central

Song, Zhuoyi; Postma, Marten; Billings, Stephen A.; Coca, Daniel; Hardie, Roger C.; Juusola, Mikko

2012-01-01

Summary Background In fly photoreceptors, light is focused onto a photosensitive waveguide, the rhabdomere, consisting of tens of thousands of microvilli. Each microvillus is capable of generating elementary responses, quantum bumps, in response to single photons using a stochastically operating phototransduction cascade. Whereas much is known about the cascade reactions, less is known about how the concerted action of the microvilli population encodes light changes into neural information and how the ultrastructure and biochemical machinery of photoreceptors of flies and other insects evolved in relation to the information sampling and processing they perform. Results We generated biophysically realistic fly photoreceptor models, which accurately simulate the encoding of visual information. By comparing stochastic simulations with single cell recordings from Drosophila photoreceptors, we show how adaptive sampling by 30,000 microvilli captures the temporal structure of natural contrast changes. Following each bump, individual microvilli are rendered briefly (∼100–200 ms) refractory, thereby reducing quantum efficiency with increasing intensity. The refractory period opposes saturation, dynamically and stochastically adjusting availability of microvilli (bump production rate: sample rate), whereas intracellular calcium and voltage adapt bump amplitude and waveform (sample size). These adapting sampling principles result in robust encoding of natural light changes, which both approximates perceptual contrast constancy and enhances novel events under different light conditions, and predict information processing across a range of species with different visual ecologies. Conclusions These results clarify why fly photoreceptors are structured the way they are and function as they do, linking sensory information to sensory evolution and revealing benefits of stochasticity for neural information processing. PMID:22704990

Investment portfolio of a pension fund: Stochastic model

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

Bosch-Princep, M.; Fontanals-Albiol, H.

1994-12-31

This paper presents a stochastic programming model that aims at getting the optimal investment portfolio of a Pension Funds. The model has been designed bearing in mind the liabilities of the Funds to its members. The essential characteristic of the objective function and the constraints is the randomness of the coefficients and the right hand side of the constraints, so it`s necessary to use techniques of stochastic mathematical programming to get information about the amount of money that should be assigned to each sort of investment. It`s important to know the risky attitude of the person that has to takemore » decisions towards running risks. It incorporates the relation between the different coefficients of the objective function and constraints of each period of temporal horizon, through lineal and discrete random processes. Likewise, it includes the hypotheses that are related to Spanish law concerning the subject of Pension Funds.« less

Schrödinger problem, Lévy processes, and noise in relativistic quantum mechanics

NASA Astrophysics Data System (ADS)

Garbaczewski, Piotr; Klauder, John R.; Olkiewicz, Robert

1995-05-01

The main purpose of the paper is an essentially probabilistic analysis of relativistic quantum mechanics. It is based on the assumption that whenever probability distributions arise, there exists a stochastic process that is either responsible for the temporal evolution of a given measure or preserves the measure in the stationary case. Our departure point is the so-called Schrödinger problem of probabilistic evolution, which provides for a unique Markov stochastic interpolation between any given pair of boundary probability densities for a process covering a fixed, finite duration of time, provided we have decided a priori what kind of primordial dynamical semigroup transition mechanism is involved. In the nonrelativistic theory, including quantum mechanics, Feynman-Kac-like kernels are the building blocks for suitable transition probability densities of the process. In the standard ``free'' case (Feynman-Kac potential equal to zero) the familiar Wiener noise is recovered. In the framework of the Schrödinger problem, the ``free noise'' can also be extended to any infinitely divisible probability law, as covered by the Lévy-Khintchine formula. Since the relativistic Hamiltonians ||∇|| and √-Δ+m2 -m are known to generate such laws, we focus on them for the analysis of probabilistic phenomena, which are shown to be associated with the relativistic wave (D'Alembert) and matter-wave (Klein-Gordon) equations, respectively. We show that such stochastic processes exist and are spatial jump processes. In general, in the presence of external potentials, they do not share the Markov property, except for stationary situations. A concrete example of the pseudodifferential Cauchy-Schrödinger evolution is analyzed in detail. The relativistic covariance of related wave equations is exploited to demonstrate how the associated stochastic jump processes comply with the principles of special relativity.

Evidence for Neural Computations of Temporal Coherence in an Auditory Scene and Their Enhancement during Active Listening.

PubMed

O'Sullivan, James A; Shamma, Shihab A; Lalor, Edmund C

2015-05-06

The human brain has evolved to operate effectively in highly complex acoustic environments, segregating multiple sound sources into perceptually distinct auditory objects. A recent theory seeks to explain this ability by arguing that stream segregation occurs primarily due to the temporal coherence of the neural populations that encode the various features of an individual acoustic source. This theory has received support from both psychoacoustic and functional magnetic resonance imaging (fMRI) studies that use stimuli which model complex acoustic environments. Termed stochastic figure-ground (SFG) stimuli, they are composed of a "figure" and background that overlap in spectrotemporal space, such that the only way to segregate the figure is by computing the coherence of its frequency components over time. Here, we extend these psychoacoustic and fMRI findings by using the greater temporal resolution of electroencephalography to investigate the neural computation of temporal coherence. We present subjects with modified SFG stimuli wherein the temporal coherence of the figure is modulated stochastically over time, which allows us to use linear regression methods to extract a signature of the neural processing of this temporal coherence. We do this under both active and passive listening conditions. Our findings show an early effect of coherence during passive listening, lasting from ∼115 to 185 ms post-stimulus. When subjects are actively listening to the stimuli, these responses are larger and last longer, up to ∼265 ms. These findings provide evidence for early and preattentive neural computations of temporal coherence that are enhanced by active analysis of an auditory scene. Copyright © 2015 the authors 0270-6474/15/357256-08$15.00/0.

Hierarchical stochastic modeling of large river ecosystems and fish growth across spatio-temporal scales and climate models: the Missouri River endangered pallid sturgeon example

USGS Publications Warehouse

Wildhaber, Mark L.; Wikle, Christopher K.; Moran, Edward H.; Anderson, Christopher J.; Franz, Kristie J.; Dey, Rima

2017-01-01

We present a hierarchical series of spatially decreasing and temporally increasing models to evaluate the uncertainty in the atmosphere – ocean global climate model (AOGCM) and the regional climate model (RCM) relative to the uncertainty in the somatic growth of the endangered pallid sturgeon (Scaphirhynchus albus). For effects on fish populations of riverine ecosystems, cli- mate output simulated by coarse-resolution AOGCMs and RCMs must be downscaled to basins to river hydrology to population response. One needs to transfer the information from these climate simulations down to the individual scale in a way that minimizes extrapolation and can account for spatio-temporal variability in the intervening stages. The goal is a framework to determine whether, given uncertainties in the climate models and the biological response, meaningful inference can still be made. The non-linear downscaling of climate information to the river scale requires that one realistically account for spatial and temporal variability across scale. Our down- scaling procedure includes the use of fixed/calibrated hydrological flow and temperature models coupled with a stochastically parameterized sturgeon bioenergetics model. We show that, although there is a large amount of uncertainty associated with both the climate model output and the fish growth process, one can establish significant differences in fish growth distributions between models, and between future and current climates for a given model.

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

PubMed

Mino, Hiroyuki; Grill, Warren M

2002-06-01

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

Spectral simplicity of apparent complexity. II. Exact complexities and complexity spectra

NASA Astrophysics Data System (ADS)

Riechers, Paul M.; Crutchfield, James P.

2018-03-01

The meromorphic functional calculus developed in Part I overcomes the nondiagonalizability of linear operators that arises often in the temporal evolution of complex systems and is generic to the metadynamics of predicting their behavior. Using the resulting spectral decomposition, we derive closed-form expressions for correlation functions, finite-length Shannon entropy-rate approximates, asymptotic entropy rate, excess entropy, transient information, transient and asymptotic state uncertainties, and synchronization information of stochastic processes generated by finite-state hidden Markov models. This introduces analytical tractability to investigating information processing in discrete-event stochastic processes, symbolic dynamics, and chaotic dynamical systems. Comparisons reveal mathematical similarities between complexity measures originally thought to capture distinct informational and computational properties. We also introduce a new kind of spectral analysis via coronal spectrograms and the frequency-dependent spectra of past-future mutual information. We analyze a number of examples to illustrate the methods, emphasizing processes with multivariate dependencies beyond pairwise correlation. This includes spectral decomposition calculations for one representative example in full detail.

Generalized master equations for non-Poisson dynamics on networks.

PubMed

Hoffmann, Till; Porter, Mason A; Lambiotte, Renaud

2012-10-01

The traditional way of studying temporal networks is to aggregate the dynamics of the edges to create a static weighted network. This implicitly assumes that the edges are governed by Poisson processes, which is not typically the case in empirical temporal networks. Accordingly, we examine the effects of non-Poisson inter-event statistics on the dynamics of edges, and we apply the concept of a generalized master equation to the study of continuous-time random walks on networks. We show that this equation reduces to the standard rate equations when the underlying process is Poissonian and that its stationary solution is determined by an effective transition matrix whose leading eigenvector is easy to calculate. We conduct numerical simulations and also derive analytical results for the stationary solution under the assumption that all edges have the same waiting-time distribution. We discuss the implications of our work for dynamical processes on temporal networks and for the construction of network diagnostics that take into account their nontrivial stochastic nature.

Generalized master equations for non-Poisson dynamics on networks

NASA Astrophysics Data System (ADS)

Hoffmann, Till; Porter, Mason A.; Lambiotte, Renaud

2012-10-01

The traditional way of studying temporal networks is to aggregate the dynamics of the edges to create a static weighted network. This implicitly assumes that the edges are governed by Poisson processes, which is not typically the case in empirical temporal networks. Accordingly, we examine the effects of non-Poisson inter-event statistics on the dynamics of edges, and we apply the concept of a generalized master equation to the study of continuous-time random walks on networks. We show that this equation reduces to the standard rate equations when the underlying process is Poissonian and that its stationary solution is determined by an effective transition matrix whose leading eigenvector is easy to calculate. We conduct numerical simulations and also derive analytical results for the stationary solution under the assumption that all edges have the same waiting-time distribution. We discuss the implications of our work for dynamical processes on temporal networks and for the construction of network diagnostics that take into account their nontrivial stochastic nature.

Modelling and simulation techniques for membrane biology.

PubMed

Burrage, Kevin; Hancock, John; Leier, André; Nicolau, Dan V

2007-07-01

One of the most important aspects of Computational Cell Biology is the understanding of the complicated dynamical processes that take place on plasma membranes. These processes are often so complicated that purely temporal models cannot always adequately capture the dynamics. On the other hand, spatial models can have large computational overheads. In this article, we review some of these issues with respect to chemistry, membrane microdomains and anomalous diffusion and discuss how to select appropriate modelling and simulation paradigms based on some or all the following aspects: discrete, continuous, stochastic, delayed and complex spatial processes.

Scaling view by the Virtual Nature Systems

NASA Astrophysics Data System (ADS)

Klenov, Valeriy

2010-05-01

The Actual Nature Systems (ANS) continually are under spatial-temporal governing external influences from other systems (Meteorology and Geophysics). This influences provide own spatial temporal patterns on the Earth Nature Systems, which reforms these influences by own manner and scales. These at last three systems belong to the Open Non Equilibrium Nature Systems (ONES). The Geophysics and Meteorology Systems are both governing for the ANS on the Earth. They provide as continual energetic pressure and impacts, and direct Extremes from the both systems to the ANS on Earth surface (earthquakes, storms, and others). The Geodynamics of the ANS is under mixing of influence for both systems, on their scales and on dynamics of their spatial-temporal structures, and by own ANS properties, as the ONES. To select influences of external systems on the Earth systems always is among major tasks of the Geomorphology. Mixing of the Systems scales and dynamics provide specific properties for the memory of Earth system. The memory of the ANS has practical value for their multi-purpose management. The knowledge of these properties is the key for research spatial-temporal GeoDynamics and Trends of Earth Nature Systems. Selection of the influences in time and space requires for special tool, requires elaboration and action of the Virtual Nature Systems (VNS), which are enliven computer doubles for analysis Geodynamics of the ANS. The Experience on the VNS enables to assess influence of each and both external factors on the ANS. It is source of knowledge for regional tectonic and climate oscillations, trends, and threats. Research by the VNS for spatial-temporal dynamics and structures of stochastic regimes of governing systems and processes results in stochastic GeoDynamics of environmental processes, in forming of false trends and blanks in natural records. This ‘wild dance' of 2D stochastic patterns and their interaction each other and generates acting structures of river nets, and of river basins, in multi-layer, multi-scale, and multi-driven structures of surface processes. It results in the Information Loss Law for observed memory of the VNS (and of external drivers) which gradually cut off own Past and distort own history. This view on the GeoDynamics appeared after long time field measurements thousand of terrace levels, hundreds of terrace ranks, and many terrace complexes in river basins of all scales - for the purpose to recognize their deforming by climatic and tectonic spatial-temporal influences. The method for following up of terrace levels along valleys was used in the Geomorphology and Geology for a long time, by linking fragments of level to ‘cycles'. It gradually linked them by heights above riverbed. The understanding of this logical mistake was happened (as insight) during observing from upstream a valley. All fragmental levels downstream were good visible, without chances for their correlation ‘by height' or ‘by number'. Instead of link of fragments, this explains process of river valleys' stochastic GeoDynamics by properties of the ONES (I. Prigogine et al., 1984) to generate oscillations. Is only first view, but later it turned to simple mechanic of Information Loss Law action in the GeoInformatics for Nature Systems (Klenov, 1980, et al.). The Information Loss distorts and destroys natural records (sources for data on the Past exogenous and endogenous rivers). This simple equation was received by multiple measures of terrace rank, and other natural records. It explains origin of false trend in natural records, destroys most own history by stochastic dynamics of the ONES. It prevents to restore of nature records as a memory of the Past. Non-disturbed is only small time between the Past and the Future, which looks like a peak between two non-linear losses. The history of Past (of the ANS, and of external drivers) are destroyed by the ANS. The Future becomes none determined due unknown 2D data of future external influences. However, the effect is the reliable Outstripping Monitoring for impending disasters and of other processes with satisfactory exactness. It was proved by direct validations (by use observed records). The conclusions are as follows: The ILL is mechanics for dissipation the Past and indeterminism the Future of the Nature. Moving back along the VNS' Phase Trajectory changes a view on natural records, and is chance to restore history of the ANS and its external drivers.

Biochemical simulations: stochastic, approximate stochastic and hybrid approaches.

PubMed

Pahle, Jürgen

2009-01-01

Computer simulations have become an invaluable tool to study the sometimes counterintuitive temporal dynamics of (bio-)chemical systems. In particular, stochastic simulation methods have attracted increasing interest recently. In contrast to the well-known deterministic approach based on ordinary differential equations, they can capture effects that occur due to the underlying discreteness of the systems and random fluctuations in molecular numbers. Numerous stochastic, approximate stochastic and hybrid simulation methods have been proposed in the literature. In this article, they are systematically reviewed in order to guide the researcher and help her find the appropriate method for a specific problem.

Biochemical simulations: stochastic, approximate stochastic and hybrid approaches

PubMed Central

2009-01-01

Computer simulations have become an invaluable tool to study the sometimes counterintuitive temporal dynamics of (bio-)chemical systems. In particular, stochastic simulation methods have attracted increasing interest recently. In contrast to the well-known deterministic approach based on ordinary differential equations, they can capture effects that occur due to the underlying discreteness of the systems and random fluctuations in molecular numbers. Numerous stochastic, approximate stochastic and hybrid simulation methods have been proposed in the literature. In this article, they are systematically reviewed in order to guide the researcher and help her find the appropriate method for a specific problem. PMID:19151097

Species sorting, apparent neutrality and lasting priority effects: palaeoecological lessons from an inherently dynamic natural ecosystem

NASA Astrophysics Data System (ADS)

Mergeay, J.; De Meester, L.; Verschuren, D.

2009-04-01

To assess the influence of long-term temporal processes in community assembly, we reconstructed the community changes of two dominant components of freshwater food webs, planktonic Daphnia water fleas and benthic chironomid midge larvae, in a fluctuating tropical lake through eight cycles of major lake-level fluctuation spanning 1800 years. Our results show a highly unpredictable pattern of community assembly in Daphnia, akin to neutrality, but largely dictated by long-lasting priority effects. These priority effects were likely caused by rapid population growth of resident species during lake refilling from a standing stock in a deep crater refuge, thereby pre-empting niche space for new immigrants. Contrastingly, chironomid larvae showed a more classical species sorting response to long-term environmental change, with more limited contribution of stochastic temporal processes. Overall our study emphasizes the importance of temporal processes and niche pre-emption in metacommunity ecology, and suggests a important role for mass effects in time. It also emphasizes the value of paleoecological research to improve understanding of ecological processes in natural ecosystems.

Universal Temporal Profile of Replication Origin Activation in Eukaryotes

NASA Astrophysics Data System (ADS)

Goldar, Arach

2011-03-01

The complete and faithful transmission of eukaryotic genome to daughter cells involves the timely duplication of mother cell's DNA. DNA replication starts at multiple chromosomal positions called replication origin. From each activated replication origin two replication forks progress in opposite direction and duplicate the mother cell's DNA. While it is widely accepted that in eukaryotic organisms replication origins are activated in a stochastic manner, little is known on the sources of the observed stochasticity. It is often associated to the population variability to enter S phase. We extract from a growing Saccharomyces cerevisiae population the average rate of origin activation in a single cell by combining single molecule measurements and a numerical deconvolution technique. We show that the temporal profile of the rate of origin activation in a single cell is similar to the one extracted from a replicating cell population. Taking into account this observation we exclude the population variability as the origin of observed stochasticity in origin activation. We confirm that the rate of origin activation increases in the early stage of S phase and decreases at the latter stage. The population average activation rate extracted from single molecule analysis is in prefect accordance with the activation rate extracted from published micro-array data, confirming therefore the homogeneity and genome scale invariance of dynamic of replication process. All these observations point toward a possible role of replication fork to control the rate of origin activation.

Stochastic Parametrization for the Impact of Neglected Variability Patterns

NASA Astrophysics Data System (ADS)

Kaiser, Olga; Hien, Steffen; Achatz, Ulrich; Horenko, Illia

2017-04-01

An efficient description of the gravity wave variability and the related spontaneous emission processes requires an empirical stochastic closure for the impact of neglected variability patterns (subgridscales or SGS). In particular, we focus on the analysis of the IGW emission within a tangent linear model which requires a stochastic SGS parameterization for taking the self interaction of the ageostrophic flow components into account. For this purpose, we identify the best SGS model in terms of exactness and simplicity by deploying a wide range of different data-driven model classes, including standard stationary regression models, autoregression and artificial neuronal networks models - as well as the family of nonstationary models like FEM-BV-VARX model class (Finite Element based vector autoregressive time series analysis with bounded variation of the model parameters). The models are used to investigate the main characteristics of the underlying dynamics and to explore the significant spatial and temporal neighbourhood dependencies. The best SGS model in terms of exactness and simplicity is obtained for the nonstationary FEM-BV-VARX setting, determining only direct spatial and temporal neighbourhood as significant - and allowing to drastically reduce the number of informations that are required for the optimal SGS. Additionally, the models are characterized by sets of vector- and matrix-valued parameters that must be inferred from big data sets provided by simulations - making it a task that can not be solved without deploying high-performance computing facilities (HPC).

Detecting determinism from point processes.

PubMed

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

2014-12-01

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

Nonrandom community assembly and high temporal turnover promote regional coexistence in tropics but not temperate zone.

PubMed

Freestone, Amy L; Inouye, Brian D

2015-01-01

A persistent challenge for ecologists is understanding the ecological mechanisms that maintain global patterns of biodiversity, particularly the latitudinal diversity gradient of peak species richness in the tropics. Spatial and temporal variation in community composition contribute to these patterns of biodiversity, but how this variation and its underlying processes change across latitude remains unresolved. Using a model system of sessile marine invertebrates across 25 degrees of latitude, from the temperate zone to the tropics, we tested the prediction that spatial and temporal patterns of taxonomic richness and composition, and the community assembly processes underlying these patterns, will differ across latitude. Specifically, we predicted that high beta diversity (spatial variation in composition) and high temporal turnover contribute to the high species richness of the tropics. Using a standardized experimental approach that controls for several confounding factors that hinder interpretation of prior studies, we present results that support our predictions. In the temperate zone, communities were more similar across spatial scales from centimeters to tens of kilometers and temporal scales up to one year than at lower latitudes. Since the patterns at northern latitudes were congruent with a null model, stochastic assembly processes are implicated. In contrast, the communities in the tropics were a dynamic spatial and temporal mosaic, with low similarity even across small spatial scales and high temporal turnover at both local and regional scales. Unlike the temperate zone, deterministic community assembly processes such as predation likely contributed to the high beta diversity in the tropics. Our results suggest that community assembly processes and temporal dynamics vary across latitude and help structure and maintain latitudinal patterns of diversity.

Spatio-Temporal Process Variability in Watershed Scale Wetland Restoration Planning

NASA Astrophysics Data System (ADS)

Evenson, G. R.

2012-12-01

Watershed scale restoration decision making processes are increasingly informed by quantitative methodologies providing site-specific restoration recommendations - sometimes referred to as "systematic planning." The more advanced of these methodologies are characterized by a coupling of search algorithms and ecological models to discover restoration plans that optimize environmental outcomes. Yet while these methods have exhibited clear utility as decision support toolsets, they may be critiqued for flawed evaluations of spatio-temporally variable processes fundamental to watershed scale restoration. Hydrologic and non-hydrologic mediated process connectivity along with post-restoration habitat dynamics, for example, are commonly ignored yet known to appreciably affect restoration outcomes. This talk will present a methodology to evaluate such spatio-temporally complex processes in the production of watershed scale wetland restoration plans. Using the Tuscarawas Watershed in Eastern Ohio as a case study, a genetic algorithm will be coupled with the Soil and Water Assessment Tool (SWAT) to reveal optimal wetland restoration plans as measured by their capacity to maximize nutrient reductions. Then, a so-called "graphical" representation of the optimization problem will be implemented in-parallel to promote hydrologic and non-hydrologic mediated connectivity amongst existing wetlands and sites selected for restoration. Further, various search algorithm mechanisms will be discussed as a means of accounting for temporal complexities such as post-restoration habitat dynamics. Finally, generalized patterns of restoration plan optimality will be discussed as an alternative and possibly superior decision support toolset given the complexity and stochastic nature of spatio-temporal process variability.

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 Simulation of Dopamine Neuromodulation for Implementation of Fluorescent Neurochemical Probes in the Striatal Extracellular Space.

PubMed

Beyene, Abraham G; McFarlane, Ian R; Pinals, Rebecca L; Landry, Markita P

2017-10-18

Imaging the dynamic behavior of neuromodulatory neurotransmitters in the extracelluar space that arise from individual quantal release events would constitute a major advance in neurochemical imaging. Spatial and temporal resolution of these highly stochastic neuromodulatory events requires concurrent advances in the chemical development of optical nanosensors selective for neuromodulators in concert with advances in imaging methodologies to capture millisecond neurotransmitter release. Herein, we develop and implement a stochastic model to describe dopamine dynamics in the extracellular space (ECS) of the brain dorsal striatum to guide the design and implementation of fluorescent neurochemical probes that record neurotransmitter dynamics in the ECS. Our model is developed from first-principles and simulates release, diffusion, and reuptake of dopamine in a 3D simulation volume of striatal tissue. We find that in vivo imaging of neuromodulation requires simultaneous optimization of dopamine nanosensor reversibility and sensitivity: dopamine imaging in the striatum or nucleus accumbens requires nanosensors with an optimal dopamine dissociation constant (K d ) of 1 μM, whereas K d s above 10 μM are required for dopamine imaging in the prefrontal cortex. Furthermore, as a result of the probabilistic nature of dopamine terminal activity in the striatum, our model reveals that imaging frame rates of 20 Hz are optimal for recording temporally resolved dopamine release events. Our work provides a modeling platform to probe how complex neuromodulatory processes can be studied with fluorescent nanosensors and enables direct evaluation of nanosensor chemistry and imaging hardware parameters. Our stochastic model is generic for evaluating fluorescent neurotransmission probes, and is broadly applicable to the design of other neurotransmitter fluorophores and their optimization for implementation in vivo.

Modeling animal movements using stochastic differential equations

Treesearch

Haiganoush K. Preisler; Alan A. Ager; Bruce K. Johnson; John G. Kie

2004-01-01

We describe the use of bivariate stochastic differential equations (SDE) for modeling movements of 216 radiocollared female Rocky Mountain elk at the Starkey Experimental Forest and Range in northeastern Oregon. Spatially and temporally explicit vector fields were estimated using approximating difference equations and nonparametric regression techniques. Estimated...

Stochastic symplectic and multi-symplectic methods for nonlinear Schrödinger equation with white noise dispersion

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

Cui, Jianbo, E-mail: jianbocui@lsec.cc.ac.cn; Hong, Jialin, E-mail: hjl@lsec.cc.ac.cn; Liu, Zhihui, E-mail: liuzhihui@lsec.cc.ac.cn

We indicate that the nonlinear Schrödinger equation with white noise dispersion possesses stochastic symplectic and multi-symplectic structures. Based on these structures, we propose the stochastic symplectic and multi-symplectic methods, which preserve the continuous and discrete charge conservation laws, respectively. Moreover, we show that the proposed methods are convergent with temporal order one in probability. Numerical experiments are presented to verify our theoretical results.

Stochastic shock response spectrum decomposition method based on probabilistic definitions of temporal peak acceleration, spectral energy, and phase lag distributions of mechanical impact pyrotechnic shock test data

NASA Astrophysics Data System (ADS)

Hwang, James Ho-Jin; Duran, Adam

2016-08-01

Most of the times pyrotechnic shock design and test requirements for space systems are provided in Shock Response Spectrum (SRS) without the input time history. Since the SRS does not describe the input or the environment, a decomposition method is used to obtain the source time history. The main objective of this paper is to develop a decomposition method producing input time histories that can satisfy the SRS requirement based on the pyrotechnic shock test data measured from a mechanical impact test apparatus. At the heart of this decomposition method is the statistical representation of the pyrotechnic shock test data measured from the MIT Lincoln Laboratory (LL) designed Universal Pyrotechnic Shock Simulator (UPSS). Each pyrotechnic shock test data measured at the interface of a test unit has been analyzed to produce the temporal peak acceleration, Root Mean Square (RMS) acceleration, and the phase lag at each band center frequency. Maximum SRS of each filtered time history has been calculated to produce a relationship between the input and the response. Two new definitions are proposed as a result. The Peak Ratio (PR) is defined as the ratio between the maximum SRS and the temporal peak acceleration at each band center frequency. The ratio between the maximum SRS and the RMS acceleration is defined as the Energy Ratio (ER) at each band center frequency. Phase lag is estimated based on the time delay between the temporal peak acceleration at each band center frequency and the peak acceleration at the lowest band center frequency. This stochastic process has been applied to more than one hundred pyrotechnic shock test data to produce probabilistic definitions of the PR, ER, and the phase lag. The SRS is decomposed at each band center frequency using damped sinusoids with the PR and the decays obtained by matching the ER of the damped sinusoids to the ER of the test data. The final step in this stochastic SRS decomposition process is the Monte Carlo (MC) simulation. The MC simulation identifies combinations of the PR and decays that can meet the SRS requirement at each band center frequency. Decomposed input time histories are produced by summing the converged damped sinusoids with the MC simulation of the phase lag distribution.

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

PubMed

Taillefumier, Thibaud; Touboul, Jonathan; Magnasco, Marcelo

2012-12-01

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

Rainfall continuous time stochastic simulation for a wet climate in the Cantabric Coast

NASA Astrophysics Data System (ADS)

Rebole, Juan P.; Lopez, Jose J.; Garcia-Guzman, Adela

2010-05-01

Rain is the result of a series of complex atmospheric processes which are influenced by numerous factors. This complexity makes its simulation practically unfeasible from a physical basis, advising the use of stochastic diagrams. These diagrams, which are based on observed characteristics (Todorovic and Woolhiser, 1975), allow the introduction of renewal alternating processes, that account for the occurrence of rainfall at different time lapses (Markov chains are a particular case, where lapses can be described by exponential distributions). Thus, a sequential rainfall process can be defined as a temporal series in which rainfall events (periods in which rainfall is recorded) alternate with non rain events (periods in which no rainfall is recorded). The variables of a temporal rain sequence have been characterized (duration of the rainfall event, duration of the non rainfall event, average intensity of the rain in the rain event, and a temporal distribution of the amount of rain in the rain event) in a wet climate such as that of the coastal area of Guipúzcoa. The study has been performed from two series recorded at the meteorological stations of Igueldo-San Sebastián and Fuenterrabia / Airport (data every ten minutes and for its hourly aggregation). As a result of this work, the variables satisfactorily fitted the following distribution functions: the duration of the rain event to a exponential function; the duration of the dry event to a truncated exponential mixed distribution; the average intensity to a Weibull distribution; and the distribution of the rain fallen to the Beta distribution. The characterization was made for an hourly aggregation of the recorded interval of ten minutes. The parameters of the fitting functions were better obtained by means of the maximum likelihood method than the moment method. The parameters obtained from the characterization were used to develop a stochastic rainfall process simulation model by means of a three states Markov chain (Hutchinson, 1990), performed in an hourly basis by García-Guzmán (1993) and Castro et al. (1997, 2005 ). Simulation process results were valid in the hourly case for all the four described variables, with a slightly better response in Fuenterrabia than in Igueldo. In summary, all the variables were better simulated in Fuenterrabia than in Igueldo. Fuenterrabia data series is shorter and with longer sequences without missing data, compared to Igueldo. The latter shows higher number of missing data events, whereas its mean duration is longer in Fuenterrabia.

Systems Reliability Framework for Surface Water Sustainability and Risk Management

NASA Astrophysics Data System (ADS)

Myers, J. R.; Yeghiazarian, L.

2016-12-01

With microbial contamination posing a serious threat to the availability of clean water across the world, it is necessary to develop a framework that evaluates the safety and sustainability of water systems in respect to non-point source fecal microbial contamination. The concept of water safety is closely related to the concept of failure in reliability theory. In water quality problems, the event of failure can be defined as the concentration of microbial contamination exceeding a certain standard for usability of water. It is pertinent in watershed management to know the likelihood of such an event of failure occurring at a particular point in space and time. Microbial fate and transport are driven by environmental processes taking place in complex, multi-component, interdependent environmental systems that are dynamic and spatially heterogeneous, which means these processes and therefore their influences upon microbial transport must be considered stochastic and variable through space and time. A physics-based stochastic model of microbial dynamics is presented that propagates uncertainty using a unique sampling method based on artificial neural networks to produce a correlation between watershed characteristics and spatial-temporal probabilistic patterns of microbial contamination. These results are used to address the question of water safety through several sustainability metrics: reliability, vulnerability, resilience and a composite sustainability index. System reliability is described uniquely though the temporal evolution of risk along watershed points or pathways. Probabilistic resilience describes how long the system is above a certain probability of failure, and the vulnerability metric describes how the temporal evolution of risk changes throughout a hierarchy of failure levels. Additionally our approach allows for the identification of contributions in microbial contamination and uncertainty from specific pathways and sources. We expect that this framework will significantly improve the efficiency and precision of sustainable watershed management strategies through providing a better understanding of how watershed characteristics and environmental parameters affect surface water quality and sustainability. With microbial contamination posing a serious threat to the availability of clean water across the world, it is necessary to develop a framework that evaluates the safety and sustainability of water systems in respect to non-point source fecal microbial contamination. The concept of water safety is closely related to the concept of failure in reliability theory. In water quality problems, the event of failure can be defined as the concentration of microbial contamination exceeding a certain standard for usability of water. It is pertinent in watershed management to know the likelihood of such an event of failure occurring at a particular point in space and time. Microbial fate and transport are driven by environmental processes taking place in complex, multi-component, interdependent environmental systems that are dynamic and spatially heterogeneous, which means these processes and therefore their influences upon microbial transport must be considered stochastic and variable through space and time. A physics-based stochastic model of microbial dynamics is presented that propagates uncertainty using a unique sampling method based on artificial neural networks to produce a correlation between watershed characteristics and spatial-temporal probabilistic patterns of microbial contamination. These results are used to address the question of water safety through several sustainability metrics: reliability, vulnerability, resilience and a composite sustainability index. System reliability is described uniquely though the temporal evolution of risk along watershed points or pathways. Probabilistic resilience describes how long the system is above a certain probability of failure, and the vulnerability metric describes how the temporal evolution of risk changes throughout a hierarchy of failure levels. Additionally our approach allows for the identification of contributions in microbial contamination and uncertainty from specific pathways and sources. We expect that this framework will significantly improve the efficiency and precision of sustainable watershed management strategies through providing a better understanding of how watershed characteristics and environmental parameters affect surface water quality and sustainability.

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.

Breaking the theoretical scaling limit for predicting quasiparticle energies: the stochastic GW approach.

PubMed

Neuhauser, Daniel; Gao, Yi; Arntsen, Christopher; Karshenas, Cyrus; Rabani, Eran; Baer, Roi

2014-08-15

We develop a formalism to calculate the quasiparticle energy within the GW many-body perturbation correction to the density functional theory. The occupied and virtual orbitals of the Kohn-Sham Hamiltonian are replaced by stochastic orbitals used to evaluate the Green function G, the polarization potential W, and, thereby, the GW self-energy. The stochastic GW (sGW) formalism relies on novel theoretical concepts such as stochastic time-dependent Hartree propagation, stochastic matrix compression, and spatial or temporal stochastic decoupling techniques. Beyond the theoretical interest, the formalism enables linear scaling GW calculations breaking the theoretical scaling limit for GW as well as circumventing the need for energy cutoff approximations. We illustrate the method for silicon nanocrystals of varying sizes with N_{e}>3000 electrons.

Statistical physics approach to earthquake occurrence and forecasting

NASA Astrophysics Data System (ADS)

de Arcangelis, Lucilla; Godano, Cataldo; Grasso, Jean Robert; Lippiello, Eugenio

2016-04-01

There is striking evidence that the dynamics of the Earth crust is controlled by a wide variety of mutually dependent mechanisms acting at different spatial and temporal scales. The interplay of these mechanisms produces instabilities in the stress field, leading to abrupt energy releases, i.e., earthquakes. As a consequence, the evolution towards instability before a single event is very difficult to monitor. On the other hand, collective behavior in stress transfer and relaxation within the Earth crust leads to emergent properties described by stable phenomenological laws for a population of many earthquakes in size, time and space domains. This observation has stimulated a statistical mechanics approach to earthquake occurrence, applying ideas and methods as scaling laws, universality, fractal dimension, renormalization group, to characterize the physics of earthquakes. In this review we first present a description of the phenomenological laws of earthquake occurrence which represent the frame of reference for a variety of statistical mechanical models, ranging from the spring-block to more complex fault models. Next, we discuss the problem of seismic forecasting in the general framework of stochastic processes, where seismic occurrence can be described as a branching process implementing space-time-energy correlations between earthquakes. In this context we show how correlations originate from dynamical scaling relations between time and energy, able to account for universality and provide a unifying description for the phenomenological power laws. Then we discuss how branching models can be implemented to forecast the temporal evolution of the earthquake occurrence probability and allow to discriminate among different physical mechanisms responsible for earthquake triggering. In particular, the forecasting problem will be presented in a rigorous mathematical framework, discussing the relevance of the processes acting at different temporal scales for different levels of prediction. In this review we also briefly discuss how the statistical mechanics approach can be applied to non-tectonic earthquakes and to other natural stochastic processes, such as volcanic eruptions and solar flares.

Integrating discrete stochastic models and single-cell experiments to infer predictive models of MAPK-induced transcription dynamics

NASA Astrophysics Data System (ADS)

Munsky, Brian

2015-03-01

MAPK signal-activated transcription plays central roles in myriad biological processes including stress adaptation responses and cell fate decisions. Recent single-cell and single-molecule experiments have advanced our ability to quantify the spatial, temporal, and stochastic fluctuations for such signals and their downstream effects on transcription regulation. This talk explores how integrating such experiments with discrete stochastic computational analyses can yield quantitative and predictive understanding of transcription regulation in both space and time. We use single-molecule mRNA fluorescence in situ hybridization (smFISH) experiments to reveal locations and numbers of multiple endogenous mRNA species in 100,000's of individual cells, at different times and under different genetic and environmental perturbations. We use finite state projection methods to precisely and efficiently compute the full joint probability distributions of these mRNA, which capture measured spatial, temporal and correlative fluctuations. By combining these experimental and computational tools with uncertainty quantification, we systematically compare models of varying complexity and select those which give optimally precise and accurate predictions in new situations. We use these tools to explore two MAPK-activated gene regulation pathways. In yeast adaptation to osmotic shock, we analyze Hog1 kinase activation of transcription for three different genes STL1 (osmotic stress), CTT1 (oxidative stress) and HSP12 (heat shock). In human osteosarcoma cells under serum induction, we analyze ERK activation of c-Fos transcription.

Stochastic Modeling based on Dictionary Approach for the Generation of Daily Precipitation Occurrences

NASA Astrophysics Data System (ADS)

Panu, U. S.; Ng, W.; Rasmussen, P. F.

2009-12-01

The modeling of weather states (i.e., precipitation occurrences) is critical when the historical data are not long enough for the desired analysis. Stochastic models (e.g., Markov Chain and Alternating Renewal Process (ARP)) of the precipitation occurrence processes generally assume the existence of short-term temporal-dependency between the neighboring states while implying the existence of long-term independency (randomness) of states in precipitation records. Existing temporal-dependent models for the generation of precipitation occurrences are restricted either by the fixed-length memory (e.g., the order of a Markov chain model), or by the reining states in segments (e.g., persistency of homogenous states within dry/wet-spell lengths of an ARP). The modeling of variable segment lengths and states could be an arduous task and a flexible modeling approach is required for the preservation of various segmented patterns of precipitation data series. An innovative Dictionary approach has been developed in the field of genome pattern recognition for the identification of frequently occurring genome segments in DNA sequences. The genome segments delineate the biologically meaningful ``words" (i.e., segments with a specific patterns in a series of discrete states) that can be jointly modeled with variable lengths and states. A meaningful “word”, in hydrology, can be referred to a segment of precipitation occurrence comprising of wet or dry states. Such flexibility would provide a unique advantage over the traditional stochastic models for the generation of precipitation occurrences. Three stochastic models, namely, the alternating renewal process using Geometric distribution, the second-order Markov chain model, and the Dictionary approach have been assessed to evaluate their efficacy for the generation of daily precipitation sequences. Comparisons involved three guiding principles namely (i) the ability of models to preserve the short-term temporal-dependency in data through the concepts of autocorrelation, average mutual information, and Hurst exponent, (ii) the ability of models to preserve the persistency within the homogenous dry/wet weather states through analysis of dry/wet-spell lengths between the observed and generated data, and (iii) the ability to assesses the goodness-of-fit of models through the likelihood estimates (i.e., AIC and BIC). Past 30 years of observed daily precipitation records from 10 Canadian meteorological stations were utilized for comparative analyses of the three models. In general, the Markov chain model performed well. The remainders of the models were found to be competitive from one another depending upon the scope and purpose of the comparison. Although the Markov chain model has a certain advantage in the generation of daily precipitation occurrences, the structural flexibility offered by the Dictionary approach in modeling the varied segment lengths of heterogeneous weather states provides a distinct and powerful advantage in the generation of precipitation sequences.

Linking degradation status with ecosystem vulnerability to environmental change

USGS Publications Warehouse

Angeler, David G.; Baho, Didier L.; Allen, Craig R.; Johnson, Richard K.

2015-01-01

Environmental change can cause regime shifts in ecosystems, potentially threatening ecosystem services. It is unclear if the degradation status of ecosystems correlates with their vulnerability to environmental change, and thus the risk of future regime shifts. We assessed resilience in acidified (degraded) and circumneutral (undegraded) lakes with long-term data (1988–2012), using time series modeling. We identified temporal frequencies in invertebrate assemblages, which identifies groups of species whose population dynamics vary at particular temporal scales. We also assessed species with stochastic dynamics, those whose population dynamics vary irregularly and unpredictably over time. We determined the distribution of functional feeding groups of invertebrates within and across the temporal scales identified, and in those species with stochastic dynamics, and assessed attributes hypothesized to contribute to resilience. Three patterns of temporal dynamics, consistent across study lakes, were identified in the invertebrates. The first pattern was one of monotonic change associated with changing abiotic lake conditions. The second and third patterns appeared unrelated to the environmental changes we monitored. Acidified and the circumneutral lakes shared similar levels and patterns of functional richness, evenness, diversity, and redundancy for species within and across the observed temporal scales and for stochastic species groups. These similar resilience characteristics suggest that both lake types did not differ in vulnerability to the environmental changes observed here. Although both lake types appeared equally vulnerable in this study, our approach demonstrates how assessing systemic vulnerability by quantifying ecological resilience can help address uncertainty in predicting ecosystem responses to environmental change across ecosystems.

Final Technical Report for DOE Award SC0006616

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

Robertson, Andrew

2015-08-01

This report summarizes research carried out by the project "Collaborative Research, Type 1: Decadal Prediction and Stochastic Simulation of Hydroclimate Over Monsoonal Asia. This collaborative project brought together climate dynamicists (UCLA, IRI), dendroclimatologists (LDEO Tree Ring Laboratory), computer scientists (UCI), and hydrologists (Columbia Water Center, CWC), together with applied scientists in climate risk management (IRI) to create new scientific approaches to quantify and exploit the role of climate variability and change in the growing water crisis across southern and eastern Asia. This project developed new tree-ring based streamflow reconstructions for rivers in monsoonal Asia; improved understanding of hydrologic spatio-temporal modesmore » of variability over monsoonal Asia on interannual-to-centennial time scales; assessed decadal predictability of hydrologic spatio-temporal modes; developed stochastic simulation tools for creating downscaled future climate scenarios based on historical/proxy data and GCM climate change; and developed stochastic reservoir simulation and optimization for scheduling hydropower, irrigation and navigation releases.« less

3D replicon distributions arise from stochastic initiation and domino-like DNA replication progression.

PubMed

Löb, D; Lengert, N; Chagin, V O; Reinhart, M; Casas-Delucchi, C S; Cardoso, M C; Drossel, B

2016-04-07

DNA replication dynamics in cells from higher eukaryotes follows very complex but highly efficient mechanisms. However, the principles behind initiation of potential replication origins and emergence of typical patterns of nuclear replication sites remain unclear. Here, we propose a comprehensive model of DNA replication in human cells that is based on stochastic, proximity-induced replication initiation. Critical model features are: spontaneous stochastic firing of individual origins in euchromatin and facultative heterochromatin, inhibition of firing at distances below the size of chromatin loops and a domino-like effect by which replication forks induce firing of nearby origins. The model reproduces the empirical temporal and chromatin-related properties of DNA replication in human cells. We advance the one-dimensional DNA replication model to a spatial model by taking into account chromatin folding in the nucleus, and we are able to reproduce the spatial and temporal characteristics of the replication foci distribution throughout S-phase.

Matrix product algorithm for stochastic dynamics on networks applied to nonequilibrium Glauber dynamics

NASA Astrophysics Data System (ADS)

Barthel, Thomas; De Bacco, Caterina; Franz, Silvio

2018-01-01

We introduce and apply an efficient method for the precise simulation of stochastic dynamical processes on locally treelike graphs. Networks with cycles are treated in the framework of the cavity method. Such models correspond, for example, to spin-glass systems, Boolean networks, neural networks, or other technological, biological, and social networks. Building upon ideas from quantum many-body theory, our approach is based on a matrix product approximation of the so-called edge messages—conditional probabilities of vertex variable trajectories. Computation costs and accuracy can be tuned by controlling the matrix dimensions of the matrix product edge messages (MPEM) in truncations. In contrast to Monte Carlo simulations, the algorithm has a better error scaling and works for both single instances as well as the thermodynamic limit. We employ it to examine prototypical nonequilibrium Glauber dynamics in the kinetic Ising model. Because of the absence of cancellation effects, observables with small expectation values can be evaluated accurately, allowing for the study of decay processes and temporal correlations.

Scaling view by the Virtual Nature Systems

NASA Astrophysics Data System (ADS)

Klenov, Valeriy

2010-05-01

The Virtual Nature System is irreplaceable for research and evaluation for governing processes on the Earth. Processes on the Earth depends on external exogenous and endogenous influences, and on own dynamics of the Actual Nature Systems (ANS). To select part of the actors is impossible without take in account factor of the Time, factor for information safety during the Time. The stochastic nature of external influences and stochastic pattern for dynamics of Nature systems complicates evaluation of 2D threat of disasters. These are multi-layer, multi-scale, and multi-driven structures of surface processes. Their spatial-temporal overlapping of them generates relatively stable structure of river basins and of river net. Dynamics of processes in river basins results in remove of the former sediments and levels, and in displace of erosion/sedimentation pattern, in destroy and dissipation for a memory the ANS. This complex process results in the Information Loss Law (ILL) in the ANS, which gradually cut off own Past. This view on the GeoDynamics appeared after long time field measurements thousands of terrace levels, hundreds of terrace ranks, and terrace complexes in river basins (Klenov, 1986, 2004). Action of the ILL leads to blanks in natural records, which are non-linearly increasing to the Past, and in appearance of false trends in the records. This temporal barrier prevents evaluation of the history. The way to view spatial-temporal dynamics of the ANS is creation for the portrait Virtual Nature Systems, as acting doubles of the actual nature systems (ANS). Exogenous and endogenous influences are governing drivers of the ANS and of corresponding VNS. The VNS is necessary for research of spatial-temporal GeoDynamics. Unfortunately, the ILL is working not only for the Past, but also restrict ‘view' the Future. It is because of future drivers are yet unknown with necessary exactness, and due high sensitivity of nature systems to external pressure. However, a time for validation of the VNS is short to receive non distorted records, but it provides satisfactory validation of the VNS, and provides satisfactory evaluation for stochastic patterns of disasters (floods and debris flows). The VNS gives a chance to divide exogenous (climatic) from tectonic influences. This property is invaluable for monitoring and scenarios of land use, engineering, and other human activity, under simultaneous climatic and tectonic impacts, for evaluation of threat's areas and tracks. The continually measured stochastic spatial-temporal interception of external impacts (storms, precipitations, of tectonic distorts, earthquakes, and others), does not make problems for the VNS (acting by observed records), and by imply the Moving Digital Earth (MDE) technology (by immediate reforming of external drivers to natural processes). It is a goal for the VNS and MDE, which becomes possible by remote sensing, by powerful computers, and by fast communications. The VNS/MDE presents corresponding mapping for processes in any area. Instead of problems of scaling the current task is to provide necessary spatial resolution of the basic multi-layer Matrix of variables and parameters. Problems are in procedures for filling up of large multi-layer M, quick computing and mapping of large areas. The scaling depends on a task. The acceptable spatial resolution of the Matrix must perceive in view to hazardous processes with acceptable in resolution. During the VNS practice were evaluated any imagined combines of exogenous-endogenous impacts (from linear to circle distort, blocks, volcanoes, earthquakes, and others, in a variety of scales from local to sub-continental. The single principle for choose a scale is that spatial resolution (cell size) should not ignore important details of the Earth. For the Rhine Basin was computed influence of small smooth tectonic distorts in a large area. It was resulted in essential change for pattern of erosion/sedimentation on a land, and in Coastal Zone. For small basis were computed scenarios for complex tectonic distorts, earthquakes, resulted in decreasing of soil/rock resistance and in sharp increasing of catastrophic debris flows and flash floods. Any scenarios are possible for the verified/validated VNS. The VNS is valuable for any area, and the MDE has a skill for mapping the soon Future, and for mapping of threats' areas and tracks.

Spatially explicit and stochastic simulation of forest landscape fire disturbance and succession

Treesearch

Hong S. He; David J. Mladenoff

1999-01-01

Understanding disturbance and recovery of forest landscapes is a challenge because of complex interactions over a range of temporal and spatial scales. Landscape simulation models offer an approach to studying such systems at broad scales. Fire can be simulated spatially using mechanistic or stochastic approaches. We describe the fire module in a spatially explicit,...

An Optogenetic Platform for Real-Time, Single-Cell Interrogation of Stochastic Transcriptional Regulation.

PubMed

Rullan, Marc; Benzinger, Dirk; Schmidt, Gregor W; Milias-Argeitis, Andreas; Khammash, Mustafa

2018-05-17

Transcription is a highly regulated and inherently stochastic process. The complexity of signal transduction and gene regulation makes it challenging to analyze how the dynamic activity of transcriptional regulators affects stochastic transcription. By combining a fast-acting, photo-regulatable transcription factor with nascent RNA quantification in live cells and an experimental setup for precise spatiotemporal delivery of light inputs, we constructed a platform for the real-time, single-cell interrogation of transcription in Saccharomyces cerevisiae. We show that transcriptional activation and deactivation are fast and memoryless. By analyzing the temporal activity of individual cells, we found that transcription occurs in bursts, whose duration and timing are modulated by transcription factor activity. Using our platform, we regulated transcription via light-driven feedback loops at the single-cell level. Feedback markedly reduced cell-to-cell variability and led to qualitative differences in cellular transcriptional dynamics. Our platform establishes a flexible method for studying transcriptional dynamics in single cells. Copyright © 2018 The Authors. Published by Elsevier Inc. All rights reserved.

Predicting ICU mortality: a comparison of stationary and nonstationary temporal models.

PubMed Central

Kayaalp, M.; Cooper, G. F.; Clermont, G.

2000-01-01

OBJECTIVE: This study evaluates the effectiveness of the stationarity assumption in predicting the mortality of intensive care unit (ICU) patients at the ICU discharge. DESIGN: This is a comparative study. A stationary temporal Bayesian network learned from data was compared to a set of (33) nonstationary temporal Bayesian networks learned from data. A process observed as a sequence of events is stationary if its stochastic properties stay the same when the sequence is shifted in a positive or negative direction by a constant time parameter. The temporal Bayesian networks forecast mortalities of patients, where each patient has one record per day. The predictive performance of the stationary model is compared with nonstationary models using the area under the receiver operating characteristics (ROC) curves. RESULTS: The stationary model usually performed best. However, one nonstationary model using large data sets performed significantly better than the stationary model. CONCLUSION: Results suggest that using a combination of stationary and nonstationary models may predict better than using either alone. PMID:11079917

Fluctuations and correlations in modulation instability

NASA Astrophysics Data System (ADS)

Solli, D. R.; Herink, G.; Jalali, B.; Ropers, C.

2012-07-01

Stochastically driven nonlinear processes are responsible for spontaneous pattern formation and instabilities in numerous natural and artificial systems, including well-known examples such as sand ripples, cloud formations, water waves, animal pigmentation and heart rhythms. Technologically, a type of such self-amplification drives free-electron lasers and optical supercontinuum sources whose radiation qualities, however, suffer from the stochastic origins. Through time-resolved observations, we identify intrinsic properties of these fluctuations that are hidden in ensemble measurements. We acquire single-shot spectra of modulation instability produced by laser pulses in glass fibre at megahertz real-time capture rates. The temporally confined nature of the gain physically limits the number of amplified modes, which form an antibunched arrangement as identified from a statistical analysis of the data. These dynamics provide an example of pattern competition and interaction in confined nonlinear systems.

Stochastic generators of multi-site daily temperature: comparison of performances in various applications

NASA Astrophysics Data System (ADS)

Evin, Guillaume; Favre, Anne-Catherine; Hingray, Benoit

2018-02-01

We present a multi-site stochastic model for the generation of average daily temperature, which includes a flexible parametric distribution and a multivariate autoregressive process. Different versions of this model are applied to a set of 26 stations located in Switzerland. The importance of specific statistical characteristics of the model (seasonality, marginal distributions of standardized temperature, spatial and temporal dependence) is discussed. In particular, the proposed marginal distribution is shown to improve the reproduction of extreme temperatures (minima and maxima). We also demonstrate that the frequency and duration of cold spells and heat waves are dramatically underestimated when the autocorrelation of temperature is not taken into account in the model. An adequate representation of these characteristics can be crucial depending on the field of application, and we discuss potential implications in different contexts (agriculture, forestry, hydrology, human health).

Coupling Poisson rectangular pulse and multiplicative microcanonical random cascade models to generate sub-daily precipitation timeseries

NASA Astrophysics Data System (ADS)

Pohle, Ina; Niebisch, Michael; Müller, Hannes; Schümberg, Sabine; Zha, Tingting; Maurer, Thomas; Hinz, Christoph

2018-07-01

To simulate the impacts of within-storm rainfall variabilities on fast hydrological processes, long precipitation time series with high temporal resolution are required. Due to limited availability of observed data such time series are typically obtained from stochastic models. However, most existing rainfall models are limited in their ability to conserve rainfall event statistics which are relevant for hydrological processes. Poisson rectangular pulse models are widely applied to generate long time series of alternating precipitation events durations and mean intensities as well as interstorm period durations. Multiplicative microcanonical random cascade (MRC) models are used to disaggregate precipitation time series from coarse to fine temporal resolution. To overcome the inconsistencies between the temporal structure of the Poisson rectangular pulse model and the MRC model, we developed a new coupling approach by introducing two modifications to the MRC model. These modifications comprise (a) a modified cascade model ("constrained cascade") which preserves the event durations generated by the Poisson rectangular model by constraining the first and last interval of a precipitation event to contain precipitation and (b) continuous sigmoid functions of the multiplicative weights to consider the scale-dependency in the disaggregation of precipitation events of different durations. The constrained cascade model was evaluated in its ability to disaggregate observed precipitation events in comparison to existing MRC models. For that, we used a 20-year record of hourly precipitation at six stations across Germany. The constrained cascade model showed a pronounced better agreement with the observed data in terms of both the temporal pattern of the precipitation time series (e.g. the dry and wet spell durations and autocorrelations) and event characteristics (e.g. intra-event intermittency and intensity fluctuation within events). The constrained cascade model also slightly outperformed the other MRC models with respect to the intensity-frequency relationship. To assess the performance of the coupled Poisson rectangular pulse and constrained cascade model, precipitation events were stochastically generated by the Poisson rectangular pulse model and then disaggregated by the constrained cascade model. We found that the coupled model performs satisfactorily in terms of the temporal pattern of the precipitation time series, event characteristics and the intensity-frequency relationship.

Stochastic Models for Precipitable Water in Convection

NASA Astrophysics Data System (ADS)

Leung, Kimberly

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

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

NASA Astrophysics Data System (ADS)

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

2016-11-01

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

Intermittency inhibited by transport: An exactly solvable model

NASA Astrophysics Data System (ADS)

Zanette, Damián H.

1994-04-01

Transport is incorporated in a discrete-time stochastic model of a system undergoing autocatalytic reactions of the type A-->2A and A-->0, whose population field is known to exhibit spatiotemporal intermittency. The temporal evolution is exactly solved, and it is shown that if the transport process is strong enough, intermittency is inhibited. This inhibition is nonuniform, in the sense that, as transport is strengthened, low-order population moments are affected before the high-order ones. Numerical simulations are presented to support the analytical results.

Groundwater–surface water mixing shifts ecological assembly processes and stimulates organic carbon turnover

PubMed Central

Stegen, James C.; Fredrickson, James K.; Wilkins, Michael J.; Konopka, Allan E.; Nelson, William C.; Arntzen, Evan V.; Chrisler, William B.; Chu, Rosalie K.; Danczak, Robert E.; Fansler, Sarah J.; Kennedy, David W.; Resch, Charles T.; Tfaily, Malak

2016-01-01

Environmental transitions often result in resource mixtures that overcome limitations to microbial metabolism, resulting in biogeochemical hotspots and moments. Riverine systems, where groundwater mixes with surface water (the hyporheic zone), are spatially complex and temporally dynamic, making development of predictive models challenging. Spatial and temporal variations in hyporheic zone microbial communities are a key, but understudied, component of riverine biogeochemical function. Here, to investigate the coupling among groundwater–surface water mixing, microbial communities and biogeochemistry, we apply ecological theory, aqueous biogeochemistry, DNA sequencing and ultra-high-resolution organic carbon profiling to field samples collected across times and locations representing a broad range of mixing conditions. Our results indicate that groundwater–surface water mixing in the hyporheic zone stimulates heterotrophic respiration, alters organic carbon composition, causes ecological processes to shift from stochastic to deterministic and is associated with elevated abundances of microbial taxa that may degrade a broad suite of organic compounds. PMID:27052662

Groundwater-surface water mixing shifts ecological assembly processes and stimulates organic carbon turnover.

PubMed

Stegen, James C; Fredrickson, James K; Wilkins, Michael J; Konopka, Allan E; Nelson, William C; Arntzen, Evan V; Chrisler, William B; Chu, Rosalie K; Danczak, Robert E; Fansler, Sarah J; Kennedy, David W; Resch, Charles T; Tfaily, Malak

2016-04-07

Environmental transitions often result in resource mixtures that overcome limitations to microbial metabolism, resulting in biogeochemical hotspots and moments. Riverine systems, where groundwater mixes with surface water (the hyporheic zone), are spatially complex and temporally dynamic, making development of predictive models challenging. Spatial and temporal variations in hyporheic zone microbial communities are a key, but understudied, component of riverine biogeochemical function. Here, to investigate the coupling among groundwater-surface water mixing, microbial communities and biogeochemistry, we apply ecological theory, aqueous biogeochemistry, DNA sequencing and ultra-high-resolution organic carbon profiling to field samples collected across times and locations representing a broad range of mixing conditions. Our results indicate that groundwater-surface water mixing in the hyporheic zone stimulates heterotrophic respiration, alters organic carbon composition, causes ecological processes to shift from stochastic to deterministic and is associated with elevated abundances of microbial taxa that may degrade a broad suite of organic compounds.

Floral Morphogenesis: Stochastic Explorations of a Gene Network Epigenetic Landscape

PubMed Central

Aldana, Maximino; Benítez, Mariana; Cortes-Poza, Yuriria; Espinosa-Soto, Carlos; Hartasánchez, Diego A.; Lotto, R. Beau; Malkin, David; Escalera Santos, Gerardo J.; Padilla-Longoria, Pablo

2008-01-01

In contrast to the classical view of development as a preprogrammed and deterministic process, recent studies have demonstrated that stochastic perturbations of highly non-linear systems may underlie the emergence and stability of biological patterns. Herein, we address the question of whether noise contributes to the generation of the stereotypical temporal pattern in gene expression during flower development. We modeled the regulatory network of organ identity genes in the Arabidopsis thaliana flower as a stochastic system. This network has previously been shown to converge to ten fixed-point attractors, each with gene expression arrays that characterize inflorescence cells and primordial cells of sepals, petals, stamens, and carpels. The network used is binary, and the logical rules that govern its dynamics are grounded in experimental evidence. We introduced different levels of uncertainty in the updating rules of the network. Interestingly, for a level of noise of around 0.5–10%, the system exhibited a sequence of transitions among attractors that mimics the sequence of gene activation configurations observed in real flowers. We also implemented the gene regulatory network as a continuous system using the Glass model of differential equations, that can be considered as a first approximation of kinetic-reaction equations, but which are not necessarily equivalent to the Boolean model. Interestingly, the Glass dynamics recover a temporal sequence of attractors, that is qualitatively similar, although not identical, to that obtained using the Boolean model. Thus, time ordering in the emergence of cell-fate patterns is not an artifact of synchronous updating in the Boolean model. Therefore, our model provides a novel explanation for the emergence and robustness of the ubiquitous temporal pattern of floral organ specification. It also constitutes a new approach to understanding morphogenesis, providing predictions on the population dynamics of cells with different genetic configurations during development. PMID:18978941

A hybrid continuous-discrete method for stochastic reaction-diffusion processes.

PubMed

Lo, Wing-Cheong; Zheng, Likun; Nie, Qing

2016-09-01

Stochastic fluctuations in reaction-diffusion processes often have substantial effect on spatial and temporal dynamics of signal transductions in complex biological systems. One popular approach for simulating these processes is to divide the system into small spatial compartments assuming that molecules react only within the same compartment and jump between adjacent compartments driven by the diffusion. While the approach is convenient in terms of its implementation, its computational cost may become prohibitive when diffusive jumps occur significantly more frequently than reactions, as in the case of rapid diffusion. Here, we present a hybrid continuous-discrete method in which diffusion is simulated using continuous approximation while reactions are based on the Gillespie algorithm. Specifically, the diffusive jumps are approximated as continuous Gaussian random vectors with time-dependent means and covariances, allowing use of a large time step, even for rapid diffusion. By considering the correlation among diffusive jumps, the approximation is accurate for the second moment of the diffusion process. In addition, a criterion is obtained for identifying the region in which such diffusion approximation is required to enable adaptive calculations for better accuracy. Applications to a linear diffusion system and two nonlinear systems of morphogens demonstrate the effectiveness and benefits of the new hybrid method.

Stochastic Oscillation in Self-Organized Critical States of Small Systems: Sensitive Resting State in Neural Systems

NASA Astrophysics Data System (ADS)

Wang, Sheng-Jun; Ouyang, Guang; Guang, Jing; Zhang, Mingsha; Wong, K. Y. Michael; Zhou, Changsong

2016-01-01

Self-organized critical states (SOCs) and stochastic oscillations (SOs) are simultaneously observed in neural systems, which appears to be theoretically contradictory since SOCs are characterized by scale-free avalanche sizes but oscillations indicate typical scales. Here, we show that SOs can emerge in SOCs of small size systems due to temporal correlation between large avalanches at the finite-size cutoff, resulting from the accumulation-release process in SOCs. In contrast, the critical branching process without accumulation-release dynamics cannot exhibit oscillations. The reconciliation of SOCs and SOs is demonstrated both in the sandpile model and robustly in biologically plausible neuronal networks. The oscillations can be suppressed if external inputs eliminate the prominent slow accumulation process, providing a potential explanation of the widely studied Berger effect or event-related desynchronization in neural response. The features of neural oscillations and suppression are confirmed during task processing in monkey eye-movement experiments. Our results suggest that finite-size, columnar neural circuits may play an important role in generating neural oscillations around the critical states, potentially enabling functional advantages of both SOCs and oscillations for sensitive response to transient stimuli.

Stochastic Models for Precipitable Water in Convection

NASA Astrophysics Data System (ADS)

Leung, Kimberly

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

On the intrinsic timescales of temporal variability in measurements of the surface solar radiation

NASA Astrophysics Data System (ADS)

Bengulescu, Marc; Blanc, Philippe; Wald, Lucien

2018-01-01

This study is concerned with the intrinsic temporal scales of the variability in the surface solar irradiance (SSI). The data consist of decennial time series of daily means of the SSI obtained from high-quality measurements of the broadband solar radiation impinging on a horizontal plane at ground level, issued from different Baseline Surface Radiation Network (BSRN) ground stations around the world. First, embedded oscillations sorted in terms of increasing timescales of the data are extracted by empirical mode decomposition (EMD). Next, Hilbert spectral analysis is applied to obtain an amplitude-modulation-frequency-modulation (AM-FM) representation of the data. The time-varying nature of the characteristic timescales of variability, along with the variations in the signal intensity, are thus revealed. A novel, adaptive null hypothesis based on the general statistical characteristics of noise is employed in order to discriminate between the different features of the data, those that have a deterministic origin and those being realizations of various stochastic processes. The data have a significant spectral peak corresponding to the yearly variability cycle and feature quasi-stochastic high-frequency variability components, irrespective of the geographical location or of the local climate. Moreover, the amplitude of this latter feature is shown to be modulated by variations in the yearly cycle, which is indicative of nonlinear multiplicative cross-scale couplings. The study has possible implications on the modeling and the forecast of the surface solar radiation, by clearly discriminating the deterministic from the quasi-stochastic character of the data, at different local timescales.

Modeling precipitation-runoff relationships to determine water yield from a ponderosa pine forest watershed

Treesearch

Assefa S. Desta

2006-01-01

A stochastic precipitation-runoff modeling is used to estimate a cold and warm-seasons water yield from a ponderosa pine forested watershed in the north-central Arizona. The model consists of two parts namely, simulation of the temporal and spatial distribution of precipitation using a stochastic, event-based approach and estimation of water yield from the watershed...

A theoretically consistent stochastic cascade for temporal disaggregation of intermittent rainfall

NASA Astrophysics Data System (ADS)

Lombardo, F.; Volpi, E.; Koutsoyiannis, D.; Serinaldi, F.

2017-06-01

Generating fine-scale time series of intermittent rainfall that are fully consistent with any given coarse-scale totals is a key and open issue in many hydrological problems. We propose a stationary disaggregation method that simulates rainfall time series with given dependence structure, wet/dry probability, and marginal distribution at a target finer (lower-level) time scale, preserving full consistency with variables at a parent coarser (higher-level) time scale. We account for the intermittent character of rainfall at fine time scales by merging a discrete stochastic representation of intermittency and a continuous one of rainfall depths. This approach yields a unique and parsimonious mathematical framework providing general analytical formulations of mean, variance, and autocorrelation function (ACF) for a mixed-type stochastic process in terms of mean, variance, and ACFs of both continuous and discrete components, respectively. To achieve the full consistency between variables at finer and coarser time scales in terms of marginal distribution and coarse-scale totals, the generated lower-level series are adjusted according to a procedure that does not affect the stochastic structure implied by the original model. To assess model performance, we study rainfall process as intermittent with both independent and dependent occurrences, where dependence is quantified by the probability that two consecutive time intervals are dry. In either case, we provide analytical formulations of main statistics of our mixed-type disaggregation model and show their clear accordance with Monte Carlo simulations. An application to rainfall time series from real world is shown as a proof of concept.

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

PubMed

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

2012-06-01

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

3D replicon distributions arise from stochastic initiation and domino-like DNA replication progression

PubMed Central

Löb, D.; Lengert, N.; Chagin, V. O.; Reinhart, M.; Casas-Delucchi, C. S.; Cardoso, M. C.; Drossel, B.

2016-01-01

DNA replication dynamics in cells from higher eukaryotes follows very complex but highly efficient mechanisms. However, the principles behind initiation of potential replication origins and emergence of typical patterns of nuclear replication sites remain unclear. Here, we propose a comprehensive model of DNA replication in human cells that is based on stochastic, proximity-induced replication initiation. Critical model features are: spontaneous stochastic firing of individual origins in euchromatin and facultative heterochromatin, inhibition of firing at distances below the size of chromatin loops and a domino-like effect by which replication forks induce firing of nearby origins. The model reproduces the empirical temporal and chromatin-related properties of DNA replication in human cells. We advance the one-dimensional DNA replication model to a spatial model by taking into account chromatin folding in the nucleus, and we are able to reproduce the spatial and temporal characteristics of the replication foci distribution throughout S-phase. PMID:27052359

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.

Stochastic Analysis of Reaction–Diffusion Processes

PubMed Central

Hu, Jifeng; Kang, Hye-Won

2013-01-01

Reaction and diffusion processes are used to model chemical and biological processes over a wide range of spatial and temporal scales. Several routes to the diffusion process at various levels of description in time and space are discussed and the master equation for spatially discretized systems involving reaction and diffusion is developed. We discuss an estimator for the appropriate compartment size for simulating reaction–diffusion systems and introduce a measure of fluctuations in a discretized system. We then describe a new computational algorithm for implementing a modified Gillespie method for compartmental systems in which reactions are aggregated into equivalence classes and computational cells are searched via an optimized tree structure. Finally, we discuss several examples that illustrate the issues that have to be addressed in general systems. PMID:23719732

Stochastical analysis of surfactant-enhanced remediation of denser-than-water nonaqueous phase liquid (DNAPL)-contaminated soils.

PubMed

Zhang, Renduo; Wood, A Lynn; Enfield, Carl G; Jeong, Seung-Woo

2003-01-01

Stochastical analysis was performed to assess the effect of soil spatial variability and heterogeneity on the recovery of denser-than-water nonaqueous phase liquids (DNAPL) during the process of surfactant-enhanced remediation. UTCHEM, a three-dimensional, multicomponent, multiphase, compositional model, was used to simulate water flow and chemical transport processes in heterogeneous soils. Soil spatial variability and heterogeneity were accounted for by considering the soil permeability as a spatial random variable and a geostatistical method was used to generate random distributions of the permeability. The randomly generated permeability fields were incorporated into UTCHEM to simulate DNAPL transport in heterogeneous media and stochastical analysis was conducted based on the simulated results. From the analysis, an exponential relationship between average DNAPL recovery and soil heterogeneity (defined as the standard deviation of log of permeability) was established with a coefficient of determination (r2) of 0.991, which indicated that DNAPL recovery decreased exponentially with increasing soil heterogeneity. Temporal and spatial distributions of relative saturations in the water phase, DNAPL, and microemulsion in heterogeneous soils were compared with those in homogeneous soils and related to soil heterogeneity. Cleanup time and uncertainty to determine DNAPL distributions in heterogeneous soils were also quantified. The study would provide useful information to design strategies for the characterization and remediation of nonaqueous phase liquid-contaminated soils with spatial variability and heterogeneity.

Delayed-feedback chimera states: Forced multiclusters and stochastic resonance

NASA Astrophysics Data System (ADS)

Semenov, V.; Zakharova, A.; Maistrenko, Y.; Schöll, E.

2016-07-01

A nonlinear oscillator model with negative time-delayed feedback is studied numerically under external deterministic and stochastic forcing. It is found that in the unforced system complex partial synchronization patterns like chimera states as well as salt-and-pepper-like solitary states arise on the route from regular dynamics to spatio-temporal chaos. The control of the dynamics by external periodic forcing is demonstrated by numerical simulations. It is shown that one-cluster and multi-cluster chimeras can be achieved by adjusting the external forcing frequency to appropriate resonance conditions. If a stochastic component is superimposed to the deterministic external forcing, chimera states can be induced in a way similar to stochastic resonance, they appear, therefore, in regimes where they do not exist without noise.

Neural Correlates of Auditory Figure-Ground Segregation Based on Temporal Coherence

PubMed Central

Teki, Sundeep; Barascud, Nicolas; Picard, Samuel; Payne, Christopher; Griffiths, Timothy D.; Chait, Maria

2016-01-01

To make sense of natural acoustic environments, listeners must parse complex mixtures of sounds that vary in frequency, space, and time. Emerging work suggests that, in addition to the well-studied spectral cues for segregation, sensitivity to temporal coherence—the coincidence of sound elements in and across time—is also critical for the perceptual organization of acoustic scenes. Here, we examine pre-attentive, stimulus-driven neural processes underlying auditory figure-ground segregation using stimuli that capture the challenges of listening in complex scenes where segregation cannot be achieved based on spectral cues alone. Signals (“stochastic figure-ground”: SFG) comprised a sequence of brief broadband chords containing random pure tone components that vary from 1 chord to another. Occasional tone repetitions across chords are perceived as “figures” popping out of a stochastic “ground.” Magnetoencephalography (MEG) measurement in naïve, distracted, human subjects revealed robust evoked responses, commencing from about 150 ms after figure onset that reflect the emergence of the “figure” from the randomly varying “ground.” Neural sources underlying this bottom-up driven figure-ground segregation were localized to planum temporale, and the intraparietal sulcus, demonstrating that this area, outside the “classic” auditory system, is also involved in the early stages of auditory scene analysis.” PMID:27325682

Evolution of a plastic quantitative trait in an age-structured population in a fluctuating environment.

PubMed

Engen, Steinar; Lande, Russell; Saether, Bernt-Erik

2011-10-01

We analyze weak fluctuating selection on a quantitative character in an age-structured population not subject to density regulation. We assume that early in the first year of life before selection, during a critical state of development, environments exert a plastic effect on the phenotype, which remains constant throughout the life of an individual. Age-specific selection on the character affects survival and fecundity, which have intermediate optima subject to temporal environmental fluctuations with directional selection in some age classes as special cases. Weighting individuals by their reproductive value, as suggested by Fisher, we show that the expected response per year in the weighted mean character has the same form as for models with no age structure. Environmental stochasticity generates stochastic fluctuations in the weighted mean character following a first-order autoregressive model with a temporally autocorrelated noise term and stationary variance depending on the amount of phenotypic plasticity. The parameters of the process are simple weighted averages of parameters used to describe age-specific survival and fecundity. The "age-specific selective weights" are related to the stable distribution of reproductive values among age classes. This allows partitioning of the change in the weighted mean character into age-specific components. © 2011 The Author(s). Evolution© 2011 The Society for the Study of Evolution.

Neural Correlates of Auditory Figure-Ground Segregation Based on Temporal Coherence.

PubMed

Teki, Sundeep; Barascud, Nicolas; Picard, Samuel; Payne, Christopher; Griffiths, Timothy D; Chait, Maria

2016-09-01

To make sense of natural acoustic environments, listeners must parse complex mixtures of sounds that vary in frequency, space, and time. Emerging work suggests that, in addition to the well-studied spectral cues for segregation, sensitivity to temporal coherence-the coincidence of sound elements in and across time-is also critical for the perceptual organization of acoustic scenes. Here, we examine pre-attentive, stimulus-driven neural processes underlying auditory figure-ground segregation using stimuli that capture the challenges of listening in complex scenes where segregation cannot be achieved based on spectral cues alone. Signals ("stochastic figure-ground": SFG) comprised a sequence of brief broadband chords containing random pure tone components that vary from 1 chord to another. Occasional tone repetitions across chords are perceived as "figures" popping out of a stochastic "ground." Magnetoencephalography (MEG) measurement in naïve, distracted, human subjects revealed robust evoked responses, commencing from about 150 ms after figure onset that reflect the emergence of the "figure" from the randomly varying "ground." Neural sources underlying this bottom-up driven figure-ground segregation were localized to planum temporale, and the intraparietal sulcus, demonstrating that this area, outside the "classic" auditory system, is also involved in the early stages of auditory scene analysis." © The Author 2016. Published by Oxford University Press.

Quantifying Temporal Genomic Erosion in Endangered Species.

PubMed

Díez-Del-Molino, David; Sánchez-Barreiro, Fatima; Barnes, Ian; Gilbert, M Thomas P; Dalén, Love

2018-03-01

Many species have undergone dramatic population size declines over the past centuries. Although stochastic genetic processes during and after such declines are thought to elevate the risk of extinction, comparative analyses of genomic data from several endangered species suggest little concordance between genome-wide diversity and current population sizes. This is likely because species-specific life-history traits and ancient bottlenecks overshadow the genetic effect of recent demographic declines. Therefore, we advocate that temporal sampling of genomic data provides a more accurate approach to quantify genetic threats in endangered species. Specifically, genomic data from predecline museum specimens will provide valuable baseline data that enable accurate estimation of recent decreases in genome-wide diversity, increases in inbreeding levels, and accumulation of deleterious genetic variation. Copyright © 2017 Elsevier Ltd. All rights reserved.

The role of stochastic storms on hillslope runoff generation and connectivity in a dryland basin

NASA Astrophysics Data System (ADS)

Michaelides, K.; Singer, M. B.; Mudd, S. M.

2016-12-01

Despite low annual rainfall, dryland basins can generate significant surface runoff during certain rainstorms, which can cause flash flooding and high rates of erosion. However, it remains challenging to anticipate the nature and frequency of runoff generation in hydrological systems which are driven by spatially and temporally stochastic rainstorms. In particular, the stochasticity of rainfall presents challenges to simulating the hydrological response of dryland basins and understanding flow connectivity from hillslopes to the channel. Here we simulate hillslope runoff generation using rainfall characteristics produced by a simple stochastic rainfall generator, which is based on a rich rainfall dataset from the Walnut Gulch Experimental Watershed (WGEW) in Arizona, USA. We assess hillslope runoff generation using the hydrological model, COUP2D, driven by a subset of characteristic output from multiple ensembles of decadal monsoonal rainfall from the stochastic rainfall generator. The rainfall generator operates across WGEW by simulating storms with areas smaller than the basin and enables explicit characterization of rainfall characteristics at any location. We combine the characteristics of rainfall intensity and duration with data on rainstorm area and location to model the surface runoff properties (depth, velocity, duration, distance downslope) on a range of hillslopes within the basin derived from LiDAR analysis. We also analyze connectivity of flow from hillslopes to the channel for various combinations of hillslopes and storms. This approach provides a framework for understanding spatial and temporal dynamics of runoff generation and connectivity that is faithful to the hydrological characteristics of dryland environments.

Temporal variability of spectro-temporal receptive fields in the anesthetized auditory cortex.

PubMed

Meyer, Arne F; Diepenbrock, Jan-Philipp; Ohl, Frank W; Anemüller, Jörn

2014-01-01

Temporal variability of neuronal response characteristics during sensory stimulation is a ubiquitous phenomenon that may reflect processes such as stimulus-driven adaptation, top-down modulation or spontaneous fluctuations. It poses a challenge to functional characterization methods such as the receptive field, since these often assume stationarity. We propose a novel method for estimation of sensory neurons' receptive fields that extends the classic static linear receptive field model to the time-varying case. Here, the long-term estimate of the static receptive field serves as the mean of a probabilistic prior distribution from which the short-term temporally localized receptive field may deviate stochastically with time-varying standard deviation. The derived corresponding generalized linear model permits robust characterization of temporal variability in receptive field structure also for highly non-Gaussian stimulus ensembles. We computed and analyzed short-term auditory spectro-temporal receptive field (STRF) estimates with characteristic temporal resolution 5-30 s based on model simulations and responses from in total 60 single-unit recordings in anesthetized Mongolian gerbil auditory midbrain and cortex. Stimulation was performed with short (100 ms) overlapping frequency-modulated tones. Results demonstrate identification of time-varying STRFs, with obtained predictive model likelihoods exceeding those from baseline static STRF estimation. Quantitative characterization of STRF variability reveals a higher degree thereof in auditory cortex compared to midbrain. Cluster analysis indicates that significant deviations from the long-term static STRF are brief, but reliably estimated. We hypothesize that the observed variability more likely reflects spontaneous or state-dependent internal fluctuations that interact with stimulus-induced processing, rather than experimental or stimulus design.

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

PubMed Central

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

2011-01-01

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

Space-time-modulated stochastic processes

NASA Astrophysics Data System (ADS)

Giona, Massimiliano

2017-10-01

Starting from the physical problem associated with the Lorentzian transformation of a Poisson-Kac process in inertial frames, the concept of space-time-modulated stochastic processes is introduced for processes possessing finite propagation velocity. This class of stochastic processes provides a two-way coupling between the stochastic perturbation acting on a physical observable and the evolution of the physical observable itself, which in turn influences the statistical properties of the stochastic perturbation during its evolution. The definition of space-time-modulated processes requires the introduction of two functions: a nonlinear amplitude modulation, controlling the intensity of the stochastic perturbation, and a time-horizon function, which modulates its statistical properties, providing irreducible feedback between the stochastic perturbation and the physical observable influenced by it. The latter property is the peculiar fingerprint of this class of models that makes them suitable for extension to generic curved-space times. Considering Poisson-Kac processes as prototypical examples of stochastic processes possessing finite propagation velocity, the balance equations for the probability density functions associated with their space-time modulations are derived. Several examples highlighting the peculiarities of space-time-modulated processes are thoroughly analyzed.

Simultaneous stochastic inversion for geomagnetic main field and secular variation. I - A large-scale inverse problem

NASA Technical Reports Server (NTRS)

Bloxham, Jeremy

1987-01-01

The method of stochastic inversion is extended to the simultaneous inversion of both main field and secular variation. In the present method, the time dependency is represented by an expansion in Legendre polynomials, resulting in a simple diagonal form for the a priori covariance matrix. The efficient preconditioned Broyden-Fletcher-Goldfarb-Shanno algorithm is used to solve the large system of equations resulting from expansion of the field spatially to spherical harmonic degree 14 and temporally to degree 8. Application of the method to observatory data spanning the 1900-1980 period results in a data fit of better than 30 nT, while providing temporally and spatially smoothly varying models of the magnetic field at the core-mantle boundary.

Developing population models with data from marked individuals

USGS Publications Warehouse

Hae Yeong Ryu,; Kevin T. Shoemaker,; Eva Kneip,; Anna Pidgeon,; Patricia Heglund,; Brooke Bateman,; Thogmartin, Wayne E.; Reşit Akçakaya,

2016-01-01

Population viability analysis (PVA) is a powerful tool for biodiversity assessments, but its use has been limited because of the requirements for fully specified population models such as demographic structure, density-dependence, environmental stochasticity, and specification of uncertainties. Developing a fully specified population model from commonly available data sources – notably, mark–recapture studies – remains complicated due to lack of practical methods for estimating fecundity, true survival (as opposed to apparent survival), natural temporal variability in both survival and fecundity, density-dependence in the demographic parameters, and uncertainty in model parameters. We present a general method that estimates all the key parameters required to specify a stochastic, matrix-based population model, constructed using a long-term mark–recapture dataset. Unlike standard mark–recapture analyses, our approach provides estimates of true survival rates and fecundities, their respective natural temporal variabilities, and density-dependence functions, making it possible to construct a population model for long-term projection of population dynamics. Furthermore, our method includes a formal quantification of parameter uncertainty for global (multivariate) sensitivity analysis. We apply this approach to 9 bird species and demonstrate the feasibility of using data from the Monitoring Avian Productivity and Survivorship (MAPS) program. Bias-correction factors for raw estimates of survival and fecundity derived from mark–recapture data (apparent survival and juvenile:adult ratio, respectively) were non-negligible, and corrected parameters were generally more biologically reasonable than their uncorrected counterparts. Our method allows the development of fully specified stochastic population models using a single, widely available data source, substantially reducing the barriers that have until now limited the widespread application of PVA. This method is expected to greatly enhance our understanding of the processes underlying population dynamics and our ability to analyze viability and project trends for species of conservation concern.

Seasonal change of topology and resilience of ecological networks in wetlandscapes

NASA Astrophysics Data System (ADS)

Bin, Kim; Park, Jeryang

2017-04-01

Wetlands distributed in a landscape provide various ecosystem services including habitat for flora and fauna, hydrologic controls, and biogeochemical processes. Hydrologic regime of each wetland at a given landscape varies by hydro-climatic and geological conditions as well as the bathymetry, forming a certain pattern in the wetland area distribution and spatial organization. However, its large-scale pattern also changes over time as this wetland complex is subject to stochastic hydro-climatic forcing in various temporal scales. Consequently, temporal variation in the spatial structure of wetlands inevitably affects the dispersal ability of species depending on those wetlands as habitat. Here, we numerically show (1) the spatiotemporal variation of wetlandscapes by forcing seasonally changing stochastic rainfall and (2) the corresponding ecological networks which either deterministically or stochastically forming the dispersal ranges. We selected four vernal pool regions with distinct climate conditions in California. The results indicate that the spatial structure of wetlands in a landscape by measuring the wetland area frequency distribution changes by seasonal hydro-climatic condition but eventually recovers to the initial state. However, the corresponding ecological networks, which the structure and function change by the change of distances between wetlands, and measured by degree distribution and network efficiency, may not recover to the initial state especially in the regions with high seasonal dryness index. Moreover, we observed that the changes in both the spatial structure of wetlands in a landscape and the corresponding ecological networks exhibit hysteresis over seasons. Our analysis indicates that the hydrologic and ecological resilience of a wetlandcape may be low in a dry region with seasonal hydro-climatic forcing. Implications of these results for modelling ecological networks depending on hydrologic systems especially for conservation purposes are discussed.

Discrimination of acoustic communication signals by grasshoppers (Chorthippus biguttulus): temporal resolution, temporal integration, and the impact of intrinsic noise.

PubMed

Ronacher, Bernhard; Wohlgemuth, Sandra; Vogel, Astrid; Krahe, Rüdiger

2008-08-01

A characteristic feature of hearing systems is their ability to resolve both fast and subtle amplitude modulations of acoustic signals. This applies also to grasshoppers, which for mate identification rely mainly on the characteristic temporal patterns of their communication signals. Usually the signals arriving at a receiver are contaminated by various kinds of noise. In addition to extrinsic noise, intrinsic noise caused by stochastic processes within the nervous system contributes to making signal recognition a difficult task. The authors asked to what degree intrinsic noise affects temporal resolution and, particularly, the discrimination of similar acoustic signals. This study aims at exploring the neuronal basis for sexual selection, which depends on exploiting subtle differences between basically similar signals. Applying a metric, by which the similarities of spike trains can be assessed, the authors investigated how well the communication signals of different individuals of the same species could be discriminated and correctly classified based on the responses of auditory neurons. This spike train metric yields clues to the optimal temporal resolution with which spike trains should be evaluated. (c) 2008 APA, all rights reserved

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.

A hybrid continuous-discrete method for stochastic reaction–diffusion processes

PubMed Central

Zheng, Likun; Nie, Qing

2016-01-01

Stochastic fluctuations in reaction–diffusion processes often have substantial effect on spatial and temporal dynamics of signal transductions in complex biological systems. One popular approach for simulating these processes is to divide the system into small spatial compartments assuming that molecules react only within the same compartment and jump between adjacent compartments driven by the diffusion. While the approach is convenient in terms of its implementation, its computational cost may become prohibitive when diffusive jumps occur significantly more frequently than reactions, as in the case of rapid diffusion. Here, we present a hybrid continuous-discrete method in which diffusion is simulated using continuous approximation while reactions are based on the Gillespie algorithm. Specifically, the diffusive jumps are approximated as continuous Gaussian random vectors with time-dependent means and covariances, allowing use of a large time step, even for rapid diffusion. By considering the correlation among diffusive jumps, the approximation is accurate for the second moment of the diffusion process. In addition, a criterion is obtained for identifying the region in which such diffusion approximation is required to enable adaptive calculations for better accuracy. Applications to a linear diffusion system and two nonlinear systems of morphogens demonstrate the effectiveness and benefits of the new hybrid method. PMID:27703710

Revealing transient strain in geodetic data with Gaussian process regression

NASA Astrophysics Data System (ADS)

Hines, T. T.; Hetland, E. A.

2018-03-01

Transient strain derived from global navigation satellite system (GNSS) data can be used to detect and understand geophysical processes such as slow slip events and post-seismic deformation. Here we propose using Gaussian process regression (GPR) as a tool for estimating transient strain from GNSS data. GPR is a non-parametric, Bayesian method for interpolating scattered data. In our approach, we assume a stochastic prior model for transient displacements. The prior describes how much we expect transient displacements to covary spatially and temporally. A posterior estimate of transient strain is obtained by differentiating the posterior transient displacements, which are formed by conditioning the prior with the GNSS data. As a demonstration, we use GPR to detect transient strain resulting from slow slip events in the Pacific Northwest. Maximum likelihood methods are used to constrain a prior model for transient displacements in this region. The temporal covariance of our prior model is described by a compact Wendland covariance function, which significantly reduces the computational burden that can be associated with GPR. Our results reveal the spatial and temporal evolution of strain from slow slip events. We verify that the transient strain estimated with GPR is in fact geophysical signal by comparing it to the seismic tremor that is associated with Pacific Northwest slow slip events.

Hermite-Hadamard type inequality for φ{sub h}-convex stochastic processes

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

Sarıkaya, Mehmet Zeki, E-mail: sarikayamz@gmail.com; Kiriş, Mehmet Eyüp, E-mail: kiris@aku.edu.tr; Çelik, Nuri, E-mail: ncelik@bartin.edu.tr

2016-04-18

The main aim of the present paper is to introduce φ{sub h}-convex stochastic processes and we investigate main properties of these mappings. Moreover, we prove the Hadamard-type inequalities for φ{sub h}-convex stochastic processes. We also give some new general inequalities for φ{sub h}-convex stochastic processes.

Combining cellular automata and Lattice Boltzmann method to model multiscale avascular tumor growth coupled with nutrient diffusion and immune competition.

PubMed

Alemani, Davide; Pappalardo, Francesco; Pennisi, Marzio; Motta, Santo; Brusic, Vladimir

2012-02-28

In the last decades the Lattice Boltzmann method (LB) has been successfully used to simulate a variety of processes. The LB model describes the microscopic processes occurring at the cellular level and the macroscopic processes occurring at the continuum level with a unique function, the probability distribution function. Recently, it has been tried to couple deterministic approaches with probabilistic cellular automata (probabilistic CA) methods with the aim to model temporal evolution of tumor growths and three dimensional spatial evolution, obtaining hybrid methodologies. Despite the good results attained by CA-PDE methods, there is one important issue which has not been completely solved: the intrinsic stochastic nature of the interactions at the interface between cellular (microscopic) and continuum (macroscopic) level. CA methods are able to cope with the stochastic phenomena because of their probabilistic nature, while PDE methods are fully deterministic. Even if the coupling is mathematically correct, there could be important statistical effects that could be missed by the PDE approach. For such a reason, to be able to develop and manage a model that takes into account all these three level of complexity (cellular, molecular and continuum), we believe that PDE should be replaced with a statistic and stochastic model based on the numerical discretization of the Boltzmann equation: The Lattice Boltzmann (LB) method. In this work we introduce a new hybrid method to simulate tumor growth and immune system, by applying Cellular Automata Lattice Boltzmann (CA-LB) approach. Copyright © 2011 Elsevier B.V. All rights reserved.

Non-Gaussian Multi-resolution Modeling of Magnetosphere-Ionosphere Coupling Processes

NASA Astrophysics Data System (ADS)

Fan, M.; Paul, D.; Lee, T. C. M.; Matsuo, T.

2016-12-01

The most dynamic coupling between the magnetosphere and ionosphere occurs in the Earth's polar atmosphere. Our objective is to model scale-dependent stochastic characteristics of high-latitude ionospheric electric fields that originate from solar wind magnetosphere-ionosphere interactions. The Earth's high-latitude ionospheric electric field exhibits considerable variability, with increasing non-Gaussian characteristics at decreasing spatio-temporal scales. Accurately representing the underlying stochastic physical process through random field modeling is crucial not only for scientific understanding of the energy, momentum and mass exchanges between the Earth's magnetosphere and ionosphere, but also for modern technological systems including telecommunication, navigation, positioning and satellite tracking. While a lot of efforts have been made to characterize the large-scale variability of the electric field in the context of Gaussian processes, no attempt has been made so far to model the small-scale non-Gaussian stochastic process observed in the high-latitude ionosphere. We construct a novel random field model using spherical needlets as building blocks. The double localization of spherical needlets in both spatial and frequency domains enables the model to capture the non-Gaussian and multi-resolutional characteristics of the small-scale variability. The estimation procedure is computationally feasible due to the utilization of an adaptive Gibbs sampler. We apply the proposed methodology to the computational simulation output from the Lyon-Fedder-Mobarry (LFM) global magnetohydrodynamics (MHD) magnetosphere model. Our non-Gaussian multi-resolution model results in characterizing significantly more energy associated with the small-scale ionospheric electric field variability in comparison to Gaussian models. By accurately representing unaccounted-for additional energy and momentum sources to the Earth's upper atmosphere, our novel random field modeling approach will provide a viable remedy to the current numerical models' systematic biases resulting from the underestimation of high-latitude energy and momentum sources.

Integrating Sediment Connectivity into Water Resources Management Trough a Graph Theoretic, Stochastic Modeling Framework.

NASA Astrophysics Data System (ADS)

Schmitt, R. J. P.; Castelletti, A.; Bizzi, S.

2014-12-01

Understanding sediment transport processes at the river basin scale, their temporal spectra and spatial patterns is key to identify and minimize morphologic risks associated to channel adjustments processes. This work contributes a stochastic framework for modeling bed-load connectivity based on recent advances in the field (e.g., Bizzi & Lerner, 2013; Czubas & Foufoulas-Georgiu, 2014). It presents river managers with novel indicators from reach scale vulnerability to channel adjustment in large river networks with sparse hydrologic and sediment observations. The framework comprises three steps. First, based on a distributed hydrological model and remotely sensed information, the framework identifies a representative grain size class for each reach. Second, sediment residence time distributions are calculated for each reach in a Monte-Carlo approach applying standard sediment transport equations driven by local hydraulic conditions. Third, a network analysis defines the up- and downstream connectivity for various travel times resulting in characteristic up/downstream connectivity signatures for each reach. Channel vulnerability indicators quantify the imbalance between up/downstream connectivity for each travel time domain, representing process dependent latency of morphologic response. Last, based on the stochastic core of the model, a sensitivity analysis identifies drivers of change and major sources of uncertainty in order to target key detrimental processes and to guide effective gathering of additional data. The application, limitation and integration into a decision analytic framework is demonstrated for a major part of the Red River Basin in Northern Vietnam (179.000 km2). Here, a plethora of anthropic alterations ranging from large reservoir construction to land-use changes results in major downstream deterioration and calls for deriving concerted sediment management strategies to mitigate current and limit future morphologic alterations.

A diffusion perspective on temporal networks: A case study on a supermarket

NASA Astrophysics Data System (ADS)

Deng, Shiguo; Qiu, Lu; Yang, Yue; Yang, Huijie

2016-01-01

From a large amount of records, one can extract behavioral characteristics of a social system at different scales. Theoretically, it can help us to know how the global behavior of a social system is formed from individual activities. Practically, it can be used to optimize and even to control the social system. Complicated relationships between the individuals form a network, which evolves with time. The behavior of the system can be accordingly understood in the framework of temporal network. In the present paper, instead of focusing on microscopic structures, we develop a framework to investigate temporal networks from the viewpoint of diffusion process, in which each snapshot network is divided into groups and the ID number of the group a node belongs to is used to measure its state. By this way trajectories of the nodes form an ensemble of realizations of a stochastic process. As an illustration, we investigate the diffusion behavior of a supermarket. One can find that with the increase of time the customers cluster and separate into different groups. Meanwhile, the system evolves in a significant order way, instead of a complete random one.

Quantum stochastic calculus associated with quadratic quantum noises

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

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

2016-02-15

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

Risk assessment in fractured porous media with particular reference to water catchments

NASA Astrophysics Data System (ADS)

Enzenhoefer, R.; Helmig, R.; Nowak, W.; Binning, P. J.

2009-04-01

About 75% of the drinking water in Germany is drawn from groundwater. Karstic features can enhance the migration of contaminants to well fields, thus causing an elevated risk of contamination. In order to delineate well-head protection zones, the karstic flow and transport processes have to be understood and areas of high vulnerability have to be known from the perspective of a water constructor or manager. The trend in European legislation is to require probabilistic risk analysis in water supply management (see Water Safety Plan [WHO]). This will require to assess the 50 day line, and other indicators for well vulnerability, within stochastic frameworks. Also, the economic principles of risk (expected damage) minimization or cost/benefit optimization require probabilistic assessment of well vulnerability and well down time after contamination. The aim of this study is to provide a quantitative probabilistic approach to assess well vulnerability in a karstic system, meeting the future needs of water managers and expected legal requirements. To this end, we use a risk concept based on the four intrinsic well-vulnerability measures by Frind [2006], and transfer them to a probabilistic framework. The four vulnerability criteria are: (1)The time between a spill event and peak concentration arrival at the well, (2)The level of peak concentration relative to the spill concentration, (3)The time to breach a threshold concentration (e.g. drinking-water standard) and (4)The time of exposure (i.e., the time during which the threshold concentration is exceeded). This information helps the water manager to prioritize quantitatively the most sensitive areas with the highest risk to the well. To these areas the most efficient protection measures can be applied. Also, contamination sites can be ranked in the relevance of their remediation necessity. In order to model flow and transport processes in a karstic system, the aquifer has to be represented by a stochastic model concept. As a consequence, the four vulnerability criteria are assessed stochastically. The stochastic approach increases computational costs. As a counter-measure, we approximate the transient contaminant transport process by a higher-order expansion in the temporal moments of breakthrough, which we simulate directly from steady-state moment-generating equations [Harvey and Gorelick, 1995]. The computational time saved by the approximation in transient behaviour is then available for stochastic modelling. For further computational savings, we adopt the reverse formulation of well contamination. With the help of a geostatistical fracture-matrix generator [here: Silberhorn-Hemminger, 2002] we generate artificial fractured-matrix systems, representing the mean characteristic karst properties (e.g. fracture density, etc.) within the study area or any artificial aquifer domain. In a Monte Carlo approach, an ensemble of 1000 fracture-matrix systems are randomly generated, and the flow and transport processes are calculated in DuMuX as a one phase two component model. With an inverse formulation of the steady-state transport problem, the capture zone of the well can be calculated for each realization. The mean arrival time at the well may be calculated directly from the first temporal moment equation. Peak contamination level, peak arrival time, threshold arrival time and exposure time require more information than merely the first temporal moment. In order to reconstruct dispersive contaminant dilution and the shape of the breakthrough curve, the second central temporal moment equation (and higher order moment equations) are applied. Then, by statistical analysis of the ensemble results, all four intrinsic well vulnerability measures can be calculated. The final protection area outlines are given by the maximum acceptable risk level for a water manager towards its water supply from the catchment perspective. To validate our approach for a real case scenario, the whole risk concept will later be transferred to a study area, which is located on the Swabian Alb northeast of Ulm at the border to Bavaria. The project partner "Landeswasserversorgung" supplies approx. 60 million m³ groundwater per year for about 3 million inhabitants in the state of Baden-Wuerttemberg, including Stuttgart. Most of the aquifer is Upper Jurassic (Malm) and some parts are Quaternary. For a better understanding of the geological setting and the validation of the model, field tests (tracer tests etc.) can be suggested and optimized by optimal design techniques. Literature: Frind, E.O., Molson, J.W., and Rudolph D.L., "Well Vulnerability: A Quantitative Approach for Source Water Protection", Groundwater, Vol. 44, 2006 Harvey and Gorelick, "Temporal moment-generating equations: Modeling transport and mass transfer in heterogeneous aquifers", Water Resources Research, Vol. 31, No.8, Pages 1895-1911, 1995 Hemminger, A., Neunhäuserer, L. and R. Helmig, "The Reliability of a Stochastic Fracture Generator", ModelCARE 99: International Conference on Calibration and Reliability in Groundwater Modeling - Coping with uncertainty (20. - 23. September 1999, ETH Zurich, Switzerland). IAHS Redbook, Zürich, Schweiz, 2000 World Health Organisation (WHO), „Water Safety plans: Managing drinking-water quality from catchment to consumer", prepared by Annette Davison, Guy Howard, Melita Stevens, Phil Callan, Lorna Fewtrell, Dan Deere and Jamie Bartram, 2005 http://www.who.int/water_sanitation_health/dwq/wsp0506/en/index.html

Rainfall Stochastic models

NASA Astrophysics Data System (ADS)

Campo, M. A.; Lopez, J. J.; Rebole, J. P.

2012-04-01

This work was carried out in north of Spain. San Sebastian A meteorological station, where there are available precipitation records every ten minutes was selected. Precipitation data covers from October of 1927 to September of 1997. Pulse models describe the temporal process of rainfall as a succession of rainy cells, main storm, whose origins are distributed in time according to a Poisson process and a secondary process that generates a random number of cells of rain within each storm. Among different pulse models, the Bartlett-Lewis was used. On the other hand, alternative renewal processes and Markov chains describe the way in which the process will evolve in the future depending only on the current state. Therefore they are nor dependant on past events. Two basic processes are considered when describing the occurrence of rain: the alternation of wet and dry periods and temporal distribution of rainfall in each rain event, which determines the rainwater collected in each of the intervals that make up the rain. This allows the introduction of alternative renewal processes and Markov chains of three states, where interstorm time is given by either of the two dry states, short or long. Thus, the stochastic model of Markov chains tries to reproduce the basis of pulse models: the succession of storms, each one composed for a series of rain, separated by a short interval of time without theoretical complexity of these. In a first step, we analyzed all variables involved in the sequential process of the rain: rain event duration, event duration of non-rain, average rainfall intensity in rain events, and finally, temporal distribution of rainfall within the rain event. Additionally, for pulse Bartlett-Lewis model calibration, main descriptive statistics were calculated for each month, considering the process of seasonal rainfall in each month. In a second step, both models were calibrated. Finally, synthetic series were simulated with calibration parameters; series were recorded every ten minutes and hourly, aggregated. Preliminary results show adequate simulation of the main features of rain. Main variables are well simulated for time series of ten minutes, also over one hour precipitation time series, which are those that generate higher rainfall hydrologic design. For coarse scales, less than one hour, rainfall durations are not appropriate under the simulation. A hypothesis may be an excessive number of simulated events, which causes further fragmentation of storms, resulting in an excess of rain "short" (less than 1 hour), and therefore also among rain events, compared with the ones that occur in the actual series.

Mean field analysis of a spatial stochastic model of a gene regulatory network.

PubMed

Sturrock, M; Murray, P J; Matzavinos, A; Chaplain, M A J

2015-10-01

A gene regulatory network may be defined as a collection of DNA segments which interact with each other indirectly through their RNA and protein products. Such a network is said to contain a negative feedback loop if its products inhibit gene transcription, and a positive feedback loop if a gene product promotes its own production. Negative feedback loops can create oscillations in mRNA and protein levels while positive feedback loops are primarily responsible for signal amplification. It is often the case in real biological systems that both negative and positive feedback loops operate in parameter regimes that result in low copy numbers of gene products. In this paper we investigate the spatio-temporal dynamics of a single feedback loop in a eukaryotic cell. We first develop a simplified spatial stochastic model of a canonical feedback system (either positive or negative). Using a Gillespie's algorithm, we compute sample trajectories and analyse their corresponding statistics. We then derive a system of equations that describe the spatio-temporal evolution of the stochastic means. Subsequently, we examine the spatially homogeneous case and compare the results of numerical simulations with the spatially explicit case. Finally, using a combination of steady-state analysis and data clustering techniques, we explore model behaviour across a subregion of the parameter space that is difficult to access experimentally and compare the parameter landscape of our spatio-temporal and spatially-homogeneous models.

Tomographic reconstruction of atmospheric turbulence with the use of time-dependent stochastic inversion.

PubMed

Vecherin, Sergey N; Ostashev, Vladimir E; Ziemann, A; Wilson, D Keith; Arnold, K; Barth, M

2007-09-01

Acoustic travel-time tomography allows one to reconstruct temperature and wind velocity fields in the atmosphere. In a recently published paper [S. Vecherin et al., J. Acoust. Soc. Am. 119, 2579 (2006)], a time-dependent stochastic inversion (TDSI) was developed for the reconstruction of these fields from travel times of sound propagation between sources and receivers in a tomography array. TDSI accounts for the correlation of temperature and wind velocity fluctuations both in space and time and therefore yields more accurate reconstruction of these fields in comparison with algebraic techniques and regular stochastic inversion. To use TDSI, one needs to estimate spatial-temporal covariance functions of temperature and wind velocity fluctuations. In this paper, these spatial-temporal covariance functions are derived for locally frozen turbulence which is a more general concept than a widely used hypothesis of frozen turbulence. The developed theory is applied to reconstruction of temperature and wind velocity fields in the acoustic tomography experiment carried out by University of Leipzig, Germany. The reconstructed temperature and velocity fields are presented and errors in reconstruction of these fields are studied.

A comparative study of mixed exponential and Weibull distributions in a stochastic model replicating a tropical rainfall process

NASA Astrophysics Data System (ADS)

Abas, Norzaida; Daud, Zalina M.; Yusof, Fadhilah

2014-11-01

A stochastic rainfall model is presented for the generation of hourly rainfall data in an urban area in Malaysia. In view of the high temporal and spatial variability of rainfall within the tropical rain belt, the Spatial-Temporal Neyman-Scott Rectangular Pulse model was used. The model, which is governed by the Neyman-Scott process, employs a reasonable number of parameters to represent the physical attributes of rainfall. A common approach is to attach each attribute to a mathematical distribution. With respect to rain cell intensity, this study proposes the use of a mixed exponential distribution. The performance of the proposed model was compared to a model that employs the Weibull distribution. Hourly and daily rainfall data from four stations in the Damansara River basin in Malaysia were used as input to the models, and simulations of hourly series were performed for an independent site within the basin. The performance of the models was assessed based on how closely the statistical characteristics of the simulated series resembled the statistics of the observed series. The findings obtained based on graphical representation revealed that the statistical characteristics of the simulated series for both models compared reasonably well with the observed series. However, a further assessment using the AIC, BIC and RMSE showed that the proposed model yields better results. The results of this study indicate that for tropical climates, the proposed model, using a mixed exponential distribution, is the best choice for generation of synthetic data for ungauged sites or for sites with insufficient data within the limit of the fitted region.

Stochastic Controls on Nitrate Transport and Cycling

NASA Astrophysics Data System (ADS)

Botter, G.; Settin, T.; Alessi Celegon, E.; Marani, M.; Rinaldo, A.

2005-12-01

In this paper, the impact of nutrient inputs on basin-scale nitrates losses is investigated in a probabilistic framework by means of a continuous, geomorphologically based, Montecarlo approach, which explicitly tackles the random character of the processes controlling nitrates generation, transformation and transport in river basins. This is obtained by coupling the stochastic generation of climatic and rainfall series with simplified hydrologic and biogeochemical models operating at the hillslope scale. Special attention is devoted to the spatial and temporal variability of nitrogen sources of agricultural origin and to the effect of temporally distributed rainfall fields on the ensuing nitrates leaching. The influence of random climatic variables on bio-geochemical processes affecting the nitrogen cycle in the soil-water system (e.g. plant uptake, nitrification and denitrification, mineralization), is also considered. The approach developed has been applied to a catchment located in North-Eastern Italy and is used to provide probabilistic estimates of the NO_3 load transferred downstream, which is received and accumulated in the Venice lagoon. We found that the nitrogen load introduced by fertilizations significantly affects the pdf of the nitrates content in the soil moisture, leading to prolonged risks of increased nitrates leaching from soil. The model allowed the estimation of the impact of different practices on the probabilistic structure of the basin-scale hydrologic and chemical response. As a result, the return period of the water volumes and of the nitrates loads released into the Venice lagoon has been linked directly to the ongoing climatic, pluviometric and agricultural regimes, with relevant implications for environmental planning activities aimed at achieving sustainable management practices.

Multiple mechanisms of early plant community assembly with stochasticity driving the process.

PubMed

Marteinsdóttir, Bryndís; Svavarsdóttir, Kristín; Thórhallsdóttir, Thóra Ellen

2018-01-01

Initial plant establishment is one of the most critical phases in ecosystem development, where an early suite of physical (environmental filtering), biological (seed limitation, species interactions) and stochastic factors may affect successional trajectories and rates. While functional traits are commonly used to study processes that influence plant community assembly in late successional communities, few studies have applied them to primary succession. The objective here was to determine the importance of these factors in shaping early plant community assembly on a glacial outwash plain, Skeiðarársandur, in SE Iceland using a trait based approach. We used data on vascular plant assemblages at two different spatial scales (community and neighborhood) sampled in 2005 and 2012, and compiled a dataset on seven functional traits linked to species dispersal abilities, establishment, and persistence for all species within these assemblages. Trait-based null model analyses were used to determine the processes that influenced plant community assembly from the regional species pool into local communities, and to determine if the importance of these processes in community assembly was dependent on local environment or changed with time. On the community scale, for most traits, random processes dominated the assembly from the regional species pool. However, in some communities, there was evidence of non-random assembly in relation to traits linked to species dispersal abilities, persistence, and establishment. On the neighborhood scale, assembly was mostly random. The relative importance of different processes varied spatially and temporally and the variation was linked to local soil conditions. While stochasticity dominated assembly patterns of our early successional communities, there was evidence of both seed limitation and environmental filtering. Our results indicated that as soil conditions improved, environmental constraints on assembly became weaker and the assembly became more dependent on species availability. © 2017 by the Ecological Society of America.

Dynamic state estimation based on Poisson spike trains—towards a theory of optimal encoding

NASA Astrophysics Data System (ADS)

Susemihl, Alex; Meir, Ron; Opper, Manfred

2013-03-01

Neurons in the nervous system convey information to higher brain regions by the generation of spike trains. An important question in the field of computational neuroscience is how these sensory neurons encode environmental information in a way which may be simply analyzed by subsequent systems. Many aspects of the form and function of the nervous system have been understood using the concepts of optimal population coding. Most studies, however, have neglected the aspect of temporal coding. Here we address this shortcoming through a filtering theory of inhomogeneous Poisson processes. We derive exact relations for the minimal mean squared error of the optimal Bayesian filter and, by optimizing the encoder, obtain optimal codes for populations of neurons. We also show that a class of non-Markovian, smooth stimuli are amenable to the same treatment, and provide results for the filtering and prediction error which hold for a general class of stochastic processes. This sets a sound mathematical framework for a population coding theory that takes temporal aspects into account. It also formalizes a number of studies which discussed temporal aspects of coding using time-window paradigms, by stating them in terms of correlation times and firing rates. We propose that this kind of analysis allows for a systematic study of temporal coding and will bring further insights into the nature of the neural code.

Decoherence in yeast cell populations and its implications for genome-wide expression noise.

PubMed

Briones, M R S; Bosco, F

2009-01-20

Gene expression "noise" is commonly defined as the stochastic variation of gene expression levels in different cells of the same population under identical growth conditions. Here, we tested whether this "noise" is amplified with time, as a consequence of decoherence in global gene expression profiles (genome-wide microarrays) of synchronized cells. The stochastic component of transcription causes fluctuations that tend to be amplified as time progresses, leading to a decay of correlations of expression profiles, in perfect analogy with elementary relaxation processes. Measuring decoherence, defined here as a decay in the auto-correlation function of yeast genome-wide expression profiles, we found a slowdown in the decay of correlations, opposite to what would be expected if, as in mixing systems, correlations decay exponentially as the equilibrium state is reached. Our results indicate that the populational variation in gene expression (noise) is a consequence of temporal decoherence, in which the slow decay of correlations is a signature of strong interdependence of the transcription dynamics of different genes.

Verification and Planning for Stochastic Processes with Asynchronous Events

DTIC Science & Technology

2005-01-01

Massachusetts: The MIT Press. Bratley, Paul , Bennett L. Fox, and Linus E. Schrage. 1987. A Guide to Simulation. 2nd ed. Berlin: Springer. BIBLIOGRAPHY...π,τ〉 o δ(te −∞) Here, δ(t − t0) is the Dirac delta function (Dirac 1927 , p. 625) with the property that ∫ x −∞ δ(t − t0) dt is 0 for x < t0 and 1 for...no. 3: 207–226. Bernstein, Arthur and Paul K. Harter, Jr. 1981. Proving real-time properties of programs with temporal logic. In Proceedings of the

Microdosimetry: Principles and applications

PubMed Central

Santa Cruz, Gustavo A.

2016-01-01

Aim to present the most important aspects of Microdosimetry, a research field in radiation biophysics. Background microdosimetry is the branch of radiation biophysics that systematically studies the spatial, temporal and spectral aspects of the stochastic nature of the energy deposition processes in microscopic structures. Materials and Methods we briefly review its history, the people, the formalism and the theories and devices that allowed researchers to begin to understand the true nature of radiation action on living matter. Results and Conclusions we outline some of its applications, especially to Boron Neutron Capture Therapy, attempting to explain the biological effectiveness of the boron thermal neutron capture reaction. PMID:26933397

Mechanisms for the target patterns formation in a stochastic bistable excitable medium

NASA Astrophysics Data System (ADS)

Verisokin, Andrey Yu.; Verveyko, Darya V.; Postnov, Dmitry E.

2018-04-01

We study the features of formation and evolution of spatiotemporal chaotic regime generated by autonomous pacemakers in excitable deterministic and stochastic bistable active media using the example of the FitzHugh - Nagumo biological neuron model under discrete medium conditions. The following possible mechanisms for the formation of autonomous pacemakers have been studied: 1) a temporal external force applied to a small region of the medium, 2) geometry of the solution region (the medium contains regions with Dirichlet or Neumann boundaries). In our work we explore the conditions for the emergence of pacemakers inducing target patterns in a stochastic bistable excitable system and propose the algorithm for their analysis.

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

PubMed

Tian, Tianhai

2010-03-01

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

High-Dimensional Bayesian Geostatistics

PubMed Central

Banerjee, Sudipto

2017-01-01

With the growing capabilities of Geographic Information Systems (GIS) and user-friendly software, statisticians today routinely encounter geographically referenced data containing observations from a large number of spatial locations and time points. Over the last decade, hierarchical spatiotemporal process models have become widely deployed statistical tools for researchers to better understand the complex nature of spatial and temporal variability. However, fitting hierarchical spatiotemporal models often involves expensive matrix computations with complexity increasing in cubic order for the number of spatial locations and temporal points. This renders such models unfeasible for large data sets. This article offers a focused review of two methods for constructing well-defined highly scalable spatiotemporal stochastic processes. Both these processes can be used as “priors” for spatiotemporal random fields. The first approach constructs a low-rank process operating on a lower-dimensional subspace. The second approach constructs a Nearest-Neighbor Gaussian Process (NNGP) that ensures sparse precision matrices for its finite realizations. Both processes can be exploited as a scalable prior embedded within a rich hierarchical modeling framework to deliver full Bayesian inference. These approaches can be described as model-based solutions for big spatiotemporal datasets. The models ensure that the algorithmic complexity has ~ n floating point operations (flops), where n the number of spatial locations (per iteration). We compare these methods and provide some insight into their methodological underpinnings. PMID:29391920

High-Dimensional Bayesian Geostatistics.

PubMed

Banerjee, Sudipto

2017-06-01

With the growing capabilities of Geographic Information Systems (GIS) and user-friendly software, statisticians today routinely encounter geographically referenced data containing observations from a large number of spatial locations and time points. Over the last decade, hierarchical spatiotemporal process models have become widely deployed statistical tools for researchers to better understand the complex nature of spatial and temporal variability. However, fitting hierarchical spatiotemporal models often involves expensive matrix computations with complexity increasing in cubic order for the number of spatial locations and temporal points. This renders such models unfeasible for large data sets. This article offers a focused review of two methods for constructing well-defined highly scalable spatiotemporal stochastic processes. Both these processes can be used as "priors" for spatiotemporal random fields. The first approach constructs a low-rank process operating on a lower-dimensional subspace. The second approach constructs a Nearest-Neighbor Gaussian Process (NNGP) that ensures sparse precision matrices for its finite realizations. Both processes can be exploited as a scalable prior embedded within a rich hierarchical modeling framework to deliver full Bayesian inference. These approaches can be described as model-based solutions for big spatiotemporal datasets. The models ensure that the algorithmic complexity has ~ n floating point operations (flops), where n the number of spatial locations (per iteration). We compare these methods and provide some insight into their methodological underpinnings.

Pluviometric characterization of the Coca river basin by using a stochastic rainfall model

NASA Astrophysics Data System (ADS)

González-Zeas, Dunia; Chávez-Jiménez, Adriadna; Coello-Rubio, Xavier; Correa, Ángel; Martínez-Codina, Ángela

2014-05-01

An adequate design of the hydraulic infrastructures, as well as, the prediction and simulation of a river basin require historical records with a greater temporal and spatial resolution. However, the lack of an extensive network of precipitation data, the short time scale data and the incomplete information provided by the available rainfall stations limit the analysis and design of complex hydraulic engineering systems. As a consequence, it is necessary to develop new quantitative tools in order to face this obstacle imposed by ungauged or poorly gauged basins. In this context, the use of a spatial-temporal rainfall model allows to simulate the historical behavior of the precipitation and at the same time, to obtain long-term synthetic series that preserve the extremal behavior. This paper provides a characterization of the precipitation in the Coca river basin located in Ecuador by using RainSim V3, a robust and well tested stochastic rainfall model based on a spatial-temporal Neyman-Scott rectangular pulses process. A preliminary consistency analysis of the historical rainfall data available has been done in order to identify climatic regions with similar precipitation behavior patterns. Mean and maximum yearly and monthly fields of precipitation of high resolution spaced grids have been obtained through the use of interpolation techniques. According to the climatological similarity, long time series of daily temporal resolution of precipitation have been generated in order to evaluate the model skill in capturing the structure of daily observed precipitation. The results show a good performance of the model in reproducing very well the gross statistics, including the extreme values of rainfall at daily scale. The spatial pattern represented by the observed and simulated precipitation fields highlights the existence of two important regions characterized by different pluviometric comportment, with lower precipitation in the upper part of the basin and higher precipitation in the lower part of the basin.

Learning Orthographic Structure With Sequential Generative Neural Networks.

PubMed

Testolin, Alberto; Stoianov, Ivilin; Sperduti, Alessandro; Zorzi, Marco

2016-04-01

Learning the structure of event sequences is a ubiquitous problem in cognition and particularly in language. One possible solution is to learn a probabilistic generative model of sequences that allows making predictions about upcoming events. Though appealing from a neurobiological standpoint, this approach is typically not pursued in connectionist modeling. Here, we investigated a sequential version of the restricted Boltzmann machine (RBM), a stochastic recurrent neural network that extracts high-order structure from sensory data through unsupervised generative learning and can encode contextual information in the form of internal, distributed representations. We assessed whether this type of network can extract the orthographic structure of English monosyllables by learning a generative model of the letter sequences forming a word training corpus. We show that the network learned an accurate probabilistic model of English graphotactics, which can be used to make predictions about the letter following a given context as well as to autonomously generate high-quality pseudowords. The model was compared to an extended version of simple recurrent networks, augmented with a stochastic process that allows autonomous generation of sequences, and to non-connectionist probabilistic models (n-grams and hidden Markov models). We conclude that sequential RBMs and stochastic simple recurrent networks are promising candidates for modeling cognition in the temporal domain. Copyright © 2015 Cognitive Science Society, Inc.

A User-Oriented Methodology for DInSAR Time Series Analysis and Interpretation: Landslides and Subsidence Case Studies

NASA Astrophysics Data System (ADS)

Notti, Davide; Calò, Fabiana; Cigna, Francesca; Manunta, Michele; Herrera, Gerardo; Berti, Matteo; Meisina, Claudia; Tapete, Deodato; Zucca, Francesco

2015-11-01

Recent advances in multi-temporal Differential Synthetic Aperture Radar (SAR) Interferometry (DInSAR) have greatly improved our capability to monitor geological processes. Ground motion studies using DInSAR require both the availability of good quality input data and rigorous approaches to exploit the retrieved Time Series (TS) at their full potential. In this work we present a methodology for DInSAR TS analysis, with particular focus on landslides and subsidence phenomena. The proposed methodology consists of three main steps: (1) pre-processing, i.e., assessment of a SAR Dataset Quality Index (SDQI) (2) post-processing, i.e., application of empirical/stochastic methods to improve the TS quality, and (3) trend analysis, i.e., comparative implementation of methodologies for automatic TS analysis. Tests were carried out on TS datasets retrieved from processing of SAR imagery acquired by different radar sensors (i.e., ERS-1/2 SAR, RADARSAT-1, ENVISAT ASAR, ALOS PALSAR, TerraSAR-X, COSMO-SkyMed) using advanced DInSAR techniques (i.e., SqueeSAR™, PSInSAR™, SPN and SBAS). The obtained values of SDQI are discussed against the technical parameters of each data stack (e.g., radar band, number of SAR scenes, temporal coverage, revisiting time), the retrieved coverage of the DInSAR results, and the constraints related to the characterization of the investigated geological processes. Empirical and stochastic approaches were used to demonstrate how the quality of the TS can be improved after the SAR processing, and examples are discussed to mitigate phase unwrapping errors, and remove regional trends, noise and anomalies. Performance assessment of recently developed methods of trend analysis (i.e., PS-Time, Deviation Index and velocity TS) was conducted on two selected study areas in Northern Italy affected by land subsidence and landslides. Results show that the automatic detection of motion trends enhances the interpretation of DInSAR data, since it provides an objective picture of the deformation behaviour recorded through TS and therefore contributes to the understanding of the on-going geological processes.

Feynman-Kac formula for stochastic hybrid systems.

PubMed

Bressloff, Paul C

2017-01-01

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

Fast Quantum Algorithm for Predicting Descriptive Statistics of Stochastic Processes

NASA Technical Reports Server (NTRS)

Williams Colin P.

1999-01-01

Stochastic processes are used as a modeling tool in several sub-fields of physics, biology, and finance. Analytic understanding of the long term behavior of such processes is only tractable for very simple types of stochastic processes such as Markovian processes. However, in real world applications more complex stochastic processes often arise. In physics, the complicating factor might be nonlinearities; in biology it might be memory effects; and in finance is might be the non-random intentional behavior of participants in a market. In the absence of analytic insight, one is forced to understand these more complex stochastic processes via numerical simulation techniques. In this paper we present a quantum algorithm for performing such simulations. In particular, we show how a quantum algorithm can predict arbitrary descriptive statistics (moments) of N-step stochastic processes in just O(square root of N) time. That is, the quantum complexity is the square root of the classical complexity for performing such simulations. This is a significant speedup in comparison to the current state of the art.

The temporal program of chromosome replication: genomewide replication in clb5{Delta} Saccharomyces cerevisiae.

PubMed

McCune, Heather J; Danielson, Laura S; Alvino, Gina M; Collingwood, David; Delrow, Jeffrey J; Fangman, Walton L; Brewer, Bonita J; Raghuraman, M K

2008-12-01

Temporal regulation of origin activation is widely thought to explain the pattern of early- and late-replicating domains in the Saccharomyces cerevisiae genome. Recently, single-molecule analysis of replication suggested that stochastic processes acting on origins with different probabilities of activation could generate the observed kinetics of replication without requiring an underlying temporal order. To distinguish between these possibilities, we examined a clb5Delta strain, where origin firing is largely limited to the first half of S phase, to ask whether all origins nonspecifically show decreased firing (as expected for disordered firing) or if only some origins ("late" origins) are affected. Approximately half the origins in the mutant genome show delayed replication while the remainder replicate largely on time. The delayed regions can encompass hundreds of kilobases and generally correspond to regions that replicate late in wild-type cells. Kinetic analysis of replication in wild-type cells reveals broad windows of origin firing for both early and late origins. Our results are consistent with a temporal model in which origins can show some heterogeneity in both time and probability of origin firing, but clustering of temporally like origins nevertheless yields a genome that is organized into blocks showing different replication times.

Discrimination of particulate matter emission sources using stochastic methods

NASA Astrophysics Data System (ADS)

Szczurek, Andrzej; Maciejewska, Monika; Wyłomańska, Agnieszka; Sikora, Grzegorz; Balcerek, Michał; Teuerle, Marek

2016-12-01

Particulate matter (PM) is one of the criteria pollutants which has been determined as harmful to public health and the environment. For this reason the ability to recognize its emission sources is very important. There are a number of measurement methods which allow to characterize PM in terms of concentration, particles size distribution, and chemical composition. All these information are useful to establish a link between the dust found in the air, its emission sources and influence on human as well as the environment. However, the methods are typically quite sophisticated and not applicable outside laboratories. In this work, we considered PM emission source discrimination method which is based on continuous measurements of PM concentration with a relatively cheap instrument and stochastic analysis of the obtained data. The stochastic analysis is focused on the temporal variation of PM concentration and it involves two steps: (1) recognition of the category of distribution for the data i.e. stable or the domain of attraction of stable distribution and (2) finding best matching distribution out of Gaussian, stable and normal-inverse Gaussian (NIG). We examined six PM emission sources. They were associated with material processing in industrial environment, namely machining and welding aluminum, forged carbon steel and plastic with various tools. As shown by the obtained results, PM emission sources may be distinguished based on statistical distribution of PM concentration variations. Major factor responsible for the differences detectable with our method was the type of material processing and the tool applied. In case different materials were processed by the same tool the distinction of emission sources was difficult. For successful discrimination it was crucial to consider size-segregated mass fraction concentrations. In our opinion the presented approach is very promising. It deserves further study and development.

Stochastic simulation of spatially correlated geo-processes

USGS Publications Warehouse

Christakos, G.

1987-01-01

In this study, developments in the theory of stochastic simulation are discussed. The unifying element is the notion of Radon projection in Euclidean spaces. This notion provides a natural way of reconstructing the real process from a corresponding process observable on a reduced dimensionality space, where analysis is theoretically easier and computationally tractable. Within this framework, the concept of space transformation is defined and several of its properties, which are of significant importance within the context of spatially correlated processes, are explored. The turning bands operator is shown to follow from this. This strengthens considerably the theoretical background of the geostatistical method of simulation, and some new results are obtained in both the space and frequency domains. The inverse problem is solved generally and the applicability of the method is extended to anisotropic as well as integrated processes. Some ill-posed problems of the inverse operator are discussed. Effects of the measurement error and impulses at origin are examined. Important features of the simulated process as described by geomechanical laws, the morphology of the deposit, etc., may be incorporated in the analysis. The simulation may become a model-dependent procedure and this, in turn, may provide numerical solutions to spatial-temporal geologic models. Because the spatial simu??lation may be technically reduced to unidimensional simulations, various techniques of generating one-dimensional realizations are reviewed. To link theory and practice, an example is computed in detail. ?? 1987 International Association for Mathematical Geology.

Allee effects and the spatial dynamics of a locally endangered butterfly, the high brown fritillary (Argynnis adippe).

PubMed

Bonsall, Michael B; Dooley, Claire A; Kasparson, Anna; Brereton, Tom; Roy, David B; Thomas, Jeremy A

2014-01-01

Conservation of endangered species necessitates a full appreciation of the ecological processes affecting the regulation, limitation, and persistence of populations. These processes are influenced by birth, death, and dispersal events, and characterizing them requires careful accounting of both the deterministic and stochastic processes operating at both local and regional population levels. We combined ecological theory and observations on Allee effects by linking mathematical analysis and the spatial and temporal population dynamics patterns of a highly endangered butterfly, the high brown fritillary, Argynnis adippe. Our theoretical analysis showed that the role of density-dependent feedbacks in the presence of local immigration can influence the strength of Allee effects. Linking this theory to the analysis of the population data revealed strong evidence for both negative density dependence and Allee effects at the landscape or regional scale. These regional dynamics are predicted to be highly influenced by immigration. Using a Bayesian state-space approach, we characterized the local-scale births, deaths, and dispersal effects together with measurement and process uncertainty in the metapopulation. Some form of an Allee effect influenced almost three-quarters of these local populations. Our joint analysis of the deterministic and stochastic dynamics suggests that a conservation priority for this species would be to increase resource availability in currently occupied and, more importantly, in unoccupied sites.

Stochastic model to forecast ground-level ozone concentration at urban and rural areas.

PubMed

Dueñas, C; Fernández, M C; Cañete, S; Carretero, J; Liger, E

2005-12-01

Stochastic models that estimate the ground-level ozone concentrations in air at an urban and rural sampling points in South-eastern Spain have been developed. Studies of temporal series of data, spectral analyses of temporal series and ARIMA models have been used. The ARIMA model (1,0,0) x (1,0,1)24 satisfactorily predicts hourly ozone concentrations in the urban area. The ARIMA (2,1,1) x (0,1,1)24 has been developed for the rural area. In both sampling points, predictions of hourly ozone concentrations agree reasonably well with measured values. However, the prediction of hourly ozone concentrations in the rural point appears to be better than that of the urban point. The performance of ARIMA models suggests that this kind of modelling can be suitable for ozone concentrations forecasting.

High-resolution stochastic generation of extreme rainfall intensity for urban drainage modelling applications

NASA Astrophysics Data System (ADS)

Peleg, Nadav; Blumensaat, Frank; Molnar, Peter; Fatichi, Simone; Burlando, Paolo

2016-04-01

Urban drainage response is highly dependent on the spatial and temporal structure of rainfall. Therefore, measuring and simulating rainfall at a high spatial and temporal resolution is a fundamental step to fully assess urban drainage system reliability and related uncertainties. This is even more relevant when considering extreme rainfall events. However, the current space-time rainfall models have limitations in capturing extreme rainfall intensity statistics for short durations. Here, we use the STREAP (Space-Time Realizations of Areal Precipitation) model, which is a novel stochastic rainfall generator for simulating high-resolution rainfall fields that preserve the spatio-temporal structure of rainfall and its statistical characteristics. The model enables a generation of rain fields at 102 m and minute scales in a fast and computer-efficient way matching the requirements for hydrological analysis of urban drainage systems. The STREAP model was applied successfully in the past to generate high-resolution extreme rainfall intensities over a small domain. A sub-catchment in the city of Luzern (Switzerland) was chosen as a case study to: (i) evaluate the ability of STREAP to disaggregate extreme rainfall intensities for urban drainage applications; (ii) assessing the role of stochastic climate variability of rainfall in flow response and (iii) evaluate the degree of non-linearity between extreme rainfall intensity and system response (i.e. flow) for a small urban catchment. The channel flow at the catchment outlet is simulated by means of a calibrated hydrodynamic sewer model.

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

PubMed Central

2010-01-01

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

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

PubMed

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

2010-12-01

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

Suppression of population transport and control of exciton distributions by entangled photons

PubMed Central

Schlawin, Frank; Dorfman, Konstantin E.; Fingerhut, Benjamin P.; Mukamel, Shaul

2013-01-01

Entangled photons provide an important tool for secure quantum communication, computing and lithography. Low intensity requirements for multi-photon processes make them idealy suited for minimizing damage in imaging applications. Here we show how their unique temporal and spectral features may be used in nonlinear spectroscopy to reveal properties of multiexcitons in chromophore aggregates. Simulations demostrate that they provide unique control tools for two-exciton states in the bacterial reaction centre of Blastochloris viridis. Population transport in the intermediate single-exciton manifold may be suppressed by the absorption of photon pairs with short entanglement time, thus allowing the manipulation of the distribution of two-exciton states. The quantum nature of the light is essential for achieving this degree of control, which cannot be reproduced by stochastic or chirped light. Classical light is fundamentally limited by the frequency-time uncertainty, whereas entangled photons have independent temporal and spectral characteristics not subjected to this uncertainty. PMID:23653194

Rayleigh instability at small length scales.

PubMed

Gopan, Nandu; Sathian, Sarith P

2014-09-01

The Rayleigh instability (also called the Plateau-Rayleigh instability) of a nanosized liquid propane thread is investigated using molecular dynamics (MD). The validity of classical predictions at small length scales is verified by comparing the temporal evolution of liquid thread simulated by MD against classical predictions. Previous works have shown that thermal fluctuations become dominant at small length scales. The role and influence of the stochastic nature of thermal fluctuations in determining the instability at small length scale is also investigated. Thermal fluctuations are seen to dominate and accelerate the breakup process only during the last stages of breakup. The simulations also reveal that the breakup profile of nanoscale threads undergo modification due to reorganization of molecules by the evaporation-condensation process.

Multitime correlation functions in nonclassical stochastic processes

NASA Astrophysics Data System (ADS)

Krumm, F.; Sperling, J.; Vogel, W.

2016-06-01

A general method is introduced for verifying multitime quantum correlations through the characteristic function of the time-dependent P functional that generalizes the Glauber-Sudarshan P function. Quantum correlation criteria are derived which identify quantum effects for an arbitrary number of points in time. The Magnus expansion is used to visualize the impact of the required time ordering, which becomes crucial in situations when the interaction problem is explicitly time dependent. We show that the latter affects the multi-time-characteristic function and, therefore, the temporal evolution of the nonclassicality. As an example, we apply our technique to an optical parametric process with a frequency mismatch. The resulting two-time-characteristic function yields full insight into the two-time quantum correlation properties of such a system.

Stochastic Community Assembly: Does It Matter in Microbial Ecology?

PubMed

Zhou, Jizhong; Ning, Daliang

2017-12-01

Understanding the mechanisms controlling community diversity, functions, succession, and biogeography is a central, but poorly understood, topic in ecology, particularly in microbial ecology. Although stochastic processes are believed to play nonnegligible roles in shaping community structure, their importance relative to deterministic processes is hotly debated. The importance of ecological stochasticity in shaping microbial community structure is far less appreciated. Some of the main reasons for such heavy debates are the difficulty in defining stochasticity and the diverse methods used for delineating stochasticity. Here, we provide a critical review and synthesis of data from the most recent studies on stochastic community assembly in microbial ecology. We then describe both stochastic and deterministic components embedded in various ecological processes, including selection, dispersal, diversification, and drift. We also describe different approaches for inferring stochasticity from observational diversity patterns and highlight experimental approaches for delineating ecological stochasticity in microbial communities. In addition, we highlight research challenges, gaps, and future directions for microbial community assembly research. Copyright © 2017 American Society for Microbiology.

PRODIGEN: visualizing the probability landscape of stochastic gene regulatory networks in state and time space.

PubMed

Ma, Chihua; Luciani, Timothy; Terebus, Anna; Liang, Jie; Marai, G Elisabeta

2017-02-15

Visualizing the complex probability landscape of stochastic gene regulatory networks can further biologists' understanding of phenotypic behavior associated with specific genes. We present PRODIGEN (PRObability DIstribution of GEne Networks), a web-based visual analysis tool for the systematic exploration of probability distributions over simulation time and state space in such networks. PRODIGEN was designed in collaboration with bioinformaticians who research stochastic gene networks. The analysis tool combines in a novel way existing, expanded, and new visual encodings to capture the time-varying characteristics of probability distributions: spaghetti plots over one dimensional projection, heatmaps of distributions over 2D projections, enhanced with overlaid time curves to display temporal changes, and novel individual glyphs of state information corresponding to particular peaks. We demonstrate the effectiveness of the tool through two case studies on the computed probabilistic landscape of a gene regulatory network and of a toggle-switch network. Domain expert feedback indicates that our visual approach can help biologists: 1) visualize probabilities of stable states, 2) explore the temporal probability distributions, and 3) discover small peaks in the probability landscape that have potential relation to specific diseases.

Review of applications for SIMDEUM, a stochastic drinking water demand model with a small temporal and spatial scale

NASA Astrophysics Data System (ADS)

Blokker, Mirjam; Agudelo-Vera, Claudia; Moerman, Andreas; van Thienen, Peter; Pieterse-Quirijns, Ilse

2017-04-01

Many researchers have developed drinking water demand models with various temporal and spatial scales. A limited number of models is available at a temporal scale of 1 s and a spatial scale of a single home. The reasons for building these models were described in the papers in which the models were introduced, along with a discussion on their potential applications. However, the predicted applications are seldom re-examined. SIMDEUM, a stochastic end-use model for drinking water demand, has often been applied in research and practice since it was developed. We are therefore re-examining its applications in this paper. SIMDEUM's original purpose was to calculate maximum demands in order to design self-cleaning networks. Yet, the model has been useful in many more applications. This paper gives an overview of the many fields of application for SIMDEUM and shows where this type of demand model is indispensable and where it has limited practical value. This overview also leads to an understanding of the requirements for demand models in various applications.

Predicting evolutionary rescue via evolving plasticity in stochastic environments

PubMed Central

Baskett, Marissa L.

2016-01-01

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

Stochastic architecture for Hopfield neural nets

NASA Technical Reports Server (NTRS)

Pavel, Sandy

1992-01-01

An expandable stochastic digital architecture for recurrent (Hopfield like) neural networks is proposed. The main features and basic principles of stochastic processing are presented. The stochastic digital architecture is based on a chip with n full interconnected neurons with a pipeline, bit processing structure. For large applications, a flexible way to interconnect many such chips is provided.

Temporal acceleration of spatially distributed kinetic Monte Carlo simulations

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

Chatterjee, Abhijit; Vlachos, Dionisios G.

The computational intensity of kinetic Monte Carlo (KMC) simulation is a major impediment in simulating large length and time scales. In recent work, an approximate method for KMC simulation of spatially uniform systems, termed the binomial {tau}-leap method, was introduced [A. Chatterjee, D.G. Vlachos, M.A. Katsoulakis, Binomial distribution based {tau}-leap accelerated stochastic simulation, J. Chem. Phys. 122 (2005) 024112], where molecular bundles instead of individual processes are executed over coarse-grained time increments. This temporal coarse-graining can lead to significant computational savings but its generalization to spatially lattice KMC simulation has not been realized yet. Here we extend the binomial {tau}-leapmore » method to lattice KMC simulations by combining it with spatially adaptive coarse-graining. Absolute stability and computational speed-up analyses for spatial systems along with simulations provide insights into the conditions where accuracy and substantial acceleration of the new spatio-temporal coarse-graining method are ensured. Model systems demonstrate that the r-time increment criterion of Chatterjee et al. obeys the absolute stability limit for values of r up to near 1.« less

Coupled stochastic spatial and non-spatial simulations of ErbB1 signaling pathways demonstrate the importance of spatial organization in signal transduction.

PubMed

Costa, Michelle N; Radhakrishnan, Krishnan; Wilson, Bridget S; Vlachos, Dionisios G; Edwards, Jeremy S

2009-07-23

The ErbB family of receptors activates intracellular signaling pathways that control cellular proliferation, growth, differentiation and apoptosis. Given these central roles, it is not surprising that overexpression of the ErbB receptors is often associated with carcinogenesis. Therefore, extensive laboratory studies have been devoted to understanding the signaling events associated with ErbB activation. Systems biology has contributed significantly to our current understanding of ErbB signaling networks. However, although computational models have grown in complexity over the years, little work has been done to consider the spatial-temporal dynamics of receptor interactions and to evaluate how spatial organization of membrane receptors influences signaling transduction. Herein, we explore the impact of spatial organization of the epidermal growth factor receptor (ErbB1/EGFR) on the initiation of downstream signaling. We describe the development of an algorithm that couples a spatial stochastic model of membrane receptors with a nonspatial stochastic model of the reactions and interactions in the cytosol. This novel algorithm provides a computationally efficient method to evaluate the effects of spatial heterogeneity on the coupling of receptors to cytosolic signaling partners. Mathematical models of signal transduction rarely consider the contributions of spatial organization due to high computational costs. A hybrid stochastic approach simplifies analyses of the spatio-temporal aspects of cell signaling and, as an example, demonstrates that receptor clustering contributes significantly to the efficiency of signal propagation from ligand-engaged growth factor receptors.

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

PubMed

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

2013-08-01

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

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

PubMed Central

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

2016-01-01

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

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

PubMed

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

2016-12-01

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

Doubly stochastic Poisson processes in artificial neural learning.

PubMed

Card, H C

1998-01-01

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

Is plant temporal beta diversity of field margins related to changes in management practices?

NASA Astrophysics Data System (ADS)

Alignier, Audrey; Baudry, Jacques

2016-08-01

Field margins have considerable ecological significance in agriculture-dominated landscapes by supporting biodiversity and associated services. However, agricultural changes during mid-20th century led to their drastic loss with a serious threat for biodiversity. Using time-series data, we aimed to get better insights into processes underlying plant patterns of field margins through time by i) quantifying plant temporal beta diversity components, ii) assessing whether the observed changes in plant communities can be related to changes in management practices applied to field margins. During the springs of 1994, 1998 and 2001, we surveyed plant communities and management practices of the same 116 field margins in three contrasted landscapes. We estimated temporal beta diversity in plant communities and partitioned it into its two dissimilarity resultant components, accounting for replacement of species (i.e. turnover) and for the nested gain or loss of species (i.e. nestedness). We then tested whether the observed changes in plant communities between 1994 and 1998 and, between 1998 and 2001 were related to changes in management practices using linear models. Plant communities of field margins exhibited strong temporal beta diversity dominated by turnover. Temporal turnover in plant communities was partly related to changes in management practices, i.e., a decrease of grazing concomitant to an increase of herbicide spraying. However, relationships were not consistent between all landscape contexts nor time period, suggesting that other unmeasured deterministic or stochastic processes could be driving the observed plant patterns. Taken together, our results suggest that maintaining a wide diversity of field margins with contrasted management contribute to maintaining plant diversity at a landscape scale. They underline the value of investigating plant temporal diversity patterns using time-series data and thus, the need to develop long-term studies making it possible to understand ecological processes shaping plant communities in agricultural landscapes.

The Stochastic predictability limits of GCM internal variability and the Stochastic Seasonal to Interannual Prediction System (StocSIPS)

NASA Astrophysics Data System (ADS)

Del Rio Amador, Lenin; Lovejoy, Shaun

2017-04-01

Over the past ten years, a key advance in our understanding of atmospheric variability is the discovery that between the weather and climate regime lies an intermediate "macroweather" regime, spanning the range of scales from ≈10 days to ≈30 years. Macroweather statistics are characterized by two fundamental symmetries: scaling and the factorization of the joint space-time statistics. In the time domain, the scaling has low intermittency with the additional property that successive fluctuations tend to cancel. In space, on the contrary the scaling has high (multifractal) intermittency corresponding to the existence of different climate zones. These properties have fundamental implications for macroweather forecasting: a) the temporal scaling implies that the system has a long range memory that can be exploited for forecasting; b) the low temporal intermittency implies that mathematically well-established (Gaussian) forecasting techniques can be used; and c), the statistical factorization property implies that although spatial correlations (including teleconnections) may be large, if long enough time series are available, they are not necessarily useful in improving forecasts. Theoretically, these conditions imply the existence of stochastic predictability limits in our talk, we show that these limits apply to GCM's. Based on these statistical implications, we developed the Stochastic Seasonal and Interannual Prediction System (StocSIPS) for the prediction of temperature from regional to global scales and from one month to many years horizons. One of the main components of StocSIPS is the separation and prediction of both the internal and externally forced variabilities. In order to test the theoretical assumptions and consequences for predictability and predictions, we use 41 different CMIP5 model outputs from preindustrial control runs that have fixed external forcings: whose variability is purely internally generated. We first show that these statistical assumptions hold with relatively good accuracy and then we performed hindcasts at global and regional scales from monthly to annual time resolutions using StocSIPS. We obtained excellent agreement between the hindcast Mean Square Skill Score (MSSS) and the theoretical stochastic limits. We also show the application of StocSIPS to the prediction of average global temperature and compare our results with those obtained using multi-model ensemble approaches. StocSIPS has numerous advantages including a) higher MSSS for large time horizons, b) the from convergence to the real - not model - climate, c) much higher computational speed, d) no need for data assimilation, e) no ad hoc post processing and f) no need for downscaling.

A Stochastic Diffusion Process for the Dirichlet Distribution

DOE PAGES

Bakosi, J.; Ristorcelli, J. R.

2013-03-01

The method of potential solutions of Fokker-Planck equations is used to develop a transport equation for the joint probability ofNcoupled stochastic variables with the Dirichlet distribution as its asymptotic solution. To ensure a bounded sample space, a coupled nonlinear diffusion process is required: the Wiener processes in the equivalent system of stochastic differential equations are multiplicative with coefficients dependent on all the stochastic variables. Individual samples of a discrete ensemble, obtained from the stochastic process, satisfy a unit-sum constraint at all times. The process may be used to represent realizations of a fluctuating ensemble ofNvariables subject to a conservation principle.more » Similar to the multivariate Wright-Fisher process, whose invariant is also Dirichlet, the univariate case yields a process whose invariant is the beta distribution. As a test of the results, Monte Carlo simulations are used to evolve numerical ensembles toward the invariant Dirichlet distribution.« less

Using Temporal Correlations and Full Distributions to Separate Intrinsic and Extrinsic Fluctuations in Biological Systems

NASA Astrophysics Data System (ADS)

Hilfinger, Andreas; Chen, Mark; Paulsson, Johan

2012-12-01

Studies of stochastic biological dynamics typically compare observed fluctuations to theoretically predicted variances, sometimes after separating the intrinsic randomness of the system from the enslaving influence of changing environments. But variances have been shown to discriminate surprisingly poorly between alternative mechanisms, while for other system properties no approaches exist that rigorously disentangle environmental influences from intrinsic effects. Here, we apply the theory of generalized random walks in random environments to derive exact rules for decomposing time series and higher statistics, rather than just variances. We show for which properties and for which classes of systems intrinsic fluctuations can be analyzed without accounting for extrinsic stochasticity and vice versa. We derive two independent experimental methods to measure the separate noise contributions and show how to use the additional information in temporal correlations to detect multiplicative effects in dynamical systems.

Scaling of Ln(Permeability) in Sediments and Velocity Distributions in Turbulence: The Possibility of an Analogy.

NASA Astrophysics Data System (ADS)

Molz, F. J.; Kozubowski, T. J.; Miller, R. S.; Podgorski, K.

2005-12-01

The theory of non-stationary stochastic processes with stationary increments gives rise to stochastic fractals. When such fractals are used to represent measurements of (assumed stationary) physical properties, such as ln(k) increments in sediments or velocity increments "delta(v)" in turbulent flows, the resulting measurements exhibit scaling, either spatial, temporal or both. (In the present context, such scaling refers to systematic changes in the statistical properties of the increment distributions, such as variance, with the lag size over which the increments are determined.) Depending on the class of probability density functions (PDFs) that describe the increment distributions, the resulting stochastic fractals will display different properties. Until recently, the stationary increment process was represented using mainly Gaussian, Gamma or Levy PDFs. However, measurements in both sediments and fluid turbulence indicate that these PDFs are not commonly observed. Based on recent data and previous studies referenced and discussed in Meerschaert et al. (2004) and Molz et al. (2005), the measured increment PDFs display an approximate double exponential (Laplace) shape at smaller lags, and this shape evolves towards Gaussian at larger lags. A model for this behavior based on the Generalized Laplace PDF family called fractional Laplace motion, in analogy with its Gaussian counterpart - fractional Brownian motion, has been suggested (Meerschaert et al., 2004) and the necessary mathematics elaborated (Kozubowski et al., 2005). The resulting stochastic fractal is not a typical self-affine monofractal, but it does exhibit monofractal-like scaling in certain lag size ranges. To date, it has been shown that the Generalized Laplace family fits ln(k) increment distributions and reproduces the original 1941 theory of Kolmogorov when applied to Eulerian turbulent velocity increments. However, to make a physically self-consistent application to turbulence, one must adopt a Lagrangian viewpoint, and the details of this approach are still being developed. The potential analogy between turbulent delta(v) and sediment delta[ln(k)] is intriguing, and perhaps offers insight into the underlying chaotic processes that constitute turbulence and may result also in the pervasive heterogeneity observed in most natural sediments. Properties of the new Laplace fractal are presented, and potential applications to both sediments and fluid turbulence are discussed.

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

NASA Astrophysics Data System (ADS)

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

2018-05-01

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

Modelling nematode movement using time-fractional dynamics.

PubMed

Hapca, Simona; Crawford, John W; MacMillan, Keith; Wilson, Mike J; Young, Iain M

2007-09-07

We use a correlated random walk model in two dimensions to simulate the movement of the slug parasitic nematode Phasmarhabditis hermaphrodita in homogeneous environments. The model incorporates the observed statistical distributions of turning angle and speed derived from time-lapse studies of individual nematode trails. We identify strong temporal correlations between the turning angles and speed that preclude the case of a simple random walk in which successive steps are independent. These correlated random walks are appropriately modelled using an anomalous diffusion model, more precisely using a fractional sub-diffusion model for which the associated stochastic process is characterised by strong memory effects in the probability density function.

Stochastic chaos induced by diffusion processes with identical spectral density but different probability density functions.

PubMed

Lei, Youming; Zheng, Fan

2016-12-01

Stochastic chaos induced by diffusion processes, with identical spectral density but different probability density functions (PDFs), is investigated in selected lightly damped Hamiltonian systems. The threshold amplitude of diffusion processes for the onset of chaos is derived by using the stochastic Melnikov method together with a mean-square criterion. Two quasi-Hamiltonian systems, namely, a damped single pendulum and damped Duffing oscillator perturbed by stochastic excitations, are used as illustrative examples. Four different cases of stochastic processes are taking as the driving excitations. It is shown that in such two systems the spectral density of diffusion processes completely determines the threshold amplitude for chaos, regardless of the shape of their PDFs, Gaussian or otherwise. Furthermore, the mean top Lyapunov exponent is employed to verify analytical results. The results obtained by numerical simulations are in accordance with the analytical results. This demonstrates that the stochastic Melnikov method is effective in predicting the onset of chaos in the quasi-Hamiltonian systems.

Light Optics for Optical Stochastic Cooling

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

Andorf, Matthew; Lebedev, Valeri; Piot, Philippe

2016-06-01

In Optical Stochastic Cooling (OSC) radiation generated by a particle in a "pickup" undulator is amplified and transported to a downstream "kicker" undulator where it interacts with the same particle which radiated it. Fermilab plans to carry out both passive (no optical amplifier) and active (optical amplifier) tests of OSC at the Integrable Optics Test Accelerator (IOTA) currently in construction*. The performace of the optical system is analyzed with simulations in Synchrotron Radiation Workshop (SRW) accounting for the specific temporal and spectral properties of undulator radiation and being augmented to include dispersion of lens material.

Common features and peculiarities of the seismic activity at Phlegraean Fields, Long Valley, and Vesuvius

USGS Publications Warehouse

Marzocchi, W.; Vilardo, G.; Hill, D.P.; Ricciardi, G.P.; Ricco, C.

2001-01-01

We analyzed and compared the seismic activity that has occurred in the last two to three decades in three distinct volcanic areas: Phlegraean Fields, Italy; Vesuvius, Italy; and Long Valley, California. Our main goal is to identify and discuss common features and peculiarities in the temporal evolution of earthquake sequences that may reflect similarities and differences in the generating processes between these volcanic systems. In particular, we tried to characterize the time series of the number of events and of the seismic energy release in terms of stochastic, deterministic, and chaotic components. The time sequences from each area consist of thousands of earthquakes that allow a detailed quantitative analysis and comparison. The results obtained showed no evidence for either deterministic or chaotic components in the earthquake sequences in Long Valley caldera, which appears to be dominated by stochastic behavior. In contrast, earthquake sequences at Phlegrean Fields and Mount Vesuvius show a deterministic signal mainly consisting of a 24-hour periodicity. Our analysis suggests that the modulation in seismicity is in some way related to thermal diurnal processes, rather than luni-solar tidal effects. Independently from the process that generates these periodicities on the seismicity., it is suggested that the lack (or presence) of diurnal cycles is seismic swarms of volcanic areas could be closely linked to the presence (or lack) of magma motion.

Structure and Randomness of Continuous-Time, Discrete-Event Processes

NASA Astrophysics Data System (ADS)

Marzen, Sarah E.; Crutchfield, James P.

2017-10-01

Loosely speaking, the Shannon entropy rate is used to gauge a stochastic process' intrinsic randomness; the statistical complexity gives the cost of predicting the process. We calculate, for the first time, the entropy rate and statistical complexity of stochastic processes generated by finite unifilar hidden semi-Markov models—memoryful, state-dependent versions of renewal processes. Calculating these quantities requires introducing novel mathematical objects (ɛ -machines of hidden semi-Markov processes) and new information-theoretic methods to stochastic processes.

Minimum uncertainty and squeezing in diffusion processes and stochastic quantization

NASA Technical Reports Server (NTRS)

Demartino, S.; Desiena, S.; Illuminati, Fabrizo; Vitiello, Giuseppe

1994-01-01

We show that uncertainty relations, as well as minimum uncertainty coherent and squeezed states, are structural properties for diffusion processes. Through Nelson stochastic quantization we derive the stochastic image of the quantum mechanical coherent and squeezed states.

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.

On a more rigorous gravity field processing for future LL-SST type gravity satellite missions

NASA Astrophysics Data System (ADS)

Daras, I.; Pail, R.; Murböck, M.

2013-12-01

In order to meet the augmenting demands of the user community concerning accuracies of temporal gravity field models, future gravity missions of low-low satellite-to-satellite tracking (LL-SST) type are planned to carry more precise sensors than their precedents. A breakthrough is planned with the improved LL-SST measurement link, where the traditional K-band microwave instrument of 1μm accuracy will be complemented by an inter-satellite ranging instrument of several nm accuracy. This study focuses on investigations concerning the potential performance of the new sensors and their impact in gravity field solutions. The processing methods for gravity field recovery have to meet the new sensor standards and be able to take full advantage of the new accuracies that they provide. We use full-scale simulations in a realistic environment to investigate whether the standard processing techniques suffice to fully exploit the new sensors standards. We achieve that by performing full numerical closed-loop simulations based on the Integral Equation approach. In our simulation scheme, we simulate dynamic orbits in a conventional tracking analysis to compute pseudo inter-satellite ranges or range-rates that serve as observables. Each part of the processing is validated separately with special emphasis on numerical errors and their impact in gravity field solutions. We demonstrate that processing with standard precision may be a limiting factor for taking full advantage of new generation sensors that future satellite missions will carry. Therefore we have created versions of our simulator with enhanced processing precision with primarily aim to minimize round-off system errors. Results using the enhanced precision show a big reduction of system errors that were present at the standard precision processing even for the error-free scenario, and reveal the improvements the new sensors will bring into the gravity field solutions. As a next step, we analyze the contribution of individual error sources to the system's error budget. More specifically we analyze sensor noise from the laser interferometer and the accelerometers, errors in the kinematic orbits and the background fields as well as temporal and spatial aliasing errors. We give special care on the assessment of error sources with stochastic behavior, such as the laser interferometer and the accelerometers, and their consistent stochastic modeling in frame of the adjustment process.

Detecting seasonal variations of soil parameters via field measurements and stochastic simulations in the hillslope

NASA Astrophysics Data System (ADS)

Noh, Seong Jin; An, Hyunuk; Kim, Sanghyun

2015-04-01

Soil moisture, a critical factor in hydrologic systems, plays a key role in synthesizing interactions among soil, climate, hydrological response, solute transport and ecosystem dynamics. The spatial and temporal distribution of soil moisture at a hillslope scale is essential for understanding hillslope runoff generation processes. In this study, we implement Monte Carlo simulations in the hillslope scale using a three-dimensional surface-subsurface integrated model (3D model). Numerical simulations are compared with multiple soil moistures which had been measured using TDR(Mini_TRASE) for 22 locations in 2 or 3 depths during a whole year at a hillslope (area: 2100 square meters) located in Bongsunsa Watershed, South Korea. In stochastic simulations via Monte Carlo, uncertainty of the soil parameters and input forcing are considered and model ensembles showing good performance are selected separately for several seasonal periods. The presentation will be focused on the characterization of seasonal variations of model parameters based on simulations with field measurements. In addition, structural limitations of the contemporary modeling method will be discussed.

A Probabilistic Framework for Constructing Temporal Relations in Replica Exchange Molecular Trajectories.

PubMed

Chattopadhyay, Aditya; Zheng, Min; Waller, Mark Paul; Priyakumar, U Deva

2018-05-23

Knowledge of the structure and dynamics of biomolecules is essential for elucidating the underlying mechanisms of biological processes. Given the stochastic nature of many biological processes, like protein unfolding, it's almost impossible that two independent simulations will generate the exact same sequence of events, which makes direct analysis of simulations difficult. Statistical models like Markov Chains, transition networks etc. help in shedding some light on the mechanistic nature of such processes by predicting long-time dynamics of these systems from short simulations. However, such methods fall short in analyzing trajectories with partial or no temporal information, for example, replica exchange molecular dynamics or Monte Carlo simulations. In this work we propose a probabilistic algorithm, borrowing concepts from graph theory and machine learning, to extract reactive pathways from molecular trajectories in the absence of temporal data. A suitable vector representation was chosen to represent each frame in the macromolecular trajectory (as a series of interaction and conformational energies) and dimensionality reduction was performed using principal component analysis (PCA). The trajectory was then clustered using a density-based clustering algorithm, where each cluster represents a metastable state on the potential energy surface (PES) of the biomolecule under study. A graph was created with these clusters as nodes with the edges learnt using an iterative expectation maximization algorithm. The most reactive path is conceived as the widest path along this graph. We have tested our method on RNA hairpin unfolding trajectory in aqueous urea solution. Our method makes the understanding of the mechanism of unfolding in RNA hairpin molecule more tractable. As this method doesn't rely on temporal data it can be used to analyze trajectories from Monte Carlo sampling techniques and replica exchange molecular dynamics (REMD).

The temporal scaling of Caenorhabditis elegans ageing.

PubMed

Stroustrup, Nicholas; Anthony, Winston E; Nash, Zachary M; Gowda, Vivek; Gomez, Adam; López-Moyado, Isaac F; Apfeld, Javier; Fontana, Walter

2016-02-04

The process of ageing makes death increasingly likely, involving a random aspect that produces a wide distribution of lifespan even in homogeneous populations. The study of this stochastic behaviour may link molecular mechanisms to the ageing process that determines lifespan. Here, by collecting high-precision mortality statistics from large populations, we observe that interventions as diverse as changes in diet, temperature, exposure to oxidative stress, and disruption of genes including the heat shock factor hsf-1, the hypoxia-inducible factor hif-1, and the insulin/IGF-1 pathway components daf-2, age-1, and daf-16 all alter lifespan distributions by an apparent stretching or shrinking of time. To produce such temporal scaling, each intervention must alter to the same extent throughout adult life all physiological determinants of the risk of death. Organismic ageing in Caenorhabditis elegans therefore appears to involve aspects of physiology that respond in concert to a diverse set of interventions. In this way, temporal scaling identifies a novel state variable, r(t), that governs the risk of death and whose average decay dynamics involves a single effective rate constant of ageing, kr. Interventions that produce temporal scaling influence lifespan exclusively by altering kr. Such interventions, when applied transiently even in early adulthood, temporarily alter kr with an attendant transient increase or decrease in the rate of change in r and a permanent effect on remaining lifespan. The existence of an organismal ageing dynamics that is invariant across genetic and environmental contexts provides the basis for a new, quantitative framework for evaluating the manner and extent to which specific molecular processes contribute to the aspect of ageing that determines lifespan.

The temporal scaling of Caenorhabditis elegans ageing

NASA Astrophysics Data System (ADS)

Stroustrup, Nicholas; Anthony, Winston E.; Nash, Zachary M.; Gowda, Vivek; Gomez, Adam; López-Moyado, Isaac F.; Apfeld, Javier; Fontana, Walter

2016-02-01

The process of ageing makes death increasingly likely, involving a random aspect that produces a wide distribution of lifespan even in homogeneous populations. The study of this stochastic behaviour may link molecular mechanisms to the ageing process that determines lifespan. Here, by collecting high-precision mortality statistics from large populations, we observe that interventions as diverse as changes in diet, temperature, exposure to oxidative stress, and disruption of genes including the heat shock factor hsf-1, the hypoxia-inducible factor hif-1, and the insulin/IGF-1 pathway components daf-2, age-1, and daf-16 all alter lifespan distributions by an apparent stretching or shrinking of time. To produce such temporal scaling, each intervention must alter to the same extent throughout adult life all physiological determinants of the risk of death. Organismic ageing in Caenorhabditis elegans therefore appears to involve aspects of physiology that respond in concert to a diverse set of interventions. In this way, temporal scaling identifies a novel state variable, r(t), that governs the risk of death and whose average decay dynamics involves a single effective rate constant of ageing, kr. Interventions that produce temporal scaling influence lifespan exclusively by altering kr. Such interventions, when applied transiently even in early adulthood, temporarily alter kr with an attendant transient increase or decrease in the rate of change in r and a permanent effect on remaining lifespan. The existence of an organismal ageing dynamics that is invariant across genetic and environmental contexts provides the basis for a new, quantitative framework for evaluating the manner and extent to which specific molecular processes contribute to the aspect of ageing that determines lifespan.

The temporal scaling of Caenorhabditis elegans ageing

PubMed Central

Stroustrup, Nicholas; Anthony, Winston E.; Nash, Zachary M.; Gowda, Vivek; Gomez, Adam; López-Moyado, Isaac F.; Apfeld, Javier; Fontana, Walter

2016-01-01

The process of ageing makes death increasingly likely, but involves a random aspect that produces a wide distribution of lifespan even in homogeneous populations1,2. The study of this stochastic behaviour may link molecular mechanisms to the ageing process that determines lifespan. Here, by collecting high-precision mortality statistics from large populations, we observe that interventions as diverse as changes in diet, temperature, exposure to oxidative stress, and disruption of genes including the heat shock factor hsf-1, the hypoxia-inducible factor hif-1, and the insulin/IGF-1 pathway components daf-2, age-1, and daf-16 all alter lifespan distributions by an apparent stretching or shrinking of time. To produce such temporal scaling, each intervention must alter to the same extent throughout adult life all physiological determinants of the risk of death. Organismic ageing in Caenorhabditis elegans therefore appears to involve aspects of physiology that respond in concert to a diverse set of interventions. In this way, temporal scaling identifies a novel state variable, r(t), that governs the risk of death and whose average decay dynamics involves a single effective rate constant of ageing, kr. Interventions that produce temporal scaling influence lifespan exclusively by altering kr. Such interventions, when applied transiently even in early adulthood, temporarily alter kr with an attendant transient increase or decrease in the rate of change in r and a permanent effect on remaining lifespan. The existence of an organismal ageing dynamics that is invariant across genetic and environmental contexts provides the basis for a new, quantitative framework for evaluating how and how much specific molecular processes contribute to the aspect of ageing that determines lifespan. PMID:26814965

Temporal Structure and Complexity Affect Audio-Visual Correspondence Detection

PubMed Central

Denison, Rachel N.; Driver, Jon; Ruff, Christian C.

2013-01-01

Synchrony between events in different senses has long been considered the critical temporal cue for multisensory integration. Here, using rapid streams of auditory and visual events, we demonstrate how humans can use temporal structure (rather than mere temporal coincidence) to detect multisensory relatedness. We find psychophysically that participants can detect matching auditory and visual streams via shared temporal structure for crossmodal lags of up to 200 ms. Performance on this task reproduced features of past findings based on explicit timing judgments but did not show any special advantage for perfectly synchronous streams. Importantly, the complexity of temporal patterns influences sensitivity to correspondence. Stochastic, irregular streams – with richer temporal pattern information – led to higher audio-visual matching sensitivity than predictable, rhythmic streams. Our results reveal that temporal structure and its complexity are key determinants for human detection of audio-visual correspondence. The distinctive emphasis of our new paradigms on temporal patterning could be useful for studying special populations with suspected abnormalities in audio-visual temporal perception and multisensory integration. PMID:23346067

Data-adaptive harmonic analysis and prediction of sea level change in North Atlantic region

NASA Astrophysics Data System (ADS)

Kondrashov, D. A.; Chekroun, M.

2017-12-01

This study aims to characterize North Atlantic sea level variability across the temporal and spatial scales. We apply recently developed data-adaptive Harmonic Decomposition (DAH) and Multilayer Stuart-Landau Models (MSLM) stochastic modeling techniques [Chekroun and Kondrashov, 2017] to monthly 1993-2017 dataset of Combined TOPEX/Poseidon, Jason-1 and Jason-2/OSTM altimetry fields over North Atlantic region. The key numerical feature of the DAH relies on the eigendecomposition of a matrix constructed from time-lagged spatial cross-correlations. In particular, eigenmodes form an orthogonal set of oscillating data-adaptive harmonic modes (DAHMs) that come in pairs and in exact phase quadrature for a given temporal frequency. Furthermore, the pairs of data-adaptive harmonic coefficients (DAHCs), obtained by projecting the dataset onto associated DAHMs, can be very efficiently modeled by a universal parametric family of simple nonlinear stochastic models - coupled Stuart-Landau oscillators stacked per frequency, and synchronized across different frequencies by the stochastic forcing. Despite the short record of altimetry dataset, developed DAH-MSLM model provides for skillful prediction of key dynamical and statistical features of sea level variability. References M. D. Chekroun and D. Kondrashov, Data-adaptive harmonic spectra and multilayer Stuart-Landau models. HAL preprint, 2017, https://hal.archives-ouvertes.fr/hal-01537797

Stochastic differential equation model for linear growth birth and death processes with immigration and emigration

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

Granita, E-mail: granitafc@gmail.com; Bahar, A.

This paper discusses on linear birth and death with immigration and emigration (BIDE) process to stochastic differential equation (SDE) model. Forward Kolmogorov equation in continuous time Markov chain (CTMC) with a central-difference approximation was used to find Fokker-Planckequation corresponding to a diffusion process having the stochastic differential equation of BIDE process. The exact solution, mean and variance function of BIDE process was found.

Interrupted monitoring of a stochastic process

NASA Technical Reports Server (NTRS)

Palmer, E.

1977-01-01

Normative strategies are developed for tasks where the pilot must interrupt his monitoring of a stochastic process in order to attend to other duties. Results are given as to how characteristics of the stochastic process and the other tasks affect the optimal strategies. The optimum strategy is also compared to the strategies used by subjects in a pilot experiment.

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

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

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

2017-02-01

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

Spatially Controlled Relay Beamforming

NASA Astrophysics Data System (ADS)

Kalogerias, Dionysios

This thesis is about fusion of optimal stochastic motion control and physical layer communications. Distributed, networked communication systems, such as relay beamforming networks (e.g., Amplify & Forward (AF)), are typically designed without explicitly considering how the positions of the respective nodes might affect the quality of the communication. Optimum placement of network nodes, which could potentially improve the quality of the communication, is not typically considered. However, in most practical settings in physical layer communications, such as relay beamforming, the Channel State Information (CSI) observed by each node, per channel use, although it might be (modeled as) random, it is both spatially and temporally correlated. It is, therefore, reasonable to ask if and how the performance of the system could be improved by (predictively) controlling the positions of the network nodes (e.g., the relays), based on causal side (CSI) information, and exploitting the spatiotemporal dependencies of the wireless medium. In this work, we address this problem in the context of AF relay beamforming networks. This novel, cyber-physical system approach to relay beamforming is termed as "Spatially Controlled Relay Beamforming". First, we discuss wireless channel modeling, however, in a rigorous, Bayesian framework. Experimentally accurate and, at the same time, technically precise channel modeling is absolutely essential for designing and analyzing spatially controlled communication systems. In this work, we are interested in two distinct spatiotemporal statistical models, for describing the behavior of the log-scale magnitude of the wireless channel: 1. Stationary Gaussian Fields: In this case, the channel is assumed to evolve as a stationary, Gaussian stochastic field in continuous space and discrete time (say, for instance, time slots). Under such assumptions, spatial and temporal statistical interactions are determined by a set of time and space invariant parameters, which completely determine the mean and covariance of the underlying Gaussian measure. This model is relatively simple to describe, and can be sufficiently characterized, at least for our purposes, both statistically and topologically. Additionally, the model is rather versatile and there is existing experimental evidence, supporting its practical applicability. Our contributions are summarized in properly formulating the whole spatiotemporal model in a completely rigorous mathematical setting, under a convenient measure theoretic framework. Such framework greatly facilitates formulation of meaningful stochastic control problems, where the wireless channel field (or a function of it) can be regarded as a stochastic optimization surface.. 2. Conditionally Gaussian Fields, when conditioned on a Markovian channel state: This is a completely novel approach to wireless channel modeling. In this approach, the communication medium is assumed to behave as a partially observable (or hidden) system, where a hidden, global, temporally varying underlying stochastic process, called the channel state, affects the spatial interactions of the actual channel magnitude, evaluated at any set of locations in the plane. More specifically, we assume that, conditioned on the channel state, the wireless channel constitutes an observable, conditionally Gaussian stochastic process. The channel state evolves in time according to a known, possibly non stationary, non Gaussian, low dimensional Markov kernel. Recognizing the intractability of general nonlinear state estimation, we advocate the use of grid based approximate nonlinear filters as an effective and robust means for recursive tracking of the channel state. We also propose a sequential spatiotemporal predictor for tracking the channel gains at any point in time and space, providing real time sequential estimates for the respective channel gain map. In this context, our contributions are multifold. Except for the introduction of the layered channel model previously described, this line of research has resulted in a number of general, asymptotic convergence results, advancing the theory of grid-based approximate nonlinear stochastic filtering. In particular, sufficient conditions, ensuring asymptotic optimality are relaxed, and, at the same time, the mode of convergence is strengthened. Although the need for such results initiated as an attempt to theoretically characterize the performance of the proposed approximate methods for statistical inference, in regard to the proposed channel modeling approach, they turn out to be of fundamental importance in the areas of nonlinear estimation and stochastic control. The experimental validation of the proposed channel model, as well as the related parameter estimation problem, termed as "Markovian Channel Profiling (MCP)", fundamentally important for any practical deployment, are subject of current, ongoing research. Second, adopting the first of the two aforementioned channel modeling approaches, we consider the spatially controlled relay beamforming problem for an AF network with a single source, a single destination, and multiple, controlled at will, relay nodes. (Abstract shortened by ProQuest.).

Population viability of Pediocactus bradyi (Cactaceae) in a changing climate.

PubMed

Shryock, Daniel F; Esque, Todd C; Hughes, Lee

2014-11-01

A key question concerns the vulnerability of desert species adapted to harsh, variable climates to future climate change. Evaluating this requires coupling long-term demographic models with information on past and projected future climates. We investigated climatic drivers of population growth using a 22-yr demographic model for Pediocactus bradyi, an endangered cactus in northern Arizona. We used a matrix model to calculate stochastic population growth rates (λs) and the relative influences of life-cycle transitions on population growth. Regression models linked population growth with climatic variability, while stochastic simulations were used to (1) understand how predicted increases in drought frequency and extreme precipitation would affect λs, and (2) quantify variability in λs based on temporal replication of data. Overall λs was below unity (0.961). Population growth was equally influenced by fecundity and survival and significantly correlated with increased annual precipitation and higher winter temperatures. Stochastic simulations increasing the probability of drought and extreme precipitation reduced λs, but less than simulations increasing the probability of drought alone. Simulations varying the temporal replication of data suggested 14 yr were required for accurate λs estimates. Pediocactus bradyi may be vulnerable to increases in the frequency and intensity of extreme climatic events, particularly drought. Biotic interactions resulting in low survival during drought years outweighed increased seedling establishment following heavy precipitation. Climatic extremes beyond historical ranges of variability may threaten rare desert species with low population growth rates and therefore high susceptibility to stochastic events. © 2014 Botanical Society of America, Inc.

Fast and robust estimation of spectro-temporal receptive fields using stochastic approximations.

PubMed

Meyer, Arne F; Diepenbrock, Jan-Philipp; Ohl, Frank W; Anemüller, Jörn

2015-05-15

The receptive field (RF) represents the signal preferences of sensory neurons and is the primary analysis method for understanding sensory coding. While it is essential to estimate a neuron's RF, finding numerical solutions to increasingly complex RF models can become computationally intensive, in particular for high-dimensional stimuli or when many neurons are involved. Here we propose an optimization scheme based on stochastic approximations that facilitate this task. The basic idea is to derive solutions on a random subset rather than computing the full solution on the available data set. To test this, we applied different optimization schemes based on stochastic gradient descent (SGD) to both the generalized linear model (GLM) and a recently developed classification-based RF estimation approach. Using simulated and recorded responses, we demonstrate that RF parameter optimization based on state-of-the-art SGD algorithms produces robust estimates of the spectro-temporal receptive field (STRF). Results on recordings from the auditory midbrain demonstrate that stochastic approximations preserve both predictive power and tuning properties of STRFs. A correlation of 0.93 with the STRF derived from the full solution may be obtained in less than 10% of the full solution's estimation time. We also present an on-line algorithm that allows simultaneous monitoring of STRF properties of more than 30 neurons on a single computer. The proposed approach may not only prove helpful for large-scale recordings but also provides a more comprehensive characterization of neural tuning in experiments than standard tuning curves. Copyright © 2015 Elsevier B.V. All rights reserved.

A General Accelerated Degradation Model Based on the Wiener Process.

PubMed

Liu, Le; Li, Xiaoyang; Sun, Fuqiang; Wang, Ning

2016-12-06

Accelerated degradation testing (ADT) is an efficient tool to conduct material service reliability and safety evaluations by analyzing performance degradation data. Traditional stochastic process models are mainly for linear or linearization degradation paths. However, those methods are not applicable for the situations where the degradation processes cannot be linearized. Hence, in this paper, a general ADT model based on the Wiener process is proposed to solve the problem for accelerated degradation data analysis. The general model can consider the unit-to-unit variation and temporal variation of the degradation process, and is suitable for both linear and nonlinear ADT analyses with single or multiple acceleration variables. The statistical inference is given to estimate the unknown parameters in both constant stress and step stress ADT. The simulation example and two real applications demonstrate that the proposed method can yield reliable lifetime evaluation results compared with the existing linear and time-scale transformation Wiener processes in both linear and nonlinear ADT analyses.

A General Accelerated Degradation Model Based on the Wiener Process

PubMed Central

Liu, Le; Li, Xiaoyang; Sun, Fuqiang; Wang, Ning

2016-01-01

Accelerated degradation testing (ADT) is an efficient tool to conduct material service reliability and safety evaluations by analyzing performance degradation data. Traditional stochastic process models are mainly for linear or linearization degradation paths. However, those methods are not applicable for the situations where the degradation processes cannot be linearized. Hence, in this paper, a general ADT model based on the Wiener process is proposed to solve the problem for accelerated degradation data analysis. The general model can consider the unit-to-unit variation and temporal variation of the degradation process, and is suitable for both linear and nonlinear ADT analyses with single or multiple acceleration variables. The statistical inference is given to estimate the unknown parameters in both constant stress and step stress ADT. The simulation example and two real applications demonstrate that the proposed method can yield reliable lifetime evaluation results compared with the existing linear and time-scale transformation Wiener processes in both linear and nonlinear ADT analyses. PMID:28774107

Stochastic Nature in Cellular Processes

NASA Astrophysics Data System (ADS)

Liu, Bo; Liu, Sheng-Jun; Wang, Qi; Yan, Shi-Wei; Geng, Yi-Zhao; Sakata, Fumihiko; Gao, Xing-Fa

2011-11-01

The importance of stochasticity in cellular processes is increasingly recognized in both theoretical and experimental studies. General features of stochasticity in gene regulation and expression are briefly reviewed in this article, which include the main experimental phenomena, classification, quantization and regulation of noises. The correlation and transmission of noise in cascade networks are analyzed further and the stochastic simulation methods that can capture effects of intrinsic and extrinsic noise are described.

Distributed parallel computing in stochastic modeling of groundwater systems.

PubMed

Dong, Yanhui; Li, Guomin; Xu, Haizhen

2013-03-01

Stochastic modeling is a rapidly evolving, popular approach to the study of the uncertainty and heterogeneity of groundwater systems. However, the use of Monte Carlo-type simulations to solve practical groundwater problems often encounters computational bottlenecks that hinder the acquisition of meaningful results. To improve the computational efficiency, a system that combines stochastic model generation with MODFLOW-related programs and distributed parallel processing is investigated. The distributed computing framework, called the Java Parallel Processing Framework, is integrated into the system to allow the batch processing of stochastic models in distributed and parallel systems. As an example, the system is applied to the stochastic delineation of well capture zones in the Pinggu Basin in Beijing. Through the use of 50 processing threads on a cluster with 10 multicore nodes, the execution times of 500 realizations are reduced to 3% compared with those of a serial execution. Through this application, the system demonstrates its potential in solving difficult computational problems in practical stochastic modeling. © 2012, The Author(s). Groundwater © 2012, National Ground Water Association.

cuTauLeaping: A GPU-Powered Tau-Leaping Stochastic Simulator for Massive Parallel Analyses of Biological Systems

PubMed Central

Besozzi, Daniela; Pescini, Dario; Mauri, Giancarlo

2014-01-01

Tau-leaping is a stochastic simulation algorithm that efficiently reconstructs the temporal evolution of biological systems, modeled according to the stochastic formulation of chemical kinetics. The analysis of dynamical properties of these systems in physiological and perturbed conditions usually requires the execution of a large number of simulations, leading to high computational costs. Since each simulation can be executed independently from the others, a massive parallelization of tau-leaping can bring to relevant reductions of the overall running time. The emerging field of General Purpose Graphic Processing Units (GPGPU) provides power-efficient high-performance computing at a relatively low cost. In this work we introduce cuTauLeaping, a stochastic simulator of biological systems that makes use of GPGPU computing to execute multiple parallel tau-leaping simulations, by fully exploiting the Nvidia's Fermi GPU architecture. We show how a considerable computational speedup is achieved on GPU by partitioning the execution of tau-leaping into multiple separated phases, and we describe how to avoid some implementation pitfalls related to the scarcity of memory resources on the GPU streaming multiprocessors. Our results show that cuTauLeaping largely outperforms the CPU-based tau-leaping implementation when the number of parallel simulations increases, with a break-even directly depending on the size of the biological system and on the complexity of its emergent dynamics. In particular, cuTauLeaping is exploited to investigate the probability distribution of bistable states in the Schlögl model, and to carry out a bidimensional parameter sweep analysis to study the oscillatory regimes in the Ras/cAMP/PKA pathway in S. cerevisiae. PMID:24663957

The Maximum Entropy Limit of Small-scale Magnetic Field Fluctuations in the Quiet Sun

NASA Astrophysics Data System (ADS)

Gorobets, A. Y.; Berdyugina, S. V.; Riethmüller, T. L.; Blanco Rodríguez, J.; Solanki, S. K.; Barthol, P.; Gandorfer, A.; Gizon, L.; Hirzberger, J.; van Noort, M.; Del Toro Iniesta, J. C.; Orozco Suárez, D.; Schmidt, W.; Martínez Pillet, V.; Knölker, M.

2017-11-01

The observed magnetic field on the solar surface is characterized by a very complex spatial and temporal behavior. Although feature-tracking algorithms have allowed us to deepen our understanding of this behavior, subjectivity plays an important role in the identification and tracking of such features. In this paper, we continue studies of the temporal stochasticity of the magnetic field on the solar surface without relying either on the concept of magnetic features or on subjective assumptions about their identification and interaction. We propose a data analysis method to quantify fluctuations of the line-of-sight magnetic field by means of reducing the temporal field’s evolution to the regular Markov process. We build a representative model of fluctuations converging to the unique stationary (equilibrium) distribution in the long time limit with maximum entropy. We obtained different rates of convergence to the equilibrium at fixed noise cutoff for two sets of data. This indicates a strong influence of the data spatial resolution and mixing-polarity fluctuations on the relaxation process. The analysis is applied to observations of magnetic fields of the relatively quiet areas around an active region carried out during the second flight of the Sunrise/IMaX and quiet Sun areas at the disk center from the Helioseismic and Magnetic Imager on board the Solar Dynamics Observatory satellite.

Timing of activities of daily life is jaggy: How episodic ultradian changes in body and brain temperature are integrated into this process.

PubMed

Blessing, William; Ootsuka, Youichirou

2016-01-01

Charles Darwin noted that natural selection applies even to the hourly organization of daily life. Indeed, in many species, the day is segmented into active periods when the animal searches for food, and inactive periods when the animal digests and rests. This episodic temporal patterning is conventionally referred to as ultradian (<24 hours) rhythmicity. The average time between ultradian events is approximately 1-2 hours, but the interval is highly variable. The ultradian pattern is stochastic, jaggy rather than smooth, so that although the next event is likely to occur within 1-2 hours, it is not possible to predict the precise timing. When models of circadian timing are applied to the ultradian temporal pattern, the underlying assumption of true periodicity (stationarity) has distorted the analyses, so that the ultradian pattern is frequently averaged away and ignored. Each active ultradian episode commences with an increase in hippocampal theta rhythm, indicating the switch of attention to the external environment. During each active episode, behavioral and physiological processes, including changes in body and brain temperature, occur in an integrated temporal order, confirming organization by programs endogenous to the central nervous system. We describe methods for analyzing episodic ultradian events, including the use of wavelet mathematics to determine their timing and amplitude, and the use of fractal-based procedures to determine their complexity.

Timing of activities of daily life is jaggy: How episodic ultradian changes in body and brain temperature are integrated into this process

PubMed Central

Blessing, William; Ootsuka, Youichirou

2016-01-01

ABSTRACT Charles Darwin noted that natural selection applies even to the hourly organization of daily life. Indeed, in many species, the day is segmented into active periods when the animal searches for food, and inactive periods when the animal digests and rests. This episodic temporal patterning is conventionally referred to as ultradian (<24 hours) rhythmicity. The average time between ultradian events is approximately 1–2 hours, but the interval is highly variable. The ultradian pattern is stochastic, jaggy rather than smooth, so that although the next event is likely to occur within 1–2 hours, it is not possible to predict the precise timing. When models of circadian timing are applied to the ultradian temporal pattern, the underlying assumption of true periodicity (stationarity) has distorted the analyses, so that the ultradian pattern is frequently averaged away and ignored. Each active ultradian episode commences with an increase in hippocampal theta rhythm, indicating the switch of attention to the external environment. During each active episode, behavioral and physiological processes, including changes in body and brain temperature, occur in an integrated temporal order, confirming organization by programs endogenous to the central nervous system. We describe methods for analyzing episodic ultradian events, including the use of wavelet mathematics to determine their timing and amplitude, and the use of fractal-based procedures to determine their complexity. PMID:28349079

A probabilistic approach to quantifying spatial patterns of flow regimes and network-scale connectivity

NASA Astrophysics Data System (ADS)

Garbin, Silvia; Alessi Celegon, Elisa; Fanton, Pietro; Botter, Gianluca

2017-04-01

The temporal variability of river flow regime is a key feature structuring and controlling fluvial ecological communities and ecosystem processes. In particular, streamflow variability induced by climate/landscape heterogeneities or other anthropogenic factors significantly affects the connectivity between streams with notable implication for river fragmentation. Hydrologic connectivity is a fundamental property that guarantees species persistence and ecosystem integrity in riverine systems. In riverine landscapes, most ecological transitions are flow-dependent and the structure of flow regimes may affect ecological functions of endemic biota (i.e., fish spawning or grazing of invertebrate species). Therefore, minimum flow thresholds must be guaranteed to support specific ecosystem services, like fish migration, aquatic biodiversity and habitat suitability. In this contribution, we present a probabilistic approach aiming at a spatially-explicit, quantitative assessment of hydrologic connectivity at the network-scale as derived from river flow variability. Dynamics of daily streamflows are estimated based on catchment-scale climatic and morphological features, integrating a stochastic, physically based approach that accounts for the stochasticity of rainfall with a water balance model and a geomorphic recession flow model. The non-exceedance probability of ecologically meaningful flow thresholds is used to evaluate the fragmentation of individual stream reaches, and the ensuing network-scale connectivity metrics. A multi-dimensional Poisson Process for the stochastic generation of rainfall is used to evaluate the impact of climate signature on reach-scale and catchment-scale connectivity. The analysis shows that streamflow patterns and network-scale connectivity are influenced by the topology of the river network and the spatial variability of climatic properties (rainfall, evapotranspiration). The framework offers a robust basis for the prediction of the impact of land-use/land-cover changes and river regulation on network-scale connectivity.

Stochastic Forcing for High-Resolution Regional and Global Ocean and Atmosphere-Ocean Coupled Ensemble Forecast System

NASA Astrophysics Data System (ADS)

Rowley, C. D.; Hogan, P. J.; Martin, P.; Thoppil, P.; Wei, M.

2017-12-01

An extended range ensemble forecast system is being developed in the US Navy Earth System Prediction Capability (ESPC), and a global ocean ensemble generation capability to represent uncertainty in the ocean initial conditions has been developed. At extended forecast times, the uncertainty due to the model error overtakes the initial condition as the primary source of forecast uncertainty. Recently, stochastic parameterization or stochastic forcing techniques have been applied to represent the model error in research and operational atmospheric, ocean, and coupled ensemble forecasts. A simple stochastic forcing technique has been developed for application to US Navy high resolution regional and global ocean models, for use in ocean-only and coupled atmosphere-ocean-ice-wave ensemble forecast systems. Perturbation forcing is added to the tendency equations for state variables, with the forcing defined by random 3- or 4-dimensional fields with horizontal, vertical, and temporal correlations specified to characterize different possible kinds of error. Here, we demonstrate the stochastic forcing in regional and global ensemble forecasts with varying perturbation amplitudes and length and time scales, and assess the change in ensemble skill measured by a range of deterministic and probabilistic metrics.

Magnetic Tunnel Junction Based Long-Term Short-Term Stochastic Synapse for a Spiking Neural Network with On-Chip STDP Learning

NASA Astrophysics Data System (ADS)

Srinivasan, Gopalakrishnan; Sengupta, Abhronil; Roy, Kaushik

2016-07-01

Spiking Neural Networks (SNNs) have emerged as a powerful neuromorphic computing paradigm to carry out classification and recognition tasks. Nevertheless, the general purpose computing platforms and the custom hardware architectures implemented using standard CMOS technology, have been unable to rival the power efficiency of the human brain. Hence, there is a need for novel nanoelectronic devices that can efficiently model the neurons and synapses constituting an SNN. In this work, we propose a heterostructure composed of a Magnetic Tunnel Junction (MTJ) and a heavy metal as a stochastic binary synapse. Synaptic plasticity is achieved by the stochastic switching of the MTJ conductance states, based on the temporal correlation between the spiking activities of the interconnecting neurons. Additionally, we present a significance driven long-term short-term stochastic synapse comprising two unique binary synaptic elements, in order to improve the synaptic learning efficiency. We demonstrate the efficacy of the proposed synaptic configurations and the stochastic learning algorithm on an SNN trained to classify handwritten digits from the MNIST dataset, using a device to system-level simulation framework. The power efficiency of the proposed neuromorphic system stems from the ultra-low programming energy of the spintronic synapses.

Magnetic Tunnel Junction Based Long-Term Short-Term Stochastic Synapse for a Spiking Neural Network with On-Chip STDP Learning.

PubMed

Srinivasan, Gopalakrishnan; Sengupta, Abhronil; Roy, Kaushik

2016-07-13

Spiking Neural Networks (SNNs) have emerged as a powerful neuromorphic computing paradigm to carry out classification and recognition tasks. Nevertheless, the general purpose computing platforms and the custom hardware architectures implemented using standard CMOS technology, have been unable to rival the power efficiency of the human brain. Hence, there is a need for novel nanoelectronic devices that can efficiently model the neurons and synapses constituting an SNN. In this work, we propose a heterostructure composed of a Magnetic Tunnel Junction (MTJ) and a heavy metal as a stochastic binary synapse. Synaptic plasticity is achieved by the stochastic switching of the MTJ conductance states, based on the temporal correlation between the spiking activities of the interconnecting neurons. Additionally, we present a significance driven long-term short-term stochastic synapse comprising two unique binary synaptic elements, in order to improve the synaptic learning efficiency. We demonstrate the efficacy of the proposed synaptic configurations and the stochastic learning algorithm on an SNN trained to classify handwritten digits from the MNIST dataset, using a device to system-level simulation framework. The power efficiency of the proposed neuromorphic system stems from the ultra-low programming energy of the spintronic synapses.

Spatio-Temporal Data Analysis at Scale Using Models Based on Gaussian Processes

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

Stein, Michael

Gaussian processes are the most commonly used statistical model for spatial and spatio-temporal processes that vary continuously. They are broadly applicable in the physical sciences and engineering and are also frequently used to approximate the output of complex computer models, deterministic or stochastic. We undertook research related to theory, computation, and applications of Gaussian processes as well as some work on estimating extremes of distributions for which a Gaussian process assumption might be inappropriate. Our theoretical contributions include the development of new classes of spatial-temporal covariance functions with desirable properties and new results showing that certain covariance models lead tomore » predictions with undesirable properties. To understand how Gaussian process models behave when applied to deterministic computer models, we derived what we believe to be the first significant results on the large sample properties of estimators of parameters of Gaussian processes when the actual process is a simple deterministic function. Finally, we investigated some theoretical issues related to maxima of observations with varying upper bounds and found that, depending on the circumstances, standard large sample results for maxima may or may not hold. Our computational innovations include methods for analyzing large spatial datasets when observations fall on a partially observed grid and methods for estimating parameters of a Gaussian process model from observations taken by a polar-orbiting satellite. In our application of Gaussian process models to deterministic computer experiments, we carried out some matrix computations that would have been infeasible using even extended precision arithmetic by focusing on special cases in which all elements of the matrices under study are rational and using exact arithmetic. The applications we studied include total column ozone as measured from a polar-orbiting satellite, sea surface temperatures over the Pacific Ocean, and annual temperature extremes at a site in New York City. In each of these applications, our theoretical and computational innovations were directly motivated by the challenges posed by analyzing these and similar types of data.« less

Hyperbolic Cross Truncations for Stochastic Fourier Cosine Series

PubMed Central

Zhang, Zhihua

2014-01-01

Based on our decomposition of stochastic processes and our asymptotic representations of Fourier cosine coefficients, we deduce an asymptotic formula of approximation errors of hyperbolic cross truncations for bivariate stochastic Fourier cosine series. Moreover we propose a kind of Fourier cosine expansions with polynomials factors such that the corresponding Fourier cosine coefficients decay very fast. Although our research is in the setting of stochastic processes, our results are also new for deterministic functions. PMID:25147842

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.

Stochasticity in materials structure, properties, and processing—A review

NASA Astrophysics Data System (ADS)

Hull, Robert; Keblinski, Pawel; Lewis, Dan; Maniatty, Antoinette; Meunier, Vincent; Oberai, Assad A.; Picu, Catalin R.; Samuel, Johnson; Shephard, Mark S.; Tomozawa, Minoru; Vashishth, Deepak; Zhang, Shengbai

2018-03-01

We review the concept of stochasticity—i.e., unpredictable or uncontrolled fluctuations in structure, chemistry, or kinetic processes—in materials. We first define six broad classes of stochasticity: equilibrium (thermodynamic) fluctuations; structural/compositional fluctuations; kinetic fluctuations; frustration and degeneracy; imprecision in measurements; and stochasticity in modeling and simulation. In this review, we focus on the first four classes that are inherent to materials phenomena. We next develop a mathematical framework for describing materials stochasticity and then show how it can be broadly applied to these four materials-related stochastic classes. In subsequent sections, we describe structural and compositional fluctuations at small length scales that modify material properties and behavior at larger length scales; systems with engineered fluctuations, concentrating primarily on composite materials; systems in which stochasticity is developed through nucleation and kinetic phenomena; and configurations in which constraints in a given system prevent it from attaining its ground state and cause it to attain several, equally likely (degenerate) states. We next describe how stochasticity in these processes results in variations in physical properties and how these variations are then accentuated by—or amplify—stochasticity in processing and manufacturing procedures. In summary, the origins of materials stochasticity, the degree to which it can be predicted and/or controlled, and the possibility of using stochastic descriptions of materials structure, properties, and processing as a new degree of freedom in materials design are described.

Evoking prescribed spike times in stochastic neurons

NASA Astrophysics Data System (ADS)

Doose, Jens; Lindner, Benjamin

2017-09-01

Single cell stimulation in vivo is a powerful tool to investigate the properties of single neurons and their functionality in neural networks. We present a method to determine a cell-specific stimulus that reliably evokes a prescribed spike train with high temporal precision of action potentials. We test the performance of this stimulus in simulations for two different stochastic neuron models. For a broad range of parameters and a neuron firing with intermediate firing rates (20-40 Hz) the reliability in evoking the prescribed spike train is close to its theoretical maximum that is mainly determined by the level of intrinsic noise.

Stochastic modelling of microstructure formation in solidification processes

NASA Astrophysics Data System (ADS)

Nastac, Laurentiu; Stefanescu, Doru M.

1997-07-01

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

Two-time scale subordination in physical processes with long-term memory

NASA Astrophysics Data System (ADS)

Stanislavsky, Aleksander; Weron, Karina

2008-03-01

We describe dynamical processes in continuous media with a long-term memory. Our consideration is based on a stochastic subordination idea and concerns two physical examples in detail. First we study a temporal evolution of the species concentration in a trapping reaction in which a diffusing reactant is surrounded by a sea of randomly moving traps. The analysis uses the random-variable formalism of anomalous diffusive processes. We find that the empirical trapping-reaction law, according to which the reactant concentration decreases in time as a product of an exponential and a stretched exponential function, can be explained by a two-time scale subordination of random processes. Another example is connected with a state equation for continuous media with memory. If the pressure and the density of a medium are subordinated in two different random processes, then the ordinary state equation becomes fractional with two-time scales. This allows one to arrive at the Bagley-Torvik type of state equation.

Modeling and Properties of Nonlinear Stochastic Dynamical System of Continuous Culture

NASA Astrophysics Data System (ADS)

Wang, Lei; Feng, Enmin; Ye, Jianxiong; Xiu, Zhilong

The stochastic counterpart to the deterministic description of continuous fermentation with ordinary differential equation is investigated in the process of glycerol bio-dissimilation to 1,3-propanediol by Klebsiella pneumoniae. We briefly discuss the continuous fermentation process driven by three-dimensional Brownian motion and Lipschitz coefficients, which is suitable for the factual fermentation. Subsequently, we study the existence and uniqueness of solutions for the stochastic system as well as the boundedness of the Two-order Moment and the Markov property of the solution. Finally stochastic simulation is carried out under the Stochastic Euler-Maruyama method.

Numerical methods for the stochastic Landau-Lifshitz Navier-Stokes equations.

PubMed

Bell, John B; Garcia, Alejandro L; Williams, Sarah A

2007-07-01

The Landau-Lifshitz Navier-Stokes (LLNS) equations incorporate thermal fluctuations into macroscopic hydrodynamics by using stochastic fluxes. This paper examines explicit Eulerian discretizations of the full LLNS equations. Several computational fluid dynamics approaches are considered (including MacCormack's two-step Lax-Wendroff scheme and the piecewise parabolic method) and are found to give good results for the variance of momentum fluctuations. However, neither of these schemes accurately reproduces the fluctuations in energy or density. We introduce a conservative centered scheme with a third-order Runge-Kutta temporal integrator that does accurately produce fluctuations in density, energy, and momentum. A variety of numerical tests, including the random walk of a standing shock wave, are considered and results from the stochastic LLNS solver are compared with theory, when available, and with molecular simulations using a direct simulation Monte Carlo algorithm.

Stochastic ice stream dynamics

PubMed Central

Bertagni, Matteo Bernard; Ridolfi, Luca

2016-01-01

Ice streams are narrow corridors of fast-flowing ice that constitute the arterial drainage network of ice sheets. Therefore, changes in ice stream flow are key to understanding paleoclimate, sea level changes, and rapid disintegration of ice sheets during deglaciation. The dynamics of ice flow are tightly coupled to the climate system through atmospheric temperature and snow recharge, which are known exhibit stochastic variability. Here we focus on the interplay between stochastic climate forcing and ice stream temporal dynamics. Our work demonstrates that realistic climate fluctuations are able to (i) induce the coexistence of dynamic behaviors that would be incompatible in a purely deterministic system and (ii) drive ice stream flow away from the regime expected in a steady climate. We conclude that environmental noise appears to be crucial to interpreting the past behavior of ice sheets, as well as to predicting their future evolution. PMID:27457960

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

Convergence and divergence in a long-term old-field succession: the importance of spatial scale and species abundance.

PubMed

Li, Shao-Peng; Cadotte, Marc W; Meiners, Scott J; Pu, Zhichao; Fukami, Tadashi; Jiang, Lin

2016-09-01

Whether plant communities in a given region converge towards a particular stable state during succession has long been debated, but rarely tested at a sufficiently long time scale. By analysing a 50-year continuous study of post-agricultural secondary succession in New Jersey, USA, we show that the extent of community convergence varies with the spatial scale and species abundance classes. At the larger field scale, abundance-based dissimilarities among communities decreased over time, indicating convergence of dominant species, whereas incidence-based dissimilarities showed little temporal tend, indicating no sign of convergence. In contrast, plots within each field diverged in both species composition and abundance. Abundance-based successional rates decreased over time, whereas rare species and herbaceous plants showed little change in temporal turnover rates. Initial abandonment conditions only influenced community structure early in succession. Overall, our findings provide strong evidence for scale and abundance dependence of stochastic and deterministic processes over old-field succession. © 2016 John Wiley & Sons Ltd/CNRS.

Groundwater–surface water mixing shifts ecological assembly processes and stimulates organic carbon turnover

DOE PAGES

Stegen, James C.; Fredrickson, James K.; Wilkins, Michael J.; ...

2016-04-07

Environmental transition zones are associated with geochemical gradients that overcome energy limitations to microbial metabolism, resulting in biogeochemical hot spots and moments. Riverine systems where groundwater mixes with surface water (the hyporheic zone) are spatially complex and temporally dynamic, making development of predictive models challenging. Spatial and temporal variations in hyporheic zone microbial communities are a key, but understudied, component of riverine biogeochemical function. To investigate the coupling among groundwater-surface water mixing, microbial communities, and biogeochemistry we applied ecological theory, aqueous biogeochemistry, DNA sequencing, and ultra-high resolution organic carbon profiling to field samples collected across times and locations representing amore » broad range of mixing conditions. Mixing of groundwater and surface water resulted in a shift from transport-driven stochastic dynamics to a deterministic microbial structure associated with elevated biogeochemical rates. While the dynamics of the hyporheic make predictive modeling a challenge, we provide new knowledge that can improve the tractability of such models.« less

Predicting Geomorphic and Hydrologic Risks after Wildfire Using Harmonic and Stochastic Analyses

NASA Astrophysics Data System (ADS)

Mikesell, J.; Kinoshita, A. M.; Florsheim, J. L.; Chin, A.; Nourbakhshbeidokhti, S.

2017-12-01

Wildfire is a landscape-scale disturbance that often alters hydrological processes and sediment flux during subsequent storms. Vegetation loss from wildfires induce changes to sediment supply such as channel erosion and sedimentation and streamflow magnitude or flooding. These changes enhance downstream hazards, threatening human populations and physical aquatic habitat over various time scales. Using Williams Canyon, a basin burned by the Waldo Canyon Fire (2012) as a case study, we utilize deterministic and statistical modeling methods (Fourier series and first order Markov chain) to assess pre- and post-fire geomorphic and hydrologic characteristics, including of precipitation, enhanced vegetation index (EVI, a satellite-based proxy of vegetation biomass), streamflow, and sediment flux. Local precipitation, terrestrial Light Detection and Ranging (LiDAR) scanning, and satellite-based products are used for these time series analyses. We present a framework to assess variability of periodic and nonperiodic climatic and multivariate trends to inform development of a post-wildfire risk assessment methodology. To establish the extent to which a wildfire affects hydrologic and geomorphic patterns, a Fourier series was used to fit pre- and post-fire geomorphic and hydrologic characteristics to yearly temporal cycles and subcycles of 6, 4, 3, and 2.4 months. These cycles were analyzed using least-squares estimates of the harmonic coefficients or amplitudes of each sub-cycle's contribution to fit the overall behavior of a Fourier series. The stochastic variances of these characteristics were analyzed by composing first-order Markov models and probabilistic analysis through direct likelihood estimates. Preliminary results highlight an increased dependence of monthly post-fire hydrologic characteristics on 12 and 6-month temporal cycles. This statistical and probabilistic analysis provides a basis to determine the impact of wildfires on the temporal dependence of geomorphic and hydrologic characteristics, which can be incorporated into post-fire mitigation, management, and recovery-based measures to protect and rehabilitate areas subject to influence from wildfires.

The role of temporal structure in human vision.

PubMed

Blake, Randolph; Lee, Sang-Hun

2005-03-01

Gestalt psychologists identified several stimulus properties thought to underlie visual grouping and figure/ground segmentation, and among those properties was common fate: the tendency to group together individual objects that move together in the same direction at the same speed. Recent years have witnessed an upsurge of interest in visual grouping based on other time-dependent sources of visual information, including synchronized changes in luminance, in motion direction, and in figure/ ground relations. These various sources of temporal grouping information can be subsumed under the rubric temporal structure. In this article, the authors review evidence bearing on the effectiveness of temporal structure in visual grouping. They start with an overview of evidence bearing on temporal acuity of human vision, covering studies dealing with temporal integration and temporal differentiation. They then summarize psychophysical studies dealing with figure/ground segregation based on temporal phase differences in deterministic and stochastic events. The authors conclude with a brief discussion of neurophysiological implications of these results.

Value of Information for Optimal Adaptive Routing in Stochastic Time-Dependent Traffic Networks: Algorithms and Computational Tools

DOT National Transportation Integrated Search

2010-10-25

Real-time information is important for travelers' routing decisions in uncertain networks by enabling online adaptation to revealed traffic conditions. Usually there are spatial and/or temporal limitations in traveler information. In this research, a...

Fourier-interpolation superresolution optical fluctuation imaging (fSOFi) (Conference Presentation)

NASA Astrophysics Data System (ADS)

Enderlein, Joerg; Stein, Simon C.; Huss, Anja; Hähnel, Dirk; Gregor, Ingo

2016-02-01

Stochastic Optical Fluctuation Imaging (SOFI) is a superresolution fluorescence microscopy technique which allows to enhance the spatial resolution of an image by evaluating the temporal fluctuations of blinking fluorescent emitters. SOFI is not based on the identification and localization of single molecules such as in the widely used Photoactivation Localization Microsopy (PALM) or Stochastic Optical Reconstruction Microscopy (STORM), but computes a superresolved image via temporal cumulants from a recorded movie. A technical challenge hereby is that, when directly applying the SOFI algorithm to a movie of raw images, the pixel size of the final SOFI image is the same as that of the original images, which becomes problematic when the final SOFI resolution is much smaller than this value. In the past, sophisticated cross-correlation schemes have been used for tackling this problem. Here, we present an alternative, exact, straightforward, and simple solution using an interpolation scheme based on Fourier transforms. We exemplify the method on simulated and experimental data.

Temporal and spatial characterization of zenith total delay (ZTD) in North Europe

NASA Astrophysics Data System (ADS)

Stoew, B.; Elgered, G.

2003-04-01

The estimates of ZTD are often treated as realizations of random walk stochastic processes. We derive the corresponding process parameters for 34 different locations in North Europe using two measurement techniques - Global Positioning System (GPS) and Water Vapor Radiometer (WVR). GPS-estimated ZTD is an excellent candidate for data assimilation in numerical weather prediction (NWP) models in terms of both spatial and temporal resolution. We characterize the long term behavior of the ZTD as a function of site latitude and height. The spatial characteristics of the ZTD are studied as a function of site separation and season. We investigate the influence of the time-interpolated atmospheric pressure data used for the estimation of zenith wet delay (ZWD) from ZTD. Characterization of extreme atmospheric events can aid the development of an early warning system. We consider two types of extreme meteorological phenomena with regard to their spatial scales. The first type concerns larger regions (including several GPS sites); the extreme weather is characterized by intense precipitation which may result in a flood. The second type is related to local variations in the ZWD/ZTD and can be used for detection/monitoring of passing atmospheric fronts.

Evidence of a Critical Phase Transition in Purely Temporal Dynamics with Long-Delayed Feedback

NASA Astrophysics Data System (ADS)

Faggian, Marco; Ginelli, Francesco; Marino, Francesco; Giacomelli, Giovanni

2018-04-01

Experimental evidence of an absorbing phase transition, so far associated with spatiotemporal dynamics, is provided in a purely temporal optical system. A bistable semiconductor laser, with long-delayed optoelectronic feedback and multiplicative noise, shows the peculiar features of a critical phenomenon belonging to the directed percolation universality class. The numerical study of a simple, effective model provides accurate estimates of the transition critical exponents, in agreement with both theory and our experiment. This result pushes forward a hard equivalence of nontrivial stochastic, long-delayed systems with spatiotemporal ones and opens a new avenue for studying out-of-equilibrium universality classes in purely temporal dynamics.

Introduction to Stochastic Simulations for Chemical and Physical Processes: Principles and Applications

ERIC Educational Resources Information Center

Weiss, Charles J.

2017-01-01

An introduction to digital stochastic simulations for modeling a variety of physical and chemical processes is presented. Despite the importance of stochastic simulations in chemistry, the prevalence of turn-key software solutions can impose a layer of abstraction between the user and the underlying approach obscuring the methodology being…

Forecasting financial asset processes: stochastic dynamics via learning neural networks.

PubMed

Giebel, S; Rainer, M

2010-01-01

Models for financial asset dynamics usually take into account their inherent unpredictable nature by including a suitable stochastic component into their process. Unknown (forward) values of financial assets (at a given time in the future) are usually estimated as expectations of the stochastic asset under a suitable risk-neutral measure. This estimation requires the stochastic model to be calibrated to some history of sufficient length in the past. Apart from inherent limitations, due to the stochastic nature of the process, the predictive power is also limited by the simplifying assumptions of the common calibration methods, such as maximum likelihood estimation and regression methods, performed often without weights on the historic time series, or with static weights only. Here we propose a novel method of "intelligent" calibration, using learning neural networks in order to dynamically adapt the parameters of the stochastic model. Hence we have a stochastic process with time dependent parameters, the dynamics of the parameters being themselves learned continuously by a neural network. The back propagation in training the previous weights is limited to a certain memory length (in the examples we consider 10 previous business days), which is similar to the maximal time lag of autoregressive processes. We demonstrate the learning efficiency of the new algorithm by tracking the next-day forecasts for the EURTRY and EUR-HUF exchange rates each.

Binomial tau-leap spatial stochastic simulation algorithm for applications in chemical kinetics.

PubMed

Marquez-Lago, Tatiana T; Burrage, Kevin

2007-09-14

In cell biology, cell signaling pathway problems are often tackled with deterministic temporal models, well mixed stochastic simulators, and/or hybrid methods. But, in fact, three dimensional stochastic spatial modeling of reactions happening inside the cell is needed in order to fully understand these cell signaling pathways. This is because noise effects, low molecular concentrations, and spatial heterogeneity can all affect the cellular dynamics. However, there are ways in which important effects can be accounted without going to the extent of using highly resolved spatial simulators (such as single-particle software), hence reducing the overall computation time significantly. We present a new coarse grained modified version of the next subvolume method that allows the user to consider both diffusion and reaction events in relatively long simulation time spans as compared with the original method and other commonly used fully stochastic computational methods. Benchmarking of the simulation algorithm was performed through comparison with the next subvolume method and well mixed models (MATLAB), as well as stochastic particle reaction and transport simulations (CHEMCELL, Sandia National Laboratories). Additionally, we construct a model based on a set of chemical reactions in the epidermal growth factor receptor pathway. For this particular application and a bistable chemical system example, we analyze and outline the advantages of our presented binomial tau-leap spatial stochastic simulation algorithm, in terms of efficiency and accuracy, in scenarios of both molecular homogeneity and heterogeneity.

Stochastic Ocean Eddy Perturbations in a Coupled General Circulation Model.

NASA Astrophysics Data System (ADS)

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

2014-12-01

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

Location Prediction Based on Transition Probability Matrices Constructing from Sequential Rules for Spatial-Temporal K-Anonymity Dataset

PubMed Central

Liu, Zhao; Zhu, Yunhong; Wu, Chenxue

2016-01-01

Spatial-temporal k-anonymity has become a mainstream approach among techniques for protection of users’ privacy in location-based services (LBS) applications, and has been applied to several variants such as LBS snapshot queries and continuous queries. Analyzing large-scale spatial-temporal anonymity sets may benefit several LBS applications. In this paper, we propose two location prediction methods based on transition probability matrices constructing from sequential rules for spatial-temporal k-anonymity dataset. First, we define single-step sequential rules mined from sequential spatial-temporal k-anonymity datasets generated from continuous LBS queries for multiple users. We then construct transition probability matrices from mined single-step sequential rules, and normalize the transition probabilities in the transition matrices. Next, we regard a mobility model for an LBS requester as a stationary stochastic process and compute the n-step transition probability matrices by raising the normalized transition probability matrices to the power n. Furthermore, we propose two location prediction methods: rough prediction and accurate prediction. The former achieves the probabilities of arriving at target locations along simple paths those include only current locations, target locations and transition steps. By iteratively combining the probabilities for simple paths with n steps and the probabilities for detailed paths with n-1 steps, the latter method calculates transition probabilities for detailed paths with n steps from current locations to target locations. Finally, we conduct extensive experiments, and correctness and flexibility of our proposed algorithm have been verified. PMID:27508502

BACKWARD ESTIMATION OF STOCHASTIC PROCESSES WITH FAILURE EVENTS AS TIME ORIGINS1

PubMed Central

Gary Chan, Kwun Chuen; Wang, Mei-Cheng

2011-01-01

Stochastic processes often exhibit sudden systematic changes in pattern a short time before certain failure events. Examples include increase in medical costs before death and decrease in CD4 counts before AIDS diagnosis. To study such terminal behavior of stochastic processes, a natural and direct way is to align the processes using failure events as time origins. This paper studies backward stochastic processes counting time backward from failure events, and proposes one-sample nonparametric estimation of the mean of backward processes when follow-up is subject to left truncation and right censoring. We will discuss benefits of including prevalent cohort data to enlarge the identifiable region and large sample properties of the proposed estimator with related extensions. A SEER–Medicare linked data set is used to illustrate the proposed methodologies. PMID:21359167

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

NASA Astrophysics Data System (ADS)

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

2010-06-01

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

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

NASA Technical Reports Server (NTRS)

Kundu, Prasun K.; Travis, James E.

2013-01-01

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

Relationships between probabilistic Boolean networks and dynamic Bayesian networks as models of gene regulatory networks

PubMed Central

Lähdesmäki, Harri; Hautaniemi, Sampsa; Shmulevich, Ilya; Yli-Harja, Olli

2006-01-01

A significant amount of attention has recently been focused on modeling of gene regulatory networks. Two frequently used large-scale modeling frameworks are Bayesian networks (BNs) and Boolean networks, the latter one being a special case of its recent stochastic extension, probabilistic Boolean networks (PBNs). PBN is a promising model class that generalizes the standard rule-based interactions of Boolean networks into the stochastic setting. Dynamic Bayesian networks (DBNs) is a general and versatile model class that is able to represent complex temporal stochastic processes and has also been proposed as a model for gene regulatory systems. In this paper, we concentrate on these two model classes and demonstrate that PBNs and a certain subclass of DBNs can represent the same joint probability distribution over their common variables. The major benefit of introducing the relationships between the models is that it opens up the possibility of applying the standard tools of DBNs to PBNs and vice versa. Hence, the standard learning tools of DBNs can be applied in the context of PBNs, and the inference methods give a natural way of handling the missing values in PBNs which are often present in gene expression measurements. Conversely, the tools for controlling the stationary behavior of the networks, tools for projecting networks onto sub-networks, and efficient learning schemes can be used for DBNs. In other words, the introduced relationships between the models extend the collection of analysis tools for both model classes. PMID:17415411

Stochastic Approaches Within a High Resolution Rapid Refresh Ensemble

NASA Astrophysics Data System (ADS)

Jankov, I.

2017-12-01

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

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.

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

NASA Astrophysics Data System (ADS)

Giona, Massimiliano; Brasiello, Antonio; Crescitelli, Silvestro

2017-08-01

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

Temporal changes in randomness of bird communities across Central Europe.

PubMed

Renner, Swen C; Gossner, Martin M; Kahl, Tiemo; Kalko, Elisabeth K V; Weisser, Wolfgang W; Fischer, Markus; Allan, Eric

2014-01-01

Many studies have examined whether communities are structured by random or deterministic processes, and both are likely to play a role, but relatively few studies have attempted to quantify the degree of randomness in species composition. We quantified, for the first time, the degree of randomness in forest bird communities based on an analysis of spatial autocorrelation in three regions of Germany. The compositional dissimilarity between pairs of forest patches was regressed against the distance between them. We then calculated the y-intercept of the curve, i.e. the 'nugget', which represents the compositional dissimilarity at zero spatial distance. We therefore assume, following similar work on plant communities, that this represents the degree of randomness in species composition. We then analysed how the degree of randomness in community composition varied over time and with forest management intensity, which we expected to reduce the importance of random processes by increasing the strength of environmental drivers. We found that a high portion of the bird community composition could be explained by chance (overall mean of 0.63), implying that most of the variation in local bird community composition is driven by stochastic processes. Forest management intensity did not consistently affect the mean degree of randomness in community composition, perhaps because the bird communities were relatively insensitive to management intensity. We found a high temporal variation in the degree of randomness, which may indicate temporal variation in assembly processes and in the importance of key environmental drivers. We conclude that the degree of randomness in community composition should be considered in bird community studies, and the high values we find may indicate that bird community composition is relatively hard to predict at the regional scale.

A Macroscopic Multifractal Analysis of Parabolic Stochastic PDEs

NASA Astrophysics Data System (ADS)

Khoshnevisan, Davar; Kim, Kunwoo; Xiao, Yimin

2018-05-01

It is generally argued that the solution to a stochastic PDE with multiplicative noise—such as \\dot{u}= 1/2 u''+uξ, where {ξ} denotes space-time white noise—routinely produces exceptionally-large peaks that are "macroscopically multifractal." See, for example, Gibbon and Doering (Arch Ration Mech Anal 177:115-150, 2005), Gibbon and Titi (Proc R Soc A 461:3089-3097, 2005), and Zimmermann et al. (Phys Rev Lett 85(17):3612-3615, 2000). A few years ago, we proved that the spatial peaks of the solution to the mentioned stochastic PDE indeed form a random multifractal in the macroscopic sense of Barlow and Taylor (J Phys A 22(13):2621-2626, 1989; Proc Lond Math Soc (3) 64:125-152, 1992). The main result of the present paper is a proof of a rigorous formulation of the assertion that the spatio-temporal peaks of the solution form infinitely-many different multifractals on infinitely-many different scales, which we sometimes refer to as "stretch factors." A simpler, though still complex, such structure is shown to also exist for the constant-coefficient version of the said stochastic PDE.

Effective long wavelength scalar dynamics in de Sitter

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

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

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

A Macroscopic Multifractal Analysis of Parabolic Stochastic PDEs

NASA Astrophysics Data System (ADS)

Khoshnevisan, Davar; Kim, Kunwoo; Xiao, Yimin

2018-04-01

It is generally argued that the solution to a stochastic PDE with multiplicative noise—such as \\dot{u}= 1/2 u''+uξ, where {ξ} denotes space-time white noise—routinely produces exceptionally-large peaks that are "macroscopically multifractal." See, for example, Gibbon and Doering (Arch Ration Mech Anal 177:115-150, 2005), Gibbon and Titi (Proc R Soc A 461:3089-3097, 2005), and Zimmermann et al. (Phys Rev Lett 85(17):3612-3615, 2000). A few years ago, we proved that the spatial peaks of the solution to the mentioned stochastic PDE indeed form a random multifractal in the macroscopic sense of Barlow and Taylor (J Phys A 22(13):2621-2626, 1989; Proc Lond Math Soc (3) 64:125-152, 1992). The main result of the present paper is a proof of a rigorous formulation of the assertion that the spatio-temporal peaks of the solution form infinitely-many different multifractals on infinitely-many different scales, which we sometimes refer to as "stretch factors." A simpler, though still complex, such structure is shown to also exist for the constant-coefficient version of the said stochastic PDE.

Rethinking "normal": The role of stochasticity in the phenology of a synchronously breeding seabird.

PubMed

Youngflesh, Casey; Jenouvrier, Stephanie; Hinke, Jefferson T; DuBois, Lauren; St Leger, Judy; Trivelpiece, Wayne Z; Trivelpiece, Susan G; Lynch, Heather J

2018-05-01

Phenological changes have been observed in a variety of systems over the past century. There is concern that, as a consequence, ecological interactions are becoming increasingly mismatched in time, with negative consequences for ecological function. Significant spatial heterogeneity (inter-site) and temporal variability (inter-annual) can make it difficult to separate intrinsic, extrinsic and stochastic drivers of phenological variability. The goal of this study was to understand the timing and variability in breeding phenology of Adélie penguins under fixed environmental conditions and to use those data to identify a "null model" appropriate for disentangling the sources of variation in wild populations. Data on clutch initiation were collected from both wild and captive populations of Adélie penguins. Clutch initiation in the captive population was modelled as a function of year, individual and age to better understand phenological patterns observed in the wild population. Captive populations displayed as much inter-annual variability in breeding phenology as wild populations, suggesting that variability in breeding phenology is the norm and thus may be an unreliable indicator of environmental forcing. The distribution of clutch initiation dates was found to be moderately asymmetric (right skewed) both in the wild and in captivity, consistent with the pattern expected under social facilitation. The role of stochasticity in phenological processes has heretofore been largely ignored. However, these results suggest that inter-annual variability in breeding phenology can arise independent of any environmental or demographic drivers and that synchronous breeding can enhance inherent stochasticity. This complicates efforts to relate phenological variation to environmental variability in the wild. Accordingly, we must be careful to consider random forcing in phenological processes, lest we fit models to data dominated by random noise. This is particularly true for colonial species where breeding synchrony may outweigh each individual's effort to time breeding with optimal environmental conditions. Our study highlights the importance of identifying appropriate null models for studying phenology. © 2017 The Authors. Journal of Animal Ecology © 2017 British Ecological Society.

Emergent Archetype Hydrological-Biogeochemical Response Patterns in Heterogeneous Catchments

NASA Astrophysics Data System (ADS)

Jawitz, J. W.; Gall, H. E.; Rao, P.

2013-12-01

What can spatiotemporally integrated patterns observed in stream hydrologic and biogeochemical signals generated in response to transient hydro-climatic and anthropogenic forcing tell us about the interactions between spatially heterogeneous soil-mediated hydrological and biogeochemical processes? We seek to understand how the spatial structure of solute sources coupled with hydrologic responses affect observed concentration-discharge (C-Q) patterns. These patterns are expressions of the spatiotemporal structure of solute loads exported from managed catchments, and their likely ecological consequences manifested in receiving water bodies (e.g., wetlands, rivers, lakes, and coastal waters). We investigated the following broad questions: (1) How does the correlation between flow-generating areas and biogeochemical source areas across a catchment evolve under stochastic hydro-climatic forcing? (2) What are the feasible hydrologic and biogeochemical responses that lead to the emergence of the observed archetype C-Q patterns? and; (3) What implications do these coupled dynamics have for catchment monitoring and implementation of management practices? We categorize the observed temporal signals into three archetypical C-Q patterns: dilution; accretion, and constant concentration. We introduce a parsimonious stochastic model of heterogeneous catchments, which act as hydrologic and biogeochemical filters, to examine the relationship between spatial heterogeneity and temporal history of solute export signals. The core concept of the modeling framework is considering the types and degree of spatial correlation between solute source zones and flow generating zones, and activation of different portions of the catchments during rainfall events. Our overarching hypothesis is that each of the archetype C-Q patterns can be generated by explicitly linking landscape-scale hydrologic responses and spatial distributions of solute source properties within a catchment. The model simulations reproduce the three major C-Q patterns observed in published data, offering valuable insight into coupled catchment processes. The findings have important implications for effective catchment management for water quality improvement, and stream monitoring strategies.

Robust lane detection and tracking using multiple visual cues under stochastic lane shape conditions

NASA Astrophysics Data System (ADS)

Huang, Zhi; Fan, Baozheng; Song, Xiaolin

2018-03-01

As one of the essential components of environment perception techniques for an intelligent vehicle, lane detection is confronted with challenges including robustness against the complicated disturbance and illumination, also adaptability to stochastic lane shapes. To overcome these issues, we proposed a robust lane detection method named classification-generation-growth-based (CGG) operator to the detected lines, whereby the linear lane markings are identified by synergizing multiple visual cues with the a priori knowledge and spatial-temporal information. According to the quality of linear lane fitting, the linear and linear-parabolic models are dynamically switched to describe the actual lane. The Kalman filter with adaptive noise covariance and the region of interests (ROI) tracking are applied to improve the robustness and efficiency. Experiments were conducted with images covering various challenging scenarios. The experimental results evaluate the effectiveness of the presented method for complicated disturbances, illumination, and stochastic lane shapes.

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.

Adiabatic reduction of a model of stochastic gene expression with jump Markov process.

PubMed

Yvinec, Romain; Zhuge, Changjing; Lei, Jinzhi; Mackey, Michael C

2014-04-01

This paper considers adiabatic reduction in a model of stochastic gene expression with bursting transcription considered as a jump Markov process. In this model, the process of gene expression with auto-regulation is described by fast/slow dynamics. The production of mRNA is assumed to follow a compound Poisson process occurring at a rate depending on protein levels (the phenomena called bursting in molecular biology) and the production of protein is a linear function of mRNA numbers. When the dynamics of mRNA is assumed to be a fast process (due to faster mRNA degradation than that of protein) we prove that, with appropriate scalings in the burst rate, jump size or translational rate, the bursting phenomena can be transmitted to the slow variable. We show that, depending on the scaling, the reduced equation is either a stochastic differential equation with a jump Poisson process or a deterministic ordinary differential equation. These results are significant because adiabatic reduction techniques seem to have not been rigorously justified for a stochastic differential system containing a jump Markov process. We expect that the results can be generalized to adiabatic methods in more general stochastic hybrid systems.

Temporal Coherence: A Model for Non-Stationarity in Natural and Simulated Wind Records

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

Rinker, Jennifer M.; Gavin, Henri P.; Clifton, Andrew

We present a novel methodology for characterizing and simulating non-stationary stochastic wind records. In this new method, non-stationarity is characterized and modelled via temporal coherence, which is quantified in the discrete frequency domain by probability distributions of the differences in phase between adjacent Fourier components. Temporal coherence can also be used to quantify non-stationary characteristics in wind data. Three case studies are presented that analyze the non-stationarity of turbulent wind data obtained at the National Wind Technology Center near Boulder, Colorado, USA. The first study compares the temporal and spectral characteristics of a stationary wind record and a non-stationary windmore » record in order to highlight their differences in temporal coherence. The second study examines the distribution of one of the proposed temporal coherence parameters and uses it to quantify the prevalence of nonstationarity in the dataset. The third study examines how temporal coherence varies with a range of atmospheric parameters to determine what conditions produce more non-stationarity.« less

Stochastic switching in biology: from genotype to phenotype

NASA Astrophysics Data System (ADS)

Bressloff, Paul C.

2017-03-01

There has been a resurgence of interest in non-equilibrium stochastic processes in recent years, driven in part by the observation that the number of molecules (genes, mRNA, proteins) involved in gene expression are often of order 1-1000. This means that deterministic mass-action kinetics tends to break down, and one needs to take into account the discrete, stochastic nature of biochemical reactions. One of the major consequences of molecular noise is the occurrence of stochastic biological switching at both the genotypic and phenotypic levels. For example, individual gene regulatory networks can switch between graded and binary responses, exhibit translational/transcriptional bursting, and support metastability (noise-induced switching between states that are stable in the deterministic limit). If random switching persists at the phenotypic level then this can confer certain advantages to cell populations growing in a changing environment, as exemplified by bacterial persistence in response to antibiotics. Gene expression at the single-cell level can also be regulated by changes in cell density at the population level, a process known as quorum sensing. In contrast to noise-driven phenotypic switching, the switching mechanism in quorum sensing is stimulus-driven and thus noise tends to have a detrimental effect. A common approach to modeling stochastic gene expression is to assume a large but finite system and to approximate the discrete processes by continuous processes using a system-size expansion. However, there is a growing need to have some familiarity with the theory of stochastic processes that goes beyond the standard topics of chemical master equations, the system-size expansion, Langevin equations and the Fokker-Planck equation. Examples include stochastic hybrid systems (piecewise deterministic Markov processes), large deviations and the Wentzel-Kramers-Brillouin (WKB) method, adiabatic reductions, and queuing/renewal theory. The major aim of this review is to provide a self-contained survey of these mathematical methods, mainly within the context of biological switching processes at both the genotypic and phenotypic levels. However, applications to other examples of biological switching are also discussed, including stochastic ion channels, diffusion in randomly switching environments, bacterial chemotaxis, and stochastic neural networks.

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.

Nascent RNA kinetics: Transient and steady state behavior of models of transcription

NASA Astrophysics Data System (ADS)

Choubey, Sandeep

2018-02-01

Regulation of transcription is a vital process in cells, but mechanistic details of this regulation still remain elusive. The dominant approach to unravel the dynamics of transcriptional regulation is to first develop mathematical models of transcription and then experimentally test the predictions these models make for the distribution of mRNA and protein molecules at the individual cell level. However, these measurements are affected by a multitude of downstream processes which make it difficult to interpret the measurements. Recent experimental advancements allow for counting the nascent mRNA number of a gene as a function of time at the single-inglr cell level. These measurements closely reflect the dynamics of transcription. In this paper, we consider a general mechanism of transcription with stochastic initiation and deterministic elongation and probe its impact on the temporal behavior of nascent RNA levels. Using techniques from queueing theory, we derive exact analytical expressions for the mean and variance of the nascent RNA distribution as functions of time. We apply these analytical results to obtain the mean and variance of nascent RNA distribution for specific models of transcription. These models of initiation exhibit qualitatively distinct transient behaviors for both the mean and variance which further allows us to discriminate between them. Stochastic simulations confirm these results. Overall the analytical results presented here provide the necessary tools to connect mechanisms of transcription initiation to single-cell measurements of nascent RNA.

Multiscale analysis of information dynamics for linear multivariate processes.

PubMed

Faes, Luca; Montalto, Alessandro; Stramaglia, Sebastiano; Nollo, Giandomenico; Marinazzo, Daniele

2016-08-01

In the study of complex physical and physiological systems represented by multivariate time series, an issue of great interest is the description of the system dynamics over a range of different temporal scales. While information-theoretic approaches to the multiscale analysis of complex dynamics are being increasingly used, the theoretical properties of the applied measures are poorly understood. This study introduces for the first time a framework for the analytical computation of information dynamics for linear multivariate stochastic processes explored at different time scales. After showing that the multiscale processing of a vector autoregressive (VAR) process introduces a moving average (MA) component, we describe how to represent the resulting VARMA process using statespace (SS) models and how to exploit the SS model parameters to compute analytical measures of information storage and information transfer for the original and rescaled processes. The framework is then used to quantify multiscale information dynamics for simulated unidirectionally and bidirectionally coupled VAR processes, showing that rescaling may lead to insightful patterns of information storage and transfer but also to potentially misleading behaviors.

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

NASA Astrophysics Data System (ADS)

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

2018-03-01

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

Modelling uncertainty in incompressible flow simulation using Galerkin based generalized ANOVA

NASA Astrophysics Data System (ADS)

Chakraborty, Souvik; Chowdhury, Rajib

2016-11-01

This paper presents a new algorithm, referred to here as Galerkin based generalized analysis of variance decomposition (GG-ANOVA) for modelling input uncertainties and its propagation in incompressible fluid flow. The proposed approach utilizes ANOVA to represent the unknown stochastic response. Further, the unknown component functions of ANOVA are represented using the generalized polynomial chaos expansion (PCE). The resulting functional form obtained by coupling the ANOVA and PCE is substituted into the stochastic Navier-Stokes equation (NSE) and Galerkin projection is employed to decompose it into a set of coupled deterministic 'Navier-Stokes alike' equations. Temporal discretization of the set of coupled deterministic equations is performed by employing Adams-Bashforth scheme for convective term and Crank-Nicolson scheme for diffusion term. Spatial discretization is performed by employing finite difference scheme. Implementation of the proposed approach has been illustrated by two examples. In the first example, a stochastic ordinary differential equation has been considered. This example illustrates the performance of proposed approach with change in nature of random variable. Furthermore, convergence characteristics of GG-ANOVA has also been demonstrated. The second example investigates flow through a micro channel. Two case studies, namely the stochastic Kelvin-Helmholtz instability and stochastic vortex dipole, have been investigated. For all the problems results obtained using GG-ANOVA are in excellent agreement with benchmark solutions.

Matter-wave dark solitons: stochastic versus analytical results.

PubMed

Cockburn, S P; Nistazakis, H E; Horikis, T P; Kevrekidis, P G; Proukakis, N P; Frantzeskakis, D J

2010-04-30

The dynamics of dark matter-wave solitons in elongated atomic condensates are discussed at finite temperatures. Simulations with the stochastic Gross-Pitaevskii equation reveal a noticeable, experimentally observable spread in individual soliton trajectories, attributed to inherent fluctuations in both phase and density of the underlying medium. Averaging over a number of such trajectories (as done in experiments) washes out such background fluctuations, revealing a well-defined temperature-dependent temporal growth in the oscillation amplitude. The average soliton dynamics is well captured by the simpler dissipative Gross-Pitaevskii equation, both numerically and via an analytically derived equation for the soliton center based on perturbation theory for dark solitons.

[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.

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

Ng, B

This survey gives an overview of popular generative models used in the modeling of stochastic temporal systems. In particular, this survey is organized into two parts. The first part discusses the discrete-time representations of dynamic Bayesian networks and dynamic relational probabilistic models, while the second part discusses the continuous-time representation of continuous-time Bayesian networks.

Using Approximate Dynamic Programming to Solve the Stochastic Demand Military Inventory Routing Problem with Direct Delivery

DTIC Science & Technology

due to the dangers of utilizing convoy operations. However, enemy actions, austere conditions, and inclement weather pose a significant risk to a...squares temporal differencing for policy evaluation. We construct a representative problem instance based on an austere combat environment in order to

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.

A stochastic hybrid systems based framework for modeling dependent failure processes

PubMed Central

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

2017-01-01

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

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

PubMed

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

2017-01-01

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

Uncertainty Reduction for Stochastic Processes on Complex Networks

NASA Astrophysics Data System (ADS)

Radicchi, Filippo; Castellano, Claudio

2018-05-01

Many real-world systems are characterized by stochastic dynamical rules where a complex network of interactions among individual elements probabilistically determines their state. Even with full knowledge of the network structure and of the stochastic rules, the ability to predict system configurations is generally characterized by a large uncertainty. Selecting a fraction of the nodes and observing their state may help to reduce the uncertainty about the unobserved nodes. However, choosing these points of observation in an optimal way is a highly nontrivial task, depending on the nature of the stochastic process and on the structure of the underlying interaction pattern. In this paper, we introduce a computationally efficient algorithm to determine quasioptimal solutions to the problem. The method leverages network sparsity to reduce computational complexity from exponential to almost quadratic, thus allowing the straightforward application of the method to mid-to-large-size systems. Although the method is exact only for equilibrium stochastic processes defined on trees, it turns out to be effective also for out-of-equilibrium processes on sparse loopy networks.

Gene regulation and noise reduction by coupling of stochastic processes

NASA Astrophysics Data System (ADS)

Ramos, Alexandre F.; Hornos, José Eduardo M.; Reinitz, John

2015-02-01

Here we characterize the low-noise regime of a stochastic model for a negative self-regulating binary gene. The model has two stochastic variables, the protein number and the state of the gene. Each state of the gene behaves as a protein source governed by a Poisson process. The coupling between the two gene states depends on protein number. This fact has a very important implication: There exist protein production regimes characterized by sub-Poissonian noise because of negative covariance between the two stochastic variables of the model. Hence the protein numbers obey a probability distribution that has a peak that is sharper than those of the two coupled Poisson processes that are combined to produce it. Biochemically, the noise reduction in protein number occurs when the switching of the genetic state is more rapid than protein synthesis or degradation. We consider the chemical reaction rates necessary for Poisson and sub-Poisson processes in prokaryotes and eucaryotes. Our results suggest that the coupling of multiple stochastic processes in a negative covariance regime might be a widespread mechanism for noise reduction.

Gene regulation and noise reduction by coupling of stochastic processes

PubMed Central

Hornos, José Eduardo M.; Reinitz, John

2015-01-01

Here we characterize the low noise regime of a stochastic model for a negative self-regulating binary gene. The model has two stochastic variables, the protein number and the state of the gene. Each state of the gene behaves as a protein source governed by a Poisson process. The coupling between the the two gene states depends on protein number. This fact has a very important implication: there exist protein production regimes characterized by sub-Poissonian noise because of negative covariance between the two stochastic variables of the model. Hence the protein numbers obey a probability distribution that has a peak that is sharper than those of the two coupled Poisson processes that are combined to produce it. Biochemically, the noise reduction in protein number occurs when the switching of genetic state is more rapid than protein synthesis or degradation. We consider the chemical reaction rates necessary for Poisson and sub-Poisson processes in prokaryotes and eucaryotes. Our results suggest that the coupling of multiple stochastic processes in a negative covariance regime might be a widespread mechanism for noise reduction. PMID:25768447

Gene regulation and noise reduction by coupling of stochastic processes.

PubMed

Ramos, Alexandre F; Hornos, José Eduardo M; Reinitz, John

2015-02-01

Here we characterize the low-noise regime of a stochastic model for a negative self-regulating binary gene. The model has two stochastic variables, the protein number and the state of the gene. Each state of the gene behaves as a protein source governed by a Poisson process. The coupling between the two gene states depends on protein number. This fact has a very important implication: There exist protein production regimes characterized by sub-Poissonian noise because of negative covariance between the two stochastic variables of the model. Hence the protein numbers obey a probability distribution that has a peak that is sharper than those of the two coupled Poisson processes that are combined to produce it. Biochemically, the noise reduction in protein number occurs when the switching of the genetic state is more rapid than protein synthesis or degradation. We consider the chemical reaction rates necessary for Poisson and sub-Poisson processes in prokaryotes and eucaryotes. Our results suggest that the coupling of multiple stochastic processes in a negative covariance regime might be a widespread mechanism for noise reduction.

Hybrid colored noise process with space-dependent switching rates

NASA Astrophysics Data System (ADS)

Bressloff, Paul C.; Lawley, Sean D.

2017-07-01

A fundamental issue in the theory of continuous stochastic process is the interpretation of multiplicative white noise, which is often referred to as the Itô-Stratonovich dilemma. From a physical perspective, this reflects the need to introduce additional constraints in order to specify the nature of the noise, whereas from a mathematical perspective it reflects an ambiguity in the formulation of stochastic differential equations (SDEs). Recently, we have identified a mechanism for obtaining an Itô SDE based on a form of temporal disorder. Motivated by switching processes in molecular biology, we considered a Brownian particle that randomly switches between two distinct conformational states with different diffusivities. In each state, the particle undergoes normal diffusion (additive noise) so there is no ambiguity in the interpretation of the noise. However, if the switching rates depend on position, then in the fast switching limit one obtains Brownian motion with a space-dependent diffusivity of the Itô form. In this paper, we extend our theory to include colored additive noise. We show that the nature of the effective multiplicative noise process obtained by taking both the white-noise limit (κ →0 ) and fast switching limit (ɛ →0 ) depends on the order the two limits are taken. If the white-noise limit is taken first, then we obtain Itô, and if the fast switching limit is taken first, then we obtain Stratonovich. Moreover, the form of the effective diffusion coefficient differs in the two cases. The latter result holds even in the case of space-independent transition rates, where one obtains additive noise processes with different diffusion coefficients. Finally, we show that yet another form of multiplicative noise is obtained in the simultaneous limit ɛ ,κ →0 with ɛ /κ2 fixed.

Estimates of Zenith Total Delay trends from GPS reprocessing with autoregressive process

NASA Astrophysics Data System (ADS)

Klos, Anna; Hunegnaw, Addisu; Teferle, Felix Norman; Ebuy Abraha, Kibrom; Ahmed, Furqan; Bogusz, Janusz

2017-04-01

Nowadays, near real-time Zenith Total Delay (ZTD) estimates from Global Positioning System (GPS) observations are routinely assimilated into numerical weather prediction (NWP) models to improve the reliability of forecasts. On the other hand, ZTD time series derived from homogeneously re-processed GPS observations over long periods have the potential to improve our understanding of climate change on various temporal and spatial scales. With such time series only recently reaching somewhat adequate time spans, the application of GPS-derived ZTD estimates to climate monitoring is still to be developed further. In this research, we examine the character of noise in ZTD time series for 1995-2015 in order to estimate more realistic magnitudes of trend and its uncertainty than would be the case if the stochastic properties are not taken into account. Furthermore, the hourly sampled, homogeneously re-processed and carefully homogenized ZTD time series from over 700 globally distributed stations were classified into five major climate zones. We found that the amplitudes of annual signals reach values of 10-150 mm with minimum values for the polar and Alpine zones. The amplitudes of daily signals were estimated to be 0-12 mm with maximum values found for the dry zone. We examined seven different noise models for the residual ZTD time series after modelling all known periodicities. This identified a combination of white plus autoregressive process of fourth order to be optimal to match all changes in power of the ZTD data. When the stochastic properties are neglected, ie. a pure white noise model is employed, only 11 from 120 trends were insignificant. Using the optimum noise model more than half of the 120 examined trends became insignificant. We show that the uncertainty of ZTD trends is underestimated by a factor of 3-12 when the stochastic properties of the ZTD time series are ignored and we conclude that it is essential to properly model the noise characteristics of such time series when interpretations in terms of climate change are to be performed.

Observers Exploit Stochastic Models of Sensory Change to Help Judge the Passage of Time

PubMed Central

Ahrens, Misha B.; Sahani, Maneesh

2011-01-01

Summary Sensory stimulation can systematically bias the perceived passage of time [1–5], but why and how this happens is mysterious. In this report, we provide evidence that such biases may ultimately derive from an innate and adaptive use of stochastically evolving dynamic stimuli to help refine estimates derived from internal timekeeping mechanisms [6–15]. A simplified statistical model based on probabilistic expectations of stimulus change derived from the second-order temporal statistics of the natural environment [16, 17] makes three predictions. First, random noise-like stimuli whose statistics violate natural expectations should induce timing bias. Second, a previously unexplored obverse of this effect is that similar noise stimuli with natural statistics should reduce the variability of timing estimates. Finally, this reduction in variability should scale with the interval being timed, so as to preserve the overall Weber law of interval timing. All three predictions are borne out experimentally. Thus, in the context of our novel theoretical framework, these results suggest that observers routinely rely on sensory input to augment their sense of the passage of time, through a process of Bayesian inference based on expectations of change in the natural environment. PMID:21256018

Regenerating time series from ordinal networks.

PubMed

McCullough, Michael; Sakellariou, Konstantinos; Stemler, Thomas; Small, Michael

2017-03-01

Recently proposed ordinal networks not only afford novel methods of nonlinear time series analysis but also constitute stochastic approximations of the deterministic flow time series from which the network models are constructed. In this paper, we construct ordinal networks from discrete sampled continuous chaotic time series and then regenerate new time series by taking random walks on the ordinal network. We then investigate the extent to which the dynamics of the original time series are encoded in the ordinal networks and retained through the process of regenerating new time series by using several distinct quantitative approaches. First, we use recurrence quantification analysis on traditional recurrence plots and order recurrence plots to compare the temporal structure of the original time series with random walk surrogate time series. Second, we estimate the largest Lyapunov exponent from the original time series and investigate the extent to which this invariant measure can be estimated from the surrogate time series. Finally, estimates of correlation dimension are computed to compare the topological properties of the original and surrogate time series dynamics. Our findings show that ordinal networks constructed from univariate time series data constitute stochastic models which approximate important dynamical properties of the original systems.

Regenerating time series from ordinal networks

NASA Astrophysics Data System (ADS)

McCullough, Michael; Sakellariou, Konstantinos; Stemler, Thomas; Small, Michael

2017-03-01

Recently proposed ordinal networks not only afford novel methods of nonlinear time series analysis but also constitute stochastic approximations of the deterministic flow time series from which the network models are constructed. In this paper, we construct ordinal networks from discrete sampled continuous chaotic time series and then regenerate new time series by taking random walks on the ordinal network. We then investigate the extent to which the dynamics of the original time series are encoded in the ordinal networks and retained through the process of regenerating new time series by using several distinct quantitative approaches. First, we use recurrence quantification analysis on traditional recurrence plots and order recurrence plots to compare the temporal structure of the original time series with random walk surrogate time series. Second, we estimate the largest Lyapunov exponent from the original time series and investigate the extent to which this invariant measure can be estimated from the surrogate time series. Finally, estimates of correlation dimension are computed to compare the topological properties of the original and surrogate time series dynamics. Our findings show that ordinal networks constructed from univariate time series data constitute stochastic models which approximate important dynamical properties of the original systems.

Mesoscale Thermodynamically motivated Statistical Mechanics based Kinetic Model for Sintering monoliths

NASA Astrophysics Data System (ADS)

Mohan, Nisha

Modeling the evolution of microstructure during sintering is a persistent challenge in ceramics science, although needed as the microstructure impacts properties of an engineered material. Bridging the gap between microscopic and continuum models, kinetic Monte Carlo (kMC) methods provide a stochastic approach towards sintering and microstructure evolution. These kMC models work at the mesoscale, with length and time-scales between those of atomistic and continuum approaches. We develop a sintering/compacting model for the two-phase sintering of boron nitride ceramics and allotropes alike. Our formulation includes mechanisms for phase transformation between h-BN and c-BN and takes into account thermodynamics of pressure and temperature on interaction energies and mechanism rates. In addition to replicating the micro-structure evolution observed in experiments, it also captures the phase diagram of Boron Nitride materials. Results have been analyzed in terms of phase diagrams and crystal growth. It also serves with insights to guide the choice of additives and conditions for the sintering process.While detailed time and spatial resolutions are lost in any MC, the progression of stochastic events still captures plausible local energy minima and long-time temporal developments. DARPA.

Temporal clustering of tropical cyclones on the Great Barrier Reef and its ecological importance

NASA Astrophysics Data System (ADS)

Wolff, Nicholas H.; Wong, Aaron; Vitolo, Renato; Stolberg, Kristin; Anthony, Kenneth R. N.; Mumby, Peter J.

2016-06-01

Tropical cyclones have been a major cause of reef coral decline during recent decades, including on the Great Barrier Reef (GBR). While cyclones are a natural element of the disturbance regime of coral reefs, the role of temporal clustering has previously been overlooked. Here, we examine the consequences of different types of cyclone temporal distributions (clustered, stochastic or regular) on reef ecosystems. We subdivided the GBR into 14 adjoining regions, each spanning roughly 300 km, and quantified both the rate and clustering of cyclones using dispersion statistics. To interpret the consequences of such cyclone variability for coral reef health, we used a model of observed coral population dynamics. Results showed that clustering occurs on the margins of the cyclone belt, being strongest in the southern reefs and the far northern GBR, which also has the lowest cyclone rate. In the central GBR, where rates were greatest, cyclones had a relatively regular temporal pattern. Modelled dynamics of the dominant coral genus, Acropora, suggest that the long-term average cover might be more than 13 % greater (in absolute cover units) under a clustered cyclone regime compared to stochastic or regular regimes. Thus, not only does cyclone clustering vary significantly along the GBR but such clustering is predicted to have a marked, and management-relevant, impact on the status of coral populations. Additionally, we use our regional clustering and rate results to sample from a library of over 7000 synthetic cyclone tracks for the GBR. This allowed us to provide robust reef-scale maps of annual cyclone frequency and cyclone impacts on Acropora. We conclude that assessments of coral reef vulnerability need to account for both spatial and temporal cyclone distributions.

Hiereachical Bayesian Model for Combining Geochemical and Geophysical Data for Environmental Applications Software

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

Chen, Jinsong

2013-05-01

Development of a hierarchical Bayesian model to estimate the spatiotemporal distribution of aqueous geochemical parameters associated with in-situ bioremediation using surface spectral induced polarization (SIP) data and borehole geochemical measurements collected during a bioremediation experiment at a uranium-contaminated site near Rifle, Colorado. The SIP data are first inverted for Cole-Cole parameters including chargeability, time constant, resistivity at the DC frequency and dependence factor, at each pixel of two-dimensional grids using a previously developed stochastic method. Correlations between the inverted Cole-Cole parameters and the wellbore-based groundwater chemistry measurements indicative of key metabolic processes within the aquifer (e.g. ferrous iron, sulfate, uranium)more » were established and used as a basis for petrophysical model development. The developed Bayesian model consists of three levels of statistical sub-models: 1) data model, providing links between geochemical and geophysical attributes, 2) process model, describing the spatial and temporal variability of geochemical properties in the subsurface system, and 3) parameter model, describing prior distributions of various parameters and initial conditions. The unknown parameters are estimated using Markov chain Monte Carlo methods. By combining the temporally distributed geochemical data with the spatially distributed geophysical data, we obtain the spatio-temporal distribution of ferrous iron, sulfate and sulfide, and their associated uncertainity information. The obtained results can be used to assess the efficacy of the bioremediation treatment over space and time and to constrain reactive transport models.« less

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.

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

PubMed Central

Golightly, Andrew; Wilkinson, Darren J.

2011-01-01

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

Temporal Vulnerability and the Post-Disaster 'Window of Opportunity to Woo:' a Case Study of an African-American Floodplain Neighborhood after Hurricane Floyd in North Carolina.

PubMed

de Vries, Daniel H

2017-01-01

After major flooding associated with Hurricane Floyd (1999) in North Carolina, mitigation managers seized upon the "window of opportunity" to woo residents to accept residential buyout offers despite sizable community resistance. I present a theoretical explanation of how post-crisis periods turn into "opportunities" based on a temporal referential theory that complements alternative explanations based on temporal coincidence, panarchy, and shock-doctrine theories. Results from fieldwork conducted from 2002 to 2004 illustrate how several temporal influences compromised collective calibration of "normalcy" in local cultural models, leading to an especially heightened vulnerability to collective surprise. Four factors particularly influenced this temporal vulnerability: 1) epistemological uncertainty of floodplain dynamics due to colonization; 2) cultural practices that maintained a casual amnesia; 3) meaning attributed to stochastic timing of floods; and 4) competitive impact of referential flood baseline attractors.

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.

Effects of stochastic interest rates in decision making under risk: A Markov decision process model for forest management

Treesearch

Mo Zhou; Joseph Buongiorno

2011-01-01

Most economic studies of forest decision making under risk assume a fixed interest rate. This paper investigated some implications of this stochastic nature of interest rates. Markov decision process (MDP) models, used previously to integrate stochastic stand growth and prices, can be extended to include variable interest rates as well. This method was applied to...

Limiting Energy Dissipation Induces Glassy Kinetics in Single-Cell High-Precision Responses

PubMed Central

Das, Jayajit

2016-01-01

Single cells often generate precise responses by involving dissipative out-of-thermodynamic-equilibrium processes in signaling networks. The available free energy to fuel these processes could become limited depending on the metabolic state of an individual cell. How does limiting dissipation affect the kinetics of high-precision responses in single cells? I address this question in the context of a kinetic proofreading scheme used in a simple model of early-time T cell signaling. Using exact analytical calculations and numerical simulations, I show that limiting dissipation qualitatively changes the kinetics in single cells marked by emergence of slow kinetics, large cell-to-cell variations of copy numbers, temporally correlated stochastic events (dynamic facilitation), and ergodicity breaking. Thus, constraints in energy dissipation, in addition to negatively affecting ligand discrimination in T cells, can create a fundamental difficulty in determining single-cell kinetics from cell-population results. PMID:26958894

Fast stochastic algorithm for simulating evolutionary population dynamics

NASA Astrophysics Data System (ADS)

Tsimring, Lev; Hasty, Jeff; Mather, William

2012-02-01

Evolution and co-evolution of ecological communities are stochastic processes often characterized by vastly different rates of reproduction and mutation and a coexistence of very large and very small sub-populations of co-evolving species. This creates serious difficulties for accurate statistical modeling of evolutionary dynamics. In this talk, we introduce a new exact algorithm for fast fully stochastic simulations of birth/death/mutation processes. It produces a significant speedup compared to the direct stochastic simulation algorithm in a typical case when the total population size is large and the mutation rates are much smaller than birth/death rates. We illustrate the performance of the algorithm on several representative examples: evolution on a smooth fitness landscape, NK model, and stochastic predator-prey system.

A stochastic maximum principle for backward control systems with random default time

NASA Astrophysics Data System (ADS)

Shen, Yang; Kuen Siu, Tak

2013-05-01

This paper establishes a necessary and sufficient stochastic maximum principle for backward systems, where the state processes are governed by jump-diffusion backward stochastic differential equations with random default time. An application of the sufficient stochastic maximum principle to an optimal investment and capital injection problem in the presence of default risk is discussed.

Stochastic associative memory

NASA Astrophysics Data System (ADS)

Baumann, Erwin W.; Williams, David L.

1993-08-01

Artificial neural networks capable of learning and recalling stochastic associations between non-deterministic quantities have received relatively little attention to date. One potential application of such stochastic associative networks is the generation of sensory 'expectations' based on arbitrary subsets of sensor inputs to support anticipatory and investigate behavior in sensor-based robots. Another application of this type of associative memory is the prediction of how a scene will look in one spectral band, including noise, based upon its appearance in several other wavebands. This paper describes a semi-supervised neural network architecture composed of self-organizing maps associated through stochastic inter-layer connections. This 'Stochastic Associative Memory' (SAM) can learn and recall non-deterministic associations between multi-dimensional probability density functions. The stochastic nature of the network also enables it to represent noise distributions that are inherent in any true sensing process. The SAM architecture, training process, and initial application to sensor image prediction are described. Relationships to Fuzzy Associative Memory (FAM) are discussed.

Nonholonomic relativistic diffusion and exact solutions for stochastic Einstein spaces

NASA Astrophysics Data System (ADS)

Vacaru, S. I.

2012-03-01

We develop an approach to the theory of nonholonomic relativistic stochastic processes in curved spaces. The Itô and Stratonovich calculus are formulated for spaces with conventional horizontal (holonomic) and vertical (nonholonomic) splitting defined by nonlinear connection structures. Geometric models of the relativistic diffusion theory are elaborated for nonholonomic (pseudo) Riemannian manifolds and phase velocity spaces. Applying the anholonomic deformation method, the field equations in Einstein's gravity and various modifications are formally integrated in general forms, with generic off-diagonal metrics depending on some classes of generating and integration functions. Choosing random generating functions we can construct various classes of stochastic Einstein manifolds. We show how stochastic gravitational interactions with mixed holonomic/nonholonomic and random variables can be modelled in explicit form and study their main geometric and stochastic properties. Finally, the conditions when non-random classical gravitational processes transform into stochastic ones and inversely are analyzed.

Verification of ARMA identification for modelling temporal correlation of GPS observations using the toolbox ARMASA

NASA Astrophysics Data System (ADS)

Luo, Xiaoguang; Mayer, Michael; Heck, Bernhard

2010-05-01

One essential deficiency of the stochastic model used in many GNSS (Global Navigation Satellite Systems) software products consists in neglecting temporal correlation of GNSS observations. Analysing appropriately detrended time series of observation residuals resulting from GPS (Global Positioning System) data processing, the temporal correlation behaviour of GPS observations can be sufficiently described by means of so-called autoregressive moving average (ARMA) processes. Using the toolbox ARMASA which is available free of charge in MATLAB® Central (open exchange platform for the MATLAB® and SIMULINK® user community), a well-fitting time series model can be identified automatically in three steps. Firstly, AR, MA, and ARMA models are computed up to some user-specified maximum order. Subsequently, for each model type, the best-fitting model is selected using the combined (for AR processes) resp. generalised (for MA and ARMA processes) information criterion. The final model identification among the best-fitting AR, MA, and ARMA models is performed based on the minimum prediction error characterising the discrepancies between the given data and the fitted model. The ARMA coefficients are computed using Burg's maximum entropy algorithm (for AR processes), Durbin's first (for MA processes) and second (for ARMA processes) methods, respectively. This paper verifies the performance of the automated ARMA identification using the toolbox ARMASA. For this purpose, a representative data base is generated by means of ARMA simulation with respect to sample size, correlation level, and model complexity. The model error defined as a transform of the prediction error is used as measure for the deviation between the true and the estimated model. The results of the study show that the recognition rates of underlying true processes increase with increasing sample sizes and decrease with rising model complexity. Considering large sample sizes, the true underlying processes can be correctly recognised for nearly 80% of the analysed data sets. Additionally, the model errors of first-order AR resp. MA processes converge clearly more rapidly to the corresponding asymptotical values than those of high-order ARMA processes.

Genome Informed Trait-Based Models

NASA Astrophysics Data System (ADS)

Karaoz, U.; Cheng, Y.; Bouskill, N.; Tang, J.; Beller, H. R.; Brodie, E.; Riley, W. J.

2013-12-01

Trait-based approaches are powerful tools for representing microbial communities across both spatial and temporal scales within ecosystem models. Trait-based models (TBMs) represent the diversity of microbial taxa as stochastic assemblages with a distribution of traits constrained by trade-offs between these traits. Such representation with its built-in stochasticity allows the elucidation of the interactions between the microbes and their environment by reducing the complexity of microbial community diversity into a limited number of functional ';guilds' and letting them emerge across spatio-temporal scales. From the biogeochemical/ecosystem modeling perspective, the emergent properties of the microbial community could be directly translated into predictions of biogeochemical reaction rates and microbial biomass. The accuracy of TBMs depends on the identification of key traits of the microbial community members and on the parameterization of these traits. Current approaches to inform TBM parameterization are empirical (i.e., based on literature surveys). Advances in omic technologies (such as genomics, metagenomics, metatranscriptomics, and metaproteomics) pave the way to better-initialize models that can be constrained in a generic or site-specific fashion. Here we describe the coupling of metagenomic data to the development of a TBM representing the dynamics of metabolic guilds from an organic carbon stimulated groundwater microbial community. Illumina paired-end metagenomic data were collected from the community as it transitioned successively through electron-accepting conditions (nitrate-, sulfate-, and Fe(III)-reducing), and used to inform estimates of growth rates and the distribution of metabolic pathways (i.e., aerobic and anaerobic oxidation, fermentation) across a spatially resolved TBM. We use this model to evaluate the emergence of different metabolisms and predict rates of biogeochemical processes over time. We compare our results to observational outputs.

Creation of Synthetic Surface Temperature and Precipitation Ensembles Through A Computationally Efficient, Mixed Method Approach

NASA Astrophysics Data System (ADS)

Hartin, C.; Lynch, C.; Kravitz, B.; Link, R. P.; Bond-Lamberty, B. P.

2017-12-01

Typically, uncertainty quantification of internal variability relies on large ensembles of climate model runs under multiple forcing scenarios or perturbations in a parameter space. Computationally efficient, standard pattern scaling techniques only generate one realization and do not capture the complicated dynamics of the climate system (i.e., stochastic variations with a frequency-domain structure). In this study, we generate large ensembles of climate data with spatially and temporally coherent variability across a subselection of Coupled Model Intercomparison Project Phase 5 (CMIP5) models. First, for each CMIP5 model we apply a pattern emulation approach to derive the model response to external forcing. We take all the spatial and temporal variability that isn't explained by the emulator and decompose it into non-physically based structures through use of empirical orthogonal functions (EOFs). Then, we perform a Fourier decomposition of the EOF projection coefficients to capture the input fields' temporal autocorrelation so that our new emulated patterns reproduce the proper timescales of climate response and "memory" in the climate system. Through this 3-step process, we derive computationally efficient climate projections consistent with CMIP5 model trends and modes of variability, which address a number of deficiencies inherent in the ability of pattern scaling to reproduce complex climate model behavior.

Memory consolidation from seconds to weeks: a three-stage neural network model with autonomous reinstatement dynamics

PubMed Central

Fiebig, Florian; Lansner, Anders

2014-01-01

Declarative long-term memories are not created in an instant. Gradual stabilization and temporally shifting dependence of acquired declarative memories in different brain regions—called systems consolidation—can be tracked in time by lesion experiments. The observation of temporally graded retrograde amnesia (RA) following hippocampal lesions points to a gradual transfer of memory from hippocampus to neocortical long-term memory. Spontaneous reactivations of hippocampal memories, as observed in place cell reactivations during slow-wave-sleep, are supposed to drive neocortical reinstatements and facilitate this process. We propose a functional neural network implementation of these ideas and furthermore suggest an extended three-state framework that includes the prefrontal cortex (PFC). It bridges the temporal chasm between working memory percepts on the scale of seconds and consolidated long-term memory on the scale of weeks or months. We show that our three-stage model can autonomously produce the necessary stochastic reactivation dynamics for successful episodic memory consolidation. The resulting learning system is shown to exhibit classical memory effects seen in experimental studies, such as retrograde and anterograde amnesia (AA) after simulated hippocampal lesioning; furthermore the model reproduces peculiar biological findings on memory modulation, such as retrograde facilitation of memory after suppressed acquisition of new long-term memories—similar to the effects of benzodiazepines on memory. PMID:25071536

Water quality modeling in the dead end sections of drinking water (Supplement)

EPA Pesticide Factsheets

Dead-end sections of drinking water distribution networks are known to be problematic zones in terms of water quality degradation. Extended residence time due to water stagnation leads to rapid reduction of disinfectant residuals allowing the regrowth of microbial pathogens. Water quality models developed so far apply spatial aggregation and temporal averaging techniques for hydraulic parameters by assigning hourly averaged water demands to the main nodes of the network. Although this practice has generally resulted in minimal loss of accuracy for the predicted disinfectant concentrations in main water transmission lines, this is not the case for the peripheries of the distribution network. This study proposes a new approach for simulating disinfectant residuals in dead end pipes while accounting for both spatial and temporal variability in hydraulic and transport parameters. A stochastic demand generator was developed to represent residential water pulses based on a non-homogenous Poisson process. Dispersive solute transport was considered using highly dynamic dispersion rates. A genetic algorithm was used tocalibrate the axial hydraulic profile of the dead-end pipe based on the different demand shares of the withdrawal nodes. A parametric sensitivity analysis was done to assess the model performance under variation of different simulation parameters. A group of Monte-Carlo ensembles was carried out to investigate the influence of spatial and temporal variation

Water Quality Modeling in the Dead End Sections of Drinking ...

EPA Pesticide Factsheets

Dead-end sections of drinking water distribution networks are known to be problematic zones in terms of water quality degradation. Extended residence time due to water stagnation leads to rapid reduction of disinfectant residuals allowing the regrowth of microbial pathogens. Water quality models developed so far apply spatial aggregation and temporal averaging techniques for hydraulic parameters by assigning hourly averaged water demands to the main nodes of the network. Although this practice has generally resulted in minimal loss of accuracy for the predicted disinfectant concentrations in main water transmission lines, this is not the case for the peripheries of a distribution network. This study proposes a new approach for simulating disinfectant residuals in dead end pipes while accounting for both spatial and temporal variability in hydraulic and transport parameters. A stochastic demand generator was developed to represent residential water pulses based on a non-homogenous Poisson process. Dispersive solute transport was considered using highly dynamic dispersion rates. A genetic algorithm was used to calibrate the axial hydraulic profile of the dead-end pipe based on the different demand shares of the withdrawal nodes. A parametric sensitivity analysis was done to assess the model performance under variation of different simulation parameters. A group of Monte-Carlo ensembles was carried out to investigate the influence of spatial and temporal variations

Caesium-137 and strontium-90 temporal series in the Tagus River: experimental results and a modelling study.

PubMed

Miró, Conrado; Baeza, Antonio; Madruga, María J; Periañez, Raul

2012-11-01

The objective of this work consisted of analysing the spatial and temporal evolution of two radionuclide concentrations in the Tagus River. Time-series analysis techniques and numerical modelling have been used in this study. (137)Cs and (90)Sr concentrations have been measured from 1994 to 1999 at several sampling points in Spain and Portugal. These radionuclides have been introduced into the river by the liquid releases from several nuclear power plants in Spain, as well as from global fallout. Time-series analysis techniques have allowed the determination of radionuclide transit times along the river, and have also pointed out the existence of temporal cycles of radionuclide concentrations at some sampling points, which are attributed to water management in the reservoirs placed along the Tagus River. A stochastic dispersion model, in which transport with water, radioactive decay and water-sediment interactions are solved through Monte Carlo methods, has been developed. Model results are, in general, in reasonable agreement with measurements. The model has finally been applied to the calculation of mean ages of radioactive content in water and sediments in each reservoir. This kind of model can be a very useful tool to support the decision-making process after an eventual emergency situation. Copyright © 2012 Elsevier Ltd. All rights reserved.

Fluctuation theorem: A critical review

NASA Astrophysics Data System (ADS)

Malek Mansour, M.; Baras, F.

2017-10-01

Fluctuation theorem for entropy production is revisited in the framework of stochastic processes. The applicability of the fluctuation theorem to physico-chemical systems and the resulting stochastic thermodynamics were analyzed. Some unexpected limitations are highlighted in the context of jump Markov processes. We have shown that these limitations handicap the ability of the resulting stochastic thermodynamics to correctly describe the state of non-equilibrium systems in terms of the thermodynamic properties of individual processes therein. Finally, we considered the case of diffusion processes and proved that the fluctuation theorem for entropy production becomes irrelevant at the stationary state in the case of one variable systems.

Inferring the relative resilience of alternative states

USGS Publications Warehouse

Angeler, David G.; Allen, Craig R.; Rojo, Carmen; Alvarez-Cobelas, Miguel; Rodrigo, Maria A.; Sanchez-Carrillo, Salvador

2013-01-01

Ecological systems may occur in alternative states that differ in ecological structures, functions and processes. Resilience is the measure of disturbance an ecological system can absorb before changing states. However, how the intrinsic structures and processes of systems that characterize their states affects their resilience remains unclear. We analyzed time series of phytoplankton communities at three sites in a floodplain in central Spain to assess the dominant frequencies or “temporal scales” in community dynamics and compared the patterns between a wet and a dry alternative state. The identified frequencies and cross-scale structures are expected to arise from positive feedbacks that are thought to reinforce processes in alternative states of ecological systems and regulate emergent phenomena such as resilience. Our analyses show a higher species richness and diversity but lower evenness in the dry state. Time series modeling revealed a decrease in the importance of short-term variability in the communities, suggesting that community dynamics slowed down in the dry relative to the wet state. The number of temporal scales at which community dynamics manifested, and the explanatory power of time series models, was lower in the dry state. The higher diversity, reduced number of temporal scales and the lower explanatory power of time series models suggest that species dynamics tended to be more stochastic in the dry state. From a resilience perspective our results highlight a paradox: increasing species richness may not necessarily enhance resilience. The loss of cross-scale structure (i.e. the lower number of temporal scales) in community dynamics across sites suggests that resilience erodes during drought. Phytoplankton communities in the dry state are therefore likely less resilient than in the wet state. Our case study demonstrates the potential of time series modeling to assess attributes that mediate resilience. The approach is useful for assessing resilience of alternative states across ecological and other complex systems.

Model-free uncertainty estimation in stochastical optical fluctuation imaging (SOFI) leads to a doubled temporal resolution

PubMed Central

Vandenberg, Wim; Duwé, Sam; Leutenegger, Marcel; Moeyaert, Benjamien; Krajnik, Bartosz; Lasser, Theo; Dedecker, Peter

2016-01-01

Stochastic optical fluctuation imaging (SOFI) is a super-resolution fluorescence imaging technique that makes use of stochastic fluctuations in the emission of the fluorophores. During a SOFI measurement multiple fluorescence images are acquired from the sample, followed by the calculation of the spatiotemporal cumulants of the intensities observed at each position. Compared to other techniques, SOFI works well under conditions of low signal-to-noise, high background, or high emitter densities. However, it can be difficult to unambiguously determine the reliability of images produced by any superresolution imaging technique. In this work we present a strategy that enables the estimation of the variance or uncertainty associated with each pixel in the SOFI image. In addition to estimating the image quality or reliability, we show that this can be used to optimize the signal-to-noise ratio (SNR) of SOFI images by including multiple pixel combinations in the cumulant calculation. We present an algorithm to perform this optimization, which automatically takes all relevant instrumental, sample, and probe parameters into account. Depending on the optical magnification of the system, this strategy can be used to improve the SNR of a SOFI image by 40% to 90%. This gain in information is entirely free, in the sense that it does not require additional efforts or complications. Alternatively our approach can be applied to reduce the number of fluorescence images to meet a particular quality level by about 30% to 50%, strongly improving the temporal resolution of SOFI imaging. PMID:26977356

Modelling and simulating decision processes of linked lives: An approach based on concurrent processes and stochastic race.

PubMed

Warnke, Tom; Reinhardt, Oliver; Klabunde, Anna; Willekens, Frans; Uhrmacher, Adelinde M

2017-10-01

Individuals' decision processes play a central role in understanding modern migration phenomena and other demographic processes. Their integration into agent-based computational demography depends largely on suitable support by a modelling language. We are developing the Modelling Language for Linked Lives (ML3) to describe the diverse decision processes of linked lives succinctly in continuous time. The context of individuals is modelled by networks the individual is part of, such as family ties and other social networks. Central concepts, such as behaviour conditional on agent attributes, age-dependent behaviour, and stochastic waiting times, are tightly integrated in the language. Thereby, alternative decisions are modelled by concurrent processes that compete by stochastic race. Using a migration model, we demonstrate how this allows for compact description of complex decisions, here based on the Theory of Planned Behaviour. We describe the challenges for the simulation algorithm posed by stochastic race between multiple concurrent complex decisions.

Stochastic Evolution Dynamic of the Rock-Scissors-Paper Game Based on a Quasi Birth and Death Process

NASA Astrophysics Data System (ADS)

Yu, Qian; Fang, Debin; Zhang, Xiaoling; Jin, Chen; Ren, Qiyu

2016-06-01

Stochasticity plays an important role in the evolutionary dynamic of cyclic dominance within a finite population. To investigate the stochastic evolution process of the behaviour of bounded rational individuals, we model the Rock-Scissors-Paper (RSP) game as a finite, state dependent Quasi Birth and Death (QBD) process. We assume that bounded rational players can adjust their strategies by imitating the successful strategy according to the payoffs of the last round of the game, and then analyse the limiting distribution of the QBD process for the game stochastic evolutionary dynamic. The numerical experiments results are exhibited as pseudo colour ternary heat maps. Comparisons of these diagrams shows that the convergence property of long run equilibrium of the RSP game in populations depends on population size and the parameter of the payoff matrix and noise factor. The long run equilibrium is asymptotically stable, neutrally stable and unstable respectively according to the normalised parameters in the payoff matrix. Moreover, the results show that the distribution probability becomes more concentrated with a larger population size. This indicates that increasing the population size also increases the convergence speed of the stochastic evolution process while simultaneously reducing the influence of the noise factor.

Stochastic Evolution Dynamic of the Rock-Scissors-Paper Game Based on a Quasi Birth and Death Process.

PubMed

Yu, Qian; Fang, Debin; Zhang, Xiaoling; Jin, Chen; Ren, Qiyu

2016-06-27

Stochasticity plays an important role in the evolutionary dynamic of cyclic dominance within a finite population. To investigate the stochastic evolution process of the behaviour of bounded rational individuals, we model the Rock-Scissors-Paper (RSP) game as a finite, state dependent Quasi Birth and Death (QBD) process. We assume that bounded rational players can adjust their strategies by imitating the successful strategy according to the payoffs of the last round of the game, and then analyse the limiting distribution of the QBD process for the game stochastic evolutionary dynamic. The numerical experiments results are exhibited as pseudo colour ternary heat maps. Comparisons of these diagrams shows that the convergence property of long run equilibrium of the RSP game in populations depends on population size and the parameter of the payoff matrix and noise factor. The long run equilibrium is asymptotically stable, neutrally stable and unstable respectively according to the normalised parameters in the payoff matrix. Moreover, the results show that the distribution probability becomes more concentrated with a larger population size. This indicates that increasing the population size also increases the convergence speed of the stochastic evolution process while simultaneously reducing the influence of the noise factor.

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.

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 stochastic fractional dynamics model of space-time variability of rain

NASA Astrophysics Data System (ADS)

Kundu, Prasun K.; Travis, James E.

2013-09-01

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

Evolution with Stochastic Fitness and Stochastic Migration

PubMed Central

Rice, Sean H.; Papadopoulos, Anthony

2009-01-01

Background Migration between local populations plays an important role in evolution - influencing local adaptation, speciation, extinction, and the maintenance of genetic variation. Like other evolutionary mechanisms, migration is a stochastic process, involving both random and deterministic elements. Many models of evolution have incorporated migration, but these have all been based on simplifying assumptions, such as low migration rate, weak selection, or large population size. We thus have no truly general and exact mathematical description of evolution that incorporates migration. Methodology/Principal Findings We derive an exact equation for directional evolution, essentially a stochastic Price equation with migration, that encompasses all processes, both deterministic and stochastic, contributing to directional change in an open population. Using this result, we show that increasing the variance in migration rates reduces the impact of migration relative to selection. This means that models that treat migration as a single parameter tend to be biassed - overestimating the relative impact of immigration. We further show that selection and migration interact in complex ways, one result being that a strategy for which fitness is negatively correlated with migration rates (high fitness when migration is low) will tend to increase in frequency, even if it has lower mean fitness than do other strategies. Finally, we derive an equation for the effective migration rate, which allows some of the complex stochastic processes that we identify to be incorporated into models with a single migration parameter. Conclusions/Significance As has previously been shown with selection, the role of migration in evolution is determined by the entire distributions of immigration and emigration rates, not just by the mean values. The interactions of stochastic migration with stochastic selection produce evolutionary processes that are invisible to deterministic evolutionary theory. PMID:19816580

Effects of spatial structure of population size on the population dynamics of barnacles across their elevational range.

PubMed

Fukaya, Keiichi; Okuda, Takehiro; Nakaoka, Masahiro; Noda, Takashi

2014-11-01

Explanations for why population dynamics vary across the range of a species reflect two contrasting hypotheses: (i) temporal variability of populations is larger in the centre of the range compared to the margins because overcompensatory density dependence destabilizes population dynamics and (ii) population variability is larger near the margins, where populations are more susceptible to environmental fluctuations. In both of these hypotheses, positions within the range are assumed to affect population variability. In contrast, the fact that population variability is often related to mean population size implies that the spatial structure of the population size within the range of a species may also be a useful predictor of the spatial variation in temporal variability of population size over the range of the species. To explore how population temporal variability varies spatially and the underlying processes responsible for the spatial variation, we focused on the intertidal barnacle Chthamalus dalli and examined differences in its population dynamics along the tidal levels it inhabits. Changes in coverage of barnacle populations were monitored for 10.5 years at 25 plots spanning the elevational range of this species. Data were analysed by fitting a population dynamics model to estimate the effects of density-dependent and density-independent processes on population growth. We also examined the temporal mean-variance relationship of population size with parameters estimated from the population dynamics model. We found that the relative variability of populations tended to increase from the centre of the elevational range towards the margins because of an increase in the magnitude of stochastic fluctuations of growth rates. Thus, our results supported hypothesis (2). We also found that spatial variations in temporal population variability were well characterized by Taylor's power law, the relative population variability being inversely related to the mean population size. Results suggest that understanding the population dynamics of a species over its range may be facilitated by taking the spatial structure of population size into account as well as by considering changes in population processes as a function of position within the range of the species. © 2014 The Authors. Journal of Animal Ecology © 2014 British Ecological Society.

? filtering for stochastic systems driven by Poisson processes

NASA Astrophysics Data System (ADS)

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

2015-01-01

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

STDP allows fast rate-modulated coding with Poisson-like spike trains.

PubMed

Gilson, Matthieu; Masquelier, Timothée; Hugues, Etienne

2011-10-01

Spike timing-dependent plasticity (STDP) has been shown to enable single neurons to detect repeatedly presented spatiotemporal spike patterns. This holds even when such patterns are embedded in equally dense random spiking activity, that is, in the absence of external reference times such as a stimulus onset. Here we demonstrate, both analytically and numerically, that STDP can also learn repeating rate-modulated patterns, which have received more experimental evidence, for example, through post-stimulus time histograms (PSTHs). Each input spike train is generated from a rate function using a stochastic sampling mechanism, chosen to be an inhomogeneous Poisson process here. Learning is feasible provided significant covarying rate modulations occur within the typical timescale of STDP (~10-20 ms) for sufficiently many inputs (~100 among 1000 in our simulations), a condition that is met by many experimental PSTHs. Repeated pattern presentations induce spike-time correlations that are captured by STDP. Despite imprecise input spike times and even variable spike counts, a single trained neuron robustly detects the pattern just a few milliseconds after its presentation. Therefore, temporal imprecision and Poisson-like firing variability are not an obstacle to fast temporal coding. STDP provides an appealing mechanism to learn such rate patterns, which, beyond sensory processing, may also be involved in many cognitive tasks.

Optimality in mono- and multisensory map formation.

PubMed

Bürck, Moritz; Friedel, Paul; Sichert, Andreas B; Vossen, Christine; van Hemmen, J Leo

2010-07-01

In the struggle for survival in a complex and dynamic environment, nature has developed a multitude of sophisticated sensory systems. In order to exploit the information provided by these sensory systems, higher vertebrates reconstruct the spatio-temporal environment from each of the sensory systems they have at their disposal. That is, for each modality the animal computes a neuronal representation of the outside world, a monosensory neuronal map. Here we present a universal framework that allows to calculate the specific layout of the involved neuronal network by means of a general mathematical principle, viz., stochastic optimality. In order to illustrate the use of this theoretical framework, we provide a step-by-step tutorial of how to apply our model. In so doing, we present a spatial and a temporal example of optimal stimulus reconstruction which underline the advantages of our approach. That is, given a known physical signal transmission and rudimental knowledge of the detection process, our approach allows to estimate the possible performance and to predict neuronal properties of biological sensory systems. Finally, information from different sensory modalities has to be integrated so as to gain a unified perception of reality for further processing, e.g., for distinct motor commands. We briefly discuss concepts of multimodal interaction and how a multimodal space can evolve by alignment of monosensory maps.

STDP Allows Fast Rate-Modulated Coding with Poisson-Like Spike Trains

PubMed Central

Hugues, Etienne

2011-01-01

Spike timing-dependent plasticity (STDP) has been shown to enable single neurons to detect repeatedly presented spatiotemporal spike patterns. This holds even when such patterns are embedded in equally dense random spiking activity, that is, in the absence of external reference times such as a stimulus onset. Here we demonstrate, both analytically and numerically, that STDP can also learn repeating rate-modulated patterns, which have received more experimental evidence, for example, through post-stimulus time histograms (PSTHs). Each input spike train is generated from a rate function using a stochastic sampling mechanism, chosen to be an inhomogeneous Poisson process here. Learning is feasible provided significant covarying rate modulations occur within the typical timescale of STDP (∼10–20 ms) for sufficiently many inputs (∼100 among 1000 in our simulations), a condition that is met by many experimental PSTHs. Repeated pattern presentations induce spike-time correlations that are captured by STDP. Despite imprecise input spike times and even variable spike counts, a single trained neuron robustly detects the pattern just a few milliseconds after its presentation. Therefore, temporal imprecision and Poisson-like firing variability are not an obstacle to fast temporal coding. STDP provides an appealing mechanism to learn such rate patterns, which, beyond sensory processing, may also be involved in many cognitive tasks. PMID:22046113

A statistical rain attenuation prediction model with application to the advanced communication technology satellite project. Part 2: Theoretical development of a dynamic model and application to rain fade durations and tolerable control delays for fade countermeasures

NASA Technical Reports Server (NTRS)

Manning, Robert M.

1987-01-01

A dynamic rain attenuation prediction model is developed for use in obtaining the temporal characteristics, on time scales of minutes or hours, of satellite communication link availability. Analagous to the associated static rain attenuation model, which yields yearly attenuation predictions, this dynamic model is applicable at any location in the world that is characterized by the static rain attenuation statistics peculiar to the geometry of the satellite link and the rain statistics of the location. Such statistics are calculated by employing the formalism of Part I of this report. In fact, the dynamic model presented here is an extension of the static model and reduces to the static model in the appropriate limit. By assuming that rain attenuation is dynamically described by a first-order stochastic differential equation in time and that this random attenuation process is a Markov process, an expression for the associated transition probability is obtained by solving the related forward Kolmogorov equation. This transition probability is then used to obtain such temporal rain attenuation statistics as attenuation durations and allowable attenuation margins versus control system delay.

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.

Development of a voltage-dependent current noise algorithm for conductance-based stochastic modelling of auditory nerve fibres.

PubMed

Badenhorst, Werner; Hanekom, Tania; Hanekom, Johan J

2016-12-01

This study presents the development of an alternative noise current term and novel voltage-dependent current noise algorithm for conductance-based stochastic auditory nerve fibre (ANF) models. ANFs are known to have significant variance in threshold stimulus which affects temporal characteristics such as latency. This variance is primarily caused by the stochastic behaviour or microscopic fluctuations of the node of Ranvier's voltage-dependent sodium channels of which the intensity is a function of membrane voltage. Though easy to implement and low in computational cost, existing current noise models have two deficiencies: it is independent of membrane voltage, and it is unable to inherently determine the noise intensity required to produce in vivo measured discharge probability functions. The proposed algorithm overcomes these deficiencies while maintaining its low computational cost and ease of implementation compared to other conductance and Markovian-based stochastic models. The algorithm is applied to a Hodgkin-Huxley-based compartmental cat ANF model and validated via comparison of the threshold probability and latency distributions to measured cat ANF data. Simulation results show the algorithm's adherence to in vivo stochastic fibre characteristics such as an exponential relationship between the membrane noise and transmembrane voltage, a negative linear relationship between the log of the relative spread of the discharge probability and the log of the fibre diameter and a decrease in latency with an increase in stimulus intensity.

Stochastic differential equations

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

Sobczyk, K.

1990-01-01

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

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.

Separating temporal and topological effects in walk-based network centrality.

PubMed

Colman, Ewan R; Charlton, Nathaniel

2016-07-01

The recently introduced concept of dynamic communicability is a valuable tool for ranking the importance of nodes in a temporal network. Two metrics, broadcast score and receive score, were introduced to measure the centrality of a node with respect to a model of contagion based on time-respecting walks. This article examines the temporal and structural factors influencing these metrics by considering a versatile stochastic temporal network model. We analytically derive formulas to accurately predict the expectation of the broadcast and receive scores when one or more columns in a temporal edge-list are shuffled. These methods are then applied to two publicly available data sets and we quantify how much the centrality of each individual depends on structural or temporal influences. From our analysis, we highlight two practical contributions: a way to control for temporal variation when computing dynamic communicability and the conclusion that the broadcast and receive scores can, under a range of circumstances, be replaced by the row and column sums of the matrix exponential of a weighted adjacency matrix given by the data.

Separating temporal and topological effects in walk-based network centrality

NASA Astrophysics Data System (ADS)

Colman, Ewan R.; Charlton, Nathaniel

2016-07-01

The recently introduced concept of dynamic communicability is a valuable tool for ranking the importance of nodes in a temporal network. Two metrics, broadcast score and receive score, were introduced to measure the centrality of a node with respect to a model of contagion based on time-respecting walks. This article examines the temporal and structural factors influencing these metrics by considering a versatile stochastic temporal network model. We analytically derive formulas to accurately predict the expectation of the broadcast and receive scores when one or more columns in a temporal edge-list are shuffled. These methods are then applied to two publicly available data sets and we quantify how much the centrality of each individual depends on structural or temporal influences. From our analysis, we highlight two practical contributions: a way to control for temporal variation when computing dynamic communicability and the conclusion that the broadcast and receive scores can, under a range of circumstances, be replaced by the row and column sums of the matrix exponential of a weighted adjacency matrix given by the data.

From stage to age in variable environments: life expectancy and survivorship.

PubMed

Tuljapurkar, Shripad; Horvitz, Carol C

2006-06-01

Stage-based demographic data are now available on many species of plants and some animals, and they often display temporal and spatial variability. We provide exact formulas to compute age-specific life expectancy and survivorship from stage-based data for three models of temporal variability: cycles, serially independent random variation, and a Markov chain. These models provide a comprehensive description of patterns of temporal variation. Our formulas describe the effects of cohort (birth) environmental condition on mortality at all ages, and of the effects on survivorship of environmental variability experienced over the course of life. This paper complements existing methods for time-invariant stage-based data, and adds to the information on population growth and dynamics available from stochastic demography.

Anomalous scaling of stochastic processes and the Moses effect

NASA Astrophysics Data System (ADS)

Chen, Lijian; Bassler, Kevin E.; McCauley, Joseph L.; Gunaratne, Gemunu H.

2017-04-01

The state of a stochastic process evolving over a time t is typically assumed to lie on a normal distribution whose width scales like t1/2. However, processes in which the probability distribution is not normal and the scaling exponent differs from 1/2 are known. The search for possible origins of such "anomalous" scaling and approaches to quantify them are the motivations for the work reported here. In processes with stationary increments, where the stochastic process is time-independent, autocorrelations between increments and infinite variance of increments can cause anomalous scaling. These sources have been referred to as the Joseph effect and the Noah effect, respectively. If the increments are nonstationary, then scaling of increments with t can also lead to anomalous scaling, a mechanism we refer to as the Moses effect. Scaling exponents quantifying the three effects are defined and related to the Hurst exponent that characterizes the overall scaling of the stochastic process. Methods of time series analysis that enable accurate independent measurement of each exponent are presented. Simple stochastic processes are used to illustrate each effect. Intraday financial time series data are analyzed, revealing that their anomalous scaling is due only to the Moses effect. In the context of financial market data, we reiterate that the Joseph exponent, not the Hurst exponent, is the appropriate measure to test the efficient market hypothesis.

Anomalous scaling of stochastic processes and the Moses effect.

PubMed

Chen, Lijian; Bassler, Kevin E; McCauley, Joseph L; Gunaratne, Gemunu H

2017-04-01

The state of a stochastic process evolving over a time t is typically assumed to lie on a normal distribution whose width scales like t^{1/2}. However, processes in which the probability distribution is not normal and the scaling exponent differs from 1/2 are known. The search for possible origins of such "anomalous" scaling and approaches to quantify them are the motivations for the work reported here. In processes with stationary increments, where the stochastic process is time-independent, autocorrelations between increments and infinite variance of increments can cause anomalous scaling. These sources have been referred to as the Joseph effect and the Noah effect, respectively. If the increments are nonstationary, then scaling of increments with t can also lead to anomalous scaling, a mechanism we refer to as the Moses effect. Scaling exponents quantifying the three effects are defined and related to the Hurst exponent that characterizes the overall scaling of the stochastic process. Methods of time series analysis that enable accurate independent measurement of each exponent are presented. Simple stochastic processes are used to illustrate each effect. Intraday financial time series data are analyzed, revealing that their anomalous scaling is due only to the Moses effect. In the context of financial market data, we reiterate that the Joseph exponent, not the Hurst exponent, is the appropriate measure to test the efficient market hypothesis.

Stochasticity, succession, and environmental perturbations in a fluidic ecosystem.

PubMed

Zhou, Jizhong; Deng, Ye; Zhang, Ping; Xue, Kai; Liang, Yuting; Van Nostrand, Joy D; Yang, Yunfeng; He, Zhili; Wu, Liyou; Stahl, David A; Hazen, Terry C; Tiedje, James M; Arkin, Adam P

2014-03-04

Unraveling the drivers of community structure and succession in response to environmental change is a central goal in ecology. Although the mechanisms shaping community structure have been intensively examined, those controlling ecological succession remain elusive. To understand the relative importance of stochastic and deterministic processes in mediating microbial community succession, a unique framework composed of four different cases was developed for fluidic and nonfluidic ecosystems. The framework was then tested for one fluidic ecosystem: a groundwater system perturbed by adding emulsified vegetable oil (EVO) for uranium immobilization. Our results revealed that groundwater microbial community diverged substantially away from the initial community after EVO amendment and eventually converged to a new community state, which was closely clustered with its initial state. However, their composition and structure were significantly different from each other. Null model analysis indicated that both deterministic and stochastic processes played important roles in controlling the assembly and succession of the groundwater microbial community, but their relative importance was time dependent. Additionally, consistent with the proposed conceptual framework but contradictory to conventional wisdom, the community succession responding to EVO amendment was primarily controlled by stochastic rather than deterministic processes. During the middle phase of the succession, the roles of stochastic processes in controlling community composition increased substantially, ranging from 81.3% to 92.0%. Finally, there are limited successional studies available to support different cases in the conceptual framework, but further well-replicated explicit time-series experiments are needed to understand the relative importance of deterministic and stochastic processes in controlling community succession.

A temperature rise reduces trial-to-trial variability of locust auditory neuron responses.

PubMed

Eberhard, Monika J B; Schleimer, Jan-Hendrik; Schreiber, Susanne; Ronacher, Bernhard

2015-09-01

The neurophysiology of ectothermic animals, such as insects, is affected by environmental temperature, as their body temperature fluctuates with ambient conditions. Changes in temperature alter properties of neurons and, consequently, have an impact on the processing of information. Nevertheless, nervous system function is often maintained over a broad temperature range, exhibiting a surprising robustness to variations in temperature. A special problem arises for acoustically communicating insects, as in these animals mate recognition and mate localization typically rely on the decoding of fast amplitude modulations in calling and courtship songs. In the auditory periphery, however, temporal resolution is constrained by intrinsic neuronal noise. Such noise predominantly arises from the stochasticity of ion channel gating and potentially impairs the processing of sensory signals. On the basis of intracellular recordings of locust auditory neurons, we show that intrinsic neuronal variability on the level of spikes is reduced with increasing temperature. We use a detailed mathematical model including stochastic ion channel gating to shed light on the underlying biophysical mechanisms in auditory receptor neurons: because of a redistribution of channel-induced current noise toward higher frequencies and specifics of the temperature dependence of the membrane impedance, membrane potential noise is indeed reduced at higher temperatures. This finding holds under generic conditions and physiologically plausible assumptions on the temperature dependence of the channels' kinetics and peak conductances. We demonstrate that the identified mechanism also can explain the experimentally observed reduction of spike timing variability at higher temperatures. Copyright © 2015 the American Physiological Society.

The availability of filament ends modulates actin stochastic dynamics in live plant cells

PubMed Central

Li, Jiejie; Staiger, Benjamin H.; Henty-Ridilla, Jessica L.; Abu-Abied, Mohamad; Sadot, Einat; Blanchoin, Laurent; Staiger, Christopher J.

2014-01-01

A network of individual filaments that undergoes incessant remodeling through a process known as stochastic dynamics comprises the cortical actin cytoskeleton in plant epidermal cells. From images at high spatial and temporal resolution, it has been inferred that the regulation of filament barbed ends plays a central role in choreographing actin organization and turnover. How this occurs at a molecular level, whether different populations of ends exist in the array, and how individual filament behavior correlates with the overall architecture of the array are unknown. Here we develop an experimental system to modulate the levels of heterodimeric capping protein (CP) and examine the consequences for actin dynamics, architecture, and cell expansion. Significantly, we find that all phenotypes are the opposite for CP-overexpression (OX) cells compared with a previously characterized cp-knockdown line. Specifically, CP OX lines have fewer filament–filament annealing events, as well as reduced filament lengths and lifetimes. Further, cp-knockdown and OX lines demonstrate the existence of a subpopulation of filament ends sensitive to CP concentration. Finally, CP levels correlate with the biological process of axial cell expansion; for example, epidermal cells from hypocotyls with reduced CP are longer than wild-type cells, whereas CP OX lines have shorter cells. On the basis of these and other genetic studies in this model system, we hypothesize that filament length and lifetime positively correlate with the extent of axial cell expansion in dark-grown hypocotyls. PMID:24523291

From medium heterogeneity to flow and transport: A time-domain random walk approach

NASA Astrophysics Data System (ADS)

Hakoun, V.; Comolli, A.; Dentz, M.

2017-12-01

The prediction of flow and transport processes in heterogeneous porous media is based on the qualitative and quantitative understanding of the interplay between 1) spatial variability of hydraulic conductivity, 2) groundwater flow and 3) solute transport. Using a stochastic modeling approach, we study this interplay through direct numerical simulations of Darcy flow and advective transport in heterogeneous media. First, we study flow in correlated hydraulic permeability fields and shed light on the relationship between the statistics of log-hydraulic conductivity, a medium attribute, and the flow statistics. Second, we determine relationships between Eulerian and Lagrangian velocity statistics, this means, between flow and transport attributes. We show how Lagrangian statistics and thus transport behaviors such as late particle arrival times are influenced by the medium heterogeneity on one hand and the initial particle velocities on the other. We find that equidistantly sampled Lagrangian velocities can be described by a Markov process that evolves on the characteristic heterogeneity length scale. We employ a stochastic relaxation model for the equidistantly sampled particle velocities, which is parametrized by the velocity correlation length. This description results in a time-domain random walk model for the particle motion, whose spatial transitions are characterized by the velocity correlation length and temporal transitions by the particle velocities. This approach relates the statistical medium and flow properties to large scale transport, and allows for conditioning on the initial particle velocities and thus to the medium properties in the injection region. The approach is tested against direct numerical simulations.

A temperature rise reduces trial-to-trial variability of locust auditory neuron responses

PubMed Central

Schleimer, Jan-Hendrik; Schreiber, Susanne; Ronacher, Bernhard

2015-01-01

The neurophysiology of ectothermic animals, such as insects, is affected by environmental temperature, as their body temperature fluctuates with ambient conditions. Changes in temperature alter properties of neurons and, consequently, have an impact on the processing of information. Nevertheless, nervous system function is often maintained over a broad temperature range, exhibiting a surprising robustness to variations in temperature. A special problem arises for acoustically communicating insects, as in these animals mate recognition and mate localization typically rely on the decoding of fast amplitude modulations in calling and courtship songs. In the auditory periphery, however, temporal resolution is constrained by intrinsic neuronal noise. Such noise predominantly arises from the stochasticity of ion channel gating and potentially impairs the processing of sensory signals. On the basis of intracellular recordings of locust auditory neurons, we show that intrinsic neuronal variability on the level of spikes is reduced with increasing temperature. We use a detailed mathematical model including stochastic ion channel gating to shed light on the underlying biophysical mechanisms in auditory receptor neurons: because of a redistribution of channel-induced current noise toward higher frequencies and specifics of the temperature dependence of the membrane impedance, membrane potential noise is indeed reduced at higher temperatures. This finding holds under generic conditions and physiologically plausible assumptions on the temperature dependence of the channels' kinetics and peak conductances. We demonstrate that the identified mechanism also can explain the experimentally observed reduction of spike timing variability at higher temperatures. PMID:26041833

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

PubMed Central

Lagzi, Fereshteh; Rotter, Stefan

2014-01-01

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

Three-dimensional plant architecture and sunlit-shaded patterns: a stochastic model of light dynamics in canopies.

PubMed

Retkute, Renata; Townsend, Alexandra J; Murchie, Erik H; Jensen, Oliver E; Preston, Simon P

2018-05-25

Diurnal changes in solar position and intensity combined with the structural complexity of plant architecture result in highly variable and dynamic light patterns within the plant canopy. This affects productivity through the complex ways that photosynthesis responds to changes in light intensity. Current methods to characterize light dynamics, such as ray-tracing, are able to produce data with excellent spatio-temporal resolution but are computationally intensive and the resulting data are complex and high-dimensional. This necessitates development of more economical models for summarizing the data and for simulating realistic light patterns over the course of a day. High-resolution reconstructions of field-grown plants are assembled in various configurations to form canopies, and a forward ray-tracing algorithm is applied to the canopies to compute light dynamics at high (1 min) temporal resolution. From the ray-tracer output, the sunlit or shaded state for each patch on the plants is determined, and these data are used to develop a novel stochastic model for the sunlit-shaded patterns. The model is designed to be straightforward to fit to data using maximum likelihood estimation, and fast to simulate from. For a wide range of contrasting 3-D canopies, the stochastic model is able to summarize, and replicate in simulations, key features of the light dynamics. When light patterns simulated from the stochastic model are used as input to a model of photoinhibition, the predicted reduction in carbon gain is similar to that from calculations based on the (extremely costly) ray-tracer data. The model provides a way to summarize highly complex data in a small number of parameters, and a cost-effective way to simulate realistic light patterns. Simulations from the model will be particularly useful for feeding into larger-scale photosynthesis models for calculating how light dynamics affects the photosynthetic productivity of canopies.

Analytical approximations for spatial stochastic gene expression in single cells and tissues

PubMed Central

Smith, Stephen; Cianci, Claudia; Grima, Ramon

2016-01-01

Gene expression occurs in an environment in which both stochastic and diffusive effects are significant. Spatial stochastic simulations are computationally expensive compared with their deterministic counterparts, and hence little is currently known of the significance of intrinsic noise in a spatial setting. Starting from the reaction–diffusion master equation (RDME) describing stochastic reaction–diffusion processes, we here derive expressions for the approximate steady-state mean concentrations which are explicit functions of the dimensionality of space, rate constants and diffusion coefficients. The expressions have a simple closed form when the system consists of one effective species. These formulae show that, even for spatially homogeneous systems, mean concentrations can depend on diffusion coefficients: this contradicts the predictions of deterministic reaction–diffusion processes, thus highlighting the importance of intrinsic noise. We confirm our theory by comparison with stochastic simulations, using the RDME and Brownian dynamics, of two models of stochastic and spatial gene expression in single cells and tissues. PMID:27146686

Some remarks on quantum physics, stochastic processes, and nonlinear filtering theory

NASA Astrophysics Data System (ADS)

Balaji, Bhashyam

2016-05-01

The mathematical similarities between quantum mechanics and stochastic processes has been studied in the literature. Some of the major results are reviewed, such as the relationship between the Fokker-Planck equation and the Schrödinger equation. Also reviewed are more recent results that show the mathematical similarities between quantum many particle systems and concepts in other areas of applied science, such as stochastic Petri nets. Some connections to filtering theory are discussed.

A temporal-spatial postprocessing model for probabilistic run-off forecast. With a case study from Ulla-Førre with five catchments and ten lead times

NASA Astrophysics Data System (ADS)

Engeland, K.; Steinsland, I.

2012-04-01

This work is driven by the needs of next generation short term optimization methodology for hydro power production. Stochastic optimization are about to be introduced; i.e. optimizing when available resources (water) and utility (prices) are uncertain. In this paper we focus on the available resources, i.e. water, where uncertainty mainly comes from uncertainty in future runoff. When optimizing a water system all catchments and several lead times have to be considered simultaneously. Depending on the system of hydropower reservoirs, it might be a set of headwater catchments, a system of upstream /downstream reservoirs where water used from one catchment /dam arrives in a lower catchment maybe days later, or a combination of both. The aim of this paper is therefore to construct a simultaneous probabilistic forecast for several catchments and lead times, i.e. to provide a predictive distribution for the forecasts. Stochastic optimization methods need samples/ensembles of run-off forecasts as input. Hence, it should also be possible to sample from our probabilistic forecast. A post-processing approach is taken, and an error model based on Box- Cox transformation, power transform and a temporal-spatial copula model is used. It accounts for both between catchment and between lead time dependencies. In operational use it is strait forward to sample run-off ensembles from this models that inherits the catchment and lead time dependencies. The methodology is tested and demonstrated in the Ulla-Førre river system, and simultaneous probabilistic forecasts for five catchments and ten lead times are constructed. The methodology has enough flexibility to model operationally important features in this case study such as hetroscadasety, lead-time varying temporal dependency and lead-time varying inter-catchment dependency. Our model is evaluated using CRPS for marginal predictive distributions and energy score for joint predictive distribution. It is tested against deterministic run-off forecast, climatology forecast and a persistent forecast, and is found to be the better probabilistic forecast for lead time grater then two. From an operational point of view the results are interesting as the between catchment dependency gets stronger with longer lead-times.

Spatio-temporal distribution of soil-transmitted helminth infections in Brazil.

PubMed

Chammartin, Frédérique; Guimarães, Luiz H; Scholte, Ronaldo Gc; Bavia, Mara E; Utzinger, Jürg; Vounatsou, Penelope

2014-09-18

In Brazil, preventive chemotherapy targeting soil-transmitted helminthiasis is being scaled-up. Hence, spatially explicit estimates of infection risks providing information about the current situation are needed to guide interventions. Available high-resolution national model-based estimates either rely on analyses of data restricted to a given period of time, or on historical data collected over a longer period. While efforts have been made to take into account the spatial structure of the data in the modelling approach, little emphasis has been placed on the temporal dimension. We extracted georeferenced survey data on the prevalence of infection with soil-transmitted helminths (i.e. Ascaris lumbricoides, hookworm and Trichuris trichiura) in Brazil from the Global Neglected Tropical Diseases (GNTD) database. Selection of the most important predictors of infection risk was carried out using a Bayesian geostatistical approach and temporal models that address non-linearity and correlation of the explanatory variables. The spatial process was estimated through a predictive process approximation. Spatio-temporal models were built on the selected predictors with integrated nested Laplace approximation using stochastic partial differential equations. Our models revealed that, over the past 20 years, the risk of soil-transmitted helminth infection has decreased in Brazil, mainly because of the reduction of A. lumbricoides and hookworm infections. From 2010 onwards, we estimate that the infection prevalences with A. lumbricoides, hookworm and T. trichiura are 3.6%, 1.7% and 1.4%, respectively. We also provide a map highlighting municipalities in need of preventive chemotherapy, based on a predicted soil-transmitted helminth infection risk in excess of 20%. The need for treatments in the school-aged population at the municipality level was estimated at 1.8 million doses of anthelminthic tablets per year. The analysis of the spatio-temporal aspect of the risk of infection with soil-transmitted helminths contributes to a better understanding of the evolution of risk over time. Risk estimates provide the soil-transmitted helminthiasis control programme in Brazil with useful benchmark information for prioritising and improving spatial and temporal targeting of interventions.

A Family of Poisson Processes for Use in Stochastic Models of Precipitation

NASA Astrophysics Data System (ADS)

Penland, C.

2013-12-01

Both modified Poisson processes and compound Poisson processes can be relevant to stochastic parameterization of precipitation. This presentation compares the dynamical properties of these systems and discusses the physical situations in which each might be appropriate. If the parameters describing either class of systems originate in hydrodynamics, then proper consideration of stochastic calculus is required during numerical implementation of the parameterization. It is shown here that an improper numerical treatment can have severe implications for estimating rainfall distributions, particularly in the tails of the distributions and, thus, on the frequency of extreme events.

Markovian limit for a reduced operation-valued stochastic process

NASA Astrophysics Data System (ADS)

Barchielli, Alberto

1987-04-01

Operation-valued stochastic processes give a formalization of the concept of continuous (in time) measurements in quantum mechanics. In this article, a first stage M of a measuring apparatus coupled to the system S is explicitly introduced, and continuous measurement of some observables of M is considered (one can speak of an indirect continuous measurement on S). When the degrees of freedom of the measuring apparatus M are eliminated and the weak coupling limit is taken, it is shown that an operation-valued stochastic process describing a direct continuous observation of the system S is obtained.

Models for interrupted monitoring of a stochastic process

NASA Technical Reports Server (NTRS)

Palmer, E.

1977-01-01

As computers are added to the cockpit, the pilot's job is changing from of manually flying the aircraft, to one of supervising computers which are doing navigation, guidance and energy management calculations as well as automatically flying the aircraft. In this supervisorial role the pilot must divide his attention between monitoring the aircraft's performance and giving commands to the computer. Normative strategies are developed for tasks where the pilot must interrupt his monitoring of a stochastic process in order to attend to other duties. Results are given as to how characteristics of the stochastic process and the other tasks affect the optimal strategies.

Stochastic assembly in a subtropical forest chronosequence: evidence from contrasting changes of species, phylogenetic and functional dissimilarity over succession.

PubMed

Mi, Xiangcheng; Swenson, Nathan G; Jia, Qi; Rao, Mide; Feng, Gang; Ren, Haibao; Bebber, Daniel P; Ma, Keping

2016-09-07

Deterministic and stochastic processes jointly determine the community dynamics of forest succession. However, it has been widely held in previous studies that deterministic processes dominate forest succession. Furthermore, inference of mechanisms for community assembly may be misleading if based on a single axis of diversity alone. In this study, we evaluated the relative roles of deterministic and stochastic processes along a disturbance gradient by integrating species, functional, and phylogenetic beta diversity in a subtropical forest chronosequence in Southeastern China. We found a general pattern of increasing species turnover, but little-to-no change in phylogenetic and functional turnover over succession at two spatial scales. Meanwhile, the phylogenetic and functional beta diversity were not significantly different from random expectation. This result suggested a dominance of stochastic assembly, contrary to the general expectation that deterministic processes dominate forest succession. On the other hand, we found significant interactions of environment and disturbance and limited evidence for significant deviations of phylogenetic or functional turnover from random expectations for different size classes. This result provided weak evidence of deterministic processes over succession. Stochastic assembly of forest succession suggests that post-disturbance restoration may be largely unpredictable and difficult to control in subtropical forests.

Diffusion Processes Satisfying a Conservation Law Constraint

DOE PAGES

Bakosi, J.; Ristorcelli, J. R.

2014-03-04

We investigate coupled stochastic differential equations governing N non-negative continuous random variables that satisfy a conservation principle. In various fields a conservation law requires that a set of fluctuating variables be non-negative and (if appropriately normalized) sum to one. As a result, any stochastic differential equation model to be realizable must not produce events outside of the allowed sample space. We develop a set of constraints on the drift and diffusion terms of such stochastic models to ensure that both the non-negativity and the unit-sum conservation law constraint are satisfied as the variables evolve in time. We investigate the consequencesmore » of the developed constraints on the Fokker-Planck equation, the associated system of stochastic differential equations, and the evolution equations of the first four moments of the probability density function. We show that random variables, satisfying a conservation law constraint, represented by stochastic diffusion processes, must have diffusion terms that are coupled and nonlinear. The set of constraints developed enables the development of statistical representations of fluctuating variables satisfying a conservation law. We exemplify the results with the bivariate beta process and the multivariate Wright-Fisher, Dirichlet, and Lochner’s generalized Dirichlet processes.« less

Diffusion Processes Satisfying a Conservation Law Constraint

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

Bakosi, J.; Ristorcelli, J. R.

We investigate coupled stochastic differential equations governing N non-negative continuous random variables that satisfy a conservation principle. In various fields a conservation law requires that a set of fluctuating variables be non-negative and (if appropriately normalized) sum to one. As a result, any stochastic differential equation model to be realizable must not produce events outside of the allowed sample space. We develop a set of constraints on the drift and diffusion terms of such stochastic models to ensure that both the non-negativity and the unit-sum conservation law constraint are satisfied as the variables evolve in time. We investigate the consequencesmore » of the developed constraints on the Fokker-Planck equation, the associated system of stochastic differential equations, and the evolution equations of the first four moments of the probability density function. We show that random variables, satisfying a conservation law constraint, represented by stochastic diffusion processes, must have diffusion terms that are coupled and nonlinear. The set of constraints developed enables the development of statistical representations of fluctuating variables satisfying a conservation law. We exemplify the results with the bivariate beta process and the multivariate Wright-Fisher, Dirichlet, and Lochner’s generalized Dirichlet processes.« less

Longitudinal analysis of bioaccumulative contaminants in freshwater fishes

USGS Publications Warehouse

Sun, Jielun; Kim, Y.; Schmitt, C.J.

2003-01-01

The National Contaminant Biomonitoring Program (NCBP) was initiated in 1967 as a component of the National Pesticide Monitoring program. It consists of periodic collection of freshwater fish and other samples and the analysis of the concentrations of persistent environmental contaminants in these samples. For the analysis, the common approach has been to apply the mixed two-way ANOVA model to combined data. A main disadvantage of this method is that it cannot give a detailed temporal trend of the concentrations since the data are grouped. In this paper, we present an alternative approach that performs a longitudinal analysis of the information using random effects models. In the new approach, no grouping is needed and the data are treated as samples from continuous stochastic processes, which seems more appropriate than ANOVA for the problem.

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

Travelling waves and spatial hierarchies in measles epidemics

NASA Astrophysics Data System (ADS)

Grenfell, B. T.; Bjørnstad, O. N.; Kappey, J.

2001-12-01

Spatio-temporal travelling waves are striking manifestations of predator-prey and host-parasite dynamics. However, few systems are well enough documented both to detect repeated waves and to explain their interaction with spatio-temporal variations in population structure and demography. Here, we demonstrate recurrent epidemic travelling waves in an exhaustive spatio-temporal data set for measles in England and Wales. We use wavelet phase analysis, which allows for dynamical non-stationarity-a complication in interpreting spatio-temporal patterns in these and many other ecological time series. In the pre-vaccination era, conspicuous hierarchical waves of infection moved regionally from large cities to small towns; the introduction of measles vaccination restricted but did not eliminate this hierarchical contagion. A mechanistic stochastic model suggests a dynamical explanation for the waves-spread via infective `sparks' from large `core' cities to smaller `satellite' towns. Thus, the spatial hierarchy of host population structure is a prerequisite for these infection waves.

Simulation of spatially evolving turbulence and the applicability of Taylor's hypothesis in compressible flow

NASA Technical Reports Server (NTRS)

Lee, Sangsan; Lele, Sanjiva K.; Moin, Parviz

1992-01-01

For the numerical simulation of inhomogeneous turbulent flows, a method is developed for generating stochastic inflow boundary conditions with a prescribed power spectrum. Turbulence statistics from spatial simulations using this method with a low fluctuation Mach number are in excellent agreement with the experimental data, which validates the procedure. Turbulence statistics from spatial simulations are also compared to those from temporal simulations using Taylor's hypothesis. Statistics such as turbulence intensity, vorticity, and velocity derivative skewness compare favorably with the temporal simulation. However, the statistics of dilatation show a significant departure from those obtained in the temporal simulation. To directly check the applicability of Taylor's hypothesis, space-time correlations of fluctuations in velocity, vorticity, and dilatation are investigated. Convection velocities based on vorticity and velocity fluctuations are computed as functions of the spatial and temporal separations. The profile of the space-time correlation of dilatation fluctuations is explained via a wave propagation model.

The critical domain size of stochastic population models.

PubMed

Reimer, Jody R; Bonsall, Michael B; Maini, Philip K

2017-02-01

Identifying the critical domain size necessary for a population to persist is an important question in ecology. Both demographic and environmental stochasticity impact a population's ability to persist. Here we explore ways of including this variability. We study populations with distinct dispersal and sedentary stages, which have traditionally been modelled using a deterministic integrodifference equation (IDE) framework. Individual-based models (IBMs) are the most intuitive stochastic analogues to IDEs but yield few analytic insights. We explore two alternate approaches; one is a scaling up to the population level using the Central Limit Theorem, and the other a variation on both Galton-Watson branching processes and branching processes in random environments. These branching process models closely approximate the IBM and yield insight into the factors determining the critical domain size for a given population subject to stochasticity.

Time-ordered product expansions for computational stochastic system biology.

PubMed

Mjolsness, Eric

2013-06-01

The time-ordered product framework of quantum field theory can also be used to understand salient phenomena in stochastic biochemical networks. It is used here to derive Gillespie's stochastic simulation algorithm (SSA) for chemical reaction networks; consequently, the SSA can be interpreted in terms of Feynman diagrams. It is also used here to derive other, more general simulation and parameter-learning algorithms including simulation algorithms for networks of stochastic reaction-like processes operating on parameterized objects, and also hybrid stochastic reaction/differential equation models in which systems of ordinary differential equations evolve the parameters of objects that can also undergo stochastic reactions. Thus, the time-ordered product expansion can be used systematically to derive simulation and parameter-fitting algorithms for stochastic systems.

Optimized two-frequency phase-measuring-profilometry light-sensor temporal-noise sensitivity.

PubMed

Li, Jielin; Hassebrook, Laurence G; Guan, Chun

2003-01-01

Temporal frame-to-frame noise in multipattern structured light projection can significantly corrupt depth measurement repeatability. We present a rigorous stochastic analysis of phase-measuring-profilometry temporal noise as a function of the pattern parameters and the reconstruction coefficients. The analysis is used to optimize the two-frequency phase measurement technique. In phase-measuring profilometry, a sequence of phase-shifted sine-wave patterns is projected onto a surface. In two-frequency phase measurement, two sets of pattern sequences are used. The first, low-frequency set establishes a nonambiguous depth estimate, and the second, high-frequency set is unwrapped, based on the low-frequency estimate, to obtain an accurate depth estimate. If the second frequency is too low, then depth error is caused directly by temporal noise in the phase measurement. If the second frequency is too high, temporal noise triggers ambiguous unwrapping, resulting in depth measurement error. We present a solution for finding the second frequency, where intensity noise variance is at its minimum.

The Two-On-One Stochastic Duel

DTIC Science & Technology

1983-12-01

ACN 67500 TRASANA-TR-43-83 (.0 (v THE TWO-ON-ONE STOCHASTIC DUEL I • Prepared By A.V. Gafarian C.J. Ancker, Jr. DECEMBER 19833D I°"’" " TIC ELECTE...83 M A IL / _ _ 4. TITLE (and Subtitle) TYPE OF REPORT & PERIOD CO\\,ERED The Two-On-One Stochastic Duel Final Report 6. PERFORMING ORG. REPORT NUMBER...Stochastic Duels , Stochastic Processed, and Attrition. 5-14cIa~c fal roLCS-e ss 120. ABSTRACT (C’ntfMte am reverse Ed& if necesemay and idemtitf by block

Practical Unitary Simulator for Non-Markovian Complex Processes

NASA Astrophysics Data System (ADS)

Binder, Felix C.; Thompson, Jayne; Gu, Mile

2018-06-01

Stochastic processes are as ubiquitous throughout the quantitative sciences as they are notorious for being difficult to simulate and predict. In this Letter, we propose a unitary quantum simulator for discrete-time stochastic processes which requires less internal memory than any classical analogue throughout the simulation. The simulator's internal memory requirements equal those of the best previous quantum models. However, in contrast to previous models, it only requires a (small) finite-dimensional Hilbert space. Moreover, since the simulator operates unitarily throughout, it avoids any unnecessary information loss. We provide a stepwise construction for simulators for a large class of stochastic processes hence directly opening the possibility for experimental implementations with current platforms for quantum computation. The results are illustrated for an example process.

Importance of vesicle release stochasticity in neuro-spike communication.

PubMed

Ramezani, Hamideh; Akan, Ozgur B

2017-07-01

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

Derivation of kinetic equations from non-Wiener stochastic differential equations

NASA Astrophysics Data System (ADS)

Basharov, A. M.

2013-12-01

Kinetic differential-difference equations containing terms with fractional derivatives and describing α -stable Levy processes with 0 < α < 1 have been derived in a unified manner in terms of one-dimensional stochastic differential equations controlled merely by the Poisson processes.

Using Multi-Objective Genetic Programming to Synthesize Stochastic Processes

NASA Astrophysics Data System (ADS)

Ross, Brian; Imada, Janine

Genetic programming is used to automatically construct stochastic processes written in the stochastic π-calculus. Grammar-guided genetic programming constrains search to useful process algebra structures. The time-series behaviour of a target process is denoted with a suitable selection of statistical feature tests. Feature tests can permit complex process behaviours to be effectively evaluated. However, they must be selected with care, in order to accurately characterize the desired process behaviour. Multi-objective evaluation is shown to be appropriate for this application, since it permits heterogeneous statistical feature tests to reside as independent objectives. Multiple undominated solutions can be saved and evaluated after a run, for determination of those that are most appropriate. Since there can be a vast number of candidate solutions, however, strategies for filtering and analyzing this set are required.

Information physics fundamentals of nanophotonics.

PubMed

Naruse, Makoto; Tate, Naoya; Aono, Masashi; Ohtsu, Motoichi

2013-05-01

Nanophotonics has been extensively studied with the aim of unveiling and exploiting light-matter interactions that occur at a scale below the diffraction limit of light, and recent progress made in experimental technologies--both in nanomaterial fabrication and characterization--is driving further advancements in the field. From the viewpoint of information, on the other hand, novel architectures, design and analysis principles, and even novel computing paradigms should be considered so that we can fully benefit from the potential of nanophotonics. This paper examines the information physics aspects of nanophotonics. More specifically, we present some fundamental and emergent information properties that stem from optical excitation transfer mediated by optical near-field interactions and the hierarchical properties inherent in optical near-fields. We theoretically and experimentally investigate aspects such as unidirectional signal transfer, energy efficiency and networking effects, among others, and we present their basic theoretical formalisms and describe demonstrations of practical applications. A stochastic analysis of light-assisted material formation is also presented, where an information-based approach provides a deeper understanding of the phenomena involved, such as self-organization. Furthermore, the spatio-temporal dynamics of optical excitation transfer and its inherent stochastic attributes are utilized for solution searching, paving the way to a novel computing paradigm that exploits coherent and dissipative processes in nanophotonics.

Reduced equations of motion for quantum systems driven by diffusive Markov processes.

PubMed

Sarovar, Mohan; Grace, Matthew D

2012-09-28

The expansion of a stochastic Liouville equation for the coupled evolution of a quantum system and an Ornstein-Uhlenbeck process into a hierarchy of coupled differential equations is a useful technique that simplifies the simulation of stochastically driven quantum systems. We expand the applicability of this technique by completely characterizing the class of diffusive Markov processes for which a useful hierarchy of equations can be derived. The expansion of this technique enables the examination of quantum systems driven by non-Gaussian stochastic processes with bounded range. We present an application of this extended technique by simulating Stark-tuned Förster resonance transfer in Rydberg atoms with nonperturbative position fluctuations.

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.

Soil pH mediates the balance between stochastic and deterministic assembly of bacteria

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

Tripathi, Binu M.; Stegen, James C.; Kim, Mincheol

Little is known about the factors affecting the relative influence of stochastic and deterministic processes that governs the assembly of microbial communities in successional soils. Here, we conducted a meta-analysis of bacterial communities using six different successional soils data sets, scattered across different regions, with different pH conditions in early and late successional soils. We found that soil pH was the best predictor of bacterial community assembly and the relative importance of stochastic and deterministic processes along successional soils. Extreme acidic or alkaline pH conditions lead to assembly of phylogenetically more clustered bacterial communities through deterministic processes, whereas pH conditionsmore » close to neutral lead to phylogenetically less clustered bacterial communities with more stochasticity. We suggest that the influence of pH, rather than successional age, is the main driving force in producing trends in phylogenetic assembly of bacteria, and that pH also influences the relative balance of stochastic and deterministic processes along successional soils. Given that pH had a much stronger association with community assembly than did successional age, we evaluated whether the inferred influence of pH was maintained when studying globally-distributed samples collected without regard for successional age. This dataset confirmed the strong influence of pH, suggesting that the influence of soil pH on community assembly processes occurs globally. Extreme pH conditions likely exert more stringent limits on survival and fitness, imposing strong selective pressures through ecological and evolutionary time. Taken together, these findings suggest that the degree to which stochastic vs. deterministic processes shape soil bacterial community assembly is a consequence of soil pH rather than successional age.« less

Stock market context of the Lévy walks with varying velocity

NASA Astrophysics Data System (ADS)

Kutner, Ryszard

2002-11-01

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

Data-adaptive harmonic spectra and multilayer Stuart-Landau models

NASA Astrophysics Data System (ADS)

Chekroun, Mickaël D.; Kondrashov, Dmitri

2017-09-01

Harmonic decompositions of multivariate time series are considered for which we adopt an integral operator approach with periodic semigroup kernels. Spectral decomposition theorems are derived that cover the important cases of two-time statistics drawn from a mixing invariant measure. The corresponding eigenvalues can be grouped per Fourier frequency and are actually given, at each frequency, as the singular values of a cross-spectral matrix depending on the data. These eigenvalues obey, furthermore, a variational principle that allows us to define naturally a multidimensional power spectrum. The eigenmodes, as far as they are concerned, exhibit a data-adaptive character manifested in their phase which allows us in turn to define a multidimensional phase spectrum. The resulting data-adaptive harmonic (DAH) modes allow for reducing the data-driven modeling effort to elemental models stacked per frequency, only coupled at different frequencies by the same noise realization. In particular, the DAH decomposition extracts time-dependent coefficients stacked by Fourier frequency which can be efficiently modeled—provided the decay of temporal correlations is sufficiently well-resolved—within a class of multilayer stochastic models (MSMs) tailored here on stochastic Stuart-Landau oscillators. Applications to the Lorenz 96 model and to a stochastic heat equation driven by a space-time white noise are considered. In both cases, the DAH decomposition allows for an extraction of spatio-temporal modes revealing key features of the dynamics in the embedded phase space. The multilayer Stuart-Landau models (MSLMs) are shown to successfully model the typical patterns of the corresponding time-evolving fields, as well as their statistics of occurrence.

Stochasticity, succession, and environmental perturbations in a fluidic ecosystem

PubMed Central

Zhou, Jizhong; Deng, Ye; Zhang, Ping; Xue, Kai; Liang, Yuting; Van Nostrand, Joy D.; Yang, Yunfeng; He, Zhili; Wu, Liyou; Stahl, David A.; Hazen, Terry C.; Tiedje, James M.; Arkin, Adam P.

2014-01-01

Unraveling the drivers of community structure and succession in response to environmental change is a central goal in ecology. Although the mechanisms shaping community structure have been intensively examined, those controlling ecological succession remain elusive. To understand the relative importance of stochastic and deterministic processes in mediating microbial community succession, a unique framework composed of four different cases was developed for fluidic and nonfluidic ecosystems. The framework was then tested for one fluidic ecosystem: a groundwater system perturbed by adding emulsified vegetable oil (EVO) for uranium immobilization. Our results revealed that groundwater microbial community diverged substantially away from the initial community after EVO amendment and eventually converged to a new community state, which was closely clustered with its initial state. However, their composition and structure were significantly different from each other. Null model analysis indicated that both deterministic and stochastic processes played important roles in controlling the assembly and succession of the groundwater microbial community, but their relative importance was time dependent. Additionally, consistent with the proposed conceptual framework but contradictory to conventional wisdom, the community succession responding to EVO amendment was primarily controlled by stochastic rather than deterministic processes. During the middle phase of the succession, the roles of stochastic processes in controlling community composition increased substantially, ranging from 81.3% to 92.0%. Finally, there are limited successional studies available to support different cases in the conceptual framework, but further well-replicated explicit time-series experiments are needed to understand the relative importance of deterministic and stochastic processes in controlling community succession. PMID:24550501

Data-driven monitoring for stochastic systems and its application on batch process

NASA Astrophysics Data System (ADS)

Yin, Shen; Ding, Steven X.; Haghani Abandan Sari, Adel; Hao, Haiyang

2013-07-01

Batch processes are characterised by a prescribed processing of raw materials into final products for a finite duration and play an important role in many industrial sectors due to the low-volume and high-value products. Process dynamics and stochastic disturbances are inherent characteristics of batch processes, which cause monitoring of batch processes a challenging problem in practice. To solve this problem, a subspace-aided data-driven approach is presented in this article for batch process monitoring. The advantages of the proposed approach lie in its simple form and its abilities to deal with stochastic disturbances and process dynamics existing in the process. The kernel density estimation, which serves as a non-parametric way of estimating the probability density function, is utilised for threshold calculation. An industrial benchmark of fed-batch penicillin production is finally utilised to verify the effectiveness of the proposed approach.

Stochastic evolutionary voluntary public goods game with punishment in a Quasi-birth-and-death process.

PubMed

Quan, Ji; Liu, Wei; Chu, Yuqing; Wang, Xianjia

2017-11-23

Traditional replication dynamic model and the corresponding concept of evolutionary stable strategy (ESS) only takes into account whether the system can return to the equilibrium after being subjected to a small disturbance. In the real world, due to continuous noise, the ESS of the system may not be stochastically stable. In this paper, a model of voluntary public goods game with punishment is studied in a stochastic situation. Unlike the existing model, we describe the evolutionary process of strategies in the population as a generalized quasi-birth-and-death process. And we investigate the stochastic stable equilibrium (SSE) instead. By numerical experiments, we get all possible SSEs of the system for any combination of parameters, and investigate the influence of parameters on the probabilities of the system to select different equilibriums. It is found that in the stochastic situation, the introduction of the punishment and non-participation strategies can change the evolutionary dynamics of the system and equilibrium of the game. There is a large range of parameters that the system selects the cooperative states as its SSE with a high probability. This result provides us an insight and control method for the evolution of cooperation in the public goods game in stochastic situations.

Aboveground and belowground arthropods experience different relative influences of stochastic versus deterministic community assembly processes following disturbance

PubMed Central

Martinez, Alexander S.; Faist, Akasha M.

2016-01-01

Background Understanding patterns of biodiversity is a longstanding challenge in ecology. Similar to other biotic groups, arthropod community structure can be shaped by deterministic and stochastic processes, with limited understanding of what moderates the relative influence of these processes. Disturbances have been noted to alter the relative influence of deterministic and stochastic processes on community assembly in various study systems, implicating ecological disturbances as a potential moderator of these forces. Methods Using a disturbance gradient along a 5-year chronosequence of insect-induced tree mortality in a subalpine forest of the southern Rocky Mountains, Colorado, USA, we examined changes in community structure and relative influences of deterministic and stochastic processes in the assembly of aboveground (surface and litter-active species) and belowground (species active in organic and mineral soil layers) arthropod communities. Arthropods were sampled for all years of the chronosequence via pitfall traps (aboveground community) and modified Winkler funnels (belowground community) and sorted to morphospecies. Community structure of both communities were assessed via comparisons of morphospecies abundance, diversity, and composition. Assembly processes were inferred from a mixture of linear models and matrix correlations testing for community associations with environmental properties, and from null-deviation models comparing observed vs. expected levels of species turnover (Beta diversity) among samples. Results Tree mortality altered community structure in both aboveground and belowground arthropod communities, but null models suggested that aboveground communities experienced greater relative influences of deterministic processes, while the relative influence of stochastic processes increased for belowground communities. Additionally, Mantel tests and linear regression models revealed significant associations between the aboveground arthropod communities and vegetation and soil properties, but no significant association among belowground arthropod communities and environmental factors. Discussion Our results suggest context-dependent influences of stochastic and deterministic community assembly processes across different fractions of a spatially co-occurring ground-dwelling arthropod community following disturbance. This variation in assembly may be linked to contrasting ecological strategies and dispersal rates within above- and below-ground communities. Our findings add to a growing body of evidence indicating concurrent influences of stochastic and deterministic processes in community assembly, and highlight the need to consider potential variation across different fractions of biotic communities when testing community ecology theory and considering conservation strategies. PMID:27761333

Stochastic dynamics and stable equilibrium of evolutionary optional public goods game in finite populations

NASA Astrophysics Data System (ADS)

Quan, Ji; Liu, Wei; Chu, Yuqing; Wang, Xianjia

2018-07-01

Continuous noise caused by mutation is widely present in evolutionary systems. Considering the noise effects and under the optional participation mechanism, a stochastic model for evolutionary public goods game in a finite size population is established. The evolutionary process of strategies in the population is described as a multidimensional ergodic and continuous time Markov process. The stochastic stable state of the system is analyzed by the limit distribution of the stochastic process. By numerical experiments, the influences of the fixed income coefficient for non-participants and the investment income coefficient of the public goods on the stochastic stable equilibrium of the system are analyzed. Through the numerical calculation results, we found that the optional participation mechanism can change the evolutionary dynamics and the equilibrium of the public goods game, and there is a range of parameters which can effectively promote the evolution of cooperation. Further, we obtain the accurate quantitative relationship between the parameters and the probabilities for the system to choose different stable equilibriums, which can be used to realize the control of cooperation.

Distinct Perceptual Grouping Pathways Revealed By Temporal Carriers and Envelopes

PubMed Central

Rainville, Stéphane; Clarke, Aaron

2014-01-01

Guttman et al. [2005, Vis. Res., 45(8), 1021-1030] investigated whether observers could perform temporal grouping in multi-element displays where each local element was stochastically modulated over time along one of several potential dimensions – or “messenger types” – such as contrast, position, orientation, or spatial scale. Guttman et al.’s data revealed that grouping discards messenger type and therefore support a single-pathway model that groups elements with similar temporal waveforms. In the current study, we carried out three experiments in which temporal-grouping information resided either in the carrier, the envelope, or the combined carrier and envelope of each messenger’s timecourse. Results revealed that grouping is highly specific for messenger type if carrier envelopes lack grouping information but largely messenger nonspecific if carrier envelopes contain grouping information. The imply that temporal grouping is mediated by several messenger-specific carrier pathways as well as by a messenger-nonspecific envelope pathways. Findings also challenge simple temporal-filtering accounts of perceptual grouping [Adelson & Farid, 1999, Science, 286, 2231a]. PMID:19146293

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.

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

NASA Astrophysics Data System (ADS)

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

2017-09-01

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

Research in Stochastic Processes.

DTIC Science & Technology

1982-10-31

Office of Scientific Research Grant AFOSR F49620 82 C 0009 Period: 1 Noveber 1981 through 31 October 1982 Title: Research in Stochastic Processes Co...STA4ATIS CAMBANIS The work briefly described here was developed in connection with problems arising from and related to the statistical comunication

Modeling the Spatial Distribution and Fruiting Pattern of a Key Tree Species in a Neotropical Forest: Methodology and Potential Applications

PubMed Central

Scarpino, Samuel V.; Jansen, Patrick A.; Garzon-Lopez, Carol X.; Winkelhagen, Annemarie J. S.; Bohlman, Stephanie A.; Walsh, Peter D.

2010-01-01

Background The movement patterns of wild animals depend crucially on the spatial and temporal availability of resources in their habitat. To date, most attempts to model this relationship were forced to rely on simplified assumptions about the spatiotemporal distribution of food resources. Here we demonstrate how advances in statistics permit the combination of sparse ground sampling with remote sensing imagery to generate biological relevant, spatially and temporally explicit distributions of food resources. We illustrate our procedure by creating a detailed simulation model of fruit production patterns for Dipteryx oleifera, a keystone tree species, on Barro Colorado Island (BCI), Panama. Methodology and Principal Findings Aerial photographs providing GPS positions for large, canopy trees, the complete census of a 50-ha and 25-ha area, diameter at breast height data from haphazardly sampled trees and long-term phenology data from six trees were used to fit 1) a point process model of tree spatial distribution and 2) a generalized linear mixed-effect model of temporal variation of fruit production. The fitted parameters from these models are then used to create a stochastic simulation model which incorporates spatio-temporal variations of D. oleifera fruit availability on BCI. Conclusions and Significance We present a framework that can provide a statistical characterization of the habitat that can be included in agent-based models of animal movements. When environmental heterogeneity cannot be exhaustively mapped, this approach can be a powerful alternative. The results of our model on the spatio-temporal variation in D. oleifera fruit availability will be used to understand behavioral and movement patterns of several species on BCI. PMID:21124927

Changing contributions of stochastic and deterministic processes in community assembly over a successional gradient.

PubMed

Måren, Inger Elisabeth; Kapfer, Jutta; Aarrestad, Per Arild; Grytnes, John-Arvid; Vandvik, Vigdis

2018-01-01

Successional dynamics in plant community assembly may result from both deterministic and stochastic ecological processes. The relative importance of different ecological processes is expected to vary over the successional sequence, between different plant functional groups, and with the disturbance levels and land-use management regimes of the successional systems. We evaluate the relative importance of stochastic and deterministic processes in bryophyte and vascular plant community assembly after fire in grazed and ungrazed anthropogenic coastal heathlands in Northern Europe. A replicated series of post-fire successions (n = 12) were initiated under grazed and ungrazed conditions, and vegetation data were recorded in permanent plots over 13 years. We used redundancy analysis (RDA) to test for deterministic successional patterns in species composition repeated across the replicate successional series and analyses of co-occurrence to evaluate to what extent species respond synchronously along the successional gradient. Change in species co-occurrences over succession indicates stochastic successional dynamics at the species level (i.e., species equivalence), whereas constancy in co-occurrence indicates deterministic dynamics (successional niche differentiation). The RDA shows high and deterministic vascular plant community compositional change, especially early in succession. Co-occurrence analyses indicate stochastic species-level dynamics the first two years, which then give way to more deterministic replacements. Grazed and ungrazed successions are similar, but the early stage stochasticity is higher in ungrazed areas. Bryophyte communities in ungrazed successions resemble vascular plant communities. In contrast, bryophytes in grazed successions showed consistently high stochasticity and low determinism in both community composition and species co-occurrence. In conclusion, stochastic and individualistic species responses early in succession give way to more niche-driven dynamics in later successional stages. Grazing reduces predictability in both successional trends and species-level dynamics, especially in plant functional groups that are not well adapted to disturbance. © 2017 The Authors. Ecology, published by Wiley Periodicals, Inc., on behalf of the Ecological Society of America.

Pricing foreign equity option under stochastic volatility tempered stable Lévy processes

NASA Astrophysics Data System (ADS)

Gong, Xiaoli; Zhuang, Xintian

2017-10-01

Considering that financial assets returns exhibit leptokurtosis, asymmetry properties as well as clustering and heteroskedasticity effect, this paper substitutes the logarithm normal jumps in Heston stochastic volatility model by the classical tempered stable (CTS) distribution and normal tempered stable (NTS) distribution to construct stochastic volatility tempered stable Lévy processes (TSSV) model. The TSSV model framework permits infinite activity jump behaviors of return dynamics and time varying volatility consistently observed in financial markets through subordinating tempered stable process to stochastic volatility process, capturing leptokurtosis, fat tailedness and asymmetry features of returns. By employing the analytical characteristic function and fast Fourier transform (FFT) technique, the formula for probability density function (PDF) of TSSV returns is derived, making the analytical formula for foreign equity option (FEO) pricing available. High frequency financial returns data are employed to verify the effectiveness of proposed models in reflecting the stylized facts of financial markets. Numerical analysis is performed to investigate the relationship between the corresponding parameters and the implied volatility of foreign equity option.

Kinetic theory of age-structured stochastic birth-death processes

NASA Astrophysics Data System (ADS)

Greenman, Chris D.; Chou, Tom

2016-01-01

Classical age-structured mass-action models such as the McKendrick-von Foerster equation have been extensively studied but are unable to describe stochastic fluctuations or population-size-dependent birth and death rates. Stochastic theories that treat semi-Markov age-dependent processes using, e.g., the Bellman-Harris equation do not resolve a population's age structure and are unable to quantify population-size dependencies. Conversely, current theories that include size-dependent population dynamics (e.g., mathematical models that include carrying capacity such as the logistic equation) cannot be easily extended to take into account age-dependent birth and death rates. In this paper, we present a systematic derivation of a new, fully stochastic kinetic theory for interacting age-structured populations. By defining multiparticle probability density functions, we derive a hierarchy of kinetic equations for the stochastic evolution of an aging population undergoing birth and death. We show that the fully stochastic age-dependent birth-death process precludes factorization of the corresponding probability densities, which then must be solved by using a Bogoliubov--Born--Green--Kirkwood--Yvon-like hierarchy. Explicit solutions are derived in three limits: no birth, no death, and steady state. These are then compared with their corresponding mean-field results. Our results generalize both deterministic models and existing master equation approaches by providing an intuitive and efficient way to simultaneously model age- and population-dependent stochastic dynamics applicable to the study of demography, stem cell dynamics, and disease evolution.

Research in Stochastic Processes

DTIC Science & Technology

1988-08-31

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

An agent-based stochastic Occupancy Simulator

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

Chen, Yixing; Hong, Tianzhen; Luo, Xuan

Occupancy has significant impacts on building performance. However, in current building performance simulation programs, occupancy inputs are static and lack diversity, contributing to discrepancies between the simulated and actual building performance. This work presents an Occupancy Simulator that simulates the stochastic behavior of occupant presence and movement in buildings, capturing the spatial and temporal occupancy diversity. Each occupant and each space in the building are explicitly simulated as an agent with their profiles of stochastic behaviors. The occupancy behaviors are represented with three types of models: (1) the status transition events (e.g., first arrival in office) simulated with probability distributionmore » model, (2) the random moving events (e.g., from one office to another) simulated with a homogeneous Markov chain model, and (3) the meeting events simulated with a new stochastic model. A hierarchical data model was developed for the Occupancy Simulator, which reduces the amount of data input by using the concepts of occupant types and space types. Finally, a case study of a small office building is presented to demonstrate the use of the Simulator to generate detailed annual sub-hourly occupant schedules for individual spaces and the whole building. The Simulator is a web application freely available to the public and capable of performing a detailed stochastic simulation of occupant presence and movement in buildings. Future work includes enhancements in the meeting event model, consideration of personal absent days, verification and validation of the simulated occupancy results, and expansion for use with residential buildings.« less

An agent-based stochastic Occupancy Simulator

DOE PAGES

Chen, Yixing; Hong, Tianzhen; Luo, Xuan

2017-06-01

Occupancy has significant impacts on building performance. However, in current building performance simulation programs, occupancy inputs are static and lack diversity, contributing to discrepancies between the simulated and actual building performance. This work presents an Occupancy Simulator that simulates the stochastic behavior of occupant presence and movement in buildings, capturing the spatial and temporal occupancy diversity. Each occupant and each space in the building are explicitly simulated as an agent with their profiles of stochastic behaviors. The occupancy behaviors are represented with three types of models: (1) the status transition events (e.g., first arrival in office) simulated with probability distributionmore » model, (2) the random moving events (e.g., from one office to another) simulated with a homogeneous Markov chain model, and (3) the meeting events simulated with a new stochastic model. A hierarchical data model was developed for the Occupancy Simulator, which reduces the amount of data input by using the concepts of occupant types and space types. Finally, a case study of a small office building is presented to demonstrate the use of the Simulator to generate detailed annual sub-hourly occupant schedules for individual spaces and the whole building. The Simulator is a web application freely available to the public and capable of performing a detailed stochastic simulation of occupant presence and movement in buildings. Future work includes enhancements in the meeting event model, consideration of personal absent days, verification and validation of the simulated occupancy results, and expansion for use with residential buildings.« less

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

PubMed

Salis, Howard; Kaznessis, Yiannis

2005-02-01

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

Mapping invasive species risks with stochastic models: a cross-border United States-Canada application for Sirex noctilio fabricius

Treesearch

Denys Yemshanov; Frank H. Koch; Daniel W. McKenney; Marla C. Downing; Frank Sapio

2009-01-01

Nonindigenous species have caused significant impacts to North American forests despite past and present international phytosanitary efforts. Though broadly acknowledged, the risks of pest invasions are difficult to quantify as they involve interactions between many factors that operate across a range of spatial and temporal scales: the transmission of invading...

Suppression of stochastic pulsation in laser-plasma interaction by smoothing methods

NASA Astrophysics Data System (ADS)

Hora, Heinrich; Aydin, Meral

1992-04-01

The control of the very complex behavior of a plasma with laser interaction by smoothing with induced spatial incoherence or other methods was related to improving the lateral uniformity of the irradiation. While this is important, it is shown from numerical hydrodynamic studies that the very strong temporal pulsation (stuttering) will mostly be suppressed by these smoothing methods too.

Quasi-dynamic earthquake fault systems with rheological heterogeneity

NASA Astrophysics Data System (ADS)

Brietzke, G. B.; Hainzl, S.; Zoeller, G.; Holschneider, M.

2009-12-01

Seismic risk and hazard estimates mostly use pure empirical, stochastic models of earthquake fault systems tuned specifically to the vulnerable areas of interest. Although such models allow for reasonable risk estimates, such models cannot allow for physical statements of the described seismicity. In contrary such empirical stochastic models, physics based earthquake fault systems models allow for a physical reasoning and interpretation of the produced seismicity and system dynamics. Recently different fault system earthquake simulators based on frictional stick-slip behavior have been used to study effects of stress heterogeneity, rheological heterogeneity, or geometrical complexity on earthquake occurrence, spatial and temporal clustering of earthquakes, and system dynamics. Here we present a comparison of characteristics of synthetic earthquake catalogs produced by two different formulations of quasi-dynamic fault system earthquake simulators. Both models are based on discretized frictional faults embedded in an elastic half-space. While one (1) is governed by rate- and state-dependent friction with allowing three evolutionary stages of independent fault patches, the other (2) is governed by instantaneous frictional weakening with scheduled (and therefore causal) stress transfer. We analyze spatial and temporal clustering of events and characteristics of system dynamics by means of physical parameters of the two approaches.

A Stochastic Fractional Dynamics Model of Rainfall Statistics

NASA Astrophysics Data System (ADS)

Kundu, Prasun; Travis, James

2013-04-01

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

Response properties of the refractory auditory nerve fiber.

PubMed

Miller, C A; Abbas, P J; Robinson, B K

2001-09-01

The refractory characteristics of auditory nerve fibers limit their ability to accurately encode temporal information. Therefore, they are relevant to the design of cochlear prostheses. It is also possible that the refractory property could be exploited by prosthetic devices to improve information transfer, as refractoriness may enhance the nerve's stochastic properties. Furthermore, refractory data are needed for the development of accurate computational models of auditory nerve fibers. We applied a two-pulse forward-masking paradigm to a feline model of the human auditory nerve to assess refractory properties of single fibers. Each fiber was driven to refractoriness by a single (masker) current pulse delivered intracochlearly. Properties of firing efficiency, latency, jitter, spike amplitude, and relative spread (a measure of dynamic range and stochasticity) were examined by exciting fibers with a second (probe) pulse and systematically varying the masker-probe interval (MPI). Responses to monophasic cathodic current pulses were analyzed. We estimated the mean absolute refractory period to be about 330 micros and the mean recovery time constant to be about 410 micros. A significant proportion of fibers (13 of 34) responded to the probe pulse with MPIs as short as 500 micros. Spike amplitude decreased with decreasing MPI, a finding relevant to the development of computational nerve-fiber models, interpretation of gross evoked potentials, and models of more central neural processing. A small mean decrement in spike jitter was noted at small MPI values. Some trends (such as spike latency-vs-MPI) varied across fibers, suggesting that sites of excitation varied across fibers. Relative spread was found to increase with decreasing MPI values, providing direct evidence that stochastic properties of fibers are altered under conditions of refractoriness.

Stochastic rainfall synthesis for urban applications using different regionalization methods

NASA Astrophysics Data System (ADS)

Callau Poduje, A. C.; Leimbach, S.; Haberlandt, U.

2017-12-01

The proper design and efficient operation of urban drainage systems require long and continuous rainfall series in a high temporal resolution. Unfortunately, these time series are usually available in a few locations and it is therefore suitable to develop a stochastic precipitation model to generate rainfall in locations without observations. The model presented is based on an alternating renewal process and involves an external and an internal structure. The members of these structures are described by probability distributions which are site specific. Different regionalization methods based on site descriptors are presented which are used for estimating the distributions for locations without observations. Regional frequency analysis, multiple linear regressions and a vine-copula method are applied for this purpose. An area located in the north-west of Germany is used to compare the different methods and involves a total of 81 stations with 5 min rainfall records. The site descriptors include information available for the whole region: position, topography and hydrometeorologic characteristics which are estimated from long term observations. The methods are compared directly by cross validation of different rainfall statistics. Given that the model is stochastic the evaluation is performed based on ensembles of many long synthetic time series which are compared with observed ones. The performance is as well indirectly evaluated by setting up a fictional urban hydrological system to test the capability of the different methods regarding flooding and overflow characteristics. The results show a good representation of the seasonal variability and good performance in reproducing the sample statistics of the rainfall characteristics. The copula based method shows to be the most robust of the three methods. Advantages and disadvantages of the different methods are presented and discussed.

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

NASA Astrophysics Data System (ADS)

Yu, Yueyue; Cai, Ming; Ren, Rongcai

2017-08-01

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

Testing life history predictions in a long-lived seabird: A population matrix approach with improved parameter estimation

USGS Publications Warehouse

Doherty, P.F.; Schreiber, E.A.; Nichols, J.D.; Hines, J.E.; Link, W.A.; Schenk, G.A.; Schreiber, R.W.

2004-01-01

Life history theory and associated empirical generalizations predict that population growth rate (λ) in long-lived animals should be most sensitive to adult survival; the rates to which λ is most sensitive should be those with the smallest temporal variances; and stochastic environmental events should most affect the rates to which λ is least sensitive. To date, most analyses attempting to examine these predictions have been inadequate, their validity being called into question by problems in estimating parameters, problems in estimating the variability of parameters, and problems in measuring population sensitivities to parameters. We use improved methodologies in these three areas and test these life-history predictions in a population of red-tailed tropicbirds (Phaethon rubricauda). We support our first prediction that λ is most sensitive to survival rates. However the support for the second prediction that these rates have the smallest temporal variance was equivocal. Previous support for the second prediction may be an artifact of a high survival estimate near the upper boundary of 1 and not a result of natural selection canalizing variances alone. We did not support our third prediction that effects of environmental stochasticity (El Niño) would most likely be detected in vital rates to which λ was least sensitive and which are thought to have high temporal variances. Comparative data-sets on other seabirds, within and among orders, and in other locations, are needed to understand these environmental effects.

Online POMDP Algorithms for Very Large Observation Spaces

DTIC Science & Technology

2017-06-06

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

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.

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

PubMed

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

2011-04-15

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

A kinetic theory for age-structured stochastic birth-death processes

NASA Astrophysics Data System (ADS)

Chou, Tom; Greenman, Chris

Classical age-structured mass-action models such as the McKendrick-von Foerster equation have been extensively studied but they are structurally unable to describe stochastic fluctuations or population-size-dependent birth and death rates. Conversely, current theories that include size-dependent population dynamics (e.g., carrying capacity) cannot be easily extended to take into account age-dependent birth and death rates. In this paper, we present a systematic derivation of a new fully stochastic kinetic theory for interacting age-structured populations. By defining multiparticle probability density functions, we derive a hierarchy of kinetic equations for the stochastic evolution of an aging population undergoing birth and death. We show that the fully stochastic age-dependent birth-death process precludes factorization of the corresponding probability densities, which then must be solved by using a BBGKY-like hierarchy. Our results generalize both deterministic models and existing master equation approaches by providing an intuitive and efficient way to simultaneously model age- and population-dependent stochastic dynamics applicable to the study of demography, stem cell dynamics, and disease evolution. NSF.

Stochastic population dynamics in populations of western terrestrial garter snakes with divergent life histories

USGS Publications Warehouse

Miller, David A.; Clark, W.R.; Arnold, S.J.; Bronikowski, A.M.

2011-01-01

Comparative evaluations of population dynamics in species with temporal and spatial variation in life-history traits are rare because they require long-term demographic time series from multiple populations. We present such an analysis using demographic data collected during the interval 1978-1996 for six populations of western terrestrial garter snakes (Thamnophis elegans) from two evolutionarily divergent ecotypes. Three replicate populations from a slow-living ecotype, found in mountain meadows of northeastern California, were characterized by individuals that develop slowly, mature late, reproduce infrequently with small reproductive effort, and live longer than individuals of three populations of a fast-living ecotype found at lakeshore locales. We constructed matrix population models for each of the populations based on 8-13 years of data per population and analyzed both deterministic dynamics based on mean annual vital rates and stochastic dynamics incorporating annual variation in vital rates. (1) Contributions of highly variable vital rates to fitness (??s) were buffered against the negative effects of stochastic variation, and this relationship was consistent with differences between the meadow (M-slow) and lakeshore (L-fast) ecotypes. (2) Annual variation in the proportion of gravid females had the greatest negative effect among all vital rates on ?? s. The magnitude of variation in the proportion of gravid females and its effect on ??s was greater in M-slow than L-fast populations. (3) Variation in the proportion of gravid females, in turn, depended on annual variation in prey availability, and its effect on ??s was 4- 23 times greater in M-slow than L-fast populations. In addition to differences in stochastic dynamics between ecotypes, we also found higher mean mortality rates across all age classes in the L-fast populations. Our results suggest that both deterministic and stochastic selective forces have affected the evolution of divergent life-history traits in the two ecotypes, which, in turn, affect population dynamics. M-slow populations have evolved life-history traits that buffer fitness against direct effects of variation in reproduction and that spread lifetime reproduction across a greater number of reproductive bouts. These results highlight the importance of long-term demographic and environmental monitoring and of incorporating temporal dynamics into empirical studies of life-history evolution. ?? 2011 by the Ecological Society of America.

Stochastic population dynamics in populations of western terrestrial garter snakes with divergent life histories.

PubMed

Miller, David A; Clark, William R; Arnold, Stevan J; Bronikowski, Anne M

2011-08-01

Comparative evaluations of population dynamics in species with temporal and spatial variation in life-history traits are rare because they require long-term demographic time series from multiple populations. We present such an analysis using demographic data collected during the interval 1978-1996 for six populations of western terrestrial garter snakes (Thamnophis elegans) from two evolutionarily divergent ecotypes. Three replicate populations from a slow-living ecotype, found in mountain meadows of northeastern California, were characterized by individuals that develop slowly, mature late, reproduce infrequently with small reproductive effort, and live longer than individuals of three populations of a fast-living ecotype found at lakeshore locales. We constructed matrix population models for each of the populations based on 8-13 years of data per population and analyzed both deterministic dynamics based on mean annual vital rates and stochastic dynamics incorporating annual variation in vital rates. (1) Contributions of highly variable vital rates to fitness (lambda(s)) were buffered against the negative effects of stochastic variation, and this relationship was consistent with differences between the meadow (M-slow) and lakeshore (L-fast) ecotypes. (2) Annual variation in the proportion of gravid females had the greatest negative effect among all vital rates on lambda(s). The magnitude of variation in the proportion of gravid females and its effect on lambda(s) was greater in M-slow than L-fast populations. (3) Variation in the proportion of gravid females, in turn, depended on annual variation in prey availability, and its effect on lambda(s) was 4 23 times greater in M-slow than L-fast populations. In addition to differences in stochastic dynamics between ecotypes, we also found higher mean mortality rates across all age classes in the L-fast populations. Our results suggest that both deterministic and stochastic selective forces have affected the evolution of divergent life-history traits in the two ecotypes, which, in turn, affect population dynamics. M-slow populations have evolved life-history traits that buffer fitness against direct effects of variation in reproduction and that spread lifetime reproduction across a greater number of reproductive bouts. These results highlight the importance of long-term demographic and environmental monitoring and of incorporating temporal dynamics into empirical studies of life-history evolution.

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

NASA Astrophysics Data System (ADS)

Eyre, T. M. W.

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

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

NASA Astrophysics Data System (ADS)

Sudakov, Ivan

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

Effects of Stochastic Traffic Flow Model on Expected System Performance

DTIC Science & Technology

2012-12-01

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

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.

Implementation of the Short-Term Ensemble Prediction System (STEPS) in Belgium and verification of case studies

NASA Astrophysics Data System (ADS)

Foresti, Loris; Reyniers, Maarten; Delobbe, Laurent

2014-05-01

The Short-Term Ensemble Prediction System (STEPS) is a probabilistic precipitation nowcasting scheme developed at the Australian Bureau of Meteorology in collaboration with the UK Met Office. In order to account for the multiscaling nature of rainfall structures, the radar field is decomposed into an 8 levels multiplicative cascade using a Fast Fourier Transform. The cascade is advected using the velocity field estimated with optical flow and evolves stochastically according to a hierarchy of auto-regressive processes. This allows reproducing the empirical observation that the rate of temporal evolution of the small scales is faster than the large scales. The uncertainty in radar rainfall measurement and the unknown future development of the velocity field are also considered by stochastic modelling in order to reflect their typical spatial and temporal variability. Recently, a 4 years national research program has been initiated by the University of Leuven, the Royal Meteorological Institute (RMI) of Belgium and 3 other partners: PLURISK ("forecasting and management of extreme rainfall induced risks in the urban environment"). The project deals with the nowcasting of rainfall and subsequent urban inundations, as well as socio-economic risk quantification, communication, warning and prevention. At the urban scale it is widely recognized that the uncertainty of hydrological and hydraulic models is largely driven by the input rainfall estimation and forecast uncertainty. In support to the PLURISK project the RMI aims at integrating STEPS in the current operational deterministic precipitation nowcasting system INCA-BE (Integrated Nowcasting through Comprehensive Analysis). This contribution will illustrate examples of STEPS ensemble and probabilistic nowcasts for a few selected case studies of stratiform and convective rain in Belgium. The paper focuses on the development of STEPS products for potential hydrological users and a preliminary verification of the nowcasts, especially to analyze the spatial distribution of forecast errors. The analysis of nowcast biases reveals the locations where the convective initiation, rainfall growth and decay processes significantly reduce the forecast accuracy, but also points out the need for improving the radar-based quantitative precipitation estimation product that is used both to generate and verify the nowcasts. The collection of fields of verification statistics is implemented using an online update strategy, which potentially enables the system to learn from forecast errors as the archive of nowcasts grows. The study of the spatial or temporal distribution of nowcast errors is a key step to convey to the users an overall estimation of the nowcast accuracy and to drive future model developments.

Inter-species competition-facilitation in stochastic riparian vegetation dynamics.

PubMed

Tealdi, Stefano; Camporeale, Carlo; Ridolfi, Luca

2013-02-07

Riparian vegetation is a highly dynamic community that lives on river banks and which depends to a great extent on the fluvial hydrology. The stochasticity of the discharge and erosion/deposition processes in fact play a key role in determining the distribution of vegetation along a riparian transect. These abiotic processes interact with biotic competition/facilitation mechanisms, such as plant competition for light, water, and nutrients. In this work, we focus on the dynamics of plants characterized by three components: (1) stochastic forcing due to river discharges, (2) competition for resources, and (3) inter-species facilitation due to the interplay between vegetation and fluid dynamics processes. A minimalist stochastic bio-hydrological model is proposed for the dynamics of the biomass of two vegetation species: one species is assumed dominant and slow-growing, the other is subdominant, but fast-growing. The stochastic model is solved analytically and the probability density function of the plant biomasses is obtained as a function of both the hydrologic and biologic parameters. The impact of the competition/facilitation processes on the distribution of vegetation species along the riparian transect is investigated and remarkable effects are observed. Finally, a good qualitative agreement is found between the model results and field data. Copyright © 2012 Elsevier Ltd. All rights reserved.

The Combined Effect of Periodic Signals and Noise on the Dilution of Precision of GNSS Station Velocity Uncertainties

NASA Astrophysics Data System (ADS)

Klos, Anna; Olivares, German; Teferle, Felix Norman; Bogusz, Janusz

2016-04-01

Station velocity uncertainties determined from a series of Global Navigation Satellite System (GNSS) position estimates depend on both the deterministic and stochastic models applied to the time series. While the deterministic model generally includes parameters for a linear and several periodic terms the stochastic model is a representation of the noise character of the time series in form of a power-law process. For both of these models the optimal model may vary from one time series to another while the models also depend, to some degree, on each other. In the past various power-law processes have been shown to fit the time series and the sources for the apparent temporally-correlated noise were attributed to, for example, mismodelling of satellites orbits, antenna phase centre variations, troposphere, Earth Orientation Parameters, mass loading effects and monument instabilities. Blewitt and Lavallée (2002) demonstrated how improperly modelled seasonal signals affected the estimates of station velocity uncertainties. However, in their study they assumed that the time series followed a white noise process with no consideration of additional temporally-correlated noise. Bos et al. (2010) empirically showed for a small number of stations that the noise character was much more important for the reliable estimation of station velocity uncertainties than the seasonal signals. In this presentation we pick up from Blewitt and Lavallée (2002) and Bos et al. (2010), and have derived formulas for the computation of the General Dilution of Precision (GDP) under presence of periodic signals and temporally-correlated noise in the time series. We show, based on simulated and real time series from globally distributed IGS (International GNSS Service) stations processed by the Jet Propulsion Laboratory (JPL), that periodic signals dominate the effect on the velocity uncertainties at short time scales while for those beyond four years, the type of noise becomes much more important. In other words, for time series long enough, the assumed periodic signals do not affect the velocity uncertainties as much as the assumed noise model. We calculated the GDP to be the ratio between two errors of velocity: without and with inclusion of seasonal terms of periods equal to one year and its overtones till 3rd. To all these cases power-law processes of white, flicker and random-walk noise were added separately. Few oscillations in GDP can be noticed for integer years, which arise from periodic terms added. Their amplitudes in GDP increase along with the increasing spectral index. Strong peaks of oscillations in GDP are indicated for short time scales, especially for random-walk processes. This means that badly monumented stations are affected the most. Local minima and maxima in GDP are also enlarged as the noise approaches random walk. We noticed that the semi-annual signal increased the local GDP minimum for white noise. This suggests that adding power-law noise to a deterministic model with annual term or adding a semi-annual term to white noise causes an increased velocity uncertainty even at the points, where determined velocity is not biased.

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

Strong diffusion formulation of Markov chain ensembles and its optimal weaker reductions

NASA Astrophysics Data System (ADS)

Güler, Marifi

2017-10-01

Two self-contained diffusion formulations, in the form of coupled stochastic differential equations, are developed for the temporal evolution of state densities over an ensemble of Markov chains evolving independently under a common transition rate matrix. Our first formulation derives from Kurtz's strong approximation theorem of density-dependent Markov jump processes [Stoch. Process. Their Appl. 6, 223 (1978), 10.1016/0304-4149(78)90020-0] and, therefore, strongly converges with an error bound of the order of lnN /N for ensemble size N . The second formulation eliminates some fluctuation variables, and correspondingly some noise terms, within the governing equations of the strong formulation, with the objective of achieving a simpler analytic formulation and a faster computation algorithm when the transition rates are constant or slowly varying. There, the reduction of the structural complexity is optimal in the sense that the elimination of any given set of variables takes place with the lowest attainable increase in the error bound. The resultant formulations are supported by numerical simulations.

Limiting Energy Dissipation Induces Glassy Kinetics in Single-Cell High-Precision Responses.

PubMed

Das, Jayajit

2016-03-08

Single cells often generate precise responses by involving dissipative out-of-thermodynamic-equilibrium processes in signaling networks. The available free energy to fuel these processes could become limited depending on the metabolic state of an individual cell. How does limiting dissipation affect the kinetics of high-precision responses in single cells? I address this question in the context of a kinetic proofreading scheme used in a simple model of early-time T cell signaling. Using exact analytical calculations and numerical simulations, I show that limiting dissipation qualitatively changes the kinetics in single cells marked by emergence of slow kinetics, large cell-to-cell variations of copy numbers, temporally correlated stochastic events (dynamic facilitation), and ergodicity breaking. Thus, constraints in energy dissipation, in addition to negatively affecting ligand discrimination in T cells, can create a fundamental difficulty in determining single-cell kinetics from cell-population results. Copyright © 2016 Biophysical Society. Published by Elsevier Inc. All rights reserved.

Demographics of an ornate box turtle population experiencing minimal human-induced disturbances

USGS Publications Warehouse

Converse, S.J.; Iverson, J.B.; Savidge, J.A.

2005-01-01

Human-induced disturbances may threaten the viability of many turtle populations, including populations of North American box turtles. Evaluation of the potential impacts of these disturbances can be aided by long-term studies of populations subject to minimal human activity. In such a population of ornate box turtles (Terrapene ornata ornata) in western Nebraska, we examined survival rates and population growth rates from 1981-2000 based on mark-recapture data. The average annual apparent survival rate of adult males was 0.883 (SE = 0.021) and of adult females was 0.932 (SE = 0.014). Minimum winter temperature was the best of five climate variables as a predictor of adult survival. Survival rates were highest in years with low minimum winter temperatures, suggesting that global warming may result in declining survival. We estimated an average adult population growth rate (????) of 1.006 (SE = 0.065), with an estimated temporal process variance (????2) of 0.029 (95% CI = 0.005-0.176). Stochastic simulations suggest that this mean and temporal process variance would result in a 58% probability of a population decrease over a 20-year period. This research provides evidence that, unless unknown density-dependent mechanisms are operating in the adult age class, significant human disturbances, such as commercial harvest or turtle mortality on roads, represent a potential risk to box turtle populations. ?? 2005 by the Ecological Society of America.

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

NASA Astrophysics Data System (ADS)

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

2012-04-01

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

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

NASA Astrophysics Data System (ADS)

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

2018-07-01

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

Modeling stochasticity and robustness in gene regulatory networks.

PubMed

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

2009-06-15

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

O the Derivation of the Schroedinger Equation from Stochastic Mechanics.

NASA Astrophysics Data System (ADS)

Wallstrom, Timothy Clarke

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

Memristor-based neural networks: Synaptic versus neuronal stochasticity

NASA Astrophysics Data System (ADS)

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

2016-11-01

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

Modelling on optimal portfolio with exchange rate based on discontinuous stochastic process

NASA Astrophysics Data System (ADS)

Yan, Wei; Chang, Yuwen

2016-12-01

Considering the stochastic exchange rate, this paper is concerned with the dynamic portfolio selection in financial market. The optimal investment problem is formulated as a continuous-time mathematical model under mean-variance criterion. These processes follow jump-diffusion processes (Weiner process and Poisson process). Then the corresponding Hamilton-Jacobi-Bellman(HJB) equation of the problem is presented and its efferent frontier is obtained. Moreover, the optimal strategy is also derived under safety-first criterion.

Investigation for improving Global Positioning System (GPS) orbits using a discrete sequential estimator and stochastic models of selected physical processes

NASA Technical Reports Server (NTRS)

Goad, Clyde C.; Chadwell, C. David

1993-01-01

GEODYNII is a conventional batch least-squares differential corrector computer program with deterministic models of the physical environment. Conventional algorithms were used to process differenced phase and pseudorange data to determine eight-day Global Positioning system (GPS) orbits with several meter accuracy. However, random physical processes drive the errors whose magnitudes prevent improving the GPS orbit accuracy. To improve the orbit accuracy, these random processes should be modeled stochastically. The conventional batch least-squares algorithm cannot accommodate stochastic models, only a stochastic estimation algorithm is suitable, such as a sequential filter/smoother. Also, GEODYNII cannot currently model the correlation among data values. Differenced pseudorange, and especially differenced phase, are precise data types that can be used to improve the GPS orbit precision. To overcome these limitations and improve the accuracy of GPS orbits computed using GEODYNII, we proposed to develop a sequential stochastic filter/smoother processor by using GEODYNII as a type of trajectory preprocessor. Our proposed processor is now completed. It contains a correlated double difference range processing capability, first order Gauss Markov models for the solar radiation pressure scale coefficient and y-bias acceleration, and a random walk model for the tropospheric refraction correction. The development approach was to interface the standard GEODYNII output files (measurement partials and variationals) with software modules containing the stochastic estimator, the stochastic models, and a double differenced phase range processing routine. Thus, no modifications to the original GEODYNII software were required. A schematic of the development is shown. The observational data are edited in the preprocessor and the data are passed to GEODYNII as one of its standard data types. A reference orbit is determined using GEODYNII as a batch least-squares processor and the GEODYNII measurement partial (FTN90) and variational (FTN80, V-matrix) files are generated. These two files along with a control statement file and a satellite identification and mass file are passed to the filter/smoother to estimate time-varying parameter states at each epoch, improved satellite initial elements, and improved estimates of constant parameters.

Northern Hemisphere glaciation and the evolution of Plio-Pleistocene climate noise

NASA Astrophysics Data System (ADS)

Meyers, Stephen R.; Hinnov, Linda A.

2010-08-01

Deterministic orbital controls on climate variability are commonly inferred to dominate across timescales of 104-106 years, although some studies have suggested that stochastic processes may be of equal or greater importance. Here we explicitly quantify changes in deterministic orbital processes (forcing and/or pacing) versus stochastic climate processes during the Plio-Pleistocene, via time-frequency analysis of two prominent foraminifera oxygen isotopic stacks. Our results indicate that development of the Northern Hemisphere ice sheet is paralleled by an overall amplification of both deterministic and stochastic climate energy, but their relative dominance is variable. The progression from a more stochastic early Pliocene to a strongly deterministic late Pleistocene is primarily accommodated during two transitory phases of Northern Hemisphere ice sheet growth. This long-term trend is punctuated by “stochastic events,” which we interpret as evidence for abrupt reorganization of the climate system at the initiation and termination of the mid-Pleistocene transition and at the onset of Northern Hemisphere glaciation. In addition to highlighting a complex interplay between deterministic and stochastic climate change during the Plio-Pleistocene, our results support an early onset for Northern Hemisphere glaciation (between 3.5 and 3.7 Ma) and reveal some new characteristics of the orbital signal response, such as the puzzling emergence of 100 ka and 400 ka cyclic climate variability during theoretical eccentricity nodes.

Correlated bursts and the role of memory range

NASA Astrophysics Data System (ADS)

Jo, Hang-Hyun; Perotti, Juan I.; Kaski, Kimmo; Kertész, János

2015-08-01

Inhomogeneous temporal processes in natural and social phenomena have been described by bursts that are rapidly occurring events within short time periods alternating with long periods of low activity. In addition to the analysis of heavy-tailed interevent time distributions, higher-order correlations between interevent times, called correlated bursts, have been studied only recently. As the underlying mechanism behind such correlated bursts is far from being fully understood, we devise a simple model for correlated bursts using a self-exciting point process with a variable range of memory. Whether a new event occurs is stochastically determined by a memory function that is the sum of decaying memories of past events. In order to incorporate the noise and/or limited memory capacity of systems, we apply two memory loss mechanisms: a fixed number or a variable number of memories. By analysis and numerical simulations, we find that too much memory effect may lead to a Poissonian process, implying that there exists an intermediate range of memory effect to generate correlated bursts comparable to empirical findings. Our conclusions provide a deeper understanding of how long-range memory affects correlated bursts.

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

NASA Astrophysics Data System (ADS)

Wasklewicz, Thad; Zhu, Zhen; Gares, Paul

2017-12-01

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

Agent-based model of angiogenesis simulates capillary sprout initiation in multicellular networks

PubMed Central

Walpole, J.; Chappell, J.C.; Cluceru, J.G.; Mac Gabhann, F.; Bautch, V.L.; Peirce, S. M.

2015-01-01

Many biological processes are controlled by both deterministic and stochastic influences. However, efforts to model these systems often rely on either purely stochastic or purely rule-based methods. To better understand the balance between stochasticity and determinism in biological processes a computational approach that incorporates both influences may afford additional insight into underlying biological mechanisms that give rise to emergent system properties. We apply a combined approach to the simulation and study of angiogenesis, the growth of new blood vessels from existing networks. This complex multicellular process begins with selection of an initiating endothelial cell, or tip cell, which sprouts from the parent vessels in response to stimulation by exogenous cues. We have constructed an agent-based model of sprouting angiogenesis to evaluate endothelial cell sprout initiation frequency and location, and we have experimentally validated it using high-resolution time-lapse confocal microscopy. ABM simulations were then compared to a Monte Carlo model, revealing that purely stochastic simulations could not generate sprout locations as accurately as the rule-informed agent-based model. These findings support the use of rule-based approaches for modeling the complex mechanisms underlying sprouting angiogenesis over purely stochastic methods. PMID:26158406

Agent-based model of angiogenesis simulates capillary sprout initiation in multicellular networks.

PubMed

Walpole, J; Chappell, J C; Cluceru, J G; Mac Gabhann, F; Bautch, V L; Peirce, S M

2015-09-01

Many biological processes are controlled by both deterministic and stochastic influences. However, efforts to model these systems often rely on either purely stochastic or purely rule-based methods. To better understand the balance between stochasticity and determinism in biological processes a computational approach that incorporates both influences may afford additional insight into underlying biological mechanisms that give rise to emergent system properties. We apply a combined approach to the simulation and study of angiogenesis, the growth of new blood vessels from existing networks. This complex multicellular process begins with selection of an initiating endothelial cell, or tip cell, which sprouts from the parent vessels in response to stimulation by exogenous cues. We have constructed an agent-based model of sprouting angiogenesis to evaluate endothelial cell sprout initiation frequency and location, and we have experimentally validated it using high-resolution time-lapse confocal microscopy. ABM simulations were then compared to a Monte Carlo model, revealing that purely stochastic simulations could not generate sprout locations as accurately as the rule-informed agent-based model. These findings support the use of rule-based approaches for modeling the complex mechanisms underlying sprouting angiogenesis over purely stochastic methods.

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.

Generic emergence of power law distributions and Lévy-Stable intermittent fluctuations in discrete logistic systems

NASA Astrophysics Data System (ADS)

Biham, Ofer; Malcai, Ofer; Levy, Moshe; Solomon, Sorin

1998-08-01

The dynamics of generic stochastic Lotka-Volterra (discrete logistic) systems of the form wi(t+1)=λ(t)wi(t)+aw¯(t)-bwi(t)w¯(t) is studied by computer simulations. The variables wi, i=1,...,N, are the individual system components and w¯(t)=(1/N)∑iwi(t) is their average. The parameters a and b are constants, while λ(t) is randomly chosen at each time step from a given distribution. Models of this type describe the temporal evolution of a large variety of systems such as stock markets and city populations. These systems are characterized by a large number of interacting objects and the dynamics is dominated by multiplicative processes. The instantaneous probability distribution P(w,t) of the system components wi turns out to fulfill a Pareto power law P(w,t)~w-1-α. The time evolution of w¯(t) presents intermittent fluctuations parametrized by a Lévy-stable distribution with the same index α, showing an intricate relation between the distribution of the wi's at a given time and the temporal fluctuations of their average.

Human Movement Recognition Based on the Stochastic Characterisation of Acceleration Data

PubMed Central

Munoz-Organero, Mario; Lotfi, Ahmad

2016-01-01

Human activity recognition algorithms based on information obtained from wearable sensors are successfully applied in detecting many basic activities. Identified activities with time-stationary features are characterised inside a predefined temporal window by using different machine learning algorithms on extracted features from the measured data. Better accuracy, precision and recall levels could be achieved by combining the information from different sensors. However, detecting short and sporadic human movements, gestures and actions is still a challenging task. In this paper, a novel algorithm to detect human basic movements from wearable measured data is proposed and evaluated. The proposed algorithm is designed to minimise computational requirements while achieving acceptable accuracy levels based on characterising some particular points in the temporal series obtained from a single sensor. The underlying idea is that this algorithm would be implemented in the sensor device in order to pre-process the sensed data stream before sending the information to a central point combining the information from different sensors to improve accuracy levels. Intra- and inter-person validation is used for two particular cases: single step detection and fall detection and classification using a single tri-axial accelerometer. Relevant results for the above cases and pertinent conclusions are also presented. PMID:27618063

A Bayesian Approach to Evaluating Consistency between Climate Model Output and Observations

NASA Astrophysics Data System (ADS)

Braverman, A. J.; Cressie, N.; Teixeira, J.

2010-12-01

Like other scientific and engineering problems that involve physical modeling of complex systems, climate models can be evaluated and diagnosed by comparing their output to observations of similar quantities. Though the global remote sensing data record is relatively short by climate research standards, these data offer opportunities to evaluate model predictions in new ways. For example, remote sensing data are spatially and temporally dense enough to provide distributional information that goes beyond simple moments to allow quantification of temporal and spatial dependence structures. In this talk, we propose a new method for exploiting these rich data sets using a Bayesian paradigm. For a collection of climate models, we calculate posterior probabilities its members best represent the physical system each seeks to reproduce. The posterior probability is based on the likelihood that a chosen summary statistic, computed from observations, would be obtained when the model's output is considered as a realization from a stochastic process. By exploring how posterior probabilities change with different statistics, we may paint a more quantitative and complete picture of the strengths and weaknesses of the models relative to the observations. We demonstrate our method using model output from the CMIP archive, and observations from NASA's Atmospheric Infrared Sounder.

Spatially and temporally resolved exciton dynamics and transport in single nanostructures and assemblies

NASA Astrophysics Data System (ADS)

Huang, Libai

2015-03-01

The frontier in solar energy conversion now lies in learning how to integrate functional entities across multiple length scales to create optimal devices. To address this new frontier, I will discuss our recent efforts on elucidating multi-scale energy transfer, migration, and dissipation processes with simultaneous femtosecond temporal resolution and nanometer spatial resolution. We have developed ultrafast microscopy that combines ultrafast spectroscopy with optical microscopy to map exciton dynamics and transport with simultaneous ultrafast time resolution and diffraction-limited spatial resolution. We have employed pump-probe transient absorption microscopy to elucidate morphology and structure dependent exciton dynamics and transport in single nanostructures and molecular assemblies. More specifically, (1) We have applied transient absorption microscopy (TAM) to probe environmental and structure dependent exciton relaxation pathways in sing-walled carbon nanotubes (SWNTs) by mapping dynamics in individual pristine SWNTs with known structures. (2) We have systematically measured and modeled the optical properties of the Frenkel excitons in self-assembled porphyrin tubular aggregates that represent an analog to natural photosynthetic antennae. Using a combination of ultrafast optical microscopy and stochastic exciton modeling, we address exciton transport and relaxation pathways, especially those related to disorder.

Stochastic flow shop scheduling of overlapping jobs on tandem machines in application to optimizing the US Army's deliberate nuclear, biological, and chemical decontamination process, (final report). Master's thesis

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

Novikov, V.

1991-05-01

The U.S. Army's detailed equipment decontamination process is a stochastic flow shop which has N independent non-identical jobs (vehicles) which have overlapping processing times. This flow shop consists of up to six non-identical machines (stations). With the exception of one station, the processing times of the jobs are random variables. Based on an analysis of the processing times, the jobs for the 56 Army heavy division companies were scheduled according to the best shortest expected processing time - longest expected processing time (SEPT-LEPT) sequence. To assist in this scheduling the Gap Comparison Heuristic was developed to select the best SEPT-LEPTmore » schedule. This schedule was then used in balancing the detailed equipment decon line in order to find the best possible site configuration subject to several constraints. The detailed troop decon line, in which all jobs are independent and identically distributed, was then balanced. Lastly, an NBC decon optimization computer program was developed using the scheduling and line balancing results. This program serves as a prototype module for the ANBACIS automated NBC decision support system.... Decontamination, Stochastic flow shop, Scheduling, Stochastic scheduling, Minimization of the makespan, SEPT-LEPT Sequences, Flow shop line balancing, ANBACIS.« less

Unified picture of strong-coupling stochastic thermodynamics and time reversals

NASA Astrophysics Data System (ADS)

Aurell, Erik

2018-04-01

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

A stochastic diffusion process for Lochner's generalized Dirichlet distribution

DOE PAGES

Bakosi, J.; Ristorcelli, J. R.

2013-10-01

The method of potential solutions of Fokker-Planck equations is used to develop a transport equation for the joint probability of N stochastic variables with Lochner’s generalized Dirichlet distribution as its asymptotic solution. Individual samples of a discrete ensemble, obtained from the system of stochastic differential equations, equivalent to the Fokker-Planck equation developed here, satisfy a unit-sum constraint at all times and ensure a bounded sample space, similarly to the process developed in for the Dirichlet distribution. Consequently, the generalized Dirichlet diffusion process may be used to represent realizations of a fluctuating ensemble of N variables subject to a conservation principle.more » Compared to the Dirichlet distribution and process, the additional parameters of the generalized Dirichlet distribution allow a more general class of physical processes to be modeled with a more general covariance matrix.« less

Irregular synchronous activity in stochastically-coupled networks of integrate-and-fire neurons.

PubMed

Lin, J K; Pawelzik, K; Ernst, U; Sejnowski, T J

1998-08-01

We investigate the spatial and temporal aspects of firing patterns in a network of integrate-and-fire neurons arranged in a one-dimensional ring topology. The coupling is stochastic and shaped like a Mexican hat with local excitation and lateral inhibition. With perfect precision in the couplings, the attractors of activity in the network occur at every position in the ring. Inhomogeneities in the coupling break the translational invariance of localized attractors and lead to synchronization within highly active as well as weakly active clusters. The interspike interval variability is high, consistent with recent observations of spike time distributions in visual cortex. The robustness of our results is demonstrated with more realistic simulations on a network of McGregor neurons which model conductance changes and after-hyperpolarization potassium currents.

A biorthogonal decomposition for the identification and simulation of non-stationary and non-Gaussian random fields

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

Zentner, I.; Ferré, G., E-mail: gregoire.ferre@ponts.org; Poirion, F.

2016-06-01

In this paper, a new method for the identification and simulation of non-Gaussian and non-stationary stochastic fields given a database is proposed. It is based on two successive biorthogonal decompositions aiming at representing spatio–temporal stochastic fields. The proposed double expansion allows to build the model even in the case of large-size problems by separating the time, space and random parts of the field. A Gaussian kernel estimator is used to simulate the high dimensional set of random variables appearing in the decomposition. The capability of the method to reproduce the non-stationary and non-Gaussian features of random phenomena is illustrated bymore » applications to earthquakes (seismic ground motion) and sea states (wave heights).« less

Stochastic hybrid systems for studying biochemical processes.

PubMed

Singh, Abhyudai; Hespanha, João P

2010-11-13

Many protein and mRNA species occur at low molecular counts within cells, and hence are subject to large stochastic fluctuations in copy numbers over time. Development of computationally tractable frameworks for modelling stochastic fluctuations in population counts is essential to understand how noise at the cellular level affects biological function and phenotype. We show that stochastic hybrid systems (SHSs) provide a convenient framework for modelling the time evolution of population counts of different chemical species involved in a set of biochemical reactions. We illustrate recently developed techniques that allow fast computations of the statistical moments of the population count, without having to run computationally expensive Monte Carlo simulations of the biochemical reactions. Finally, we review different examples from the literature that illustrate the benefits of using SHSs for modelling biochemical processes.

Stochastic stimulated electronic x-ray Raman spectroscopy

PubMed Central

Kimberg, Victor; Rohringer, Nina

2016-01-01

Resonant inelastic x-ray scattering (RIXS) is a well-established tool for studying electronic, nuclear, and collective dynamics of excited atoms, molecules, and solids. An extension of this powerful method to a time-resolved probe technique at x-ray free electron lasers (XFELs) to ultimately unravel ultrafast chemical and structural changes on a femtosecond time scale is often challenging, due to the small signal rate in conventional implementations at XFELs that rely on the usage of a monochromator setup to select a small frequency band of the broadband, spectrally incoherent XFEL radiation. Here, we suggest an alternative approach, based on stochastic spectroscopy, which uses the full bandwidth of the incoming XFEL pulses. Our proposed method is relying on stimulated resonant inelastic x-ray scattering, where in addition to a pump pulse that resonantly excites the system a probe pulse on a specific electronic inelastic transition is provided, which serves as a seed in the stimulated scattering process. The limited spectral coherence of the XFEL radiation defines the energy resolution in this process and stimulated RIXS spectra of high resolution can be obtained by covariance analysis of the transmitted spectra. We present a detailed feasibility study and predict signal strengths for realistic XFEL parameters for the CO molecule resonantly pumped at the O1s→π* transition. Our theoretical model describes the evolution of the spectral and temporal characteristics of the transmitted x-ray radiation, by solving the equation of motion for the electronic and vibrational degrees of freedom of the system self consistently with the propagation by Maxwell equations. PMID:26958585

The Statistical Differences Between the Gridded Temperature Datasets, and its Implications for Stochastic Modelling

NASA Astrophysics Data System (ADS)

Fredriksen, H. B.; Løvsletten, O.; Rypdal, M.; Rypdal, K.

2014-12-01

Several research groups around the world collect instrumental temperature data and combine them in different ways to obtain global gridded temperature fields. The three most well known datasets are HadCRUT4 produced by the Climatic Research Unit and the Met Office Hadley Centre in UK, one produced by NASA GISS, and one produced by NOAA. Recently Berkeley Earth has also developed a gridded dataset. All these four will be compared in our analysis. The statistical properties we will focus on are the standard deviation and the Hurst exponent. These two parameters are sufficient to describe the temperatures as long-range memory stochastic processes; the standard deviation describes the general fluctuation level, while the Hurst exponent relates the strength of the long-term variability to the strength of the short-term variability. A higher Hurst exponent means that the slow variations are stronger compared to the fast, and that the autocovariance function will have a stronger tail. Hence the Hurst exponent gives us information about the persistence or memory of the process. We make use of these data to show that data averaged over a larger area exhibit higher Hurst exponents and lower variance than data averaged over a smaller area, which provides information about the relationship between temporal and spatial correlations of the temperature fluctuations. Interpolation in space has some similarities with averaging over space, although interpolation is more weighted towards the measurement locations. We demonstrate that the degree of spatial interpolation used can explain some differences observed between the variances and memory exponents computed from the various datasets.

Using a stochastic model and cross-scale analysis to evaluate controls on historical low-severity fire regimes

Treesearch

Maureen C. Kennedy; Donald McKenzie

2010-01-01

Fire-scarred trees provide a deep temporal record of historical fire activity, but identifying the mechanisms therein that controlled landscape fire patterns is not straightforward. We use a spatially correlated metric for fire co-occurrence between pairs of trees (the Sørensen distance variogram), with output from a neutral model for fire history, to infer the...

Valuation of Capabilities and System Architecture Options to Meet Affordability Requirement

DTIC Science & Technology

2014-04-30

is an extension of the historic volatility and trend of the stock using Brownian motion . In finance , the Black-Scholes equation is used to value...the underlying asset whose value is modeled as a stochastic process. In finance , the underlying asset is a tradeable stock and the stochastic process

On a Result for Finite Markov Chains

ERIC Educational Resources Information Center

Kulathinal, Sangita; Ghosh, Lagnojita

2006-01-01

In an undergraduate course on stochastic processes, Markov chains are discussed in great detail. Textbooks on stochastic processes provide interesting properties of finite Markov chains. This note discusses one such property regarding the number of steps in which a state is reachable or accessible from another state in a finite Markov chain with M…

Stochastic resonance effects reveal the neural mechanisms of transcranial magnetic stimulation

PubMed Central

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

2011-01-01

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

Averaging Principle for the Higher Order Nonlinear Schrödinger Equation with a Random Fast Oscillation

NASA Astrophysics Data System (ADS)

Gao, Peng

2018-06-01

This work concerns the problem associated with averaging principle for a higher order nonlinear Schrödinger equation perturbed by a oscillating term arising as the solution of a stochastic reaction-diffusion equation evolving with respect to the fast time. This model can be translated into a multiscale stochastic partial differential equations. Stochastic averaging principle is a powerful tool for studying qualitative analysis of stochastic dynamical systems with different time-scales. To be more precise, under suitable conditions, we prove that there is a limit process in which the fast varying process is averaged out and the limit process which takes the form of the higher order nonlinear Schrödinger equation is an average with respect to the stationary measure of the fast varying process. Finally, by using the Khasminskii technique we can obtain the rate of strong convergence for the slow component towards the solution of the averaged equation, and as a consequence, the system can be reduced to a single higher order nonlinear Schrödinger equation with a modified coefficient.

Averaging Principle for the Higher Order Nonlinear Schrödinger Equation with a Random Fast Oscillation

NASA Astrophysics Data System (ADS)

Gao, Peng

2018-04-01

This work concerns the problem associated with averaging principle for a higher order nonlinear Schrödinger equation perturbed by a oscillating term arising as the solution of a stochastic reaction-diffusion equation evolving with respect to the fast time. This model can be translated into a multiscale stochastic partial differential equations. Stochastic averaging principle is a powerful tool for studying qualitative analysis of stochastic dynamical systems with different time-scales. To be more precise, under suitable conditions, we prove that there is a limit process in which the fast varying process is averaged out and the limit process which takes the form of the higher order nonlinear Schrödinger equation is an average with respect to the stationary measure of the fast varying process. Finally, by using the Khasminskii technique we can obtain the rate of strong convergence for the slow component towards the solution of the averaged equation, and as a consequence, the system can be reduced to a single higher order nonlinear Schrödinger equation with a modified coefficient.

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

DOE PAGES

Wang, Yong; Zhang, Guang J.

2016-09-29

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

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

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

Wang, Yong; Zhang, Guang J.

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

Stochastic simulation by image quilting of process-based geological models

NASA Astrophysics Data System (ADS)

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

2017-09-01

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

Quasi-continuous stochastic simulation framework for flood modelling

NASA Astrophysics Data System (ADS)

Moustakis, Yiannis; Kossieris, Panagiotis; Tsoukalas, Ioannis; Efstratiadis, Andreas

2017-04-01

Typically, flood modelling in the context of everyday engineering practices is addressed through event-based deterministic tools, e.g., the well-known SCS-CN method. A major shortcoming of such approaches is the ignorance of uncertainty, which is associated with the variability of soil moisture conditions and the variability of rainfall during the storm event.In event-based modeling, the sole expression of uncertainty is the return period of the design storm, which is assumed to represent the acceptable risk of all output quantities (flood volume, peak discharge, etc.). On the other hand, the varying antecedent soil moisture conditions across the basin are represented by means of scenarios (e.g., the three AMC types by SCS),while the temporal distribution of rainfall is represented through standard deterministic patterns (e.g., the alternative blocks method). In order to address these major inconsistencies,simultaneously preserving the simplicity and parsimony of the SCS-CN method, we have developed a quasi-continuous stochastic simulation approach, comprising the following steps: (1) generation of synthetic daily rainfall time series; (2) update of potential maximum soil moisture retention, on the basis of accumulated five-day rainfall; (3) estimation of daily runoff through the SCS-CN formula, using as inputs the daily rainfall and the updated value of soil moisture retention;(4) selection of extreme events and application of the standard SCS-CN procedure for each specific event, on the basis of synthetic rainfall.This scheme requires the use of two stochastic modelling components, namely the CastaliaR model, for the generation of synthetic daily data, and the HyetosMinute model, for the disaggregation of daily rainfall to finer temporal scales. Outcomes of this approach are a large number of synthetic flood events, allowing for expressing the design variables in statistical terms and thus properly evaluating the flood risk.

A novel framework to simulating non-stationary, non-linear, non-Normal hydrological time series using Markov Switching Autoregressive Models

NASA Astrophysics Data System (ADS)

Birkel, C.; Paroli, R.; Spezia, L.; Tetzlaff, D.; Soulsby, C.

2012-12-01

In this paper we present a novel model framework using the class of Markov Switching Autoregressive Models (MSARMs) to examine catchments as complex stochastic systems that exhibit non-stationary, non-linear and non-Normal rainfall-runoff and solute dynamics. Hereby, MSARMs are pairs of stochastic processes, one observed and one unobserved, or hidden. We model the unobserved process as a finite state Markov chain and assume that the observed process, given the hidden Markov chain, is conditionally autoregressive, which means that the current observation depends on its recent past (system memory). The model is fully embedded in a Bayesian analysis based on Markov Chain Monte Carlo (MCMC) algorithms for model selection and uncertainty assessment. Hereby, the autoregressive order and the dimension of the hidden Markov chain state-space are essentially self-selected. The hidden states of the Markov chain represent unobserved levels of variability in the observed process that may result from complex interactions of hydroclimatic variability on the one hand and catchment characteristics affecting water and solute storage on the other. To deal with non-stationarity, additional meteorological and hydrological time series along with a periodic component can be included in the MSARMs as covariates. This extension allows identification of potential underlying drivers of temporal rainfall-runoff and solute dynamics. We applied the MSAR model framework to streamflow and conservative tracer (deuterium and oxygen-18) time series from an intensively monitored 2.3 km2 experimental catchment in eastern Scotland. Statistical time series analysis, in the form of MSARMs, suggested that the streamflow and isotope tracer time series are not controlled by simple linear rules. MSARMs showed that the dependence of current observations on past inputs observed by transport models often in form of the long-tailing of travel time and residence time distributions can be efficiently explained by non-stationarity either of the system input (climatic variability) and/or the complexity of catchment storage characteristics. The statistical model is also capable of reproducing short (event) and longer-term (inter-event) and wet and dry dynamical "hydrological states". These reflect the non-linear transport mechanisms of flow pathways induced by transient climatic and hydrological variables and modified by catchment characteristics. We conclude that MSARMs are a powerful tool to analyze the temporal dynamics of hydrological data, allowing for explicit integration of non-stationary, non-linear and non-Normal characteristics.

Exploring empirical rank-frequency distributions longitudinally through a simple stochastic process.

PubMed

Finley, Benjamin J; Kilkki, Kalevi

2014-01-01

The frequent appearance of empirical rank-frequency laws, such as Zipf's law, in a wide range of domains reinforces the importance of understanding and modeling these laws and rank-frequency distributions in general. In this spirit, we utilize a simple stochastic cascade process to simulate several empirical rank-frequency distributions longitudinally. We focus especially on limiting the process's complexity to increase accessibility for non-experts in mathematics. The process provides a good fit for many empirical distributions because the stochastic multiplicative nature of the process leads to an often observed concave rank-frequency distribution (on a log-log scale) and the finiteness of the cascade replicates real-world finite size effects. Furthermore, we show that repeated trials of the process can roughly simulate the longitudinal variation of empirical ranks. However, we find that the empirical variation is often less that the average simulated process variation, likely due to longitudinal dependencies in the empirical datasets. Finally, we discuss the process limitations and practical applications.

A hybrid algorithm for coupling partial differential equation and compartment-based dynamics.

PubMed

Harrison, Jonathan U; Yates, Christian A

2016-09-01

Stochastic simulation methods can be applied successfully to model exact spatio-temporally resolved reaction-diffusion systems. However, in many cases, these methods can quickly become extremely computationally intensive with increasing particle numbers. An alternative description of many of these systems can be derived in the diffusive limit as a deterministic, continuum system of partial differential equations (PDEs). Although the numerical solution of such PDEs is, in general, much more efficient than the full stochastic simulation, the deterministic continuum description is generally not valid when copy numbers are low and stochastic effects dominate. Therefore, to take advantage of the benefits of both of these types of models, each of which may be appropriate in different parts of a spatial domain, we have developed an algorithm that can be used to couple these two types of model together. This hybrid coupling algorithm uses an overlap region between the two modelling regimes. By coupling fluxes at one end of the interface and using a concentration-matching condition at the other end, we ensure that mass is appropriately transferred between PDE- and compartment-based regimes. Our methodology gives notable reductions in simulation time in comparison with using a fully stochastic model, while maintaining the important stochastic features of the system and providing detail in appropriate areas of the domain. We test our hybrid methodology robustly by applying it to several biologically motivated problems including diffusion and morphogen gradient formation. Our analysis shows that the resulting error is small, unbiased and does not grow over time. © 2016 The Authors.

A hybrid algorithm for coupling partial differential equation and compartment-based dynamics

PubMed Central

Yates, Christian A.

2016-01-01

Stochastic simulation methods can be applied successfully to model exact spatio-temporally resolved reaction–diffusion systems. However, in many cases, these methods can quickly become extremely computationally intensive with increasing particle numbers. An alternative description of many of these systems can be derived in the diffusive limit as a deterministic, continuum system of partial differential equations (PDEs). Although the numerical solution of such PDEs is, in general, much more efficient than the full stochastic simulation, the deterministic continuum description is generally not valid when copy numbers are low and stochastic effects dominate. Therefore, to take advantage of the benefits of both of these types of models, each of which may be appropriate in different parts of a spatial domain, we have developed an algorithm that can be used to couple these two types of model together. This hybrid coupling algorithm uses an overlap region between the two modelling regimes. By coupling fluxes at one end of the interface and using a concentration-matching condition at the other end, we ensure that mass is appropriately transferred between PDE- and compartment-based regimes. Our methodology gives notable reductions in simulation time in comparison with using a fully stochastic model, while maintaining the important stochastic features of the system and providing detail in appropriate areas of the domain. We test our hybrid methodology robustly by applying it to several biologically motivated problems including diffusion and morphogen gradient formation. Our analysis shows that the resulting error is small, unbiased and does not grow over time. PMID:27628171

Diffusion approximations to the chemical master equation only have a consistent stochastic thermodynamics at chemical equilibrium

NASA Astrophysics Data System (ADS)

Horowitz, Jordan M.

2015-07-01

The stochastic thermodynamics of a dilute, well-stirred mixture of chemically reacting species is built on the stochastic trajectories of reaction events obtained from the chemical master equation. However, when the molecular populations are large, the discrete chemical master equation can be approximated with a continuous diffusion process, like the chemical Langevin equation or low noise approximation. In this paper, we investigate to what extent these diffusion approximations inherit the stochastic thermodynamics of the chemical master equation. We find that a stochastic-thermodynamic description is only valid at a detailed-balanced, equilibrium steady state. Away from equilibrium, where there is no consistent stochastic thermodynamics, we show that one can still use the diffusive solutions to approximate the underlying thermodynamics of the chemical master equation.

Diffusion approximations to the chemical master equation only have a consistent stochastic thermodynamics at chemical equilibrium.

PubMed

Horowitz, Jordan M

2015-07-28

The stochastic thermodynamics of a dilute, well-stirred mixture of chemically reacting species is built on the stochastic trajectories of reaction events obtained from the chemical master equation. However, when the molecular populations are large, the discrete chemical master equation can be approximated with a continuous diffusion process, like the chemical Langevin equation or low noise approximation. In this paper, we investigate to what extent these diffusion approximations inherit the stochastic thermodynamics of the chemical master equation. We find that a stochastic-thermodynamic description is only valid at a detailed-balanced, equilibrium steady state. Away from equilibrium, where there is no consistent stochastic thermodynamics, we show that one can still use the diffusive solutions to approximate the underlying thermodynamics of the chemical master equation.

Asymmetric and Stochastic Behavior in Magnetic Vortices Studied by Soft X-ray Microscopy

NASA Astrophysics Data System (ADS)

Im, Mi-Young

Asymmetry and stochasticity in spin processes are not only long-standing fundamental issues but also highly relevant to technological applications of nanomagnetic structures to memory and storage nanodevices. Those nontrivial phenomena have been studied by direct imaging of spin structures in magnetic vortices utilizing magnetic transmission soft x-ray microscopy (BL6.1.2 at ALS). Magnetic vortices have attracted enormous scientific interests due to their fascinating spin structures consisting of circularity rotating clockwise (c = + 1) or counter-clockwise (c = -1) and polarity pointing either up (p = + 1) or down (p = -1). We observed a symmetry breaking in the formation process of vortex structures in circular permalloy (Ni80Fe20) disks. The generation rates of two different vortex groups with the signature of cp = + 1 and cp =-1 are completely asymmetric. The asymmetric nature was interpreted to be triggered by ``intrinsic'' Dzyaloshinskii-Moriya interaction (DMI) arising from the spin-orbit coupling due to the lack of inversion symmetry near the disk surface and ``extrinsic'' factors such as roughness and defects. We also investigated the stochastic behavior of vortex creation in the arrays of asymmetric disks. The stochasticity was found to be very sensitive to the geometry of disk arrays, particularly interdisk distance. The experimentally observed phenomenon couldn't be explained by thermal fluctuation effect, which has been considered as a main reason for the stochastic behavior in spin processes. We demonstrated for the first time that the ultrafast dynamics at the early stage of vortex creation, which has a character of classical chaos significantly affects the stochastic nature observed at the steady state in asymmetric disks. This work provided the new perspective of dynamics as a critical factor contributing to the stochasticity in spin processes and also the possibility for the control of the intrinsic stochastic nature by optimizing the design of asymmetric disk arrays. This work was supported by the Director, Office of Science, Office of Basic Energy Sciences, of the U.S. Department of Energy under Contract No. DE-AC02-05CH11231, by Leading Foreign Research Institute Recruitment Program through the NRF.

Stochastic scheduling on a repairable manufacturing system

NASA Astrophysics Data System (ADS)

Li, Wei; Cao, Jinhua

1995-08-01

In this paper, we consider some stochastic scheduling problems with a set of stochastic jobs on a manufacturing system with a single machine that is subject to multiple breakdowns and repairs. When the machine processing a job fails, the job processing must restart some time later when the machine is repaired. For this typical manufacturing system, we find the optimal policies that minimize the following objective functions: (1) the weighed sum of the completion times; (2) the weighed number of late jobs having constant due dates; (3) the weighted number of late jobs having random due dates exponentially distributed, which generalize some previous results.

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

Variational processes and stochastic versions of mechanics

NASA Astrophysics Data System (ADS)

Zambrini, J. C.

1986-09-01

The dynamical structure of any reasonable stochastic version of classical mechanics is investigated, including the version created by Nelson [E. Nelson, Quantum Fluctuations (Princeton U.P., Princeton, NJ, 1985); Phys. Rev. 150, 1079 (1966)] for the description of quantum phenomena. Two different theories result from this common structure. One of them is the imaginary time version of Nelson's theory, whose existence was unknown, and yields a radically new probabilistic interpretation of the heat equation. The existence and uniqueness of all the involved stochastic processes is shown under conditions suggested by the variational approach of Yasue [K. Yasue, J. Math. Phys. 22, 1010 (1981)].

Solving difficult problems creatively: a role for energy optimised deterministic/stochastic hybrid computing

PubMed Central

Palmer, Tim N.; O’Shea, Michael

2015-01-01

How is the brain configured for creativity? What is the computational substrate for ‘eureka’ moments of insight? Here we argue that creative thinking arises ultimately from a synergy between low-energy stochastic and energy-intensive deterministic processing, and is a by-product of a nervous system whose signal-processing capability per unit of available energy has become highly energy optimised. We suggest that the stochastic component has its origin in thermal (ultimately quantum decoherent) noise affecting the activity of neurons. Without this component, deterministic computational models of the brain are incomplete. PMID:26528173

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.

Multiscale Granger causality

NASA Astrophysics Data System (ADS)

Faes, Luca; Nollo, Giandomenico; Stramaglia, Sebastiano; Marinazzo, Daniele

2017-10-01

In the study of complex physical and biological systems represented by multivariate stochastic processes, an issue of great relevance is the description of the system dynamics spanning multiple temporal scales. While methods to assess the dynamic complexity of individual processes at different time scales are well established, multiscale analysis of directed interactions has never been formalized theoretically, and empirical evaluations are complicated by practical issues such as filtering and downsampling. Here we extend the very popular measure of Granger causality (GC), a prominent tool for assessing directed lagged interactions between joint processes, to quantify information transfer across multiple time scales. We show that the multiscale processing of a vector autoregressive (AR) process introduces a moving average (MA) component, and describe how to represent the resulting ARMA process using state space (SS) models and to combine the SS model parameters for computing exact GC values at arbitrarily large time scales. We exploit the theoretical formulation to identify peculiar features of multiscale GC in basic AR processes, and demonstrate with numerical simulations the much larger estimation accuracy of the SS approach compared to pure AR modeling of filtered and downsampled data. The improved computational reliability is exploited to disclose meaningful multiscale patterns of information transfer between global temperature and carbon dioxide concentration time series, both in paleoclimate and in recent years.

Relative Roles of Deterministic and Stochastic Processes in Driving the Vertical Distribution of Bacterial Communities in a Permafrost Core from the Qinghai-Tibet Plateau, China.

PubMed

Hu, Weigang; Zhang, Qi; Tian, Tian; Li, Dingyao; Cheng, Gang; Mu, Jing; Wu, Qingbai; Niu, Fujun; Stegen, James C; An, Lizhe; Feng, Huyuan

2015-01-01

Understanding the processes that influence the structure of biotic communities is one of the major ecological topics, and both stochastic and deterministic processes are expected to be at work simultaneously in most communities. Here, we investigated the vertical distribution patterns of bacterial communities in a 10-m-long soil core taken within permafrost of the Qinghai-Tibet Plateau. To get a better understanding of the forces that govern these patterns, we examined the diversity and structure of bacterial communities, and the change in community composition along the vertical distance (spatial turnover) from both taxonomic and phylogenetic perspectives. Measures of taxonomic and phylogenetic beta diversity revealed that bacterial community composition changed continuously along the soil core, and showed a vertical distance-decay relationship. Multiple stepwise regression analysis suggested that bacterial alpha diversity and phylogenetic structure were strongly correlated with soil conductivity and pH but weakly correlated with depth. There was evidence that deterministic and stochastic processes collectively drived bacterial vertically-structured pattern. Bacterial communities in five soil horizons (two originated from the active layer and three from permafrost) of the permafrost core were phylogenetically random, indicator of stochastic processes. However, we found a stronger effect of deterministic processes related to soil pH, conductivity, and organic carbon content that were structuring the bacterial communities. We therefore conclude that the vertical distribution of bacterial communities was governed primarily by deterministic ecological selection, although stochastic processes were also at work. Furthermore, the strong impact of environmental conditions (for example, soil physicochemical parameters and seasonal freeze-thaw cycles) on these communities underlines the sensitivity of permafrost microorganisms to climate change and potentially subsequent permafrost thaw.

Relative Roles of Deterministic and Stochastic Processes in Driving the Vertical Distribution of Bacterial Communities in a Permafrost Core from the Qinghai-Tibet Plateau, China

PubMed Central

Tian, Tian; Li, Dingyao; Cheng, Gang; Mu, Jing; Wu, Qingbai; Niu, Fujun; Stegen, James C.; An, Lizhe; Feng, Huyuan

2015-01-01

Understanding the processes that influence the structure of biotic communities is one of the major ecological topics, and both stochastic and deterministic processes are expected to be at work simultaneously in most communities. Here, we investigated the vertical distribution patterns of bacterial communities in a 10-m-long soil core taken within permafrost of the Qinghai-Tibet Plateau. To get a better understanding of the forces that govern these patterns, we examined the diversity and structure of bacterial communities, and the change in community composition along the vertical distance (spatial turnover) from both taxonomic and phylogenetic perspectives. Measures of taxonomic and phylogenetic beta diversity revealed that bacterial community composition changed continuously along the soil core, and showed a vertical distance-decay relationship. Multiple stepwise regression analysis suggested that bacterial alpha diversity and phylogenetic structure were strongly correlated with soil conductivity and pH but weakly correlated with depth. There was evidence that deterministic and stochastic processes collectively drived bacterial vertically-structured pattern. Bacterial communities in five soil horizons (two originated from the active layer and three from permafrost) of the permafrost core were phylogenetically random, indicator of stochastic processes. However, we found a stronger effect of deterministic processes related to soil pH, conductivity, and organic carbon content that were structuring the bacterial communities. We therefore conclude that the vertical distribution of bacterial communities was governed primarily by deterministic ecological selection, although stochastic processes were also at work. Furthermore, the strong impact of environmental conditions (for example, soil physicochemical parameters and seasonal freeze-thaw cycles) on these communities underlines the sensitivity of permafrost microorganisms to climate change and potentially subsequent permafrost thaw. PMID:26699734

Simulations of Technology-Induced and Crisis-Led Stochastic and Chaotic Fluctuations in Higher Education Processes: A Model and a Case Study for Performance and Expected Employment

ERIC Educational Resources Information Center

Ahmet, Kara

2015-01-01

This paper presents a simple model of the provision of higher educational services that considers and exemplifies nonlinear, stochastic, and potentially chaotic processes. I use the methods of system dynamics to simulate these processes in the context of a particular sociologically interesting case, namely that of the Turkish higher education…

General Results in Optimal Control of Discrete-Time Nonlinear Stochastic Systems

DTIC Science & Technology

1988-01-01

P. J. McLane, "Optimal Stochastic Control of Linear System. with State- and Control-Dependent Distur- bances," ZEEE Trans. 4uto. Contr., Vol. 16, No...Vol. 45, No. 1, pp. 359-362, 1987 (9] R. R. Mohler and W. J. Kolodziej, "An Overview of Stochastic Bilinear Control Processes," ZEEE Trans. Syst...34 J. of Math. anal. App.:, Vol. 47, pp. 156-161, 1974 [14) E. Yaz, "A Control Scheme for a Class of Discrete Nonlinear Stochastic Systems," ZEEE Trans

Estimating ecosystem carbon change in the Conterminous United States based on 40 years of land-use change and disturbance

NASA Astrophysics Data System (ADS)

Sleeter, B. M.; Rayfield, B.; Liu, J.; Sherba, J.; Daniel, C.; Frid, L.; Wilson, T. S.; Zhu, Z.

2016-12-01

Since 1970, the combined changes in land use, land management, climate, and natural disturbances have dramatically altered land cover in the United States, resulting in the potential for significant changes in terrestrial carbon storage and flux between ecosystems and the atmosphere. Processes including urbanization, agricultural expansion and contraction, and forest management have had impacts - both positive and negative - on the amount of natural vegetation, the age structure of forests, and the amount of impervious cover. Anthropogenic change coupled with climate-driven changes in natural disturbance regimes, particularly the frequency and severity of wildfire, together determine the spatio-temporal patterns of land change and contribute to changing ecosystem carbon dynamics. Quantifying this effect and its associated uncertainties is fundamental to developing a rigorous and transparent carbon monitoring and assessment programs. However, large-scale systematic inventories of historical land change and their associated uncertainties are sparse. To address this need, we present a newly developed modeling framework, the Land Use and Carbon Scenario Simulator (LUCAS). The LUCAS model integrates readily available high quality, empirical land-change data into a stochastic space-time simulation model representing land change feedbacks on carbon cycling in terrestrial ecosystems. We applied the LUCAS model to estimate regional scale changes in carbon storage, atmospheric flux, and net biome production in 84 ecological regions of the conterminous United States for the period 1970-2015. The model was parameterized using a newly available set of high resolution (30 m) land-change data, compiled from Landsat remote sensing imagery, including estimates of uncertainty. Carbon flux parameters for each ecological region were derived from the IBIS dynamic global vegetation model with full carbon cycle accounting. This paper presents our initial findings describing regional and temporal changes and variability in carbon storage and flux resulting from land use change and disturbance between 1973 and 2015. Additionally, based on stochastic simulations we quantify and present key sources of uncertainty in the estimation of terrestrial ecosystem carbon dynamics.

Manual choice reaction times in the rate-domain

PubMed Central

Harris, Christopher M.; Waddington, Jonathan; Biscione, Valerio; Manzi, Sean

2014-01-01

Over the last 150 years, human manual reaction times (RTs) have been recorded countless times. Yet, our understanding of them remains remarkably poor. RTs are highly variable with positively skewed frequency distributions, often modeled as an inverse Gaussian distribution reflecting a stochastic rise to threshold (diffusion process). However, latency distributions of saccades are very close to the reciprocal Normal, suggesting that “rate” (reciprocal RT) may be the more fundamental variable. We explored whether this phenomenon extends to choice manual RTs. We recorded two-alternative choice RTs from 24 subjects, each with 4 blocks of 200 trials with two task difficulties (easy vs. difficult discrimination) and two instruction sets (urgent vs. accurate). We found that rate distributions were, indeed, very close to Normal, shifting to lower rates with increasing difficulty and accuracy, and for some blocks they appeared to become left-truncated, but still close to Normal. Using autoregressive techniques, we found temporal sequential dependencies for lags of at least 3. We identified a transient and steady-state component in each block. Because rates were Normal, we were able to estimate autoregressive weights using the Box-Jenkins technique, and convert to a moving average model using z-transforms to show explicit dependence on stimulus input. We also found a spatial sequential dependence for the previous 3 lags depending on whether the laterality of previous trials was repeated or alternated. This was partially dissociated from temporal dependency as it only occurred in the easy tasks. We conclude that 2-alternative choice manual RT distributions are close to reciprocal Normal and not the inverse Gaussian. This is not consistent with stochastic rise to threshold models, and we propose a simple optimality model in which reward is maximized to yield to an optimal rate, and hence an optimal time to respond. We discuss how it might be implemented. PMID:24959134

Effective stochastic generator with site-dependent interactions

NASA Astrophysics Data System (ADS)

Khamehchi, Masoumeh; Jafarpour, Farhad H.

2017-11-01

It is known that the stochastic generators of effective processes associated with the unconditioned dynamics of rare events might consist of non-local interactions; however, it can be shown that there are special cases for which these generators can include local interactions. In this paper, we investigate this possibility by considering systems of classical particles moving on a one-dimensional lattice with open boundaries. The particles might have hard-core interactions similar to the particles in an exclusion process, or there can be many arbitrary particles at a single site in a zero-range process. Assuming that the interactions in the original process are local and site-independent, we will show that under certain constraints on the microscopic reaction rules, the stochastic generator of an unconditioned process can be local but site-dependent. As two examples, the asymmetric zero-temperature Glauber model and the A-model with diffusion are presented and studied under the above-mentioned constraints.

Study on Stationarity of Random Load Spectrum Based on the Special Road

NASA Astrophysics Data System (ADS)

Yan, Huawen; Zhang, Weigong; Wang, Dong

2017-09-01

In the special road quality assessment method, there is a method using a wheel force sensor, the essence of this method is collecting the load spectrum of the car to reflect the quality of road. According to the definition of stochastic process, it is easy to find that the load spectrum is a stochastic process. However, the analysis method and application range of different random processes are very different, especially in engineering practice, which will directly affect the design and development of the experiment. Therefore, determining the type of a random process has important practical significance. Based on the analysis of the digital characteristics of road load spectrum, this paper determines that the road load spectrum in this experiment belongs to a stationary stochastic process, paving the way for the follow-up modeling and feature extraction of the special road.

High resolution climate scenarios for snowmelt modelling in small alpine catchments

NASA Astrophysics Data System (ADS)

Schirmer, M.; Peleg, N.; Burlando, P.; Jonas, T.

2017-12-01

Snow in the Alps is affected by climate change with regard to duration, timing and amount. This has implications with respect to important societal issues as drinking water supply or hydropower generation. In Switzerland, the latter received a lot of attention following the political decision to phase out of nuclear electricity production. An increasing number of authorization requests for small hydropower plants located in small alpine catchments was observed in the recent years. This situation generates ecological conflicts, while the expected climate change poses a threat to water availability thus putting at risk investments in such hydropower plants. Reliable high-resolution climate scenarios are thus required, which account for small-scale processes to achieve realistic predictions of snowmelt runoff and its variability in small alpine catchments. We therefore used a novel model chain by coupling a stochastic 2-dimensional weather generator (AWE-GEN-2d) with a state-of-the-art energy balance snow cover model (FSM). AWE-GEN-2d was applied to generate ensembles of climate variables at very fine temporal and spatial resolution, thus providing all climatic input variables required for the energy balance modelling. The land-surface model FSM was used to describe spatially variable snow cover accumulation and melt processes. The FSM was refined to allow applications at very high spatial resolution by specifically accounting for small-scale processes, such as a subgrid-parametrization of snow covered area or an improved representation of forest-snow processes. For the present study, the model chain was tested for current climate conditions using extensive observational dataset of different spatial and temporal coverage. Small-scale spatial processes such as elevation gradients or aspect differences in the snow distribution were evaluated using airborne LiDAR data. 40-year of monitoring data for snow water equivalent, snowmelt and snow-covered area for entire Switzerland was used to verify snow distribution patterns at coarser spatial and temporal scale. The ability of the model chain to reproduce current climate conditions in small alpine catchments makes this model combination an outstanding candidate to produce high resolution climate scenarios of snowmelt in small alpine catchments.

Statistical signatures of a targeted search by bacteria

NASA Astrophysics Data System (ADS)

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

2017-12-01

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

A stochastic-field description of finite-size spiking neural networks

PubMed Central

Longtin, André

2017-01-01

Neural network dynamics are governed by the interaction of spiking neurons. Stochastic aspects of single-neuron dynamics propagate up to the network level and shape the dynamical and informational properties of the population. Mean-field models of population activity disregard the finite-size stochastic fluctuations of network dynamics and thus offer a deterministic description of the system. Here, we derive a stochastic partial differential equation (SPDE) describing the temporal evolution of the finite-size refractory density, which represents the proportion of neurons in a given refractory state at any given time. The population activity—the density of active neurons per unit time—is easily extracted from this refractory density. The SPDE includes finite-size effects through a two-dimensional Gaussian white noise that acts both in time and along the refractory dimension. For an infinite number of neurons the standard mean-field theory is recovered. A discretization of the SPDE along its characteristic curves allows direct simulations of the activity of large but finite spiking networks; this constitutes the main advantage of our approach. Linearizing the SPDE with respect to the deterministic asynchronous state allows the theoretical investigation of finite-size activity fluctuations. In particular, analytical expressions for the power spectrum and autocorrelation of activity fluctuations are obtained. Moreover, our approach can be adapted to incorporate multiple interacting populations and quasi-renewal single-neuron dynamics. PMID:28787447

A Stochastic Detection and Retrieval Model for the Study of Metacognition

ERIC Educational Resources Information Center

Jang, Yoonhee; Wallsten, Thomas S.; Huber, David E.

2012-01-01

We present a signal detection-like model termed the stochastic detection and retrieval model (SDRM) for use in studying metacognition. Focusing on paradigms that relate retrieval (e.g., recall or recognition) and confidence judgments, the SDRM measures (1) variance in the retrieval process, (2) variance in the confidence process, (3) the extent to…

Stochastic processes, estimation theory and image enhancement

NASA Technical Reports Server (NTRS)

Assefi, T.

1978-01-01

An introductory account of stochastic processes, estimation theory, and image enhancement is presented. The book is primarily intended for first-year graduate students and practicing engineers and scientists whose work requires an acquaintance with the theory. Fundamental concepts of probability were reviewed that are required to support the main topics. The appendices discuss the remaining mathematical background.

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

Transcriptional dynamics with time-dependent reaction rates

NASA Astrophysics Data System (ADS)

Nandi, Shubhendu; Ghosh, Anandamohan

2015-02-01

Transcription is the first step in the process of gene regulation that controls cell response to varying environmental conditions. Transcription is a stochastic process, involving synthesis and degradation of mRNAs, that can be modeled as a birth-death process. We consider a generic stochastic model, where the fluctuating environment is encoded in the time-dependent reaction rates. We obtain an exact analytical expression for the mRNA probability distribution and are able to analyze the response for arbitrary time-dependent protocols. Our analytical results and stochastic simulations confirm that the transcriptional machinery primarily act as a low-pass filter. We also show that depending on the system parameters, the mRNA levels in a cell population can show synchronous/asynchronous fluctuations and can deviate from Poisson statistics.

Machine learning for inverse lithography: using stochastic gradient descent for robust photomask synthesis

NASA Astrophysics Data System (ADS)

Jia, Ningning; Y Lam, Edmund

2010-04-01

Inverse lithography technology (ILT) synthesizes photomasks by solving an inverse imaging problem through optimization of an appropriate functional. Much effort on ILT is dedicated to deriving superior masks at a nominal process condition. However, the lower k1 factor causes the mask to be more sensitive to process variations. Robustness to major process variations, such as focus and dose variations, is desired. In this paper, we consider the focus variation as a stochastic variable, and treat the mask design as a machine learning problem. The stochastic gradient descent approach, which is a useful tool in machine learning, is adopted to train the mask design. Compared with previous work, simulation shows that the proposed algorithm is effective in producing robust masks.

Influence of estuarine processes on spatiotemporal variation in bioavailable selenium

USGS Publications Warehouse

Stewart, Robin; Luoma, Samuel N.; Elrick, Kent A.; Carter, James L.; van der Wegen, Mick

2013-01-01

Dynamic processes (physical, chemical and biological) challenge our ability to quantify and manage the ecological risk of chemical contaminants in estuarine environments. Selenium (Se) bioavailability (defined by bioaccumulation), stable isotopes and molar carbon-tonitrogen ratios in the benthic clam Potamocorbula amurensis, an important food source for predators, were determined monthly for 17 yr in northern San Francisco Bay. Se concentrations in the clams ranged from a low of 2 to a high of 22 μg g-1 over space and time. Little of that variability was stochastic, however. Statistical analyses and preliminary hydrodynamic modeling showed that a constant mid-estuarine input of Se, which was dispersed up- and down-estuary by tidal currents, explained the general spatial patterns in accumulated Se among stations. Regression of Se bioavailability against river inflows suggested that processes driven by inflows were the primary driver of seasonal variability. River inflow also appeared to explain interannual variability but within the range of Se enrichment established at each station by source inputs. Evaluation of risks from Se contamination in estuaries requires the consideration of spatial and temporal variability on multiple scales and of the processes that drive that variability.

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

NASA Astrophysics Data System (ADS)

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

2007-12-01

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

Tuning critical failure with viscoelasticity: How aftershocks inhibit criticality in an analytical mean field model of fracture.

NASA Astrophysics Data System (ADS)

Baro Urbea, J.; Davidsen, J.

2017-12-01

The hypothesis of critical failure relates the presence of an ultimate stability point in the structural constitutive equation of materials to a divergence of characteristic scales in the microscopic dynamics responsible of deformation. Avalanche models involving critical failure have determined universality classes in different systems: from slip events in crystalline and amorphous materials to the jamming of granular media or the fracture of brittle materials. However, not all empirical failure processes exhibit the trademarks of critical failure. As an example, the statistical properties of ultrasonic acoustic events recorded during the failure of porous brittle materials are stationary, except for variations in the activity rate that can be interpreted in terms of aftershock and foreshock activity (J. Baró et al., PRL 2013).The rheological properties of materials introduce dissipation, usually reproduced in atomistic models as a hardening of the coarse-grained elements of the system. If the hardening is associated to a relaxation process the same mechanism is able to generate temporal correlations. We report the analytic solution of a mean field fracture model exemplifying how criticality and temporal correlations are tuned by transient hardening. We provide a physical meaning to the conceptual model by deriving the constitutive equation from the explicit representation of the transient hardening in terms of a generalized viscoelasticity model. The rate of 'aftershocks' is controlled by the temporal evolution of the viscoelastic creep. At the quasistatic limit, the moment release is invariant to rheology. Therefore, the lack of criticality is explained by the increase of the activity rate close to failure, i.e. 'foreshocks'. Finally, the avalanche propagation can be reinterpreted as a pure mathematical problem in terms of a stochastic counting process. The statistical properties depend only on the distance to a critical point, which is universal for any parametrization of the transient hardening and a whole category of fracture models.

Exploring Empirical Rank-Frequency Distributions Longitudinally through a Simple Stochastic Process

PubMed Central

Finley, Benjamin J.; Kilkki, Kalevi

2014-01-01

The frequent appearance of empirical rank-frequency laws, such as Zipf’s law, in a wide range of domains reinforces the importance of understanding and modeling these laws and rank-frequency distributions in general. In this spirit, we utilize a simple stochastic cascade process to simulate several empirical rank-frequency distributions longitudinally. We focus especially on limiting the process’s complexity to increase accessibility for non-experts in mathematics. The process provides a good fit for many empirical distributions because the stochastic multiplicative nature of the process leads to an often observed concave rank-frequency distribution (on a log-log scale) and the finiteness of the cascade replicates real-world finite size effects. Furthermore, we show that repeated trials of the process can roughly simulate the longitudinal variation of empirical ranks. However, we find that the empirical variation is often less that the average simulated process variation, likely due to longitudinal dependencies in the empirical datasets. Finally, we discuss the process limitations and practical applications. PMID:24755621

Hidden symmetries and equilibrium properties of multiplicative white-noise stochastic processes

NASA Astrophysics Data System (ADS)

González Arenas, Zochil; Barci, Daniel G.

2012-12-01

Multiplicative white-noise stochastic processes continue to attract attention in a wide area of scientific research. The variety of prescriptions available for defining them makes the development of general tools for their characterization difficult. In this work, we study equilibrium properties of Markovian multiplicative white-noise processes. For this, we define the time reversal transformation for such processes, taking into account that the asymptotic stationary probability distribution depends on the prescription. Representing the stochastic process in a functional Grassmann formalism, we avoid the necessity of fixing a particular prescription. In this framework, we analyze equilibrium properties and study hidden symmetries of the process. We show that, using a careful definition of the equilibrium distribution and taking into account the appropriate time reversal transformation, usual equilibrium properties are satisfied for any prescription. Finally, we present a detailed deduction of a covariant supersymmetric formulation of a multiplicative Markovian white-noise process and study some of the constraints that it imposes on correlation functions using Ward-Takahashi identities.

Stochastic spatio-temporal model of coral cover as a function of herbivorous grazers, water quality, and coral demographics

NASA Astrophysics Data System (ADS)

Neuhausler, R.; Robinson, M.; Bruna, M.

2017-12-01

Over the last 60 years we have seen an increased amount of ecological regime shifts in tropical coastal zones, from coral reefs to macroalgae dominated states, as a result of natural and anthropogenic stresses. However, these shifts are not always immediate- macroalgae are generally present in coral reefs, with their distribution regulated by herbivorous fish. This is especially true in Moorea, French Polynesia, where macroalgae are shown to flourish in spaces that provide refuge from roaming herbivores. While there are currently modeling efforts in projecting ecological regime shifts in Moorea, temporal deterministic models have been utilized, which fail to capture metastability between multiple steady states and can have issues when dealing with very small populations. To address these concerns, we build on these models to account for spatial variations and individual organisms, as well as stochasticity. Our model can project the percent cover of coral, macroalgae, and algae turf as a function of herbivorous grazers, water quality, and coral demographics. Grazers, included as individual fish (particles), evolve according to a kinetic model and interact with neighbouring benthic assemblages, represented as nodes. Water quality and coral demographics are input parameters that can vary over time, allowing our model to be run for temporally changing scenarios and to be adjusted for different reefs. We plan to engage with previous Moorea Reef Resilience Models through a comparative analysis of our models' outcomes and existing Moorea data. Coupling projective models with available data is useful for informing environmental policy and advancing the modeling field.

The joint space-time statistics of macroweather precipitation, space-time statistical factorization and macroweather models.

PubMed

Lovejoy, S; de Lima, M I P

2015-07-01

Over the range of time scales from about 10 days to 30-100 years, in addition to the familiar weather and climate regimes, there is an intermediate "macroweather" regime characterized by negative temporal fluctuation exponents: implying that fluctuations tend to cancel each other out so that averages tend to converge. We show theoretically and numerically that macroweather precipitation can be modeled by a stochastic weather-climate model (the Climate Extended Fractionally Integrated Flux, model, CEFIF) first proposed for macroweather temperatures and we show numerically that a four parameter space-time CEFIF model can approximately reproduce eight or so empirical space-time exponents. In spite of this success, CEFIF is theoretically and numerically difficult to manage. We therefore propose a simplified stochastic model in which the temporal behavior is modeled as a fractional Gaussian noise but the spatial behaviour as a multifractal (climate) cascade: a spatial extension of the recently introduced ScaLIng Macroweather Model, SLIMM. Both the CEFIF and this spatial SLIMM model have a property often implicitly assumed by climatologists that climate statistics can be "homogenized" by normalizing them with the standard deviation of the anomalies. Physically, it means that the spatial macroweather variability corresponds to different climate zones that multiplicatively modulate the local, temporal statistics. This simplified macroweather model provides a framework for macroweather forecasting that exploits the system's long range memory and spatial correlations; for it, the forecasting problem has been solved. We test this factorization property and the model with the help of three centennial, global scale precipitation products that we analyze jointly in space and in time.

Temporal and spatial variabilities of Antarctic ice mass changes inferred by GRACE in a Bayesian framework

NASA Astrophysics Data System (ADS)

Wang, L.; Davis, J. L.; Tamisiea, M. E.

2017-12-01

The Antarctic ice sheet (AIS) holds about 60% of all fresh water on the Earth, an amount equivalent to about 58 m of sea-level rise. Observation of AIS mass change is thus essential in determining and predicting its contribution to sea level. While the ice mass loss estimates for West Antarctica (WA) and the Antarctic Peninsula (AP) are in good agreement, what the mass balance over East Antarctica (EA) is, and whether or not it compensates for the mass loss is under debate. Besides the different error sources and sensitivities of different measurement types, complex spatial and temporal variabilities would be another factor complicating the accurate estimation of the AIS mass balance. Therefore, a model that allows for variabilities in both melting rate and seasonal signals would seem appropriate in the estimation of present-day AIS melting. We present a stochastic filter technique, which enables the Bayesian separation of the systematic stripe noise and mass signal in decade-length GRACE monthly gravity series, and allows the estimation of time-variable seasonal and inter-annual components in the signals. One of the primary advantages of this Bayesian method is that it yields statistically rigorous uncertainty estimates reflecting the inherent spatial resolution of the data. By applying the stochastic filter to the decade-long GRACE observations, we present the temporal variabilities of the AIS mass balance at basin scale, particularly over East Antarctica, and decipher the EA mass variations in the past decade, and their role in affecting overall AIS mass balance and sea level.

Stochastic Effects in Computational Biology of Space Radiation Cancer Risk

NASA Technical Reports Server (NTRS)

Cucinotta, Francis A.; Pluth, Janis; Harper, Jane; O'Neill, Peter

2007-01-01

Estimating risk from space radiation poses important questions on the radiobiology of protons and heavy ions. We are considering systems biology models to study radiation induced repair foci (RIRF) at low doses, in which less than one-track on average transverses the cell, and the subsequent DNA damage processing and signal transduction events. Computational approaches for describing protein regulatory networks coupled to DNA and oxidative damage sites include systems of differential equations, stochastic equations, and Monte-Carlo simulations. We review recent developments in the mathematical description of protein regulatory networks and possible approaches to radiation effects simulation. These include robustness, which states that regulatory networks maintain their functions against external and internal perturbations due to compensating properties of redundancy and molecular feedback controls, and modularity, which leads to general theorems for considering molecules that interact through a regulatory mechanism without exchange of matter leading to a block diagonal reduction of the connecting pathways. Identifying rate-limiting steps, robustness, and modularity in pathways perturbed by radiation damage are shown to be valid techniques for reducing large molecular systems to realistic computer simulations. Other techniques studied are the use of steady-state analysis, and the introduction of composite molecules or rate-constants to represent small collections of reactants. Applications of these techniques to describe spatial and temporal distributions of RIRF and cell populations following low dose irradiation are described.

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

PubMed

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

2017-12-15

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

Genetic Algorithm Based Framework for Automation of Stochastic Modeling of Multi-Season Streamflows

NASA Astrophysics Data System (ADS)

Srivastav, R. K.; Srinivasan, K.; Sudheer, K.

2009-05-01

Synthetic streamflow data generation involves the synthesis of likely streamflow patterns that are statistically indistinguishable from the observed streamflow data. The various kinds of stochastic models adopted for multi-season streamflow generation in hydrology are: i) parametric models which hypothesize the form of the periodic dependence structure and the distributional form a priori (examples are PAR, PARMA); disaggregation models that aim to preserve the correlation structure at the periodic level and the aggregated annual level; ii) Nonparametric models (examples are bootstrap/kernel based methods), which characterize the laws of chance, describing the stream flow process, without recourse to prior assumptions as to the form or structure of these laws; (k-nearest neighbor (k-NN), matched block bootstrap (MABB)); non-parametric disaggregation model. iii) Hybrid models which blend both parametric and non-parametric models advantageously to model the streamflows effectively. Despite many of these developments that have taken place in the field of stochastic modeling of streamflows over the last four decades, accurate prediction of the storage and the critical drought characteristics has been posing a persistent challenge to the stochastic modeler. This is partly because, usually, the stochastic streamflow model parameters are estimated by minimizing a statistically based objective function (such as maximum likelihood (MLE) or least squares (LS) estimation) and subsequently the efficacy of the models is being validated based on the accuracy of prediction of the estimates of the water-use characteristics, which requires large number of trial simulations and inspection of many plots and tables. Still accurate prediction of the storage and the critical drought characteristics may not be ensured. In this study a multi-objective optimization framework is proposed to find the optimal hybrid model (blend of a simple parametric model, PAR(1) model and matched block bootstrap (MABB) ) based on the explicit objective functions of minimizing the relative bias and relative root mean square error in estimating the storage capacity of the reservoir. The optimal parameter set of the hybrid model is obtained based on the search over a multi- dimensional parameter space (involving simultaneous exploration of the parametric (PAR(1)) as well as the non-parametric (MABB) components). This is achieved using the efficient evolutionary search based optimization tool namely, non-dominated sorting genetic algorithm - II (NSGA-II). This approach helps in reducing the drudgery involved in the process of manual selection of the hybrid model, in addition to predicting the basic summary statistics dependence structure, marginal distribution and water-use characteristics accurately. The proposed optimization framework is used to model the multi-season streamflows of River Beaver and River Weber of USA. In case of both the rivers, the proposed GA-based hybrid model yields a much better prediction of the storage capacity (where simultaneous exploration of both parametric and non-parametric components is done) when compared with the MLE-based hybrid models (where the hybrid model selection is done in two stages, thus probably resulting in a sub-optimal model). This framework can be further extended to include different linear/non-linear hybrid stochastic models at other temporal and spatial scales as well.

Optimal regulation in systems with stochastic time sampling

NASA Technical Reports Server (NTRS)

Montgomery, R. C.; Lee, P. S.

1980-01-01

An optimal control theory that accounts for stochastic variable time sampling in a distributed microprocessor based flight control system is presented. The theory is developed by using a linear process model for the airplane dynamics and the information distribution process is modeled as a variable time increment process where, at the time that information is supplied to the control effectors, the control effectors know the time of the next information update only in a stochastic sense. An optimal control problem is formulated and solved for the control law that minimizes the expected value of a quadratic cost function. The optimal cost obtained with a variable time increment Markov information update process where the control effectors know only the past information update intervals and the Markov transition mechanism is almost identical to that obtained with a known and uniform information update interval.

GERMcode: A Stochastic Model for Space Radiation Risk Assessment

NASA Technical Reports Server (NTRS)

Kim, Myung-Hee Y.; Ponomarev, Artem L.; Cucinotta, Francis A.

2012-01-01

A new computer model, the GCR Event-based Risk Model code (GERMcode), was developed to describe biophysical events from high-energy protons and high charge and energy (HZE) particles that have been studied at the NASA Space Radiation Laboratory (NSRL) for the purpose of simulating space radiation biological effects. In the GERMcode, the biophysical description of the passage of HZE particles in tissue and shielding materials is made with a stochastic approach that includes both particle track structure and nuclear interactions. The GERMcode accounts for the major nuclear interaction processes of importance for describing heavy ion beams, including nuclear fragmentation, elastic scattering, and knockout-cascade processes by using the quantum multiple scattering fragmentation (QMSFRG) model. The QMSFRG model has been shown to be in excellent agreement with available experimental data for nuclear fragmentation cross sections. For NSRL applications, the GERMcode evaluates a set of biophysical properties, such as the Poisson distribution of particles or delta-ray hits for a given cellular area and particle dose, the radial dose on tissue, and the frequency distribution of energy deposition in a DNA volume. By utilizing the ProE/Fishbowl ray-tracing analysis, the GERMcode will be used as a bi-directional radiation transport model for future spacecraft shielding analysis in support of Mars mission risk assessments. Recent radiobiological experiments suggest the need for new approaches to risk assessment that include time-dependent biological events due to the signaling times for activation and relaxation of biological processes in cells and tissue. Thus, the tracking of the temporal and spatial distribution of events in tissue is a major goal of the GERMcode in support of the simulation of biological processes important in GCR risk assessments. In order to validate our approach, basic radiobiological responses such as cell survival curves, mutation, chromosomal aberrations, and representative mouse tumor induction curves are implemented into the GERMcode. Extension of these descriptions to other endpoints related to non-targeted effects and biochemical pathway responses will be discussed.

Long-term spatial and temporal microbial community dynamics in a large-scale drinking water distribution system with multiple disinfectant regimes.

PubMed

Potgieter, Sarah; Pinto, Ameet; Sigudu, Makhosazana; du Preez, Hein; Ncube, Esper; Venter, Stephanus

2018-08-01

Long-term spatial-temporal investigations of microbial dynamics in full-scale drinking water distribution systems are scarce. These investigations can reveal the process, infrastructure, and environmental factors that influence the microbial community, offering opportunities to re-think microbial management in drinking water systems. Often, these insights are missed or are unreliable in short-term studies, which are impacted by stochastic variabilities inherent to large full-scale systems. In this two-year study, we investigated the spatial and temporal dynamics of the microbial community in a large, full scale South African drinking water distribution system that uses three successive disinfection strategies (i.e. chlorination, chloramination and hypochlorination). Monthly bulk water samples were collected from the outlet of the treatment plant and from 17 points in the distribution system spanning nearly 150 km and the bacterial community composition was characterised by Illumina MiSeq sequencing of the V4 hypervariable region of the 16S rRNA gene. Like previous studies, Alpha- and Betaproteobacteria dominated the drinking water bacterial communities, with an increase in Betaproteobacteria post-chloramination. In contrast with previous reports, the observed richness, diversity, and evenness of the bacterial communities were higher in the winter months as opposed to the summer months in this study. In addition to temperature effects, the seasonal variations were also likely to be influenced by changes in average water age in the distribution system and corresponding changes in disinfectant residual concentrations. Spatial dynamics of the bacterial communities indicated distance decay, with bacterial communities becoming increasingly dissimilar with increasing distance between sampling locations. These spatial effects dampened the temporal changes in the bulk water community and were the dominant factor when considering the entire distribution system. However, temporal variations were consistently stronger as compared to spatial changes at individual sampling locations and demonstrated seasonality. This study emphasises the need for long-term studies to comprehensively understand the temporal patterns that would otherwise be missed in short-term investigations. Furthermore, systematic long-term investigations are particularly critical towards determining the impact of changes in source water quality, environmental conditions, and process operations on the changes in microbial community composition in the drinking water distribution system. Copyright © 2018 Elsevier Ltd. All rights reserved.

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

PubMed Central

Li, Yihe; Li, Bofeng; Gao, Yang

2015-01-01

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

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

PubMed

Li, Yihe; Li, Bofeng; Gao, Yang

2015-11-30

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

A Theory of Intra-Agent Replanning

DTIC Science & Technology

2013-06-01

1972] Fikes, R.; Hart, P.; and Nils- son, N. 1972. Learning and executing generalized robot plans. Artificial intelligence 3:251–288. [Fox et al. 2006...2003] Gerevini, A.; Saetti, A.; and Serina, I. 2003. Planning through stochastic local search and temporal action graphs in lpg. J. Artif . Intell. Res...order planning. In Proceedings of the National Conference on Artificial Intelligence , 1004–1009. [Kambhampati 1990] Kambhampati, S. 1990. Mapping and

Extracting features of Gaussian self-similar stochastic processes via the Bandt-Pompe approach.

PubMed

Rosso, O A; Zunino, L; Pérez, D G; Figliola, A; Larrondo, H A; Garavaglia, M; Martín, M T; Plastino, A

2007-12-01

By recourse to appropriate information theory quantifiers (normalized Shannon entropy and Martín-Plastino-Rosso intensive statistical complexity measure), we revisit the characterization of Gaussian self-similar stochastic processes from a Bandt-Pompe viewpoint. We show that the ensuing approach exhibits considerable advantages with respect to other treatments. In particular, clear quantifiers gaps are found in the transition between the continuous processes and their associated noises.

Sparse Representation with Spatio-Temporal Online Dictionary Learning for Efficient Video Coding.

PubMed

Dai, Wenrui; Shen, Yangmei; Tang, Xin; Zou, Junni; Xiong, Hongkai; Chen, Chang Wen

2016-07-27

Classical dictionary learning methods for video coding suer from high computational complexity and interfered coding eciency by disregarding its underlying distribution. This paper proposes a spatio-temporal online dictionary learning (STOL) algorithm to speed up the convergence rate of dictionary learning with a guarantee of approximation error. The proposed algorithm incorporates stochastic gradient descents to form a dictionary of pairs of 3-D low-frequency and highfrequency spatio-temporal volumes. In each iteration of the learning process, it randomly selects one sample volume and updates the atoms of dictionary by minimizing the expected cost, rather than optimizes empirical cost over the complete training data like batch learning methods, e.g. K-SVD. Since the selected volumes are supposed to be i.i.d. samples from the underlying distribution, decomposition coecients attained from the trained dictionary are desirable for sparse representation. Theoretically, it is proved that the proposed STOL could achieve better approximation for sparse representation than K-SVD and maintain both structured sparsity and hierarchical sparsity. It is shown to outperform batch gradient descent methods (K-SVD) in the sense of convergence speed and computational complexity, and its upper bound for prediction error is asymptotically equal to the training error. With lower computational complexity, extensive experiments validate that the STOL based coding scheme achieves performance improvements than H.264/AVC or HEVC as well as existing super-resolution based methods in ratedistortion performance and visual quality.

Disentangling mechanisms that mediate the balance between stochastic and deterministic processes in microbial succession.

PubMed

Dini-Andreote, Francisco; Stegen, James C; van Elsas, Jan Dirk; Salles, Joana Falcão

2015-03-17

Ecological succession and the balance between stochastic and deterministic processes are two major themes within microbial ecology, but these conceptual domains have mostly developed independent of each other. Here we provide a framework that integrates shifts in community assembly processes with microbial primary succession to better understand mechanisms governing the stochastic/deterministic balance. Synthesizing previous work, we devised a conceptual model that links ecosystem development to alternative hypotheses related to shifts in ecological assembly processes. Conceptual model hypotheses were tested by coupling spatiotemporal data on soil bacterial communities with environmental conditions in a salt marsh chronosequence spanning 105 years of succession. Analyses within successional stages showed community composition to be initially governed by stochasticity, but as succession proceeded, there was a progressive increase in deterministic selection correlated with increasing sodium concentration. Analyses of community turnover among successional stages--which provide a larger spatiotemporal scale relative to within stage analyses--revealed that changes in the concentration of soil organic matter were the main predictor of the type and relative influence of determinism. Taken together, these results suggest scale-dependency in the mechanisms underlying selection. To better understand mechanisms governing these patterns, we developed an ecological simulation model that revealed how changes in selective environments cause shifts in the stochastic/deterministic balance. Finally, we propose an extended--and experimentally testable--conceptual model integrating ecological assembly processes with primary and secondary succession. This framework provides a priori hypotheses for future experiments, thereby facilitating a systematic approach to understand assembly and succession in microbial communities across ecosystems.

Disentangling mechanisms that mediate the balance between stochastic and deterministic processes in microbial succession

PubMed Central

Dini-Andreote, Francisco; Stegen, James C.; van Elsas, Jan Dirk; Salles, Joana Falcão

2015-01-01

Ecological succession and the balance between stochastic and deterministic processes are two major themes within microbial ecology, but these conceptual domains have mostly developed independent of each other. Here we provide a framework that integrates shifts in community assembly processes with microbial primary succession to better understand mechanisms governing the stochastic/deterministic balance. Synthesizing previous work, we devised a conceptual model that links ecosystem development to alternative hypotheses related to shifts in ecological assembly processes. Conceptual model hypotheses were tested by coupling spatiotemporal data on soil bacterial communities with environmental conditions in a salt marsh chronosequence spanning 105 years of succession. Analyses within successional stages showed community composition to be initially governed by stochasticity, but as succession proceeded, there was a progressive increase in deterministic selection correlated with increasing sodium concentration. Analyses of community turnover among successional stages—which provide a larger spatiotemporal scale relative to within stage analyses—revealed that changes in the concentration of soil organic matter were the main predictor of the type and relative influence of determinism. Taken together, these results suggest scale-dependency in the mechanisms underlying selection. To better understand mechanisms governing these patterns, we developed an ecological simulation model that revealed how changes in selective environments cause shifts in the stochastic/deterministic balance. Finally, we propose an extended—and experimentally testable—conceptual model integrating ecological assembly processes with primary and secondary succession. This framework provides a priori hypotheses for future experiments, thereby facilitating a systematic approach to understand assembly and succession in microbial communities across ecosystems. PMID:25733885

Controlling multiple plasma channels created by a high-power femtosecond laser pulse

NASA Astrophysics Data System (ADS)

Kosareva, O. G.; Luo, Q.

2005-10-01

Femtosecond light filaments are comparatively long regions of the spatially and temporally localized radiation zones, which generate free electrons in the medium. At high pulse peak power multiple filaments are produced leading to stochastic plasma channels (Mlejnek et al.: PRL 83, 2938 (1999)). In both atmospheric long-distance propagation (Sprangle et al., PRE 66, 046418 (2002), Kasparian et al, Science 301, 61 (2003)) and focusing the radiation into condensed matter important issues are production of elongated plasma channels, as well as high conversion efficiency to the white light. We control stochastic plasma channels by changing the initial beam size or shape. The result is the increase in the plasma density and white light signal. Control by regular small-scale perturbations allows us to suppress atmospheric turbulence in air and create an array of well-arranged filaments in fused silica.

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.