Hill functions for stochastic gene regulatory networks from master equations with split nodes and time-scale separation

NASA Astrophysics Data System (ADS)

Lipan, Ovidiu; Ferwerda, Cameron

2018-02-01

The deterministic Hill function depends only on the average values of molecule numbers. To account for the fluctuations in the molecule numbers, the argument of the Hill function needs to contain the means, the standard deviations, and the correlations. Here we present a method that allows for stochastic Hill functions to be constructed from the dynamical evolution of stochastic biocircuits with specific topologies. These stochastic Hill functions are presented in a closed analytical form so that they can be easily incorporated in models for large genetic regulatory networks. Using a repressive biocircuit as an example, we show by Monte Carlo simulations that the traditional deterministic Hill function inaccurately predicts time of repression by an order of two magnitudes. However, the stochastic Hill function was able to capture the fluctuations and thus accurately predicted the time of repression.

A stochastic model of firm growth

NASA Astrophysics Data System (ADS)

Bottazzi, Giulio; Secchi, Angelo

2003-06-01

Recently from analyses on different databases the tent-shape of the distribution of firm growth rates has emerged as a robust and universal characteristic of the time evolution of corporates. We add new evidence on this topic and we present a new stochastic model that, under rather general assumptions, provides a robust explanation for the observed regularity.

Boson Hamiltonians and stochasticity for the vorticity equation

NASA Technical Reports Server (NTRS)

Shen, Hubert H.

1990-01-01

The evolution of the vorticity in time for two-dimensional inviscid flow and in Lagrangian time for three-dimensional viscous flow is written in Hamiltonian form by introducing Bose operators. The addition of the viscous and convective terms, respectively, leads to an interpretation of the Hamiltonian contribution to the evolution as Langevin noise.

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

NASA Astrophysics Data System (ADS)

Mavelli, Fabio; Ruiz-Mirazo, Kepa

2010-09-01

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

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

PubMed

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

2016-12-28

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

A Stochastic Evolutionary Model for Protein Structure Alignment and Phylogeny

PubMed Central

Challis, Christopher J.; Schmidler, Scott C.

2012-01-01

We present a stochastic process model for the joint evolution of protein primary and tertiary structure, suitable for use in alignment and estimation of phylogeny. Indels arise from a classic Links model, and mutations follow a standard substitution matrix, whereas backbone atoms diffuse in three-dimensional space according to an Ornstein–Uhlenbeck process. The model allows for simultaneous estimation of evolutionary distances, indel rates, structural drift rates, and alignments, while fully accounting for uncertainty. The inclusion of structural information enables phylogenetic inference on time scales not previously attainable with sequence evolution models. The model also provides a tool for testing evolutionary hypotheses and improving our understanding of protein structural evolution. PMID:22723302

Detecting evolutionary forces in language change.

PubMed

Newberry, Mitchell G; Ahern, Christopher A; Clark, Robin; Plotkin, Joshua B

2017-11-09

Both language and genes evolve by transmission over generations with opportunity for differential replication of forms. The understanding that gene frequencies change at random by genetic drift, even in the absence of natural selection, was a seminal advance in evolutionary biology. Stochastic drift must also occur in language as a result of randomness in how linguistic forms are copied between speakers. Here we quantify the strength of selection relative to stochastic drift in language evolution. We use time series derived from large corpora of annotated texts dating from the 12th to 21st centuries to analyse three well-known grammatical changes in English: the regularization of past-tense verbs, the introduction of the periphrastic 'do', and variation in verbal negation. We reject stochastic drift in favour of selection in some cases but not in others. In particular, we infer selection towards the irregular forms of some past-tense verbs, which is likely driven by changing frequencies of rhyming patterns over time. We show that stochastic drift is stronger for rare words, which may explain why rare forms are more prone to replacement than common ones. This work provides a method for testing selective theories of language change against a null model and reveals an underappreciated role for stochasticity in language evolution.

Nonlinear Image Denoising Methodologies

DTIC Science & Technology

2002-05-01

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

Evolution and mass extinctions as lognormal stochastic processes

NASA Astrophysics Data System (ADS)

Maccone, Claudio

2014-10-01

In a series of recent papers and in a book, this author put forward a mathematical model capable of embracing the search for extra-terrestrial intelligence (SETI), Darwinian Evolution and Human History into a single, unified statistical picture, concisely called Evo-SETI. The relevant mathematical tools are: (1) Geometric Brownian motion (GBM), the stochastic process representing evolution as the stochastic increase of the number of species living on Earth over the last 3.5 billion years. This GBM is well known in the mathematics of finances (Black-Sholes models). Its main features are that its probability density function (pdf) is a lognormal pdf, and its mean value is either an increasing or, more rarely, decreasing exponential function of the time. (2) The probability distributions known as b-lognormals, i.e. lognormals starting at a certain positive instant b>0 rather than at the origin. These b-lognormals were then forced by us to have their peak value located on the exponential mean-value curve of the GBM (Peak-Locus theorem). In the framework of Darwinian Evolution, the resulting mathematical construction was shown to be what evolutionary biologists call Cladistics. (3) The (Shannon) entropy of such b-lognormals is then seen to represent the `degree of progress' reached by each living organism or by each big set of living organisms, like historic human civilizations. Having understood this fact, human history may then be cast into the language of b-lognormals that are more and more organized in time (i.e. having smaller and smaller entropy, or smaller and smaller `chaos'), and have their peaks on the increasing GBM exponential. This exponential is thus the `trend of progress' in human history. (4) All these results also match with SETI in that the statistical Drake equation (generalization of the ordinary Drake equation to encompass statistics) leads just to the lognormal distribution as the probability distribution for the number of extra-terrestrial civilizations existing in the Galaxy (as a consequence of the central limit theorem of statistics). (5) But the most striking new result is that the well-known `Molecular Clock of Evolution', namely the `constant rate of Evolution at the molecular level' as shown by Kimura's Neutral Theory of Molecular Evolution, identifies with growth rate of the entropy of our Evo-SETI model, because they both grew linearly in time since the origin of life. (6) Furthermore, we apply our Evo-SETI model to lognormal stochastic processes other than GBMs. For instance, we provide two models for the mass extinctions that occurred in the past: (a) one based on GBMs and (b) the other based on a parabolic mean value capable of covering both the extinction and the subsequent recovery of life forms. (7) Finally, we show that the Markov & Korotayev (2007, 2008) model for Darwinian Evolution identifies with an Evo-SETI model for which the mean value of the underlying lognormal stochastic process is a cubic function of the time. In conclusion: we have provided a new mathematical model capable of embracing molecular evolution, SETI and entropy into a simple set of statistical equations based upon b-lognormals and lognormal stochastic processes with arbitrary mean, of which the GBMs are the particular case of exponential growth.

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.

Interpretation of scrape-off layer profile evolution and first-wall ion flux statistics on JET using a stochastic framework based on fillamentary motion

NASA Astrophysics Data System (ADS)

Walkden, N. R.; Wynn, A.; Militello, F.; Lipschultz, B.; Matthews, G.; Guillemaut, C.; Harrison, J.; Moulton, D.; Contributors, JET

2017-08-01

This paper presents the use of a novel modelling technique based around intermittent transport due to filament motion, to interpret experimental profile and fluctuation data in the scrape-off layer (SOL) of JET during the onset and evolution of a density profile shoulder. A baseline case is established, prior to shoulder formation, and the stochastic model is shown to be capable of simultaneously matching the time averaged profile measurement as well as the PDF shape and autocorrelation function from the ion-saturation current time series at the outer wall. Aspects of the stochastic model are then varied with the aim of producing a profile shoulder with statistical measurements consistent with experiment. This is achieved through a strong localised reduction in the density sink acting on the filaments within the model. The required reduction of the density sink occurs over a highly localised region with the timescale of the density sink increased by a factor of 25. This alone is found to be insufficient to model the expansion and flattening of the shoulder region as the density increases, which requires additional changes within the stochastic model. An example is found which includes both a reduction in the density sink and filament acceleration and provides a consistent match to the experimental data as the shoulder expands, though the uniqueness of this solution can not be guaranteed. Within the context of the stochastic model, this implies that the localised reduction in the density sink can trigger shoulder formation, but additional physics is required to explain the subsequent evolution of the profile.

On orthogonality preserving quadratic stochastic operators

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

Mukhamedov, Farrukh; Taha, Muhammad Hafizuddin Mohd

2015-05-15

A quadratic stochastic operator (in short QSO) is usually used to present the time evolution of differing species in biology. Some quadratic stochastic operators have been studied by Lotka and Volterra. In the present paper, we first give a simple characterization of Volterra QSO in terms of absolutely continuity of discrete measures. Further, we introduce a notion of orthogonal preserving QSO, and describe such kind of operators defined on two dimensional simplex. It turns out that orthogonal preserving QSOs are permutations of Volterra QSO. The associativity of genetic algebras generated by orthogonal preserving QSO is studied too.

Stochastic simulation and analysis of biomolecular reaction networks

PubMed Central

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

2009-01-01

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

Simple stochastic birth and death models of genome evolution: was there enough time for us to evolve?

PubMed

Karev, Georgy P; Wolf, Yuri I; Koonin, Eugene V

2003-10-12

The distributions of many genome-associated quantities, including the membership of paralogous gene families can be approximated with power laws. We are interested in developing mathematical models of genome evolution that adequately account for the shape of these distributions and describe the evolutionary dynamics of their formation. We show that simple stochastic models of genome evolution lead to power-law asymptotics of protein domain family size distribution. These models, called Birth, Death and Innovation Models (BDIM), represent a special class of balanced birth-and-death processes, in which domain duplication and deletion rates are asymptotically equal up to the second order. The simplest, linear BDIM shows an excellent fit to the observed distributions of domain family size in diverse prokaryotic and eukaryotic genomes. However, the stochastic version of the linear BDIM explored here predicts that the actual size of large paralogous families is reached on an unrealistically long timescale. We show that introduction of non-linearity, which might be interpreted as interaction of a particular order between individual family members, allows the model to achieve genome evolution rates that are much better compatible with the current estimates of the rates of individual duplication/loss events.

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.

Lognormals for SETI, Evolution and Mass Extinctions

NASA Astrophysics Data System (ADS)

Maccone, Claudio

2014-12-01

In a series of recent papers (Refs. [1-5,7,8]) and in a book (Ref. [6]), this author suggested a new mathematical theory capable of merging Darwinian Evolution and SETI into a unified statistical framework. In this new vision, Darwinian Evolution, as it unfolded on Earth over the last 3.5 billion years, is defined as just one particular realization of a certain lognormal stochastic process in the number of living species on Earth, whose mean value increased in time exponentially. SETI also may be brought into this vision since the number of communicating civilizations in the Galaxy is given by a lognormal distribution (Statistical Drake Equation). Now, in this paper we further elaborate on all that particularly with regard to two important topics: The introduction of the general lognormal stochastic process L(t) whose mean value may be an arbitrary continuous function of the time, m(t), rather than just the exponential mGBM (t) =N0eμt typical of the Geometric Brownian Motion (GBM). This is a considerable generalization of the GBM-based theory used in Refs. [1-8]. The particular application of the general stochastic process L(t) to the understanding of Mass Extinctions like the K-Pg one that marked the dinosaurs' end 65 million years ago. We first model this Mass Extinction as a decreasing Geometric Brownian Motion (GBM) extending from the asteroid's impact time all through the ensuing 'nuclear winter'. However, this model has a flaw: the 'final value' of the GBM cannot have a horizontal tangent, as requested to enable the recovery of life again after this 'final extinction value'. That flaw, however, is removed if the rapidly decreasing mean value function of L(t) is the left branch of a parabola extending from the asteroid's impact time all through the ensuing 'nuclear winter' and up to the time when the number of living species on Earth started growing up again, as we show mathematically in Section 3. In conclusion, we have uncovered an important generalization of the GBM into the general lognormal stochastic process L(t), paving the way to a better, future understanding the evolution of life on Exoplanets on the basis of what Evolution unfolded on Earth in the last 3.5 billion years. That will be the goal of further research papers in the future.

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

Evolution in fluctuating environments: decomposing selection into additive components of the Robertson-Price equation.

PubMed

Engen, Steinar; Saether, Bernt-Erik

2014-03-01

We analyze the stochastic components of the Robertson-Price equation for the evolution of quantitative characters that enables decomposition of the selection differential into components due to demographic and environmental stochasticity. We show how these two types of stochasticity affect the evolution of multivariate quantitative characters by defining demographic and environmental variances as components of individual fitness. The exact covariance formula for selection is decomposed into three components, the deterministic mean value, as well as stochastic demographic and environmental components. We show that demographic and environmental stochasticity generate random genetic drift and fluctuating selection, respectively. This provides a common theoretical framework for linking ecological and evolutionary processes. Demographic stochasticity can cause random variation in selection differentials independent of fluctuating selection caused by environmental variation. We use this model of selection to illustrate that the effect on the expected selection differential of random variation in individual fitness is dependent on population size, and that the strength of fluctuating selection is affected by how environmental variation affects the covariance in Malthusian fitness between individuals with different phenotypes. Thus, our approach enables us to partition out the effects of fluctuating selection from the effects of selection due to random variation in individual fitness caused by demographic stochasticity. © 2013 The Author(s). Evolution © 2013 The Society for the Study of Evolution.

Time series analysis for minority game simulations of financial markets

NASA Astrophysics Data System (ADS)

Ferreira, Fernando F.; Francisco, Gerson; Machado, Birajara S.; Muruganandam, Paulsamy

2003-04-01

The minority game (MG) model introduced recently provides promising insights into the understanding of the evolution of prices, indices and rates in the financial markets. In this paper we perform a time series analysis of the model employing tools from statistics, dynamical systems theory and stochastic processes. Using benchmark systems and a financial index for comparison, several conclusions are obtained about the generating mechanism for this kind of evolution. The motion is deterministic, driven by occasional random external perturbation. When the interval between two successive perturbations is sufficiently large, one can find low dimensional chaos in this regime. However, the full motion of the MG model is found to be similar to that of the first differences of the SP500 index: stochastic, nonlinear and (unit root) stationary.

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?'

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

Partition-free approach to open quantum systems in harmonic environments: An exact stochastic Liouville equation

NASA Astrophysics Data System (ADS)

McCaul, G. M. G.; Lorenz, C. D.; Kantorovich, L.

2017-03-01

We present a partition-free approach to the evolution of density matrices for open quantum systems coupled to a harmonic environment. The influence functional formalism combined with a two-time Hubbard-Stratonovich transformation allows us to derive a set of exact differential equations for the reduced density matrix of an open system, termed the extended stochastic Liouville-von Neumann equation. Our approach generalizes previous work based on Caldeira-Leggett models and a partitioned initial density matrix. This provides a simple, yet exact, closed-form description for the evolution of open systems from equilibriated initial conditions. The applicability of this model and the potential for numerical implementations are also discussed.

Biophysics, environmental stochasticity, and the evolution of thermal safety margins in intertidal limpets.

PubMed

Denny, M W; Dowd, W W

2012-03-15

As the air temperature of the Earth rises, ecological relationships within a community might shift, in part due to differences in the thermal physiology of species. Prediction of these shifts - an urgent task for ecologists - will be complicated if thermal tolerance itself can rapidly evolve. Here, we employ a mechanistic approach to predict the potential for rapid evolution of thermal tolerance in the intertidal limpet Lottia gigantea. Using biophysical principles to predict body temperature as a function of the state of the environment, and an environmental bootstrap procedure to predict how the environment fluctuates through time, we create hypothetical time-series of limpet body temperatures, which are in turn used as a test platform for a mechanistic evolutionary model of thermal tolerance. Our simulations suggest that environmentally driven stochastic variation of L. gigantea body temperature results in rapid evolution of a substantial 'safety margin': the average lethal limit is 5-7°C above the average annual maximum temperature. This predicted safety margin approximately matches that found in nature, and once established is sufficient, in our simulations, to allow some limpet populations to survive a drastic, century-long increase in air temperature. By contrast, in the absence of environmental stochasticity, the safety margin is dramatically reduced. We suggest that the risk of exceeding the safety margin, rather than the absolute value of the safety margin, plays an underappreciated role in the evolution of thermal tolerance. Our predictions are based on a simple, hypothetical, allelic model that connects genetics to thermal physiology. To move beyond this simple model - and thereby potentially to predict differential evolution among populations and among species - will require significant advances in our ability to translate the details of thermal histories into physiological and population-genetic consequences.

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

NASA Astrophysics Data System (ADS)

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

2015-09-01

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

Calculating Higher-Order Moments of Phylogenetic Stochastic Mapping Summaries in Linear Time.

PubMed

Dhar, Amrit; Minin, Vladimir N

2017-05-01

Stochastic mapping is a simulation-based method for probabilistically mapping substitution histories onto phylogenies according to continuous-time Markov models of evolution. This technique can be used to infer properties of the evolutionary process on the phylogeny and, unlike parsimony-based mapping, conditions on the observed data to randomly draw substitution mappings that do not necessarily require the minimum number of events on a tree. Most stochastic mapping applications simulate substitution mappings only to estimate the mean and/or variance of two commonly used mapping summaries: the number of particular types of substitutions (labeled substitution counts) and the time spent in a particular group of states (labeled dwelling times) on the tree. Fast, simulation-free algorithms for calculating the mean of stochastic mapping summaries exist. Importantly, these algorithms scale linearly in the number of tips/leaves of the phylogenetic tree. However, to our knowledge, no such algorithm exists for calculating higher-order moments of stochastic mapping summaries. We present one such simulation-free dynamic programming algorithm that calculates prior and posterior mapping variances and scales linearly in the number of phylogeny tips. Our procedure suggests a general framework that can be used to efficiently compute higher-order moments of stochastic mapping summaries without simulations. We demonstrate the usefulness of our algorithm by extending previously developed statistical tests for rate variation across sites and for detecting evolutionarily conserved regions in genomic sequences.

Calculating Higher-Order Moments of Phylogenetic Stochastic Mapping Summaries in Linear Time

PubMed Central

Dhar, Amrit

2017-01-01

Abstract Stochastic mapping is a simulation-based method for probabilistically mapping substitution histories onto phylogenies according to continuous-time Markov models of evolution. This technique can be used to infer properties of the evolutionary process on the phylogeny and, unlike parsimony-based mapping, conditions on the observed data to randomly draw substitution mappings that do not necessarily require the minimum number of events on a tree. Most stochastic mapping applications simulate substitution mappings only to estimate the mean and/or variance of two commonly used mapping summaries: the number of particular types of substitutions (labeled substitution counts) and the time spent in a particular group of states (labeled dwelling times) on the tree. Fast, simulation-free algorithms for calculating the mean of stochastic mapping summaries exist. Importantly, these algorithms scale linearly in the number of tips/leaves of the phylogenetic tree. However, to our knowledge, no such algorithm exists for calculating higher-order moments of stochastic mapping summaries. We present one such simulation-free dynamic programming algorithm that calculates prior and posterior mapping variances and scales linearly in the number of phylogeny tips. Our procedure suggests a general framework that can be used to efficiently compute higher-order moments of stochastic mapping summaries without simulations. We demonstrate the usefulness of our algorithm by extending previously developed statistical tests for rate variation across sites and for detecting evolutionarily conserved regions in genomic sequences. PMID:28177780

Solving multistage stochastic programming models of portfolio selection with outstanding liabilities

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

Edirisinghe, C.

1994-12-31

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

Mean Field Games for Stochastic Growth with Relative Utility

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

Huang, Minyi, E-mail: mhuang@math.carleton.ca; Nguyen, Son Luu, E-mail: sonluu.nguyen@upr.edu

This paper considers continuous time stochastic growth-consumption optimization in a mean field game setting. The individual capital stock evolution is determined by a Cobb–Douglas production function, consumption and stochastic depreciation. The individual utility functional combines an own utility and a relative utility with respect to the population. The use of the relative utility reflects human psychology, leading to a natural pattern of mean field interaction. The fixed point equation of the mean field game is derived with the aid of some ordinary differential equations. Due to the relative utility interaction, our performance analysis depends on some ratio based approximation errormore » estimate.« less

Diffusion equations and the time evolution of foreign exchange rates

NASA Astrophysics Data System (ADS)

Figueiredo, Annibal; de Castro, Marcio T.; da Fonseca, Regina C. B.; Gleria, Iram

2013-10-01

We investigate which type of diffusion equation is most appropriate to describe the time evolution of foreign exchange rates. We modify the geometric diffusion model assuming a non-exponential time evolution and the stochastic term is the sum of a Wiener noise and a jump process. We find the resulting diffusion equation to obey the Kramers-Moyal equation. Analytical solutions are obtained using the characteristic function formalism and compared with empirical data. The analysis focus on the first four central moments considering the returns of foreign exchange rate. It is shown that the proposed model offers a good improvement over the classical geometric diffusion model.

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

NASA Astrophysics Data System (ADS)

Lacroix, Denis

2005-06-01

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

Spatial vs. individual variability with inheritance in a stochastic Lotka-Volterra system

NASA Astrophysics Data System (ADS)

Dobramysl, Ulrich; Tauber, Uwe C.

2012-02-01

We investigate a stochastic spatial Lotka-Volterra predator-prey model with randomized interaction rates that are either affixed to the lattice sites and quenched, and / or specific to individuals in either population. In the latter situation, we include rate inheritance with mutations from the particles' progenitors. Thus we arrive at a simple model for competitive evolution with environmental variability and selection pressure. We employ Monte Carlo simulations in zero and two dimensions to study the time evolution of both species' densities and their interaction rate distributions. The predator and prey concentrations in the ensuing steady states depend crucially on the environmental variability, whereas the temporal evolution of the individualized rate distributions leads to largely neutral optimization. Contrary to, e.g., linear gene expression models, this system does not experience fixation at extreme values. An approximate description of the resulting data is achieved by means of an effective master equation approach for the interaction rate distribution.

Stochastic modelling of non-stationary financial assets

NASA Astrophysics Data System (ADS)

Estevens, Joana; Rocha, Paulo; Boto, João P.; Lind, Pedro G.

2017-11-01

We model non-stationary volume-price distributions with a log-normal distribution and collect the time series of its two parameters. The time series of the two parameters are shown to be stationary and Markov-like and consequently can be modelled with Langevin equations, which are derived directly from their series of values. Having the evolution equations of the log-normal parameters, we reconstruct the statistics of the first moments of volume-price distributions which fit well the empirical data. Finally, the proposed framework is general enough to study other non-stationary stochastic variables in other research fields, namely, biology, medicine, and geology.

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

PubMed

Venturi, D; Karniadakis, G E

2014-06-08

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

Analytical Assessment for Transient Stability Under Stochastic Continuous Disturbances

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

Ju, Ping; Li, Hongyu; Gan, Chun

Here, with the growing integration of renewable power generation, plug-in electric vehicles, and other sources of uncertainty, increasing stochastic continuous disturbances are brought to power systems. The impact of stochastic continuous disturbances on power system transient stability attracts significant attention. To address this problem, this paper proposes an analytical assessment method for transient stability of multi-machine power systems under stochastic continuous disturbances. In the proposed method, a probability measure of transient stability is presented and analytically solved by stochastic averaging. Compared with the conventional method (Monte Carlo simulation), the proposed method is many orders of magnitude faster, which makes itmore » very attractive in practice when many plans for transient stability must be compared or when transient stability must be analyzed quickly. Also, it is found that the evolution of system energy over time is almost a simple diffusion process by the proposed method, which explains the impact mechanism of stochastic continuous disturbances on transient stability in theory.« less

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

PubMed Central

Venturi, D.; Karniadakis, G. E.

2014-01-01

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

Resonant activation of population extinctions

NASA Astrophysics Data System (ADS)

Spalding, Christopher; Doering, Charles R.; Flierl, Glenn R.

2017-10-01

Understanding the mechanisms governing population extinctions is of key importance to many problems in ecology and evolution. Stochastic factors are known to play a central role in extinction, but the interactions between a population's demographic stochasticity and environmental noise remain poorly understood. Here we model environmental forcing as a stochastic fluctuation between two states, one with a higher death rate than the other. We find that, in general, there exists a rate of fluctuations that minimizes the mean time to extinction, a phenomenon previously dubbed "resonant activation." We develop a heuristic description of the phenomenon, together with a criterion for the existence of resonant activation. Specifically, the minimum extinction time arises as a result of the system approaching a scenario wherein the severity of rare events is balanced by the time interval between them. We discuss our findings within the context of more general forms of environmental noise and suggest potential applications to evolutionary models.

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.

Time-Frequency Approach for Stochastic Signal Detection

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

Ghosh, Ripul; Akula, Aparna; Kumar, Satish

2011-10-20

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

Time-Frequency Approach for Stochastic Signal Detection

NASA Astrophysics Data System (ADS)

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

2011-10-01

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

Extinction time of a stochastic predator-prey model by the generalized cell mapping method

NASA Astrophysics Data System (ADS)

Han, Qun; Xu, Wei; Hu, Bing; Huang, Dongmei; Sun, Jian-Qiao

2018-03-01

The stochastic response and extinction time of a predator-prey model with Gaussian white noise excitations are studied by the generalized cell mapping (GCM) method based on the short-time Gaussian approximation (STGA). The methods for stochastic response probability density functions (PDFs) and extinction time statistics are developed. The Taylor expansion is used to deal with non-polynomial nonlinear terms of the model for deriving the moment equations with Gaussian closure, which are needed for the STGA in order to compute the one-step transition probabilities. The work is validated with direct Monte Carlo simulations. We have presented the transient responses showing the evolution from a Gaussian initial distribution to a non-Gaussian steady-state one. The effects of the model parameter and noise intensities on the steady-state PDFs are discussed. It is also found that the effects of noise intensities on the extinction time statistics are opposite to the effects on the limit probability distributions of the survival species.

Density behavior of spatial birth-and-death stochastic evolution of mutating genotypes under selection rates

NASA Astrophysics Data System (ADS)

Finkelshtein, D.; Kondratiev, Yu.; Kutoviy, O.; Molchanov, S.; Zhizhina, E.

2014-10-01

We consider birth-and-death stochastic evolution of genotypes with different lengths. The genotypes might mutate, which provides a stochastic changing of lengths by a free diffusion law. The birth and death rates are length dependent, which corresponds to a selection effect. We study an asymptotic behavior of a density for an infinite collection of genotypes. The cases of space homogeneous and space heterogeneous densities are considered.

Environmental Stochasticity and the Speed of Evolution

NASA Astrophysics Data System (ADS)

Danino, Matan; Kessler, David A.; Shnerb, Nadav M.

2018-03-01

Biological populations are subject to two types of noise: demographic stochasticity due to fluctuations in the reproductive success of individuals, and environmental variations that affect coherently the relative fitness of entire populations. The rate in which the average fitness of a community increases has been considered so far using models with pure demographic stochasticity; here we present some theoretical considerations and numerical results for the general case where environmental variations are taken into account. When the competition is pairwise, fitness fluctuations are shown to reduce the speed of evolution, while under global competition the speed increases due to environmental stochasticity.

Environmental Stochasticity and the Speed of Evolution

NASA Astrophysics Data System (ADS)

Danino, Matan; Kessler, David A.; Shnerb, Nadav M.

2018-07-01

Biological populations are subject to two types of noise: demographic stochasticity due to fluctuations in the reproductive success of individuals, and environmental variations that affect coherently the relative fitness of entire populations. The rate in which the average fitness of a community increases has been considered so far using models with pure demographic stochasticity; here we present some theoretical considerations and numerical results for the general case where environmental variations are taken into account. When the competition is pairwise, fitness fluctuations are shown to reduce the speed of evolution, while under global competition the speed increases due to environmental stochasticity.

Transient ensemble dynamics in time-independent galactic potentials

NASA Astrophysics Data System (ADS)

Mahon, M. Elaine; Abernathy, Robert A.; Bradley, Brendan O.; Kandrup, Henry E.

1995-07-01

This paper summarizes a numerical investigation of the short-time, possibly transient, behaviour of ensembles of stochastic orbits evolving in fixed non-integrable potentials, with the aim of deriving insights into the structure and evolution of galaxies. The simulations involved three different two-dimensional potentials, quite different in appearance. However, despite these differences, ensembles in all three potentials exhibit similar behaviour. This suggests that the conclusions inferred from the simulations are robust, relying only on basic topological properties, e.g., the existence of KAM tori and cantori. Generic ensembles of initial conditions, corresponding to stochastic orbits, exhibit a rapid coarse-grained approach towards a near-invariant distribution on a time-scale <>t_H, although various irregularities associated with external and/or internal irregularities can drastically accelerate this process. A principal tool in the analysis is the notion of a local Liapounov exponent, which provides a statistical characterization of the overall instability of stochastic orbits over finite time intervals. In particular, there is a precise sense in which confined stochastic orbits are less unstable, with smaller local Liapounov exponents, than are unconfined stochastic orbits.

Stochastic modification of the Schrödinger-Newton equation

NASA Astrophysics Data System (ADS)

Bera, Sayantani; Mohan, Ravi; Singh, Tejinder P.

2015-07-01

The Schrödinger-Newton (SN) equation describes the effect of self-gravity on the evolution of a quantum system, and it has been proposed that gravitationally induced decoherence drives the system to one of the stationary solutions of the SN equation. However, the equation itself lacks a decoherence mechanism, because it does not possess any stochastic feature. In the present work we derive a stochastic modification of the Schrödinger-Newton equation, starting from the Einstein-Langevin equation in the theory of stochastic semiclassical gravity. We specialize this equation to the case of a single massive point particle, and by using Karolyhazy's phase variance method, we derive the Diósi-Penrose criterion for the decoherence time. We obtain a (nonlinear) master equation corresponding to this stochastic SN equation. This equation is, however, linear at the level of the approximation we use to prove decoherence; hence, the no-signaling requirement is met. Lastly, we use physical arguments to obtain expressions for the decoherence length of extended objects.

Stochasticity versus determinism: consequences for realistic gene regulatory network modelling and evolution.

PubMed

Jenkins, Dafyd J; Stekel, Dov J

2010-02-01

Gene regulation is one important mechanism in producing observed phenotypes and heterogeneity. Consequently, the study of gene regulatory network (GRN) architecture, function and evolution now forms a major part of modern biology. However, it is impossible to experimentally observe the evolution of GRNs on the timescales on which living species evolve. In silico evolution provides an approach to studying the long-term evolution of GRNs, but many models have either considered network architecture from non-adaptive evolution, or evolution to non-biological objectives. Here, we address a number of important modelling and biological questions about the evolution of GRNs to the realistic goal of biomass production. Can different commonly used simulation paradigms, in particular deterministic and stochastic Boolean networks, with and without basal gene expression, be used to compare adaptive with non-adaptive evolution of GRNs? Are these paradigms together with this goal sufficient to generate a range of solutions? Will the interaction between a biological goal and evolutionary dynamics produce trade-offs between growth and mutational robustness? We show that stochastic basal gene expression forces shrinkage of genomes due to energetic constraints and is a prerequisite for some solutions. In systems that are able to evolve rates of basal expression, two optima, one with and one without basal expression, are observed. Simulation paradigms without basal expression generate bloated networks with non-functional elements. Further, a range of functional solutions was observed under identical conditions only in stochastic networks. Moreover, there are trade-offs between efficiency and yield, indicating an inherent intertwining of fitness and evolutionary dynamics.

Ten reasons why a thermalized system cannot be described by a many-particle wave function

NASA Astrophysics Data System (ADS)

Drossel, Barbara

2017-05-01

It is widely believed that the underlying reality behind statistical mechanics is a deterministic and unitary time evolution of a many-particle wave function, even though this is in conflict with the irreversible, stochastic nature of statistical mechanics. The usual attempts to resolve this conflict for instance by appealing to decoherence or eigenstate thermalization are riddled with problems. This paper considers theoretical physics of thermalized systems as it is done in practice and shows that all approaches to thermalized systems presuppose in some form limits to linear superposition and deterministic time evolution. These considerations include, among others, the classical limit, extensivity, the concepts of entropy and equilibrium, and symmetry breaking in phase transitions and quantum measurement. As a conclusion, the paper suggests that the irreversibility and stochasticity of statistical mechanics should be taken as a real property of nature. It follows that a gas of a macroscopic number N of atoms in thermal equilibrium is best represented by a collection of N wave packets of a size of the order of the thermal de Broglie wave length, which behave quantum mechanically below this scale but classically sufficiently far beyond this scale. In particular, these wave packets must localize again after scattering events, which requires stochasticity and indicates a connection to the measurement process.

Evolution in health and medicine Sackler colloquium: Stochastic epigenetic variation as a driving force of development, evolutionary adaptation, and disease.

PubMed

Feinberg, Andrew P; Irizarry, Rafael A

2010-01-26

Neo-Darwinian evolutionary theory is based on exquisite selection of phenotypes caused by small genetic variations, which is the basis of quantitative trait contribution to phenotype and disease. Epigenetics is the study of nonsequence-based changes, such as DNA methylation, heritable during cell division. Previous attempts to incorporate epigenetics into evolutionary thinking have focused on Lamarckian inheritance, that is, environmentally directed epigenetic changes. Here, we propose a new non-Lamarckian theory for a role of epigenetics in evolution. We suggest that genetic variants that do not change the mean phenotype could change the variability of phenotype; and this could be mediated epigenetically. This inherited stochastic variation model would provide a mechanism to explain an epigenetic role of developmental biology in selectable phenotypic variation, as well as the largely unexplained heritable genetic variation underlying common complex disease. We provide two experimental results as proof of principle. The first result is direct evidence for stochastic epigenetic variation, identifying highly variably DNA-methylated regions in mouse and human liver and mouse brain, associated with development and morphogenesis. The second is a heritable genetic mechanism for variable methylation, namely the loss or gain of CpG dinucleotides over evolutionary time. Finally, we model genetically inherited stochastic variation in evolution, showing that it provides a powerful mechanism for evolutionary adaptation in changing environments that can be mediated epigenetically. These data suggest that genetically inherited propensity to phenotypic variability, even with no change in the mean phenotype, substantially increases fitness while increasing the disease susceptibility of a population with a changing environment.

Stochastic response and bifurcation of periodically driven nonlinear oscillators by the generalized cell mapping method

NASA Astrophysics Data System (ADS)

Han, Qun; Xu, Wei; Sun, Jian-Qiao

2016-09-01

The stochastic response of nonlinear oscillators under periodic and Gaussian white noise excitations is studied with the generalized cell mapping based on short-time Gaussian approximation (GCM/STGA) method. The solutions of the transition probability density functions over a small fraction of the period are constructed by the STGA scheme in order to construct the GCM over one complete period. Both the transient and steady-state probability density functions (PDFs) of a smooth and discontinuous (SD) oscillator are computed to illustrate the application of the method. The accuracy of the results is verified by direct Monte Carlo simulations. The transient responses show the evolution of the PDFs from being Gaussian to non-Gaussian. The effect of a chaotic saddle on the stochastic response is also studied. The stochastic P-bifurcation in terms of the steady-state PDFs occurs with the decrease of the smoothness parameter, which corresponds to the deterministic pitchfork bifurcation.

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

NASA Astrophysics Data System (ADS)

Stokes, M.; Perron, J. T.

2017-12-01

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

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

SIApopr: a computational method to simulate evolutionary branching trees for analysis of tumor clonal evolution.

PubMed

McDonald, Thomas O; Michor, Franziska

2017-07-15

SIApopr (Simulating Infinite-Allele populations) is an R package to simulate time-homogeneous and inhomogeneous stochastic branching processes under a very flexible set of assumptions using the speed of C ++. The software simulates clonal evolution with the emergence of driver and passenger mutations under the infinite-allele assumption. The software is an application of the Gillespie Stochastic Simulation Algorithm expanded to a large number of cell types and scenarios, with the intention of allowing users to easily modify existing models or create their own. SIApopr is available as an R library on Github ( https://github.com/olliemcdonald/siapopr ). Supplementary data are available at Bioinformatics online. michor@jimmy.harvard.edu. © The Author (2017). Published by Oxford University Press. All rights reserved. For Permissions, please email: journals.permissions@oup.com

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.

Modelling the evolution and diversity of cumulative culture

PubMed Central

Enquist, Magnus; Ghirlanda, Stefano; Eriksson, Kimmo

2011-01-01

Previous work on mathematical models of cultural evolution has mainly focused on the diffusion of simple cultural elements. However, a characteristic feature of human cultural evolution is the seemingly limitless appearance of new and increasingly complex cultural elements. Here, we develop a general modelling framework to study such cumulative processes, in which we assume that the appearance and disappearance of cultural elements are stochastic events that depend on the current state of culture. Five scenarios are explored: evolution of independent cultural elements, stepwise modification of elements, differentiation or combination of elements and systems of cultural elements. As one application of our framework, we study the evolution of cultural diversity (in time as well as between groups). PMID:21199845

The evolution of wealth transmission in human populations: a stochastic model

NASA Astrophysics Data System (ADS)

Augustins, G.; Etienne, L.; Ferdy, J.-B.; Ferrer, R.; Godelle, B.; Pitard, E.; Rousset, F.

2014-03-01

Reproductive success and survival are influenced by wealth in human populations. Wealth is transmitted to offsprings and strategies of transmission vary over time and among populations, the main variation being how equally wealth is transmitted to children. Here we propose a model where we simulate both the dynamics of wealth in a population and the evolution of a trait that determines how wealth is transmitted from parents to offspring, in a darwinian context.

A damage analysis for brittle materials using stochastic micro-structural information

NASA Astrophysics Data System (ADS)

Lin, Shih-Po; Chen, Jiun-Shyan; Liang, Shixue

2016-03-01

In this work, a micro-crack informed stochastic damage analysis is performed to consider the failures of material with stochastic microstructure. The derivation of the damage evolution law is based on the Helmholtz free energy equivalence between cracked microstructure and homogenized continuum. The damage model is constructed under the stochastic representative volume element (SRVE) framework. The characteristics of SRVE used in the construction of the stochastic damage model have been investigated based on the principle of the minimum potential energy. The mesh dependency issue has been addressed by introducing a scaling law into the damage evolution equation. The proposed methods are then validated through the comparison between numerical simulations and experimental observations of a high strength concrete. It is observed that the standard deviation of porosity in the microstructures has stronger effect on the damage states and the peak stresses than its effect on the Young's and shear moduli in the macro-scale responses.

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.

An upper limit on the stochastic gravitational-wave background of cosmological origin.

PubMed

Abbott, B P; Abbott, R; Acernese, F; Adhikari, R; Ajith, P; Allen, B; Allen, G; Alshourbagy, M; Amin, R S; Anderson, S B; Anderson, W G; Antonucci, F; Aoudia, S; Arain, M A; Araya, M; Armandula, H; Armor, P; Arun, K G; Aso, Y; Aston, S; Astone, P; Aufmuth, P; Aulbert, C; Babak, S; Baker, P; Ballardin, G; Ballmer, S; Barker, C; Barker, D; Barone, F; Barr, B; Barriga, P; Barsotti, L; Barsuglia, M; Barton, M A; Bartos, I; Bassiri, R; Bastarrika, M; Bauer, Th S; Behnke, B; Beker, M; Benacquista, M; Betzwieser, J; Beyersdorf, P T; Bigotta, S; Bilenko, I A; Billingsley, G; Birindelli, S; Biswas, R; Bizouard, M A; Black, E; Blackburn, J K; Blackburn, L; Blair, D; Bland, B; Boccara, C; Bodiya, T P; Bogue, L; Bondu, F; Bonelli, L; Bork, R; Boschi, V; Bose, S; Bosi, L; Braccini, S; Bradaschia, C; Brady, P R; Braginsky, V B; Brand, J F J van den; Brau, J E; Bridges, D O; Brillet, A; Brinkmann, M; Brisson, V; Van Den Broeck, C; Brooks, A F; Brown, D A; Brummit, A; Brunet, G; Bullington, A; Bulten, H J; Buonanno, A; Burmeister, O; Buskulic, D; Byer, R L; Cadonati, L; Cagnoli, G; Calloni, E; Camp, J B; Campagna, E; Cannizzo, J; Cannon, K C; Canuel, B; Cao, J; Carbognani, F; Cardenas, L; Caride, S; Castaldi, G; Caudill, S; Cavaglià, M; Cavalier, F; Cavalieri, R; Cella, G; Cepeda, C; Cesarini, E; Chalermsongsak, T; Chalkley, E; Charlton, P; Chassande-Mottin, E; Chatterji, S; Chelkowski, S; Chen, Y; Christensen, N; Chung, C T Y; Clark, D; Clark, J; Clayton, J H; Cleva, F; Coccia, E; Cokelaer, T; Colacino, C N; Colas, J; Colla, A; Colombini, M; Conte, R; Cook, D; Corbitt, T R C; Corda, C; Cornish, N; Corsi, A; Coulon, J-P; Coward, D; Coyne, D C; Creighton, J D E; Creighton, T D; Cruise, A M; Culter, R M; Cumming, A; Cunningham, L; Cuoco, E; Danilishin, S L; D'Antonio, S; Danzmann, K; Dari, A; Dattilo, V; Daudert, B; Davier, M; Davies, G; Daw, E J; Day, R; De Rosa, R; Debra, D; Degallaix, J; Del Prete, M; Dergachev, V; Desai, S; Desalvo, R; Dhurandhar, S; Di Fiore, L; Di Lieto, A; Di Paolo Emilio, M; Di Virgilio, A; Díaz, M; Dietz, A; Donovan, F; Dooley, K L; Doomes, E E; Drago, M; Drever, R W P; Dueck, J; Duke, I; Dumas, J-C; Dwyer, J G; Echols, C; Edgar, M; Effler, A; Ehrens, P; Ely, G; Espinoza, E; Etzel, T; Evans, M; Evans, T; Fafone, V; Fairhurst, S; Faltas, Y; Fan, Y; Fazi, D; Fehrmann, H; Ferrante, I; Fidecaro, F; Finn, L S; Fiori, I; Flaminio, R; Flasch, K; Foley, S; Forrest, C; Fotopoulos, N; Fournier, J-D; Franc, J; Franzen, A; Frasca, S; Frasconi, F; Frede, M; Frei, M; Frei, Z; Freise, A; Frey, R; Fricke, T; Fritschel, P; Frolov, V V; Fyffe, M; Galdi, V; Gammaitoni, L; Garofoli, J A; Garufi, F; Genin, E; Gennai, A; Gholami, I; Giaime, J A; Giampanis, S; Giardina, K D; Giazotto, A; Goda, K; Goetz, E; Goggin, L M; González, G; Gorodetsky, M L; Gobler, S; Gouaty, R; Granata, M; Granata, V; Grant, A; Gras, S; Gray, C; Gray, M; Greenhalgh, R J S; Gretarsson, A M; Greverie, C; Grimaldi, F; Grosso, R; Grote, H; Grunewald, S; Guenther, M; Guidi, G; Gustafson, E K; Gustafson, R; Hage, B; Hallam, J M; Hammer, D; Hammond, G D; Hanna, C; Hanson, J; Harms, J; Harry, G M; Harry, I W; Harstad, E D; Haughian, K; Hayama, K; Heefner, J; Heitmann, H; Hello, P; Heng, I S; Heptonstall, A; Hewitson, M; Hild, S; Hirose, E; Hoak, D; Hodge, K A; Holt, K; Hosken, D J; Hough, J; Hoyland, D; Huet, D; Hughey, B; Huttner, S H; Ingram, D R; Isogai, T; Ito, M; Ivanov, A; Johnson, B; Johnson, W W; Jones, D I; Jones, G; Jones, R; Sancho de la Jordana, L; Ju, L; Kalmus, P; Kalogera, V; Kandhasamy, S; Kanner, J; Kasprzyk, D; Katsavounidis, E; Kawabe, K; Kawamura, S; Kawazoe, F; Kells, W; Keppel, D G; Khalaidovski, A; Khalili, F Y; Khan, R; Khazanov, E; King, P; Kissel, J S; Klimenko, S; Kokeyama, K; Kondrashov, V; Kopparapu, R; Koranda, S; Kozak, D; Krishnan, B; Kumar, R; Kwee, P; La Penna, P; Lam, P K; Landry, M; Lantz, B; Laval, M; Lazzarini, A; Lei, H; Lei, M; Leindecker, N; Leonor, I; Leroy, N; Letendre, N; Li, C; Lin, H; Lindquist, P E; Littenberg, T B; Lockerbie, N A; Lodhia, D; Longo, M; Lorenzini, M; Loriette, V; Lormand, M; Losurdo, G; Lu, P; Lubinski, M; Lucianetti, A; Lück, H; Machenschalk, B; Macinnis, M; Mackowski, J-M; Mageswaran, M; Mailand, K; Majorana, E; Man, N; Mandel, I; Mandic, V; Mantovani, M; Marchesoni, F; Marion, F; Márka, S; Márka, Z; Markosyan, A; Markowitz, J; Maros, E; Marque, J; Martelli, F; Martin, I W; Martin, R M; Marx, J N; Mason, K; Masserot, A; Matichard, F; Matone, L; Matzner, R A; Mavalvala, N; McCarthy, R; McClelland, D E; McGuire, S C; McHugh, M; McIntyre, G; McKechan, D J A; McKenzie, K; Mehmet, M; Melatos, A; Melissinos, A C; Mendell, G; Menéndez, D F; Menzinger, F; Mercer, R A; Meshkov, S; Messenger, C; Meyer, M S; Michel, C; Milano, L; Miller, J; Minelli, J; Minenkov, Y; Mino, Y; Mitrofanov, V P; Mitselmakher, G; Mittleman, R; Miyakawa, O; Moe, B; Mohan, M; Mohanty, S D; Mohapatra, S R P; Moreau, J; Moreno, G; Morgado, N; Morgia, A; Morioka, T; Mors, K; Mosca, S; Mossavi, K; Mours, B; Mowlowry, C; Mueller, G; Muhammad, D; Mühlen, H Zur; Mukherjee, S; Mukhopadhyay, H; Mullavey, A; Müller-Ebhardt, H; Munch, J; Murray, P G; Myers, E; Myers, J; Nash, T; Nelson, J; Neri, I; Newton, G; Nishizawa, A; Nocera, F; Numata, K; Ochsner, E; O'Dell, J; Ogin, G H; O'Reilly, B; O'Shaughnessy, R; Ottaway, D J; Ottens, R S; Overmier, H; Owen, B J; Pagliaroli, G; Palomba, C; Pan, Y; Pankow, C; Paoletti, F; Papa, M A; Parameshwaraiah, V; Pardi, S; Pasqualetti, A; Passaquieti, R; Passuello, D; Patel, P; Pedraza, M; Penn, S; Perreca, A; Persichetti, G; Pichot, M; Piergiovanni, F; Pierro, V; Pinard, L; Pinto, I M; Pitkin, M; Pletsch, H J; Plissi, M V; Poggiani, R; Postiglione, F; Principe, M; Prix, R; Prodi, G A; Prokhorov, L; Punken, O; Punturo, M; Puppo, P; Putten, S van der; Quetschke, V; Raab, F J; Rabaste, O; Rabeling, D S; Radkins, H; Raffai, P; Raics, Z; Rainer, N; Rakhmanov, M; Rapagnani, P; Raymond, V; Re, V; Reed, C M; Reed, T; Regimbau, T; Rehbein, H; Reid, S; Reitze, D H; Ricci, F; Riesen, R; Riles, K; Rivera, B; Roberts, P; Robertson, N A; Robinet, F; Robinson, C; Robinson, E L; Rocchi, A; Roddy, S; Rolland, L; Rollins, J; Romano, J D; Romano, R; Romie, J H; Röver, C; Rowan, S; Rüdiger, A; Ruggi, P; Russell, P; Ryan, K; Sakata, S; Salemi, F; Sandberg, V; Sannibale, V; Santamaría, L; Saraf, S; Sarin, P; Sassolas, B; Sathyaprakash, B S; Sato, S; Satterthwaite, M; Saulson, P R; Savage, R; Savov, P; Scanlan, M; Schilling, R; Schnabel, R; Schofield, R; Schulz, B; Schutz, B F; Schwinberg, P; Scott, J; Scott, S M; Searle, A C; Sears, B; Seifert, F; Sellers, D; Sengupta, A S; Sentenac, D; Sergeev, A; Shapiro, B; Shawhan, P; Shoemaker, D H; Sibley, A; Siemens, X; Sigg, D; Sinha, S; Sintes, A M; Slagmolen, B J J; Slutsky, J; van der Sluys, M V; Smith, J R; Smith, M R; Smith, N D; Somiya, K; Sorazu, B; Stein, A; Stein, L C; Steplewski, S; Stochino, A; Stone, R; Strain, K A; Strigin, S; Stroeer, A; Sturani, R; Stuver, A L; Summerscales, T Z; Sun, K-X; Sung, M; Sutton, P J; Swinkels, B L; Szokoly, G P; Talukder, D; Tang, L; Tanner, D B; Tarabrin, S P; Taylor, J R; Taylor, R; Terenzi, R; Thacker, J; Thorne, K A; Thorne, K S; Thüring, A; Tokmakov, K V; Toncelli, A; Tonelli, M; Torres, C; Torrie, C; Tournefier, E; Travasso, F; Traylor, G; Trias, M; Trummer, J; Ugolini, D; Ulmen, J; Urbanek, K; Vahlbruch, H; Vajente, G; Vallisneri, M; Vass, S; Vaulin, R; Vavoulidis, M; Vecchio, A; Vedovato, G; van Veggel, A A; Veitch, J; Veitch, P; Veltkamp, C; Verkindt, D; Vetrano, F; Viceré, A; Villar, A; Vinet, J-Y; Vocca, H; Vorvick, C; Vyachanin, S P; Waldman, S J; Wallace, L; Ward, H; Ward, R L; Was, M; Weidner, A; Weinert, M; Weinstein, A J; Weiss, R; Wen, L; Wen, S; Wette, K; Whelan, J T; Whitcomb, S E; Whiting, B F; Wilkinson, C; Willems, P A; Williams, H R; Williams, L; Willke, B; Wilmut, I; Winkelmann, L; Winkler, W; Wipf, C C; Wiseman, A G; Woan, G; Wooley, R; Worden, J; Wu, W; Yakushin, I; Yamamoto, H; Yan, Z; Yoshida, S; Yvert, M; Zanolin, M; Zhang, J; Zhang, L; Zhao, C; Zotov, N; Zucker, M E; Zweizig, J

2009-08-20

A stochastic background of gravitational waves is expected to arise from a superposition of a large number of unresolved gravitational-wave sources of astrophysical and cosmological origin. It should carry unique signatures from the earliest epochs in the evolution of the Universe, inaccessible to standard astrophysical observations. Direct measurements of the amplitude of this background are therefore of fundamental importance for understanding the evolution of the Universe when it was younger than one minute. Here we report limits on the amplitude of the stochastic gravitational-wave background using the data from a two-year science run of the Laser Interferometer Gravitational-wave Observatory (LIGO). Our result constrains the energy density of the stochastic gravitational-wave background normalized by the critical energy density of the Universe, in the frequency band around 100 Hz, to be <6.9 x 10(-6) at 95% confidence. The data rule out models of early Universe evolution with relatively large equation-of-state parameter, as well as cosmic (super)string models with relatively small string tension that are favoured in some string theory models. This search for the stochastic background improves on the indirect limits from Big Bang nucleosynthesis and cosmic microwave background at 100 Hz.

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.

Stochastic charging of dust grains in planetary rings: Diffusion rates and their effects on Lorentz resonances

NASA Technical Reports Server (NTRS)

Schaffer, L.; Burns, J. A.

1995-01-01

Dust grains in planetary rings acquire stochastically fluctuating electric charges as they orbit through any corotating magnetospheric plasma. Here we investigate the nature of this stochastic charging and calculate its effect on the Lorentz resonance (LR). First we model grain charging as a Markov process, where the transition probabilities are identified as the ensemble-averaged charging fluxes due to plasma pickup and photoemission. We determine the distribution function P(t;N), giving the probability that a grain has N excess charges at time t. The autocorrelation function tau(sub q) for the strochastic charge process can be approximated by a Fokker-Planck treatment of the evolution equations for P(t; N). We calculate the mean square response to the stochastic fluctuations in the Lorentz force. We find that transport in phase space is very small compared to the resonant increase in amplitudes due to the mean charge, over the timescale that the oscillator is resonantly pumped up. Therefore the stochastic charge variations cannot break the resonant interaction; locally, the Lorentz resonance is a robust mechanism for the shaping of etheral dust ring systems. Slightly stronger bounds on plasma parameters are required when we consider the longer transit times between Lorentz resonances.

Autoionizing states driven by stochastic electromagnetic fields

NASA Astrophysics Data System (ADS)

Mouloudakis, G.; Lambropoulos, P.

2018-01-01

We have examined the profile of an isolated autoionizing resonance driven by a pulse of short duration and moderately strong field. The analysis has been based on stochastic differential equations governing the time evolution of the density matrix under a stochastic field. Having focused our quantitative analysis on the 2{{s}}2{{p}}({}1{{P}}) resonance of helium, we have investigated the role of field fluctuations and of the duration of the pulse. We report surprisingly strong distortion of the profile, even for peak intensity below the strong field limit. Our results demonstrate the intricate connection between intensity and pulse duration, with the latter appearing to be the determining influence, even for a seemingly short pulse of 50 fs. Further effects that would arise under much shorter pulses are discussed.

Stochastic solution to quantum dynamics

NASA Technical Reports Server (NTRS)

John, Sarah; Wilson, John W.

1994-01-01

The quantum Liouville equation in the Wigner representation is solved numerically by using Monte Carlo methods. For incremental time steps, the propagation is implemented as a classical evolution in phase space modified by a quantum correction. The correction, which is a momentum jump function, is simulated in the quasi-classical approximation via a stochastic process. The technique, which is developed and validated in two- and three- dimensional momentum space, extends an earlier one-dimensional work. Also, by developing a new algorithm, the application to bound state motion in an anharmonic quartic potential shows better agreement with exact solutions in two-dimensional phase space.

Stochastic thermodynamics of fluctuating density fields: Non-equilibrium free energy differences under coarse-graining

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

Leonard, T.; Lander, B.; Seifert, U.

2013-11-28

We discuss the stochastic thermodynamics of systems that are described by a time-dependent density field, for example, simple liquids and colloidal suspensions. For a time-dependent change of external parameters, we show that the Jarzynski relation connecting work with the change of free energy holds if the time evolution of the density follows the Kawasaki-Dean equation. Specifically, we study the work distributions for the compression and expansion of a two-dimensional colloidal model suspension implementing a practical coarse-graining scheme of the microscopic particle positions. We demonstrate that even if coarse-grained dynamics and density functional do not match, the fluctuation relations for themore » work still hold albeit for a different, apparent, change of free energy.« less

Scaling and efficiency determine the irreversible evolution of a market

PubMed Central

Baldovin, F.; Stella, A. L.

2007-01-01

In setting up a stochastic description of the time evolution of a financial index, the challenge consists in devising a model compatible with all stylized facts emerging from the analysis of financial time series and providing a reliable basis for simulating such series. Based on constraints imposed by market efficiency and on an inhomogeneous-time generalization of standard simple scaling, we propose an analytical model which accounts simultaneously for empirical results like the linear decorrelation of successive returns, the power law dependence on time of the volatility autocorrelation function, and the multiscaling associated to this dependence. In addition, our approach gives a justification and a quantitative assessment of the irreversible character of the index dynamics. This irreversibility enters as a key ingredient in a novel simulation strategy of index evolution which demonstrates the predictive potential of the model.

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.

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.

Non-Markovian stochastic Schrödinger equations: Generalization to real-valued noise using quantum-measurement theory

NASA Astrophysics Data System (ADS)

Gambetta, Jay; Wiseman, H. M.

2002-07-01

Do stochastic Schrödinger equations, also known as unravelings, have a physical interpretation? In the Markovian limit, where the system on average obeys a master equation, the answer is yes. Markovian stochastic Schrödinger equations generate quantum trajectories for the system state conditioned on continuously monitoring the bath. For a given master equation, there are many different unravelings, corresponding to different sorts of measurement on the bath. In this paper we address the non-Markovian case, and in particular the sort of stochastic Schrödinger equation introduced by Strunz, Diósi, and Gisin [Phys. Rev. Lett. 82, 1801 (1999)]. Using a quantum-measurement theory approach, we rederive their unraveling that involves complex-valued Gaussian noise. We also derive an unraveling involving real-valued Gaussian noise. We show that in the Markovian limit, these two unravelings correspond to heterodyne and homodyne detection, respectively. Although we use quantum-measurement theory to define these unravelings, we conclude that the stochastic evolution of the system state is not a true quantum trajectory, as the identity of the state through time is a fiction.

Shortcuts to adiabaticity using flow fields

NASA Astrophysics Data System (ADS)

Patra, Ayoti; Jarzynski, Christopher

2017-12-01

A shortcut to adiabaticity is a recipe for generating adiabatic evolution at an arbitrary pace. Shortcuts have been developed for quantum, classical and (most recently) stochastic dynamics. A shortcut might involve a counterdiabatic (CD) Hamiltonian that causes a system to follow the adiabatic evolution at all times, or it might utilize a fast-forward (FF) potential, which returns the system to the adiabatic path at the end of the process. We develop a general framework for constructing shortcuts to adiabaticity from flow fields that describe the desired adiabatic evolution. Our approach encompasses quantum, classical and stochastic dynamics, and provides surprisingly compact expressions for both CD Hamiltonians and FF potentials. We illustrate our method with numerical simulations of a model system, and we compare our shortcuts with previously obtained results. We also consider the semiclassical connections between our quantum and classical shortcuts. Our method, like the FF approach developed by previous authors, is susceptible to singularities when applied to excited states of quantum systems; we propose a simple, intuitive criterion for determining whether these singularities will arise, for a given excited state.

Recent topographic evolution and erosion of the deglaciated Washington Cascades inferred from a stochastic landscape evolution model

NASA Astrophysics Data System (ADS)

Moon, S.; Shelef, E.; Hilley, G. E.

2013-12-01

The Washington Cascades is currently in topographic and erosional disequilibrium after deglaciation occurred around 11- 17 ka ago. The topography still shows the features inherited from prior alpine glacial processes (e.g., cirques, steep side-valleys, and flat valley bottoms), though postglacial processes are currently denuding this landscape. Our previous study in this area calculated the thousand-year-timescale denudation rates using cosmogenic 10Be concentration (CRN-denudation rates), and showed that they were ~ four times higher than million-year-timescale uplift rates. In addition, the spatial distribution of denudation rates showed a good correlation with a factor-of-ten variation in precipitation. We interpreted this correlation as reflecting the sensitivity of landslide triggering in over-steepened deglaciated topography to precipitation, which produced high denudation rates in wet areas that experienced frequent landsliding. We explored this interpretation using a model of postglacial surface processes that predicts the evolution of the topography and denudation rates within the deglaciated Washington Cascades. Specifically, we used the model to understand the controls on and timescales of landscape response to changes in the surface process regime after deglaciation. The postglacial adjustment of this landscape is modeled using a geomorphic-transport-law-based numerical model that includes processes of river incision, hillslope diffusion, and stochastic landslides. The surface lowering due to landslides is parameterized using a physically-based slope stability model coupled to a stochastic model of the generation of landslides. The model parameters of river incision and stochastic landslides are calibrated based on the rates and distribution of thousand-year-timescale denudation rates measured from cosmogenic 10Be isotopes. The probability distribution of model parameters required to fit the observed denudation rates shows comparable ranges from previous studies in similar rock types and climatic conditions. The calibrated parameters suggest that the dominant sediment source of river sediments originates from stochastic landslides. The magnitude of landslide denudation rates is determined by failure density (similar to landslide frequency), while their spatial distribution is largely controlled by precipitation and slope angles. Simulation results show that denudation rates decay over time and take approximately 130-180 ka to reach steady-state rates. This response timescale is longer than glacial/interglacial cycles, suggesting that frequent climatic perturbations during the Quaternary may prevent these types of landscapes from reaching a dynamic equilibrium with postglacial processes.

Political model of social evolution

PubMed Central

Acemoglu, Daron; Egorov, Georgy; Sonin, Konstantin

2011-01-01

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

Political model of social evolution.

PubMed

Acemoglu, Daron; Egorov, Georgy; Sonin, Konstantin

2011-12-27

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

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

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

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

2016-03-15

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

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.

A computational framework for prime implicants identification in noncoherent dynamic systems.

PubMed

Di Maio, Francesco; Baronchelli, Samuele; Zio, Enrico

2015-01-01

Dynamic reliability methods aim at complementing the capability of traditional static approaches (e.g., event trees [ETs] and fault trees [FTs]) by accounting for the system dynamic behavior and its interactions with the system state transition process. For this, the system dynamics is here described by a time-dependent model that includes the dependencies with the stochastic transition events. In this article, we present a novel computational framework for dynamic reliability analysis whose objectives are i) accounting for discrete stochastic transition events and ii) identifying the prime implicants (PIs) of the dynamic system. The framework entails adopting a multiple-valued logic (MVL) to consider stochastic transitions at discretized times. Then, PIs are originally identified by a differential evolution (DE) algorithm that looks for the optimal MVL solution of a covering problem formulated for MVL accident scenarios. For testing the feasibility of the framework, a dynamic noncoherent system composed of five components that can fail at discretized times has been analyzed, showing the applicability of the framework to practical cases. © 2014 Society for Risk Analysis.

Variational Bayesian identification and prediction of stochastic nonlinear dynamic causal models.

PubMed

Daunizeau, J; Friston, K J; Kiebel, S J

2009-11-01

In this paper, we describe a general variational Bayesian approach for approximate inference on nonlinear stochastic dynamic models. This scheme extends established approximate inference on hidden-states to cover: (i) nonlinear evolution and observation functions, (ii) unknown parameters and (precision) hyperparameters and (iii) model comparison and prediction under uncertainty. Model identification or inversion entails the estimation of the marginal likelihood or evidence of a model. This difficult integration problem can be finessed by optimising a free-energy bound on the evidence using results from variational calculus. This yields a deterministic update scheme that optimises an approximation to the posterior density on the unknown model variables. We derive such a variational Bayesian scheme in the context of nonlinear stochastic dynamic hierarchical models, for both model identification and time-series prediction. The computational complexity of the scheme is comparable to that of an extended Kalman filter, which is critical when inverting high dimensional models or long time-series. Using Monte-Carlo simulations, we assess the estimation efficiency of this variational Bayesian approach using three stochastic variants of chaotic dynamic systems. We also demonstrate the model comparison capabilities of the method, its self-consistency and its predictive power.

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.

Higher-order stochastic differential equations and the positive Wigner function

NASA Astrophysics Data System (ADS)

Drummond, P. D.

2017-12-01

General higher-order stochastic processes that correspond to any diffusion-type tensor of higher than second order are obtained. The relationship of multivariate higher-order stochastic differential equations with tensor decomposition theory and tensor rank is explained. Techniques for generating the requisite complex higher-order noise are proved to exist either using polar coordinates and γ distributions, or from products of Gaussian variates. This method is shown to allow the calculation of the dynamics of the Wigner function, after it is extended to a complex phase space. The results are illustrated physically through dynamical calculations of the positive Wigner distribution for three-mode parametric downconversion, widely used in quantum optics. The approach eliminates paradoxes arising from truncation of the higher derivative terms in Wigner function time evolution. Anomalous results of negative populations and vacuum scattering found in truncated Wigner quantum simulations in quantum optics and Bose-Einstein condensate dynamics are shown not to occur with this type of stochastic theory.

Extinction in neutrally stable stochastic Lotka-Volterra models

NASA Astrophysics Data System (ADS)

Dobrinevski, Alexander; Frey, Erwin

2012-05-01

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

Extinction in neutrally stable stochastic Lotka-Volterra models.

PubMed

Dobrinevski, Alexander; Frey, Erwin

2012-05-01

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

Size Evolution and Stochastic Models: Explaining Ostracod Size through Probabilistic Distributions

NASA Astrophysics Data System (ADS)

Krawczyk, M.; Decker, S.; Heim, N. A.; Payne, J.

2014-12-01

The biovolume of animals has functioned as an important benchmark for measuring evolution throughout geologic time. In our project, we examined the observed average body size of ostracods over time in order to understand the mechanism of size evolution in these marine organisms. The body size of ostracods has varied since the beginning of the Ordovician, where the first true ostracods appeared. We created a stochastic branching model to create possible evolutionary trees of ostracod size. Using stratigraphic ranges for ostracods compiled from over 750 genera in the Treatise on Invertebrate Paleontology, we calculated overall speciation and extinction rates for our model. At each timestep in our model, new lineages can evolve or existing lineages can become extinct. Newly evolved lineages are assigned sizes based on their parent genera. We parameterized our model to generate neutral and directional changes in ostracod size to compare with the observed data. New sizes were chosen via a normal distribution, and the neutral model selected new sizes differentials centered on zero, allowing for an equal chance of larger or smaller ostracods at each speciation. Conversely, the directional model centered the distribution on a negative value, giving a larger chance of smaller ostracods. Our data strongly suggests that the overall direction of ostracod evolution has been following a model that directionally pushes mean ostracod size down, shying away from a neutral model. Our model was able to match the magnitude of size decrease. Our models had a constant linear decrease while the actual data had a much more rapid initial rate followed by a constant size. The nuance of the observed trends ultimately suggests a more complex method of size evolution. In conclusion, probabilistic methods can provide valuable insight into possible evolutionary mechanisms determining size evolution in ostracods.

Long-term strength and damage accumulation in laminates

NASA Astrophysics Data System (ADS)

Dzenis, Yuris A.; Joshi, Shiv P.

1993-04-01

A modified version of the probabilistic model developed by authors for damage evolution analysis of laminates subjected to random loading is utilized to predict long-term strength of laminates. The model assumes that each ply in a laminate consists of a large number of mesovolumes. Probabilistic variation functions for mesovolumes stiffnesses as well as strengths are used in the analysis. Stochastic strains are calculated using the lamination theory and random function theory. Deterioration of ply stiffnesses is calculated on the basis of the probabilities of mesovolumes failures using the theory of excursions of random process beyond the limits. Long-term strength and damage accumulation in a Kevlar/epoxy laminate under tension and complex in-plane loading are investigated. Effects of the mean level and stochastic deviation of loading on damage evolution and time-to-failure of laminate are discussed. Long-term cumulative damage at the time of the final failure at low loading levels is more than at high loading levels. The effect of the deviation in loading is more pronounced at lower mean loading levels.

Single-shot quantum state estimation via a continuous measurement in the strong backaction regime

NASA Astrophysics Data System (ADS)

Cook, Robert L.; Riofrío, Carlos A.; Deutsch, Ivan H.

2014-09-01

We study quantum tomography based on a stochastic continuous-time measurement record obtained from a probe field collectively interacting with an ensemble of identically prepared systems. In comparison to previous studies, we consider here the case in which the measurement-induced backaction has a non-negligible effect on the dynamical evolution of the ensemble. We formulate a maximum likelihood estimate for the initial quantum state given only a single instance of the continuous diffusive measurement record. We apply our estimator to the simplest problem: state tomography of a single pure qubit, which, during the course of the measurement, is also subjected to dynamical control. We identify a regime where the many-body system is well approximated at all times by a separable pure spin coherent state, whose Bloch vector undergoes a conditional stochastic evolution. We simulate the results of our estimator and show that we can achieve close to the upper bound of fidelity set by the optimal generalized measurement. This estimate is compared to, and significantly outperforms, an equivalent estimator that ignores measurement backaction.

Study of selected phenotype switching strategies in time varying environment

NASA Astrophysics Data System (ADS)

Horvath, Denis; Brutovsky, Branislav

2016-03-01

Population heterogeneity plays an important role across many research, as well as the real-world, problems. The population heterogeneity relates to the ability of a population to cope with an environment change (or uncertainty) preventing its extinction. However, this ability is not always desirable as can be exemplified by an intratumor heterogeneity which positively correlates with the development of resistance to therapy. Causation of population heterogeneity is therefore in biology and medicine an intensively studied topic. In this paper the evolution of a specific strategy of population diversification, the phenotype switching, is studied at a conceptual level. The presented simulation model studies evolution of a large population of asexual organisms in a time-varying environment represented by a stochastic Markov process. Each organism disposes with a stochastic or nonlinear deterministic switching strategy realized by discrete-time models with evolvable parameters. We demonstrate that under rapidly varying exogenous conditions organisms operate in the vicinity of the bet-hedging strategy, while the deterministic patterns become relevant as the environmental variations are less frequent. Statistical characterization of the steady state regimes of the populations is done using the Hellinger and Kullback-Leibler functional distances and the Hamming distance.

Evolutionary Game Theory in Growing Populations

NASA Astrophysics Data System (ADS)

Melbinger, Anna; Cremer, Jonas; Frey, Erwin

2010-10-01

Existing theoretical models of evolution focus on the relative fitness advantages of different mutants in a population while the dynamic behavior of the population size is mostly left unconsidered. We present here a generic stochastic model which combines the growth dynamics of the population and its internal evolution. Our model thereby accounts for the fact that both evolutionary and growth dynamics are based on individual reproduction events and hence are highly coupled and stochastic in nature. We exemplify our approach by studying the dilemma of cooperation in growing populations and show that genuinely stochastic events can ease the dilemma by leading to a transient but robust increase in cooperation.

Qubit models of weak continuous measurements: markovian conditional and open-system dynamics

NASA Astrophysics Data System (ADS)

Gross, Jonathan A.; Caves, Carlton M.; Milburn, Gerard J.; Combes, Joshua

2018-04-01

In this paper we approach the theory of continuous measurements and the associated unconditional and conditional (stochastic) master equations from the perspective of quantum information and quantum computing. We do so by showing how the continuous-time evolution of these master equations arises from discretizing in time the interaction between a system and a probe field and by formulating quantum-circuit diagrams for the discretized evolution. We then reformulate this interaction by replacing the probe field with a bath of qubits, one for each discretized time segment, reproducing all of the standard quantum-optical master equations. This provides an economical formulation of the theory, highlighting its fundamental underlying assumptions.

Nonlinear stochastic interacting dynamics and complexity of financial gasket fractal-like lattice percolation

NASA Astrophysics Data System (ADS)

Zhang, Wei; Wang, Jun

2018-05-01

A novel nonlinear stochastic interacting price dynamics is proposed and investigated by the bond percolation on Sierpinski gasket fractal-like lattice, aim to make a new approach to reproduce and study the complexity dynamics of real security markets. Fractal-like lattices correspond to finite graphs with vertices and edges, which are similar to fractals, and Sierpinski gasket is a well-known example of fractals. Fractional ordinal array entropy and fractional ordinal array complexity are introduced to analyze the complexity behaviors of financial signals. To deeper comprehend the fluctuation characteristics of the stochastic price evolution, the complexity analysis of random logarithmic returns and volatility are preformed, including power-law distribution, fractional sample entropy and fractional ordinal array complexity. For further verifying the rationality and validity of the developed stochastic price evolution, the actual security market dataset are also studied with the same statistical methods for comparison. The empirical results show that this stochastic price dynamics can reconstruct complexity behaviors of the actual security markets to some extent.

STOCHASTIC OPTICS: A SCATTERING MITIGATION FRAMEWORK FOR RADIO INTERFEROMETRIC IMAGING

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

Johnson, Michael D., E-mail: mjohnson@cfa.harvard.edu

2016-12-10

Just as turbulence in the Earth’s atmosphere can severely limit the angular resolution of optical telescopes, turbulence in the ionized interstellar medium fundamentally limits the resolution of radio telescopes. We present a scattering mitigation framework for radio imaging with very long baseline interferometry (VLBI) that partially overcomes this limitation. Our framework, “stochastic optics,” derives from a simplification of strong interstellar scattering to separate small-scale (“diffractive”) effects from large-scale (“refractive”) effects, thereby separating deterministic and random contributions to the scattering. Stochastic optics extends traditional synthesis imaging by simultaneously reconstructing an unscattered image and its refractive perturbations. Its advantages over direct imagingmore » come from utilizing the many deterministic properties of the scattering—such as the time-averaged “blurring,” polarization independence, and the deterministic evolution in frequency and time—while still accounting for the stochastic image distortions on large scales. These distortions are identified in the image reconstructions through regularization by their time-averaged power spectrum. Using synthetic data, we show that this framework effectively removes the blurring from diffractive scattering while reducing the spurious image features from refractive scattering. Stochastic optics can provide significant improvements over existing scattering mitigation strategies and is especially promising for imaging the Galactic Center supermassive black hole, Sagittarius A*, with the Global mm-VLBI Array and with the Event Horizon Telescope.« less

Topographic signatures of deep-seated landslides and a general landscape evolution model

NASA Astrophysics Data System (ADS)

Booth, A. M.; Roering, J. J.; Rempel, A. W.

2012-12-01

A fundamental goal of studying earth surface processes is to disentangle the complex web of interactions among baselevel, climate, and rock properties that generate characteristic landforms. Mechanistic geomorphic transport laws can quantitatively address this goal, but no widely accepted law for landslides exists. Here, we propose a transport law for deep-seated landslides and demonstrate its utility using a two-dimensional numerical landscape evolution model informed by study areas in the Waipaoa catchment, New Zealand and the Eel River catchment, California. We define a non-dimensional landslide number, which is the ratio of uplift to landslide flow time scales, that predicts three distinct landscape types. The first is dominated by stochastic landsliding, whereby discrete landslide events episodically erode material at rates far exceeding the long term uplift rate. The second is characterized by steady landsliding, in which the landslide flux at any location remains constant through time and is largest at the steepest locations in the catchment. The third is not significantly affected by landsliding. In both the "stochastic landsliding" and "steady landsliding" regimes, increases in the non-dimensional landslide number systematically reduce catchment relief and widen valley spacing, producing long, quasi-planar, low angle hillslopes despite high uplift rates. The stochastic landsliding regime best captures the frequent observation that deep-seated landslides produce a large sediment flux from a small aerial extent while being active only a fraction of the time. We suggest that this model is adaptable to a wide range of geologic settings and may be useful for interpreting climate-driven changes in landslide behavior.

The Star-Forming Main Sequence as a Natural Consequence of the Central Limit Theorem

NASA Astrophysics Data System (ADS)

Kelson, Daniel David

2015-08-01

Star-formation rates (SFR) of disk galaxies correlate with stellar mass, with a small dispersion in SSFR at fixed mass, sigma~0.3 dex. With such scatter this star-formation main sequence (SFMS) has been interpreted as deterministic and fundamental. Here I demonstrate that such a correlation arises naturally from the central limit theorem. The derivation begins by approximating in situ stellar mass growth as a stochastic process, much like a random walk, where the expectation of SFR at any time is equal to the SFR at the previous time. The SFRs of real galaxies, however, do not experience wholly random stochastic changes over time, but change in a highly correlated fashion due to the long reach of gravity and the correlation of structure in the universe. We therefore generalize the results for star-formation as a stochastic process that has random correlations over random and potentially infinite timescales. For unbiased samples of (disk) galaxies we derive expectation values for SSFR and its scatter, such that =2/T, and Sig[SFR/M]=. Note that this relative scatter is independent of mass and time. This derived correlation between SFR and stellar mass, and its evolution, matches published data to z=10 with sufficient accuracy to constrain cosmological parameters from the data. This statistical approach to the diversity of star-formation histories reproduces several important observables, including: the scatter in SSFR at fixed mass; the forms of SFHs of nearby dwarf galaxies and the Milky Way. At least one additional process beyond a single one responsible for in situ stellar mass growth will be required to match the evolution of the stellar mass function, and we discuss ways to generalize the framework. The implied dispersion in SFHs, and the SFMS's insensitivity to timescales of stochasticity, thus substantially limits the ability to connect massive galaxies to their progenitors over long cosmic baselines. Such analytical work shows promise for statisically modeling distributions of galaxies over cosmic time, in a manner particularly indpendent of the thorny uncertainties in sub-grid astrophysics of modern cosmological simulations.

Effects of stochastic noise on dynamical decoupling procedures

NASA Astrophysics Data System (ADS)

Bernád, J. Z.; Frydrych, H.

2014-06-01

Dynamical decoupling is an important tool to counter decoherence and dissipation effects in quantum systems originating from environmental interactions. It has been used successfully in many experiments; however, there is still a gap between fidelity improvements achieved in practice compared to theoretical predictions. We propose a model for imperfect dynamical decoupling based on a stochastic Ito differential equation which could explain the observed gap. We discuss the impact of our model on the time evolution of various quantum systems in finite- and infinite-dimensional Hilbert spaces. Analytical results are given for the limit of continuous control, whereas we present numerical simulations and upper bounds for the case of finite control.

The adaptation rate of a quantitative trait in an environmental gradient

NASA Astrophysics Data System (ADS)

Hermsen, R.

2016-12-01

The spatial range of a species habitat is generally determined by the ability of the species to cope with biotic and abiotic variables that vary in space. Therefore, the species range is itself an evolvable property. Indeed, environmental gradients permit a mode of evolution in which range expansion and adaptation go hand in hand. This process can contribute to rapid evolution of drug resistant bacteria and viruses, because drug concentrations in humans and livestock treated with antibiotics are far from uniform. Here, we use a minimal stochastic model of discrete, interacting organisms evolving in continuous space to study how the rate of adaptation of a quantitative trait depends on the steepness of the gradient and various population parameters. We discuss analytical results for the mean-field limit as well as extensive stochastic simulations. These simulations were performed using an exact, event-driven simulation scheme that can deal with continuous time-, density- and coordinate-dependent reaction rates and could be used for a wide variety of stochastic systems. The results reveal two qualitative regimes. If the gradient is shallow, the rate of adaptation is limited by dispersion and increases linearly with the gradient slope. If the gradient is steep, the adaptation rate is limited by mutation. In this regime, the mean-field result is highly misleading: it predicts that the adaptation rate continues to increase with the gradient slope, whereas stochastic simulations show that it in fact decreases with the square root of the slope. This discrepancy underscores the importance of discreteness and stochasticity even at high population densities; mean-field results, including those routinely used in quantitative genetics, should be interpreted with care.

The adaptation rate of a quantitative trait in an environmental gradient.

PubMed

Hermsen, R

2016-11-30

The spatial range of a species habitat is generally determined by the ability of the species to cope with biotic and abiotic variables that vary in space. Therefore, the species range is itself an evolvable property. Indeed, environmental gradients permit a mode of evolution in which range expansion and adaptation go hand in hand. This process can contribute to rapid evolution of drug resistant bacteria and viruses, because drug concentrations in humans and livestock treated with antibiotics are far from uniform. Here, we use a minimal stochastic model of discrete, interacting organisms evolving in continuous space to study how the rate of adaptation of a quantitative trait depends on the steepness of the gradient and various population parameters. We discuss analytical results for the mean-field limit as well as extensive stochastic simulations. These simulations were performed using an exact, event-driven simulation scheme that can deal with continuous time-, density- and coordinate-dependent reaction rates and could be used for a wide variety of stochastic systems. The results reveal two qualitative regimes. If the gradient is shallow, the rate of adaptation is limited by dispersion and increases linearly with the gradient slope. If the gradient is steep, the adaptation rate is limited by mutation. In this regime, the mean-field result is highly misleading: it predicts that the adaptation rate continues to increase with the gradient slope, whereas stochastic simulations show that it in fact decreases with the square root of the slope. This discrepancy underscores the importance of discreteness and stochasticity even at high population densities; mean-field results, including those routinely used in quantitative genetics, should be interpreted with care.

Infinite Systems of Interacting Chains with Memory of Variable Length—A Stochastic Model for Biological Neural Nets

NASA Astrophysics Data System (ADS)

Galves, A.; Löcherbach, E.

2013-06-01

We consider a new class of non Markovian processes with a countable number of interacting components. At each time unit, each component can take two values, indicating if it has a spike or not at this precise moment. The system evolves as follows. For each component, the probability of having a spike at the next time unit depends on the entire time evolution of the system after the last spike time of the component. This class of systems extends in a non trivial way both the interacting particle systems, which are Markovian (Spitzer in Adv. Math. 5:246-290, 1970) and the stochastic chains with memory of variable length which have finite state space (Rissanen in IEEE Trans. Inf. Theory 29(5):656-664, 1983). These features make it suitable to describe the time evolution of biological neural systems. We construct a stationary version of the process by using a probabilistic tool which is a Kalikow-type decomposition either in random environment or in space-time. This construction implies uniqueness of the stationary process. Finally we consider the case where the interactions between components are given by a critical directed Erdös-Rényi-type random graph with a large but finite number of components. In this framework we obtain an explicit upper-bound for the correlation between successive inter-spike intervals which is compatible with previous empirical findings.

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.

Gene family evolution: an in-depth theoretical and simulation analysis of non-linear birth-death-innovation models.

PubMed

Karev, Georgy P; Wolf, Yuri I; Berezovskaya, Faina S; Koonin, Eugene V

2004-09-09

The size distribution of gene families in a broad range of genomes is well approximated by a generalized Pareto function. Evolution of ensembles of gene families can be described with Birth, Death, and Innovation Models (BDIMs). Analysis of the properties of different versions of BDIMs has the potential of revealing important features of genome evolution. In this work, we extend our previous analysis of stochastic BDIMs. In addition to the previously examined rational BDIMs, we introduce potentially more realistic logistic BDIMs, in which birth/death rates are limited for the largest families, and show that their properties are similar to those of models that include no such limitation. We show that the mean time required for the formation of the largest gene families detected in eukaryotic genomes is limited by the mean number of duplications per gene and does not increase indefinitely with the model degree. Instead, this time reaches a minimum value, which corresponds to a non-linear rational BDIM with the degree of approximately 2.7. Even for this BDIM, the mean time of the largest family formation is orders of magnitude greater than any realistic estimates based on the timescale of life's evolution. We employed the embedding chains technique to estimate the expected number of elementary evolutionary events (gene duplications and deletions) preceding the formation of gene families of the observed size and found that the mean number of events exceeds the family size by orders of magnitude, suggesting a highly dynamic process of genome evolution. The variance of the time required for the formation of the largest families was found to be extremely large, with the coefficient of variation > 1. This indicates that some gene families might grow much faster than the mean rate such that the minimal time required for family formation is more relevant for a realistic representation of genome evolution than the mean time. We determined this minimal time using Monte Carlo simulations of family growth from an ensemble of simultaneously evolving singletons. In these simulations, the time elapsed before the formation of the largest family was much shorter than the estimated mean time and was compatible with the timescale of evolution of eukaryotes. The analysis of stochastic BDIMs presented here shows that non-linear versions of such models can well approximate not only the size distribution of gene families but also the dynamics of their formation during genome evolution. The fact that only higher degree BDIMs are compatible with the observed characteristics of genome evolution suggests that the growth of gene families is self-accelerating, which might reflect differential selective pressure acting on different genes.

Discrete stochastic simulation methods for chemically reacting systems.

PubMed

Cao, Yang; Samuels, David C

2009-01-01

Discrete stochastic chemical kinetics describe the time evolution of a chemically reacting system by taking into account the fact that, in reality, chemical species are present with integer populations and exhibit some degree of randomness in their dynamical behavior. In recent years, with the development of new techniques to study biochemistry dynamics in a single cell, there are increasing studies using this approach to chemical kinetics in cellular systems, where the small copy number of some reactant species in the cell may lead to deviations from the predictions of the deterministic differential equations of classical chemical kinetics. This chapter reviews the fundamental theory related to stochastic chemical kinetics and several simulation methods based on that theory. We focus on nonstiff biochemical systems and the two most important discrete stochastic simulation methods: Gillespie's stochastic simulation algorithm (SSA) and the tau-leaping method. Different implementation strategies of these two methods are discussed. Then we recommend a relatively simple and efficient strategy that combines the strengths of the two methods: the hybrid SSA/tau-leaping method. The implementation details of the hybrid strategy are given here and a related software package is introduced. Finally, the hybrid method is applied to simple biochemical systems as a demonstration of its application.

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

Mantle convection and the distribution of geochemical reservoirs in the silicate shell of the Earth

NASA Astrophysics Data System (ADS)

Walzer, Uwe; Hendel, Roland

2010-05-01

We present a dynamic 3-D spherical-shell model of mantle convection and the evolution of the chemical reservoirs of the Earth`s silicate shell. Chemical differentiation, convection, stirring and thermal evolution constitute an inseparable dynamic system. Our model is based on the solution of the balance equations of mass, momentum, energy, angular momentum, and four sums of the number of atoms of the pairs 238U-206Pb, 235U-207Pb, 232Th-208Pb, and 40K-40Ar. Similar to the present model, the continental crust of the real Earth was not produced entirely at the start of the evolution but developed episodically in batches [1-7]. The details of the continental distribution of the model are largely stochastic, but the spectral properties are quite similar to the present real Earth. The calculated Figures reveal that the modeled present-day mantle has no chemical stratification but we find a marble-cake structure. If we compare the observational results of the present-day proportion of depleted MORB mantle with the model then we find a similar order of magnitude. The MORB source dominates under the lithosphere. In our model, there are nowhere pure unblended reservoirs in the mantle. It is, however, remarkable that, in spite of 4500 Ma of solid-state mantle convection, certain strong concentrations of distributed chemical reservoirs continue to persist in certain volumes, although without sharp abundance boundaries. We deal with the question of predictable and stochastic portions of the phenomena. Although the convective flow patterns and the chemical differentiation of oceanic plateaus are coupled, the evolution of time-dependent Rayleigh number, Rat , is relatively well predictable and the stochastic parts of the Rat(t)-curves are small. Regarding the juvenile growth rates of the total mass of the continents, predictions are possible only in the first epoch of the evolution. Later on, the distribution of the continental-growth episodes is increasingly stochastic. Independently of the varying individual runs, our model shows that the total mass of the present-day continents is not generated in a single process at the beginning of the thermal evolution of the Earth but in episodically distributed processes in the course of geological time. This is in accord with observation. Finally, we present results regarding the numerical method, implementation, scalability and performance. References [1] Condie, K. C., Episodie continental growth models: Afterthoughts and extensions, Tectonophysics, 322 (2000), 153-162. [2] Davidson, J. P. and Arculus, R. J., The significance of Phanerozoic arc magmatism in generating continental crust, in Evolution and Differentiation of the Continental Crust, edited by M. Brown and T. Rushmer (2006), 135-172, Cambridge Univ. Press, Cambridge, UK. [3] Hofmann, A. W., Sampling mantle heterogeneity through oceanic basalts: Isotopes and trace elements, in Treatise on Geochemistry, Vol. 2: The Mantle and the Core, edited by R. W. Carlson (2003), 61-101, Elsevier, Amsterdam. [4] Rollinson, H., Crustal generation in the Archean, in Evolution and Differentiation of the Continental Crust, edited by M. Brown and T. Rushmer (2006), 173-230, Cambridge Univ. Press, Cambridge, UK: [5] Taylor, S. R. and McLennan, S. M., Planetary Crusts. Their Composition, Origin and Evolution. (2009), 1-378, Cambridge Univ. Press, Cambridge, UK. [6] Walzer, U. and Hendel, R., Mantle convection and evolution with growing continents. J. Geophys. Res. 113 (2008), B09405, doi: 10.1029/2007JB005459 [7] http://www.igw.uni-jena.de/geodyn

Cultural evolution: The case of babies’ first names

NASA Astrophysics Data System (ADS)

Xi, Ning; Zhang, Zi-Ke; Zhang, Yi-Cheng; Ge, Zehui; She, Li; Zhang, Kui

2014-07-01

In social sciences, there is currently rare consensus on the underlying mechanism for cultural evolution, partially due to lack of suitable data. The evolution of first names of newborn babies offers a remarkable example for such researches. In this paper, we employ the historical data on baby names from the United States to investigate the evolutionary process of culture, in particular focusing on how inequality among baby names changes over time. Then we propose a stochastic model where individual choice is determined by both individual preference and social influence, and show that the decrease in the strength of social influence can account for all the observed empirical features. Therefore, we claim that the weakening of social influence drives cultural evolution.

Hybrid deterministic/stochastic simulation of complex biochemical systems.

PubMed

Lecca, Paola; Bagagiolo, Fabio; Scarpa, Marina

2017-11-21

In a biological cell, cellular functions and the genetic regulatory apparatus are implemented and controlled by complex networks of chemical reactions involving genes, proteins, and enzymes. Accurate computational models are indispensable means for understanding the mechanisms behind the evolution of a complex system, not always explored with wet lab experiments. To serve their purpose, computational models, however, should be able to describe and simulate the complexity of a biological system in many of its aspects. Moreover, it should be implemented by efficient algorithms requiring the shortest possible execution time, to avoid enlarging excessively the time elapsing between data analysis and any subsequent experiment. Besides the features of their topological structure, the complexity of biological networks also refers to their dynamics, that is often non-linear and stiff. The stiffness is due to the presence of molecular species whose abundance fluctuates by many orders of magnitude. A fully stochastic simulation of a stiff system is computationally time-expensive. On the other hand, continuous models are less costly, but they fail to capture the stochastic behaviour of small populations of molecular species. We introduce a new efficient hybrid stochastic-deterministic computational model and the software tool MoBioS (MOlecular Biology Simulator) implementing it. The mathematical model of MoBioS uses continuous differential equations to describe the deterministic reactions and a Gillespie-like algorithm to describe the stochastic ones. Unlike the majority of current hybrid methods, the MoBioS algorithm divides the reactions' set into fast reactions, moderate reactions, and slow reactions and implements a hysteresis switching between the stochastic model and the deterministic model. Fast reactions are approximated as continuous-deterministic processes and modelled by deterministic rate equations. Moderate reactions are those whose reaction waiting time is greater than the fast reaction waiting time but smaller than the slow reaction waiting time. A moderate reaction is approximated as a stochastic (deterministic) process if it was classified as a stochastic (deterministic) process at the time at which it crosses the threshold of low (high) waiting time. A Gillespie First Reaction Method is implemented to select and execute the slow reactions. The performances of MoBios were tested on a typical example of hybrid dynamics: that is the DNA transcription regulation. The simulated dynamic profile of the reagents' abundance and the estimate of the error introduced by the fully deterministic approach were used to evaluate the consistency of the computational model and that of the software tool.

On spatial mutation-selection models

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

Kondratiev, Yuri, E-mail: kondrat@math.uni-bielefeld.de; Kutoviy, Oleksandr, E-mail: kutoviy@math.uni-bielefeld.de, E-mail: kutovyi@mit.edu; Department of Mathematics, Massachusetts Institute of Technology, 77 Massachusetts Avenue, Cambridge, Massachusetts 02139

2013-11-15

We discuss the selection procedure in the framework of mutation models. We study the regulation for stochastically developing systems based on a transformation of the initial Markov process which includes a cost functional. The transformation of initial Markov process by cost functional has an analytic realization in terms of a Kimura-Maruyama type equation for the time evolution of states or in terms of the corresponding Feynman-Kac formula on the path space. The state evolution of the system including the limiting behavior is studied for two types of mutation-selection models.

Etiology and treatment of hematological neoplasms: stochastic mathematical models.

PubMed

Radivoyevitch, Tomas; Li, Huamin; Sachs, Rainer K

2014-01-01

Leukemias are driven by stemlike cancer cells (SLCC), whose initiation, growth, response to treatment, and posttreatment behavior are often "stochastic", i.e., differ substantially even among very similar patients for reasons not observable with present techniques. We review the probabilistic mathematical methods used to analyze stochastics and give two specific examples. The first example concerns a treatment protocol, e.g., for acute myeloid leukemia (AML), where intermittent cytotoxic drug dosing (e.g., once each weekday) is used with intent to cure. We argue mathematically that, if independent SLCC are growing stochastically during prolonged treatment, then, other things being equal, front-loading doses are more effective for tumor eradication than back loading. We also argue that the interacting SLCC dynamics during treatment is often best modeled by considering SLCC in microenvironmental niches, with SLCC-SLCC interactions occurring only among SLCC within the same niche, and we present a stochastic dynamics formalism, involving "Poissonization," applicable in such situations. Interactions at a distance due to partial control of total cell numbers are also considered. The second half of this chapter concerns chromosomal aberrations, lesions known to cause some leukemias. A specific example is the induction of a Philadelphia chromosome by ionizing radiation, subsequent development of chronic myeloid leukemia (CML), CML treatment, and treatment outcome. This time evolution involves a coordinated sequence of > 10 steps, each stochastic in its own way, at the subatomic, molecular, macromolecular, cellular, tissue, and population scales, with corresponding time scales ranging from picoseconds to decades. We discuss models of these steps and progress in integrating models across scales.

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

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

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

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

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

PubMed Central

Chen, Bor-Sen; Ho, Shih-Ju

2014-01-01

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

Baldovin-Stella stochastic volatility process and Wiener process mixtures

NASA Astrophysics Data System (ADS)

Peirano, P. P.; Challet, D.

2012-08-01

Starting from inhomogeneous time scaling and linear decorrelation between successive price returns, Baldovin and Stella recently proposed a powerful and consistent way to build a model describing the time evolution of a financial index. We first make it fully explicit by using Student distributions instead of power law-truncated Lévy distributions and show that the analytic tractability of the model extends to the larger class of symmetric generalized hyperbolic distributions and provide a full computation of their multivariate characteristic functions; more generally, we show that the stochastic processes arising in this framework are representable as mixtures of Wiener processes. The basic Baldovin and Stella model, while mimicking well volatility relaxation phenomena such as the Omori law, fails to reproduce other stylized facts such as the leverage effect or some time reversal asymmetries. We discuss how to modify the dynamics of this process in order to reproduce real data more accurately.

The Ising Decision Maker: a binary stochastic network for choice response time.

PubMed

Verdonck, Stijn; Tuerlinckx, Francis

2014-07-01

The Ising Decision Maker (IDM) is a new formal model for speeded two-choice decision making derived from the stochastic Hopfield network or dynamic Ising model. On a microscopic level, it consists of 2 pools of binary stochastic neurons with pairwise interactions. Inside each pool, neurons excite each other, whereas between pools, neurons inhibit each other. The perceptual input is represented by an external excitatory field. Using methods from statistical mechanics, the high-dimensional network of neurons (microscopic level) is reduced to a two-dimensional stochastic process, describing the evolution of the mean neural activity per pool (macroscopic level). The IDM can be seen as an abstract, analytically tractable multiple attractor network model of information accumulation. In this article, the properties of the IDM are studied, the relations to existing models are discussed, and it is shown that the most important basic aspects of two-choice response time data can be reproduced. In addition, the IDM is shown to predict a variety of observed psychophysical relations such as Piéron's law, the van der Molen-Keuss effect, and Weber's law. Using Bayesian methods, the model is fitted to both simulated and real data, and its performance is compared to the Ratcliff diffusion model. (c) 2014 APA, all rights reserved.

Long-term influence of asteroids on planet longitudes and chaotic dynamics of the solar system

NASA Astrophysics Data System (ADS)

Woillez, E.; Bouchet, F.

2017-11-01

Over timescales much longer than an orbital period, the solar system exhibits large-scale chaotic behavior and can thus be viewed as a stochastic dynamical system. The aim of the present paper is to compare different sources of stochasticity in the solar system. More precisely we studied the importance of the long term influence of asteroids on the chaotic dynamics of the solar system. We show that the effects of asteroids on planets is similar to a white noise process, when those effects are considered on a timescale much larger than the correlation time τϕ ≃ 104 yr of asteroid trajectories. We computed the timescale τe after which the effects of the stochastic evolution of the asteroids lead to a loss of information for the initial conditions of the perturbed Laplace-Lagrange secular dynamics. The order of magnitude of this timescale is precisely determined by theoretical argument, and we find that τe ≃ 104 Myr. Although comparable to the full main-sequence lifetime of the sun, this timescale is considerably longer than the Lyapunov time τI ≃ 10 Myr of the solar system without asteroids. This shows that the external sources of chaos arise as a small perturbation in the stochastic secular behavior of the solar system, rather due to intrinsic chaos.

Stochastic dynamics of time correlation in complex systems with discrete time

NASA Astrophysics Data System (ADS)

Yulmetyev, Renat; Hänggi, Peter; Gafarov, Fail

2000-11-01

In this paper we present the concept of description of random processes in complex systems with discrete time. It involves the description of kinetics of discrete processes by means of the chain of finite-difference non-Markov equations for time correlation functions (TCFs). We have introduced the dynamic (time dependent) information Shannon entropy Si(t) where i=0,1,2,3,..., as an information measure of stochastic dynamics of time correlation (i=0) and time memory (i=1,2,3,...). The set of functions Si(t) constitute the quantitative measure of time correlation disorder (i=0) and time memory disorder (i=1,2,3,...) in complex system. The theory developed started from the careful analysis of time correlation involving dynamics of vectors set of various chaotic states. We examine two stochastic processes involving the creation and annihilation of time correlation (or time memory) in details. We carry out the analysis of vectors' dynamics employing finite-difference equations for random variables and the evolution operator describing their natural motion. The existence of TCF results in the construction of the set of projection operators by the usage of scalar product operation. Harnessing the infinite set of orthogonal dynamic random variables on a basis of Gram-Shmidt orthogonalization procedure tends to creation of infinite chain of finite-difference non-Markov kinetic equations for discrete TCFs and memory functions (MFs). The solution of the equations above thereof brings to the recurrence relations between the TCF and MF of senior and junior orders. This offers new opportunities for detecting the frequency spectra of power of entropy function Si(t) for time correlation (i=0) and time memory (i=1,2,3,...). The results obtained offer considerable scope for attack on stochastic dynamics of discrete random processes in a complex systems. Application of this technique on the analysis of stochastic dynamics of RR intervals from human ECG's shows convincing evidence for a non-Markovian phenomemena associated with a peculiarities in short- and long-range scaling. This method may be of use in distinguishing healthy from pathologic data sets based in differences in these non-Markovian properties.

Effects of conformism on the cultural evolution of social behaviour.

PubMed

Molleman, Lucas; Pen, Ido; Weissing, Franz J

2013-01-01

Models of cultural evolution study how the distribution of cultural traits changes over time. The dynamics of cultural evolution strongly depends on the way these traits are transmitted between individuals by social learning. Two prominent forms of social learning are payoff-based learning (imitating others that have higher payoffs) and conformist learning (imitating locally common behaviours). How payoff-based and conformist learning affect the cultural evolution of cooperation is currently a matter of lively debate, but few studies systematically analyse the interplay of these forms of social learning. Here we perform such a study by investigating how the interaction of payoff-based and conformist learning affects the outcome of cultural evolution in three social contexts. First, we develop a simple argument that provides insights into how the outcome of cultural evolution will change when more and more conformist learning is added to payoff-based learning. In a social dilemma (e.g. a Prisoner's Dilemma), conformism can turn cooperation into a stable equilibrium; in an evasion game (e.g. a Hawk-Dove game or a Snowdrift game) conformism tends to destabilize the polymorphic equilibrium; and in a coordination game (e.g. a Stag Hunt game), conformism changes the basin of attraction of the two equilibria. Second, we analyse a stochastic event-based model, revealing that conformism increases the speed of cultural evolution towards pure equilibria. Individual-based simulations as well as the analysis of the diffusion approximation of the stochastic model by and large confirm our findings. Third, we investigate the effect of an increasing degree of conformism on cultural group selection in a group-structured population. We conclude that, in contrast to statements in the literature, conformism hinders rather than promotes the evolution of cooperation.

Modeling the evolution space of breakage fusion bridge cycles with a stochastic folding process.

PubMed

Greenman, C D; Cooke, S L; Marshall, J; Stratton, M R; Campbell, P J

2016-01-01

Breakage-fusion-bridge cycles in cancer arise when a broken segment of DNA is duplicated and an end from each copy joined together. This structure then 'unfolds' into a new piece of palindromic DNA. This is one mechanism responsible for the localised amplicons observed in cancer genome data. Here we study the evolution space of breakage-fusion-bridge structures in detail. We firstly consider discrete representations of this space with 2-d trees to demonstrate that there are [Formula: see text] qualitatively distinct evolutions involving [Formula: see text] breakage-fusion-bridge cycles. Secondly we consider the stochastic nature of the process to show these evolutions are not equally likely, and also describe how amplicons become localized. Finally we highlight these methods by inferring the evolution of breakage-fusion-bridge cycles with data from primary tissue cancer samples.

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

PubMed Central

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

2016-01-01

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

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

PubMed

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

2016-09-15

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

Evolution of specialization under non-equilibrium population dynamics.

PubMed

Nurmi, Tuomas; Parvinen, Kalle

2013-03-21

We analyze the evolution of specialization in resource utilization in a mechanistically underpinned discrete-time model using the adaptive dynamics approach. We assume two nutritionally equivalent resources that in the absence of consumers grow sigmoidally towards a resource-specific carrying capacity. The consumers use resources according to the law of mass-action with rates involving trade-off. The resulting discrete-time model for the consumer population has over-compensatory dynamics. We illuminate the way non-equilibrium population dynamics affect the evolutionary dynamics of the resource consumption rates, and show that evolution to the trimorphic coexistence of a generalist and two specialists is possible due to asynchronous non-equilibrium population dynamics of the specialists. In addition, various forms of cyclic evolutionary dynamics are possible. Furthermore, evolutionary suicide may occur even without Allee effects and demographic stochasticity. Copyright © 2013 Elsevier Ltd. All rights reserved.

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.

COUPLED SPIN AND SHAPE EVOLUTION OF SMALL RUBBLE-PILE ASTEROIDS: SELF-LIMITATION OF THE YORP EFFECT

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

Cotto-Figueroa, Desireé; Statler, Thomas S.; Richardson, Derek C.

2015-04-10

We present the first self-consistent simulations of the coupled spin-shape evolution of small gravitational aggregates under the influence of the YORP effect. Because of YORP’s sensitivity to surface topography, even small centrifugally driven reconfigurations of aggregates can alter the YORP torque dramatically, resulting in spin evolution that can differ qualitatively from the rigid-body prediction. One-third of our simulations follow a simple evolution described as a modified YORP cycle. Two-thirds exhibit one or more of three distinct behaviors—stochastic YORP, self-governed YORP, and stagnating YORP—which together result in YORP self-limitation. Self-limitation confines rotation rates of evolving aggregates to far narrower ranges thanmore » those expected in the classical YORP cycle, greatly prolonging the times over which objects can preserve their sense of rotation. Simulated objects are initially randomly packed, disordered aggregates of identical spheres in rotating equilibrium, with low internal angles of friction. Their shape evolution is characterized by rearrangement of the entire body, including the deep interior. They do not evolve to axisymmetric top shapes with equatorial ridges. Mass loss occurs in one-third of the simulations, typically in small amounts from the ends of a prolate-triaxial body. We conjecture that YORP self-limitation may inhibit formation of top-shapes, binaries, or both, by restricting the amount of angular momentum that can be imparted to a deformable body. Stochastic YORP, in particular, will affect the evolution of collisional families whose orbits drift apart under the influence of Yarkovsky forces, in observable ways.« less

Calibration of a stochastic health evolution model using NHIS data

NASA Astrophysics Data System (ADS)

Gupta, Aparna; Li, Zhisheng

2011-10-01

This paper presents and calibrates an individual's stochastic health evolution model. In this health evolution model, the uncertainty of health incidents is described by a stochastic process with a finite number of possible outcomes. We construct a comprehensive health status index (HSI) to describe an individual's health status, as well as a health risk factor system (RFS) to classify individuals into different risk groups. Based on the maximum likelihood estimation (MLE) method and the method of nonlinear least squares fitting, model calibration is formulated in terms of two mixed-integer nonlinear optimization problems. Using the National Health Interview Survey (NHIS) data, the model is calibrated for specific risk groups. Longitudinal data from the Health and Retirement Study (HRS) is used to validate the calibrated model, which displays good validation properties. The end goal of this paper is to provide a model and methodology, whose output can serve as a crucial component of decision support for strategic planning of health related financing and risk management.

Topographic signatures and a general transport law for deep-seated landslides in a landscape evolution model

NASA Astrophysics Data System (ADS)

Booth, Adam M.; Roering, Josh J.; Rempel, Alan W.

2013-06-01

A fundamental goal of studying earth surface processes is to disentangle the complex web of interactions among baselevel, tectonics, climate, and rock properties that generate characteristic landforms. Mechanistic geomorphic transport laws can quantitatively address this goal, but no widely accepted law for landslides exists. Here we propose a transport law for deep-seated landslides in weathered bedrock and demonstrate its utility using a two-dimensional numerical landscape evolution model informed by study areas in the Waipaoa catchment, New Zealand, and the Eel River catchment, California. We define a non-dimensional landslide number, which is the ratio of the horizontal landslide flux to the vertical tectonic flux, that characterizes three distinct landscape types. One is dominated by stochastic landsliding, whereby discrete landslide events episodically erode material at rates exceeding the long-term uplift rate. Another is characterized by steady landsliding, in which the landslide flux at any location remains constant through time and is greatest at the steepest locations in the catchment. The third is not significantly affected by landsliding. In both the "stochastic landsliding" and "steady landsliding" regimes, increases in the non-dimensional landslide number systematically reduce catchment relief and widen valley spacing, producing long, low angle hillslopes despite high uplift rates. The stochastic landsliding regime captures the frequent observation that deep-seated landslides produce large sediment fluxes from small areal extents while being active only a fraction of the time. We suggest that this model is adaptable to a wide range of geologic settings and is useful for interpreting climate-driven changes in landslide behavior.

Conditional Stochastic Models in Reduced Space: Towards Efficient Simulation of Tropical Cyclone Precipitation Patterns

NASA Astrophysics Data System (ADS)

Dodov, B.

2017-12-01

Stochastic simulation of realistic and statistically robust patterns of Tropical Cyclone (TC) induced precipitation is a challenging task. It is even more challenging in a catastrophe modeling context, where tens of thousands of typhoon seasons need to be simulated in order to provide a complete view of flood risk. Ultimately, one could run a coupled global climate model and regional Numerical Weather Prediction (NWP) model, but this approach is not feasible in the catastrophe modeling context and, most importantly, may not provide TC track patterns consistent with observations. Rather, we propose to leverage NWP output for the observed TC precipitation patterns (in terms of downscaled reanalysis 1979-2015) collected on a Lagrangian frame along the historical TC tracks and reduced to the leading spatial principal components of the data. The reduced data from all TCs is then grouped according to timing, storm evolution stage (developing, mature, dissipating, ETC transitioning) and central pressure and used to build a dictionary of stationary (within a group) and non-stationary (for transitions between groups) covariance models. Provided that the stochastic storm tracks with all the parameters describing the TC evolution are already simulated, a sequence of conditional samples from the covariance models chosen according to the TC characteristics at a given moment in time are concatenated, producing a continuous non-stationary precipitation pattern in a Lagrangian framework. The simulated precipitation for each event is finally distributed along the stochastic TC track and blended with a non-TC background precipitation using a data assimilation technique. The proposed framework provides means of efficient simulation (10000 seasons simulated in a couple of days) and robust typhoon precipitation patterns consistent with observed regional climate and visually undistinguishable from high resolution NWP output. The framework is used to simulate a catalog of 10000 typhoon seasons implemented in a flood risk model for Japan.

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

NASA Astrophysics Data System (ADS)

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

2017-12-01

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

Stochastic evolution in populations of ideas

PubMed Central

Nicole, Robin; Sollich, Peter; Galla, Tobias

2017-01-01

It is known that learning of players who interact in a repeated game can be interpreted as an evolutionary process in a population of ideas. These analogies have so far mostly been established in deterministic models, and memory loss in learning has been seen to act similarly to mutation in evolution. We here propose a representation of reinforcement learning as a stochastic process in finite ‘populations of ideas’. The resulting birth-death dynamics has absorbing states and allows for the extinction or fixation of ideas, marking a key difference to mutation-selection processes in finite populations. We characterize the outcome of evolution in populations of ideas for several classes of symmetric and asymmetric games. PMID:28098244

Stochastic evolution in populations of ideas

NASA Astrophysics Data System (ADS)

Nicole, Robin; Sollich, Peter; Galla, Tobias

2017-01-01

It is known that learning of players who interact in a repeated game can be interpreted as an evolutionary process in a population of ideas. These analogies have so far mostly been established in deterministic models, and memory loss in learning has been seen to act similarly to mutation in evolution. We here propose a representation of reinforcement learning as a stochastic process in finite ‘populations of ideas’. The resulting birth-death dynamics has absorbing states and allows for the extinction or fixation of ideas, marking a key difference to mutation-selection processes in finite populations. We characterize the outcome of evolution in populations of ideas for several classes of symmetric and asymmetric games.

Random function representation of stationary stochastic vector processes for probability density evolution analysis of wind-induced structures

NASA Astrophysics Data System (ADS)

Liu, Zhangjun; Liu, Zenghui

2018-06-01

This paper develops a hybrid approach of spectral representation and random function for simulating stationary stochastic vector processes. In the proposed approach, the high-dimensional random variables, included in the original spectral representation (OSR) formula, could be effectively reduced to only two elementary random variables by introducing the random functions that serve as random constraints. Based on this, a satisfactory simulation accuracy can be guaranteed by selecting a small representative point set of the elementary random variables. The probability information of the stochastic excitations can be fully emerged through just several hundred of sample functions generated by the proposed approach. Therefore, combined with the probability density evolution method (PDEM), it could be able to implement dynamic response analysis and reliability assessment of engineering structures. For illustrative purposes, a stochastic turbulence wind velocity field acting on a frame-shear-wall structure is simulated by constructing three types of random functions to demonstrate the accuracy and efficiency of the proposed approach. Careful and in-depth studies concerning the probability density evolution analysis of the wind-induced structure have been conducted so as to better illustrate the application prospects of the proposed approach. Numerical examples also show that the proposed approach possesses a good robustness.

Dynamics of Markets

NASA Astrophysics Data System (ADS)

McCauley, Joseph L.

2009-09-01

Preface; 1. Econophysics: why and what; 2. Neo-classical economic theory; 3. Probability and stochastic processes; 4. Introduction to financial economics; 5. Introduction to portfolio selection theory; 6. Scaling, pair correlations, and conditional densities; 7. Statistical ensembles: deducing dynamics from time series; 8. Martingale option pricing; 9. FX market globalization: evolution of the dollar to worldwide reserve currency; 10. Macroeconomics and econometrics: regression models vs. empirically based modeling; 11. Complexity; Index.

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.

Multilevel ensemble Kalman filtering

DOE PAGES

Hoel, Hakon; Law, Kody J. H.; Tempone, Raul

2016-06-14

This study embeds a multilevel Monte Carlo sampling strategy into the Monte Carlo step of the ensemble Kalman filter (EnKF) in the setting of finite dimensional signal evolution and noisy discrete-time observations. The signal dynamics is assumed to be governed by a stochastic differential equation (SDE), and a hierarchy of time grids is introduced for multilevel numerical integration of that SDE. Finally, the resulting multilevel EnKF is proved to asymptotically outperform EnKF in terms of computational cost versus approximation accuracy. The theoretical results are illustrated numerically.

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

Discrete and Continuum Approximations for Collective Cell Migration in a Scratch Assay with Cell Size Dynamics.

PubMed

Matsiaka, Oleksii M; Penington, Catherine J; Baker, Ruth E; Simpson, Matthew J

2018-04-01

Scratch assays are routinely used to study the collective spreading of cell populations. In general, the rate at which a population of cells spreads is driven by the combined effects of cell migration and proliferation. To examine the effects of cell migration separately from the effects of cell proliferation, scratch assays are often performed after treating the cells with a drug that inhibits proliferation. Mitomycin-C is a drug that is commonly used to suppress cell proliferation in this context. However, in addition to suppressing cell proliferation, mitomycin-C also causes cells to change size during the experiment, as each cell in the population approximately doubles in size as a result of treatment. Therefore, to describe a scratch assay that incorporates the effects of cell-to-cell crowding, cell-to-cell adhesion, and dynamic changes in cell size, we present a new stochastic model that incorporates these mechanisms. Our agent-based stochastic model takes the form of a system of Langevin equations that is the system of stochastic differential equations governing the evolution of the population of agents. We incorporate a time-dependent interaction force that is used to mimic the dynamic increase in size of the agents. To provide a mathematical description of the average behaviour of the stochastic model we present continuum limit descriptions using both a standard mean-field approximation and a more sophisticated moment dynamics approximation that accounts for the density of agents and density of pairs of agents in the stochastic model. Comparing the accuracy of the two continuum descriptions for a typical scratch assay geometry shows that the incorporation of agent growth in the system is associated with a decrease in accuracy of the standard mean-field description. In contrast, the moment dynamics description provides a more accurate prediction of the evolution of the scratch assay when the increase in size of individual agents is included in the model.

Advances in planetary geology

NASA Technical Reports Server (NTRS)

Woronow, A. (Editor)

1981-01-01

Three dissertations are provided covering (1) the stochastic evolution of asteroidal regoliths and the origin of brecciated and gas-rich meteorites; (2) ridge systems on Mars; and (3) the morphology and evolution of Ganymede and Callisto.

Stochastic analysis of a pulse-type prey-predator model

NASA Astrophysics Data System (ADS)

Wu, Y.; Zhu, W. Q.

2008-04-01

A stochastic Lotka-Volterra model, a so-called pulse-type model, for the interaction between two species and their random natural environment is investigated. The effect of a random environment is modeled as random pulse trains in the birth rate of the prey and the death rate of the predator. The generalized cell mapping method is applied to calculate the probability distributions of the species populations at a state of statistical quasistationarity. The time evolution of the population densities is studied, and the probability of the near extinction time, from an initial state to a critical state, is obtained. The effects on the ecosystem behaviors of the prey self-competition term and of the pulse mean arrival rate are also discussed. Our results indicate that the proposed pulse-type model shows obviously distinguishable characteristics from a Gaussian-type model, and may confer a significant advantage for modeling the prey-predator system under discrete environmental fluctuations.

Stochastic analysis of a pulse-type prey-predator model.

PubMed

Wu, Y; Zhu, W Q

2008-04-01

A stochastic Lotka-Volterra model, a so-called pulse-type model, for the interaction between two species and their random natural environment is investigated. The effect of a random environment is modeled as random pulse trains in the birth rate of the prey and the death rate of the predator. The generalized cell mapping method is applied to calculate the probability distributions of the species populations at a state of statistical quasistationarity. The time evolution of the population densities is studied, and the probability of the near extinction time, from an initial state to a critical state, is obtained. The effects on the ecosystem behaviors of the prey self-competition term and of the pulse mean arrival rate are also discussed. Our results indicate that the proposed pulse-type model shows obviously distinguishable characteristics from a Gaussian-type model, and may confer a significant advantage for modeling the prey-predator system under discrete environmental fluctuations.

Analytical results for a stochastic model of gene expression with arbitrary partitioning of proteins

NASA Astrophysics Data System (ADS)

Tschirhart, Hugo; Platini, Thierry

2018-05-01

In biophysics, the search for analytical solutions of stochastic models of cellular processes is often a challenging task. In recent work on models of gene expression, it was shown that a mapping based on partitioning of Poisson arrivals (PPA-mapping) can lead to exact solutions for previously unsolved problems. While the approach can be used in general when the model involves Poisson processes corresponding to creation or degradation, current applications of the method and new results derived using it have been limited to date. In this paper, we present the exact solution of a variation of the two-stage model of gene expression (with time dependent transition rates) describing the arbitrary partitioning of proteins. The methodology proposed makes full use of the PPA-mapping by transforming the original problem into a new process describing the evolution of three biological switches. Based on a succession of transformations, the method leads to a hierarchy of reduced models. We give an integral expression of the time dependent generating function as well as explicit results for the mean, variance, and correlation function. Finally, we discuss how results for time dependent parameters can be extended to the three-stage model and used to make inferences about models with parameter fluctuations induced by hidden stochastic variables.

Environment overwhelms both nature and nurture in a model spin glass

NASA Astrophysics Data System (ADS)

Middleton, A. Alan; Yang, Jie

We are interested in exploring what information determines the particular history of the glassy long term dynamics in a disordered material. We study the effect of initial configurations and the realization of stochastic dynamics on the long time evolution of configurations in a two-dimensional Ising spin glass model. The evolution of nearest neighbor correlations is computed using patchwork dynamics, a coarse-grained numerical heuristic for temporal evolution. The dependence of the nearest neighbor spin correlations at long time on both initial spin configurations and noise histories are studied through cross-correlations of long-time configurations and the spin correlations are found to be independent of both. We investigate how effectively rigid bond clusters coarsen. Scaling laws are used to study the convergence of configurations and the distribution of sizes of nearly rigid clusters. The implications of the computational results on simulations and phenomenological models of spin glasses are discussed. We acknowledge NSF support under DMR-1410937 (CMMT program).

On the long-term fitness of cells in periodically switching environments.

PubMed

Pang, Ning-Ning; Tzeng, Wen-Jer

2008-01-01

Because all the cell populations are capable of making switches between different genetic expression states in response to the environmental change, Thattai and van Oudenaarden (Genetics 167, 523-530, 2004) have raised a very interesting question: In a constantly fluctuating environment, which type of cell population (heterogeneous or homogeneous) is fitter in the long term? This problem is very important to development and evolution biology. We thus take an extensive analysis about how the cell population evolves in a periodically switching environment either with symmetrical time-span or asymmetrical time-span. A complete picture of the phase diagrams for both cases is obtained. Furthermore, we find that the systems with time-dependent cellular transitions all collapse to the same set of dynamical equations with the modified parameters. Furthermore, we also explain in detail how the fitness problem bears much resemblance to the phenomenon, stochastic resonance, in physical sciences. Our results could be helpful for the biologists to design artificial evolution experiments and unveil the mystery of development and evolution.

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

NASA Astrophysics Data System (ADS)

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

2001-01-01

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

Adaptive grid based multi-objective Cauchy differential evolution for stochastic dynamic economic emission dispatch with wind power uncertainty

PubMed Central

Lei, Xiaohui; Wang, Chao; Yue, Dong; Xie, Xiangpeng

2017-01-01

Since wind power is integrated into the thermal power operation system, dynamic economic emission dispatch (DEED) has become a new challenge due to its uncertain characteristics. This paper proposes an adaptive grid based multi-objective Cauchy differential evolution (AGB-MOCDE) for solving stochastic DEED with wind power uncertainty. To properly deal with wind power uncertainty, some scenarios are generated to simulate those possible situations by dividing the uncertainty domain into different intervals, the probability of each interval can be calculated using the cumulative distribution function, and a stochastic DEED model can be formulated under different scenarios. For enhancing the optimization efficiency, Cauchy mutation operation is utilized to improve differential evolution by adjusting the population diversity during the population evolution process, and an adaptive grid is constructed for retaining diversity distribution of Pareto front. With consideration of large number of generated scenarios, the reduction mechanism is carried out to decrease the scenarios number with covariance relationships, which can greatly decrease the computational complexity. Moreover, the constraint-handling technique is also utilized to deal with the system load balance while considering transmission loss among thermal units and wind farms, all the constraint limits can be satisfied under the permitted accuracy. After the proposed method is simulated on three test systems, the obtained results reveal that in comparison with other alternatives, the proposed AGB-MOCDE can optimize the DEED problem while handling all constraint limits, and the optimal scheme of stochastic DEED can decrease the conservation of interval optimization, which can provide a more valuable optimal scheme for real-world applications. PMID:28961262

Stochastic acceleration of electrons. I - Effects of collisions in solar flares

NASA Technical Reports Server (NTRS)

Hamilton, Russell J.; Petrosian, Vahe

1992-01-01

Stochastic acceleration of thermal electrons to nonrelativistic energies is studied under solar flare conditions. We show that, in turbulent regions, electron-whistler wave interactions can result in the acceleration of electrons in times comparable to or shorter than the Coulomb collision time. The kinetic equation describing the evolution of the electron energy distribution including stochastic acceleration by whistlers and energy loss via Coulomb interactions is solved for an initial thermal electron energy spectrum. In general, the shape of the resulting electron distributions are characterized by the energy E(c) where systematic energy gain by turbulence equals energy loss due to Coulomb collisions. For energies less than E(c), the spectra are steep (quasi-thermal) whereas above E(c), the spectra are power laws. We find that hard X-ray spectra computed using the electron distributions obtained from our numerical simulations are able to explain the complex spectral shapes and variations observed in impulsive hard X-ray bursts. In particular, we show that the gradual steepening observed by Lin et al. (1981) could be due to a systematic increase in the density of the plasma (due to evaporation) and the increasing importance of collisions instead of the appearance of a superhot thermal component.

Evolution of Life and SETI (Evo-SETI)

NASA Astrophysics Data System (ADS)

Maccone, Claudio

When SETI scientists will be able to discover a signal or just some signs of an Extra-Terrestrial (ET) Civilization, those ETs should turn out to be technologically advanced at least as much as Humans, if not more, or much more so. Comparing the technological level of two different Civilizations is then a key issue in SETI. But at the moment we only know about the development of life on Earth over the last 3.5 billion years. We thus need to mathematically model the evolution of life on Earth (RNA to Humans) and then apply our results to other extra-solar planets to find out “where they stand” along their evolution of life. In a series of recent papers and in a book (refs. [1] through [4]) this author introduced a new statistical model embracing SETI, Darwinian Evolution and Human History into a unified statistical picture and concisely called Evo-SETI (Evolution & SETI). The relevant mathematical instruments are: 1) The statistical generalization of the Drake equation yielding the number N of communicating ET civilizations in the Galaxy. Assuming that each input variable in the Drake equation was a random variable, rather than just a pure number, N was shown to follow the lognormal probability distribution having as mean value the sum of the input mean values, and as variance the sum of the input variances (ref. [1]). 2) Geometric Brownian Motion (GBM), the stochastic process representing Evolution as the stochastic increase of the number of Species living on Earth over the last 3.5 billion years. This GBM is well-known in the mathematics of finances (Black-Sholes models). Its main features are that its probability density function (pdf) is a lognormal pdf, and its mean value is either an increasing, or, more rarely (as in the Mass Extinctions of the past) a decreasing exponential of the time. 3) The probability distributions known as b-lognormals, i.e. lognormals starting at a certain positive instant b>0 rather than at the origin. These b-lognormals were then forced by us to have their peak value located on the exponential mean-value curve of the GBM (this is the so-called “Peak-Locus Theorem”). In the framework of Darwinian Evolution, the resulting mathematical construction was shown to identify with Cladistics (refs. [2], [3], [4]). 4) The (Shannon) Entropy of such b-lognormals is then seen to represent the “degree of progress” reached by each living organism or by each big set of living organisms, like historic human civilizations. Having understood this fact, Human History may then be cast into the language of b-lognormals that are more and more organized in time (i.e. having smaller and smaller entropy, or smaller and smaller “chaos”), and have their peaks located on the increasing GBM exponential. This exponential is thus the “trend of progress” in Human History. 5) But our most striking new result is about the well-known “Molecular Clock of Evolution”, namely the “constant rate of Evolution at the molecular level” as shown by Kimura’s Neutral Theory of Molecular Evolution. We showed that that the Molecular Clock identifies with Entropy in our Evo-SETI model because they both grew linearly in time since the origin of life. 6) Furthermore, we applid our Evo-SETI model to lognormal stochastic processes other then the GBMs. For instance, we showed that the Markov-Korotayev (2007-2008, refs. [5], [6]) model for Darwinian Evolution identifies with an Evo-SETI model for which the mean value of the lognormal stochastic process is a cubic (third degree polynomial) function of the time. In conclusion: we have provided a vast mathematical model capable of embracing Molecular Evolution, SETI and Entropy into a simple set of statistical equations based upon b-lognormals pdfs and lognormal stochastic processes Keywords: Molecular Clock, Darwinian evolution, statistical Drake equation, lognormal probability densities, geometric Brownian motion, entropy. REFERENCES [1] Maccone, C. (2008), “The Statistical Drake Equation”, paper #IAC-08-A4.1.4 presented on October 1st, 2008, at the 59th International Astronautical Congress (IAC) held in Glasgow, Scotland, UK, September 29th thru October 3rd, 2008, later published in Acta Astronautica, Vol. 67 (2010), pages 1366-1383. [2] Maccone, C. (2011, b), “A Mathematical Model for Evolution and SETI”, Origins of Life and Evolutionary Biospheres (OLEB), Vol. 41, pages 609-619, available online December 3rd, 2011. [3] Maccone, C. (2012), “Mathematical SETI”, a 724-pages book published by Praxis-Springer in the fall of 2012. ISBN, ISBN-10: 3642274366 | ISBN-13: 978-3642274367 | Edition: 2012 [4] Maccone, C., (2013), “SETI, Evolution and Human History merged into a Mathematical Model”, International Journal of Astrobiology, Vol. 12, issue 3 (2013), pages 218-245. Available online since April 23, 2013. [5] Markov A., Korotayev A., “Phanerozoic marine biodiversity follows a hyperbolic trend”, Paleoworld, Volume 16, Issue 4, December 2007, Pages 311-318. [6] Markov A., Korotayev A., “Hyperbolic growth of marine and continental biodiversity through the Phanerozoic and community evolution”, Journal of General Biology. Volume 69, 2008, N. 3, pp. 175-194.

Asymmetrical Damage Partitioning in Bacteria: A Model for the Evolution of Stochasticity, Determinism, and Genetic Assimilation

PubMed Central

Chao, Lin; Rang, Camilla Ulla; Proenca, Audrey Menegaz; Chao, Jasper Ubirajara

2016-01-01

Non-genetic phenotypic variation is common in biological organisms. The variation is potentially beneficial if the environment is changing. If the benefit is large, selection can favor the evolution of genetic assimilation, the process by which the expression of a trait is transferred from environmental to genetic control. Genetic assimilation is an important evolutionary transition, but it is poorly understood because the fitness costs and benefits of variation are often unknown. Here we show that the partitioning of damage by a mother bacterium to its two daughters can evolve through genetic assimilation. Bacterial phenotypes are also highly variable. Because gene-regulating elements can have low copy numbers, the variation is attributed to stochastic sampling. Extant Escherichia coli partition asymmetrically and deterministically more damage to the old daughter, the one receiving the mother’s old pole. By modeling in silico damage partitioning in a population, we show that deterministic asymmetry is advantageous because it increases fitness variance and hence the efficiency of natural selection. However, we find that symmetrical but stochastic partitioning can be similarly beneficial. To examine why bacteria evolved deterministic asymmetry, we modeled the effect of damage anchored to the mother’s old pole. While anchored damage strengthens selection for asymmetry by creating additional fitness variance, it has the opposite effect on symmetry. The difference results because anchored damage reinforces the polarization of partitioning in asymmetric bacteria. In symmetric bacteria, it dilutes the polarization. Thus, stochasticity alone may have protected early bacteria from damage, but deterministic asymmetry has evolved to be equally important in extant bacteria. We estimate that 47% of damage partitioning is deterministic in E. coli. We suggest that the evolution of deterministic asymmetry from stochasticity offers an example of Waddington’s genetic assimilation. Our model is able to quantify the evolution of the assimilation because it characterizes the fitness consequences of variation. PMID:26761487

Asymmetrical Damage Partitioning in Bacteria: A Model for the Evolution of Stochasticity, Determinism, and Genetic Assimilation.

PubMed

Chao, Lin; Rang, Camilla Ulla; Proenca, Audrey Menegaz; Chao, Jasper Ubirajara

2016-01-01

Non-genetic phenotypic variation is common in biological organisms. The variation is potentially beneficial if the environment is changing. If the benefit is large, selection can favor the evolution of genetic assimilation, the process by which the expression of a trait is transferred from environmental to genetic control. Genetic assimilation is an important evolutionary transition, but it is poorly understood because the fitness costs and benefits of variation are often unknown. Here we show that the partitioning of damage by a mother bacterium to its two daughters can evolve through genetic assimilation. Bacterial phenotypes are also highly variable. Because gene-regulating elements can have low copy numbers, the variation is attributed to stochastic sampling. Extant Escherichia coli partition asymmetrically and deterministically more damage to the old daughter, the one receiving the mother's old pole. By modeling in silico damage partitioning in a population, we show that deterministic asymmetry is advantageous because it increases fitness variance and hence the efficiency of natural selection. However, we find that symmetrical but stochastic partitioning can be similarly beneficial. To examine why bacteria evolved deterministic asymmetry, we modeled the effect of damage anchored to the mother's old pole. While anchored damage strengthens selection for asymmetry by creating additional fitness variance, it has the opposite effect on symmetry. The difference results because anchored damage reinforces the polarization of partitioning in asymmetric bacteria. In symmetric bacteria, it dilutes the polarization. Thus, stochasticity alone may have protected early bacteria from damage, but deterministic asymmetry has evolved to be equally important in extant bacteria. We estimate that 47% of damage partitioning is deterministic in E. coli. We suggest that the evolution of deterministic asymmetry from stochasticity offers an example of Waddington's genetic assimilation. Our model is able to quantify the evolution of the assimilation because it characterizes the fitness consequences of variation.

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

PubMed

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

2015-01-01

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

Widening Disparity and its Suppression in a Stochastic Replicator Model

NASA Astrophysics Data System (ADS)

Sakaguchi, Hidetsugu

2016-04-01

Winner-take-all phenomena are observed in various competitive systems. We find similar phenomena in replicator models with randomly fluctuating growth rates. The disparity between winners and losers increases indefinitely, even if all elements are statistically equivalent. A lognormal distribution describes well the nonstationary time evolution. If a nonlinear load corresponding to progressive taxation is introduced, a stationary distribution is obtained and disparity widening is suppressed.

Tsunamis: stochastic models of occurrence and generation mechanisms

USGS Publications Warehouse

Geist, Eric L.; Oglesby, David D.

2014-01-01

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

An equation-free probabilistic steady-state approximation: dynamic application to the stochastic simulation of biochemical reaction networks.

PubMed

Salis, Howard; Kaznessis, Yiannis N

2005-12-01

Stochastic chemical kinetics more accurately describes the dynamics of "small" chemical systems, such as biological cells. Many real systems contain dynamical stiffness, which causes the exact stochastic simulation algorithm or other kinetic Monte Carlo methods to spend the majority of their time executing frequently occurring reaction events. Previous methods have successfully applied a type of probabilistic steady-state approximation by deriving an evolution equation, such as the chemical master equation, for the relaxed fast dynamics and using the solution of that equation to determine the slow dynamics. However, because the solution of the chemical master equation is limited to small, carefully selected, or linear reaction networks, an alternate equation-free method would be highly useful. We present a probabilistic steady-state approximation that separates the time scales of an arbitrary reaction network, detects the convergence of a marginal distribution to a quasi-steady-state, directly samples the underlying distribution, and uses those samples to accurately predict the state of the system, including the effects of the slow dynamics, at future times. The numerical method produces an accurate solution of both the fast and slow reaction dynamics while, for stiff systems, reducing the computational time by orders of magnitude. The developed theory makes no approximations on the shape or form of the underlying steady-state distribution and only assumes that it is ergodic. We demonstrate the accuracy and efficiency of the method using multiple interesting examples, including a highly nonlinear protein-protein interaction network. The developed theory may be applied to any type of kinetic Monte Carlo simulation to more efficiently simulate dynamically stiff systems, including existing exact, approximate, or hybrid stochastic simulation techniques.

Stochastic Mixing Model with Power Law Decay of Variance

NASA Technical Reports Server (NTRS)

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

2003-01-01

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

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.

Colored noise and a stochastic fractional model for correlated inputs and adaptation in neuronal firing.

PubMed

Pirozzi, Enrica

2018-04-01

High variability in the neuronal response to stimulations and the adaptation phenomenon cannot be explained by the standard stochastic leaky integrate-and-fire model. The main reason is that the uncorrelated inputs involved in the model are not realistic. There exists some form of dependency between the inputs, and it can be interpreted as memory effects. In order to include these physiological features in the standard model, we reconsider it with time-dependent coefficients and correlated inputs. Due to its hard mathematical tractability, we perform simulations of it for a wide investigation of its output. A Gauss-Markov process is constructed for approximating its non-Markovian dynamics. The first passage time probability density of such a process can be numerically evaluated, and it can be used to fit the histograms of simulated firing times. Some estimates of the moments of firing times are also provided. The effect of the correlation time of the inputs on firing densities and on firing rates is shown. An exponential probability density of the first firing time is estimated for low values of input current and high values of correlation time. For comparison, a simulation-based investigation is also carried out for a fractional stochastic model that allows to preserve the memory of the time evolution of the neuronal membrane potential. In this case, the memory parameter that affects the firing activity is the fractional derivative order. In both models an adaptation level of spike frequency is attained, even if along different modalities. Comparisons and discussion of the obtained results are provided.

Weighted Flow Algorithms (WFA) for stochastic particle coagulation

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

DeVille, R.E.L., E-mail: rdeville@illinois.edu; Riemer, N., E-mail: nriemer@illinois.edu; West, M., E-mail: mwest@illinois.edu

2011-09-20

Stochastic particle-resolved methods are a useful way to compute the time evolution of the multi-dimensional size distribution of atmospheric aerosol particles. An effective approach to improve the efficiency of such models is the use of weighted computational particles. Here we introduce particle weighting functions that are power laws in particle size to the recently-developed particle-resolved model PartMC-MOSAIC and present the mathematical formalism of these Weighted Flow Algorithms (WFA) for particle coagulation and growth. We apply this to an urban plume scenario that simulates a particle population undergoing emission of different particle types, dilution, coagulation and aerosol chemistry along a Lagrangianmore » trajectory. We quantify the performance of the Weighted Flow Algorithm for number and mass-based quantities of relevance for atmospheric sciences applications.« less

Weighted Flow Algorithms (WFA) for stochastic particle coagulation

NASA Astrophysics Data System (ADS)

DeVille, R. E. L.; Riemer, N.; West, M.

2011-09-01

Stochastic particle-resolved methods are a useful way to compute the time evolution of the multi-dimensional size distribution of atmospheric aerosol particles. An effective approach to improve the efficiency of such models is the use of weighted computational particles. Here we introduce particle weighting functions that are power laws in particle size to the recently-developed particle-resolved model PartMC-MOSAIC and present the mathematical formalism of these Weighted Flow Algorithms (WFA) for particle coagulation and growth. We apply this to an urban plume scenario that simulates a particle population undergoing emission of different particle types, dilution, coagulation and aerosol chemistry along a Lagrangian trajectory. We quantify the performance of the Weighted Flow Algorithm for number and mass-based quantities of relevance for atmospheric sciences applications.

Numerical Simulation and Quantitative Uncertainty Assessment of Microchannel Flow

NASA Astrophysics Data System (ADS)

Debusschere, Bert; Najm, Habib; Knio, Omar; Matta, Alain; Ghanem, Roger; Le Maitre, Olivier

2002-11-01

This study investigates the effect of uncertainty in physical model parameters on computed electrokinetic flow of proteins in a microchannel with a potassium phosphate buffer. The coupled momentum, species transport, and electrostatic field equations give a detailed representation of electroosmotic and pressure-driven flow, including sample dispersion mechanisms. The chemistry model accounts for pH-dependent protein labeling reactions as well as detailed buffer electrochemistry in a mixed finite-rate/equilibrium formulation. To quantify uncertainty, the governing equations are reformulated using a pseudo-spectral stochastic methodology, which uses polynomial chaos expansions to describe uncertain/stochastic model parameters, boundary conditions, and flow quantities. Integration of the resulting equations for the spectral mode strengths gives the evolution of all stochastic modes for all variables. Results show the spatiotemporal evolution of uncertainties in predicted quantities and highlight the dominant parameters contributing to these uncertainties during various flow phases. This work is supported by DARPA.

Postponed bifurcations of a ring-laser model with a swept parameter and additive colored noise

NASA Astrophysics Data System (ADS)

Mannella, R.; Moss, Frank; McClintock, P. V. E.

1987-03-01

The paper presents measurements of the time evolution of the statistical densities of both amplitude and field intensity obtained from a colored-noise-driven electronic circuit model of a ring laser, as the bifurcation parameter is swept through its critical values. The time-dependent second moments (intensities) were obtained from the densities. In addition, the individual stochastic trajectories were available from which the distribution of bifurcation times was constructed. For short-correlation-time (quasiwhite) noise the present results are in quantitative agreement with the recent calculations of Bogi, Colombo, Lugiato, and Mandel (1986). New results for long noise correlation times are obtained.

Stochastic damage evolution in textile laminates

NASA Technical Reports Server (NTRS)

Dzenis, Yuris A.; Bogdanovich, Alexander E.; Pastore, Christopher M.

1993-01-01

A probabilistic model utilizing random material characteristics to predict damage evolution in textile laminates is presented. Model is based on a division of each ply into two sublaminas consisting of cells. The probability of cell failure is calculated using stochastic function theory and maximal strain failure criterion. Three modes of failure, i.e. fiber breakage, matrix failure in transverse direction, as well as matrix or interface shear cracking, are taken into account. Computed failure probabilities are utilized in reducing cell stiffness based on the mesovolume concept. A numerical algorithm is developed predicting the damage evolution and deformation history of textile laminates. Effect of scatter of fiber orientation on cell properties is discussed. Weave influence on damage accumulation is illustrated with the help of an example of a Kevlar/epoxy laminate.

Evolution of stochastic demography with life history tradeoffs in density-dependent age-structured populations.

PubMed

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

2017-10-31

We analyze the stochastic demography and evolution of a density-dependent age- (or stage-) structured population in a fluctuating environment. A positive linear combination of age classes (e.g., weighted by body mass) is assumed to act as the single variable of population size, [Formula: see text], exerting density dependence on age-specific vital rates through an increasing function of population size. The environment fluctuates in a stationary distribution with no autocorrelation. We show by analysis and simulation of age structure, under assumptions often met by vertebrate populations, that the stochastic dynamics of population size can be accurately approximated by a univariate model governed by three key demographic parameters: the intrinsic rate of increase and carrying capacity in the average environment, [Formula: see text] and [Formula: see text], and the environmental variance in population growth rate, [Formula: see text] Allowing these parameters to be genetically variable and to evolve, but assuming that a fourth parameter, [Formula: see text], measuring the nonlinearity of density dependence, remains constant, the expected evolution maximizes [Formula: see text] This shows that the magnitude of environmental stochasticity governs the classical trade-off between selection for higher [Formula: see text] versus higher [Formula: see text] However, selection also acts to decrease [Formula: see text], so the simple life-history trade-off between [Formula: see text]- and [Formula: see text]-selection may be obscured by additional trade-offs between them and [Formula: see text] Under the classical logistic model of population growth with linear density dependence ([Formula: see text]), life-history evolution in a fluctuating environment tends to maximize the average population size. Published under the PNAS license.

CellTrans: An R Package to Quantify Stochastic Cell State Transitions.

PubMed

Buder, Thomas; Deutsch, Andreas; Seifert, Michael; Voss-Böhme, Anja

2017-01-01

Many normal and cancerous cell lines exhibit a stable composition of cells in distinct states which can, e.g., be defined on the basis of cell surface markers. There is evidence that such an equilibrium is associated with stochastic transitions between distinct states. Quantifying these transitions has the potential to better understand cell lineage compositions. We introduce CellTrans, an R package to quantify stochastic cell state transitions from cell state proportion data from fluorescence-activated cell sorting and flow cytometry experiments. The R package is based on a mathematical model in which cell state alterations occur due to stochastic transitions between distinct cell states whose rates only depend on the current state of a cell. CellTrans is an automated tool for estimating the underlying transition probabilities from appropriately prepared data. We point out potential analytical challenges in the quantification of these cell transitions and explain how CellTrans handles them. The applicability of CellTrans is demonstrated on publicly available data on the evolution of cell state compositions in cancer cell lines. We show that CellTrans can be used to (1) infer the transition probabilities between different cell states, (2) predict cell line compositions at a certain time, (3) predict equilibrium cell state compositions, and (4) estimate the time needed to reach this equilibrium. We provide an implementation of CellTrans in R, freely available via GitHub (https://github.com/tbuder/CellTrans).

Fixation times in differentiation and evolution in the presence of bottlenecks, deserts, and oases.

PubMed

Chou, Tom; Wang, Yu

2015-05-07

Cellular differentiation and evolution are stochastic processes that can involve multiple types (or states) of particles moving on a complex, high-dimensional state-space or "fitness" landscape. Cells of each specific type can thus be quantified by their population at a corresponding node within a network of states. Their dynamics across the state-space network involve genotypic or phenotypic transitions that can occur upon cell division, such as during symmetric or asymmetric cell differentiation, or upon spontaneous mutation. Here, we use a general multi-type branching processes to study first passage time statistics for a single cell to appear in a specific state. Our approach readily allows for nonexponentially distributed waiting times between transitions, reflecting, e.g., the cell cycle. For simplicity, we restrict most of our detailed analysis to exponentially distributed waiting times (Poisson processes). We present results for a sequential evolutionary process in which L successive transitions propel a population from a "wild-type" state to a given "terminally differentiated," "resistant," or "cancerous" state. Analytic and numeric results are also found for first passage times across an evolutionary chain containing a node with increased death or proliferation rate, representing a desert/bottleneck or an oasis. Processes involving cell proliferation are shown to be "nonlinear" (even though mean-field equations for the expected particle numbers are linear) resulting in first passage time statistics that depend on the position of the bottleneck or oasis. Our results highlight the sensitivity of stochastic measures to cell division fate and quantify the limitations of using certain approximations (such as the fixed-population and mean-field assumptions) in evaluating fixation times. Published by Elsevier Ltd.

Stochastic multi-scale models of competition within heterogeneous cellular populations: Simulation methods and mean-field analysis.

PubMed

Cruz, Roberto de la; Guerrero, Pilar; Spill, Fabian; Alarcón, Tomás

2016-10-21

We propose a modelling framework to analyse the stochastic behaviour of heterogeneous, multi-scale cellular populations. We illustrate our methodology with a particular example in which we study a population with an oxygen-regulated proliferation rate. Our formulation is based on an age-dependent stochastic process. Cells within the population are characterised by their age (i.e. time elapsed since they were born). The age-dependent (oxygen-regulated) birth rate is given by a stochastic model of oxygen-dependent cell cycle progression. Once the birth rate is determined, we formulate an age-dependent birth-and-death process, which dictates the time evolution of the cell population. The population is under a feedback loop which controls its steady state size (carrying capacity): cells consume oxygen which in turn fuels cell proliferation. We show that our stochastic model of cell cycle progression allows for heterogeneity within the cell population induced by stochastic effects. Such heterogeneous behaviour is reflected in variations in the proliferation rate. Within this set-up, we have established three main results. First, we have shown that the age to the G1/S transition, which essentially determines the birth rate, exhibits a remarkably simple scaling behaviour. Besides the fact that this simple behaviour emerges from a rather complex model, this allows for a huge simplification of our numerical methodology. A further result is the observation that heterogeneous populations undergo an internal process of quasi-neutral competition. Finally, we investigated the effects of cell-cycle-phase dependent therapies (such as radiation therapy) on heterogeneous populations. In particular, we have studied the case in which the population contains a quiescent sub-population. Our mean-field analysis and numerical simulations confirm that, if the survival fraction of the therapy is too high, rescue of the quiescent population occurs. This gives rise to emergence of resistance to therapy since the rescued population is less sensitive to therapy. Copyright © 2016 The Authors. Published by Elsevier Ltd.. All rights reserved.

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

NASA Astrophysics Data System (ADS)

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

2014-10-01

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

Tuning Spatial Profiles of Selection Pressure to Modulate the Evolution of Drug Resistance

NASA Astrophysics Data System (ADS)

De Jong, Maxwell G.; Wood, Kevin B.

2018-06-01

Spatial heterogeneity plays an important role in the evolution of drug resistance. While recent studies have indicated that spatial gradients of selection pressure can accelerate resistance evolution, much less is known about evolution in more complex spatial profiles. Here we use a stochastic toy model of drug resistance to investigate how different spatial profiles of selection pressure impact the time to fixation of a resistant allele. Using mean first passage time calculations, we show that spatial heterogeneity accelerates resistance evolution when the rate of spatial migration is sufficiently large relative to mutation but slows fixation for small migration rates. Interestingly, there exists an intermediate regime—characterized by comparable rates of migration and mutation—in which the rate of fixation can be either accelerated or decelerated depending on the spatial profile, even when spatially averaged selection pressure remains constant. Finally, we demonstrate that optimal tuning of the spatial profile can dramatically slow the spread and fixation of resistant subpopulations, even in the absence of a fitness cost for resistance. Our results may lay the groundwork for optimized, spatially resolved drug dosing strategies for mitigating the effects of drug resistance.

Consistent nonlinear deterministic and stochastic evolution equations for deep to shallow water wave shoaling

NASA Astrophysics Data System (ADS)

Vrecica, Teodor; Toledo, Yaron

2015-04-01

One-dimensional deterministic and stochastic evolution equations are derived for the dispersive nonlinear waves while taking dissipation of energy into account. The deterministic nonlinear evolution equations are formulated using operational calculus by following the approach of Bredmose et al. (2005). Their formulation is extended to include the linear and nonlinear effects of wave dissipation due to friction and breaking. The resulting equation set describes the linear evolution of the velocity potential for each wave harmonic coupled by quadratic nonlinear terms. These terms describe the nonlinear interactions between triads of waves, which represent the leading-order nonlinear effects in the near-shore region. The equations are translated to the amplitudes of the surface elevation by using the approach of Agnon and Sheremet (1997) with the correction of Eldeberky and Madsen (1999). The only current possibility for calculating the surface gravity wave field over large domains is by using stochastic wave evolution models. Hence, the above deterministic model is formulated as a stochastic one using the method of Agnon and Sheremet (1997) with two types of stochastic closure relations (Benney and Saffman's, 1966, and Hollway's, 1980). These formulations cannot be applied to the common wave forecasting models without further manipulation, as they include a non-local wave shoaling coefficients (i.e., ones that require integration along the wave rays). Therefore, a localization method was applied (see Stiassnie and Drimer, 2006, and Toledo and Agnon, 2012). This process essentially extracts the local terms that constitute the mean nonlinear energy transfer while discarding the remaining oscillatory terms, which transfer energy back and forth. One of the main findings of this work is the understanding that the approximated non-local coefficients behave in two essentially different manners. In intermediate water depths these coefficients indeed consist of rapidly oscillating terms, but as the water depth becomes shallow they change to an exponential growth (or decay) behavior. Hence, the formerly used localization technique cannot be justified for the shallow water region. A new formulation is devised for the localization in shallow water, it approximates the nonlinear non-local shoaling coefficient in shallow water and matches it to the one fitting to the intermediate water region. This allows the model behavior to be consistent from deep water to intermediate depths and up to the shallow water regime. Various simulations of the model were performed for the cases of intermediate, and shallow water, overall the model was found to give good results in both shallow and intermediate water depths. The essential difference between the shallow and intermediate nonlinear shoaling physics is explained via the dominating class III Bragg resonances phenomenon. By inspecting the resonance conditions and the nature of the dispersion relation, it is shown that unlike in the intermediate water regime, in shallow water depths the formation of resonant interactions is possible without taking into account bottom components. References Agnon, Y. & Sheremet, A. 1997 Stochastic nonlinear shoaling of directional spectra. J. Fluid Mech. 345, 79-99. Benney, D. J. & Saffman, P. G. 1966 Nonlinear interactions of random waves. Proc. R. Soc. Lond. A 289, 301-321. Bredmose, H., Agnon, Y., Madsen, P.A. & Schaffer, H.A. 2005 Wave transformation models with exact second-order transfer. European J. of Mech. - B/Fluids 24 (6), 659-682. Eldeberky, Y. & Madsen, P. A. 1999 Deterministic and stochastic evolution equations for fully dispersive and weakly nonlinear waves. Coastal Engineering 38, 1-24. Kaihatu, J. M. & Kirby, J. T. 1995 Nonlinear transformation of waves in infinite water depth. Phys. Fluids 8, 175-188. Holloway, G. 1980 Oceanic internal waves are not weak waves. J. Phys. Oceanogr. 10, 906-914. Stiassnie, M. & Drimer, N. 2006 Prediction of long forcing waves for harbor agitation studies. J. of waterways, port, coastal and ocean engineering 132(3), 166-171. Toledo, Y. & Agnon, Y. 2012 Stochastic evolution equations with localized nonlinear shoaling coefficients. European J. of Mech. - B/Fluids 34, 13-18.

Tangent map intermittency as an approximate analysis of intermittency in a high dimensional fully stochastic dynamical system: The Tangled Nature model.

PubMed

Diaz-Ruelas, Alvaro; Jeldtoft Jensen, Henrik; Piovani, Duccio; Robledo, Alberto

2016-12-01

It is well known that low-dimensional nonlinear deterministic maps close to a tangent bifurcation exhibit intermittency and this circumstance has been exploited, e.g., by Procaccia and Schuster [Phys. Rev. A 28, 1210 (1983)], to develop a general theory of 1/f spectra. This suggests it is interesting to study the extent to which the behavior of a high-dimensional stochastic system can be described by such tangent maps. The Tangled Nature (TaNa) Model of evolutionary ecology is an ideal candidate for such a study, a significant model as it is capable of reproducing a broad range of the phenomenology of macroevolution and ecosystems. The TaNa model exhibits strong intermittency reminiscent of punctuated equilibrium and, like the fossil record of mass extinction, the intermittency in the model is found to be non-stationary, a feature typical of many complex systems. We derive a mean-field version for the evolution of the likelihood function controlling the reproduction of species and find a local map close to tangency. This mean-field map, by our own local approximation, is able to describe qualitatively only one episode of the intermittent dynamics of the full TaNa model. To complement this result, we construct a complete nonlinear dynamical system model consisting of successive tangent bifurcations that generates time evolution patterns resembling those of the full TaNa model in macroscopic scales. The switch from one tangent bifurcation to the next in the sequences produced in this model is stochastic in nature, based on criteria obtained from the local mean-field approximation, and capable of imitating the changing set of types of species and total population in the TaNa model. The model combines full deterministic dynamics with instantaneous parameter random jumps at stochastically drawn times. In spite of the limitations of our approach, which entails a drastic collapse of degrees of freedom, the description of a high-dimensional model system in terms of a low-dimensional one appears to be illuminating.

Modeling Day-to-day Flow Dynamics on Degradable Transport Network

PubMed Central

Gao, Bo; Zhang, Ronghui; Lou, Xiaoming

2016-01-01

Stochastic link capacity degradations are common phenomena in transport network which can cause travel time variations and further can affect travelers’ daily route choice behaviors. This paper formulates a deterministic dynamic model, to capture the day-to-day (DTD) flow evolution process in the presence of degraded link capacity degradations. The aggregated network flow dynamics are driven by travelers’ study of uncertain travel time and their choice of risky routes. This paper applies the exponential-smoothing filter to describe travelers’ study of travel time variations, and meanwhile formulates risk attitude parameter updating equation to reflect travelers’ endogenous risk attitude evolution schema. In addition, this paper conducts theoretical analyses to investigate several significant mathematical characteristics implied in the proposed DTD model, including fixed point existence, uniqueness, stability and irreversibility. Numerical experiments are used to demonstrate the effectiveness of the DTD model and verify some important dynamic system properties. PMID:27959903

On an aggregation in birth-and-death stochastic dynamics

NASA Astrophysics Data System (ADS)

Finkelshtein, Dmitri; Kondratiev, Yuri; Kutoviy, Oleksandr; Zhizhina, Elena

2014-06-01

We consider birth-and-death stochastic dynamics of particle systems with attractive interaction. The heuristic generator of the dynamics has a constant birth rate and density-dependent decreasing death rate. The corresponding statistical dynamics is constructed. Using the Vlasov-type scaling we derive the limiting mesoscopic evolution and prove that this evolution propagates chaos. We study a nonlinear non-local kinetic equation for the first correlation function (density of population). The existence of uniformly bounded solutions as well as solutions growing inside of a bounded domain and expanding in the space are shown. These solutions describe two regimes in the mesoscopic system: regulation and aggregation.

Exact lower and upper bounds on stationary moments in stochastic biochemical systems

NASA Astrophysics Data System (ADS)

Ghusinga, Khem Raj; Vargas-Garcia, Cesar A.; Lamperski, Andrew; Singh, Abhyudai

2017-08-01

In the stochastic description of biochemical reaction systems, the time evolution of statistical moments for species population counts is described by a linear dynamical system. However, except for some ideal cases (such as zero- and first-order reaction kinetics), the moment dynamics is underdetermined as lower-order moments depend upon higher-order moments. Here, we propose a novel method to find exact lower and upper bounds on stationary moments for a given arbitrary system of biochemical reactions. The method exploits the fact that statistical moments of any positive-valued random variable must satisfy some constraints that are compactly represented through the positive semidefiniteness of moment matrices. Our analysis shows that solving moment equations at steady state in conjunction with constraints on moment matrices provides exact lower and upper bounds on the moments. These results are illustrated by three different examples—the commonly used logistic growth model, stochastic gene expression with auto-regulation and an activator-repressor gene network motif. Interestingly, in all cases the accuracy of the bounds is shown to improve as moment equations are expanded to include higher-order moments. Our results provide avenues for development of approximation methods that provide explicit bounds on moments for nonlinear stochastic systems that are otherwise analytically intractable.

Using machine learning to explore the long-term evolution of GRS 1915+105

NASA Astrophysics Data System (ADS)

Huppenkothen, Daniela; Heil, Lucy M.; Hogg, David W.; Mueller, Andreas

2017-04-01

Among the population of known Galactic black hole X-ray binaries, GRS 1915+105 stands out in multiple ways. It has been in continuous outburst since 1992, and has shown a wide range of different states that can be distinguished by their timing and spectral properties. These states, also observed in IGR J17091-3624, have in the past been linked to accretion dynamics. Here, we present the first comprehensive study into the long-term evolution of GRS 1915+105, using the entire data set observed with Rossi X-ray Timing Explorer over its 16-yr lifetime. We develop a set of descriptive features allowing for automatic separation of states, and show that supervised machine learning in the form of logistic regression and random forests can be used to efficiently classify the entire data set. For the first time, we explore the duty cycle and time evolution of states over the entire 16-yr time span, and find that the temporal distribution of states has likely changed over the span of the observations. We connect the machine classification with physical interpretations of the phenomenology in terms of chaotic and stochastic processes.

Stochastic population dynamics under resource constraints

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

Gavane, Ajinkya S., E-mail: ajinkyagavane@gmail.com; Nigam, Rahul, E-mail: rahul.nigam@hyderabad.bits-pilani.ac.in

This paper investigates the population growth of a certain species in which every generation reproduces thrice over a period of predefined time, under certain constraints of resources needed for survival of population. We study the survival period of a species by randomizing the reproduction probabilities within a window at same predefined ages and the resources are being produced by the working force of the population at a variable rate. This randomness in the reproduction rate makes the population growth stochastic in nature and one cannot predict the exact form of evolution. Hence we study the growth by running simulations formore » such a population and taking an ensemble averaged over 500 to 5000 such simulations as per the need. While the population reproduces in a stochastic manner, we have implemented a constraint on the amount of resources available for the population. This is important to make the simulations more realistic. The rate of resource production then is tuned to find the rate which suits the survival of the species. We also compute the mean life time of the species corresponding to different resource production rate. Study for these outcomes in the parameter space defined by the reproduction probabilities and rate of resource production is carried out.« less

Method of conditional moments (MCM) for the Chemical Master Equation: a unified framework for the method of moments and hybrid stochastic-deterministic models.

PubMed

Hasenauer, J; Wolf, V; Kazeroonian, A; Theis, F J

2014-09-01

The time-evolution of continuous-time discrete-state biochemical processes is governed by the Chemical Master Equation (CME), which describes the probability of the molecular counts of each chemical species. As the corresponding number of discrete states is, for most processes, large, a direct numerical simulation of the CME is in general infeasible. In this paper we introduce the method of conditional moments (MCM), a novel approximation method for the solution of the CME. The MCM employs a discrete stochastic description for low-copy number species and a moment-based description for medium/high-copy number species. The moments of the medium/high-copy number species are conditioned on the state of the low abundance species, which allows us to capture complex correlation structures arising, e.g., for multi-attractor and oscillatory systems. We prove that the MCM provides a generalization of previous approximations of the CME based on hybrid modeling and moment-based methods. Furthermore, it improves upon these existing methods, as we illustrate using a model for the dynamics of stochastic single-gene expression. This application example shows that due to the more general structure, the MCM allows for the approximation of multi-modal distributions.

The role of phase dynamics in a stochastic model of a passively advected scalar

NASA Astrophysics Data System (ADS)

Moradi, Sara; Anderson, Johan

2016-05-01

Collective synchronous motion of the phases is introduced in a model for the stochastic passive advection-diffusion of a scalar with external forcing. The model for the phase coupling dynamics follows the well known Kuramoto model paradigm of limit-cycle oscillators. The natural frequencies in the Kuramoto model are assumed to obey a given scale dependence through a dispersion relation of the drift-wave form -βk/1 +k2 , where β is a constant representing the typical strength of the gradient. The present aim is to study the importance of collective phase dynamics on the characteristic time evolution of the fluctuation energy and the formation of coherent structures. Our results show that the assumption of a fully stochastic phase state of turbulence is more relevant for high values of β, where we find that the energy spectrum follows a k-7 /2 scaling. Whereas for lower β there is a significant difference between a-synchronised and synchronised phase states, one could expect the formation of coherent modulations in the latter case.

A practical approach to calculate the time evolutions of magnetic field effects on photochemical reactions in nano-structured materials.

PubMed

Yago, Tomoaki; Wakasa, Masanobu

2015-04-21

A practical method to calculate time evolutions of magnetic field effects (MFEs) on photochemical reactions involving radical pairs is developed on the basis of the theory of the chemically induced dynamic spin polarization proposed by Pedersen and Freed. In theory, the stochastic Liouville equation (SLE), including the spin Hamiltonian, diffusion motions of the radical pair, chemical reactions, and spin relaxations, is solved by using the Laplace and the inverse Laplace transformation technique. In our practical approach, time evolutions of the MFEs are successfully calculated by applying the Miller-Guy method instead of the final value theorem to the inverse Laplace transformation process. Especially, the SLE calculations are completed in a short time when the radical pair dynamics can be described by the chemical kinetics consisting of diffusions, reactions and spin relaxations. The SLE analysis with a short calculation time enables one to examine the various parameter sets for fitting the experimental date. Our study demonstrates that simultaneous fitting of the time evolution of the MFE and of the magnetic field dependence of the MFE provides valuable information on the diffusion motions of the radical pairs in nano-structured materials such as micelles where the lifetimes of radical pairs are longer than hundreds of nano-seconds and the magnetic field dependence of the spin relaxations play a major role for the generation of the MFE.

The contribution of statistical physics to evolutionary biology.

PubMed

de Vladar, Harold P; Barton, Nicholas H

2011-08-01

Evolutionary biology shares many concepts with statistical physics: both deal with populations, whether of molecules or organisms, and both seek to simplify evolution in very many dimensions. Often, methodologies have undergone parallel and independent development, as with stochastic methods in population genetics. Here, we discuss aspects of population genetics that have embraced methods from physics: non-equilibrium statistical mechanics, travelling waves and Monte-Carlo methods, among others, have been used to study polygenic evolution, rates of adaptation and range expansions. These applications indicate that evolutionary biology can further benefit from interactions with other areas of statistical physics; for example, by following the distribution of paths taken by a population through time. Copyright © 2011 Elsevier Ltd. All rights reserved.

Effect of Inherited Genetic Information on Stochastic Predator-Prey Model

NASA Astrophysics Data System (ADS)

Duda, Artur; Dyś, Paweł; Nowicka, Alekandra; Dudek, Mirosław R.

We discuss the Lotka-Volterra dynamics of two populations, preys and predators, in the case when the predators posses a genetic information. The genetic information is inherited according to the rules of the Penna model of genetic evolution. Each individual of the predator population is uniquely determined by sex, genotype and phenotype. In our case, the genes are represented by 8-bit integers and the phenotypes are defined with the help of the 8-state Potts model Hamiltonian. We showed that during time evolution, the population of the predators can experience a series of dynamical phase transitions which are connected with the different types of the dominant phenotypes present in the population.

Computation of direct and inverse mutations with the SEGM web server (Stochastic Evolution of Genetic Motifs): an application to splice sites of human genome introns.

PubMed

Benard, Emmanuel; Michel, Christian J

2009-08-01

We present here the SEGM web server (Stochastic Evolution of Genetic Motifs) in order to study the evolution of genetic motifs both in the direct evolutionary sense (past-present) and in the inverse evolutionary sense (present-past). The genetic motifs studied can be nucleotides, dinucleotides and trinucleotides. As an example of an application of SEGM and to understand its functionalities, we give an analysis of inverse mutations of splice sites of human genome introns. SEGM is freely accessible at http://lsiit-bioinfo.u-strasbg.fr:8080/webMathematica/SEGM/SEGM.html directly or by the web site http://dpt-info.u-strasbg.fr/~michel/. To our knowledge, this SEGM web server is to date the only computational biology software in this evolutionary approach.

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.

A Simplified Treatment of Brownian Motion and Stochastic Differential Equations Arising in Financial Mathematics

ERIC Educational Resources Information Center

Parlar, Mahmut

2004-01-01

Brownian motion is an important stochastic process used in modelling the random evolution of stock prices. In their 1973 seminal paper--which led to the awarding of the 1997 Nobel prize in Economic Sciences--Fischer Black and Myron Scholes assumed that the random stock price process is described (i.e., generated) by Brownian motion. Despite its…

Dynamically orthogonal field equations for stochastic flows and particle dynamics

DTIC Science & Technology

2011-02-01

where uncertainty ‘lives’ as well as a system of Stochastic Di erential Equations that de nes how the uncertainty evolves in the time varying stochastic ... stochastic dynamical component that are both time and space dependent, we derive a system of field equations consisting of a Partial Differential Equation...a system of Stochastic Differential Equations that defines how the stochasticity evolves in the time varying stochastic subspace. These new

Efficient Constant-Time Complexity Algorithm for Stochastic Simulation of Large Reaction Networks.

PubMed

Thanh, Vo Hong; Zunino, Roberto; Priami, Corrado

2017-01-01

Exact stochastic simulation is an indispensable tool for a quantitative study of biochemical reaction networks. The simulation realizes the time evolution of the model by randomly choosing a reaction to fire and update the system state according to a probability that is proportional to the reaction propensity. Two computationally expensive tasks in simulating large biochemical networks are the selection of next reaction firings and the update of reaction propensities due to state changes. We present in this work a new exact algorithm to optimize both of these simulation bottlenecks. Our algorithm employs the composition-rejection on the propensity bounds of reactions to select the next reaction firing. The selection of next reaction firings is independent of the number reactions while the update of propensities is skipped and performed only when necessary. It therefore provides a favorable scaling for the computational complexity in simulating large reaction networks. We benchmark our new algorithm with the state of the art algorithms available in literature to demonstrate its applicability and efficiency.

Delay chemical master equation: direct and closed-form solutions

PubMed Central

Leier, Andre; Marquez-Lago, Tatiana T.

2015-01-01

The stochastic simulation algorithm (SSA) describes the time evolution of a discrete nonlinear Markov process. This stochastic process has a probability density function that is the solution of a differential equation, commonly known as the chemical master equation (CME) or forward-Kolmogorov equation. In the same way that the CME gives rise to the SSA, and trajectories of the latter are exact with respect to the former, trajectories obtained from a delay SSA are exact representations of the underlying delay CME (DCME). However, in contrast to the CME, no closed-form solutions have so far been derived for any kind of DCME. In this paper, we describe for the first time direct and closed solutions of the DCME for simple reaction schemes, such as a single-delayed unimolecular reaction as well as chemical reactions for transcription and translation with delayed mRNA maturation. We also discuss the conditions that have to be met such that such solutions can be derived. PMID:26345616

Delay chemical master equation: direct and closed-form solutions.

PubMed

Leier, Andre; Marquez-Lago, Tatiana T

2015-07-08

The stochastic simulation algorithm (SSA) describes the time evolution of a discrete nonlinear Markov process. This stochastic process has a probability density function that is the solution of a differential equation, commonly known as the chemical master equation (CME) or forward-Kolmogorov equation. In the same way that the CME gives rise to the SSA, and trajectories of the latter are exact with respect to the former, trajectories obtained from a delay SSA are exact representations of the underlying delay CME (DCME). However, in contrast to the CME, no closed-form solutions have so far been derived for any kind of DCME. In this paper, we describe for the first time direct and closed solutions of the DCME for simple reaction schemes, such as a single-delayed unimolecular reaction as well as chemical reactions for transcription and translation with delayed mRNA maturation. We also discuss the conditions that have to be met such that such solutions can be derived.

Fish Processed Production Planning Using Integer Stochastic Programming Model

NASA Astrophysics Data System (ADS)

Firmansyah, Mawengkang, Herman

2011-06-01

Fish and its processed products are the most affordable source of animal protein in the diet of most people in Indonesia. The goal in production planning is to meet customer demand over a fixed time horizon divided into planning periods by optimizing the trade-off between economic objectives such as production cost and customer satisfaction level. The major decisions are production and inventory levels for each product and the number of workforce in each planning period. In this paper we consider the management of small scale traditional business at North Sumatera Province which performs processing fish into several local seafood products. The inherent uncertainty of data (e.g. demand, fish availability), together with the sequential evolution of data over time leads the production planning problem to a nonlinear mixed-integer stochastic programming model. We use scenario generation based approach and feasible neighborhood search for solving the model. The results which show the amount of each fish processed product and the number of workforce needed in each horizon planning are presented.

Option pricing for stochastic volatility model with infinite activity Lévy jumps

NASA Astrophysics Data System (ADS)

Gong, Xiaoli; Zhuang, Xintian

2016-08-01

The purpose of this paper is to apply the stochastic volatility model driven by infinite activity Lévy processes to option pricing which displays infinite activity jumps behaviors and time varying volatility that is consistent with the phenomenon observed in underlying asset dynamics. We specially pay attention to three typical Lévy processes that replace the compound Poisson jumps in Bates model, aiming to capture the leptokurtic feature in asset returns and volatility clustering effect in returns variance. By utilizing the analytical characteristic function and fast Fourier transform technique, the closed form formula of option pricing can be derived. The intelligent global optimization search algorithm called Differential Evolution is introduced into the above highly dimensional models for parameters calibration so as to improve the calibration quality of fitted option models. Finally, we perform empirical researches using both time series data and options data on financial markets to illustrate the effectiveness and superiority of the proposed method.

Stability of Zero-Sum Games in Evolutionary Game Theory

NASA Astrophysics Data System (ADS)

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

2014-03-01

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

Black-Scholes model under subordination

NASA Astrophysics Data System (ADS)

Stanislavsky, A. A.

2003-02-01

In this paper, we consider a new mathematical extension of the Black-Scholes (BS) model in which the stochastic time and stock share price evolution is described by two independent random processes. The parent process is Brownian, and the directing process is inverse to the totally skewed, strictly α-stable process. The subordinated process represents the Brownian motion indexed by an independent, continuous and increasing process. This allows us to introduce the long-term memory effects in the classical BS model.

Stochastic tools hidden behind the empirical dielectric relaxation laws

NASA Astrophysics Data System (ADS)

Stanislavsky, Aleksander; Weron, Karina

2017-03-01

The paper is devoted to recent advances in stochastic modeling of anomalous kinetic processes observed in dielectric materials which are prominent examples of disordered (complex) systems. Theoretical studies of dynamical properties of ‘structures with variations’ (Goldenfield and Kadanoff 1999 Science 284 87-9) require application of such mathematical tools—by means of which their random nature can be analyzed and, independently of the details distinguishing various systems (dipolar materials, glasses, semiconductors, liquid crystals, polymers, etc), the empirical universal kinetic patterns can be derived. We begin with a brief survey of the historical background of the dielectric relaxation study. After a short outline of the theoretical ideas providing the random tools applicable to modeling of relaxation phenomena, we present probabilistic implications for the study of the relaxation-rate distribution models. In the framework of the probability distribution of relaxation rates we consider description of complex systems, in which relaxing entities form random clusters interacting with each other and single entities. Then we focus on stochastic mechanisms of the relaxation phenomenon. We discuss the diffusion approach and its usefulness for understanding of anomalous dynamics of relaxing systems. We also discuss extensions of the diffusive approach to systems under tempered random processes. Useful relationships among different stochastic approaches to the anomalous dynamics of complex systems allow us to get a fresh look at this subject. The paper closes with a final discussion on achievements of stochastic tools describing the anomalous time evolution of complex systems.

Studies of concentration and temperature dependences of precipitation kinetics in iron-copper alloys using kinetic Monte Carlo and stochastic statistical simulations

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

Khromov, K. Yu.; Vaks, V. G., E-mail: vaks@mbslab.kiae.ru; Zhuravlev, I. A.

2013-02-15

The previously developed ab initio model and the kinetic Monte Carlo method (KMCM) are used to simulate precipitation in a number of iron-copper alloys with different copper concentrations x and temperatures T. The same simulations are also made using an improved version of the previously suggested stochastic statistical method (SSM). The results obtained enable us to make a number of general conclusions about the dependences of the decomposition kinetics in Fe-Cu alloys on x and T. We also show that the SSM usually describes the precipitation kinetics in good agreement with the KMCM, and using the SSM in conjunction withmore » the KMCM allows extending the KMC simulations to the longer evolution times. The results of simulations seem to agree with available experimental data for Fe-Cu alloys within statistical errors of simulations and the scatter of experimental results. Comparison of simulation results with experiments for some multicomponent Fe-Cu-based alloys allows making certain conclusions about the influence of alloying elements in these alloys on the precipitation kinetics at different stages of evolution.« less

A novel procedure for the identification of chaos in complex biological systems

NASA Astrophysics Data System (ADS)

Bazeia, D.; Pereira, M. B. P. N.; Brito, A. V.; Oliveira, B. F. De; Ramos, J. G. G. S.

2017-03-01

We demonstrate the presence of chaos in stochastic simulations that are widely used to study biodiversity in nature. The investigation deals with a set of three distinct species that evolve according to the standard rules of mobility, reproduction and predation, with predation following the cyclic rules of the popular rock, paper and scissors game. The study uncovers the possibility to distinguish between time evolutions that start from slightly different initial states, guided by the Hamming distance which heuristically unveils the chaotic behavior. The finding opens up a quantitative approach that relates the correlation length to the average density of maxima of a typical species, and an ensemble of stochastic simulations is implemented to support the procedure. The main result of the work shows how a single and simple experimental realization that counts the density of maxima associated with the chaotic evolution of the species serves to infer its correlation length. We use the result to investigate others distinct complex systems, one dealing with a set of differential equations that can be used to model a diversity of natural and artificial chaotic systems, and another one, focusing on the ocean water level.

A non-linear dimension reduction methodology for generating data-driven stochastic input models

NASA Astrophysics Data System (ADS)

Ganapathysubramanian, Baskar; Zabaras, Nicholas

2008-06-01

Stochastic analysis of random heterogeneous media (polycrystalline materials, porous media, functionally graded materials) provides information of significance only if realistic input models of the topology and property variations are used. This paper proposes a framework to construct such input stochastic models for the topology and thermal diffusivity variations in heterogeneous media using a data-driven strategy. Given a set of microstructure realizations (input samples) generated from given statistical information about the medium topology, the framework constructs a reduced-order stochastic representation of the thermal diffusivity. This problem of constructing a low-dimensional stochastic representation of property variations is analogous to the problem of manifold learning and parametric fitting of hyper-surfaces encountered in image processing and psychology. Denote by M the set of microstructures that satisfy the given experimental statistics. A non-linear dimension reduction strategy is utilized to map M to a low-dimensional region, A. We first show that M is a compact manifold embedded in a high-dimensional input space Rn. An isometric mapping F from M to a low-dimensional, compact, connected set A⊂Rd(d≪n) is constructed. Given only a finite set of samples of the data, the methodology uses arguments from graph theory and differential geometry to construct the isometric transformation F:M→A. Asymptotic convergence of the representation of M by A is shown. This mapping F serves as an accurate, low-dimensional, data-driven representation of the property variations. The reduced-order model of the material topology and thermal diffusivity variations is subsequently used as an input in the solution of stochastic partial differential equations that describe the evolution of dependant variables. A sparse grid collocation strategy (Smolyak algorithm) is utilized to solve these stochastic equations efficiently. We showcase the methodology by constructing low-dimensional input stochastic models to represent thermal diffusivity in two-phase microstructures. This model is used in analyzing the effect of topological variations of two-phase microstructures on the evolution of temperature in heat conduction processes.

Intrinsic noise analysis and stochastic simulation on transforming growth factor beta signal pathway

NASA Astrophysics Data System (ADS)

Wang, Lu; Ouyang, Qi

2010-10-01

A typical biological cell lives in a small volume at room temperature; the noise effect on the cell signal transduction pathway may play an important role in its dynamics. Here, using the transforming growth factor-β signal transduction pathway as an example, we report our stochastic simulations of the dynamics of the pathway and introduce a linear noise approximation method to calculate the transient intrinsic noise of pathway components. We compare the numerical solutions of the linear noise approximation with the statistic results of chemical Langevin equations, and find that they are quantitatively in agreement with the other. When transforming growth factor-β dose decreases to a low level, the time evolution of noise fluctuation of nuclear Smad2—Smad4 complex indicates the abnormal enhancement in the transient signal activation process.

A New Framework For The Evolution of Terrestrial Planets: Bi-stability, Stochastic Effects, and the Non-Uniqueness of Tectonic States

NASA Astrophysics Data System (ADS)

Weller, M. B.; Lenardic, A.

2017-12-01

Of all the Solar System bodies, the Earth is the only one for which significant observation and constraints are accessible such that they can be used to discriminate between competing models of Earth's tectonic evolution. Therefore, it is a natural tendency to use these observations to inform more general models of planetary evolution. Yet, our understating of Earth's evolution is far from complete. Geodynamic and geochemical evidence suggests that plate tectonics may not have operated on the early Earth, with both the timing of its onset and the length of its activity far from certain. In recent years, the potential of tectonic bi-stability (multiple stable, energetically allowed solutions) has been shown to be dynamically viable, both from analytical analysis and through numeric experiments in two and three dimensions. The indication is that multiple tectonic modes may operate on a single planetary body at different times within its temporal evolution. Further, there exists the potential that feedback mechanisms between the internal dynamics and surface processes (e.g., surface temperature changes driven by long term climate evolution), acting at different thermal evolution times, can cause terrestrial worlds to alternate between multiple tectonic states over giga-year timescales. Implied here is that terrestrial planets have the potential to migrate through tectonic regimes at similar `thermal evolutionary times' - points were planets have a similar bulk mantle temperature and energies -, but at very different `temporal times' - time since planetary formation. It can then be shown that identical planets at similar stages of their evolution may exhibit different tectonic regimes due to random fluctuations. A new framework of planetary evolution that moves toward probabilistic arguments based on general physical principals, as opposed to particular rheologies, and incorporates the potential of tectonic regime transitions and multiple tectonics states being viable at equivalent physical and chemical conditions, will be discussed.

Time-dependent solutions for a stochastic model of gene expression with molecule production in the form of a compound Poisson process.

PubMed

Jędrak, Jakub; Ochab-Marcinek, Anna

2016-09-01

We study a stochastic model of gene expression, in which protein production has a form of random bursts whose size distribution is arbitrary, whereas protein decay is a first-order reaction. We find exact analytical expressions for the time evolution of the cumulant-generating function for the most general case when both the burst size probability distribution and the model parameters depend on time in an arbitrary (e.g., oscillatory) manner, and for arbitrary initial conditions. We show that in the case of periodic external activation and constant protein degradation rate, the response of the gene is analogous to the resistor-capacitor low-pass filter, where slow oscillations of the external driving have a greater effect on gene expression than the fast ones. We also demonstrate that the nth cumulant of the protein number distribution depends on the nth moment of the burst size distribution. We use these results to show that different measures of noise (coefficient of variation, Fano factor, fractional change of variance) may vary in time in a different manner. Therefore, any biological hypothesis of evolutionary optimization based on the nonmonotonic dependence of a chosen measure of noise on time must justify why it assumes that biological evolution quantifies noise in that particular way. Finally, we show that not only for exponentially distributed burst sizes but also for a wider class of burst size distributions (e.g., Dirac delta and gamma) the control of gene expression level by burst frequency modulation gives rise to proportional scaling of variance of the protein number distribution to its mean, whereas the control by amplitude modulation implies proportionality of protein number variance to the mean squared.

Post-Newtonian evolution of massive black hole triplets in galactic nuclei - III. A robust lower limit to the nHz stochastic background of gravitational waves

NASA Astrophysics Data System (ADS)

Bonetti, Matteo; Sesana, Alberto; Barausse, Enrico; Haardt, Francesco

2018-06-01

Inspiraling massive black hole binaries (MBHBs) forming in the aftermath of galaxy mergers are expected to be the loudest gravitational-wave (GW) sources relevant for pulsar-timing arrays (PTAs) at nHz frequencies. The incoherent overlap of signals from a cosmic population of MBHBs gives rise to a stochastic GW background (GWB) with characteristic strain around hc ˜ 10-15 at a reference frequency of 1 yr-1, although uncertainties around this value are large. Current PTAs are piercing into the GW amplitude range predicted by MBHB-population models, but no detection has been reported so far. To assess the future success prospects of PTA experiments, it is therefore important to estimate the minimum GWB level consistent with our current understanding of the formation and evolution of galaxies and massive black holes (MBHs). To this purpose, we couple a semi-analytic model of galaxy evolution and an extensive study of the statistical outcome of triple MBH interactions. We show that even in the most pessimistic scenario where all MBHBs stall before entering the GW-dominated regime, triple interactions resulting from subsequent galaxy mergers inevitably drive a considerable fraction of the MBHB population to coalescence. At frequencies relevant for PTA, the resulting GWB is only a factor of 2-3 suppressed compared to a fiducial model where binaries are allowed to merge over Gyr time-scales . Coupled with current estimates of the expected GWB amplitude range, our findings suggest that the minimum GWB from cosmic MBHBs is unlikely to be lower than hc ˜ 10-16 (at f = 1 yr-1), well within the expected sensitivity of projected PTAs based on future observations with FAST, MeerKAT, and SKA.

Two Stochastic Phases of Tick-wise Price Fluctuation and the Price Prediction Generator

NASA Astrophysics Data System (ADS)

Tanaka-Yamawaki, Mieko; Tokuoka, Seiji

2007-07-01

We report in this paper the existence of two different stochastic phases in the tick-wise price fluctuations. Based on this observation, we improve our old method of developing the evolutional strategy to predict the direction of the tick-wise price movements. We obtain a stable predictive power even in the region where the old method had a difficulty.

Stochastic modeling of Lagrangian accelerations

NASA Astrophysics Data System (ADS)

Reynolds, Andy

2002-11-01

It is shown how Sawford's second-order Lagrangian stochastic model (Phys. Fluids A 3, 1577-1586, 1991) for fluid-particle accelerations can be combined with a model for the evolution of the dissipation rate (Pope and Chen, Phys. Fluids A 2, 1437-1449, 1990) to produce a Lagrangian stochastic model that is consistent with both the measured distribution of Lagrangian accelerations (La Porta et al., Nature 409, 1017-1019, 2001) and Kolmogorov's similarity theory. The later condition is found not to be satisfied when a constant dissipation rate is employed and consistency with prescribed acceleration statistics is enforced through fulfilment of a well-mixed condition.

Provably unbounded memory advantage in stochastic simulation using quantum mechanics

NASA Astrophysics Data System (ADS)

Garner, Andrew J. P.; Liu, Qing; Thompson, Jayne; Vedral, Vlatko; Gu, mile

2017-10-01

Simulating the stochastic evolution of real quantities on a digital computer requires a trade-off between the precision to which these quantities are approximated, and the memory required to store them. The statistical accuracy of the simulation is thus generally limited by the internal memory available to the simulator. Here, using tools from computational mechanics, we show that quantum processors with a fixed finite memory can simulate stochastic processes of real variables to arbitrarily high precision. This demonstrates a provable, unbounded memory advantage that a quantum simulator can exhibit over its best possible classical counterpart.

Driven-dissipative quantum Monte Carlo method for open quantum systems

NASA Astrophysics Data System (ADS)

Nagy, Alexandra; Savona, Vincenzo

2018-05-01

We develop a real-time full configuration-interaction quantum Monte Carlo approach to model driven-dissipative open quantum systems with Markovian system-bath coupling. The method enables stochastic sampling of the Liouville-von Neumann time evolution of the density matrix thanks to a massively parallel algorithm, thus providing estimates of observables on the nonequilibrium steady state. We present the underlying theory and introduce an initiator technique and importance sampling to reduce the statistical error. Finally, we demonstrate the efficiency of our approach by applying it to the driven-dissipative two-dimensional X Y Z spin-1/2 model on a lattice.

Relevance of phenotypic noise to adaptation and evolution.

PubMed

Kaneko, K; Furusawa, C

2008-09-01

Biological processes are inherently noisy, as highlighted in recent measurements of stochasticity in gene expression. Here, the authors show that such phenotypic noise is essential to the adaptation of organisms to a variety of environments and also to the evolution of robustness against mutations. First, the authors show that for any growing cell showing stochastic gene expression, the adaptive cellular state is inevitably selected by noise, without the use of a specific signal transduction network. In general, changes in any protein concentration in a cell are products of its synthesis minus dilution and degradation, both of which are proportional to the rate of cell growth. In an adaptive state, both the synthesis and dilution terms of proteins are large, and so the adaptive state is less affected by stochasticity in gene expression, whereas for a non-adaptive state, both terms are smaller, and so cells are easily knocked out of their original state by noise. This leads to a novel, generic mechanism for the selection of adaptive states. The authors have confirmed this selection by model simulations. Secondly, the authors consider the evolution of gene networks to acquire robustness of the phenotype against noise and mutation. Through simulations using a simple stochastic gene expression network that undergoes mutation and selection, the authors show that a threshold level of noise in gene expression is required for the network to acquire both types of robustness. The results reveal how the noise that cells encounter during growth and development shapes any network's robustness, not only to noise but also to mutations. The authors also establish a relationship between developmental and mutational robustness.

Stochastic modeling of mode interactions via linear parabolized stability equations

NASA Astrophysics Data System (ADS)

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

2017-11-01

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

Evolution of damage during deformation in porous granular materials (Louis Néel Medal Lecture)

NASA Astrophysics Data System (ADS)

Main, Ian

2014-05-01

'Crackling noise' occurs in a wide variety of systems that respond to external forcing in an intermittent way, leading to sudden bursts of energy release similar to those heard when crunching up a piece of paper or listening to a fire. In mineral magnetism ('Barkhausen') crackling noise occurs due to sudden changes in the size and orientation of microscopic ferromagnetic domains when the external magnetic field is changed. In rock physics sudden changes in internal stress associated with microscopically brittle failure events lead to acoustic emissions that can be recorded on the sample boundary, and used to infer the state of internal damage. Crackling noise is inherently stochastic, but the population of events often exhibits remarkably robust scaling properties, in terms of the source area, duration, energy, and in the waiting time between events. Here I describe how these scaling properties emerge and evolve spontaneously in a fully-dynamic discrete element model of sedimentary rocks subject to uniaxial compression at a constant strain rate. The discrete elements have structural disorder similar to that of a real rock, and this is the only source of heterogeneity. Despite the stationary loading and the lack of any time-dependent weakening processes, the results are all characterized by emergent power law distributions over a broad range of scales, in agreement with experimental observation. As deformation evolves, the scaling exponents change systematically in a way that is similar to the evolution of damage in experiments on real sedimentary rocks. The potential for real-time failure forecasting is examined by using synthetic and real data from laboratory tests and prior to volcanic eruptions. The combination of non-linearity and an irreducible stochastic component leads to significant variations in the precision and accuracy of the forecast failure time, leading to a significant proportion of 'false alarms' (forecast too early) and 'missed events' (forecast too late), as well as an over-optimistic assessments of forecasting power and quality when the failure time is known (the 'benefit of hindsight'). The evolution becomes progressively more complex, and the forecasting power diminishes, in going from ideal synthetics to controlled laboratory tests to open natural systems at larger scales in space and time.

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 Feshbach Projection for the Dynamics of Open Quantum Systems

NASA Astrophysics Data System (ADS)

Link, Valentin; Strunz, Walter T.

2017-11-01

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

Evolutionary stability concepts in a stochastic environment

NASA Astrophysics Data System (ADS)

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

2017-09-01

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

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.

On the instability of wave-fields with JONSWAP spectra to inhomogeneous disturbances, and the consequent long-time evolution

NASA Astrophysics Data System (ADS)

Ribal, A.; Stiassnie, M.; Babanin, A.; Young, I.

2012-04-01

The instability of two-dimensional wave-fields and its subsequent evolution in time are studied by means of the Alber equation for narrow-banded random surface-waves in deep water subject to inhomogeneous disturbances. A linear partial differential equation (PDE) is obtained after applying an inhomogeneous disturbance to the Alber's equation and based on the solution of this PDE, the instability of the ocean wave surface is studied for a JONSWAP spectrum, which is a realistic ocean spectrum with variable directional spreading and steepness. The steepness of the JONSWAP spectrum depends on γ and α which are the peak-enhancement factor and energy scale of the spectrum respectively and it is found that instability depends on the directional spreading, α and γ. Specifically, if the instability stops due to the directional spreading, increase of the steepness by increasing α or γ can reactivate it. This result is in qualitative agreement with the recent large-scale experiment and new theoretical results. In the instability area of α-γ plane, a long-time evolution has been simulated by integrating Alber's equation numerically and recurrent evolution is obtained which is the stochastic counterpart of the Fermi-Pasta-Ulam recurrence obtained for the cubic Schrödinger equation.

Stochastic YORP On Real Asteroid Shapes

NASA Astrophysics Data System (ADS)

McMahon, Jay W.

2015-05-01

Since its theoretical foundation and subsequent observational verification, the YORP effect has been understood to be a fundamental process that controls the evolution of small asteroids in the inner solar system. In particular, the coupling of the YORP and Yarkovsky effects are hypothesized to be largely responsible for the transport of asteroids from the main belt to the inner solar system populations. Furthermore, the YORP effect is thought to lead to rotational fission of small asteroids, which leads to the creation of multiple asteroid systems, contact binary asteroids, and asteroid pairs. However recent studies have called into question the ability of YORP to produce these results. In particular, the high sensitivity of the YORP coefficients to variations in the shape of an asteroid, combined with the possibility of a changing shape due to YORP accelerated spin rates can combine to create a stochastic YORP coefficient which can arrest or change the evolution of a small asteroid's spin state. In this talk, initial results are presented from new simulations which comprehensively model the stochastic YORP process. Shape change is governed by the surface slopes on radar based asteroid shape models, where the highest slope regions change first. The investigation of the modification of YORP coefficients and subsequent spin state evolution as a result of this dynamically influenced shape change is presented and discussed.

Global dynamics of a stochastic neuronal oscillator

NASA Astrophysics Data System (ADS)

Yamanobe, Takanobu

2013-11-01

Nonlinear oscillators have been used to model neurons that fire periodically in the absence of input. These oscillators, which are called neuronal oscillators, share some common response structures with other biological oscillations such as cardiac cells. In this study, we analyze the dependence of the global dynamics of an impulse-driven stochastic neuronal oscillator on the relaxation rate to the limit cycle, the strength of the intrinsic noise, and the impulsive input parameters. To do this, we use a Markov operator that both reflects the density evolution of the oscillator and is an extension of the phase transition curve, which describes the phase shift due to a single isolated impulse. Previously, we derived the Markov operator for the finite relaxation rate that describes the dynamics of the entire phase plane. Here, we construct a Markov operator for the infinite relaxation rate that describes the stochastic dynamics restricted to the limit cycle. In both cases, the response of the stochastic neuronal oscillator to time-varying impulses is described by a product of Markov operators. Furthermore, we calculate the number of spikes between two consecutive impulses to relate the dynamics of the oscillator to the number of spikes per unit time and the interspike interval density. Specifically, we analyze the dynamics of the number of spikes per unit time based on the properties of the Markov operators. Each Markov operator can be decomposed into stationary and transient components based on the properties of the eigenvalues and eigenfunctions. This allows us to evaluate the difference in the number of spikes per unit time between the stationary and transient responses of the oscillator, which we show to be based on the dependence of the oscillator on past activity. Our analysis shows how the duration of the past neuronal activity depends on the relaxation rate, the noise strength, and the impulsive input parameters.

Global dynamics of a stochastic neuronal oscillator.

PubMed

Yamanobe, Takanobu

2013-11-01

Nonlinear oscillators have been used to model neurons that fire periodically in the absence of input. These oscillators, which are called neuronal oscillators, share some common response structures with other biological oscillations such as cardiac cells. In this study, we analyze the dependence of the global dynamics of an impulse-driven stochastic neuronal oscillator on the relaxation rate to the limit cycle, the strength of the intrinsic noise, and the impulsive input parameters. To do this, we use a Markov operator that both reflects the density evolution of the oscillator and is an extension of the phase transition curve, which describes the phase shift due to a single isolated impulse. Previously, we derived the Markov operator for the finite relaxation rate that describes the dynamics of the entire phase plane. Here, we construct a Markov operator for the infinite relaxation rate that describes the stochastic dynamics restricted to the limit cycle. In both cases, the response of the stochastic neuronal oscillator to time-varying impulses is described by a product of Markov operators. Furthermore, we calculate the number of spikes between two consecutive impulses to relate the dynamics of the oscillator to the number of spikes per unit time and the interspike interval density. Specifically, we analyze the dynamics of the number of spikes per unit time based on the properties of the Markov operators. Each Markov operator can be decomposed into stationary and transient components based on the properties of the eigenvalues and eigenfunctions. This allows us to evaluate the difference in the number of spikes per unit time between the stationary and transient responses of the oscillator, which we show to be based on the dependence of the oscillator on past activity. Our analysis shows how the duration of the past neuronal activity depends on the relaxation rate, the noise strength, and the impulsive input parameters.

Exact stochastic unraveling of an optical coherence dynamics by cumulant expansion

NASA Astrophysics Data System (ADS)

Olšina, Jan; Kramer, Tobias; Kreisbeck, Christoph; Mančal, Tomáš

2014-10-01

A numerically exact Monte Carlo scheme for calculation of open quantum system dynamics is proposed and implemented. The method consists of a Monte Carlo summation of a perturbation expansion in terms of trajectories in Liouville phase-space with respect to the coupling between the excited states of the molecule. The trajectories are weighted by a complex decoherence factor based on the second-order cumulant expansion of the environmental evolution. The method can be used with an arbitrary environment characterized by a general correlation function and arbitrary coupling strength. It is formally exact for harmonic environments, and it can be used with arbitrary temperature. Time evolution of an optically excited Frenkel exciton dimer representing a molecular exciton interacting with a charge transfer state is calculated by the proposed method. We calculate the evolution of the optical coherence elements of the density matrix and linear absorption spectrum, and compare them with the predictions of standard simulation methods.

Stochastic modeling indicates that aging and somatic evolution in the hematopoetic system are driven by non-cell-autonomous processes.

PubMed

Rozhok, Andrii I; Salstrom, Jennifer L; DeGregori, James

2014-12-01

Age-dependent tissue decline and increased cancer incidence are widely accepted to be rate-limited by the accumulation of somatic mutations over time. Current models of carcinogenesis are dominated by the assumption that oncogenic mutations have defined advantageous fitness effects on recipient stem and progenitor cells, promoting and rate-limiting somatic evolution. However, this assumption is markedly discrepant with evolutionary theory, whereby fitness is a dynamic property of a phenotype imposed upon and widely modulated by environment. We computationally modeled dynamic microenvironment-dependent fitness alterations in hematopoietic stem cells (HSC) within the Sprengel-Liebig system known to govern evolution at the population level. Our model for the first time integrates real data on age-dependent dynamics of HSC division rates, pool size, and accumulation of genetic changes and demonstrates that somatic evolution is not rate-limited by the occurrence of mutations, but instead results from aged microenvironment-driven alterations in the selective/fitness value of previously accumulated genetic changes. Our results are also consistent with evolutionary models of aging and thus oppose both somatic mutation-centric paradigms of carcinogenesis and tissue functional decline. In total, we demonstrate that aging directly promotes HSC fitness decline and somatic evolution via non-cell-autonomous mechanisms.

Slowly switching between environments facilitates reverse evolution in small populations.

PubMed

Tan, Longzhi; Gore, Jeff

2012-10-01

Natural populations must constantly adapt to ever-changing environmental conditions. A particularly interesting question is whether such adaptations can be reversed by returning the population to an ancestral environment. Such evolutionary reversals have been observed in both natural and laboratory populations. However, the factors that determine the reversibility of evolution are still under debate. The time scales of environmental change vary over a wide range, but little is known about how the rate of environmental change influences the reversibility of evolution. Here, we demonstrate computationally that slowly switching between environments increases the reversibility of evolution for small populations that are subject to only modest clonal interference. For small populations, slow switching reduces the mean number of mutations acquired in a new environment and also increases the probability of reverse evolution at each of these "genetic distances." As the population size increases, slow switching no longer reduces the genetic distance, thus decreasing the evolutionary reversibility. We confirm this effect using both a phenomenological model of clonal interference and also a Wright-Fisher stochastic simulation that incorporates genetic diversity. Our results suggest that the rate of environmental change is a key determinant of the reversibility of evolution, and provides testable hypotheses for experimental evolution. © 2012 The Author(s). Evolution© 2012 The Society for the Study of Evolution.

Cosmological stochastic Higgs field stabilization

NASA Astrophysics Data System (ADS)

Gong, Jinn-Ouk; Kitajima, Naoya

2017-09-01

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

Lazy Updating of hubs can enable more realistic models by speeding up stochastic simulations

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

Ehlert, Kurt; Loewe, Laurence, E-mail: loewe@wisc.edu; Wisconsin Institute for Discovery, University of Wisconsin-Madison, Madison, Wisconsin 53715

2014-11-28

To respect the nature of discrete parts in a system, stochastic simulation algorithms (SSAs) must update for each action (i) all part counts and (ii) each action's probability of occurring next and its timing. This makes it expensive to simulate biological networks with well-connected “hubs” such as ATP that affect many actions. Temperature and volume also affect many actions and may be changed significantly in small steps by the network itself during fever and cell growth, respectively. Such trends matter for evolutionary questions, as cell volume determines doubling times and fever may affect survival, both key traits for biological evolution.more » Yet simulations often ignore such trends and assume constant environments to avoid many costly probability updates. Such computational convenience precludes analyses of important aspects of evolution. Here we present “Lazy Updating,” an add-on for SSAs designed to reduce the cost of simulating hubs. When a hub changes, Lazy Updating postpones all probability updates for reactions depending on this hub, until a threshold is crossed. Speedup is substantial if most computing time is spent on such updates. We implemented Lazy Updating for the Sorting Direct Method and it is easily integrated into other SSAs such as Gillespie's Direct Method or the Next Reaction Method. Testing on several toy models and a cellular metabolism model showed >10× faster simulations for its use-cases—with a small loss of accuracy. Thus we see Lazy Updating as a valuable tool for some special but important simulation problems that are difficult to address efficiently otherwise.« less

Statistics, distillation, and ordering emergence in a two-dimensional stochastic model of particles in counterflowing streams

NASA Astrophysics Data System (ADS)

Stock, Eduardo Velasco; da Silva, Roberto; Fernandes, H. A.

2017-07-01

In this paper, we propose a stochastic model which describes two species of particles moving in counterflow. The model generalizes the theoretical framework that describes the transport in random systems by taking into account two different scenarios: particles can work as mobile obstacles, whereas particles of one species move in the opposite direction to the particles of the other species, or particles of a given species work as fixed obstacles remaining in their places during the time evolution. We conduct a detailed study about the statistics concerning the crossing time of particles, as well as the effects of the lateral transitions on the time required to the system reaches a state of complete geographic separation of species. The spatial effects of jamming are also studied by looking into the deformation of the concentration of particles in the two-dimensional corridor. Finally, we observe in our study the formation of patterns of lanes which reach the steady state regardless of the initial conditions used for the evolution. A similar result is also observed in real experiments involving charged colloids motion and simulations of pedestrian dynamics based on Langevin equations, when periodic boundary conditions are considered (particles counterflow in a ring symmetry). The results obtained through Monte Carlo simulations and numerical integrations are in good agreement with each other. However, differently from previous studies, the dynamics considered in this work is not Newton-based, and therefore, even artificial situations of self-propelled objects should be studied in this first-principles modeling.

Expansion or extinction: deterministic and stochastic two-patch models with Allee effects.

PubMed

Kang, Yun; Lanchier, Nicolas

2011-06-01

We investigate the impact of Allee effect and dispersal on the long-term evolution of a population in a patchy environment. Our main focus is on whether a population already established in one patch either successfully invades an adjacent empty patch or undergoes a global extinction. Our study is based on the combination of analytical and numerical results for both a deterministic two-patch model and a stochastic counterpart. The deterministic model has either two, three or four attractors. The existence of a regime with exactly three attractors only appears when patches have distinct Allee thresholds. In the presence of weak dispersal, the analysis of the deterministic model shows that a high-density and a low-density populations can coexist at equilibrium in nearby patches, whereas the analysis of the stochastic model indicates that this equilibrium is metastable, thus leading after a large random time to either a global expansion or a global extinction. Up to some critical dispersal, increasing the intensity of the interactions leads to an increase of both the basin of attraction of the global extinction and the basin of attraction of the global expansion. Above this threshold, for both the deterministic and the stochastic models, the patches tend to synchronize as the intensity of the dispersal increases. This results in either a global expansion or a global extinction. For the deterministic model, there are only two attractors, while the stochastic model no longer exhibits a metastable behavior. In the presence of strong dispersal, the limiting behavior is entirely determined by the value of the Allee thresholds as the global population size in the deterministic and the stochastic models evolves as dictated by their single-patch counterparts. For all values of the dispersal parameter, Allee effects promote global extinction in terms of an expansion of the basin of attraction of the extinction equilibrium for the deterministic model and an increase of the probability of extinction for the stochastic model.

Steady-state helices of the actin homolog MreB inside bacteria: dynamics without motors.

PubMed

Allard, Jun F; Rutenberg, Andrew D

2007-09-01

Within individual bacteria, we combine force-dependent polymerization dynamics of individual MreB protofilaments with an elastic model of protofilament bundles buckled into helical configurations. We use variational techniques and stochastic simulations to relate the pitch of the MreB helix, the total abundance of MreB, and the number of protofilaments. By comparing our simulations with mean-field calculations, we find that stochastic fluctuations are significant. We examine the quasistatic evolution of the helical pitch with cell growth, as well as time scales of helix turnover and de novo establishment. We find that while the body of a polarized MreB helix treadmills toward its slow-growing end, the fast-growing tips of laterally associated protofilaments move toward the opposite fast-growing end of the MreB helix. This offers a possible mechanism for targeted polar localization without cytoplasmic motor proteins.

Steady-state helices of the actin homolog MreB inside bacteria: Dynamics without motors

NASA Astrophysics Data System (ADS)

Allard, Jun F.; Rutenberg, Andrew D.

2007-09-01

Within individual bacteria, we combine force-dependent polymerization dynamics of individual MreB protofilaments with an elastic model of protofilament bundles buckled into helical configurations. We use variational techniques and stochastic simulations to relate the pitch of the MreB helix, the total abundance of MreB, and the number of protofilaments. By comparing our simulations with mean-field calculations, we find that stochastic fluctuations are significant. We examine the quasistatic evolution of the helical pitch with cell growth, as well as time scales of helix turnover and de novo establishment. We find that while the body of a polarized MreB helix treadmills toward its slow-growing end, the fast-growing tips of laterally associated protofilaments move toward the opposite fast-growing end of the MreB helix. This offers a possible mechanism for targeted polar localization without cytoplasmic motor proteins.

Evo-SETI: A Mathematical Tool for Cladistics, Evolution, and SETI.

PubMed

Maccone, Claudio

2017-04-06

The discovery of new exoplanets makes us wonder where each new exoplanet stands along its way to develop life as we know it on Earth. Our Evo-SETI Theory is a mathematical way to face this problem. We describe cladistics and evolution by virtue of a few statistical equations based on lognormal probability density functions (pdf) in the time . We call b -lognormal a lognormal pdf starting at instant b (birth). Then, the lifetime of any living being becomes a suitable b -lognormal in the time . Next, our "Peak-Locus Theorem" translates cladistics : each species created by evolution is a b -lognormal whose peak lies on the exponentially growing number of living species. This exponential is the mean value of a stochastic process called "Geometric Brownian Motion" (GBM). Past mass extinctions were all-lows of this GBM. In addition, the Shannon Entropy (with a reversed sign) of each b -lognormal is the measure of how evolved that species is, and we call it EvoEntropy. The "molecular clock" is re-interpreted as the EvoEntropy straight line in the time whenever the mean value is exactly the GBM exponential. We were also able to extend the Peak-Locus Theorem to any mean value other than the exponential. For example, we derive in this paper for the first time the EvoEntropy corresponding to the Markov-Korotayev (2007) "cubic" evolution: a curve of logarithmic increase.

Aerodynamic optimization of supersonic compressor cascade using differential evolution on GPU

NASA Astrophysics Data System (ADS)

Aissa, Mohamed Hasanine; Verstraete, Tom; Vuik, Cornelis

2016-06-01

Differential Evolution (DE) is a powerful stochastic optimization method. Compared to gradient-based algorithms, DE is able to avoid local minima but requires at the same time more function evaluations. In turbomachinery applications, function evaluations are performed with time-consuming CFD simulation, which results in a long, non affordable, design cycle. Modern High Performance Computing systems, especially Graphic Processing Units (GPUs), are able to alleviate this inconvenience by accelerating the design evaluation itself. In this work we present a validated CFD Solver running on GPUs, able to accelerate the design evaluation and thus the entire design process. An achieved speedup of 20x to 30x enabled the DE algorithm to run on a high-end computer instead of a costly large cluster. The GPU-enhanced DE was used to optimize the aerodynamics of a supersonic compressor cascade, achieving an aerodynamic loss minimization of 20%.

Aerodynamic optimization of supersonic compressor cascade using differential evolution on GPU

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

Aissa, Mohamed Hasanine; Verstraete, Tom; Vuik, Cornelis

Differential Evolution (DE) is a powerful stochastic optimization method. Compared to gradient-based algorithms, DE is able to avoid local minima but requires at the same time more function evaluations. In turbomachinery applications, function evaluations are performed with time-consuming CFD simulation, which results in a long, non affordable, design cycle. Modern High Performance Computing systems, especially Graphic Processing Units (GPUs), are able to alleviate this inconvenience by accelerating the design evaluation itself. In this work we present a validated CFD Solver running on GPUs, able to accelerate the design evaluation and thus the entire design process. An achieved speedup of 20xmore » to 30x enabled the DE algorithm to run on a high-end computer instead of a costly large cluster. The GPU-enhanced DE was used to optimize the aerodynamics of a supersonic compressor cascade, achieving an aerodynamic loss minimization of 20%.« less

A Generative Angular Model of Protein Structure Evolution

PubMed Central

Golden, Michael; García-Portugués, Eduardo; Sørensen, Michael; Mardia, Kanti V.; Hamelryck, Thomas; Hein, Jotun

2017-01-01

Abstract Recently described stochastic models of protein evolution have demonstrated that the inclusion of structural information in addition to amino acid sequences leads to a more reliable estimation of evolutionary parameters. We present a generative, evolutionary model of protein structure and sequence that is valid on a local length scale. The model concerns the local dependencies between sequence and structure evolution in a pair of homologous proteins. The evolutionary trajectory between the two structures in the protein pair is treated as a random walk in dihedral angle space, which is modeled using a novel angular diffusion process on the two-dimensional torus. Coupling sequence and structure evolution in our model allows for modeling both “smooth” conformational changes and “catastrophic” conformational jumps, conditioned on the amino acid changes. The model has interpretable parameters and is comparatively more realistic than previous stochastic models, providing new insights into the relationship between sequence and structure evolution. For example, using the trained model we were able to identify an apparent sequence–structure evolutionary motif present in a large number of homologous protein pairs. The generative nature of our model enables us to evaluate its validity and its ability to simulate aspects of protein evolution conditioned on an amino acid sequence, a related amino acid sequence, a related structure or any combination thereof. PMID:28453724

Evolution of probability densities in stochastic coupled map lattices

NASA Astrophysics Data System (ADS)

Losson, Jérôme; Mackey, Michael C.

1995-08-01

This paper describes the statistical properties of coupled map lattices subjected to the influence of stochastic perturbations. The stochastic analog of the Perron-Frobenius operator is derived for various types of noise. When the local dynamics satisfy rather mild conditions, this equation is shown to possess either stable, steady state solutions (i.e., a stable invariant density) or density limit cycles. Convergence of the phase space densities to these limit cycle solutions explains the nonstationary behavior of statistical quantifiers at equilibrium. Numerical experiments performed on various lattices of tent, logistic, and shift maps with diffusivelike interelement couplings are examined in light of these theoretical results.

Influence of Microphysical Variability on Stochastic Condensation in Turbulent Clouds

NASA Astrophysics Data System (ADS)

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

2017-12-01

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

Intimate Partner Violence: A Stochastic Model.

PubMed

Guidi, Elisa; Meringolo, Patrizia; Guazzini, Andrea; Bagnoli, Franco

2017-01-01

Intimate partner violence (IPV) has been a well-studied problem in the past psychological literature, especially through its classical methodology such as qualitative, quantitative and mixed methods. This article introduces two basic stochastic models as an alternative approach to simulate the short and long-term dynamics of a couple at risk of IPV. In both models, the members of the couple may assume a finite number of states, updating them in a probabilistic way at discrete time steps. After defining the transition probabilities, we first analyze the evolution of the couple in isolation and then we consider the case in which the individuals modify their behavior depending on the perceived violence from other couples in their environment or based on the perceived informal social support. While high perceived violence in other couples may converge toward the own presence of IPV by means a gender-specific transmission, the gender differences fade-out in the case of received informal social support. Despite the simplicity of the two stochastic models, they generate results which compare well with past experimental studies about IPV and they give important practical implications for prevention intervention in this field. Copyright: © 2016 by Fabrizio Serra editore, Pisa · Roma.

Selective sweeps of mitochondrial DNA can drive the evolution of uniparental inheritance.

PubMed

Christie, Joshua R; Beekman, Madeleine

2017-08-01

Although the uniparental (or maternal) inheritance of mitochondrial DNA (mtDNA) is widespread, the reasons for its evolution remain unclear. Two main hypotheses have been proposed: selection against individuals containing different mtDNAs (heteroplasmy) and selection against "selfish" mtDNA mutations. Recently, uniparental inheritance was shown to promote adaptive evolution in mtDNA, potentially providing a third hypothesis for its evolution. Here, we explore this hypothesis theoretically and ask if the accumulation of beneficial mutations provides a sufficient fitness advantage for uniparental inheritance to invade a population in which mtDNA is inherited biparentally. In a deterministic model, uniparental inheritance increases in frequency but cannot replace biparental inheritance if only a single beneficial mtDNA mutation sweeps through the population. When we allow successive selective sweeps of mtDNA, however, uniparental inheritance can replace biparental inheritance. Using a stochastic model, we show that a combination of selection and drift facilitates the fixation of uniparental inheritance (compared to a neutral trait) when there is only a single selective mtDNA sweep. When we consider multiple mtDNA sweeps in a stochastic model, uniparental inheritance becomes even more likely to replace biparental inheritance. Our findings thus suggest that selective sweeps of beneficial mtDNA haplotypes can drive the evolution of uniparental inheritance. © 2017 The Author(s). Evolution © 2017 The Society for the Study of Evolution.

Continuous measurement of an atomic current

NASA Astrophysics Data System (ADS)

Laflamme, C.; Yang, D.; Zoller, P.

2017-04-01

We are interested in dynamics of quantum many-body systems under continuous observation, and its physical realizations involving cold atoms in lattices. In the present work we focus on continuous measurement of atomic currents in lattice models, including the Hubbard model. We describe a Cavity QED setup, where measurement of a homodyne current provides a faithful representation of the atomic current as a function of time. We employ the quantum optical description in terms of a diffusive stochastic Schrödinger equation to follow the time evolution of the atomic system conditional to observing a given homodyne current trajectory, thus accounting for the competition between the Hamiltonian evolution and measurement back action. As an illustration, we discuss minimal models of atomic dynamics and continuous current measurement on rings with synthetic gauge fields, involving both real space and synthetic dimension lattices (represented by internal atomic states). Finally, by "not reading" the current measurements the time evolution of the atomic system is governed by a master equation, where—depending on the microscopic details of our CQED setups—we effectively engineer a current coupling of our system to a quantum reservoir. This provides interesting scenarios of dissipative dynamics generating "dark" pure quantum many-body states.

Exploiting Fast-Variables to Understand Population Dynamics and Evolution

NASA Astrophysics Data System (ADS)

Constable, George W. A.; McKane, Alan J.

2018-07-01

We describe a continuous-time modelling framework for biological population dynamics that accounts for demographic noise. In the spirit of the methodology used by statistical physicists, transitions between the states of the system are caused by individual events while the dynamics are described in terms of the time-evolution of a probability density function. In general, the application of the diffusion approximation still leaves a description that is quite complex. However, in many biological applications one or more of the processes happen slowly relative to the system's other processes, and the dynamics can be approximated as occurring within a slow low-dimensional subspace. We review these time-scale separation arguments and analyse the more simple stochastic dynamics that result in a number of cases. We stress that it is important to retain the demographic noise derived in this way, and emphasise this point by showing that it can alter the direction of selection compared to the prediction made from an analysis of the corresponding deterministic model.

Exploiting Fast-Variables to Understand Population Dynamics and Evolution

NASA Astrophysics Data System (ADS)

Constable, George W. A.; McKane, Alan J.

2017-11-01

We describe a continuous-time modelling framework for biological population dynamics that accounts for demographic noise. In the spirit of the methodology used by statistical physicists, transitions between the states of the system are caused by individual events while the dynamics are described in terms of the time-evolution of a probability density function. In general, the application of the diffusion approximation still leaves a description that is quite complex. However, in many biological applications one or more of the processes happen slowly relative to the system's other processes, and the dynamics can be approximated as occurring within a slow low-dimensional subspace. We review these time-scale separation arguments and analyse the more simple stochastic dynamics that result in a number of cases. We stress that it is important to retain the demographic noise derived in this way, and emphasise this point by showing that it can alter the direction of selection compared to the prediction made from an analysis of the corresponding deterministic model.

A non-linear dimension reduction methodology for generating data-driven stochastic input models

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

Ganapathysubramanian, Baskar; Zabaras, Nicholas

Stochastic analysis of random heterogeneous media (polycrystalline materials, porous media, functionally graded materials) provides information of significance only if realistic input models of the topology and property variations are used. This paper proposes a framework to construct such input stochastic models for the topology and thermal diffusivity variations in heterogeneous media using a data-driven strategy. Given a set of microstructure realizations (input samples) generated from given statistical information about the medium topology, the framework constructs a reduced-order stochastic representation of the thermal diffusivity. This problem of constructing a low-dimensional stochastic representation of property variations is analogous to the problem ofmore » manifold learning and parametric fitting of hyper-surfaces encountered in image processing and psychology. Denote by M the set of microstructures that satisfy the given experimental statistics. A non-linear dimension reduction strategy is utilized to map M to a low-dimensional region, A. We first show that M is a compact manifold embedded in a high-dimensional input space R{sup n}. An isometric mapping F from M to a low-dimensional, compact, connected set A is contained in R{sup d}(d<

Existence of time-periodic weak solutions to the stochastic Navier-Stokes equations around a moving body

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

Chen, Feng, E-mail: chenfengmath@163.com, E-mail: hanyc@jlu.edu.cn; Han, Yuecai, E-mail: chenfengmath@163.com, E-mail: hanyc@jlu.edu.cn

2013-12-15

The existence of time-periodic stochastic motions of an incompressible fluid is obtained. Here the fluid is subject to a time-periodic body force and an additional time-periodic stochastic force that is produced by a rigid body moves periodically stochastically with the same period in the fluid.

Intermittent targeted therapies and stochastic evolution in patients affected by chronic myeloid leukemia

NASA Astrophysics Data System (ADS)

Pizzolato, N.; Persano Adorno, D.; Valenti, D.; Spagnolo, B.

2016-05-01

Front line therapy for the treatment of patients affected by chronic myeloid leukemia (CML) is based on the administration of tyrosine kinase inhibitors, namely imatinib or, more recently, axitinib. Although imatinib is highly effective and represents an example of a successful molecular targeted therapy, the appearance of resistance is observed in a proportion of patients, especially those in advanced stages. In this work, we investigate the appearance of resistance in patients affected by CML, by modeling the evolutionary dynamics of cancerous cell populations in a simulated patient treated by an intermittent targeted therapy. We simulate, with the Monte Carlo method, the stochastic evolution of initially healthy cells to leukemic clones, due to genetic mutations and changes in their reproductive behavior. We first present the model and its validation with experimental data by considering a continuous therapy. Then, we investigate how fluctuations in the number of leukemic cells affect patient response to the therapy when the drug is administered with an intermittent time scheduling. Here we show that an intermittent therapy (IT) represents a valid choice in patients with high risk of toxicity, despite an associated delay to the complete restoration of healthy cells. Moreover, a suitably tuned IT can reduce the probability of developing resistance.

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

PubMed

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

2015-07-10

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

Stochastic dynamic programming illuminates the link between environment, physiology, and evolution.

PubMed

Mangel, Marc

2015-05-01

I describe how stochastic dynamic programming (SDP), a method for stochastic optimization that evolved from the work of Hamilton and Jacobi on variational problems, allows us to connect the physiological state of organisms, the environment in which they live, and how evolution by natural selection acts on trade-offs that all organisms face. I first derive the two canonical equations of SDP. These are valuable because although they apply to no system in particular, they share commonalities with many systems (as do frictionless springs). After that, I show how we used SDP in insect behavioral ecology. I describe the puzzles that needed to be solved, the SDP equations we used to solve the puzzles, and the experiments that we used to test the predictions of the models. I then briefly describe two other applications of SDP in biology: first, understanding the developmental pathways followed by steelhead trout in California and second skipped spawning by Norwegian cod. In both cases, modeling and empirical work were closely connected. I close with lessons learned and advice for the young mathematical biologists.

On the Interplay between the Evolvability and Network Robustness in an Evolutionary Biological Network: A Systems Biology Approach

PubMed Central

Chen, Bor-Sen; Lin, Ying-Po

2011-01-01

In the evolutionary process, the random transmission and mutation of genes provide biological diversities for natural selection. In order to preserve functional phenotypes between generations, gene networks need to evolve robustly under the influence of random perturbations. Therefore, the robustness of the phenotype, in the evolutionary process, exerts a selection force on gene networks to keep network functions. However, gene networks need to adjust, by variations in genetic content, to generate phenotypes for new challenges in the network’s evolution, ie, the evolvability. Hence, there should be some interplay between the evolvability and network robustness in evolutionary gene networks. In this study, the interplay between the evolvability and network robustness of a gene network and a biochemical network is discussed from a nonlinear stochastic system point of view. It was found that if the genetic robustness plus environmental robustness is less than the network robustness, the phenotype of the biological network is robust in evolution. The tradeoff between the genetic robustness and environmental robustness in evolution is discussed from the stochastic stability robustness and sensitivity of the nonlinear stochastic biological network, which may be relevant to the statistical tradeoff between bias and variance, the so-called bias/variance dilemma. Further, the tradeoff could be considered as an antagonistic pleiotropic action of a gene network and discussed from the systems biology perspective. PMID:22084563

Stochastic processes constrain the within and between host evolution of influenza virus.

PubMed

McCrone, John T; Woods, Robert J; Martin, Emily T; Malosh, Ryan E; Monto, Arnold S; Lauring, Adam S

2018-05-03

The evolutionary dynamics of influenza virus ultimately derive from processes that take place within and between infected individuals. Here we define influenza virus dynamics in human hosts through sequencing of 249 specimens from 200 individuals collected over 6290 person-seasons of observation. Because these viruses were collected from individuals in a prospective community-based cohort, they are broadly representative of natural infections with seasonal viruses. Consistent with a neutral model of evolution, sequence data from 49 serially sampled individuals illustrated the dynamic turnover of synonymous and nonsynonymous single nucleotide variants and provided little evidence for positive selection of antigenic variants. We also identified 43 genetically-validated transmission pairs in this cohort. Maximum likelihood optimization of multiple transmission models estimated an effective transmission bottleneck of 1-2 genomes. Our data suggest that positive selection is inefficient at the level of the individual host and that stochastic processes dominate the host-level evolution of influenza viruses. © 2018, McCrone et al.

Modeling lung cancer evolution and preclinical response by orthotopic mouse allografts.

PubMed

Ambrogio, Chiara; Carmona, Francisco J; Vidal, August; Falcone, Mattia; Nieto, Patricia; Romero, Octavio A; Puertas, Sara; Vizoso, Miguel; Nadal, Ernest; Poggio, Teresa; Sánchez-Céspedes, Montserrat; Esteller, Manel; Mulero, Francisca; Voena, Claudia; Chiarle, Roberto; Barbacid, Mariano; Santamaría, David; Villanueva, Alberto

2014-11-01

Cancer evolution is a process that is still poorly understood because of the lack of versatile in vivo longitudinal studies. By generating murine non-small cell lung cancer (NSCLC) orthoallobanks and paired primary cell lines, we provide a detailed description of an in vivo, time-dependent cancer malignization process. We identify the acquisition of metastatic dissemination potential, the selection of co-driver mutations, and the appearance of naturally occurring intratumor heterogeneity, thus recapitulating the stochastic nature of human cancer development. This approach combines the robustness of genetically engineered cancer models with the flexibility of allograft methodology. We have applied this tool for the preclinical evaluation of therapeutic approaches. This system can be implemented to improve the design of future treatments for patients with NSCLC. ©2014 American Association for Cancer Research.

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

PubMed

Ivanov, Anton; Breuer, Heinz-Peter

2017-04-01

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

Suppressing relaxation in superconducting qubits by quasiparticle pumping.

PubMed

Gustavsson, Simon; Yan, Fei; Catelani, Gianluigi; Bylander, Jonas; Kamal, Archana; Birenbaum, Jeffrey; Hover, David; Rosenberg, Danna; Samach, Gabriel; Sears, Adam P; Weber, Steven J; Yoder, Jonilyn L; Clarke, John; Kerman, Andrew J; Yoshihara, Fumiki; Nakamura, Yasunobu; Orlando, Terry P; Oliver, William D

2016-12-23

Dynamical error suppression techniques are commonly used to improve coherence in quantum systems. They reduce dephasing errors by applying control pulses designed to reverse erroneous coherent evolution driven by environmental noise. However, such methods cannot correct for irreversible processes such as energy relaxation. We investigate a complementary, stochastic approach to reducing errors: Instead of deterministically reversing the unwanted qubit evolution, we use control pulses to shape the noise environment dynamically. In the context of superconducting qubits, we implement a pumping sequence to reduce the number of unpaired electrons (quasiparticles) in close proximity to the device. A 70% reduction in the quasiparticle density results in a threefold enhancement in qubit relaxation times and a comparable reduction in coherence variability. Copyright © 2016, American Association for the Advancement of Science.

Dwarf galaxies: a lab to investigate the neutron capture elements production

NASA Astrophysics Data System (ADS)

Cescutti, Gabriele

2018-06-01

In this contribution, I focus on the neutron capture elements observed in the spectra of old halo and ultra faint galaxies stars. Adopting a stochastic chemical evolution model and the Galactic halo as a benchmark, I present new constraints on the rate and time scales of r-process events, based on the discovery of the r-process rich stars in the ultra faint galaxy Reticulum 2. I also show that an s-process activated by rotation in massive stars can play an important role in the production of heavy elements.

Chaotic ion motion in magnetosonic plasma waves

NASA Technical Reports Server (NTRS)

Varvoglis, H.

1984-01-01

The motion of test ions in a magnetosonic plasma wave is considered, and the 'stochasticity threshold' of the wave's amplitude for the onset of chaotic motion is estimated. It is shown that for wave amplitudes above the stochasticity threshold, the evolution of an ion distribution can be described by a diffusion equation with a diffusion coefficient D approximately equal to 1/v. Possible applications of this process to ion acceleration in flares and ion beam thermalization are discussed.

The development of magnetic field line wander in gyrokinetic plasma turbulence: dependence on amplitude of turbulence

NASA Astrophysics Data System (ADS)

Bourouaine, Sofiane; Howes, Gregory G.

2017-06-01

The dynamics of a turbulent plasma not only manifests the transport of energy from large to small scales, but also can lead to a tangling of the magnetic field that threads through the plasma. The resulting magnetic field line wander can have a large impact on a number of other important processes, such as the propagation of energetic particles through the turbulent plasma. Here we explore the saturation of the turbulent cascade, the development of stochasticity due to turbulent tangling of the magnetic field lines and the separation of field lines through the turbulent dynamics using nonlinear gyrokinetic simulations of weakly collisional plasma turbulence, relevant to many turbulent space and astrophysical plasma environments. We determine the characteristic time 2$ for the saturation of the turbulent perpendicular magnetic energy spectrum. We find that the turbulent magnetic field becomes completely stochastic at time 2$ for strong turbulence, and at 2$ for weak turbulence. However, when the nonlinearity parameter of the turbulence, a dimensionless measure of the amplitude of the turbulence, reaches a threshold value (within the regime of weak turbulence) the magnetic field stochasticity does not fully develop, at least within the evolution time interval 22$ . Finally, we quantify the mean square displacement of magnetic field lines in the turbulent magnetic field with a functional form 2\\rangle =A(z/L\\Vert )p$ ( \\Vert $ is the correlation length parallel to the magnetic background field \\mathbf{0}$ , is the distance along \\mathbf{0}$ direction), providing functional forms of the amplitude coefficient and power-law exponent as a function of the nonlinearity parameter.

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

PubMed

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

2014-10-01

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

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.

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 stochastic dynamics of intermittent porescale particle motion

NASA Astrophysics Data System (ADS)

Dentz, Marco; Morales, Veronica; Puyguiraud, Alexandre; Gouze, Philippe; Willmann, Matthias; Holzner, Markus

2017-04-01

Numerical and experimental data for porescale particle dynamics show intermittent patterns in Lagrangian velocities and accelerations, which manifest in long time intervals of low and short durations of high velocities [1, 2]. This phenomenon is due to the spatial persistence of particle velocities on characteristic heterogeneity length scales. In order to systematically quantify these behaviors and extract the stochastic dynamics of particle motion, we focus on the analysis of Lagrangian velocities sampled equidistantly along trajectories [3]. This method removes the intermittency observed under isochrone sampling. The space-Lagrangian velocity series can be quantified by a Markov process that is continuous in distance along streamline. It is fully parameterized in terms of the flux-weighted Eulerian velocity PDF and the characteristic pore-length. The resulting stochastic particle motion describes a continuous time random walk (CTRW). This approach allows for the process based interpretation of experimental and numerical porescale velocity, acceleration and displacement data. It provides a framework for the characterization and upscaling of particle transport and dispersion from the pore to the Darcy-scale based on the medium geometry and Eulerian flow attributes. [1] P. De Anna, T. Le Borgne, M. Dentz, A.M. Tartakovsky, D. Bolster, and P. Davy, "Flow intermittency, dispersion, and correlated continuous time random walks in porous media," Phys. Rev. Lett. 110, 184502 (2013). [2] M. Holzner, V. L. Morales, M. Willmann, and M. Dentz, "Intermittent Lagrangian velocities and accelerations in three- dimensional porous medium flow," Phys. Rev. E 92, 013015 (2015). [3] M. Dentz, P. K. Kang, A. Comolli, T. Le Borgne, and D. R. Lester, "Continuous time random walks for the evolution of Lagrangian velocities," Phys. Rev. Fluids (2016).

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

NASA Astrophysics Data System (ADS)

Bravi, B.; Sollich, P.

2017-06-01

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

Fast cooling for a system of stochastic oscillators

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

Chen, Yongxin, E-mail: chen2468@umn.edu; Georgiou, Tryphon T., E-mail: tryphon@umn.edu; Pavon, Michele, E-mail: pavon@math.unipd.it

2015-11-15

We study feedback control of coupled nonlinear stochastic oscillators in a force field. We first consider the problem of asymptotically driving the system to a desired steady state corresponding to reduced thermal noise. Among the feedback controls achieving the desired asymptotic transfer, we find that the most efficient one from an energy point of view is characterized by time-reversibility. We also extend the theory of Schrödinger bridges to this model, thereby steering the system in finite time and with minimum effort to a target steady-state distribution. The system can then be maintained in this state through the optimal steady-state feedbackmore » control. The solution, in the finite-horizon case, involves a space-time harmonic function φ, and −logφ plays the role of an artificial, time-varying potential in which the desired evolution occurs. This framework appears extremely general and flexible and can be viewed as a considerable generalization of existing active control strategies such as macromolecular cooling. In the case of a quadratic potential, the results assume a form particularly attractive from the algorithmic viewpoint as the optimal control can be computed via deterministic matricial differential equations. An example involving inertial particles illustrates both transient and steady state optimal feedback control.« less

Optimal estimation of parameters and states in stochastic time-varying systems with time delay

NASA Astrophysics Data System (ADS)

Torkamani, Shahab; Butcher, Eric A.

2013-08-01

In this study estimation of parameters and states in stochastic linear and nonlinear delay differential systems with time-varying coefficients and constant delay is explored. The approach consists of first employing a continuous time approximation to approximate the stochastic delay differential equation with a set of stochastic ordinary differential equations. Then the problem of parameter estimation in the resulting stochastic differential system is represented as an optimal filtering problem using a state augmentation technique. By adapting the extended Kalman-Bucy filter to the resulting system, the unknown parameters of the time-delayed system are estimated from noise-corrupted, possibly incomplete measurements of the states.

Evo-SETI: A Mathematical Tool for Cladistics, Evolution, and SETI

PubMed Central

Maccone, Claudio

2017-01-01

The discovery of new exoplanets makes us wonder where each new exoplanet stands along its way to develop life as we know it on Earth. Our Evo-SETI Theory is a mathematical way to face this problem. We describe cladistics and evolution by virtue of a few statistical equations based on lognormal probability density functions (pdf) in the time. We call b-lognormal a lognormal pdf starting at instant b (birth). Then, the lifetime of any living being becomes a suitable b-lognormal in the time. Next, our “Peak-Locus Theorem” translates cladistics: each species created by evolution is a b-lognormal whose peak lies on the exponentially growing number of living species. This exponential is the mean value of a stochastic process called “Geometric Brownian Motion” (GBM). Past mass extinctions were all-lows of this GBM. In addition, the Shannon Entropy (with a reversed sign) of each b-lognormal is the measure of how evolved that species is, and we call it EvoEntropy. The “molecular clock” is re-interpreted as the EvoEntropy straight line in the time whenever the mean value is exactly the GBM exponential. We were also able to extend the Peak-Locus Theorem to any mean value other than the exponential. For example, we derive in this paper for the first time the EvoEntropy corresponding to the Markov-Korotayev (2007) “cubic” evolution: a curve of logarithmic increase. PMID:28383497

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.

Hybrid Topological Lie-Hamiltonian Learning in Evolving Energy Landscapes

NASA Astrophysics Data System (ADS)

Ivancevic, Vladimir G.; Reid, Darryn J.

2015-11-01

In this Chapter, a novel bidirectional algorithm for hybrid (discrete + continuous-time) Lie-Hamiltonian evolution in adaptive energy landscape-manifold is designed and its topological representation is proposed. The algorithm is developed within a geometrically and topologically extended framework of Hopfield's neural nets and Haken's synergetics (it is currently designed in Mathematica, although with small changes it could be implemented in Symbolic C++ or any other computer algebra system). The adaptive energy manifold is determined by the Hamiltonian multivariate cost function H, based on the user-defined vehicle-fleet configuration matrix W, which represents the pseudo-Riemannian metric tensor of the energy manifold. Search for the global minimum of H is performed using random signal differential Hebbian adaptation. This stochastic gradient evolution is driven (or, pulled-down) by `gravitational forces' defined by the 2nd Lie derivatives of H. Topological changes of the fleet matrix W are observed during the evolution and its topological invariant is established. The evolution stops when the W-topology breaks down into several connectivity-components, followed by topology-breaking instability sequence (i.e., a series of phase transitions).

Integrated Multiscale Modeling of Molecular Computing Devices. Final Report

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

Tim Schulze

2012-11-01

The general theme of this research has been to expand the capabilities of a simulation technique, Kinetic Monte Carlo (KMC) and apply it to study self-assembled nano-structures on epitaxial thin films. KMC simulates thin film growth and evolution by replacing the detailed dynamics of the system's evolution, which might otherwise be studied using molecular dynamics, with an appropriate stochastic process.

Reconstructing quantum entropy production to probe irreversibility and correlations

NASA Astrophysics Data System (ADS)

Gherardini, Stefano; Müller, Matthias M.; Trombettoni, Andrea; Ruffo, Stefano; Caruso, Filippo

2018-07-01

One of the major goals of quantum thermodynamics is the characterization of irreversibility and its consequences in quantum processes. Here, we discuss how entropy production provides a quantification of the irreversibility in open quantum systems through the quantum fluctuation theorem. We start by introducing a two-time quantum measurement scheme, in which the dynamical evolution between the measurements is described by a completely positive, trace-preserving (CPTP) quantum map (forward process). By inverting the measurement scheme and applying the time-reversed version of the quantum map, we can study how this backward process differs from the forward one. When the CPTP map is unital, we show that the stochastic quantum entropy production is a function only of the probabilities to get the initial measurement outcomes in correspondence of the forward and backward processes. For bipartite open quantum systems we also prove that the mean value of the stochastic quantum entropy production is sub-additive with respect to the bipartition (except for product states). Hence, we find a method to detect correlations between the subsystems. Our main result is the proposal of an efficient protocol to determine and reconstruct the characteristic functions of the stochastic entropy production for each subsystem. This procedure enables to reconstruct even others thermodynamical quantities, such as the work distribution of the composite system and the corresponding internal energy. Efficiency and possible extensions of the protocol are also discussed. Finally, we show how our findings might be experimentally tested by exploiting the state of-the-art trapped-ion platforms.

Application of stochastic processes in random growth and evolutionary dynamics

NASA Astrophysics Data System (ADS)

Oikonomou, Panagiotis

We study the effect of power-law distributed randomness on the dynamical behavior of processes such as stochastic growth patterns and evolution. First, we examine the geometrical properties of random shapes produced by a generalized stochastic Loewner Evolution driven by a superposition of a Brownian motion and a stable Levy process. The situation is defined by the usual stochastic Loewner Evolution parameter, kappa, as well as alpha which defines the power-law tail of the stable Levy distribution. We show that the properties of these patterns change qualitatively and singularly at critical values of kappa and alpha. It is reasonable to call such changes "phase transitions". These transitions occur as kappa passes through four and as alpha passes through one. Numerical simulations are used to explore the global scaling behavior of these patterns in each "phase". We show both analytically and numerically that the growth continues indefinitely in the vertical direction for alpha greater than 1, goes as logarithmically with time for alpha equals to 1, and saturates for alpha smaller than 1. The probability density has two different scales corresponding to directions along and perpendicular to the boundary. Scaling functions for the probability density are given for various limiting cases. Second, we study the effect of the architecture of biological networks on their evolutionary dynamics. In recent years, studies of the architecture of large networks have unveiled a common topology, called scale-free, in which a majority of the elements are poorly connected except for a small fraction of highly connected components. We ask how networks with distinct topologies can evolve towards a pre-established target phenotype through a process of random mutations and selection. We use networks of Boolean components as a framework to model a large class of phenotypes. Within this approach, we find that homogeneous random networks and scale-free networks exhibit drastically different evolutionary paths. While homogeneous random networks accumulate neutral mutations and evolve by sparse punctuated steps, scale-free networks evolve rapidly and continuously towards the target phenotype. Moreover, we show that scale-free networks always evolve faster than homogeneous random networks; remarkably, this property does not depend on the precise value of the topological parameter. By contrast, homogeneous random networks require a specific tuning of their topological parameter in order to optimize their fitness. This model suggests that the evolutionary paths of biological networks, punctuated or continuous, may solely be determined by the network topology.

Biology-Culture Co-evolution in Finite Populations.

PubMed

de Boer, Bart; Thompson, Bill

2018-01-19

Language is the result of two concurrent evolutionary processes: biological and cultural inheritance. An influential evolutionary hypothesis known as the moving target problem implies inherent limitations on the interactions between our two inheritance streams that result from a difference in pace: the speed of cultural evolution is thought to rule out cognitive adaptation to culturally evolving aspects of language. We examine this hypothesis formally by casting it as as a problem of adaptation in time-varying environments. We present a mathematical model of biology-culture co-evolution in finite populations: a generalisation of the Moran process, treating co-evolution as coupled non-independent Markov processes, providing a general formulation of the moving target hypothesis in precise probabilistic terms. Rapidly varying culture decreases the probability of biological adaptation. However, we show that this effect declines with population size and with stronger links between biology and culture: in realistically sized finite populations, stochastic effects can carry cognitive specialisations to fixation in the face of variable culture, especially if the effects of those specialisations are amplified through cultural evolution. These results support the view that language arises from interactions between our two major inheritance streams, rather than from one primary evolutionary process that dominates another.

Stochastic 2-D galaxy disk evolution models. Resolved stellar populations in the galaxy M33

NASA Astrophysics Data System (ADS)

Mineikis, T.; Vansevičius, V.

We improved the stochastic 2-D galaxy disk models (Mineikis & Vansevičius 2014a) by introducing enriched gas outflows from galaxies and synthetic color-magnitude diagrams of stellar populations. To test the models, we use the HST/ACS stellar photometry data in four fields located along the major axis of the galaxy M33 (Williams et al. 2009) and demonstrate the potential of the models to derive 2-D star formation histories in the resolved disk galaxies.

Exact solution for a non-Markovian dissipative quantum dynamics.

PubMed

Ferialdi, Luca; Bassi, Angelo

2012-04-27

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

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

NASA Astrophysics Data System (ADS)

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

2018-05-01

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

Spatially heterogeneous stochasticity and the adaptive diversification of dormancy.

PubMed

Rajon, E; Venner, S; Menu, F

2009-10-01

Diversified bet-hedging, a strategy that leads several individuals with the same genotype to express distinct phenotypes in a given generation, is now well established as a common evolutionary response to environmental stochasticity. Life-history traits defined as diversified bet-hedging (e.g. germination or diapause strategies) display marked differences between populations in spatial proximity. In order to find out whether such differences can be explained by local adaptations to spatially heterogeneous environmental stochasticity, we explored the evolution of bet-hedging dormancy strategies in a metapopulation using a two-patch model with patch differences in stochastic juvenile survival. We found that spatial differences in the level of environmental stochasticity, restricted dispersal, increased fragmentation and intermediate survival during dormancy all favour the adaptive diversification of bet-hedging dormancy strategies. Density dependency also plays a major role in the diversification of dormancy strategies because: (i) it may interact locally with environmental stochasticity and amplify its effects; however, (ii) it can also generate chaotic population dynamics that may impede diversification. Our work proposes new hypotheses to explain the spatial patterns of bet-hedging strategies that we hope will encourage new empirical studies of this topic.

Light induced kickoff of magnetic domain walls in Ising chains

NASA Astrophysics Data System (ADS)

Bogani, Lapo

2012-02-01

Controlling the speed at which systems evolve is a challenge shared by all disciplines, and otherwise unrelated areas use common theoretical frameworks towards this goal. A particularly widespread model is Glauber dynamics, which describes the time evolution of the Ising model and can be applied to any binary system. Here we show, using molecular nanowires under irradiation, that Glauber dynamics can be controlled by a novel domain-wall kickoff mechanism. Contrary to known processes, the kickoff has unambiguous fingerprints, slowing down the spin-flip attempt rate by several orders of magnitude, and following a scaling law. The required irradiation power is very low, a substantial improvement over present methods of magnetooptical switching: in our experimental demonstration we switched molecular nanowires with light, using powers thousands of times lower than in previous optical switching methods. This manipulation of stochastic dynamic processes is extremely clean, leading to fingerprint signatures and scaling laws. These observations can be used, in material science, to better study domain-wall displacements and solitons in discrete lattices. These results provide a new way to control and study stochastic dynamic processes. Being general for Glauber dynamics, they can be extended to different kinds of magnetic nanowires and to a myriad of fields, ranging from social evolution to neural networks and chemical reactivity. For nanoelectronics and molecular spintronics the kickoff affords external control of molecular spin-valves and a magnetic fingerprint in single molecule measurements. It can also be applied to the dynamics of mechanical switches and the related study of phasons and order-disorder transitions.

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

PubMed Central

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

2014-01-01

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

The Evolution of Phenotypic Switching in Subdivided Populations

PubMed Central

Carja, Oana; Liberman, Uri; Feldman, Marcus W.

2014-01-01

Stochastic switching is an example of phenotypic bet hedging, where offspring can express a phenotype different from that of their parents. Phenotypic switching is well documented in viruses, yeast, and bacteria and has been extensively studied when the selection pressures vary through time. However, there has been little work on the evolution of phenotypic switching under both spatially and temporally fluctuating selection pressures. Here we use a population genetic model to explore the interaction of temporal and spatial variation in determining the evolutionary dynamics of phenotypic switching. We find that the stable switching rate is mainly determined by the rate of environmental change and the migration rate. This stable rate is also a decreasing function of the recombination rate, although this is a weaker effect than those of either the period of environmental change or the migration rate. This study highlights the interplay of spatial and temporal environmental variability, offering new insights into how migration can influence the evolution of phenotypic switching rates, mutation rates, or other sources of phenotypic variation. PMID:24496012

Optimal regeneration planning for old-growth forest: addressing scientific uncertainty in endangered species recovery through adaptive management

USGS Publications Warehouse

Moore, C.T.; Conroy, M.J.

2006-01-01

Stochastic and structural uncertainties about forest dynamics present challenges in the management of ephemeral habitat conditions for endangered forest species. Maintaining critical foraging and breeding habitat for the endangered red-cockaded woodpecker (Picoides borealis) requires an uninterrupted supply of old-growth forest. We constructed and optimized a dynamic forest growth model for the Piedmont National Wildlife Refuge (Georgia, USA) with the objective of perpetuating a maximum stream of old-growth forest habitat. Our model accommodates stochastic disturbances and hardwood succession rates, and uncertainty about model structure. We produced a regeneration policy that was indexed by current forest state and by current weight of evidence among alternative model forms. We used adaptive stochastic dynamic programming, which anticipates that model probabilities, as well as forest states, may change through time, with consequent evolution of the optimal decision for any given forest state. In light of considerable uncertainty about forest dynamics, we analyzed a set of competing models incorporating extreme, but plausible, parameter values. Under any of these models, forest silviculture practices currently recommended for the creation of woodpecker habitat are suboptimal. We endorse fully adaptive approaches to the management of endangered species habitats in which predictive modeling, monitoring, and assessment are tightly linked.

Comparison of Control Approaches in Genetic Regulatory Networks by Using Stochastic Master Equation Models, Probabilistic Boolean Network Models and Differential Equation Models and Estimated Error Analyzes

NASA Astrophysics Data System (ADS)

Caglar, Mehmet Umut; Pal, Ranadip

2011-03-01

Central dogma of molecular biology states that ``information cannot be transferred back from protein to either protein or nucleic acid''. However, this assumption is not exactly correct in most of the cases. There are a lot of feedback loops and interactions between different levels of systems. These types of interactions are hard to analyze due to the lack of cell level data and probabilistic - nonlinear nature of interactions. Several models widely used to analyze and simulate these types of nonlinear interactions. Stochastic Master Equation (SME) models give probabilistic nature of the interactions in a detailed manner, with a high calculation cost. On the other hand Probabilistic Boolean Network (PBN) models give a coarse scale picture of the stochastic processes, with a less calculation cost. Differential Equation (DE) models give the time evolution of mean values of processes in a highly cost effective way. The understanding of the relations between the predictions of these models is important to understand the reliability of the simulations of genetic regulatory networks. In this work the success of the mapping between SME, PBN and DE models is analyzed and the accuracy and affectivity of the control policies generated by using PBN and DE models is compared.

The Chemical Signature of SNIax in the Stars of Ursa Minor?

NASA Astrophysics Data System (ADS)

Cescutti, Gabriele; Kobayashi, Chiaki

2018-06-01

Recently, a new class of supernovae Ia was discovered: the supernovae Iax; the increasing sample of these objects share common features as lower maximum-light velocities and typically lower peak magnitudes.In our scenario, the progenitors of the SNe Iax are very massive white dwarfs, possibly hybrid C+O+Ne white dwarfs; due to the accretion from a binary companion, they reach the Chandrasekhar mass and undergo a central carbon deflagration, but the deflagration is quenched when it reaches the outer O+Ne layer. This class of SNe Ia are expected to be rarer than standard SNe Ia and do not affect the chemical evolution in the solar neighbourhood; however, they have a short delay time and they could influence the evolution of metal-poor systems. Therefore, we have included in a stochastic chemical evolution model for the dwarf spheroidal galaxy Ursa minor the contribution of SNe Iax.The model predicts a spread in [Mn/Fe] in the ISM medium at low metallicity and - at the same time - a decrease of the [alpha/Fe] elements, as in the classical time delay model. This is in surprising agreement with the observed abundances in stars of Ursa minor and provide a strong indication to the origin of this new classes of SNIa.

Critical behavior in a stochastic model of vector mediated epidemics

NASA Astrophysics Data System (ADS)

Alfinito, E.; Beccaria, M.; Macorini, G.

2016-06-01

The extreme vulnerability of humans to new and old pathogens is constantly highlighted by unbound outbreaks of epidemics. This vulnerability is both direct, producing illness in humans (dengue, malaria), and also indirect, affecting its supplies (bird and swine flu, Pierce disease, and olive quick decline syndrome). In most cases, the pathogens responsible for an illness spread through vectors. In general, disease evolution may be an uncontrollable propagation or a transient outbreak with limited diffusion. This depends on the physiological parameters of hosts and vectors (susceptibility to the illness, virulence, chronicity of the disease, lifetime of the vectors, etc.). In this perspective and with these motivations, we analyzed a stochastic lattice model able to capture the critical behavior of such epidemics over a limited time horizon and with a finite amount of resources. The model exhibits a critical line of transition that separates spreading and non-spreading phases. The critical line is studied with new analytical methods and direct simulations. Critical exponents are found to be the same as those of dynamical percolation.

Critical behavior in a stochastic model of vector mediated epidemics.

PubMed

Alfinito, E; Beccaria, M; Macorini, G

2016-06-06

The extreme vulnerability of humans to new and old pathogens is constantly highlighted by unbound outbreaks of epidemics. This vulnerability is both direct, producing illness in humans (dengue, malaria), and also indirect, affecting its supplies (bird and swine flu, Pierce disease, and olive quick decline syndrome). In most cases, the pathogens responsible for an illness spread through vectors. In general, disease evolution may be an uncontrollable propagation or a transient outbreak with limited diffusion. This depends on the physiological parameters of hosts and vectors (susceptibility to the illness, virulence, chronicity of the disease, lifetime of the vectors, etc.). In this perspective and with these motivations, we analyzed a stochastic lattice model able to capture the critical behavior of such epidemics over a limited time horizon and with a finite amount of resources. The model exhibits a critical line of transition that separates spreading and non-spreading phases. The critical line is studied with new analytical methods and direct simulations. Critical exponents are found to be the same as those of dynamical percolation.

Nemo: an evolutionary and population genetics programming framework.

PubMed

Guillaume, Frédéric; Rougemont, Jacques

2006-10-15

Nemo is an individual-based, genetically explicit and stochastic population computer program for the simulation of population genetics and life-history trait evolution in a metapopulation context. It comes as both a C++ programming framework and an executable program file. Its object-oriented programming design gives it the flexibility and extensibility needed to implement a large variety of forward-time evolutionary models. It provides developers with abstract models allowing them to implement their own life-history traits and life-cycle events. Nemo offers a large panel of population models, from the Island model to lattice models with demographic or environmental stochasticity and a variety of already implemented traits (deleterious mutations, neutral markers and more), life-cycle events (mating, dispersal, aging, selection, etc.) and output operators for saving data and statistics. It runs on all major computer platforms including parallel computing environments. The source code, binaries and documentation are available under the GNU General Public License at http://nemo2.sourceforge.net.

libSRES: a C library for stochastic ranking evolution strategy for parameter estimation.

PubMed

Ji, Xinglai; Xu, Ying

2006-01-01

Estimation of kinetic parameters in a biochemical pathway or network represents a common problem in systems studies of biological processes. We have implemented a C library, named libSRES, to facilitate a fast implementation of computer software for study of non-linear biochemical pathways. This library implements a (mu, lambda)-ES evolutionary optimization algorithm that uses stochastic ranking as the constraint handling technique. Considering the amount of computing time it might require to solve a parameter-estimation problem, an MPI version of libSRES is provided for parallel implementation, as well as a simple user interface. libSRES is freely available and could be used directly in any C program as a library function. We have extensively tested the performance of libSRES on various pathway parameter-estimation problems and found its performance to be satisfactory. The source code (in C) is free for academic users at http://csbl.bmb.uga.edu/~jix/science/libSRES/

Evolution of olfactory receptors.

PubMed

Hoover, Kara C

2013-01-01

Olfactory receptors are a specialized set of receptor cells responsible for the detection of odors. These cells are G protein-coupled receptors and expressed in the cell membranes of olfactory sensory neurons. Once a cell is activated by a ligand, it initiates a signal transduction cascade that produces a nerve impulse to the brain where odor perception is processed. Vertebrate olfactory evolution is characterized by birth-and-death events, a special case of the stochastic continuous time Markov process. Vertebrate fish have three general types of receptor cells (two dedicated to pheromones). Terrestrial animals have different epithelial biology due to the specialized adaptation to detecting airborne odors. Two general classes of olfactory receptor gene reflect the vertebrate marine heritage (Class I) and the derived amphibian, reptile, and mammal terrestrial heritage (Class II). While we know much about olfactory receptor cells, there are still areas where our knowledge is insufficient, such as intra-individual diversity throughout the life time, epigenetic processes acting on olfactory receptors, and association of ligands to specific cells.

Maximum principle for a stochastic delayed system involving terminal state constraints.

PubMed

Wen, Jiaqiang; Shi, Yufeng

2017-01-01

We investigate a stochastic optimal control problem where the controlled system is depicted as a stochastic differential delayed equation; however, at the terminal time, the state is constrained in a convex set. We firstly introduce an equivalent backward delayed system depicted as a time-delayed backward stochastic differential equation. Then a stochastic maximum principle is obtained by virtue of Ekeland's variational principle. Finally, applications to a state constrained stochastic delayed linear-quadratic control model and a production-consumption choice problem are studied to illustrate the main obtained result.

Stochastic stability in three-player games.

PubMed

Kamiński, Dominik; Miekisz, Jacek; Zaborowski, Marcin

2005-11-01

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

Fractional Stochastic Field Theory

NASA Astrophysics Data System (ADS)

Honkonen, Juha

2018-02-01

Models describing evolution of physical, chemical, biological, social and financial processes are often formulated as differential equations with the understanding that they are large-scale equations for averages of quantities describing intrinsically random processes. Explicit account of randomness may lead to significant changes in the asymptotic behaviour (anomalous scaling) in such models especially in low spatial dimensions, which in many cases may be captured with the use of the renormalization group. Anomalous scaling and memory effects may also be introduced with the use of fractional derivatives and fractional noise. Construction of renormalized stochastic field theory with fractional derivatives and fractional noise in the underlying stochastic differential equations and master equations and the interplay between fluctuation-induced and built-in anomalous scaling behaviour is reviewed and discussed.

Stochastic modelling of turbulent combustion for design optimization of gas turbine combustors

NASA Astrophysics Data System (ADS)

Mehanna Ismail, Mohammed Ali

The present work covers the development and the implementation of an efficient algorithm for the design optimization of gas turbine combustors. The purpose is to explore the possibilities and indicate constructive suggestions for optimization techniques as alternative methods for designing gas turbine combustors. The algorithm is general to the extent that no constraints are imposed on the combustion phenomena or on the combustor configuration. The optimization problem is broken down into two elementary problems: the first is the optimum search algorithm, and the second is the turbulent combustion model used to determine the combustor performance parameters. These performance parameters constitute the objective and physical constraints in the optimization problem formulation. The examination of both turbulent combustion phenomena and the gas turbine design process suggests that the turbulent combustion model represents a crucial part of the optimization algorithm. The basic requirements needed for a turbulent combustion model to be successfully used in a practical optimization algorithm are discussed. In principle, the combustion model should comply with the conflicting requirements of high fidelity, robustness and computational efficiency. To that end, the problem of turbulent combustion is discussed and the current state of the art of turbulent combustion modelling is reviewed. According to this review, turbulent combustion models based on the composition PDF transport equation are found to be good candidates for application in the present context. However, these models are computationally expensive. To overcome this difficulty, two different models based on the composition PDF transport equation were developed: an improved Lagrangian Monte Carlo composition PDF algorithm and the generalized stochastic reactor model. Improvements in the Lagrangian Monte Carlo composition PDF model performance and its computational efficiency were achieved through the implementation of time splitting, variable stochastic fluid particle mass control, and a second order time accurate (predictor-corrector) scheme used for solving the stochastic differential equations governing the particles evolution. The model compared well against experimental data found in the literature for two different configurations: bluff body and swirl stabilized combustors. The generalized stochastic reactor is a newly developed model. This model relies on the generalization of the concept of the classical stochastic reactor theory in the sense that it accounts for both finite micro- and macro-mixing processes. (Abstract shortened by UMI.)

Stochastic Evolution of Augmented Born-Infeld Equations

NASA Astrophysics Data System (ADS)

Holm, Darryl D.

2018-06-01

This paper compares the results of applying a recently developed method of stochastic uncertainty quantification designed for fluid dynamics to the Born-Infeld model of nonlinear electromagnetism. The similarities in the results are striking. Namely, the introduction of Stratonovich cylindrical noise into each of their Hamiltonian formulations introduces stochastic Lie transport into their dynamics in the same form for both theories. Moreover, the resulting stochastic partial differential equations retain their unperturbed form, except for an additional term representing induced Lie transport by the set of divergence-free vector fields associated with the spatial correlations of the cylindrical noise. The explanation for this remarkable similarity lies in the method of construction of the Hamiltonian for the Stratonovich stochastic contribution to the motion in both cases, which is done via pairing spatial correlation eigenvectors for cylindrical noise with the momentum map for the deterministic motion. This momentum map is responsible for the well-known analogy between hydrodynamics and electromagnetism. The momentum map for the Maxwell and Born-Infeld theories of electromagnetism treated here is the 1-form density known as the Poynting vector. Two appendices treat the Hamiltonian structures underlying these results.

Quantifying the evolution of individual scientific impact.

PubMed

Sinatra, Roberta; Wang, Dashun; Deville, Pierre; Song, Chaoming; Barabási, Albert-László

2016-11-04

Despite the frequent use of numerous quantitative indicators to gauge the professional impact of a scientist, little is known about how scientific impact emerges and evolves in time. Here, we quantify the changes in impact and productivity throughout a career in science, finding that impact, as measured by influential publications, is distributed randomly within a scientist's sequence of publications. This random-impact rule allows us to formulate a stochastic model that uncouples the effects of productivity, individual ability, and luck and unveils the existence of universal patterns governing the emergence of scientific success. The model assigns a unique individual parameter Q to each scientist, which is stable during a career, and it accurately predicts the evolution of a scientist's impact, from the h-index to cumulative citations, and independent recognitions, such as prizes. Copyright © 2016, American Association for the Advancement of Science.

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.

Stochastic Stability of Sampled Data Systems with a Jump Linear Controller

NASA Technical Reports Server (NTRS)

Gonzalez, Oscar R.; Herencia-Zapana, Heber; Gray, W. Steven

2004-01-01

In this paper an equivalence between the stochastic stability of a sampled-data system and its associated discrete-time representation is established. The sampled-data system consists of a deterministic, linear, time-invariant, continuous-time plant and a stochastic, linear, time-invariant, discrete-time, jump linear controller. The jump linear controller models computer systems and communication networks that are subject to stochastic upsets or disruptions. This sampled-data model has been used in the analysis and design of fault-tolerant systems and computer-control systems with random communication delays without taking into account the inter-sample response. This paper shows that the known equivalence between the stability of a deterministic sampled-data system and the associated discrete-time representation holds even in a stochastic framework.

Continuum Model for River Networks

NASA Astrophysics Data System (ADS)

Giacometti, Achille; Maritan, Amos; Banavar, Jayanth R.

1995-07-01

The effects of erosion, avalanching, and random precipitation are captured in a simple stochastic partial differential equation for modeling the evolution of river networks. Our model leads to a self-organized structured landscape and to abstraction and piracy of the smaller tributaries as the evolution proceeds. An algebraic distribution of the average basin areas and a power law relationship between the drainage basin area and the river length are found.

Backward jump continuous-time random walk: An application to market trading

NASA Astrophysics Data System (ADS)

Gubiec, Tomasz; Kutner, Ryszard

2010-10-01

The backward jump modification of the continuous-time random walk model or the version of the model driven by the negative feedback was herein derived for spatiotemporal continuum in the context of a share price evolution on a stock exchange. In the frame of the model, we described stochastic evolution of a typical share price on a stock exchange with a moderate liquidity within a high-frequency time scale. The model was validated by satisfactory agreement of the theoretical velocity autocorrelation function with its empirical counterpart obtained for the continuous quotation. This agreement is mainly a result of a sharp backward correlation found and considered in this article. This correlation is a reminiscence of such a bid-ask bounce phenomenon where backward price jump has the same or almost the same length as preceding jump. We suggested that this correlation dominated the dynamics of the stock market with moderate liquidity. Although assumptions of the model were inspired by the market high-frequency empirical data, its potential applications extend beyond the financial market, for instance, to the field covered by the Le Chatelier-Braun principle of contrariness.

Backward jump continuous-time random walk: an application to market trading.

PubMed

Gubiec, Tomasz; Kutner, Ryszard

2010-10-01

The backward jump modification of the continuous-time random walk model or the version of the model driven by the negative feedback was herein derived for spatiotemporal continuum in the context of a share price evolution on a stock exchange. In the frame of the model, we described stochastic evolution of a typical share price on a stock exchange with a moderate liquidity within a high-frequency time scale. The model was validated by satisfactory agreement of the theoretical velocity autocorrelation function with its empirical counterpart obtained for the continuous quotation. This agreement is mainly a result of a sharp backward correlation found and considered in this article. This correlation is a reminiscence of such a bid-ask bounce phenomenon where backward price jump has the same or almost the same length as preceding jump. We suggested that this correlation dominated the dynamics of the stock market with moderate liquidity. Although assumptions of the model were inspired by the market high-frequency empirical data, its potential applications extend beyond the financial market, for instance, to the field covered by the Le Chatelier-Braun principle of contrariness.

A transient stochastic weather generator incorporating climate model uncertainty

NASA Astrophysics Data System (ADS)

Glenis, Vassilis; Pinamonti, Valentina; Hall, Jim W.; Kilsby, Chris G.

2015-11-01

Stochastic weather generators (WGs), which provide long synthetic time series of weather variables such as rainfall and potential evapotranspiration (PET), have found widespread use in water resources modelling. When conditioned upon the changes in climatic statistics (change factors, CFs) predicted by climate models, WGs provide a useful tool for climate impacts assessment and adaption planning. The latest climate modelling exercises have involved large numbers of global and regional climate models integrations, designed to explore the implications of uncertainties in the climate model formulation and parameter settings: so called 'perturbed physics ensembles' (PPEs). In this paper we show how these climate model uncertainties can be propagated through to impact studies by testing multiple vectors of CFs, each vector derived from a different sample from a PPE. We combine this with a new methodology to parameterise the projected time-evolution of CFs. We demonstrate how, when conditioned upon these time-dependent CFs, an existing, well validated and widely used WG can be used to generate non-stationary simulations of future climate that are consistent with probabilistic outputs from the Met Office Hadley Centre's Perturbed Physics Ensemble. The WG enables extensive sampling of natural variability and climate model uncertainty, providing the basis for development of robust water resources management strategies in the context of a non-stationary climate.

Stochastic and information-thermodynamic structures of population dynamics in a fluctuating environment

NASA Astrophysics Data System (ADS)

Kobayashi, Tetsuya J.; Sughiyama, Yuki

2017-07-01

Adaptation in a fluctuating environment is a process of fueling environmental information to gain fitness. Living systems have gradually developed strategies for adaptation from random and passive diversification of the phenotype to more proactive decision making, in which environmental information is sensed and exploited more actively and effectively. Understanding the fundamental relation between fitness and information is therefore crucial to clarify the limits and universal properties of adaptation. In this work, we elucidate the underlying stochastic and information-thermodynamic structure in this process, by deriving causal fluctuation relations (FRs) of fitness and information. Combined with a duality between phenotypic and environmental dynamics, the FRs reveal the limit of fitness gain, the relation of time reversibility with the achievability of the limit, and the possibility and condition for gaining excess fitness due to environmental fluctuation. The loss of fitness due to causal constraints and the limited capacity of real organisms is shown to be the difference between time-forward and time-backward path probabilities of phenotypic and environmental dynamics. Furthermore, the FRs generalize the concept of the evolutionary stable state (ESS) for fluctuating environment by giving the probability that the optimal strategy on average can be invaded by a suboptimal one owing to rare environmental fluctuation. These results clarify the information-thermodynamic structures in adaptation and evolution.

A parallel domain decomposition-based implicit method for the Cahn–Hilliard–Cook phase-field equation in 3D

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

Zheng, Xiang; Yang, Chao; State Key Laboratory of Computer Science, Chinese Academy of Sciences, Beijing 100190

2015-03-15

We present a numerical algorithm for simulating the spinodal decomposition described by the three dimensional Cahn–Hilliard–Cook (CHC) equation, which is a fourth-order stochastic partial differential equation with a noise term. The equation is discretized in space and time based on a fully implicit, cell-centered finite difference scheme, with an adaptive time-stepping strategy designed to accelerate the progress to equilibrium. At each time step, a parallel Newton–Krylov–Schwarz algorithm is used to solve the nonlinear system. We discuss various numerical and computational challenges associated with the method. The numerical scheme is validated by a comparison with an explicit scheme of high accuracymore » (and unreasonably high cost). We present steady state solutions of the CHC equation in two and three dimensions. The effect of the thermal fluctuation on the spinodal decomposition process is studied. We show that the existence of the thermal fluctuation accelerates the spinodal decomposition process and that the final steady morphology is sensitive to the stochastic noise. We also show the evolution of the energies and statistical moments. In terms of the parallel performance, it is found that the implicit domain decomposition approach scales well on supercomputers with a large number of processors.« less

Nonequilibrium magnetic properties in a two-dimensional kinetic mixed Ising system within the effective-field theory and Glauber-type stochastic dynamics approach.

PubMed

Ertaş, Mehmet; Deviren, Bayram; Keskin, Mustafa

2012-11-01

Nonequilibrium magnetic properties in a two-dimensional kinetic mixed spin-2 and spin-5/2 Ising system in the presence of a time-varying (sinusoidal) magnetic field are studied within the effective-field theory (EFT) with correlations. The time evolution of the system is described by using Glauber-type stochastic dynamics. The dynamic EFT equations are derived by employing the Glauber transition rates for two interpenetrating square lattices. We investigate the time dependence of the magnetizations for different interaction parameter values in order to find the phases in the system. We also study the thermal behavior of the dynamic magnetizations, the hysteresis loop area, and dynamic correlation. The dynamic phase diagrams are presented in the reduced magnetic field amplitude and reduced temperature plane and we observe that the system exhibits dynamic tricritical and reentrant behaviors. Moreover, the system also displays a double critical end point (B), a zero-temperature critical point (Z), a critical end point (E), and a triple point (TP). We also performed a comparison with the mean-field prediction in order to point out the effects of correlations and found that some of the dynamic first-order phase lines, which are artifacts of the mean-field approach, disappeared.

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

NASA Astrophysics Data System (ADS)

Seif, Dariush; Ghoniem, Nasr M.

2014-12-01

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

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

PubMed

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

2018-01-01

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

A chance-constrained stochastic approach to intermodal container routing problems

PubMed Central

Zhao, Yi; Zhang, Xi; Whiteing, Anthony

2018-01-01

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

Effect of sample volume on metastable zone width and induction time

NASA Astrophysics Data System (ADS)

Kubota, Noriaki

2012-04-01

The metastable zone width (MSZW) and the induction time, measured for a large sample (say>0.1 L) are reproducible and deterministic, while, for a small sample (say<1 mL), these values are irreproducible and stochastic. Such behaviors of MSZW and induction time were theoretically discussed both with stochastic and deterministic models. Equations for the distribution of stochastic MSZW and induction time were derived. The average values of stochastic MSZW and induction time both decreased with an increase in sample volume, while, the deterministic MSZW and induction time remained unchanged. Such different behaviors with variation in sample volume were explained in terms of detection sensitivity of crystallization events. The average values of MSZW and induction time in the stochastic model were compared with the deterministic MSZW and induction time, respectively. Literature data reported for paracetamol aqueous solution were explained theoretically with the presented models.

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.

From quantum to classical modeling of radiation reaction: A focus on stochasticity effects

NASA Astrophysics Data System (ADS)

Niel, F.; Riconda, C.; Amiranoff, F.; Duclous, R.; Grech, M.

2018-04-01

Radiation reaction in the interaction of ultrarelativistic electrons with a strong external electromagnetic field is investigated using a kinetic approach in the nonlinear moderately quantum regime. Three complementary descriptions are discussed considering arbitrary geometries of interaction: a deterministic one relying on the quantum-corrected radiation reaction force in the Landau and Lifschitz (LL) form, a linear Boltzmann equation for the electron distribution function, and a Fokker-Planck (FP) expansion in the limit where the emitted photon energies are small with respect to that of the emitting electrons. The latter description is equivalent to a stochastic differential equation where the effect of the radiation reaction appears in the form of the deterministic term corresponding to the quantum-corrected LL friction force, and by a diffusion term accounting for the stochastic nature of photon emission. By studying the evolution of the energy moments of the electron distribution function with the three models, we are able to show that all three descriptions provide similar predictions on the temporal evolution of the average energy of an electron population in various physical situations of interest, even for large values of the quantum parameter χ . The FP and full linear Boltzmann descriptions also allow us to correctly describe the evolution of the energy variance (second-order moment) of the distribution function, while higher-order moments are in general correctly captured with the full linear Boltzmann description only. A general criterion for the limit of validity of each description is proposed, as well as a numerical scheme for the inclusion of the FP description in particle-in-cell codes. This work, not limited to the configuration of a monoenergetic electron beam colliding with a laser pulse, allows further insight into the relative importance of various effects of radiation reaction and in particular of the discrete and stochastic nature of high-energy photon emission and its back-reaction in the deformation of the particle distribution function.

Kinetics of autocatalysis in small systems

NASA Astrophysics Data System (ADS)

Arslan, Erdem; Laurenzi, Ian J.

2008-01-01

Autocatalysis is a ubiquitous chemical process that drives a plethora of biological phenomena, including the self-propagation of prions etiological to the Creutzfeldt-Jakob disease and bovine spongiform encephalopathy. To explain the dynamics of these systems, we have solved the chemical master equation for the irreversible autocatalytic reaction A +B→2A. This solution comprises the first closed form expression describing the probabilistic time evolution of the populations of autocatalytic and noncatalytic molecules from an arbitrary initial state. Grand probability distributions are likewise presented for autocatalysis in the equilibrium limit (A+B⇌2A), allowing for the first mechanistic comparison of this process with chemical isomerization (B⇌A) in small systems. Although the average population of autocatalytic (i.e., prion) molecules largely conforms to the predictions of the classical "rate law" approach in time and the law of mass action at equilibrium, thermodynamic differences between the entropies of isomerization and autocatalysis are revealed, suggesting a "mechanism dependence" of state variables for chemical reaction processes. These results demonstrate the importance of chemical mechanism and molecularity in the development of stochastic processes for chemical systems and the relationship between the stochastic approach to chemical kinetics and nonequilibrium thermodynamics.

FASTPM: a new scheme for fast simulations of dark matter and haloes

NASA Astrophysics Data System (ADS)

Feng, Yu; Chu, Man-Yat; Seljak, Uroš; McDonald, Patrick

2016-12-01

We introduce FASTPM, a highly scalable approximated particle mesh (PM) N-body solver, which implements the PM scheme enforcing correct linear displacement (1LPT) evolution via modified kick and drift factors. Employing a two-dimensional domain decomposing scheme, FASTPM scales extremely well with a very large number of CPUs. In contrast to Comoving-Lagrangian (COLA) approach, we do not require to split the force or track separately the 2LPT solution, reducing the code complexity and memory requirements. We compare FASTPM with different number of steps (Ns) and force resolution factor (B) against three benchmarks: halo mass function from friends-of-friends halo finder; halo and dark matter power spectrum; and cross-correlation coefficient (or stochasticity), relative to a high-resolution TREEPM simulation. We show that the modified time stepping scheme reduces the halo stochasticity when compared to COLA with the same number of steps and force resolution. While increasing Ns and B improves the transfer function and cross-correlation coefficient, for many applications FASTPM achieves sufficient accuracy at low Ns and B. For example, Ns = 10 and B = 2 simulation provides a substantial saving (a factor of 10) of computing time relative to Ns = 40, B = 3 simulation, yet the halo benchmarks are very similar at z = 0. We find that for abundance matched haloes the stochasticity remains low even for Ns = 5. FASTPM compares well against less expensive schemes, being only 7 (4) times more expensive than 2LPT initial condition generator for Ns = 10 (Ns = 5). Some of the applications where FASTPM can be useful are generating a large number of mocks, producing non-linear statistics where one varies a large number of nuisance or cosmological parameters, or serving as part of an initial conditions solver.

The nightmare scenario: measuring the stochastic gravitational wave background from stalling massive black hole binaries with pulsar timing arrays

NASA Astrophysics Data System (ADS)

Dvorkin, Irina; Barausse, Enrico

2017-10-01

Massive black hole binaries, formed when galaxies merge, are among the primary sources of gravitational waves targeted by ongoing pulsar timing array (PTA) experiments and the upcoming space-based Laser Interferometer Space Antenna (LISA) interferometer. However, their formation and merger rates are still highly uncertain. Recent upper limits on the stochastic gravitational wave background obtained by PTAs are starting to be in marginal tension with theoretical models for the pairing and orbital evolution of these systems. This tension can be resolved by assuming that these binaries are more eccentric or interact more strongly with the environment (gas and stars) than expected, or by accounting for possible selection biases in the construction of the theoretical models. However, another (pessimistic) possibility is that these binaries do not merge at all, but stall at large (˜pc) separations. We explore this extreme scenario by using a semi-analytic galaxy formation model including massive black holes (isolated and in binaries), and show that future generations of PTAs will detect the stochastic gravitational wave background from the massive black hole binary population within 10-15 yr of observations, even in the `nightmare scenario' in which all binaries stall at the hardening radius. Moreover, we argue that this scenario is too pessimistic, because our model predicts the existence of a subpopulation of binaries with small mass ratios (q ≲ 10-3) that should merge within a Hubble time simply as a result of gravitational wave emission. This subpopulation will be observable with large signal-to-noise ratios by future PTAs thanks to next-generation radio telescopes such as Square Kilometre Array or Five-hundred-meter Aperture Spherical Telescope, and possibly by LISA.

BRITE-Constellation high-precision time-dependent photometry of the early O-type supergiant ζ Puppis unveils the photospheric drivers of its small- and large-scale wind structures

NASA Astrophysics Data System (ADS)

Ramiaramanantsoa, Tahina; Moffat, Anthony F. J.; Harmon, Robert; Ignace, Richard; St-Louis, Nicole; Vanbeveren, Dany; Shenar, Tomer; Pablo, Herbert; Richardson, Noel D.; Howarth, Ian D.; Stevens, Ian R.; Piaulet, Caroline; St-Jean, Lucas; Eversberg, Thomas; Pigulski, Andrzej; Popowicz, Adam; Kuschnig, Rainer; Zocłońska, Elżbieta; Buysschaert, Bram; Handler, Gerald; Weiss, Werner W.; Wade, Gregg A.; Rucinski, Slavek M.; Zwintz, Konstanze; Luckas, Paul; Heathcote, Bernard; Cacella, Paulo; Powles, Jonathan; Locke, Malcolm; Bohlsen, Terry; Chené, André-Nicolas; Miszalski, Brent; Waldron, Wayne L.; Kotze, Marissa M.; Kotze, Enrico J.; Böhm, Torsten

2018-02-01

From 5.5 months of dual-band optical photometric monitoring at the 1 mmag level, BRITE-Constellation has revealed two simultaneous types of variability in the O4I(n)fp star ζ Puppis: one single periodic non-sinusoidal component superimposed on a stochastic component. The monoperiodic component is the 1.78-d signal previously detected by Coriolis/Solar Mass Ejection Imager, but this time along with a prominent first harmonic. The shape of this signal changes over time, a behaviour that is incompatible with stellar oscillations but consistent with rotational modulation arising from evolving bright surface inhomogeneities. By means of a constrained non-linear light-curve inversion algorithm, we mapped the locations of the bright surface spots and traced their evolution. Our simultaneous ground-based multisite spectroscopic monitoring of the star unveiled cyclical modulation of its He II λ4686 wind emission line with the 1.78-d rotation period, showing signatures of corotating interaction regions that turn out to be driven by the bright photospheric spots observed by BRITE. Traces of wind clumps are also observed in the He II λ4686 line and are correlated with the amplitudes of the stochastic component of the light variations probed by BRITE at the photosphere, suggesting that the BRITE observations additionally unveiled the photospheric drivers of wind clumps in ζ Pup and that the clumping phenomenon starts at the very base of the wind. The origins of both the bright surface inhomogeneities and the stochastic light variations remain unknown, but a subsurface convective zone might play an important role in the generation of these two types of photospheric variability.

SETI as a part of Big History

NASA Astrophysics Data System (ADS)

Maccone, Claudio

2014-08-01

Big History is an emerging academic discipline which examines history scientifically from the Big Bang to the present. It uses a multidisciplinary approach based on combining numerous disciplines from science and the humanities, and explores human existence in the context of this bigger picture. It is taught at some universities. In a series of recent papers ([11] through [15] and [17] through [18]) and in a book [16], we developed a new mathematical model embracing Darwinian Evolution (RNA to Humans, see, in particular, [17] and Human History (Aztecs to USA, see [16]) and then we extrapolated even that into the future up to ten million years (see 18), the minimum time requested for a civilization to expand to the whole Milky Way (Fermi paradox). In this paper, we further extend that model in the past so as to let it start at the Big Bang (13.8 billion years ago) thus merging Big History, Evolution on Earth and SETI (the modern Search for ExtraTerrestrial Intelligence) into a single body of knowledge of a statistical type. Our idea is that the Geometric Brownian Motion (GBM), so far used as the key stochastic process of financial mathematics (Black-Sholes models and related 1997 Nobel Prize in Economics!) may be successfully applied to the whole of Big History. In particular, in this paper we derive

18,000 displacement vectors and 44 positions surveys of RFID tracers show a normal diffusion of the bedload in a proglacial stream (Bossons glacier, France)

NASA Astrophysics Data System (ADS)

Guillon, Hervé; Mugnier, Jean-Louis; Buoncristiani, Jean-François

2016-04-01

Bedload transport is a stochastic process during which each particle hops for a random length then rests for a random duration. In recent years, this probabilistic approach was investigated by theoretical models, numerical simulations and laboratory experiments. These experiments are generally carried out on short time scales with sand, but underline the diffusive behaviour of the bedload. Conversely, marked pebbles in natural streams have mainly be used to infer about transport processes and transport time of the bedload. In this study, the stochastic characteristics of bedload transport are inferred from the radio-frequency identification (RFID) of pebbles. In particular, we provide insights for answering the following question : is the bedload transport sub-diffusive, normally diffusive or super-diffusive at the long time scale (i.e. global range)? Experiments designed to investigate the phenomenology of bedload transport have been carried out in the proglacial area of Bossons glacier. This 350 m long alluvial plain exhibits daily flood from the glacial system and is still redistributing material from catastrophic events pre-dating our investigations. From 2011 to 2014, the position of the ˜ 1000 RFID tracers have been measured by a mobile antenna and a differential GPS during 44 surveys providing ˜ 2500 tracer positions. Additionnaly, in 2014, 650 new tracers were seeded upstream from a static RFID antenna located at the outlet of the study area. For the 1 to 32 cm fraction surveyed, both mobile and static antenna results show no evidence for a significant export outside of the surveyed zone. Initial data have been maximized by using each possible campaign pairs leading to ˜700 campaign pairs and more than 18,000 displacement vectors. To our knowledge, this is one of the most extensive dataset of tracers positions measured in a natural stream using the RFID methodology. Using 152 campaigns pairs with at least 20 retrieved tracers,r standard probability distributions were tested against the observed travel distances. Regardless of the time scale, heavy- and light-tailed distributions provide a convincing statistical description of measured data. No single distribution is significantly better than the others. Conversely, the distribution of tracers positions in the system and its time evolution is best described by the normal distribution. Its standard deviation scales with time as σ ∝ t0.45±0.12 which suggests a nearly normal diffusive behaviour. The measured virtual velocities and a simple probabilistic model using the time evolution of the mean (i.e. drift) and standard deviation (i.e diffusion) show that the mean bedload transfer time is greater than 5 years. RFID tracers appear as a promising tool to investigate stochastic characteristics of bedload transport.

Dynamical Stochastic Processes of Returns in Financial Markets

NASA Astrophysics Data System (ADS)

Kim, Kyungsik; Kim, Soo Yong; Lim, Gyuchang; Zhou, Junyuan; Yoon, Seung-Min

2006-03-01

We show how the evolution of probability distribution functions of the returns from the tick data of the Korean treasury bond futures (KTB) and the S&P 500 stock index can be described by means of the Fokker-Planck equation. We derive the Fokker- Planck equation from the estimated Kramers-Moyal coefficients estimated directly from the empirical data. By analyzing the statistics of the returns, we present the quantitative deterministic and random influences on both financial time series, for which we can give a simple physical interpretation. Finally, we remark that the diffusion coefficient should be significantly considered to make a portfolio.

Nonequilibrium transition and pattern formation in a linear reaction-diffusion system with self-regulated kinetics

NASA Astrophysics Data System (ADS)

Paul, Shibashis; Ghosh, Shyamolina; Ray, Deb Shankar

2018-02-01

We consider a reaction-diffusion system with linear, stochastic activator-inhibitor kinetics where the time evolution of concentration of a species at any spatial location depends on the relative average concentration of its neighbors. This self-regulating nature of kinetics brings in spatial correlation between the activator and the inhibitor. An interplay of this correlation in kinetics and disparity of diffusivities of the two species leads to symmetry breaking non-equilibrium transition resulting in stationary pattern formation. The role of initial noise strength and the linear reaction terms has been analyzed for pattern selection.

Direct imaging of nanobubble Ostwald ripening using graphene liquid cell TEM

NASA Astrophysics Data System (ADS)

Xu, Cong; Chen, Qian; Granick, Steve

We directly image the growth, morphology evolution and interaction dynamics of gas nanobubbles in a thin liquid, which are relevant to many materials and electrochemical processes. Using the recently emergent liquid phase transmission electron microscopy (TEM), we resolve the dynamics of nanobubbles in situ at nm resolution in real time. We find that nanobubbles grow through an Ostwald ripening-like process, where adjacent bubbles stochastically fluctuate to disappear or enlarge. Capability of feature tracking enables us to characterize the motions and shape fluctuations of nanobubbles, providing insights into the gas-liquid interfacial fluctuations explored at the nanoscale.

The transmission process: A combinatorial stochastic process for the evolution of transmission trees over networks.

PubMed

Sainudiin, Raazesh; Welch, David

2016-12-07

We derive a combinatorial stochastic process for the evolution of the transmission tree over the infected vertices of a host contact network in a susceptible-infected (SI) model of an epidemic. Models of transmission trees are crucial to understanding the evolution of pathogen populations. We provide an explicit description of the transmission process on the product state space of (rooted planar ranked labelled) binary transmission trees and labelled host contact networks with SI-tags as a discrete-state continuous-time Markov chain. We give the exact probability of any transmission tree when the host contact network is a complete, star or path network - three illustrative examples. We then develop a biparametric Beta-splitting model that directly generates transmission trees with exact probabilities as a function of the model parameters, but without explicitly modelling the underlying contact network, and show that for specific values of the parameters we can recover the exact probabilities for our three example networks through the Markov chain construction that explicitly models the underlying contact network. We use the maximum likelihood estimator (MLE) to consistently infer the two parameters driving the transmission process based on observations of the transmission trees and use the exact MLE to characterize equivalence classes over the space of contact networks with a single initial infection. An exploratory simulation study of the MLEs from transmission trees sampled from three other deterministic and four random families of classical contact networks is conducted to shed light on the relation between the MLEs of these families with some implications for statistical inference along with pointers to further extensions of our models. The insights developed here are also applicable to the simplest models of "meme" evolution in online social media networks through transmission events that can be distilled from observable actions such as "likes", "mentions", "retweets" and "+1s" along with any concomitant comments. Copyright © 2016 The Authors. Published by Elsevier Ltd.. All rights reserved.

Evolution of Subaerial Coastal Fluvial Delta Island Topography into Multiple Stable States Under Influence of Vegetation and Stochastic Hydrology

NASA Astrophysics Data System (ADS)

Moffett, K. B.; Smith, B. C.; O'Connor, M.; Mohrig, D. C.

2014-12-01

Coastal fluvial delta morphodynamics are prominently controlled by external fluvial sediment and water supplies; however, internal sediment-water-vegetation feedbacks are now being proposed as potentially equally significant in organizing and maintaining the progradation and aggradation of such systems. The time scales of fluvial and climate influences on these feedbacks, and of their responses, are also open questions. Historical remote sensing study of the Wax Lake Delta model system (Louisiana, USA) revealed trends in the evolution of the subaerial island surfaces from a non-systematic arrangement of elevations to a discrete set of levees and intra-island platforms with distinct vegetation types, designated as high marsh, low marsh, and mudflat habitat. We propose that this elevation zonation is consistent with multiple stable state theory, e.g. as applied to tidal salt marsh systems but not previously to deltas. According to zonally-distributed sediment core analyses, differentiation of island elevations was not due to organic matter accumulation as in salt marshes, but rather by differential mineral sediment accumulation with some organic contributions. Mineral sediment accumulation rates suggested that elevation growth was accelerating or holding steady over time, at least to date in this young delta, in contrast to theory suggesting rates should slow as elevation increases above mean water level. Hydrological analysis of island flooding suggested a prominent role of stochastic local storm events in raising island water levels and supplying mineral sediment to the subaerial island surfaces at short time scales; over longer time scales, the relative influences of local storms and inland/regional floods on the coupled sediment-water-vegetation system of the subaerial delta island surfaces remain the subject of ongoing study. These results help provide an empirical foundation for the next generation of coupled sediment-water-vegetation modeling and theory.

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.

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

NASA Astrophysics Data System (ADS)

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

2018-01-01

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

Stochastic Averaging Principle for Spatial Birth-and-Death Evolutions in the Continuum

NASA Astrophysics Data System (ADS)

Friesen, Martin; Kondratiev, Yuri

2018-06-01

We study a spatial birth-and-death process on the phase space of locally finite configurations Γ^+ × Γ^- over R}^d. Dynamics is described by an non-equilibrium evolution of states obtained from the Fokker-Planck equation and associated with the Markov operator L^+(γ ^-) + 1/ɛ L^-, ɛ > 0. Here L^- describes the environment process on Γ^- and L^+(γ ^-) describes the system process on Γ^+, where γ ^- indicates that the corresponding birth-and-death rates depend on another locally finite configuration γ ^- \\in Γ^-. We prove that, for a certain class of birth-and-death rates, the corresponding Fokker-Planck equation is well-posed, i.e. there exists a unique evolution of states μ _t^{ɛ } on Γ^+ × Γ^-. Moreover, we give a sufficient condition such that the environment is ergodic with exponential rate. Let μ _{inv} be the invariant measure for the environment process on Γ^-. In the main part of this work we establish the stochastic averaging principle, i.e. we prove that the marginal of μ _t^{ɛ } onto Γ^+ converges weakly to an evolution of states on {Γ}^+ associated with the averaged Markov birth-and-death operator {\\overline{L}} = \\int _{Γ}^- L^+(γ ^-)d μ _{inv}(γ ^-).

Stochastic Averaging Principle for Spatial Birth-and-Death Evolutions in the Continuum

NASA Astrophysics Data System (ADS)

Friesen, Martin; Kondratiev, Yuri

2018-04-01

We study a spatial birth-and-death process on the phase space of locally finite configurations Γ^+ × Γ^- over R^d . Dynamics is described by an non-equilibrium evolution of states obtained from the Fokker-Planck equation and associated with the Markov operator L^+(γ ^-) + 1/ɛ L^- , ɛ > 0 . Here L^- describes the environment process on Γ^- and L^+(γ ^-) describes the system process on Γ^+ , where γ ^- indicates that the corresponding birth-and-death rates depend on another locally finite configuration γ ^- \\in Γ^- . We prove that, for a certain class of birth-and-death rates, the corresponding Fokker-Planck equation is well-posed, i.e. there exists a unique evolution of states μ _t^{ɛ } on Γ^+ × Γ^- . Moreover, we give a sufficient condition such that the environment is ergodic with exponential rate. Let μ _{inv} be the invariant measure for the environment process on Γ^- . In the main part of this work we establish the stochastic averaging principle, i.e. we prove that the marginal of μ _t^{ɛ } onto Γ^+ converges weakly to an evolution of states on Γ^+ associated with the averaged Markov birth-and-death operator \\overline{L} = \\int _{Γ}^-}L^+(γ ^-)d μ _{inv}(γ ^-).

A Nonlinear Dynamical Systems based Model for Stochastic Simulation of Streamflow

NASA Astrophysics Data System (ADS)

Erkyihun, S. T.; Rajagopalan, B.; Zagona, E. A.

2014-12-01

Traditional time series methods model the evolution of the underlying process as a linear or nonlinear function of the autocorrelation. These methods capture the distributional statistics but are incapable of providing insights into the dynamics of the process, the potential regimes, and predictability. This work develops a nonlinear dynamical model for stochastic simulation of streamflows. In this, first a wavelet spectral analysis is employed on the flow series to isolate dominant orthogonal quasi periodic timeseries components. The periodic bands are added denoting the 'signal' component of the time series and the residual being the 'noise' component. Next, the underlying nonlinear dynamics of this combined band time series is recovered. For this the univariate time series is embedded in a d-dimensional space with an appropriate lag T to recover the state space in which the dynamics unfolds. Predictability is assessed by quantifying the divergence of trajectories in the state space with time, as Lyapunov exponents. The nonlinear dynamics in conjunction with a K-nearest neighbor time resampling is used to simulate the combined band, to which the noise component is added to simulate the timeseries. We demonstrate this method by applying it to the data at Lees Ferry that comprises of both the paleo reconstructed and naturalized historic annual flow spanning 1490-2010. We identify interesting dynamics of the signal in the flow series and epochal behavior of predictability. These will be of immense use for water resources planning and management.

Concepts in solid tumor evolution.

PubMed

Sidow, Arend; Spies, Noah

2015-04-01

Evolutionary mechanisms in cancer progression give tumors their individuality. Cancer evolution is different from organismal evolution, however, and we discuss where concepts from evolutionary genetics are useful or limited in facilitating an understanding of cancer. Based on these concepts we construct and apply the simplest plausible model of tumor growth and progression. Simulations using this simple model illustrate the importance of stochastic events early in tumorigenesis, highlight the dominance of exponential growth over linear growth and differentiation, and explain the clonal substructure of tumors. Copyright © 2015 Elsevier Ltd. All rights reserved.

Neutral evolution in a biological population as diffusion in phenotype space: reproduction with local mutation but without selection.

PubMed

Lawson, Daniel John; Jensen, Henrik Jeldtoft

2007-03-02

The process of "evolutionary diffusion," i.e., reproduction with local mutation but without selection in a biological population, resembles standard diffusion in many ways. However, evolutionary diffusion allows the formation of localized peaks that undergo drift, even in the infinite population limit. We relate a microscopic evolution model to a stochastic model which we solve fully. This allows us to understand the large population limit, relates evolution to diffusion, and shows that independent local mutations act as a diffusion of interacting particles taking larger steps.

Three Dimensional Time Dependent Stochastic Method for Cosmic-ray Modulation

NASA Astrophysics Data System (ADS)

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

2009-12-01

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

Generalized Landau Equation for a System with a Self-Consistent Mean Field - Derivation from an N-Particle Liouville Equation

NASA Astrophysics Data System (ADS)

Kandrup, H.

1981-02-01

Assume that the evolution of a system is determined by an N-particle Liouville equation. Suppose, moreover, that the particles which compose the system interact via a long range force like gravity so that the system will be spatially inhomogeneous. In this case, the mean force acting upon a test particle does not vanish, so that one wishes to isolate a self-consistent mean field and distinguish its "systematic" effects from the effects of "fluctuations." This is done here. The time-dependent projection operator formalism of Willis and Picard is used to obtain an exact equation for the time evolution of an appropriately defined one-particle probability density. If one implements the assumption that the "fluctuation" time scale is much shorter than both the relaxation and dynamical time scales, this exact equation can be approximated as a closed Markovian equation. In the limiting case of spatial homogeneity, one recovers precisely the standard Landau equation, which is customarily derived by a stochastic binary-encounter argument. This equation is contrasted with the standard heuristic equation for a mean field theory, as formulated for a Newtonian r-1 gravitational potential in stellar dynamics.

Application of biomarkers in cancer risk management: evaluation from stochastic clonal evolutionary and dynamic system optimization points of view.

PubMed

Li, Xiaohong; Blount, Patricia L; Vaughan, Thomas L; Reid, Brian J

2011-02-01

Aside from primary prevention, early detection remains the most effective way to decrease mortality associated with the majority of solid cancers. Previous cancer screening models are largely based on classification of at-risk populations into three conceptually defined groups (normal, cancer without symptoms, and cancer with symptoms). Unfortunately, this approach has achieved limited successes in reducing cancer mortality. With advances in molecular biology and genomic technologies, many candidate somatic genetic and epigenetic "biomarkers" have been identified as potential predictors of cancer risk. However, none have yet been validated as robust predictors of progression to cancer or shown to reduce cancer mortality. In this Perspective, we first define the necessary and sufficient conditions for precise prediction of future cancer development and early cancer detection within a simple physical model framework. We then evaluate cancer risk prediction and early detection from a dynamic clonal evolution point of view, examining the implications of dynamic clonal evolution of biomarkers and the application of clonal evolution for cancer risk management in clinical practice. Finally, we propose a framework to guide future collaborative research between mathematical modelers and biomarker researchers to design studies to investigate and model dynamic clonal evolution. This approach will allow optimization of available resources for cancer control and intervention timing based on molecular biomarkers in predicting cancer among various risk subsets that dynamically evolve over time.

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

PubMed

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

2010-12-01

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

Thermal and Driven Stochastic Growth of Langmuir Waves in the Solar Wind and Earth's Foreshock

NASA Technical Reports Server (NTRS)

Cairns, Iver H.; Robinson, P. A.; Anderson, R. R.

2000-01-01

Statistical distributions of Langmuir wave fields in the solar wind and the edge of Earth's foreshock are analyzed and compared with predictions for stochastic growth theory (SGT). SGT quantitatively explains the solar wind, edge, and deep foreshock data as pure thermal waves, driven thermal waves subject to net linear growth and stochastic effects, and as waves in a pure SGT state, respectively, plus radiation near the plasma frequency f(sub p). These changes are interpreted in terms of spatial variations in the beam instability's growth rate and evolution toward a pure SGT state. SGT analyses of field distributions are shown to provide a viable alternative to thermal noise spectroscopy for wave instruments with coarse frequency resolution, and to separate f(sub p) radiation from Langmuir waves.

Detecting hydrological changes through conceptual model

NASA Astrophysics Data System (ADS)

Viola, Francesco; Caracciolo, Domenico; Pumo, Dario; Francipane, Antonio; Valerio Noto, Leonardo

2015-04-01

Natural changes and human modifications in hydrological systems coevolve and interact in a coupled and interlinked way. If, on one hand, climatic changes are stochastic, non-steady, and affect the hydrological systems, on the other hand, human-induced changes due to over-exploitation of soils and water resources modifies the natural landscape, water fluxes and its partitioning. Indeed, the traditional assumption of static systems in hydrological analysis, which has been adopted for long time, fails whenever transient climatic conditions and/or land use changes occur. Time series analysis is a way to explore environmental changes together with societal changes; unfortunately, the not distinguishability between causes restrict the scope of this method. In order to overcome this limitation, it is possible to couple time series analysis with an opportune hydrological model, such as a conceptual hydrological model, which offers a schematization of complex dynamics acting within a basin. Assuming that model parameters represent morphological basin characteristics and that calibration is a way to detect hydrological signature at a specific moment, it is possible to argue that calibrating the model over different time windows could be a method for detecting potential hydrological changes. In order to test the capabilities of a conceptual model in detecting hydrological changes, this work presents different "in silico" experiments. A synthetic-basin is forced with an ensemble of possible future scenarios generated with a stochastic weather generator able to simulate steady and non-steady climatic conditions. The experiments refer to Mediterranean climate, which is characterized by marked seasonality, and consider the outcomes of the IPCC 5th report for describing climate evolution in the next century. In particular, in order to generate future climate change scenarios, a stochastic downscaling in space and time is carried out using realizations of an ensemble of General Circulation Models (GCMs) for the future scenarios 2046-2065 and 2081-2100. Land use changes (i.e., changes in the fraction of impervious area due to increasing urbanization) are explicitly simulated, while the reference hydrological responses are assessed by the spatially distributed, process-based hydrological model tRIBS, the TIN-based Real-time Integrated Basin Simulator. Several scenarios have been created, describing hypothetical centuries with steady conditions, climate change conditions, land use change conditions and finally complex conditions involving both transient climatic modifications and gradual land use changes. A conceptual lumped model, the EHSM (EcoHydrological Streamflow Model) is calibrated for the above mentioned scenarios with regard to different time-windows. The calibrated parameters show high sensitivity to anthropic variations in land use and/or climatic variability. Land use changes are clearly visible from parameters evolution especially when steady climatic conditions are considered. When the increase in urbanization is coupled with rainfall reduction the ability to detect human interventions through the analysis of conceptual model parameters is weakened.

Correction to verdonck and tuerlinckx (2014).

PubMed

2015-01-01

Reports an error in "The Ising Decision Maker: A binary stochastic network for choice response time" by Stijn Verdonck and Francis Tuerlinckx (Psychological Review, 2014[Jul], Vol 121[3], 422-462). An inaccurate assumption in Appendix B (provided in the erratum) led to an oversimplified result in Equation 18 (the diffusion equations associated with the microscopically defined dynamics). The authors sincerely thank Rani Moran for making them aware of the problem. Only the expression of the diffusion coefficient D is incorrect, and should be changed, as indicated in the erratum. Both the cause of the problem and the solution are also explained in the erratum. (The following abstract of the original article appeared in record 2014-31650-006.) The Ising Decision Maker (IDM) is a new formal model for speeded two-choice decision making derived from the stochastic Hopfield network or dynamic Ising model. On a microscopic level, it consists of 2 pools of binary stochastic neurons with pairwise interactions. Inside each pool, neurons excite each other, whereas between pools, neurons inhibit each other. The perceptual input is represented by an external excitatory field. Using methods from statistical mechanics, the high-dimensional network of neurons (microscopic level) is reduced to a two-dimensional stochastic process, describing the evolution of the mean neural activity per pool (macroscopic level). The IDM can be seen as an abstract, analytically tractable multiple attractor network model of information accumulation. In this article, the properties of the IDM are studied, the relations to existing models are discussed, and it is shown that the most important basic aspects of two-choice response time data can be reproduced. In addition, the IDM is shown to predict a variety of observed psychophysical relations such as Piéron's law, the van der Molen-Keuss effect, and Weber's law. Using Bayesian methods, the model is fitted to both simulated and real data, and its performance is compared to the Ratcliff diffusion model. (PsycINFO Database Record (c) 2015 APA, all rights reserved).

On the equivalence of dynamically orthogonal and bi-orthogonal methods: Theory and numerical simulations

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

Choi, Minseok; Sapsis, Themistoklis P.; Karniadakis, George Em, E-mail: george_karniadakis@brown.edu

2014-08-01

The Karhunen–Lòeve (KL) decomposition provides a low-dimensional representation for random fields as it is optimal in the mean square sense. Although for many stochastic systems of practical interest, described by stochastic partial differential equations (SPDEs), solutions possess this low-dimensional character, they also have a strongly time-dependent form and to this end a fixed-in-time basis may not describe the solution in an efficient way. Motivated by this limitation of standard KL expansion, Sapsis and Lermusiaux (2009) [26] developed the dynamically orthogonal (DO) field equations which allow for the simultaneous evolution of both the spatial basis where uncertainty ‘lives’ but also themore » stochastic characteristics of uncertainty. Recently, Cheng et al. (2013) [28] introduced an alternative approach, the bi-orthogonal (BO) method, which performs the exact same tasks, i.e. it evolves the spatial basis and the stochastic characteristics of uncertainty. In the current work we examine the relation of the two approaches and we prove theoretically and illustrate numerically their equivalence, in the sense that one method is an exact reformulation of the other. We show this by deriving a linear and invertible transformation matrix described by a matrix differential equation that connects the BO and the DO solutions. We also examine a pathology of the BO equations that occurs when two eigenvalues of the solution cross, resulting in an instantaneous, infinite-speed, internal rotation of the computed spatial basis. We demonstrate that despite the instantaneous duration of the singularity this has important implications on the numerical performance of the BO approach. On the other hand, it is observed that the BO is more stable in nonlinear problems involving a relatively large number of modes. Several examples, linear and nonlinear, are presented to illustrate the DO and BO methods as well as their equivalence.« less

Host-parasite coevolution can promote the evolution of seed banking as a bet-hedging strategy.

PubMed

Verin, Mélissa; Tellier, Aurélien

2018-04-20

Seed (egg) banking is a common bet-hedging strategy maximizing the fitness of organisms facing environmental unpredictability by the delayed emergence of offspring. Yet, this condition often requires fast and drastic stochastic shifts between good and bad years. We hypothesize that the host seed banking strategy can evolve in response to coevolution with parasites because the coevolutionary cycles promote a gradually changing environment over longer times than seed persistence. We study the evolution of host germination fraction as a quantitative trait using both pairwise competition and multiple mutant competition methods, while the germination locus can be genetically linked or unlinked with the host locus under coevolution. In a gene-for-gene model of coevolution, hosts evolve a seed bank strategy under unstable coevolutionary cycles promoted by moderate to high costs of resistance or strong disease severity. Moreover, when assuming genetic linkage between coevolving and germination loci, the resistant genotype always evolves seed banking in contrast to susceptible hosts. Under a matching-allele interaction, both hosts' genotypes exhibit the same seed banking strategy irrespective of the genetic linkage between loci. We suggest host-parasite coevolution as an additional hypothesis for the evolution of seed banking as a temporal bet-hedging strategy. © 2018 The Author(s). Evolution © 2018 The Society for the Study of Evolution.

Dynamic control of magnetic nanowires by light-induced domain-wall kickoffs

NASA Astrophysics Data System (ADS)

Heintze, Eric; El Hallak, Fadi; Clauß, Conrad; Rettori, Angelo; Pini, Maria Gloria; Totti, Federico; Dressel, Martin; Bogani, Lapo

2013-03-01

Controlling the speed at which systems evolve is a challenge shared by all disciplines, and otherwise unrelated areas use common theoretical frameworks towards this goal. A particularly widespread model is Glauber dynamics, which describes the time evolution of the Ising model and can be applied to any binary system. Here we show, using molecular nanowires under irradiation, that Glauber dynamics can be controlled by a novel domain-wall kickoff mechanism. In contrast to known processes, the kickoff has unambiguous fingerprints, slowing down the spin-flip attempt rate by several orders of magnitude, and following a scaling law. The required irradiance is very low, a substantial improvement over present methods of magneto-optical switching. These results provide a new way to control and study stochastic dynamic processes. Being general for Glauber dynamics, they can be extended to different kinds of magnetic nanowires and to numerous fields, ranging from social evolution to neural networks and chemical reactivity.

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.

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

Krasnobaeva, L. A., E-mail: kla1983@mail.ru; Siberian State Medical University Moscowski Trakt 2, Tomsk, 634050; Shapovalov, A. V.

Within the formalism of the Fokker–Planck equation, the influence of nonstationary external force, random force, and dissipation effects on dynamics local conformational perturbations (kink) propagating along the DNA molecule is investigated. Such waves have an important role in the regulation of important biological processes in living systems at the molecular level. As a dynamic model of DNA was used a modified sine-Gordon equation, simulating the rotational oscillations of bases in one of the chains DNA. The equation of evolution of the kink momentum is obtained in the form of the stochastic differential equation in the Stratonovich sense within the frameworkmore » of the well-known McLaughlin and Scott energy approach. The corresponding Fokker–Planck equation for the momentum distribution function coincides with the equation describing the Ornstein–Uhlenbek process with a regular nonstationary external force. The influence of the nonlinear stochastic effects on the kink dynamics is considered with the help of the Fokker– Planck nonlinear equation with the shift coefficient dependent on the first moment of the kink momentum distribution function. Expressions are derived for average value and variance of the momentum. Examples are considered which demonstrate the influence of the external regular and random forces on the evolution of the average value and variance of the kink momentum. Within the formalism of the Fokker–Planck equation, the influence of nonstationary external force, random force, and dissipation effects on the kink dynamics is investigated in the sine–Gordon model. The equation of evolution of the kink momentum is obtained in the form of the stochastic differential equation in the Stratonovich sense within the framework of the well-known McLaughlin and Scott energy approach. The corresponding Fokker–Planck equation for the momentum distribution function coincides with the equation describing the Ornstein–Uhlenbek process with a regular nonstationary external force. The influence of the nonlinear stochastic effects on the kink dynamics is considered with the help of the Fokker–Planck nonlinear equation with the shift coefficient dependent on the first moment of the kink momentum distribution function. Expressions are derived for average value and variance of the momentum. Examples are considered which demonstrate the influence of the external regular and random forces on the evolution of the average value and variance of the kink momentum.« less

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

PubMed

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

2018-05-01

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

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

NASA Astrophysics Data System (ADS)

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

2018-05-01

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

Public versus Private: Evidence on Health Insurance Selection

PubMed Central

Pardo, Cristian; Schott, Whitney

2012-01-01

This paper models health insurance choice in Chile (public versus private) as a dynamic, stochastic process, where individuals consider premiums, expected out-of pocket costs, personal characteristics and preferences. Insurance amenities and restrictions against pre-existing conditions among private insurers introduce asymmetry to the model. We confirm that the public system services a less healthy and wealthy population (adverse selection for public insurance). Simulation of choices over time predicts a slight crowding out of private insurance only for the most pessimistic scenario in terms of population aging and the evolution of education. Eliminating the restrictions on pre-existing conditions would slightly ameliorate the level (but not the trend) of the disproportionate accumulation of less healthy individuals in the public insurance program over time. PMID:22374192

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

PubMed

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

2016-12-01

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

Optimal Control of Stochastic Systems Driven by Fractional Brownian Motions

DTIC Science & Technology

2014-10-09

problems for stochastic partial differential equations driven by fractional Brownian motions are explicitly solved. For the control of a continuous time...linear systems with Brownian motion or a discrete time linear system with a white Gaussian noise and costs 1. REPORT DATE (DD-MM-YYYY) 4. TITLE AND...Army Research Office P.O. Box 12211 Research Triangle Park, NC 27709-2211 stochastic optimal control, fractional Brownian motion , stochastic

Real-Time Optimal Flood Control Decision Making and Risk Propagation Under Multiple Uncertainties

NASA Astrophysics Data System (ADS)

Zhu, Feilin; Zhong, Ping-An; Sun, Yimeng; Yeh, William W.-G.

2017-12-01

Multiple uncertainties exist in the optimal flood control decision-making process, presenting risks involving flood control decisions. This paper defines the main steps in optimal flood control decision making that constitute the Forecast-Optimization-Decision Making (FODM) chain. We propose a framework for supporting optimal flood control decision making under multiple uncertainties and evaluate risk propagation along the FODM chain from a holistic perspective. To deal with uncertainties, we employ stochastic models at each link of the FODM chain. We generate synthetic ensemble flood forecasts via the martingale model of forecast evolution. We then establish a multiobjective stochastic programming with recourse model for optimal flood control operation. The Pareto front under uncertainty is derived via the constraint method coupled with a two-step process. We propose a novel SMAA-TOPSIS model for stochastic multicriteria decision making. Then we propose the risk assessment model, the risk of decision-making errors and rank uncertainty degree to quantify the risk propagation process along the FODM chain. We conduct numerical experiments to investigate the effects of flood forecast uncertainty on optimal flood control decision making and risk propagation. We apply the proposed methodology to a flood control system in the Daduhe River basin in China. The results indicate that the proposed method can provide valuable risk information in each link of the FODM chain and enable risk-informed decisions with higher reliability.

Stochastic coalescence in finite systems: an algorithm for the numerical solution of the multivariate master equation.

NASA Astrophysics Data System (ADS)

Alfonso, Lester; Zamora, Jose; Cruz, Pedro

2015-04-01

The stochastic approach to coagulation considers the coalescence process going in a system of a finite number of particles enclosed in a finite volume. Within this approach, the full description of the system can be obtained from the solution of the multivariate master equation, which models the evolution of the probability distribution of the state vector for the number of particles of a given mass. Unfortunately, due to its complexity, only limited results were obtained for certain type of kernels and monodisperse initial conditions. In this work, a novel numerical algorithm for the solution of the multivariate master equation for stochastic coalescence that works for any type of kernels and initial conditions is introduced. The performance of the method was checked by comparing the numerically calculated particle mass spectrum with analytical solutions obtained for the constant and sum kernels, with an excellent correspondence between the analytical and numerical solutions. In order to increase the speedup of the algorithm, software parallelization techniques with OpenMP standard were used, along with an implementation in order to take advantage of new accelerator technologies. Simulations results show an important speedup of the parallelized algorithms. This study was funded by a grant from Consejo Nacional de Ciencia y Tecnologia de Mexico SEP-CONACYT CB-131879. The authors also thanks LUFAC® Computacion SA de CV for CPU time and all the support provided.

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

PubMed

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

2018-06-01

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

Learning, climate and the evolution of cultural capacity.

PubMed

Whitehead, Hal

2007-03-21

Patterns of environmental variation influence the utility, and thus evolution, of different learning strategies. I use stochastic, individual-based evolutionary models to assess the relative advantages of 15 different learning strategies (genetic determination, individual learning, vertical social learning, horizontal/oblique social learning, and contingent combinations of these) when competing in variable environments described by 1/f noise. When environmental variation has little effect on fitness, then genetic determinism persists. When environmental variation is large and equal over all time-scales ("white noise") then individual learning is adaptive. Social learning is advantageous in "red noise" environments when variation over long time-scales is large. Climatic variability increases with time-scale, so that short-lived organisms should be able to rely largely on genetic determination. Thermal climates usually are insufficiently red for social learning to be advantageous for species whose fitness is very determined by temperature. In contrast, population trajectories of many species, especially large mammals and aquatic carnivores, are sufficiently red to promote social learning in their predators. The ocean environment is generally redder than that on land. Thus, while individual learning should be adaptive for many longer-lived organisms, social learning will often be found in those dependent on the populations of other species, especially if they are marine. This provides a potential explanation for the evolution of a prevalence of social learning, and culture, in humans and cetaceans.

Gravitational Instabilities in a Young Protoplanetary Disk with Embedded Objects

NASA Astrophysics Data System (ADS)

Desai, Karna M.

Gravitational Instabilities (GIs), a mechanism for angular momentum transport, are prominent during the early phases of protoplanetary disk evolution when the disk is relatively massive. In this dissertation, I analyze GIs by inserting different objects in a disk by employing 3D hydrodynamics simulations. GIs in a circumbinary disks are studied to determine how the presence of the companion affects the nature and strength of GIs in the disk. The circumbinary disk achieves a state of sustained marginal instability similar to an identical disk without the companion. A realistic evolution of the binary is detected. Planet and disk interactions play an important role in the evolution of planetary systems. To study this interaction during the early phases of planet formation, a migration study of Jovian planets in a GI-active disk is conducted. I find the migration timescales to be longer in a GI-active disk, when compared to laminar disks. The 3 MJupiter planet controls its own orbital evolution, while the migration of a 0.3 MJupiter planet is stochastic in nature. I define a 'critical mass' as the mass of an arm of the dominant two-armed spiral density wave within the planet's Hill diameter. Planets above this mass control their own destiny, and planets below this mass are scattered by the disk. This critical mass could provide a recipe for predicting the migration behavior of planets in GI-active disks. To understand the stochastic migration of low-mass planets, I perform a simulation of 240 zero-mass planet-tracers by inserting these at a range of locations in the disk. A Diffusion Coefficient is calculated to characterize the stochastic migration of low-mass objects. The eccentricity dispersion for the sample is also studied. I find that the diffusion of planets can be a slow process, resulting in the survival of small planetary cores.

Computational singular perturbation analysis of stochastic chemical systems with stiffness

NASA Astrophysics Data System (ADS)

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

2017-04-01

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

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

NASA Astrophysics Data System (ADS)

Hou, Mingzhe; Deng, Zongquan; Duan, Guangren

2016-09-01

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

Quantum Entanglement Growth under Random Unitary Dynamics

NASA Astrophysics Data System (ADS)

Nahum, Adam; Ruhman, Jonathan; Vijay, Sagar; Haah, Jeongwan

2017-07-01

Characterizing how entanglement grows with time in a many-body system, for example, after a quantum quench, is a key problem in nonequilibrium quantum physics. We study this problem for the case of random unitary dynamics, representing either Hamiltonian evolution with time-dependent noise or evolution by a random quantum circuit. Our results reveal a universal structure behind noisy entanglement growth, and also provide simple new heuristics for the "entanglement tsunami" in Hamiltonian systems without noise. In 1D, we show that noise causes the entanglement entropy across a cut to grow according to the celebrated Kardar-Parisi-Zhang (KPZ) equation. The mean entanglement grows linearly in time, while fluctuations grow like (time )1/3 and are spatially correlated over a distance ∝(time )2/3. We derive KPZ universal behavior in three complementary ways, by mapping random entanglement growth to (i) a stochastic model of a growing surface, (ii) a "minimal cut" picture, reminiscent of the Ryu-Takayanagi formula in holography, and (iii) a hydrodynamic problem involving the dynamical spreading of operators. We demonstrate KPZ universality in 1D numerically using simulations of random unitary circuits. Importantly, the leading-order time dependence of the entropy is deterministic even in the presence of noise, allowing us to propose a simple coarse grained minimal cut picture for the entanglement growth of generic Hamiltonians, even without noise, in arbitrary dimensionality. We clarify the meaning of the "velocity" of entanglement growth in the 1D entanglement tsunami. We show that in higher dimensions, noisy entanglement evolution maps to the well-studied problem of pinning of a membrane or domain wall by disorder.

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

NASA Astrophysics Data System (ADS)

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

2016-04-01

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

The evolution of tumor metastases during clonal expansion.

PubMed

Haeno, Hiroshi; Michor, Franziska

2010-03-07

Cancer is a leading cause of morbidity and mortality in many countries. Solid tumors generally initiate at one particular site called the primary tumor, but eventually disseminate and form new colonies in other organs. The development of such metastases greatly diminishes the potential for a cure of patients and is thought to represent the final stage of the multi-stage progression of human cancer. The concept of early metastatic dissemination, however, postulates that cancer cell spread might arise early during the development of a tumor. It is important to know whether metastases are present at diagnosis since this determines treatment strategies and outcome. In this paper, we design a stochastic mathematical model of the evolution of tumor metastases in an expanding cancer cell population. We calculate the probability of metastasis at a given time during tumor evolution, the expected number of metastatic sites, and the total number of cancer cells as well as metastasized cells. Furthermore, we investigate the effect of drug administration and tumor resection on these quantities and predict the survival time of cancer patients. The model presented in this paper allows us to determine the probability and number of metastases at diagnosis and to identify the optimum treatment strategy to maximally prolong survival of cancer patients. 2009 Elsevier Ltd. All rights reserved.

Model reduction for slow–fast stochastic systems with metastable behaviour

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

Bruna, Maria, E-mail: bruna@maths.ox.ac.uk; Computational Science Laboratory, Microsoft Research, Cambridge CB1 2FB; Chapman, S. Jonathan

2014-05-07

The quasi-steady-state approximation (or stochastic averaging principle) is a useful tool in the study of multiscale stochastic systems, giving a practical method by which to reduce the number of degrees of freedom in a model. The method is extended here to slow–fast systems in which the fast variables exhibit metastable behaviour. The key parameter that determines the form of the reduced model is the ratio of the timescale for the switching of the fast variables between metastable states to the timescale for the evolution of the slow variables. The method is illustrated with two examples: one from biochemistry (a fast-species-mediatedmore » chemical switch coupled to a slower varying species), and one from ecology (a predator–prey system). Numerical simulations of each model reduction are compared with those of the full system.« less

A Functional Central Limit Theorem for the Becker-Döring Model

NASA Astrophysics Data System (ADS)

Sun, Wen

2018-04-01

We investigate the fluctuations of the stochastic Becker-Döring model of polymerization when the initial size of the system converges to infinity. A functional central limit problem is proved for the vector of the number of polymers of a given size. It is shown that the stochastic process associated to fluctuations is converging to the strong solution of an infinite dimensional stochastic differential equation (SDE) in a Hilbert space. We also prove that, at equilibrium, the solution of this SDE is a Gaussian process. The proofs are based on a specific representation of the evolution equations, the introduction of a convenient Hilbert space and several technical estimates to control the fluctuations, especially of the first coordinate which interacts with all components of the infinite dimensional vector representing the state of the process.

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

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

USDA-ARS?s Scientific Manuscript database

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

Prediction of nonlinear evolution character of energetic-particle-driven instabilities

DOE PAGES

Duarte, Vinicius N.; Berk, H. L.; Gorelenkov, N. N.; ...

2017-03-17

A general criterion is proposed and found to successfully predict the emergence of chirping oscillations of unstable Alfvénic eigenmodes in tokamak plasma experiments. The model includes realistic eigenfunction structure, detailed phase-space dependences of the instability drive, stochastic scattering and the Coulomb drag. The stochastic scattering combines the effects of collisional pitch angle scattering and micro-turbulence spatial diffusion. Furthermore, the latter mechanism is essential to accurately identify the transition between the fixed-frequency mode behavior and rapid chirping in tokamaks and to resolve the disparity with respect to chirping observation in spherical and conventional tokamaks.

Prediction of nonlinear evolution character of energetic-particle-driven instabilities

NASA Astrophysics Data System (ADS)

Duarte, V. N.; Berk, H. L.; Gorelenkov, N. N.; Heidbrink, W. W.; Kramer, G. J.; Nazikian, R.; Pace, D. C.; Podestà, M.; Tobias, B. J.; Van Zeeland, M. A.

2017-05-01

A general criterion is proposed and found to successfully predict the emergence of chirping oscillations of unstable Alfvénic eigenmodes in tokamak plasma experiments. The model includes realistic eigenfunction structure, detailed phase-space dependences of the instability drive, stochastic scattering and the Coulomb drag. The stochastic scattering combines the effects of collisional pitch angle scattering and micro-turbulence spatial diffusion. The latter mechanism is essential to accurately identify the transition between the fixed-frequency mode behavior and rapid chirping in tokamaks and to resolve the disparity with respect to chirping observation in spherical and conventional tokamaks.

Simulation of Stochastic Processes by Coupled ODE-PDE

NASA Technical Reports Server (NTRS)

Zak, Michail

2008-01-01

A document discusses the emergence of randomness in solutions of coupled, fully deterministic ODE-PDE (ordinary differential equations-partial differential equations) due to failure of the Lipschitz condition as a new phenomenon. It is possible to exploit the special properties of ordinary differential equations (represented by an arbitrarily chosen, dynamical system) coupled with the corresponding Liouville equations (used to describe the evolution of initial uncertainties in terms of joint probability distribution) in order to simulate stochastic processes with the proscribed probability distributions. The important advantage of the proposed approach is that the simulation does not require a random-number generator.

Stochastic volatility models and Kelvin waves

NASA Astrophysics Data System (ADS)

Lipton, Alex; Sepp, Artur

2008-08-01

We use stochastic volatility models to describe the evolution of an asset price, its instantaneous volatility and its realized volatility. In particular, we concentrate on the Stein and Stein model (SSM) (1991) for the stochastic asset volatility and the Heston model (HM) (1993) for the stochastic asset variance. By construction, the volatility is not sign definite in SSM and is non-negative in HM. It is well known that both models produce closed-form expressions for the prices of vanilla option via the Lewis-Lipton formula. However, the numerical pricing of exotic options by means of the finite difference and Monte Carlo methods is much more complex for HM than for SSM. Until now, this complexity was considered to be an acceptable price to pay for ensuring that the asset volatility is non-negative. We argue that having negative stochastic volatility is a psychological rather than financial or mathematical problem, and advocate using SSM rather than HM in most applications. We extend SSM by adding volatility jumps and obtain a closed-form expression for the density of the asset price and its realized volatility. We also show that the current method of choice for solving pricing problems with stochastic volatility (via the affine ansatz for the Fourier-transformed density function) can be traced back to the Kelvin method designed in the 19th century for studying wave motion problems arising in fluid dynamics.

Effect of Streamflow Forecast Uncertainty on Real-Time Reservoir Operation

NASA Astrophysics Data System (ADS)

Zhao, T.; Cai, X.; Yang, D.

2010-12-01

Various hydrological forecast products have been applied to real-time reservoir operation, including deterministic streamflow forecast (DSF), DSF-based probabilistic streamflow forecast (DPSF), and ensemble streamflow forecast (ESF), which represent forecast uncertainty in the form of deterministic forecast error, deterministic forecast error-based uncertainty distribution, and ensemble forecast errors, respectively. Compared to previous studies that treat these forecast products as ad hoc inputs for reservoir operation models, this paper attempts to model the uncertainties involved in the various forecast products and explores their effect on real-time reservoir operation decisions. In hydrology, there are various indices reflecting the magnitude of streamflow forecast uncertainty; meanwhile, few models illustrate the forecast uncertainty evolution process. This research introduces Martingale Model of Forecast Evolution (MMFE) from supply chain management and justifies its assumptions for quantifying the evolution of uncertainty in streamflow forecast as time progresses. Based on MMFE, this research simulates the evolution of forecast uncertainty in DSF, DPSF, and ESF, and applies the reservoir operation models (dynamic programming, DP; stochastic dynamic programming, SDP; and standard operation policy, SOP) to assess the effect of different forms of forecast uncertainty on real-time reservoir operation. Through a hypothetical single-objective real-time reservoir operation model, the results illustrate that forecast uncertainty exerts significant effects. Reservoir operation efficiency, as measured by a utility function, decreases as the forecast uncertainty increases. Meanwhile, these effects also depend on the type of forecast product being used. In general, the utility of reservoir operation with ESF is nearly as high as the utility obtained with a perfect forecast; the utilities of DSF and DPSF are similar to each other but not as efficient as ESF. Moreover, streamflow variability and reservoir capacity can change the magnitude of the effects of forecast uncertainty, but not the relative merit of DSF, DPSF, and ESF. Schematic diagram of the increase in forecast uncertainty with forecast lead-time and the dynamic updating property of real-time streamflow forecast

Transport upscaling from pore- to Darcy-scale: Incorporating pore-scale Berea sandstone Lagrangian velocity statistics into a Darcy-scale transport CTRW model

NASA Astrophysics Data System (ADS)

Puyguiraud, Alexandre; Dentz, Marco; Gouze, Philippe

2017-04-01

For the past several years a lot of attention has been given to pore-scale flow in order to understand and model transport, mixing and reaction in porous media. Nevertheless we believe that an accurate study of spatial and temporal evolution of velocities could bring important additional information for the upscaling from pore to higher scales. To gather these pieces of information, we perform Stokes flow simulations on pore-scale digitized images of a Berea sandstone core. First, micro-tomography (XRMT) imaging and segmentation processes allow us to obtain 3D black and white images of the sample [1]. Then we used an OpenFoam solver to perform the Stokes flow simulations mentioned above, which gives us the velocities at the interfaces of a cubic mesh. Subsequently, we use a particle streamline reconstruction technique which uses the Eulerian velocity field previously obtained. This technique, based on a modified Pollock algorithm [2], enables us to make particle tracking simulations on the digitized sample. In order to build a stochastic pore-scale transport model, we analyze the Lagrangian velocity series in two different ways. First we investigate the velocity evolution by sampling isochronically (t-Lagrangian), and by studying its statistical properties in terms of one- and two-points statistics. Intermittent patterns can be observed. These are due to the persistance of low velocities over a characteristic space length. Other results are investigated, such as correlation functions and velocity PDFs, which permit us to study more deeply this persistence in the velocities and to compute the correlation times. However, with the second approach, doing these same analysis in space by computing the velocities equidistantly, enables us to remove the intermittency shown in the temporal evolution and to model these velocity series as a Markov process. This renders the stochastic particle dynamics into a CTRW [3]. [1] Gjetvaj, F., A. Russian, P. Gouze, and M. Dentz (2015), Dual control of flow field heterogeneity and immobile porosity on non-Fickian transport in Berea sandstone, Water Resour. Res., 51, 8273-8293, doi:10.1002/2015WR017645. [2] Mostaghimi, P., Bijeljic, B., Blunt, M. (2012). Simulation of Flow and Dispersion on Pore-Space Images. Society of Petroleum Engineers. doi:10.2118/135261-PA. [3] Dentz, M., P. K. Kang, A. Comolli, T. Le Borgne, and D. R. Lester, Continuous time random walks for the evolution of Lagrangian velocities, Phys. Rev. Fluids, 2016. Keywords: Porescale, particle tracking, transport, Lagrangian velocity, ergodicity, Markovianity, continuous time random walks, upscaling.

Water Cycle Dynamics in a Changing Environment: Advancing Hydrologic Science through Synthesis

NASA Astrophysics Data System (ADS)

Sivapalan, M.; Kumar, P.; Rhoads, B. L.; Wuebbles, D.

2007-12-01

As one ponders a changing environment -- climate, hydrology, land use, biogeochemical cycles, human dynamics -- there is an increasing need to understand the long term evolution of the linked component systems (e.g., climatic, hydrologic and ecological) through conceptual and quantitative models. The most challenging problem toward this goal is to understand and incorporate the rich dynamics of multiple linked systems with weak and strong coupling, and with many internal variables that exhibit multi-scale interactions. The richness of these interactions leads to fluctuations in one variable that in turn drive the dynamics of other related variables. The key question then becomes: Do these complexities lend an inherently stochastic character to the system, rendering deterministic prediction and modeling of limited value, or do they translate into constrained self- organization through which emerges order, and a limited group of "active" processes (that may change from time to time) that determine the general evolution of the system through a series of structured states with a distinct signature? This is a grand challenge for predictability and therefore requires community effort. The interconnectivity and hence synthesis of knowledge across the fields should be natural for hydrologists since the global water cycle and its regional manifestations directly correspond to the information flows for mass and energy transformations across the media, and across the disciplines. Further, the rich history of numerical, conceptual and stochastic modeling in hydrology provides the training and breadth for addressing the multi- scale, complex system dynamics challenges posed by the evolution question. Theory and observational analyses that necessitate stepping back from the existing knowledge paradigms and looking at the integrated system are needed. In this talk we will present the outlines of a new NSF-funded community effort that attempts to forge inter- disciplinary synthesis through research efforts aimed at "improving predictability of water cycle dynamics in a changing environment." The synthesis activities have brought together inter-disciplinary scientific teams to address specific open problems such as: (i) human-nature interactions and adaptations; (ii) role of the biosphere in water cycle dynamics; (iii) human induced changes to water cycle dynamics; and (iv) structure of landscapes and their evolution through time. All synthesis activities will be underpinned by common unifying themes: (a) hydrology as the science of interacting processes; (b) variability as the driver of interactions and ecosystem functioning; (c) search for emergent behavior and organizing principles; and (d) complexity theory and non- equilibrium thermodynamics.

Construction of Optimally Reduced Empirical Model by Spatially Distributed Climate Data

NASA Astrophysics Data System (ADS)

Gavrilov, A.; Mukhin, D.; Loskutov, E.; Feigin, A.

2016-12-01

We present an approach to empirical reconstruction of the evolution operator in stochastic form by space-distributed time series. The main problem in empirical modeling consists in choosing appropriate phase variables which can efficiently reduce the dimension of the model at minimal loss of information about system's dynamics which consequently leads to more robust model and better quality of the reconstruction. For this purpose we incorporate in the model two key steps. The first step is standard preliminary reduction of observed time series dimension by decomposition via certain empirical basis (e. g. empirical orthogonal function basis or its nonlinear or spatio-temporal generalizations). The second step is construction of an evolution operator by principal components (PCs) - the time series obtained by the decomposition. In this step we introduce a new way of reducing the dimension of the embedding in which the evolution operator is constructed. It is based on choosing proper combinations of delayed PCs to take into account the most significant spatio-temporal couplings. The evolution operator is sought as nonlinear random mapping parameterized using artificial neural networks (ANN). Bayesian approach is used to learn the model and to find optimal hyperparameters: the number of PCs, the dimension of the embedding, the degree of the nonlinearity of ANN. The results of application of the method to climate data (sea surface temperature, sea level pressure) and their comparing with the same method based on non-reduced embedding are presented. The study is supported by Government of Russian Federation (agreement #14.Z50.31.0033 with the Institute of Applied Physics of RAS).

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

Impacts of a Stochastic Ice Mass-Size Relationship on Squall Line Ensemble Simulations

NASA Astrophysics Data System (ADS)

Stanford, M.; Varble, A.; Morrison, H.; Grabowski, W.; McFarquhar, G. M.; Wu, W.

2017-12-01

Cloud and precipitation structure, evolution, and cloud radiative forcing of simulated mesoscale convective systems (MCSs) are significantly impacted by ice microphysics parameterizations. Most microphysics schemes assume power law relationships with constant parameters for ice particle mass, area, and terminal fallspeed relationships as a function of size, despite observations showing that these relationships vary in both time and space. To account for such natural variability, a stochastic representation of ice microphysical parameters was developed using the Predicted Particle Properties (P3) microphysics scheme in the Weather Research and Forecasting model, guided by in situ aircraft measurements from a number of field campaigns. Here, the stochastic framework is applied to the "a" and "b" parameters of the unrimed ice mass-size (m-D) relationship (m=aDb) with co-varying "a" and "b" values constrained by observational distributions tested over a range of spatiotemporal autocorrelation scales. Diagnostically altering a-b pairs in three-dimensional (3D) simulations of the 20 May 2011 Midlatitude Continental Convective Clouds Experiment (MC3E) squall line suggests that these parameters impact many important characteristics of the simulated squall line, including reflectivity structure (particularly in the anvil region), surface rain rates, surface and top of atmosphere radiative fluxes, buoyancy and latent cooling distributions, and system propagation speed. The stochastic a-b P3 scheme is tested using two frameworks: (1) a large ensemble of two-dimensional idealized squall line simulations and (2) a smaller ensemble of 3D simulations of the 20 May 2011 squall line, for which simulations are evaluated using observed radar reflectivity and radial velocity at multiple wavelengths, surface meteorology, and surface and satellite measured longwave and shortwave radiative fluxes. Ensemble spreads are characterized and compared against initial condition ensemble spreads for a range of variables.

Dynamical evolution of spectator systems produced in ultrarelativistic heavy-ion collisions

NASA Astrophysics Data System (ADS)

Mazurek, K.; Szczurek, A.; Schmitt, C.; Nadtochy, P. N.

2018-02-01

In peripheral heavy-ion collisions at ultrarelativistic energies, usually only parts of the colliding nuclei effectively interact with each other. In the overlapping zone, a fireball or quark-gluon plasma is produced. The excitation energy of the heavy remnant can range from a few tens to several hundreds of MeV, depending on the impact parameter. The decay of these excited spectators is investigated in this work for the first time within a dynamical approach based on the multidimensional stochastic Langevin equation. The potential of this exploratory work to understand the connection between electromagnetic fields generated by the heavy spectators and measured pion distributions is discussed.

A stochastic simulation method for the assessment of resistive random access memory retention reliability

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

Berco, Dan, E-mail: danny.barkan@gmail.com; Tseng, Tseung-Yuen, E-mail: tseng@cc.nctu.edu.tw

This study presents an evaluation method for resistive random access memory retention reliability based on the Metropolis Monte Carlo algorithm and Gibbs free energy. The method, which does not rely on a time evolution, provides an extremely efficient way to compare the relative retention properties of metal-insulator-metal structures. It requires a small number of iterations and may be used for statistical analysis. The presented approach is used to compare the relative robustness of a single layer ZrO{sub 2} device with a double layer ZnO/ZrO{sub 2} one, and obtain results which are in good agreement with experimental data.

Critical behavior in a stochastic model of vector mediated epidemics

PubMed Central

Alfinito, E.; Beccaria, M.; Macorini, G.

2016-01-01

The extreme vulnerability of humans to new and old pathogens is constantly highlighted by unbound outbreaks of epidemics. This vulnerability is both direct, producing illness in humans (dengue, malaria), and also indirect, affecting its supplies (bird and swine flu, Pierce disease, and olive quick decline syndrome). In most cases, the pathogens responsible for an illness spread through vectors. In general, disease evolution may be an uncontrollable propagation or a transient outbreak with limited diffusion. This depends on the physiological parameters of hosts and vectors (susceptibility to the illness, virulence, chronicity of the disease, lifetime of the vectors, etc.). In this perspective and with these motivations, we analyzed a stochastic lattice model able to capture the critical behavior of such epidemics over a limited time horizon and with a finite amount of resources. The model exhibits a critical line of transition that separates spreading and non-spreading phases. The critical line is studied with new analytical methods and direct simulations. Critical exponents are found to be the same as those of dynamical percolation. PMID:27264105

Intermittency in small-scale turbulence: a velocity gradient approach

NASA Astrophysics Data System (ADS)

Meneveau, Charles; Johnson, Perry

2017-11-01

Intermittency of small-scale motions is an ubiquitous facet of turbulent flows, and predicting this phenomenon based on reduced models derived from first principles remains an important open problem. Here, a multiple-time scale stochastic model is introduced for the Lagrangian evolution of the full velocity gradient tensor in fluid turbulence at arbitrarily high Reynolds numbers. This low-dimensional model differs fundamentally from prior shell models and other empirically-motivated models of intermittency because the nonlinear gradient self-stretching and rotation A2 term vital to the energy cascade and intermittency development is represented exactly from the Navier-Stokes equations. With only one adjustable parameter needed to determine the model's effective Reynolds number, numerical solutions of the resulting set of stochastic differential equations show that the model predicts anomalous scaling for moments of the velocity gradient components and negative derivative skewness. It also predicts signature topological features of the velocity gradient tensor such as vorticity alignment trends with the eigen-directions of the strain-rate. This research was made possible by a graduate Fellowship from the National Science Foundation and by a Grant from The Gulf of Mexico Research Initiative.

Optimum Damping in a Non-Linear Base Isolation System

NASA Astrophysics Data System (ADS)

Jangid, R. S.

1996-02-01

Optimum isolation damping for minimum acceleration of a base-isolated structure subjected to earthquake ground excitation is investigated. The stochastic model of the El-Centro1940 earthquake, which preserves the non-stationary evolution of amplitude and frequency content of ground motion, is used as an earthquake excitation. The base isolated structure consists of a linear flexible shear type multi-storey building supported on a base isolation system. The resilient-friction base isolator (R-FBI) is considered as an isolation system. The non-stationary stochastic response of the system is obtained by the time dependent equivalent linearization technique as the force-deformation of the R-FBI system is non-linear. The optimum damping of the R-FBI system is obtained under important parametric variations; i.e., the coefficient of friction of the R-FBI system, the period and damping of the superstructure; the effective period of base isolation. The criterion selected for optimality is the minimization of the top floor root mean square (r.m.s.) acceleration. It is shown that the above parameters have significant effects on optimum isolation damping.

Stochastic modeling and experimental analysis of phenotypic switching and survival of cancer cells under stress

NASA Astrophysics Data System (ADS)

Zamani Dahaj, Seyed Alireza; Kumar, Niraj; Sundaram, Bala; Celli, Jonathan; Kulkarni, Rahul

The phenotypic heterogeneity of cancer cells is critical to their survival under stress. A significant contribution to heterogeneity of cancer calls derives from the epithelial-mesenchymal transition (EMT), a conserved cellular program that is crucial for embryonic development. Several studies have investigated the role of EMT in growth of early stage tumors into invasive malignancies. Also, EMT has been closely associated with the acquisition of chemoresistance properties in cancer cells. Motivated by these studies, we analyze multi-phenotype stochastic models of the evolution of cancers cell populations under stress. We derive analytical results for time-dependent probability distributions that provide insights into the competing rates underlying phenotypic switching (e.g. during EMT) and the corresponding survival of cancer cells. Experimentally, we evaluate these model-based predictions by imaging human pancreatic cancer cell lines grown with and without cytotoxic agents and measure growth kinetics, survival, morphological changes and (terminal evaluation of) biomarkers with associated epithelial and mesenchymal phenotypes. The results derived suggest approaches for distinguishing between adaptation and selection scenarios for survival in the presence of external stresses.

Enhancing the branching ratios in the dissociation channels for O{sup 16}O{sup 16}O{sup 18} molecule by designing optimum laser pulses: A study using stochastic optimization

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

Talukder, Srijeeta; Chaudhury, Pinaki, E-mail: pinakc@rediffmail.com; Sen, Shrabani

We propose a strategy of using a stochastic optimization technique, namely, simulated annealing to design optimum laser pulses (both IR and UV) to achieve greater fluxes along the two dissociating channels (O{sup 18} + O{sup 16}O{sup 16} and O{sup 16} + O{sup 16}O{sup 18}) in O{sup 16}O{sup 16}O{sup 18} molecule. We show that the integrated fluxes obtained along the targeted dissociating channel is larger with the optimized pulse than with the unoptimized one. The flux ratios are also more impressive with the optimized pulse than with the unoptimized one. We also look at the evolution contours of the wavefunctions alongmore » the two channels with time after the actions of both the IR and UV pulses and compare the profiles for unoptimized (initial) and optimized fields for better understanding the results that we achieve. We also report the pulse parameters obtained as well as the final shapes they take.« less

Neutral Evolution in a Biological Population as Diffusion in Phenotype Space: Reproduction with Local Mutation but without Selection

NASA Astrophysics Data System (ADS)

Lawson, Daniel John; Jensen, Henrik Jeldtoft

2007-03-01

The process of “evolutionary diffusion,” i.e., reproduction with local mutation but without selection in a biological population, resembles standard diffusion in many ways. However, evolutionary diffusion allows the formation of localized peaks that undergo drift, even in the infinite population limit. We relate a microscopic evolution model to a stochastic model which we solve fully. This allows us to understand the large population limit, relates evolution to diffusion, and shows that independent local mutations act as a diffusion of interacting particles taking larger steps.

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

NASA Astrophysics Data System (ADS)

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

2016-07-01

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

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.

Solute concentration at a well in non-Gaussian aquifers under constant and time-varying pumping schedule

NASA Astrophysics Data System (ADS)

Libera, Arianna; de Barros, Felipe P. J.; Riva, Monica; Guadagnini, Alberto

2017-10-01

Our study is keyed to the analysis of the interplay between engineering factors (i.e., transient pumping rates versus less realistic but commonly analyzed uniform extraction rates) and the heterogeneous structure of the aquifer (as expressed by the probability distribution characterizing transmissivity) on contaminant transport. We explore the joint influence of diverse (a) groundwater pumping schedules (constant and variable in time) and (b) representations of the stochastic heterogeneous transmissivity (T) field on temporal histories of solute concentrations observed at an extraction well. The stochastic nature of T is rendered by modeling its natural logarithm, Y = ln T, through a typical Gaussian representation and the recently introduced Generalized sub-Gaussian (GSG) model. The latter has the unique property to embed scale-dependent non-Gaussian features of the main statistics of Y and its (spatial) increments, which have been documented in a variety of studies. We rely on numerical Monte Carlo simulations and compute the temporal evolution at the well of low order moments of the solute concentration (C), as well as statistics of the peak concentration (Cp), identified as the environmental performance metric of interest in this study. We show that the pumping schedule strongly affects the pattern of the temporal evolution of the first two statistical moments of C, regardless the nature (Gaussian or non-Gaussian) of the underlying Y field, whereas the latter quantitatively influences their magnitude. Our results show that uncertainty associated with C and Cp estimates is larger when operating under a transient extraction scheme than under the action of a uniform withdrawal schedule. The probability density function (PDF) of Cp displays a long positive tail in the presence of time-varying pumping schedule. All these aspects are magnified in the presence of non-Gaussian Y fields. Additionally, the PDF of Cp displays a bimodal shape for all types of pumping schemes analyzed, independent of the type of heterogeneity considered.

Examples of equilibrium and non-equilibrium behavior in evolutionary systems

NASA Astrophysics Data System (ADS)

Soulier, Arne

With this thesis, we want to shed some light into the darkness of our understanding of simply defined statistical mechanics systems and the surprisingly complex dynamical behavior they exhibit. We will do so by presenting in turn one equilibrium and then one non-equilibrium system with evolutionary dynamics. In part 1, we will present the seceder-model, a newly developed system that cannot equilibrate. We will then study several properties of the system and obtain an idea of the richness of the dynamics of the seceder model, which is particular impressive given the minimal amount of modeling necessary in its setup. In part 2, we will present extensions to the directed polymer in random media problem on a hypercube and its connection to the Eigen model of evolution. Our main interest will be the influence of time-dependent and time-independent changes in the fitness landscape viewed by an evolving population. This part contains the equilibrium dynamics. The stochastic models and the topic of evolution and non-equilibrium in general will allow us to point out similarities to the various lines of thought in game theory.

Statistical steady states in turbulent droplet condensation

NASA Astrophysics Data System (ADS)

Bec, Jeremie; Krstulovic, Giorgio; Siewert, Christoph

2017-11-01

We investigate the general problem of turbulent condensation. Using direct numerical simulations we show that the fluctuations of the supersaturation field offer different conditions for the growth of droplets which evolve in time due to turbulent transport and mixing. This leads to propose a Lagrangian stochastic model consisting of a set of integro-differential equations for the joint evolution of the squared radius and the supersaturation along droplet trajectories. The model has two parameters fixed by the total amount of water and the thermodynamic properties, as well as the Lagrangian integral timescale of the turbulent supersaturation. The model reproduces very well the droplet size distributions obtained from direct numerical simulations and their time evolution. A noticeable result is that, after a stage where the squared radius simply diffuses, the system converges exponentially fast to a statistical steady state independent of the initial conditions. The main mechanism involved in this convergence is a loss of memory induced by a significant number of droplets undergoing a complete evaporation before growing again. The statistical steady state is characterised by an exponential tail in the droplet mass distribution.

MCMC genome rearrangement.

PubMed

Miklós, István

2003-10-01

As more and more genomes have been sequenced, genomic data is rapidly accumulating. Genome-wide mutations are believed more neutral than local mutations such as substitutions, insertions and deletions, therefore phylogenetic investigations based on inversions, transpositions and inverted transpositions are less biased by the hypothesis on neutral evolution. Although efficient algorithms exist for obtaining the inversion distance of two signed permutations, there is no reliable algorithm when both inversions and transpositions are considered. Moreover, different type of mutations happen with different rates, and it is not clear how to weight them in a distance based approach. We introduce a Markov Chain Monte Carlo method to genome rearrangement based on a stochastic model of evolution, which can estimate the number of different evolutionary events needed to sort a signed permutation. The performance of the method was tested on simulated data, and the estimated numbers of different types of mutations were reliable. Human and Drosophila mitochondrial data were also analysed with the new method. The mixing time of the Markov Chain is short both in terms of CPU times and number of proposals. The source code in C is available on request from the author.

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

NASA Astrophysics Data System (ADS)

Kononovicius, A.; Gontis, V.

2012-02-01

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

Exponential stability of impulsive stochastic genetic regulatory networks with time-varying delays and reaction-diffusion

DOE PAGES

Cao, Boqiang; Zhang, Qimin; Ye, Ming

2016-11-29

We present a mean-square exponential stability analysis for impulsive stochastic genetic regulatory networks (GRNs) with time-varying delays and reaction-diffusion driven by fractional Brownian motion (fBm). By constructing a Lyapunov functional and using linear matrix inequality for stochastic analysis we derive sufficient conditions to guarantee the exponential stability of the stochastic model of impulsive GRNs in the mean-square sense. Meanwhile, the corresponding results are obtained for the GRNs with constant time delays and standard Brownian motion. Finally, an example is presented to illustrate our results of the mean-square exponential stability analysis.

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.

On convergence of differential evolution over a class of continuous functions with unique global optimum.

PubMed

Ghosh, Sayan; Das, Swagatam; Vasilakos, Athanasios V; Suresh, Kaushik

2012-02-01

Differential evolution (DE) is arguably one of the most powerful stochastic real-parameter optimization algorithms of current interest. Since its inception in the mid 1990s, DE has been finding many successful applications in real-world optimization problems from diverse domains of science and engineering. This paper takes a first significant step toward the convergence analysis of a canonical DE (DE/rand/1/bin) algorithm. It first deduces a time-recursive relationship for the probability density function (PDF) of the trial solutions, taking into consideration the DE-type mutation, crossover, and selection mechanisms. Then, by applying the concepts of Lyapunov stability theorems, it shows that as time approaches infinity, the PDF of the trial solutions concentrates narrowly around the global optimum of the objective function, assuming the shape of a Dirac delta distribution. Asymptotic convergence behavior of the population PDF is established by constructing a Lyapunov functional based on the PDF and showing that it monotonically decreases with time. The analysis is applicable to a class of continuous and real-valued objective functions that possesses a unique global optimum (but may have multiple local optima). Theoretical results have been substantiated with relevant computer simulations.

Frequency distributions and correlations of solar X-ray flare parameters

NASA Technical Reports Server (NTRS)

Crosby, Norma B.; Aschwanden, Markus J.; Dennis, Brian R.

1993-01-01

Frequency distributions of flare parameters are determined from over 12,000 solar flares. The flare duration, the peak counting rate, the peak hard X-ray flux, the total energy in electrons, and the peak energy flux in electrons are among the parameters studied. Linear regression fits, as well as the slopes of the frequency distributions, are used to determine the correlations between these parameters. The relationship between the variations of the frequency distributions and the solar activity cycle is also investigated. Theoretical models for the frequency distribution of flare parameters are dependent on the probability of flaring and the temporal evolution of the flare energy build-up. The results of this study are consistent with stochastic flaring and exponential energy build-up. The average build-up time constant is found to be 0.5 times the mean time between flares.

JavaGenes Molecular Evolution

NASA Technical Reports Server (NTRS)

Lohn, Jason; Smith, David; Frank, Jeremy; Globus, Al; Crawford, James

2007-01-01

JavaGenes is a general-purpose, evolutionary software system written in Java. It implements several versions of a genetic algorithm, simulated annealing, stochastic hill climbing, and other search techniques. This software has been used to evolve molecules, atomic force field parameters, digital circuits, Earth Observing Satellite schedules, and antennas. This version differs from version 0.7.28 in that it includes the molecule evolution code and other improvements. Except for the antenna code, JaveGenes is available for NASA Open Source distribution.

Information flow and causality as rigorous notions ab initio

NASA Astrophysics Data System (ADS)

Liang, X. San

2016-11-01

Information flow or information transfer the widely applicable general physics notion can be rigorously derived from first principles, rather than axiomatically proposed as an ansatz. Its logical association with causality is firmly rooted in the dynamical system that lies beneath. The principle of nil causality that reads, an event is not causal to another if the evolution of the latter is independent of the former, which transfer entropy analysis and Granger causality test fail to verify in many situations, turns out to be a proven theorem here. Established in this study are the information flows among the components of time-discrete mappings and time-continuous dynamical systems, both deterministic and stochastic. They have been obtained explicitly in closed form, and put to applications with the benchmark systems such as the Kaplan-Yorke map, Rössler system, baker transformation, Hénon map, and stochastic potential flow. Besides unraveling the causal relations as expected from the respective systems, some of the applications show that the information flow structure underlying a complex trajectory pattern could be tractable. For linear systems, the resulting remarkably concise formula asserts analytically that causation implies correlation, while correlation does not imply causation, providing a mathematical basis for the long-standing philosophical debate over causation versus correlation.

Stochastic Multi-Timescale Power System Operations With Variable Wind Generation

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

Wu, Hongyu; Krad, Ibrahim; Florita, Anthony

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

Simplified hydraulic model of French vertical-flow constructed wetlands.

PubMed

Arias, Luis; Bertrand-Krajewski, Jean-Luc; Molle, Pascal

2014-01-01

Designing vertical-flow constructed wetlands (VFCWs) to treat both rain events and dry weather flow is a complex task due to the stochastic nature of rain events. Dynamic models can help to improve design, but they usually prove difficult to handle for designers. This study focuses on the development of a simplified hydraulic model of French VFCWs using an empirical infiltration coefficient--infiltration capacity parameter (ICP). The model was fitted using 60-second-step data collected on two experimental French VFCW systems and compared with Hydrus 1D software. The model revealed a season-by-season evolution of the ICP that could be explained by the mechanical role of reeds. This simplified model makes it possible to define time-course shifts in ponding time and outlet flows. As ponding time hinders oxygen renewal, thus impacting nitrification and organic matter degradation, ponding time limits can be used to fix a reliable design when treating both dry and rain events.

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.

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

NASA Astrophysics Data System (ADS)

Herath, Narmada; Del Vecchio, Domitilla

2018-03-01

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

The Evolution of Universe as Splitting of the ``Non Existing'' and Space-Time Expansion

NASA Astrophysics Data System (ADS)

Nassikas, A. A.

2010-09-01

The purpose of this paper is to show that the creation of Universe can be regarded as a splitting process of the ``non existing'', ``where'' there is no space-time and that the expansion of Universe is due to the compatibility between the stochastic-quantum space-time created and the surrounding ``non existing''. In this way it is not required that space time should pre-exist in contrast, as it can be shown, to the Universe creation from vacuum theory. The present point of view can be derived on the basis of a Minimum Contradictions Physics according to which stochastic-quantum space-time is matter itself; there are (g)-mass and (em)-charge space-time which interact-communicate through photons [(g) or (em) particles with zero rest mass]. This point of view is compatible to the present knowledge of CERN and Fermi Lab experiments as well as to the neutron synthesis according to Rutherford, experimentally verified and theoretically explained through Hadronic Mechanics by R. M. Santilli. On the basis of the Minimum Contradictions Physics a quantum gravity formula is derived which implies either positive or negative gravitational acceleration; thus, bodies can be attracted while Universe can be expanded. Minimum Contradictions Physics, under certain simplifications, is compatible to Newton Mechanics, Relativity Theory and QM. This physics is compatible to language through which it is stated. On this basis the physical laws are the principles of language i.e.: the Classical Logic, the Sufficient Reason Principle the Communication Anterior-Posterior Axiom and the Claim for Minimum Contradictions; according to a theorem contradictions cannot be vanished.

Interactions between landslides and landscape evolution using a sediment flux-dependent bedrock incision model incorporating bed macro-roughness

NASA Astrophysics Data System (ADS)

Kwang, J. S.; Parker, G.

2017-12-01

Many landscape evolution models incorporate sediment removal as a quasi-equilibrium process via the Stream Power Incision Model, or otherwise incorporate sediment supply to mixed bedrock-alluvial channels according to a quasi-steady relation between channel incision and hillslope production. Yet in actively uplifting landscapes, hillslope production is often a highly punctuated phenomenon governed by landslides. We investigate the following key question: how does a landscape subject to punctuated sediment supply differ from one with a steady supply at the same rate? To do this, we incorporate punctuated supply into the Macro Roughness Saltation Abrasion Alluviation model [Zhang et al., 2015], a descendant of the Capacity Saltation Abrasion model [Sklar and Dietrich, 2004, 2006], that is specifically designed to capture unsteady alluvial morphodynamics. Our model has three modules: a) a bedrock-alluvial channel module, b) a hillslope diffusion module, and c) a stochastically-driven landslide supply module. Sediment in bedrock channels plays two roles in incision: 1) as an abrasive agent that incises the bed via collisions and 2) as a protector that inhibits collisions of sediment on the bed. The abrasion rate is proportional to a bedload transport rate times the areal fraction of bedrock surface that is exposed. The transport rate is equal to the capacity transport rate times the areal fraction of bedrock surface that is covered with alluvium, i.e. cover factor. Here, the incision rate vanishes with either vanishing cover (no tools) or complete cover (no bedrock exposed for abrasion). The properties of and amount of sediment delivered to the channel heavily depend on hillslope dynamics. Therefore, hillslope dynamics are important in determining the rate of incision of bedrock channels. Conversely, bedrock incision drives the production of sediment by lowering the base of hillslopes, creating a feedback. We explore this feedback in our landscape evolution model by adjusting our landslide model so that it supplies sediment at a steady rate or according to a stochastic algorithm chosen to characterize landslide size and frequency in such settings as Taiwan or Sichuan near the 2008 Wenchuan Earthquake epicenter. We use our model to study the signature of punctuated sediment delivery on the landscape.

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

NASA Astrophysics Data System (ADS)

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

2008-12-01

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

Distinct Sources of Deterministic and Stochastic Components of Action Timing Decisions in Rodent Frontal Cortex.

PubMed

Murakami, Masayoshi; Shteingart, Hanan; Loewenstein, Yonatan; Mainen, Zachary F

2017-05-17

The selection and timing of actions are subject to determinate influences such as sensory cues and internal state as well as to effectively stochastic variability. Although stochastic choice mechanisms are assumed by many theoretical models, their origin and mechanisms remain poorly understood. Here we investigated this issue by studying how neural circuits in the frontal cortex determine action timing in rats performing a waiting task. Electrophysiological recordings from two regions necessary for this behavior, medial prefrontal cortex (mPFC) and secondary motor cortex (M2), revealed an unexpected functional dissociation. Both areas encoded deterministic biases in action timing, but only M2 neurons reflected stochastic trial-by-trial fluctuations. This differential coding was reflected in distinct timescales of neural dynamics in the two frontal cortical areas. These results suggest a two-stage model in which stochastic components of action timing decisions are injected by circuits downstream of those carrying deterministic bias signals. Copyright © 2017 Elsevier Inc. All rights reserved.

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

DTIC Science & Technology

2011-08-01

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

The effects of self-interstitial clusters on cascade defect evolution beyond the primary damage state

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

Heinisch, H.L.

1997-04-01

The intracascade evolution of the defect distributions of cascades in copper is investigated using stochastic annealing simulations applied to cascades generated with molecular dynamics (MD). The temperature and energy dependencies of annihilation, clustering and free defect production are determined for individual cascades. The annealing simulation results illustrate the strong influence on intracascade evolution of the defect configuration existing in the primary damage state. Another factor significantly affecting the evolution of the defect distribution is the rapid one-dimensional diffusion of small, glissile interstitial loops produced directly in cascades. This phenomenon introduces a cascade energy dependence of defect evolution that is apparentmore » only beyond the primary damage state, amplifying the need for further study of the annealing phase of cascade evolution and for performing many more MD cascade simulations at higher energies.« less

Stochastically gated local and occupation times of a Brownian particle

NASA Astrophysics Data System (ADS)

Bressloff, Paul C.

2017-01-01

We generalize the Feynman-Kac formula to analyze the local and occupation times of a Brownian particle moving in a stochastically gated one-dimensional domain. (i) The gated local time is defined as the amount of time spent by the particle in the neighborhood of a point in space where there is some target that only receives resources from (or detects) the particle when the gate is open; the target does not interfere with the motion of the Brownian particle. (ii) The gated occupation time is defined as the amount of time spent by the particle in the positive half of the real line, given that it can only cross the origin when a gate placed at the origin is open; in the closed state the particle is reflected. In both scenarios, the gate randomly switches between the open and closed states according to a two-state Markov process. We derive a stochastic, backward Fokker-Planck equation (FPE) for the moment-generating function of the two types of gated Brownian functional, given a particular realization of the stochastic gate, and analyze the resulting stochastic FPE using a moments method 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 stochastic gate.

The scaling of population persistence with carrying capacity does not asymptote in populations of a fish experiencing extreme climate variability.

PubMed

White, Richard S A; Wintle, Brendan A; McHugh, Peter A; Booker, Douglas J; McIntosh, Angus R

2017-06-14

Despite growing concerns regarding increasing frequency of extreme climate events and declining population sizes, the influence of environmental stochasticity on the relationship between population carrying capacity and time-to-extinction has received little empirical attention. While time-to-extinction increases exponentially with carrying capacity in constant environments, theoretical models suggest increasing environmental stochasticity causes asymptotic scaling, thus making minimum viable carrying capacity vastly uncertain in variable environments. Using empirical estimates of environmental stochasticity in fish metapopulations, we showed that increasing environmental stochasticity resulting from extreme droughts was insufficient to create asymptotic scaling of time-to-extinction with carrying capacity in local populations as predicted by theory. Local time-to-extinction increased with carrying capacity due to declining sensitivity to demographic stochasticity, and the slope of this relationship declined significantly as environmental stochasticity increased. However, recent 1 in 25 yr extreme droughts were insufficient to extirpate populations with large carrying capacity. Consequently, large populations may be more resilient to environmental stochasticity than previously thought. The lack of carrying capacity-related asymptotes in persistence under extreme climate variability reveals how small populations affected by habitat loss or overharvesting, may be disproportionately threatened by increases in extreme climate events with global warming. © 2017 The Author(s).

Stochastic Simulation of Lagrangian Particle Transport in Turbulent Flows

NASA Astrophysics Data System (ADS)

Sun, Guangyuan

This dissertation presents the development and validation of the One Dimensional Turbulence (ODT) multiphase model in the Lagrangian reference frame. ODT is a stochastic model that captures the full range of length and time scales and provides statistical information on fine-scale turbulent-particle mixing and transport at low computational cost. The flow evolution is governed by a deterministic solution of the viscous processes and a stochastic representation of advection through stochastic domain mapping processes. The three algorithms for Lagrangian particle transport are presented within the context of the ODT approach. The Type-I and -C models consider the particle-eddy interaction as instantaneous and continuous change of the particle position and velocity, respectively. The Type-IC model combines the features of the Type-I and -C models. The models are applied to the multi-phase flows in the homogeneous decaying turbulence and turbulent round jet. Particle dispersion, dispersion coefficients, and velocity statistics are predicted and compared with experimental data. The models accurately reproduces the experimental data sets and capture particle inertial effects and trajectory crossing effect. A new adjustable particle parameter is introduced into the ODT model, and sensitivity analysis is performed to facilitate parameter estimation and selection. A novel algorithm of the two-way momentum coupling between the particle and carrier phases is developed in the ODT multiphase model. Momentum exchange between the phases is accounted for through particle source terms in the viscous diffusion. The source term is implemented in eddy events through a new kernel transformation and an iterative procedure is required for eddy selection. This model is applied to a particle-laden turbulent jet flow, and simulation results are compared with experimental measurements. The effect of particle addition on the velocities of the gas phase is investigated. The development of particle velocity and particle number distribution are illustrated. The simulation results indicate that the model qualitatively captures the turbulent modulation with the presence of difference particle classes with different solid loadings. The model is then extended to simulate temperature evolution of the particles in a nonisothermal hot jet, in which heat transfer between the particles and gas is considered. The flow is bounded by a wall on the one side of the domain. The simulations are performed over a range of particle inertia and thermal relaxation time scales and different initial particle locations. The present study investigates the post-blast-phase mixing between the particles, the environment that is intended to heat them up, and the ambient environment that dilutes the jet flow. The results indicate that the model can qualitatively predict the important particle statistics in jet flame.

Stochastic effects on phase-space holes and clumps in kinetic systems near marginal stability

DOE PAGES

Woods, Benjamin J. Q.; Duarte, Vinicius N.; De-Gol, Anthony J.; ...

2018-01-23

The creation and subsequent evolution of marginally-unstable modes have been observed in a wide range of fusion devices. This behaviour has been successfully explained, for a single frequency shifting mode, in terms of phase-space structures known as a 'hole' and 'clump'. Here in this paper, we introduce stochasticity into a 1D kinetic model, affecting the formation and evolution of resonant modes in the system. We find that noise in the fast particle distribution or electric field leads to a shift in the asymptotic behaviour of a chirping resonant mode; this noise heuristically maps onto radial microturbulence via canonical toroidal momentummore » scattering, affecting hole and clump formation. While the mechanism allowing for the formation of the hole and clump is coherent, the lifetime of a hole and clump is shown to be highly sensitive to initial conditions, affecting the temporal profile of a single bursting event in mode amplitude.« less

Stochastic effects on phase-space holes and clumps in kinetic systems near marginal stability

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

Woods, Benjamin J. Q.; Duarte, Vinicius N.; De-Gol, Anthony J.

The creation and subsequent evolution of marginally-unstable modes have been observed in a wide range of fusion devices. This behaviour has been successfully explained, for a single frequency shifting mode, in terms of phase-space structures known as a 'hole' and 'clump'. Here in this paper, we introduce stochasticity into a 1D kinetic model, affecting the formation and evolution of resonant modes in the system. We find that noise in the fast particle distribution or electric field leads to a shift in the asymptotic behaviour of a chirping resonant mode; this noise heuristically maps onto radial microturbulence via canonical toroidal momentummore » scattering, affecting hole and clump formation. While the mechanism allowing for the formation of the hole and clump is coherent, the lifetime of a hole and clump is shown to be highly sensitive to initial conditions, affecting the temporal profile of a single bursting event in mode amplitude.« less

Computational singular perturbation analysis of stochastic chemical systems with stiffness

DOE PAGES

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

2017-01-25

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

Comparing reactive and memory-one strategies of direct reciprocity

NASA Astrophysics Data System (ADS)

Baek, Seung Ki; Jeong, Hyeong-Chai; Hilbe, Christian; Nowak, Martin A.

2016-05-01

Direct reciprocity is a mechanism for the evolution of cooperation based on repeated interactions. When individuals meet repeatedly, they can use conditional strategies to enforce cooperative outcomes that would not be feasible in one-shot social dilemmas. Direct reciprocity requires that individuals keep track of their past interactions and find the right response. However, there are natural bounds on strategic complexity: Humans find it difficult to remember past interactions accurately, especially over long timespans. Given these limitations, it is natural to ask how complex strategies need to be for cooperation to evolve. Here, we study stochastic evolutionary game dynamics in finite populations to systematically compare the evolutionary performance of reactive strategies, which only respond to the co-player’s previous move, and memory-one strategies, which take into account the own and the co-player’s previous move. In both cases, we compare deterministic strategy and stochastic strategy spaces. For reactive strategies and small costs, we find that stochasticity benefits cooperation, because it allows for generous-tit-for-tat. For memory one strategies and small costs, we find that stochasticity does not increase the propensity for cooperation, because the deterministic rule of win-stay, lose-shift works best. For memory one strategies and large costs, however, stochasticity can augment cooperation.

Comparing reactive and memory-one strategies of direct reciprocity

PubMed Central

Baek, Seung Ki; Jeong, Hyeong-Chai; Hilbe, Christian; Nowak, Martin A.

2016-01-01

Direct reciprocity is a mechanism for the evolution of cooperation based on repeated interactions. When individuals meet repeatedly, they can use conditional strategies to enforce cooperative outcomes that would not be feasible in one-shot social dilemmas. Direct reciprocity requires that individuals keep track of their past interactions and find the right response. However, there are natural bounds on strategic complexity: Humans find it difficult to remember past interactions accurately, especially over long timespans. Given these limitations, it is natural to ask how complex strategies need to be for cooperation to evolve. Here, we study stochastic evolutionary game dynamics in finite populations to systematically compare the evolutionary performance of reactive strategies, which only respond to the co-player’s previous move, and memory-one strategies, which take into account the own and the co-player’s previous move. In both cases, we compare deterministic strategy and stochastic strategy spaces. For reactive strategies and small costs, we find that stochasticity benefits cooperation, because it allows for generous-tit-for-tat. For memory one strategies and small costs, we find that stochasticity does not increase the propensity for cooperation, because the deterministic rule of win-stay, lose-shift works best. For memory one strategies and large costs, however, stochasticity can augment cooperation. PMID:27161141

A general stochastic model for studying time evolution of transition networks

NASA Astrophysics Data System (ADS)

Zhan, Choujun; Tse, Chi K.; Small, Michael

2016-12-01

We consider a class of complex networks whose nodes assume one of several possible states at any time and may change their states from time to time. Such networks represent practical networks of rumor spreading, disease spreading, language evolution, and so on. Here, we derive a model describing the dynamics of this kind of network and a simulation algorithm for studying the network evolutionary behavior. This model, derived at a microscopic level, can reveal the transition dynamics of every node. A numerical simulation is taken as an ;experiment; or ;realization; of the model. We use this model to study the disease propagation dynamics in four different prototypical networks, namely, the regular nearest-neighbor (RN) network, the classical Erdös-Renyí (ER) random graph, the Watts-Strogátz small-world (SW) network, and the Barabási-Albert (BA) scalefree network. We find that the disease propagation dynamics in these four networks generally have different properties but they do share some common features. Furthermore, we utilize the transition network model to predict user growth in the Facebook network. Simulation shows that our model agrees with the historical data. The study can provide a useful tool for a more thorough understanding of the dynamics networks.

Application of stochastic differential geometry to the term structure of interst rates in developed markets

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

Taranenko, Y.; Barnes, C.

1996-12-31

This paper deals with further developments of the new theory that applies stochastic differential geometry (SDG) to dynamics of interest rates. We examine mathematical constraints on the evolution of interest rate volatilities that arise from stochastic differential calculus under assumptions of an arbitrage free evolution of zero coupon bonds and developed markets (i.e., none of the party/factor can drive the whole market). The resulting new theory incorporates the Heath-Jarrow-Morton (HJM) model of interest rates and provides new equations for volatilities which makes the system of equations for interest rates and volatilities complete and self consistent. It results in much smallermore » amount of volatility data that should be guessed for the SDG model as compared to the HJM model. Limited analysis of the market volatility data suggests that the assumption of the developed market is violated around maturity of two years. Such maturities where the assumptions of the SDG model are violated are suggested to serve as boundaries at which volatilities should be specified independently from the model. Our numerical example with two boundaries (two years and five years) qualitatively resembles the market behavior. Under some conditions solutions of the SDG model become singular that may indicate market crashes. More detail comparison with the data is needed before the theory can be established or refuted.« less

Evo-SETI SCALE to measure Life on Exoplanets

NASA Astrophysics Data System (ADS)

Maccone, Claudio

2016-04-01

Darwinian Evolution over the last 3.5 billion years was an increase in the number of living species from 1 (RNA?) to the current 50 million. This increasing trend in time looks like being exponential, but one may not assume an exactly exponential curve since many species went extinct in the past, even in mass extinctions. Thus, the simple exponential curve must be replaced by a stochastic process having an exponential mean value. Borrowing from financial mathematics (;Black-Scholes models;), this ;exponential; stochastic process is called Geometric Brownian Motion (GBM), and its probability density function (pdf) is a lognormal (not a Gaussian) (Proof: see ref. Maccone [3], Chapter 30, and ref. Maccone [4]). Lognormal also is the pdf of the statistical number of communicating ExtraTerrestrial (ET) civilizations in the Galaxy at a certain fixed time, like a snapshot: this result was found in 2008 by this author as his solution to the Statistical Drake Equation of SETI (Proof: see ref. Maccone [1]). Thus, the GBM of Darwinian Evolution may also be regarded as the extension in time of the Statistical Drake equation (Proof: see ref. Maccone [4]). But the key step ahead made by this author in his Evo-SETI (Evolution and SETI) mathematical model was to realize that LIFE also is just a b-lognormal in time: every living organism (a cell, a human, a civilization, even an ET civilization) is born at a certain time b (;birth;), grows up to a peak p (with an ascending inflexion point in between, a for adolescence), then declines from p to s (senility, i.e. descending inflexion point) and finally declines linearly and dies at a final instant d (death). In other words, the infinite tail of the b-lognormal was cut away and replaced by just a straight line between s and d, leading to simple mathematical formulae (;History Formulae;) allowing one to find this ;finite b-lognormal; when the three instants b, s, and d are assigned. Next the crucial Peak-Locus Theorem comes. It means that the GBM exponential may be regarded as the geometric locus of all the peaks of a one-parameter (i.e. the peak time p) family of b-lognormals. Since b-lognormals are pdf-s, the area under each of them always equals 1 (normalization condition) and so, going from left to right on the time axis, the b-lognormals become more and more ;peaky;, and so they last less and less in time. This is precisely what happened in human history: civilizations that lasted millennia (like Ancient Greece and Rome) lasted just centuries (like the Italian Renaissance and Portuguese, Spanish, French, British and USA Empires) but they were more and more advanced in the ;level of civilization;. This ;level of civilization; is what physicists call ENTROPY. Also, in refs. Maccone [3] and [4], this author proved that, for all GBMs, the (Shannon) Entropy of the b-lognormals in his Peak-Locus Theorem grows LINEARLY in time. The Molecular Clock, well known to geneticists since 50 years, shows that the DNA base-substitutions occur LINEARLY in time since they are neutral with respect to Darwinian selection. In simple words: DNA evolved by obeying the laws of quantum physics only (microscopic laws) and not by obeying assumed ;Darwinian selection laws; (macroscopic laws). This is Kimura's neutral theory of molecular evolution. The conclusion is that the Molecular Clock and the b-lognormal Entropy are the same thing. At last, we reach the new, original result justifying the publication of this paper. On exoplanets, molecular evolution is proceeding at about the same rate as it did proceed on Earth: rather independently of the physical conditions of the exoplanet, if the DNA had the possibility to evolve in water initially. Thus, Evo-Entropy, i.e. the (Shannon) Entropy of the generic b-lognormal of the Peak-Locus Theorem, provides the Evo-SETI SCALE to measure the evolution of life on exoplanets.

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

PubMed

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

2016-03-14

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

Efficient estimators for likelihood ratio sensitivity indices of complex stochastic dynamics

NASA Astrophysics Data System (ADS)

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

2016-03-01

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

Efficient estimators for likelihood ratio sensitivity indices of complex stochastic dynamics

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

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

2016-03-14

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

Planetary Rings

NASA Astrophysics Data System (ADS)

Esposito, Larry W.

2011-07-01

Preface; 1. Introduction: the allure of ringed planets; 2. Studies of planetary rings 1610-2004; 3. Diversity of planetary rings; 4. Individual ring particles and their collisions; 5. Large-scale ring evolution; 6. Moons confine and sculpt rings; 7. Explaining ring phenomena; 8. N-Body simulations; 9. Stochastic models; 10. Age and evolution of rings; 11. Saturn's mysterious F ring; 12. Neptune's partial rings; 13. Jupiter's ring-moon system after Galileo; 14. Ring photometry; 15. Dusty rings; 16. Cassini observations; 17. Summary: the big questions; Glossary; References; Index.

TTLEM: Open access tool for building numerically accurate landscape evolution models in MATLAB

NASA Astrophysics Data System (ADS)

Campforts, Benjamin; Schwanghart, Wolfgang; Govers, Gerard

2017-04-01

Despite a growing interest in LEMs, accuracy assessment of the numerical methods they are based on has received little attention. Here, we present TTLEM which is an open access landscape evolution package designed to develop and test your own scenarios and hypothesises. TTLEM uses a higher order flux-limiting finite-volume method to simulate river incision and tectonic displacement. We show that this scheme significantly influences the evolution of simulated landscapes and the spatial and temporal variability of erosion rates. Moreover, it allows the simulation of lateral tectonic displacement on a fixed grid. Through the use of a simple GUI the software produces visible output of evolving landscapes through model run time. In this contribution, we illustrate numerical landscape evolution through a set of movies spanning different spatial and temporal scales. We focus on the erosional domain and use both spatially constant and variable input values for uplift, lateral tectonic shortening, erodibility and precipitation. Moreover, we illustrate the relevance of a stochastic approach for realistic hillslope response modelling. TTLEM is a fully open source software package, written in MATLAB and based on the TopoToolbox platform (topotoolbox.wordpress.com). Installation instructions can be found on this website and the therefore designed GitHub repository.

Multi-Scale Modeling of the Gamma Radiolysis of Nitrate Solutions.

PubMed

Horne, Gregory P; Donoclift, Thomas A; Sims, Howard E; Orr, Robin M; Pimblott, Simon M

2016-11-17

A multiscale modeling approach has been developed for the extended time scale long-term radiolysis of aqueous systems. The approach uses a combination of stochastic track structure and track chemistry as well as deterministic homogeneous chemistry techniques and involves four key stages: radiation track structure simulation, the subsequent physicochemical processes, nonhomogeneous diffusion-reaction kinetic evolution, and homogeneous bulk chemistry modeling. The first three components model the physical and chemical evolution of an isolated radiation chemical track and provide radiolysis yields, within the extremely low dose isolated track paradigm, as the input parameters for a bulk deterministic chemistry model. This approach to radiation chemical modeling has been tested by comparison with the experimentally observed yield of nitrite from the gamma radiolysis of sodium nitrate solutions. This is a complex radiation chemical system which is strongly dependent on secondary reaction processes. The concentration of nitrite is not just dependent upon the evolution of radiation track chemistry and the scavenging of the hydrated electron and its precursors but also on the subsequent reactions of the products of these scavenging reactions with other water radiolysis products. Without the inclusion of intratrack chemistry, the deterministic component of the multiscale model is unable to correctly predict experimental data, highlighting the importance of intratrack radiation chemistry in the chemical evolution of the irradiated system.

Stochastic von Bertalanffy models, with applications to fish recruitment.

PubMed

Lv, Qiming; Pitchford, Jonathan W

2007-02-21

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

Automated Flight Routing Using Stochastic Dynamic Programming

NASA Technical Reports Server (NTRS)

Ng, Hok K.; Morando, Alex; Grabbe, Shon

2010-01-01

Airspace capacity reduction due to convective weather impedes air traffic flows and causes traffic congestion. This study presents an algorithm that reroutes flights in the presence of winds, enroute convective weather, and congested airspace based on stochastic dynamic programming. A stochastic disturbance model incorporates into the reroute design process the capacity uncertainty. A trajectory-based airspace demand model is employed for calculating current and future airspace demand. The optimal routes minimize the total expected traveling time, weather incursion, and induced congestion costs. They are compared to weather-avoidance routes calculated using deterministic dynamic programming. The stochastic reroutes have smaller deviation probability than the deterministic counterpart when both reroutes have similar total flight distance. The stochastic rerouting algorithm takes into account all convective weather fields with all severity levels while the deterministic algorithm only accounts for convective weather systems exceeding a specified level of severity. When the stochastic reroutes are compared to the actual flight routes, they have similar total flight time, and both have about 1% of travel time crossing congested enroute sectors on average. The actual flight routes induce slightly less traffic congestion than the stochastic reroutes but intercept more severe convective weather.

Pathogen-mediated selection in free-ranging elk populations infected by chronic wasting disease

USDA-ARS?s Scientific Manuscript database

Pathogens can exert a large influence on the evolution of hosts via selection for alleles or genotypes that moderate pathogen virulence. Inconsistent interactions between parasites and the host genome, such as those resulting from genetic linkages and environmental stochasticity, have largely preven...

The Economics of Has-Beens

ERIC Educational Resources Information Center

MacDonald, Glenn; Weisbach, Michael S.

2004-01-01

The evolution of technology causes human capital to become obsolete. We study this phenomenon in an overlapping generations setting, assuming that technology evolves stochastically and that older workers find updating uneconomic. Experience and learning by doing may offer the old some income protection, but technology advance always turns them…

Dynamical Signatures of Living Systems

NASA Technical Reports Server (NTRS)

Zak, M.

1999-01-01

One of the main challenges in modeling living systems is to distinguish a random walk of physical origin (for instance, Brownian motions) from those of biological origin and that will constitute the starting point of the proposed approach. As conjectured, the biological random walk must be nonlinear. Indeed, any stochastic Markov process can be described by linear Fokker-Planck equation (or its discretized version), only that type of process has been observed in the inanimate world. However, all such processes always converge to a stable (ergodic or periodic) state, i.e., to the states of a lower complexity and high entropy. At the same time, the evolution of living systems directed toward a higher level of complexity if complexity is associated with a number of structural variations. The simplest way to mimic such a tendency is to incorporate a nonlinearity into the random walk; then the probability evolution will attain the features of diffusion equation: the formation and dissipation of shock waves initiated by small shallow wave disturbances. As a result, the evolution never "dies:" it produces new different configurations which are accompanied by an increase or decrease of entropy (the decrease takes place during formation of shock waves, the increase-during their dissipation). In other words, the evolution can be directed "against the second law of thermodynamics" by forming patterns outside of equilibrium in the probability space. Due to that, a specie is not locked up in a certain pattern of behavior: it still can perform a variety of motions, and only the statistics of these motions is constrained by this pattern. It should be emphasized that such a "twist" is based upon the concept of reflection, i.e., the existence of the self-image (adopted from psychology). The model consists of a generator of stochastic processes which represents the motor dynamics in the form of nonlinear random walks, and a simulator of the nonlinear version of the diffusion equation which represents the mental dynamics. It has been demonstrated that coupled mental-motor dynamics can simulate emerging self-organization, prey-predator games, collaboration and competition, "collective brain," etc.

On the Radio-emitting Particles of the Crab Nebula: Stochastic Acceleration Model

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

Tanaka, Shuta J.; Asano, Katsuaki, E-mail: sjtanaka@center.konan-u.ac.jp

The broadband emission of pulsar wind nebulae (PWNe) is well described by non-thermal emissions from accelerated electrons and positrons. However, the standard shock acceleration model of PWNe does not account for the hard spectrum in radio wavelengths. The origin of the radio-emitting particles is also important to determine the pair production efficiency in the pulsar magnetosphere. Here, we propose a possible resolution for the particle energy distribution in PWNe; the radio-emitting particles are not accelerated at the pulsar wind termination shock but are stochastically accelerated by turbulence inside PWNe. We upgrade our past one-zone spectral evolution model to include themore » energy diffusion, i.e., the stochastic acceleration, and apply the model to the Crab Nebula. A fairly simple form of the energy diffusion coefficient is assumed for this demonstrative study. For a particle injection to the stochastic acceleration process, we consider the continuous injection from the supernova ejecta or the impulsive injection associated with supernova explosion. The observed broadband spectrum and the decay of the radio flux are reproduced by tuning the amount of the particle injected to the stochastic acceleration process. The acceleration timescale and the duration of the acceleration are required to be a few decades and a few hundred years, respectively. Our results imply that some unveiled mechanisms, such as back reaction to the turbulence, are required to make the energies of stochastically and shock-accelerated particles comparable.« less

Energy Optimal Path Planning: Integrating Coastal Ocean Modelling with Optimal Control

NASA Astrophysics Data System (ADS)

Subramani, D. N.; Haley, P. J., Jr.; Lermusiaux, P. F. J.

2016-02-01

A stochastic optimization methodology is formulated for computing energy-optimal paths from among time-optimal paths of autonomous vehicles navigating in a dynamic flow field. To set up the energy optimization, the relative vehicle speed and headings are considered to be stochastic, and new stochastic Dynamically Orthogonal (DO) level-set equations that govern their stochastic time-optimal reachability fronts are derived. Their solution provides the distribution of time-optimal reachability fronts and corresponding distribution of time-optimal paths. An optimization is then performed on the vehicle's energy-time joint distribution to select the energy-optimal paths for each arrival time, among all stochastic time-optimal paths for that arrival time. The accuracy and efficiency of the DO level-set equations for solving the governing stochastic level-set reachability fronts are quantitatively assessed, including comparisons with independent semi-analytical solutions. Energy-optimal missions are studied in wind-driven barotropic quasi-geostrophic double-gyre circulations, and in realistic data-assimilative re-analyses of multiscale coastal ocean flows. The latter re-analyses are obtained from multi-resolution 2-way nested primitive-equation simulations of tidal-to-mesoscale dynamics in the Middle Atlantic Bight and Shelbreak Front region. The effects of tidal currents, strong wind events, coastal jets, and shelfbreak fronts on the energy-optimal paths are illustrated and quantified. Results showcase the opportunities for longer-duration missions that intelligently utilize the ocean environment to save energy, rigorously integrating ocean forecasting with optimal control of autonomous vehicles.

Chaotic Motion of Relativistic Electrons Driven by Whistler Waves

NASA Technical Reports Server (NTRS)

Khazanov, G. V.; Telnikhin, A. A.; Kronberg, Tatiana K.

2007-01-01

Canonical equations governing an electron motion in electromagnetic field of the whistler mode waves propagating along the direction of an ambient magnetic field are derived. The physical processes on which the equations of motion are based .are identified. It is shown that relativistic electrons interacting with these fields demonstrate chaotic motion, which is accompanied by the particle stochastic heating and significant pitch angle diffusion. Evolution of distribution functions is described by the Fokker-Planck-Kolmogorov equations. It is shown that the whistler mode waves could provide a viable mechanism for stochastic energization of electrons with energies up to 50 MeV in the Jovian magnetosphere.

Stochastic effects in hybrid inflation

NASA Astrophysics Data System (ADS)

Martin, Jérôme; Vennin, Vincent

2012-02-01

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

Particle Acceleration in Mildly Relativistic Shearing Flows: The Interplay of Systematic and Stochastic Effects, and the Origin of the Extended High-energy Emission in AGN Jets

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

Liu, Ruo-Yu; Rieger, F. M.; Aharonian, F. A., E-mail: ruoyu@mpi-hd.mpg.de, E-mail: frank.rieger@mpi-hd.mpg.de, E-mail: aharon@mpi-hd.mpg.de

The origin of the extended X-ray emission in the large-scale jets of active galactic nuclei (AGNs) poses challenges to conventional models of acceleration and emission. Although electron synchrotron radiation is considered the most feasible radiation mechanism, the formation of the continuous large-scale X-ray structure remains an open issue. As astrophysical jets are expected to exhibit some turbulence and shearing motion, we here investigate the potential of shearing flows to facilitate an extended acceleration of particles and evaluate its impact on the resultant particle distribution. Our treatment incorporates systematic shear and stochastic second-order Fermi effects. We show that for typical parametersmore » applicable to large-scale AGN jets, stochastic second-order Fermi acceleration, which always accompanies shear particle acceleration, can play an important role in facilitating the whole process of particle energization. We study the time-dependent evolution of the resultant particle distribution in the presence of second-order Fermi acceleration, shear acceleration, and synchrotron losses using a simple Fokker–Planck approach and provide illustrations for the possible emergence of a complex (multicomponent) particle energy distribution with different spectral branches. We present examples for typical parameters applicable to large-scale AGN jets, indicating the relevance of the underlying processes for understanding the extended X-ray emission and the origin of ultrahigh-energy cosmic rays.« less

Computing molecular fluctuations in biochemical reaction systems based on a mechanistic, statistical theory of irreversible processes.

PubMed

Kulasiri, Don

2011-01-01

We discuss the quantification of molecular fluctuations in the biochemical reaction systems within the context of intracellular processes associated with gene expression. We take the molecular reactions pertaining to circadian rhythms to develop models of molecular fluctuations in this chapter. There are a significant number of studies on stochastic fluctuations in intracellular genetic regulatory networks based on single cell-level experiments. In order to understand the fluctuations associated with the gene expression in circadian rhythm networks, it is important to model the interactions of transcriptional factors with the E-boxes in the promoter regions of some of the genes. The pertinent aspects of a near-equilibrium theory that would integrate the thermodynamical and particle dynamic characteristics of intracellular molecular fluctuations would be discussed, and the theory is extended by using the theory of stochastic differential equations. We then model the fluctuations associated with the promoter regions using general mathematical settings. We implemented ubiquitous Gillespie's algorithms, which are used to simulate stochasticity in biochemical networks, for each of the motifs. Both the theory and the Gillespie's algorithms gave the same results in terms of the time evolution of means and variances of molecular numbers. As biochemical reactions occur far away from equilibrium-hence the use of the Gillespie algorithm-these results suggest that the near-equilibrium theory should be a good approximation for some of the biochemical reactions. © 2011 Elsevier Inc. All rights reserved.

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

Evolution of a hybrid micro-macro entangled state of the qubit-oscillator system via the generalized rotating wave approximation

NASA Astrophysics Data System (ADS)

Chakrabarti, R.; Yogesh, V.

2016-04-01

We study the evolution of the hybrid entangled states in a bipartite (ultra) strongly coupled qubit-oscillator system. Using the generalized rotating wave approximation the reduced density matrices of the qubit and the oscillator are obtained. The reduced density matrix of the oscillator yields the phase space quasi probability distributions such as the diagonal P-representation, the Wigner W-distribution and the Husimi Q-function. In the strong coupling regime the Q-function evolves to uniformly separated macroscopically distinct Gaussian peaks representing ‘kitten’ states at certain specified times that depend on multiple time scales present in the interacting system. The ultrastrong coupling strength of the interaction triggers appearance of a large number of modes that quickly develop a randomization of their phase relationships. A stochastic averaging of the dynamical quantities sets in, and leads to the decoherence of the system. The delocalization in the phase space of the oscillator is studied by using the Wehrl entropy. The negativity of the W-distribution reflects the departure of the oscillator from the classical states, and allows us to study the underlying differences between various information-theoretic measures such as the Wehrl entropy and the Wigner entropy. Other features of nonclassicality such as the existence of the squeezed states and appearance of negative values of the Mandel parameter are realized during the course of evolution of the bipartite system. In the parametric regime studied here these properties do not survive in the time-averaged limit.

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

NASA Astrophysics Data System (ADS)

Wu, Jiang; Liao, Fucheng; Tomizuka, Masayoshi

2017-01-01

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

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

NASA Astrophysics Data System (ADS)

Gottwald, Georg; Melbourne, Ian

2013-04-01

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

Stochastic simulation of human pulmonary blood flow and transit time frequency distribution based on anatomic and elasticity data.

PubMed

Huang, Wei; Shi, Jun; Yen, R T

2012-12-01

The objective of our study was to develop a computing program for computing the transit time frequency distributions of red blood cell in human pulmonary circulation, based on our anatomic and elasticity data of blood vessels in human lung. A stochastic simulation model was introduced to simulate blood flow in human pulmonary circulation. In the stochastic simulation model, the connectivity data of pulmonary blood vessels in human lung was converted into a probability matrix. Based on this model, the transit time of red blood cell in human pulmonary circulation and the output blood pressure were studied. Additionally, the stochastic simulation model can be used to predict the changes of blood flow in human pulmonary circulation with the advantage of the lower computing cost and the higher flexibility. In conclusion, a stochastic simulation approach was introduced to simulate the blood flow in the hierarchical structure of a pulmonary circulation system, and to calculate the transit time distributions and the blood pressure outputs.

Quantum Entanglement Growth under Random Unitary Dynamics

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

Nahum, Adam; Ruhman, Jonathan; Vijay, Sagar

Characterizing how entanglement grows with time in a many-body system, for example, after a quantum quench, is a key problem in nonequilibrium quantum physics. We study this problem for the case of random unitary dynamics, representing either Hamiltonian evolution with time-dependent noise or evolution by a random quantum circuit. Our results reveal a universal structure behind noisy entanglement growth, and also provide simple new heuristics for the “entanglement tsunami” in Hamiltonian systems without noise. In 1D, we show that noise causes the entanglement entropy across a cut to grow according to the celebrated Kardar-Parisi-Zhang (KPZ) equation. The mean entanglement growsmore » linearly in time, while fluctuations grow like (time) 1/3 and are spatially correlated over a distance ∝(time) 2/3. We derive KPZ universal behavior in three complementary ways, by mapping random entanglement growth to (i) a stochastic model of a growing surface, (ii) a “minimal cut” picture, reminiscent of the Ryu-Takayanagi formula in holography, and (iii) a hydrodynamic problem involving the dynamical spreading of operators. We demonstrate KPZ universality in 1D numerically using simulations of random unitary circuits. Importantly, the leading-order time dependence of the entropy is deterministic even in the presence of noise, allowing us to propose a simple coarse grained minimal cut picture for the entanglement growth of generic Hamiltonians, even without noise, in arbitrary dimensionality. We clarify the meaning of the “velocity” of entanglement growth in the 1D entanglement tsunami. We show that in higher dimensions, noisy entanglement evolution maps to the well-studied problem of pinning of a membrane or domain wall by disorder.« less

Quantum Entanglement Growth under Random Unitary Dynamics

DOE PAGES

Nahum, Adam; Ruhman, Jonathan; Vijay, Sagar; ...

2017-07-24

Characterizing how entanglement grows with time in a many-body system, for example, after a quantum quench, is a key problem in nonequilibrium quantum physics. We study this problem for the case of random unitary dynamics, representing either Hamiltonian evolution with time-dependent noise or evolution by a random quantum circuit. Our results reveal a universal structure behind noisy entanglement growth, and also provide simple new heuristics for the “entanglement tsunami” in Hamiltonian systems without noise. In 1D, we show that noise causes the entanglement entropy across a cut to grow according to the celebrated Kardar-Parisi-Zhang (KPZ) equation. The mean entanglement growsmore » linearly in time, while fluctuations grow like (time) 1/3 and are spatially correlated over a distance ∝(time) 2/3. We derive KPZ universal behavior in three complementary ways, by mapping random entanglement growth to (i) a stochastic model of a growing surface, (ii) a “minimal cut” picture, reminiscent of the Ryu-Takayanagi formula in holography, and (iii) a hydrodynamic problem involving the dynamical spreading of operators. We demonstrate KPZ universality in 1D numerically using simulations of random unitary circuits. Importantly, the leading-order time dependence of the entropy is deterministic even in the presence of noise, allowing us to propose a simple coarse grained minimal cut picture for the entanglement growth of generic Hamiltonians, even without noise, in arbitrary dimensionality. We clarify the meaning of the “velocity” of entanglement growth in the 1D entanglement tsunami. We show that in higher dimensions, noisy entanglement evolution maps to the well-studied problem of pinning of a membrane or domain wall by disorder.« less

A general time-dependent stochastic method for solving Parker's transport equation in spherical coordinates

NASA Astrophysics Data System (ADS)

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

2010-12-01

We present a detailed description of our newly developed stochastic approach for solving Parker's transport equation, which we believe is the first attempt to solve it with time dependence in 3-D, evolving from our 3-D steady state stochastic approach. Our formulation of this method is general and is valid for any type of heliospheric magnetic field, although we choose the standard Parker field as an example to illustrate the steps to calculate the transport of galactic cosmic rays. Our 3-D stochastic method is different from other stochastic approaches in the literature in several ways. For example, we employ spherical coordinates to integrate directly, which makes the code much more efficient by reducing coordinate transformations. What is more, the equivalence between our stochastic differential equations and Parker's transport equation is guaranteed by Ito's theorem in contrast to some other approaches. We generalize the technique for calculating particle flux based on the pseudoparticle trajectories for steady state solutions and for time-dependent solutions in 3-D. To validate our code, first we show that good agreement exists between solutions obtained by our steady state stochastic method and a traditional finite difference method. Then we show that good agreement also exists for our time-dependent method for an idealized and simplified heliosphere which has a Parker magnetic field and a simple initial condition for two different inner boundary conditions.

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.

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

NASA Astrophysics Data System (ADS)

Syed Ali, M.; Balasubramaniam, P.

2008-07-01

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

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

PubMed

Sheng, Yin; Zeng, Zhigang

2018-07-01

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

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

PubMed

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

2017-01-01

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

H∞ state estimation of stochastic memristor-based neural networks with time-varying delays.

PubMed

Bao, Haibo; Cao, Jinde; Kurths, Jürgen; Alsaedi, Ahmed; Ahmad, Bashir

2018-03-01

This paper addresses the problem of H ∞ state estimation for a class of stochastic memristor-based neural networks with time-varying delays. Under the framework of Filippov solution, the stochastic memristor-based neural networks are transformed into systems with interval parameters. The present paper is the first to investigate the H ∞ state estimation problem for continuous-time Itô-type stochastic memristor-based neural networks. By means of Lyapunov functionals and some stochastic technique, sufficient conditions are derived to ensure that the estimation error system is asymptotically stable in the mean square with a prescribed H ∞ performance. An explicit expression of the state estimator gain is given in terms of linear matrix inequalities (LMIs). Compared with other results, our results reduce control gain and control cost effectively. Finally, numerical simulations are provided to demonstrate the efficiency of the theoretical results. Copyright © 2018 Elsevier Ltd. All rights reserved.

Comparison of deterministic and stochastic methods for time-dependent Wigner simulations

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

Shao, Sihong, E-mail: sihong@math.pku.edu.cn; Sellier, Jean Michel, E-mail: jeanmichel.sellier@parallel.bas.bg

2015-11-01

Recently a Monte Carlo method based on signed particles for time-dependent simulations of the Wigner equation has been proposed. While it has been thoroughly validated against physical benchmarks, no technical study about its numerical accuracy has been performed. To this end, this paper presents the first step towards the construction of firm mathematical foundations for the signed particle Wigner Monte Carlo method. An initial investigation is performed by means of comparisons with a cell average spectral element method, which is a highly accurate deterministic method and utilized to provide reference solutions. Several different numerical tests involving the time-dependent evolution ofmore » a quantum wave-packet are performed and discussed in deep details. In particular, this allows us to depict a set of crucial criteria for the signed particle Wigner Monte Carlo method to achieve a satisfactory accuracy.« less

Moments distributions of single dye molecule spectra in a low-temperature polymer: Analysis of system ergodicity

NASA Astrophysics Data System (ADS)

Anikushina, T. A.; Naumov, A. V.

2013-12-01

This article demonstrates the principal advantages of the technique for analysis of the long-term spectral evolution of single molecules (SM) in the study of the microscopic nature of the dynamic processes in low-temperature polymers. We performed the detailed analysis of the spectral trail of single tetra-tert-butylterrylene (TBT) molecule in an amorphous polyisobutylene matrix, measured over 5 hours at T = 7K. It has been shown that the slow temporal dynamics is in qualitative agreement with the standard model of two-level systems and stochastic sudden-jump model. At the same time the distributions of the first four moments (cumulants) of the spectra of the selected SM measured at different time points were found not consistent with the standard theory prediction. It was considered as evidence that in a given time interval the system is not ergodic

A discrete Markov metapopulation model for persistence and extinction of species.

PubMed

Thompson, Colin J; Shtilerman, Elad; Stone, Lewi

2016-09-07

A simple discrete generation Markov metapopulation model is formulated for studying the persistence and extinction dynamics of a species in a given region which is divided into a large number of sites or patches. Assuming a linear site occupancy probability from one generation to the next we obtain exact expressions for the time evolution of the expected number of occupied sites and the mean-time to extinction (MTE). Under quite general conditions we show that the MTE, to leading order, is proportional to the logarithm of the initial number of occupied sites and in precise agreement with similar expressions for continuous time-dependent stochastic models. Our key contribution is a novel application of generating function techniques and simple asymptotic methods to obtain a second order asymptotic expression for the MTE which is extremely accurate over the entire range of model parameter values. Copyright © 2016 Elsevier Ltd. All rights reserved.

Microstructural Quantification, Property Prediction, and Stochastic Reconstruction of Heterogeneous Materials Using Limited X-Ray Tomography Data

NASA Astrophysics Data System (ADS)

Li, Hechao

An accurate knowledge of the complex microstructure of a heterogeneous material is crucial for quantitative structure-property relations establishment and its performance prediction and optimization. X-ray tomography has provided a non-destructive means for microstructure characterization in both 3D and 4D (i.e., structural evolution over time). Traditional reconstruction algorithms like filtered-back-projection (FBP) method or algebraic reconstruction techniques (ART) require huge number of tomographic projections and segmentation process before conducting microstructural quantification. This can be quite time consuming and computationally intensive. In this thesis, a novel procedure is first presented that allows one to directly extract key structural information in forms of spatial correlation functions from limited x-ray tomography data. The key component of the procedure is the computation of a "probability map", which provides the probability of an arbitrary point in the material system belonging to specific phase. The correlation functions of interest are then readily computed from the probability map. Using effective medium theory, accurate predictions of physical properties (e.g., elastic moduli) can be obtained. Secondly, a stochastic optimization procedure that enables one to accurately reconstruct material microstructure from a small number of x-ray tomographic projections (e.g., 20 - 40) is presented. Moreover, a stochastic procedure for multi-modal data fusion is proposed, where both X-ray projections and correlation functions computed from limited 2D optical images are fused to accurately reconstruct complex heterogeneous materials in 3D. This multi-modal reconstruction algorithm is proved to be able to integrate the complementary data to perform an excellent optimization procedure, which indicates its high efficiency in using limited structural information. Finally, the accuracy of the stochastic reconstruction procedure using limited X-ray projection data is ascertained by analyzing the microstructural degeneracy and the roughness of energy landscape associated with different number of projections. Ground-state degeneracy of a microstructure is found to decrease with increasing number of projections, which indicates a higher probability that the reconstructed configurations match the actual microstructure. The roughness of energy landscape can also provide information about the complexity and convergence behavior of the reconstruction for given microstructures and projection number.

An LES-PBE-PDF approach for modeling particle formation in turbulent reacting flows

NASA Astrophysics Data System (ADS)

Sewerin, Fabian; Rigopoulos, Stelios

2017-10-01

Many chemical and environmental processes involve the formation of a polydispersed particulate phase in a turbulent carrier flow. Frequently, the immersed particles are characterized by an intrinsic property such as the particle size, and the distribution of this property across a sample population is taken as an indicator for the quality of the particulate product or its environmental impact. In the present article, we propose a comprehensive model and an efficient numerical solution scheme for predicting the evolution of the property distribution associated with a polydispersed particulate phase forming in a turbulent reacting flow. Here, the particulate phase is described in terms of the particle number density whose evolution in both physical and particle property space is governed by the population balance equation (PBE). Based on the concept of large eddy simulation (LES), we augment the existing LES-transported probability density function (PDF) approach for fluid phase scalars by the particle number density and obtain a modeled evolution equation for the filtered PDF associated with the instantaneous fluid composition and particle property distribution. This LES-PBE-PDF approach allows us to predict the LES-filtered fluid composition and particle property distribution at each spatial location and point in time without any restriction on the chemical or particle formation kinetics. In view of a numerical solution, we apply the method of Eulerian stochastic fields, invoking an explicit adaptive grid technique in order to discretize the stochastic field equation for the number density in particle property space. In this way, sharp moving features of the particle property distribution can be accurately resolved at a significantly reduced computational cost. As a test case, we consider the condensation of an aerosol in a developed turbulent mixing layer. Our investigation not only demonstrates the predictive capabilities of the LES-PBE-PDF model but also indicates the computational efficiency of the numerical solution scheme.

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.

Acceleration of discrete stochastic biochemical simulation using GPGPU.

PubMed

Sumiyoshi, Kei; Hirata, Kazuki; Hiroi, Noriko; Funahashi, Akira

2015-01-01

For systems made up of a small number of molecules, such as a biochemical network in a single cell, a simulation requires a stochastic approach, instead of a deterministic approach. The stochastic simulation algorithm (SSA) simulates the stochastic behavior of a spatially homogeneous system. Since stochastic approaches produce different results each time they are used, multiple runs are required in order to obtain statistical results; this results in a large computational cost. We have implemented a parallel method for using SSA to simulate a stochastic model; the method uses a graphics processing unit (GPU), which enables multiple realizations at the same time, and thus reduces the computational time and cost. During the simulation, for the purpose of analysis, each time course is recorded at each time step. A straightforward implementation of this method on a GPU is about 16 times faster than a sequential simulation on a CPU with hybrid parallelization; each of the multiple simulations is run simultaneously, and the computational tasks within each simulation are parallelized. We also implemented an improvement to the memory access and reduced the memory footprint, in order to optimize the computations on the GPU. We also implemented an asynchronous data transfer scheme to accelerate the time course recording function. To analyze the acceleration of our implementation on various sizes of model, we performed SSA simulations on different model sizes and compared these computation times to those for sequential simulations with a CPU. When used with the improved time course recording function, our method was shown to accelerate the SSA simulation by a factor of up to 130.

Acceleration of discrete stochastic biochemical simulation using GPGPU

PubMed Central

Sumiyoshi, Kei; Hirata, Kazuki; Hiroi, Noriko; Funahashi, Akira

2015-01-01

For systems made up of a small number of molecules, such as a biochemical network in a single cell, a simulation requires a stochastic approach, instead of a deterministic approach. The stochastic simulation algorithm (SSA) simulates the stochastic behavior of a spatially homogeneous system. Since stochastic approaches produce different results each time they are used, multiple runs are required in order to obtain statistical results; this results in a large computational cost. We have implemented a parallel method for using SSA to simulate a stochastic model; the method uses a graphics processing unit (GPU), which enables multiple realizations at the same time, and thus reduces the computational time and cost. During the simulation, for the purpose of analysis, each time course is recorded at each time step. A straightforward implementation of this method on a GPU is about 16 times faster than a sequential simulation on a CPU with hybrid parallelization; each of the multiple simulations is run simultaneously, and the computational tasks within each simulation are parallelized. We also implemented an improvement to the memory access and reduced the memory footprint, in order to optimize the computations on the GPU. We also implemented an asynchronous data transfer scheme to accelerate the time course recording function. To analyze the acceleration of our implementation on various sizes of model, we performed SSA simulations on different model sizes and compared these computation times to those for sequential simulations with a CPU. When used with the improved time course recording function, our method was shown to accelerate the SSA simulation by a factor of up to 130. PMID:25762936

Dynamical stochastic processes of returns in financial markets

NASA Astrophysics Data System (ADS)

Lim, Gyuchang; Kim, SooYong; Yoon, Seong-Min; Jung, Jae-Won; Kim, Kyungsik

2007-03-01

We study the evolution of probability distribution functions of returns, from the tick data of the Korean treasury bond (KTB) futures and the S&P 500 stock index, which can be described by means of the Fokker-Planck equation. We show that the Fokker-Planck equation and the Langevin equation from the estimated Kramers-Moyal coefficients can be estimated directly from the empirical data. By analyzing the statistics of the returns, we present quantitatively the deterministic and random influences on financial time series for both markets, for which we can give a simple physical interpretation. We particularly focus on the diffusion coefficient, which may be important for the creation of a portfolio.

Global dynamics of oscillator populations under common noise

NASA Astrophysics Data System (ADS)

Braun, W.; Pikovsky, A.; Matias, M. A.; Colet, P.

2012-07-01

Common noise acting on a population of identical oscillators can synchronize them. We develop a description of this process which is not limited to the states close to synchrony, but provides a global picture of the evolution of the ensembles. The theory is based on the Watanabe-Strogatz transformation, allowing us to obtain closed stochastic equations for the global variables. We show that at the initial stage, the order parameter grows linearly in time, while at the later stages the convergence to synchrony is exponentially fast. Furthermore, we extend the theory to nonidentical ensembles with the Lorentzian distribution of natural frequencies and determine the stationary values of the order parameter in dependence on driving noise and mismatch.

Kinetic and dynamic Delaunay tetrahedralizations in three dimensions

NASA Astrophysics Data System (ADS)

Schaller, Gernot; Meyer-Hermann, Michael

2004-09-01

We describe algorithms to implement fully dynamic and kinetic three-dimensional unconstrained Delaunay triangulations, where the time evolution of the triangulation is not only governed by moving vertices but also by a changing number of vertices. We use three-dimensional simplex flip algorithms, a stochastic visibility walk algorithm for point location and in addition, we propose a new simple method of deleting vertices from an existing three-dimensional Delaunay triangulation while maintaining the Delaunay property. As an example, we analyse the performance in various cases of practical relevance. The dual Dirichlet tessellation can be used to solve differential equations on an irregular grid, to define partitions in cell tissue simulations, for collision detection etc.

Spin-squeezing and Dicke-state preparation by heterodyne measurement

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

Vanderbruggen, T.; Bernon, S.; Bertoldi, A.

2011-01-15

We investigate the quantum nondemolition (QND) measurement of an atomic population based on a heterodyne detection and show that the induced back-action allows for the preparation of both spin-squeezed and Dicke states. We use a wave-vector formalism to describe the stochastic process of the measurement and the associated atomic evolution. Analytical formulas of the atomic distribution momenta are derived in the weak-coupling regime both for short- and long-time behavior, and they are in good agreement with those obtained by a Monte Carlo simulation. The experimental implementation of the proposed heterodyne detection scheme is discussed. The role played in the squeezingmore » process by the spontaneous emission is considered.« less

A Hybrid Method of Moment Equations and Rate Equations to Modeling Gas-Grain Chemistry

NASA Astrophysics Data System (ADS)

Pei, Y.; Herbst, E.

2011-05-01

Grain surfaces play a crucial role in catalyzing many important chemical reactions in the interstellar medium (ISM). The deterministic rate equation (RE) method has often been used to simulate the surface chemistry. But this method becomes inaccurate when the number of reacting particles per grain is typically less than one, which can occur in the ISM. In this condition, stochastic approaches such as the master equations are adopted. However, these methods have mostly been constrained to small chemical networks due to the large amounts of processor time and computer power required. In this study, we present a hybrid method consisting of the moment equation approximation to the stochastic master equation approach and deterministic rate equations to treat a gas-grain model of homogeneous cold cloud cores with time-independent physical conditions. In this model, we use the standard OSU gas phase network (version OSU2006V3) which involves 458 gas phase species and more than 4000 reactions, and treat it by deterministic rate equations. A medium-sized surface reaction network which consists of 21 species and 19 reactions accounts for the productions of stable molecules such as H_2O, CO, CO_2, H_2CO, CH_3OH, NH_3 and CH_4. These surface reactions are treated by a hybrid method of moment equations (Barzel & Biham 2007) and rate equations: when the abundance of a surface species is lower than a specific threshold, say one per grain, we use the ``stochastic" moment equations to simulate the evolution; when its abundance goes above this threshold, we use the rate equations. A continuity technique is utilized to secure a smooth transition between these two methods. We have run chemical simulations for a time up to 10^8 yr at three temperatures: 10 K, 15 K, and 20 K. The results will be compared with those generated from (1) a completely deterministic model that uses rate equations for both gas phase and grain surface chemistry, (2) the method of modified rate equations (Garrod 2008), which partially takes into account the stochastic effect for surface reactions, and (3) the master equation approach solved using a Monte Carlo technique. At 10 K and standard grain sizes, our model results agree well with the above three methods, while discrepancies appear at higher temperatures and smaller grain sizes.

LIDT-DD: A new hybrid model to understand debris discs observations - The case of massive collisions.

NASA Astrophysics Data System (ADS)

Kral, Q.; Thébault, P.; Augereau, J.-C.; Boccaletti, A.; Charnoz, S.

2014-12-01

LIDT-DD is a new hybrid model coupling the collisional and dynamical evolution in debris discs in a self-consistent way. It has been developed in a way that allows to treat a large number of different astrophysical cases where collisions and dynamics have an important role. This interplay was often totally neglected in previous studies whereas, even for the simplest configurations, the real physics of debris discs imposes strong constraints and interactions between dynamics and collisions. After presenting the LIDT-DD model, we will describe the evolution of violent stochastic collisional events with this model. These massive impacts have been invoked as a possible explanation for some debris discs displaying pronounced azimuthal asymmetries or having a luminosity excess exceeding that expected for systems at collisional steady-state. So far, no thorough modelling of the consequences of such stochastic events has been carried out, mainly because of the extreme numerical challenge of coupling the dynamical and collisional evolution of the released dust. We follow the collisional and dynamical evolution of dust released after the breakup of a Ceres-sized body at 6 AU from its central star. We investigate the duration, magnitude and spatial structure of the signature left by such a violent event, as well as its observational detectability. We use the GRaTer package to estimate the system's luminosity at different wavelengths and derive synthetic images for the SPHERE/VLT and MIRI/JWST instruments.

Stochastic dynamic modeling of regular and slow earthquakes

NASA Astrophysics Data System (ADS)

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

2017-12-01

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

Improved Upper Limits on the Stochastic Gravitational-Wave Background from 2009-2010 LIGO and Virgo Data

NASA Astrophysics Data System (ADS)

Aasi, J.; Abbott, B. P.; Abbott, R.; Abbott, T.; Abernathy, M. R.; Accadia, T.; Acernese, F.; Ackley, K.; Adams, C.; Adams, T.; Addesso, P.; Adhikari, R. X.; Affeldt, C.; Agathos, M.; Aggarwal, N.; Aguiar, O. D.; Ain, A.; Ajith, P.; Alemic, A.; Allen, B.; Allocca, A.; Amariutei, D.; Andersen, M.; Anderson, R.; Anderson, S. B.; Anderson, W. G.; Arai, K.; Araya, M. C.; Arceneaux, C.; Areeda, J.; Aston, S. M.; Astone, P.; Aufmuth, P.; Aulbert, C.; Austin, L.; Aylott, B. E.; Babak, S.; Baker, P. T.; Ballardin, G.; Ballmer, S. W.; Barayoga, J. C.; Barbet, M.; Barish, B. C.; Barker, D.; Barone, F.; Barr, B.; Barsotti, L.; Barsuglia, M.; Barton, M. A.; Bartos, I.; Bassiri, R.; Basti, A.; Batch, J. C.; Bauchrowitz, J.; Bauer, Th. S.; Behnke, B.; Bejger, M.; Beker, M. G.; Belczynski, C.; Bell, A. S.; Bell, C.; Bergmann, G.; Bersanetti, D.; Bertolini, A.; Betzwieser, J.; Beyersdorf, P. T.; Bilenko, I. A.; Billingsley, G.; Birch, J.; Biscans, S.; Bitossi, M.; Bizouard, M. A.; Black, E.; Blackburn, J. K.; Blackburn, L.; Blair, D.; Bloemen, S.; Blom, M.; Bock, O.; Bodiya, T. P.; Boer, M.; Bogaert, G.; Bogan, C.; Bond, C.; Bondu, F.; Bonelli, L.; Bonnand, R.; Bork, R.; Born, M.; Boschi, V.; Bose, Sukanta; Bosi, L.; Bradaschia, C.; Brady, P. R.; Braginsky, V. B.; Branchesi, M.; Brau, J. E.; Briant, T.; Bridges, D. O.; Brillet, A.; Brinkmann, M.; Brisson, V.; Brooks, A. F.; Brown, D. A.; Brown, D. D.; Brückner, F.; Buchman, S.; Bulik, T.; Bulten, H. J.; Buonanno, A.; Burman, R.; Buskulic, D.; Buy, C.; Cadonati, L.; Cagnoli, G.; Bustillo, J. Calderón; Calloni, E.; Camp, J. B.; Campsie, P.; Cannon, K. C.; Canuel, B.; Cao, J.; Capano, C. D.; Carbognani, F.; Carbone, L.; Caride, S.; Castiglia, A.; Caudill, S.; Cavaglià, M.; Cavalier, F.; Cavalieri, R.; Celerier, C.; Cella, G.; Cepeda, C.; Cesarini, E.; Chakraborty, R.; Chalermsongsak, T.; Chamberlin, S. J.; Chao, S.; Charlton, P.; Chassande-Mottin, E.; Chen, X.; Chen, Y.; Chincarini, A.; Chiummo, A.; Cho, H. S.; Chow, J.; Christensen, N.; Chu, Q.; Chua, S. S. Y.; Chung, S.; Ciani, G.; Clara, F.; Clark, J. A.; Cleva, F.; Coccia, E.; Cohadon, P.-F.; Colla, A.; Collette, C.; Colombini, M.; Cominsky, L.; Constancio, M.; Conte, A.; Cook, D.; Corbitt, T. R.; Cordier, M.; Cornish, N.; Corpuz, A.; Corsi, A.; Costa, C. A.; Coughlin, M. W.; Coughlin, S.; Coulon, J.-P.; Countryman, S.; Couvares, P.; Coward, D. M.; Cowart, M.; Coyne, D. C.; Coyne, R.; Craig, K.; Creighton, J. D. E.; Crowder, S. G.; Cumming, A.; Cunningham, L.; Cuoco, E.; Dahl, K.; Canton, T. Dal; Damjanic, M.; Danilishin, S. L.; D'Antonio, S.; Danzmann, K.; Dattilo, V.; Daveloza, H.; Davier, M.; Davies, G. S.; Daw, E. J.; Day, R.; Dayanga, T.; Debreczeni, G.; Degallaix, J.; Deléglise, S.; Del Pozzo, W.; Denker, T.; Dent, T.; Dereli, H.; Dergachev, V.; De Rosa, R.; DeRosa, R. T.; DeSalvo, R.; Dhurandhar, S.; Díaz, M.; Di Fiore, L.; Di Lieto, A.; Di Palma, I.; Di Virgilio, A.; Donath, A.; Donovan, F.; Dooley, K. L.; Doravari, S.; Dossa, S.; Douglas, R.; Downes, T. P.; Drago, M.; Drever, R. W. P.; Driggers, J. C.; Du, Z.; Dwyer, S.; Eberle, T.; Edo, T.; Edwards, M.; Effler, A.; Eggenstein, H.; Ehrens, P.; Eichholz, J.; Eikenberry, S. S.; Endrőczi, G.; Essick, R.; Etzel, T.; Evans, M.; Evans, T.; Factourovich, M.; Fafone, V.; Fairhurst, S.; Fang, Q.; Farinon, S.; Farr, B.; Farr, W. M.; Favata, M.; Fehrmann, H.; Fejer, M. M.; Feldbaum, D.; Feroz, F.; Ferrante, I.; Ferrini, F.; Fidecaro, F.; Finn, L. S.; Fiori, I.; Fisher, R. P.; Flaminio, R.; Fournier, J.-D.; Franco, S.; Frasca, S.; Frasconi, F.; Frede, M.; Frei, Z.; Freise, A.; Frey, R.; Fricke, T. T.; Fritschel, P.; Frolov, V. V.; Fulda, P.; Fyffe, M.; Gair, J.; Gammaitoni, L.; Gaonkar, S.; Garufi, F.; Gehrels, N.; Gemme, G.; Genin, E.; Gennai, A.; Ghosh, S.; Giaime, J. A.; Giardina, K. D.; Giazotto, A.; Gill, C.; Gleason, J.; Goetz, E.; Goetz, R.; Gondan, L.; González, G.; Gordon, N.; Gorodetsky, M. L.; Gossan, S.; Goßler, S.; Gouaty, R.; Gräf, C.; Graff, P. B.; Granata, M.; Grant, A.; Gras, S.; Gray, C.; Greenhalgh, R. J. S.; Gretarsson, A. M.; Groot, P.; Grote, H.; Grover, K.; Grunewald, S.; Guidi, G. M.; Guido, C.; Gushwa, K.; Gustafson, E. K.; Gustafson, R.; Hammer, D.; Hammond, G.; Hanke, M.; Hanks, J.; Hanna, C.; Hanson, J.; Harms, J.; Harry, G. M.; Harry, I. W.; Harstad, E. D.; Hart, M.; Hartman, M. T.; Haster, C.-J.; Haughian, K.; Heidmann, A.; Heintze, M.; Heitmann, H.; Hello, P.; Hemming, G.; Hendry, M.; Heng, I. S.; Heptonstall, A. W.; Heurs, M.; Hewitson, M.; Hild, S.; Hoak, D.; Hodge, K. A.; Holt, K.; Hooper, S.; Hopkins, P.; Hosken, D. J.; Hough, J.; Howell, E. J.; Hu, Y.; Huerta, E.; Hughey, B.; Husa, S.; Huttner, S. H.; Huynh, M.; Huynh-Dinh, T.; Ingram, D. R.; Inta, R.; Isogai, T.; Ivanov, A.; Iyer, B. R.; Izumi, K.; Jacobson, M.; James, E.; Jang, H.; Jaranowski, P.; Ji, Y.; Jiménez-Forteza, F.; Johnson, W. W.; Jones, D. I.; Jones, R.; Jonker, R. J. G.; Ju, L.; Haris, K.; Kalmus, P.; Kalogera, V.; Kandhasamy, S.; Kang, G.; Kanner, J. B.; Karlen, J.; Kasprzack, M.; Katsavounidis, E.; Katzman, W.; Kaufer, H.; Kawabe, K.; Kawazoe, F.; Kéfélian, F.; Keiser, G. M.; Keitel, D.; Kelley, D. B.; Kells, W.; Khalaidovski, A.; Khalili, F. Y.; Khazanov, E. A.; Kim, C.; Kim, K.; Kim, N.; Kim, N. G.; Kim, Y.-M.; King, E. J.; King, P. J.; Kinzel, D. L.; Kissel, J. S.; Klimenko, S.; Kline, J.; Koehlenbeck, S.; Kokeyama, K.; Kondrashov, V.; Koranda, S.; Korth, W. Z.; Kowalska, I.; Kozak, D. B.; Kremin, A.; Kringel, V.; Królak, A.; Kuehn, G.; Kumar, A.; Kumar, P.; Kumar, R.; Kuo, L.; Kutynia, A.; Kwee, P.; Landry, M.; Lantz, B.; Larson, S.; Lasky, P. D.; Lawrie, C.; Lazzarini, A.; Lazzaro, C.; Leaci, P.; Leavey, S.; Lebigot, E. O.; Lee, C.-H.; Lee, H. K.; Lee, H. M.; Lee, J.; Leonardi, M.; Leong, J. R.; Le Roux, A.; Leroy, N.; Letendre, N.; Levin, Y.; Levine, B.; Lewis, J.; Li, T. G. F.; Libbrecht, K.; Libson, A.; Lin, A. C.; Littenberg, T. B.; Litvine, V.; Lockerbie, N. A.; Lockett, V.; Lodhia, D.; Loew, K.; Logue, J.; Lombardi, A. L.; Lorenzini, M.; Loriette, V.; Lormand, M.; Losurdo, G.; Lough, J.; Lubinski, M. J.; Lück, H.; Luijten, E.; Lundgren, A. P.; Lynch, R.; Ma, Y.; Macarthur, J.; Macdonald, E. P.; MacDonald, T.; Machenschalk, B.; MacInnis, M.; Macleod, D. M.; Magana-Sandoval, F.; Mageswaran, M.; Maglione, C.; Mailand, K.; Majorana, E.; Maksimovic, I.; Malvezzi, V.; Man, N.; Manca, G. M.; Mandel, I.; Mandic, V.; Mangano, V.; Mangini, N.; Mantovani, M.; Marchesoni, F.; Marion, F.; Márka, S.; Márka, Z.; Markosyan, A.; Maros, E.; Marque, J.; Martelli, F.; Martin, I. W.; Martin, R. M.; Martinelli, L.; Martynov, D.; Marx, J. N.; Mason, K.; Masserot, A.; Massinger, T. J.; Matichard, F.; Matone, L.; Matzner, R. A.; Mavalvala, N.; Mazumder, N.; Mazzolo, G.; McCarthy, R.; McClelland, D. E.; McGuire, S. C.; McIntyre, G.; McIver, J.; McLin, K.; Meacher, D.; Meadors, G. D.; Mehmet, M.; Meidam, J.; Meinders, M.; Melatos, A.; Mendell, G.; Mercer, R. A.; Meshkov, S.; Messenger, C.; Meyers, P.; Miao, H.; Michel, C.; Mikhailov, E. E.; Milano, L.; Milde, S.; Miller, J.; Minenkov, Y.; Mingarelli, C. M. F.; Mishra, C.; Mitra, S.; Mitrofanov, V. P.; Mitselmakher, G.; Mittleman, R.; Moe, B.; Moesta, P.; Mohan, M.; Mohapatra, S. R. P.; Moraru, D.; Moreno, G.; Morgado, N.; Morriss, S. R.; Mossavi, K.; Mours, B.; Mow-Lowry, C. M.; Mueller, C. L.; Mueller, G.; Mukherjee, S.; Mullavey, A.; Munch, J.; Murphy, D.; Murray, P. G.; Mytidis, A.; Nagy, M. F.; Kumar, D. Nanda; Nardecchia, I.; Naticchioni, L.; Nayak, R. K.; Necula, V.; Nelemans, G.; Neri, I.; Neri, M.; Newton, G.; Nguyen, T.; Nitz, A.; Nocera, F.; Nolting, D.; Normandin, M. E. N.; Nuttall, L. K.; Ochsner, E.; O'Dell, J.; Oelker, E.; Oh, J. J.; Oh, S. H.; Ohme, F.; Oppermann, P.; O'Reilly, B.; O'Shaughnessy, R.; Osthelder, C.; Ottaway, D. J.; Ottens, R. S.; Overmier, H.; Owen, B. J.; Padilla, C.; Pai, A.; Palashov, O.; Palomba, C.; Pan, H.; Pan, Y.; Pankow, C.; Paoletti, F.; Paoletti, R.; Paris, H.; Pasqualetti, A.; Passaquieti, R.; Passuello, D.; Pedraza, M.; Penn, S.; Perreca, A.; Phelps, M.; Pichot, M.; Pickenpack, M.; Piergiovanni, F.; Pierro, V.; Pinard, L.; Pinto, I. M.; Pitkin, M.; Poeld, J.; Poggiani, R.; Poteomkin, A.; Powell, J.; Prasad, J.; Premachandra, S.; Prestegard, T.; Price, L. R.; Prijatelj, M.; Privitera, S.; Prodi, G. A.; Prokhorov, L.; Puncken, O.; Punturo, M.; Puppo, P.; Qin, J.; Quetschke, V.; Quintero, E.; Quiroga, G.; Quitzow-James, R.; Raab, F. J.; Rabeling, D. S.; Rácz, I.; Radkins, H.; Raffai, P.; Raja, S.; Rajalakshmi, G.; Rakhmanov, M.; Ramet, C.; Ramirez, K.; Rapagnani, P.; Raymond, V.; Re, V.; Read, J.; Reed, C. M.; Regimbau, T.; Reid, S.; Reitze, D. H.; Rhoades, E.; Ricci, F.; Riles, K.; Robertson, N. A.; Robinet, F.; Rocchi, A.; Rodruck, M.; Rolland, L.; Rollins, J. G.; Romano, J. D.; Romano, R.; Romanov, G.; Romie, J. H.; Rosińska, D.; Rowan, S.; Rüdiger, A.; Ruggi, P.; Ryan, K.; Salemi, F.; Sammut, L.; Sandberg, V.; Sanders, J. R.; Sannibale, V.; Santiago-Prieto, I.; Saracco, E.; Sassolas, B.; Sathyaprakash, B. S.; Saulson, P. R.; Savage, R.; Scheuer, J.; Schilling, R.; Schnabel, R.; Schofield, R. M. S.; Schreiber, E.; Schuette, D.; Schutz, B. F.; Scott, J.; Scott, S. M.; Sellers, D.; Sengupta, A. S.; Sentenac, D.; Sequino, V.; Sergeev, A.; Shaddock, D.; Shah, S.; Shahriar, M. S.; Shaltev, M.; Shapiro, B.; Shawhan, P.; Shoemaker, D. H.; Sidery, T. L.; Siellez, K.; Siemens, X.; Sigg, D.; Simakov, D.; Singer, A.; Singer, L.; Singh, R.; Sintes, A. M.; Slagmolen, B. J. J.; Slutsky, J.; Smith, J. R.; Smith, M.; Smith, R. J. E.; Smith-Lefebvre, N. D.; Son, E. J.; Sorazu, B.; Souradeep, T.; Sperandio, L.; Staley, A.; Stebbins, J.; Steinlechner, J.; Steinlechner, S.; Stephens, B. C.; Steplewski, S.; Stevenson, S.; Stone, R.; Stops, D.; Strain, K. A.; Straniero, N.; Strigin, S.; Sturani, R.; Stuver, A. L.; Summerscales, T. Z.; Susmithan, S.; Sutton, P. J.; Swinkels, B.; Tacca, M.; Talukder, D.; Tanner, D. B.; Tarabrin, S. P.; Taylor, R.; ter Braack, A. P. M.; Thirugnanasambandam, M. P.; Thomas, M.; Thomas, P.; Thorne, K. A.; Thorne, K. S.; Thrane, E.; Tiwari, V.; Tokmakov, K. V.; Tomlinson, C.; Toncelli, A.; Tonelli, M.; Torre, O.; Torres, C. V.; Torrie, C. I.; Travasso, F.; Traylor, G.; Tse, M.; Ugolini, D.; Unnikrishnan, C. S.; Urban, A. L.; Urbanek, K.; Vahlbruch, H.; Vajente, G.; Valdes, G.; Vallisneri, M.; van den Brand, J. F. J.; Van Den Broeck, C.; van der Putten, S.; van der Sluys, M. V.; van Heijningen, J.; van Veggel, A. A.; Vass, S.; Vasúth, M.; Vaulin, R.; Vecchio, A.; Vedovato, G.; Veitch, J.; Veitch, P. J.; Venkateswara, K.; Verkindt, D.; Verma, S. S.; Vetrano, F.; Viceré, A.; Vincent-Finley, R.; Vinet, J.-Y.; Vitale, S.; Vo, T.; Vocca, H.; Vorvick, C.; Vousden, W. D.; Vyachanin, S. P.; Wade, A.; Wade, L.; Wade, M.; Walker, M.; Wallace, L.; Wang, M.; Wang, X.; Ward, R. L.; Was, M.; Weaver, B.; Wei, L.-W.; Weinert, M.; Weinstein, A. J.; Weiss, R.; Welborn, T.; Wen, L.; Wessels, P.; West, M.; Westphal, T.; Wette, K.; Whelan, J. T.; White, D. J.; Whiting, B. F.; Wiesner, K.; Wilkinson, C.; Williams, K.; Williams, L.; Williams, R.; Williams, T.; Williamson, A. R.; Willis, J. L.; Willke, B.; Wimmer, M.; Winkler, W.; Wipf, C. C.; Wiseman, A. G.; Wittel, H.; Woan, G.; Worden, J.; Yablon, J.; Yakushin, I.; Yamamoto, H.; Yancey, C. C.; Yang, H.; Yang, Z.; Yoshida, S.; Yvert, M.; ZadroŻny, A.; Zanolin, M.; Zendri, J.-P.; Zhang, Fan; Zhang, L.; Zhao, C.; Zhu, X. J.; Zucker, M. E.; Zuraw, S.; Zweizig, J.; LIGO; Virgo Collaboration

2014-12-01

Gravitational waves from a variety of sources are predicted to superpose to create a stochastic background. This background is expected to contain unique information from throughout the history of the Universe that is unavailable through standard electromagnetic observations, making its study of fundamental importance to understanding the evolution of the Universe. We carry out a search for the stochastic background with the latest data from the LIGO and Virgo detectors. Consistent with predictions from most stochastic gravitational-wave background models, the data display no evidence of a stochastic gravitational-wave signal. Assuming a gravitational-wave spectrum of ΩGW(f )=Ωα(f/fref ) α , we place 95% confidence level upper limits on the energy density of the background in each of four frequency bands spanning 41.5-1726 Hz. In the frequency band of 41.5-169.25 Hz for a spectral index of α =0 , we constrain the energy density of the stochastic background to be ΩGW(f )<5.6 ×1 0-6 . For the 600-1000 Hz band, ΩGW(f )<0.14 (f /900 Hz )3 , a factor of 2.5 lower than the best previously reported upper limits. We find ΩGW(f )<1.8 ×1 0-4 using a spectral index of zero for 170-600 Hz and ΩGW(f )<1.0 (f /1300 Hz )3 for 1000-1726 Hz, bands in which no previous direct limits have been placed. The limits in these four bands are the lowest direct measurements to date on the stochastic background. We discuss the implications of these results in light of the recent claim by the BICEP2 experiment of the possible evidence for inflationary gravitational waves.

Improved upper limits on the stochastic gravitational-wave background from 2009-2010 LIGO and Virgo data.

PubMed

Aasi, J; Abbott, B P; Abbott, R; Abbott, T; Abernathy, M R; Accadia, T; Acernese, F; Ackley, K; Adams, C; Adams, T; Addesso, P; Adhikari, R X; Affeldt, C; Agathos, M; Aggarwal, N; Aguiar, O D; Ain, A; Ajith, P; Alemic, A; Allen, B; Allocca, A; Amariutei, D; Andersen, M; Anderson, R; Anderson, S B; Anderson, W G; Arai, K; Araya, M C; Arceneaux, C; Areeda, J; Aston, S M; Astone, P; Aufmuth, P; Aulbert, C; Austin, L; Aylott, B E; Babak, S; Baker, P T; Ballardin, G; Ballmer, S W; Barayoga, J C; Barbet, M; Barish, B C; Barker, D; Barone, F; Barr, B; Barsotti, L; Barsuglia, M; Barton, M A; Bartos, I; Bassiri, R; Basti, A; Batch, J C; Bauchrowitz, J; Bauer, Th S; Behnke, B; Bejger, M; Beker, M G; Belczynski, C; Bell, A S; Bell, C; Bergmann, G; Bersanetti, D; Bertolini, A; Betzwieser, J; Beyersdorf, P T; Bilenko, I A; Billingsley, G; Birch, J; Biscans, S; Bitossi, M; Bizouard, M A; Black, E; Blackburn, J K; Blackburn, L; Blair, D; Bloemen, S; Blom, M; Bock, O; Bodiya, T P; Boer, M; Bogaert, G; Bogan, C; Bond, C; Bondu, F; Bonelli, L; Bonnand, R; Bork, R; Born, M; Boschi, V; Bose, Sukanta; Bosi, L; Bradaschia, C; Brady, P R; Braginsky, V B; Branchesi, M; Brau, J E; Briant, T; Bridges, D O; Brillet, A; Brinkmann, M; Brisson, V; Brooks, A F; Brown, D A; Brown, D D; Brückner, F; Buchman, S; Bulik, T; Bulten, H J; Buonanno, A; Burman, R; Buskulic, D; Buy, C; Cadonati, L; Cagnoli, G; Bustillo, J Calderón; Calloni, E; Camp, J B; Campsie, P; Cannon, K C; Canuel, B; Cao, J; Capano, C D; Carbognani, F; Carbone, L; Caride, S; Castiglia, A; Caudill, S; Cavaglià, M; Cavalier, F; Cavalieri, R; Celerier, C; Cella, G; Cepeda, C; Cesarini, E; Chakraborty, R; Chalermsongsak, T; Chamberlin, S J; Chao, S; Charlton, P; Chassande-Mottin, E; Chen, X; Chen, Y; Chincarini, A; Chiummo, A; Cho, H S; Chow, J; Christensen, N; Chu, Q; Chua, S S Y; Chung, S; Ciani, G; Clara, F; Clark, J A; Cleva, F; Coccia, E; Cohadon, P-F; Colla, A; Collette, C; Colombini, M; Cominsky, L; Constancio, M; Conte, A; Cook, D; Corbitt, T R; Cordier, M; Cornish, N; Corpuz, A; Corsi, A; Costa, C A; Coughlin, M W; Coughlin, S; Coulon, J-P; Countryman, S; Couvares, P; Coward, D M; Cowart, M; Coyne, D C; Coyne, R; Craig, K; Creighton, J D E; Crowder, S G; Cumming, A; Cunningham, L; Cuoco, E; Dahl, K; Canton, T Dal; Damjanic, M; Danilishin, S L; D'Antonio, S; Danzmann, K; Dattilo, V; Daveloza, H; Davier, M; Davies, G S; Daw, E J; Day, R; Dayanga, T; Debreczeni, G; Degallaix, J; Deléglise, S; Del Pozzo, W; Denker, T; Dent, T; Dereli, H; Dergachev, V; De Rosa, R; DeRosa, R T; DeSalvo, R; Dhurandhar, S; Díaz, M; Di Fiore, L; Di Lieto, A; Di Palma, I; Di Virgilio, A; Donath, A; Donovan, F; Dooley, K L; Doravari, S; Dossa, S; Douglas, R; Downes, T P; Drago, M; Drever, R W P; Driggers, J C; Du, Z; Dwyer, S; Eberle, T; Edo, T; Edwards, M; Effler, A; Eggenstein, H; Ehrens, P; Eichholz, J; Eikenberry, S S; Endrőczi, G; Essick, R; Etzel, T; Evans, M; Evans, T; Factourovich, M; Fafone, V; Fairhurst, S; Fang, Q; Farinon, S; Farr, B; Farr, W M; Favata, M; Fehrmann, H; Fejer, M M; Feldbaum, D; Feroz, F; Ferrante, I; Ferrini, F; Fidecaro, F; Finn, L S; Fiori, I; Fisher, R P; Flaminio, R; Fournier, J-D; Franco, S; Frasca, S; Frasconi, F; Frede, M; Frei, Z; Freise, A; Frey, R; Fricke, T T; Fritschel, P; Frolov, V V; Fulda, P; Fyffe, M; Gair, J; Gammaitoni, L; Gaonkar, S; Garufi, F; Gehrels, N; Gemme, G; Genin, E; Gennai, A; Ghosh, S; Giaime, J A; Giardina, K D; Giazotto, A; Gill, C; Gleason, J; Goetz, E; Goetz, R; Gondan, L; González, G; Gordon, N; Gorodetsky, M L; Gossan, S; Gossler, S; Gouaty, R; Gräf, C; Graff, P B; Granata, M; Grant, A; Gras, S; Gray, C; Greenhalgh, R J S; Gretarsson, A M; Groot, P; Grote, H; Grover, K; Grunewald, S; Guidi, G M; Guido, C; Gushwa, K; Gustafson, E K; Gustafson, R; Hammer, D; Hammond, G; Hanke, M; Hanks, J; Hanna, C; Hanson, J; Harms, J; Harry, G M; Harry, I W; Harstad, E D; Hart, M; Hartman, M T; Haster, C-J; Haughian, K; Heidmann, A; Heintze, M; Heitmann, H; Hello, P; Hemming, G; Hendry, M; Heng, I S; Heptonstall, A W; Heurs, M; Hewitson, M; Hild, S; Hoak, D; Hodge, K A; Holt, K; Hooper, S; Hopkins, P; Hosken, D J; Hough, J; Howell, E J; Hu, Y; Huerta, E; Hughey, B; Husa, S; Huttner, S H; Huynh, M; Huynh-Dinh, T; Ingram, D R; Inta, R; Isogai, T; Ivanov, A; Iyer, B R; Izumi, K; Jacobson, M; James, E; Jang, H; Jaranowski, P; Ji, Y; Jiménez-Forteza, F; Johnson, W W; Jones, D I; Jones, R; Jonker, R J G; Ju, L; K, Haris; Kalmus, P; Kalogera, V; Kandhasamy, S; Kang, G; Kanner, J B; Karlen, J; Kasprzack, M; Katsavounidis, E; Katzman, W; Kaufer, H; Kawabe, K; Kawazoe, F; Kéfélian, F; Keiser, G M; Keitel, D; Kelley, D B; Kells, W; Khalaidovski, A; Khalili, F Y; Khazanov, E A; Kim, C; Kim, K; Kim, N; Kim, N G; Kim, Y-M; King, E J; King, P J; Kinzel, D L; Kissel, J S; Klimenko, S; Kline, J; Koehlenbeck, S; Kokeyama, K; Kondrashov, V; Koranda, S; Korth, W Z; Kowalska, I; Kozak, D B; Kremin, A; Kringel, V; Królak, A; Kuehn, G; Kumar, A; Kumar, P; Kumar, R; Kuo, L; Kutynia, A; Kwee, P; Landry, M; Lantz, B; Larson, S; Lasky, P D; Lawrie, C; Lazzarini, A; Lazzaro, C; Leaci, P; Leavey, S; Lebigot, E O; Lee, C-H; Lee, H K; Lee, H M; Lee, J; Leonardi, M; Leong, J R; Le Roux, A; Leroy, N; Letendre, N; Levin, Y; Levine, B; Lewis, J; Li, T G F; Libbrecht, K; Libson, A; Lin, A C; Littenberg, T B; Litvine, V; Lockerbie, N A; Lockett, V; Lodhia, D; Loew, K; Logue, J; Lombardi, A L; Lorenzini, M; Loriette, V; Lormand, M; Losurdo, G; Lough, J; Lubinski, M J; Lück, H; Luijten, E; Lundgren, A P; Lynch, R; Ma, Y; Macarthur, J; Macdonald, E P; MacDonald, T; Machenschalk, B; MacInnis, M; Macleod, D M; Magana-Sandoval, F; Mageswaran, M; Maglione, C; Mailand, K; Majorana, E; Maksimovic, I; Malvezzi, V; Man, N; Manca, G M; Mandel, I; Mandic, V; Mangano, V; Mangini, N; Mantovani, M; Marchesoni, F; Marion, F; Márka, S; Márka, Z; Markosyan, A; Maros, E; Marque, J; Martelli, F; Martin, I W; Martin, R M; Martinelli, L; Martynov, D; Marx, J N; Mason, K; Masserot, A; Massinger, T J; Matichard, F; Matone, L; Matzner, R A; Mavalvala, N; Mazumder, N; Mazzolo, G; McCarthy, R; McClelland, D E; McGuire, S C; McIntyre, G; McIver, J; McLin, K; Meacher, D; Meadors, G D; Mehmet, M; Meidam, J; Meinders, M; Melatos, A; Mendell, G; Mercer, R A; Meshkov, S; Messenger, C; Meyers, P; Miao, H; Michel, C; Mikhailov, E E; Milano, L; Milde, S; Miller, J; Minenkov, Y; Mingarelli, C M F; Mishra, C; Mitra, S; Mitrofanov, V P; Mitselmakher, G; Mittleman, R; Moe, B; Moesta, P; Mohan, M; Mohapatra, S R P; Moraru, D; Moreno, G; Morgado, N; Morriss, S R; Mossavi, K; Mours, B; Mow-Lowry, C M; Mueller, C L; Mueller, G; Mukherjee, S; Mullavey, A; Munch, J; Murphy, D; Murray, P G; Mytidis, A; Nagy, M F; Kumar, D Nanda; Nardecchia, I; Naticchioni, L; Nayak, R K; Necula, V; Nelemans, G; Neri, I; Neri, M; Newton, G; Nguyen, T; Nitz, A; Nocera, F; Nolting, D; Normandin, M E N; Nuttall, L K; Ochsner, E; O'Dell, J; Oelker, E; Oh, J J; Oh, S H; Ohme, F; Oppermann, P; O'Reilly, B; O'Shaughnessy, R; Osthelder, C; Ottaway, D J; Ottens, R S; Overmier, H; Owen, B J; Padilla, C; Pai, A; Palashov, O; Palomba, C; Pan, H; Pan, Y; Pankow, C; Paoletti, F; Paoletti, R; Paris, H; Pasqualetti, A; Passaquieti, R; Passuello, D; Pedraza, M; Penn, S; Perreca, A; Phelps, M; Pichot, M; Pickenpack, M; Piergiovanni, F; Pierro, V; Pinard, L; Pinto, I M; Pitkin, M; Poeld, J; Poggiani, R; Poteomkin, A; Powell, J; Prasad, J; Premachandra, S; Prestegard, T; Price, L R; Prijatelj, M; Privitera, S; Prodi, G A; Prokhorov, L; Puncken, O; Punturo, M; Puppo, P; Qin, J; Quetschke, V; Quintero, E; Quiroga, G; Quitzow-James, R; Raab, F J; Rabeling, D S; Rácz, I; Radkins, H; Raffai, P; Raja, S; Rajalakshmi, G; Rakhmanov, M; Ramet, C; Ramirez, K; Rapagnani, P; Raymond, V; Re, V; Read, J; Reed, C M; Regimbau, T; Reid, S; Reitze, D H; Rhoades, E; Ricci, F; Riles, K; Robertson, N A; Robinet, F; Rocchi, A; Rodruck, M; Rolland, L; Rollins, J G; Romano, J D; Romano, R; Romanov, G; Romie, J H; Rosińska, D; Rowan, S; Rüdiger, A; Ruggi, P; Ryan, K; Salemi, F; Sammut, L; Sandberg, V; Sanders, J R; Sannibale, V; Santiago-Prieto, I; Saracco, E; Sassolas, B; Sathyaprakash, B S; Saulson, P R; Savage, R; Scheuer, J; Schilling, R; Schnabel, R; Schofield, R M S; Schreiber, E; Schuette, D; Schutz, B F; Scott, J; Scott, S M; Sellers, D; Sengupta, A S; Sentenac, D; Sequino, V; Sergeev, A; Shaddock, D; Shah, S; Shahriar, M S; Shaltev, M; Shapiro, B; Shawhan, P; Shoemaker, D H; Sidery, T L; Siellez, K; Siemens, X; Sigg, D; Simakov, D; Singer, A; Singer, L; Singh, R; Sintes, A M; Slagmolen, B J J; Slutsky, J; Smith, J R; Smith, M; Smith, R J E; Smith-Lefebvre, N D; Son, E J; Sorazu, B; Souradeep, T; Sperandio, L; Staley, A; Stebbins, J; Steinlechner, J; Steinlechner, S; Stephens, B C; Steplewski, S; Stevenson, S; Stone, R; Stops, D; Strain, K A; Straniero, N; Strigin, S; Sturani, R; Stuver, A L; Summerscales, T Z; Susmithan, S; Sutton, P J; Swinkels, B; Tacca, M; Talukder, D; Tanner, D B; Tarabrin, S P; Taylor, R; Ter Braack, A P M; Thirugnanasambandam, M P; Thomas, M; Thomas, P; Thorne, K A; Thorne, K S; Thrane, E; Tiwari, V; Tokmakov, K V; Tomlinson, C; Toncelli, A; Tonelli, M; Torre, O; Torres, C V; Torrie, C I; Travasso, F; Traylor, G; Tse, M; Ugolini, D; Unnikrishnan, C S; Urban, A L; Urbanek, K; Vahlbruch, H; Vajente, G; Valdes, G; Vallisneri, M; van den Brand, J F J; Van Den Broeck, C; van der Putten, S; van der Sluys, M V; van Heijningen, J; van Veggel, A A; Vass, S; Vasúth, M; Vaulin, R; Vecchio, A; Vedovato, G; Veitch, J; Veitch, P J; Venkateswara, K; Verkindt, D; Verma, S S; Vetrano, F; Viceré, A; Vincent-Finley, R; Vinet, J-Y; Vitale, S; Vo, T; Vocca, H; Vorvick, C; Vousden, W D; Vyachanin, S P; Wade, A; Wade, L; Wade, M; Walker, M; Wallace, L; Wang, M; Wang, X; Ward, R L; Was, M; Weaver, B; Wei, L-W; Weinert, M; Weinstein, A J; Weiss, R; Welborn, T; Wen, L; Wessels, P; West, M; Westphal, T; Wette, K; Whelan, J T; White, D J; Whiting, B F; Wiesner, K; Wilkinson, C; Williams, K; Williams, L; Williams, R; Williams, T; Williamson, A R; Willis, J L; Willke, B; Wimmer, M; Winkler, W; Wipf, C C; Wiseman, A G; Wittel, H; Woan, G; Worden, J; Yablon, J; Yakushin, I; Yamamoto, H; Yancey, C C; Yang, H; Yang, Z; Yoshida, S; Yvert, M; Zadrożny, A; Zanolin, M; Zendri, J-P; Zhang, Fan; Zhang, L; Zhao, C; Zhu, X J; Zucker, M E; Zuraw, S; Zweizig, J

2014-12-05

Gravitational waves from a variety of sources are predicted to superpose to create a stochastic background. This background is expected to contain unique information from throughout the history of the Universe that is unavailable through standard electromagnetic observations, making its study of fundamental importance to understanding the evolution of the Universe. We carry out a search for the stochastic background with the latest data from the LIGO and Virgo detectors. Consistent with predictions from most stochastic gravitational-wave background models, the data display no evidence of a stochastic gravitational-wave signal. Assuming a gravitational-wave spectrum of Ω_{GW}(f)=Ω_{α}(f/f_{ref})^{α}, we place 95% confidence level upper limits on the energy density of the background in each of four frequency bands spanning 41.5-1726 Hz. In the frequency band of 41.5-169.25 Hz for a spectral index of α=0, we constrain the energy density of the stochastic background to be Ω_{GW}(f)<5.6×10^{-6}. For the 600-1000 Hz band, Ω_{GW}(f)<0.14(f/900  Hz)^{3}, a factor of 2.5 lower than the best previously reported upper limits. We find Ω_{GW}(f)<1.8×10^{-4} using a spectral index of zero for 170-600 Hz and Ω_{GW}(f)<1.0(f/1300  Hz)^{3} for 1000-1726 Hz, bands in which no previous direct limits have been placed. The limits in these four bands are the lowest direct measurements to date on the stochastic background. We discuss the implications of these results in light of the recent claim by the BICEP2 experiment of the possible evidence for inflationary gravitational waves.

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.

p-adic stochastic hidden variable model

NASA Astrophysics Data System (ADS)

Khrennikov, Andrew

1998-03-01

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

Mode identification using stochastic hybrid models with applications to conflict detection and resolution

NASA Astrophysics Data System (ADS)

Naseri Kouzehgarani, Asal

2009-12-01

Most models of aircraft trajectories are non-linear and stochastic in nature; and their internal parameters are often poorly defined. The ability to model, simulate and analyze realistic air traffic management conflict detection scenarios in a scalable, composable, multi-aircraft fashion is an extremely difficult endeavor. Accurate techniques for aircraft mode detection are critical in order to enable the precise projection of aircraft conflicts, and for the enactment of altitude separation resolution strategies. Conflict detection is an inherently probabilistic endeavor; our ability to detect conflicts in a timely and accurate manner over a fixed time horizon is traded off against the increased human workload created by false alarms---that is, situations that would not develop into an actual conflict, or would resolve naturally in the appropriate time horizon-thereby introducing a measure of probabilistic uncertainty in any decision aid fashioned to assist air traffic controllers. The interaction of the continuous dynamics of the aircraft, used for prediction purposes, with the discrete conflict detection logic gives rise to the hybrid nature of the overall system. The introduction of the probabilistic element, common to decision alerting and aiding devices, places the conflict detection and resolution problem in the domain of probabilistic hybrid phenomena. A hidden Markov model (HMM) has two stochastic components: a finite-state Markov chain and a finite set of output probability distributions. In other words an unobservable stochastic process (hidden) that can only be observed through another set of stochastic processes that generate the sequence of observations. The problem of self separation in distributed air traffic management reduces to the ability of aircraft to communicate state information to neighboring aircraft, as well as model the evolution of aircraft trajectories between communications, in the presence of probabilistic uncertain dynamics as well as partially observable and uncertain data. We introduce the Hybrid Hidden Markov Modeling (HHMM) formalism to enable the prediction of the stochastic aircraft states (and thus, potential conflicts), by combining elements of the probabilistic timed input output automaton and the partially observable Markov decision process frameworks, along with the novel addition of a Markovian scheduler to remove the non-deterministic elements arising from the enabling of several actions simultaneously. Comparisons of aircraft in level, climbing/descending and turning flight are performed, and unknown flight track data is evaluated probabilistically against the tuned model in order to assess the effectiveness of the model in detecting the switch between multiple flight modes for a given aircraft. This also allows for the generation of probabilistic distribution over the execution traces of the hybrid hidden Markov model, which then enables the prediction of the states of aircraft based on partially observable and uncertain data. Based on the composition properties of the HHMM, we study a decentralized air traffic system where aircraft are moving along streams and can perform cruise, accelerate, climb and turn maneuvers. We develop a common decentralized policy for conflict avoidance with spatially distributed agents (aircraft in the sky) and assure its safety properties via correctness proofs.

Simulating galactic dust grain evolution on a moving mesh

NASA Astrophysics Data System (ADS)

McKinnon, Ryan; Vogelsberger, Mark; Torrey, Paul; Marinacci, Federico; Kannan, Rahul

2018-05-01

Interstellar dust is an important component of the galactic ecosystem, playing a key role in multiple galaxy formation processes. We present a novel numerical framework for the dynamics and size evolution of dust grains implemented in the moving-mesh hydrodynamics code AREPO suited for cosmological galaxy formation simulations. We employ a particle-based method for dust subject to dynamical forces including drag and gravity. The drag force is implemented using a second-order semi-implicit integrator and validated using several dust-hydrodynamical test problems. Each dust particle has a grain size distribution, describing the local abundance of grains of different sizes. The grain size distribution is discretised with a second-order piecewise linear method and evolves in time according to various dust physical processes, including accretion, sputtering, shattering, and coagulation. We present a novel scheme for stochastically forming dust during stellar evolution and new methods for sub-cycling of dust physics time-steps. Using this model, we simulate an isolated disc galaxy to study the impact of dust physical processes that shape the interstellar grain size distribution. We demonstrate, for example, how dust shattering shifts the grain size distribution to smaller sizes resulting in a significant rise of radiation extinction from optical to near-ultraviolet wavelengths. Our framework for simulating dust and gas mixtures can readily be extended to account for other dynamical processes relevant in galaxy formation, like magnetohydrodynamics, radiation pressure, and thermo-chemical processes.

Quantum finance

NASA Astrophysics Data System (ADS)

Schaden, Martin

2002-12-01

Quantum theory is used to model secondary financial markets. Contrary to stochastic descriptions, the formalism emphasizes the importance of trading in determining the value of a security. All possible realizations of investors holding securities and cash is taken as the basis of the Hilbert space of market states. The temporal evolution of an isolated market is unitary in this space. Linear operators representing basic financial transactions such as cash transfer and the buying or selling of securities are constructed and simple model Hamiltonians that generate the temporal evolution due to cash flows and the trading of securities are proposed. The Hamiltonian describing financial transactions becomes local when the profit/loss from trading is small compared to the turnover. This approximation may describe a highly liquid and efficient stock market. The lognormal probability distribution for the price of a stock with a variance that is proportional to the elapsed time is reproduced for an equilibrium market. The asymptotic volatility of a stock in this case is related to the long-term probability that it is traded.

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

PubMed

Fujii, Masashi; Awazu, Akinori; Nishimori, Hiraku

2010-07-01

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

A robust bi-orthogonal/dynamically-orthogonal method using the covariance pseudo-inverse with application to stochastic flow problems

NASA Astrophysics Data System (ADS)

Babaee, Hessam; Choi, Minseok; Sapsis, Themistoklis P.; Karniadakis, George Em

2017-09-01

We develop a new robust methodology for the stochastic Navier-Stokes equations based on the dynamically-orthogonal (DO) and bi-orthogonal (BO) methods [1-3]. Both approaches are variants of a generalized Karhunen-Loève (KL) expansion in which both the stochastic coefficients and the spatial basis evolve according to system dynamics, hence, capturing the low-dimensional structure of the solution. The DO and BO formulations are mathematically equivalent [3], but they exhibit computationally complimentary properties. Specifically, the BO formulation may fail due to crossing of the eigenvalues of the covariance matrix, while both BO and DO become unstable when there is a high condition number of the covariance matrix or zero eigenvalues. To this end, we combine the two methods into a robust hybrid framework and in addition we employ a pseudo-inverse technique to invert the covariance matrix. The robustness of the proposed method stems from addressing the following issues in the DO/BO formulation: (i) eigenvalue crossing: we resolve the issue of eigenvalue crossing in the BO formulation by switching to the DO near eigenvalue crossing using the equivalence theorem and switching back to BO when the distance between eigenvalues is larger than a threshold value; (ii) ill-conditioned covariance matrix: we utilize a pseudo-inverse strategy to invert the covariance matrix; (iii) adaptivity: we utilize an adaptive strategy to add/remove modes to resolve the covariance matrix up to a threshold value. In particular, we introduce a soft-threshold criterion to allow the system to adapt to the newly added/removed mode and therefore avoid repetitive and unnecessary mode addition/removal. When the total variance approaches zero, we show that the DO/BO formulation becomes equivalent to the evolution equation of the Optimally Time-Dependent modes [4]. We demonstrate the capability of the proposed methodology with several numerical examples, namely (i) stochastic Burgers equation: we analyze the performance of the method in the presence of eigenvalue crossing and zero eigenvalues; (ii) stochastic Kovasznay flow: we examine the method in the presence of a singular covariance matrix; and (iii) we examine the adaptivity of the method for an incompressible flow over a cylinder where for large stochastic forcing thirteen DO/BO modes are active.

Real-time estimation of incident delay in dynamic and stochastic networks

DOT National Transportation Integrated Search

1997-01-01

The ability to predict the link travel times is a necessary requirement for most intelligent transportation systems (ITS) applications such as route guidance systems. In an urban traffic environment, these travel times are dynamic and stochastic and ...

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.

Delay-induced stochastic bifurcations in a bistable system under white noise

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

Sun, Zhongkui, E-mail: sunzk@nwpu.edu.cn; Fu, Jin; Xu, Wei

2015-08-15

In this paper, the effects of noise and time delay on stochastic bifurcations are investigated theoretically and numerically in a time-delayed Duffing-Van der Pol oscillator subjected to white noise. Due to the time delay, the random response is not Markovian. Thereby, approximate methods have been adopted to obtain the Fokker-Planck-Kolmogorov equation and the stationary probability density function for amplitude of the response. Based on the knowledge that stochastic bifurcation is characterized by the qualitative properties of the steady-state probability distribution, it is found that time delay and feedback intensity as well as noise intensity will induce the appearance of stochasticmore » P-bifurcation. Besides, results demonstrated that the effects of the strength of the delayed displacement feedback on stochastic bifurcation are accompanied by the sensitive dependence on time delay. Furthermore, the results from numerical simulations best confirm the effectiveness of the theoretical analyses.« less

Spatiotemporal modelling and mapping of the bubonic plague epidemic in India.

PubMed

Yu, Hwa-Lung; Christakos, George

2006-03-17

This work studies the spatiotemporal evolution of bubonic plague in India during 1896-1906 using stochastic concepts and geographical information science techniques. In the past, most investigations focused on selected cities to conduct different kinds of studies, such as the ecology of rats. No detailed maps existed incorporating the space-time dependence structure and uncertainty sources of the epidemic system and providing a composite space-time picture of the disease propagation characteristics. Informative spatiotemporal maps were generated that represented mortality rates and geographical spread of the disease, and epidemic indicator plots were derived that offered meaningful characterizations of the spatiotemporal disease distribution. The bubonic plague in India exhibited strong seasonal and geographical features. During its entire duration, the plague continued to invade new geographical areas, while it followed a re-emergence pattern at many localities; its rate changed significantly during each year and the mortality distribution exhibited space-time heterogeneous patterns; prevalence usually occurred in the autumn and spring, whereas the plague stopped moving towards new locations during the summers. Modern stochastic modelling and geographical information science provide powerful means to study the spatiotemporal distribution of the bubonic plague epidemic under conditions of uncertainty and multi-sourced databases; to account for various forms of interdisciplinary knowledge; and to generate informative space-time maps of mortality rates and propagation patterns. To the best of our knowledge, this kind of plague maps and plots become available for the first time, thus providing novel perspectives concerning the distribution and space-time propagation of the deadly epidemic. Furthermore, systematic maps and indicator plots make possible the comparison of the spatial-temporal propagation patterns of different diseases.

Spatiotemporal modelling and mapping of the bubonic plague epidemic in India

PubMed Central

Yu, Hwa-Lung; Christakos, George

2006-01-01

Background This work studies the spatiotemporal evolution of bubonic plague in India during 1896–1906 using stochastic concepts and geographical information science techniques. In the past, most investigations focused on selected cities to conduct different kinds of studies, such as the ecology of rats. No detailed maps existed incorporating the space-time dependence structure and uncertainty sources of the epidemic system and providing a composite space-time picture of the disease propagation characteristics. Results Informative spatiotemporal maps were generated that represented mortality rates and geographical spread of the disease, and epidemic indicator plots were derived that offered meaningful characterizations of the spatiotemporal disease distribution. The bubonic plague in India exhibited strong seasonal and geographical features. During its entire duration, the plague continued to invade new geographical areas, while it followed a re-emergence pattern at many localities; its rate changed significantly during each year and the mortality distribution exhibited space-time heterogeneous patterns; prevalence usually occurred in the autumn and spring, whereas the plague stopped moving towards new locations during the summers. Conclusion Modern stochastic modelling and geographical information science provide powerful means to study the spatiotemporal distribution of the bubonic plague epidemic under conditions of uncertainty and multi-sourced databases; to account for various forms of interdisciplinary knowledge; and to generate informative space-time maps of mortality rates and propagation patterns. To the best of our knowledge, this kind of plague maps and plots become available for the first time, thus providing novel perspectives concerning the distribution and space-time propagation of the deadly epidemic. Furthermore, systematic maps and indicator plots make possible the comparison of the spatial-temporal propagation patterns of different diseases. PMID:16545128

Elegant anti-disturbance control for discrete-time stochastic systems with nonlinearity and multiple disturbances

NASA Astrophysics Data System (ADS)

Wei, Xinjiang; Sun, Shixiang

2018-03-01

An elegant anti-disturbance control (EADC) strategy for a class of discrete-time stochastic systems with both nonlinearity and multiple disturbances, which include the disturbance with partially known information and a sequence of random vectors, is proposed in this paper. A stochastic disturbance observer is constructed to estimate the disturbance with partially known information, based on which, an EADC scheme is proposed by combining pole placement and linear matrix inequality methods. It is proved that the two different disturbances can be rejected and attenuated, and the corresponding desired performances can be guaranteed for discrete-time stochastic systems with known and unknown nonlinear dynamics, respectively. Simulation examples are given to demonstrate the effectiveness of the proposed schemes compared with some existing results.

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

Clinical Applications of Stochastic Dynamic Models of the Brain, Part I: A Primer.

PubMed

Roberts, James A; Friston, Karl J; Breakspear, Michael

2017-04-01

Biological phenomena arise through interactions between an organism's intrinsic dynamics and stochastic forces-random fluctuations due to external inputs, thermal energy, or other exogenous influences. Dynamic processes in the brain derive from neurophysiology and anatomical connectivity; stochastic effects arise through sensory fluctuations, brainstem discharges, and random microscopic states such as thermal noise. The dynamic evolution of systems composed of both dynamic and random effects can be studied with stochastic dynamic models (SDMs). This article, Part I of a two-part series, offers a primer of SDMs and their application to large-scale neural systems in health and disease. The companion article, Part II, reviews the application of SDMs to brain disorders. SDMs generate a distribution of dynamic states, which (we argue) represent ideal candidates for modeling how the brain represents states of the world. When augmented with variational methods for model inversion, SDMs represent a powerful means of inferring neuronal dynamics from functional neuroimaging data in health and disease. Together with deeper theoretical considerations, this work suggests that SDMs will play a unique and influential role in computational psychiatry, unifying empirical observations with models of perception and behavior. Copyright © 2017 Society of Biological Psychiatry. Published by Elsevier Inc. All rights reserved.

Characterization of within-day beginning times of storms for stochastic simulation

USDA-ARS?s Scientific Manuscript database

The beginning times of storms within a day are often required for stochastic modeling purposes and for studies on plant growth. This study investigated the variation in frequency distributions of storm-initiation time (SI time) within a day due to elevation changes and month. Actual storms without 2...

Adaptive logical stochastic resonance in time-delayed synthetic genetic networks

NASA Astrophysics Data System (ADS)

Zhang, Lei; Zheng, Wenbin; Song, Aiguo

2018-04-01

In the paper, the concept of logical stochastic resonance is applied to implement logic operation and latch operation in time-delayed synthetic genetic networks derived from a bacteriophage λ. Clear logic operation and latch operation can be obtained when the network is tuned by modulated periodic force and time-delay. In contrast with the previous synthetic genetic networks based on logical stochastic resonance, the proposed system has two advantages. On one hand, adding modulated periodic force to the background noise can increase the length of the optimal noise plateau of obtaining desired logic response and make the system adapt to varying noise intensity. On the other hand, tuning time-delay can extend the optimal noise plateau to larger range. The result provides possible help for designing new genetic regulatory networks paradigm based on logical stochastic resonance.

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

NASA Astrophysics Data System (ADS)

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

2018-03-01

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

H∞ state estimation for discrete-time memristive recurrent neural networks with stochastic time-delays

NASA Astrophysics Data System (ADS)

Liu, Hongjian; Wang, Zidong; Shen, Bo; Alsaadi, Fuad E.

2016-07-01

This paper deals with the robust H∞ state estimation problem for a class of memristive recurrent neural networks with stochastic time-delays. The stochastic time-delays under consideration are governed by a Bernoulli-distributed stochastic sequence. The purpose of the addressed problem is to design the robust state estimator such that the dynamics of the estimation error is exponentially stable in the mean square, and the prescribed ? performance constraint is met. By utilizing the difference inclusion theory and choosing a proper Lyapunov-Krasovskii functional, the existence condition of the desired estimator is derived. Based on it, the explicit expression of the estimator gain is given in terms of the solution to a linear matrix inequality. Finally, a numerical example is employed to demonstrate the effectiveness and applicability of the proposed estimation approach.

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

A hybrid multiscale Monte Carlo algorithm (HyMSMC) to cope with disparity in time scales and species populations in intracellular networks.

PubMed

Samant, Asawari; Ogunnaike, Babatunde A; Vlachos, Dionisios G

2007-05-24

The fundamental role that intrinsic stochasticity plays in cellular functions has been shown via numerous computational and experimental studies. In the face of such evidence, it is important that intracellular networks are simulated with stochastic algorithms that can capture molecular fluctuations. However, separation of time scales and disparity in species population, two common features of intracellular networks, make stochastic simulation of such networks computationally prohibitive. While recent work has addressed each of these challenges separately, a generic algorithm that can simultaneously tackle disparity in time scales and population scales in stochastic systems is currently lacking. In this paper, we propose the hybrid, multiscale Monte Carlo (HyMSMC) method that fills in this void. The proposed HyMSMC method blends stochastic singular perturbation concepts, to deal with potential stiffness, with a hybrid of exact and coarse-grained stochastic algorithms, to cope with separation in population sizes. In addition, we introduce the computational singular perturbation (CSP) method as a means of systematically partitioning fast and slow networks and computing relaxation times for convergence. We also propose a new criteria of convergence of fast networks to stochastic low-dimensional manifolds, which further accelerates the algorithm. We use several prototype and biological examples, including a gene expression model displaying bistability, to demonstrate the efficiency, accuracy and applicability of the HyMSMC method. Bistable models serve as stringent tests for the success of multiscale MC methods and illustrate limitations of some literature methods.

Space, time, and host evolution facilitate coexistence of competing bacteriophages: theory and experiment.

PubMed

Coberly, L Caitlin; Wei, Wei; Sampson, Koffi Y; Millstein, Jack; Wichman, Holly A; Krone, Stephen M

2009-04-01

We present a joint experimental/theoretical investigation into the roles of spatial structure and time in the competition between two pathogens for a single host. We suggest a natural mechanism by which competing pathogens can coexist when host evolution and competitive dynamics occur on similar timescales. Our experimental system consisted of a single bacterial host species and two competing bacteriophage strains grown on agar plates, with a serial transfer of samples of the bacteriophage population to fresh host populations after each incubation cycle. The experiments included two incubation times and two transfer protocols that either maintained or disrupted the spatial structure of the viruses at each transfer. The same bacteriophage acted as the dominant competitor under both transfer protocols. A striking difference between the treatments is that the weak competitor was able to persist in the long-incubation experiments but not in the short-incubation experiments. Mathematical and experimental evidence suggest that coexistence is due to the appearance of resistant mutant host cells that provide a transient "spatiotemporal refuge" for the weaker competitor. Our mathematical model is individual based, captures the stochastic spatial dynamics down to the level of individual cells, and helps to explain the differences in behavior under the various experimental conditions.

A Note on the Stochastic Nature of Feynman Quantum Paths

NASA Astrophysics Data System (ADS)

Botelho, Luiz C. L.

2016-11-01

We propose a Fresnel stochastic white noise framework to analyze the stochastic nature of the Feynman paths entering on the Feynman Path Integral expression for the Feynman Propagator of a particle quantum mechanically moving under a time-independent potential.

Antibiotic Cycling and Antibiotic Mixing: Which One Best Mitigates Antibiotic Resistance?

PubMed

Beardmore, Robert Eric; Peña-Miller, Rafael; Gori, Fabio; Iredell, Jonathan

2017-04-01

Can we exploit our burgeoning understanding of molecular evolution to slow the progress of drug resistance? One role of an infection clinician is exactly that: to foresee trajectories to resistance during antibiotic treatment and to hinder that evolutionary course. But can this be done at a hospital-wide scale? Clinicians and theoreticians tried to when they proposed two conflicting behavioral strategies that are expected to curb resistance evolution in the clinic, these are known as "antibiotic cycling" and "antibiotic mixing." However, the accumulated data from clinical trials, now approaching 4 million patient days of treatment, is too variable for cycling or mixing to be deemed successful. The former implements the restriction and prioritization of different antibiotics at different times in hospitals in a manner said to "cycle" between them. In antibiotic mixing, appropriate antibiotics are allocated to patients but randomly. Mixing results in no correlation, in time or across patients, in the drugs used for treatment which is why theorists saw this as an optimal behavioral strategy. So while cycling and mixing were proposed as ways of controlling evolution, we show there is good reason why clinical datasets cannot choose between them: by re-examining the theoretical literature we show prior support for the theoretical optimality of mixing was misplaced. Our analysis is consistent with a pattern emerging in data: neither cycling or mixing is a priori better than the other at mitigating selection for antibiotic resistance in the clinic. : antibiotic cycling, antibiotic mixing, optimal control, stochastic models. © The Author 2017. Published by Oxford University Press on behalf of the Society for Molecular Biology and Evolution.

SPECTRAL EVOLUTION OF ANOMALOUS COSMIC RAYS AT VOYAGER 1 BEYOND THE TERMINATION SHOCK

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

Senanayake, U. K.; Florinski, V.; Cummings, A. C.

When the Voyager 1 spacecraft crossed the termination shock (TS) on 2004 December 16, the energy spectra of anomalous cosmic rays (ACRs) could not have been produced by steady-state diffusive shock acceleration. However, over the next few years, in the declining phase of the solar cycle, the spectra began to evolve into the expected power-law profile. Observations at the shock led to a broad range of alternative theories for ACR acceleration. In spite of that, in this work we show that the observations could be explained by assuming ACRs are accelerated at the TS. In this paper, we propose thatmore » the solar cycle had an important effect on the unrolling of the spectra in the heliosheath. To investigate the spectral evolution of ACRs, a magnetohydrodynamic background model with stationary solar-wind inner boundary conditions was used to model the transport of helium and oxygen ions. We used a backward-in-time stochastic integration technique where phase-space trajectories are integrated until the so-called “injection energy” is reached. Our simulation results were compared with Voyager 1 observations using three different diffusion models. It is shown that the spectral evolution of ACRs in the heliosheath at Voyager 1 could be explained by an increase in the source strength and an enhancement in diffusion as a result of a decrease of the turbulent correlation length in the declining phase of the solar cycle. At the same time, drift effects seem to have had a smaller effect on the evolution of the spectra.« less

A stochastic differential equation analysis of cerebrospinal fluid dynamics.

PubMed

Raman, Kalyan

2011-01-18

Clinical measurements of intracranial pressure (ICP) over time show fluctuations around the deterministic time path predicted by a classic mathematical model in hydrocephalus research. Thus an important issue in mathematical research on hydrocephalus remains unaddressed--modeling the effect of noise on CSF dynamics. Our objective is to mathematically model the noise in the data. The classic model relating the temporal evolution of ICP in pressure-volume studies to infusions is a nonlinear differential equation based on natural physical analogies between CSF dynamics and an electrical circuit. Brownian motion was incorporated into the differential equation describing CSF dynamics to obtain a nonlinear stochastic differential equation (SDE) that accommodates the fluctuations in ICP. The SDE is explicitly solved and the dynamic probabilities of exceeding critical levels of ICP under different clinical conditions are computed. A key finding is that the probabilities display strong threshold effects with respect to noise. Above the noise threshold, the probabilities are significantly influenced by the resistance to CSF outflow and the intensity of the noise. Fluctuations in the CSF formation rate increase fluctuations in the ICP and they should be minimized to lower the patient's risk. The nonlinear SDE provides a scientific methodology for dynamic risk management of patients. The dynamic output of the SDE matches the noisy ICP data generated by the actual intracranial dynamics of patients better than the classic model used in prior research.

Bayesian inference in an extended SEIR model with nonparametric disease transmission rate: an application to the Ebola epidemic in Sierra Leone.

PubMed

Frasso, Gianluca; Lambert, Philippe

2016-10-01

SummaryThe 2014 Ebola outbreak in Sierra Leone is analyzed using a susceptible-exposed-infectious-removed (SEIR) epidemic compartmental model. The discrete time-stochastic model for the epidemic evolution is coupled to a set of ordinary differential equations describing the dynamics of the expected proportions of subjects in each epidemic state. The unknown parameters are estimated in a Bayesian framework by combining data on the number of new (laboratory confirmed) Ebola cases reported by the Ministry of Health and prior distributions for the transition rates elicited using information collected by the WHO during the follow-up of specific Ebola cases. The time-varying disease transmission rate is modeled in a flexible way using penalized B-splines. Our framework represents a valuable stochastic tool for the study of an epidemic dynamic even when only irregularly observed and possibly aggregated data are available. Simulations and the analysis of the 2014 Sierra Leone Ebola data highlight the merits of the proposed methodology. In particular, the flexible modeling of the disease transmission rate makes the estimation of the effective reproduction number robust to the misspecification of the initial epidemic states and to underreporting of the infectious cases. © The Author 2016. Published by Oxford University Press. All rights reserved. For permissions, please e-mail: journals.permissions@oup.com.

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.

Prescription-induced jump distributions in multiplicative Poisson processes.

PubMed

Suweis, Samir; Porporato, Amilcare; Rinaldo, Andrea; Maritan, Amos

2011-06-01

Generalized Langevin equations (GLE) with multiplicative white Poisson noise pose the usual prescription dilemma leading to different evolution equations (master equations) for the probability distribution. Contrary to the case of multiplicative Gaussian white noise, the Stratonovich prescription does not correspond to the well-known midpoint (or any other intermediate) prescription. By introducing an inertial term in the GLE, we show that the Itô and Stratonovich prescriptions naturally arise depending on two time scales, one induced by the inertial term and the other determined by the jump event. We also show that, when the multiplicative noise is linear in the random variable, one prescription can be made equivalent to the other by a suitable transformation in the jump probability distribution. We apply these results to a recently proposed stochastic model describing the dynamics of primary soil salinization, in which the salt mass balance within the soil root zone requires the analysis of different prescriptions arising from the resulting stochastic differential equation forced by multiplicative white Poisson noise, the features of which are tailored to the characters of the daily precipitation. A method is finally suggested to infer the most appropriate prescription from the data.

Prescription-induced jump distributions in multiplicative Poisson processes

NASA Astrophysics Data System (ADS)

Suweis, Samir; Porporato, Amilcare; Rinaldo, Andrea; Maritan, Amos

2011-06-01

Generalized Langevin equations (GLE) with multiplicative white Poisson noise pose the usual prescription dilemma leading to different evolution equations (master equations) for the probability distribution. Contrary to the case of multiplicative Gaussian white noise, the Stratonovich prescription does not correspond to the well-known midpoint (or any other intermediate) prescription. By introducing an inertial term in the GLE, we show that the Itô and Stratonovich prescriptions naturally arise depending on two time scales, one induced by the inertial term and the other determined by the jump event. We also show that, when the multiplicative noise is linear in the random variable, one prescription can be made equivalent to the other by a suitable transformation in the jump probability distribution. We apply these results to a recently proposed stochastic model describing the dynamics of primary soil salinization, in which the salt mass balance within the soil root zone requires the analysis of different prescriptions arising from the resulting stochastic differential equation forced by multiplicative white Poisson noise, the features of which are tailored to the characters of the daily precipitation. A method is finally suggested to infer the most appropriate prescription from the data.

The nature and role of advection in advection-diffusion equations used for modelling bed load transport

NASA Astrophysics Data System (ADS)

Ancey, Christophe; Bohorquez, Patricio; Heyman, Joris

2016-04-01

The advection-diffusion equation arises quite often in the context of sediment transport, e.g., for describing time and space variations in the particle activity (the solid volume of particles in motion per unit streambed area). Stochastic models can also be used to derive this equation, with the significant advantage that they provide information on the statistical properties of particle activity. Stochastic models are quite useful when sediment transport exhibits large fluctuations (typically at low transport rates), making the measurement of mean values difficult. We develop an approach based on birth-death Markov processes, which involves monitoring the evolution of the number of particles moving within an array of cells of finite length. While the topic has been explored in detail for diffusion-reaction systems, the treatment of advection has received little attention. We show that particle advection produces nonlocal effects, which are more or less significant depending on the cell size and particle velocity. Albeit nonlocal, these effects look like (local) diffusion and add to the intrinsic particle diffusion (dispersal due to velocity fluctuations), with the important consequence that local measurements depend on both the intrinsic properties of particle displacement and the dimensions of the measurement system.

Effects of Extrinsic Mortality on the Evolution of Aging: A Stochastic Modeling Approach

PubMed Central

Shokhirev, Maxim Nikolaievich; Johnson, Adiv Adam

2014-01-01

The evolutionary theories of aging are useful for gaining insights into the complex mechanisms underlying senescence. Classical theories argue that high levels of extrinsic mortality should select for the evolution of shorter lifespans and earlier peak fertility. Non-classical theories, in contrast, posit that an increase in extrinsic mortality could select for the evolution of longer lifespans. Although numerous studies support the classical paradigm, recent data challenge classical predictions, finding that high extrinsic mortality can select for the evolution of longer lifespans. To further elucidate the role of extrinsic mortality in the evolution of aging, we implemented a stochastic, agent-based, computational model. We used a simulated annealing optimization approach to predict which model parameters predispose populations to evolve longer or shorter lifespans in response to increased levels of predation. We report that longer lifespans evolved in the presence of rising predation if the cost of mating is relatively high and if energy is available in excess. Conversely, we found that dramatically shorter lifespans evolved when mating costs were relatively low and food was relatively scarce. We also analyzed the effects of increased predation on various parameters related to density dependence and energy allocation. Longer and shorter lifespans were accompanied by increased and decreased investments of energy into somatic maintenance, respectively. Similarly, earlier and later maturation ages were accompanied by increased and decreased energetic investments into early fecundity, respectively. Higher predation significantly decreased the total population size, enlarged the shared resource pool, and redistributed energy reserves for mature individuals. These results both corroborate and refine classical predictions, demonstrating a population-level trade-off between longevity and fecundity and identifying conditions that produce both classical and non-classical lifespan effects. PMID:24466165

Likelihood-based inference for discretely observed birth-death-shift processes, with applications to evolution of mobile genetic elements.

PubMed

Xu, Jason; Guttorp, Peter; Kato-Maeda, Midori; Minin, Vladimir N

2015-12-01

Continuous-time birth-death-shift (BDS) processes are frequently used in stochastic modeling, with many applications in ecology and epidemiology. In particular, such processes can model evolutionary dynamics of transposable elements-important genetic markers in molecular epidemiology. Estimation of the effects of individual covariates on the birth, death, and shift rates of the process can be accomplished by analyzing patient data, but inferring these rates in a discretely and unevenly observed setting presents computational challenges. We propose a multi-type branching process approximation to BDS processes and develop a corresponding expectation maximization algorithm, where we use spectral techniques to reduce calculation of expected sufficient statistics to low-dimensional integration. These techniques yield an efficient and robust optimization routine for inferring the rates of the BDS process, and apply broadly to multi-type branching processes whose rates can depend on many covariates. After rigorously testing our methodology in simulation studies, we apply our method to study intrapatient time evolution of IS6110 transposable element, a genetic marker frequently used during estimation of epidemiological clusters of Mycobacterium tuberculosis infections. © 2015, The International Biometric Society.

Speed of evolution on graphs

NASA Astrophysics Data System (ADS)

Sui, Xiukai; Wu, Bin; Wang, Long

2015-12-01

The likelihood that a mutant fixates in the wild population, i.e., fixation probability, has been intensively studied in evolutionary game theory, where individuals' fitness is frequency dependent. However, it is of limited interest when it takes long to take over. Thus the speed of evolution becomes an important issue. In general, it is still unclear how fixation times are affected by the population structure, although the fixation times have already been addressed in the well-mixed populations. Here we theoretically address this issue by pair approximation and diffusion approximation on regular graphs. It is shown (i) that under neutral selection, both unconditional and conditional fixation time are shortened by increasing the number of neighbors; (ii) that under weak selection, for the simplified prisoner's dilemma game, if benefit-to-cost ratio exceeds the degree of the graph, then the unconditional fixation time of a single cooperator is slower than that in the neutral case; and (iii) that under weak selection, for the conditional fixation time, limited neighbor size dilutes the counterintuitive stochastic slowdown which was found in well-mixed populations. Interestingly, we find that all of our results can be interpreted as that in the well-mixed population with a transformed payoff matrix. This interpretation is also valid for both death-birth and birth-death processes on graphs. This interpretation bridges the fixation time in the structured population and that in the well-mixed population. Thus it opens the avenue to investigate the challenging fixation time in structured populations by the known results in well-mixed populations.

Cash transportation vehicle routing and scheduling under stochastic travel times

NASA Astrophysics Data System (ADS)

Yan, Shangyao; Wang, Sin-Siang; Chang, Yu-Hsuan

2014-03-01

Stochastic disturbances occurring in real-world operations could have a significant influence on the planned routing and scheduling results of cash transportation vehicles. In this study, a time-space network flow technique is utilized to construct a cash transportation vehicle routing and scheduling model incorporating stochastic travel times. In addition, to help security carriers to formulate more flexible routes and schedules, a concept of the similarity of time and space for vehicle routing and scheduling is incorporated into the model. The test results show that the model could be useful for security carriers in actual practice.

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

PubMed

Wang, Bo; Qi, Qianqian

2018-06-01

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

A coupled stochastic rainfall-evapotranspiration model for hydrological impact analysis

NASA Astrophysics Data System (ADS)

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

2018-02-01

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

Planetary Rings

NASA Astrophysics Data System (ADS)

Esposito, Larry

2014-03-01

Preface: a personal view of planetary rings; 1. Introduction: the allure of the ringed planets; 2. Studies of planetary rings 1610-2013; 3. Diversity of planetary rings; 4. Individual ring particles and their collisions; 5. Large-scale ring evolution; 6. Moons confine and sculpt rings; 7. Explaining ring phenomena; 8. N-body simulations; 9. Stochastic models; 10. Age and evolution of rings; 11. Saturn's mysterious F ring; 12. Uranus' rings and moons; 13. Neptune's partial rings; 14. Jupiter's ring-moon system after Galileo and New Horizons; 15. Ring photometry; 16. Dusty rings; 17. Concluding remarks; Afterword; Glossary; References; Index.

A Stochastic Framework for Modeling the Population Dynamics of Convective Clouds

DOE PAGES

Hagos, Samson; Feng, Zhe; Plant, Robert S.; ...

2018-02-20

A stochastic prognostic framework for modeling the population dynamics of convective clouds and representing them in climate models is proposed. The framework follows the nonequilibrium statistical mechanical approach to constructing a master equation for representing the evolution of the number of convective cells of a specific size and their associated cloud-base mass flux, given a large-scale forcing. In this framework, referred to as STOchastic framework for Modeling Population dynamics of convective clouds (STOMP), the evolution of convective cell size is predicted from three key characteristics of convective cells: (i) the probability of growth, (ii) the probability of decay, and (iii)more » the cloud-base mass flux. STOMP models are constructed and evaluated against CPOL radar observations at Darwin and convection permitting model (CPM) simulations. Multiple models are constructed under various assumptions regarding these three key parameters and the realisms of these models are evaluated. It is shown that in a model where convective plumes prefer to aggregate spatially and the cloud-base mass flux is a nonlinear function of convective cell area, the mass flux manifests a recharge-discharge behavior under steady forcing. Such a model also produces observed behavior of convective cell populations and CPM simulated cloud-base mass flux variability under diurnally varying forcing. Finally, in addition to its use in developing understanding of convection processes and the controls on convective cell size distributions, this modeling framework is also designed to serve as a nonequilibrium closure formulations for spectral mass flux parameterizations.« less

A Stochastic Framework for Modeling the Population Dynamics of Convective Clouds

NASA Astrophysics Data System (ADS)

Hagos, Samson; Feng, Zhe; Plant, Robert S.; Houze, Robert A.; Xiao, Heng

2018-02-01

A stochastic prognostic framework for modeling the population dynamics of convective clouds and representing them in climate models is proposed. The framework follows the nonequilibrium statistical mechanical approach to constructing a master equation for representing the evolution of the number of convective cells of a specific size and their associated cloud-base mass flux, given a large-scale forcing. In this framework, referred to as STOchastic framework for Modeling Population dynamics of convective clouds (STOMP), the evolution of convective cell size is predicted from three key characteristics of convective cells: (i) the probability of growth, (ii) the probability of decay, and (iii) the cloud-base mass flux. STOMP models are constructed and evaluated against CPOL radar observations at Darwin and convection permitting model (CPM) simulations. Multiple models are constructed under various assumptions regarding these three key parameters and the realisms of these models are evaluated. It is shown that in a model where convective plumes prefer to aggregate spatially and the cloud-base mass flux is a nonlinear function of convective cell area, the mass flux manifests a recharge-discharge behavior under steady forcing. Such a model also produces observed behavior of convective cell populations and CPM simulated cloud-base mass flux variability under diurnally varying forcing. In addition to its use in developing understanding of convection processes and the controls on convective cell size distributions, this modeling framework is also designed to serve as a nonequilibrium closure formulations for spectral mass flux parameterizations.

A Stochastic Framework for Modeling the Population Dynamics of Convective Clouds

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

Hagos, Samson; Feng, Zhe; Plant, Robert S.

A stochastic prognostic framework for modeling the population dynamics of convective clouds and representing them in climate models is proposed. The approach used follows the non-equilibrium statistical mechanical approach through a master equation. The aim is to represent the evolution of the number of convective cells of a specific size and their associated cloud-base mass flux, given a large-scale forcing. In this framework, referred to as STOchastic framework for Modeling Population dynamics of convective clouds (STOMP), the evolution of convective cell size is predicted from three key characteristics: (i) the probability of growth, (ii) the probability of decay, and (iii)more » the cloud-base mass flux. STOMP models are constructed and evaluated against CPOL radar observations at Darwin and convection permitting model (CPM) simulations. Multiple models are constructed under various assumptions regarding these three key parameters and the realisms of these models are evaluated. It is shown that in a model where convective plumes prefer to aggregate spatially and mass flux is a non-linear function of convective cell area, mass flux manifests a recharge-discharge behavior under steady forcing. Such a model also produces observed behavior of convective cell populations and CPM simulated mass flux variability under diurnally varying forcing. Besides its use in developing understanding of convection processes and the controls on convective cell size distributions, this modeling framework is also designed to be capable of providing alternative, non-equilibrium, closure formulations for spectral mass flux parameterizations.« less

A Stochastic Framework for Modeling the Population Dynamics of Convective Clouds

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

Hagos, Samson; Feng, Zhe; Plant, Robert S.

A stochastic prognostic framework for modeling the population dynamics of convective clouds and representing them in climate models is proposed. The framework follows the nonequilibrium statistical mechanical approach to constructing a master equation for representing the evolution of the number of convective cells of a specific size and their associated cloud-base mass flux, given a large-scale forcing. In this framework, referred to as STOchastic framework for Modeling Population dynamics of convective clouds (STOMP), the evolution of convective cell size is predicted from three key characteristics of convective cells: (i) the probability of growth, (ii) the probability of decay, and (iii)more » the cloud-base mass flux. STOMP models are constructed and evaluated against CPOL radar observations at Darwin and convection permitting model (CPM) simulations. Multiple models are constructed under various assumptions regarding these three key parameters and the realisms of these models are evaluated. It is shown that in a model where convective plumes prefer to aggregate spatially and the cloud-base mass flux is a nonlinear function of convective cell area, the mass flux manifests a recharge-discharge behavior under steady forcing. Such a model also produces observed behavior of convective cell populations and CPM simulated cloud-base mass flux variability under diurnally varying forcing. Finally, in addition to its use in developing understanding of convection processes and the controls on convective cell size distributions, this modeling framework is also designed to serve as a nonequilibrium closure formulations for spectral mass flux parameterizations.« less

Reconsideration of r/K Selection Theory Using Stochastic Control Theory and Nonlinear Structured Population Models.

PubMed

Oizumi, Ryo; Kuniya, Toshikazu; Enatsu, Yoichi

2016-01-01

Despite the fact that density effects and individual differences in life history are considered to be important for evolution, these factors lead to several difficulties in understanding the evolution of life history, especially when population sizes reach the carrying capacity. r/K selection theory explains what types of life strategies evolve in the presence of density effects and individual differences. However, the relationship between the life schedules of individuals and population size is still unclear, even if the theory can classify life strategies appropriately. To address this issue, we propose a few equations on adaptive life strategies in r/K selection where density effects are absent or present. The equations detail not only the adaptive life history but also the population dynamics. Furthermore, the equations can incorporate temporal individual differences, which are referred to as internal stochasticity. Our framework reveals that maximizing density effects is an evolutionarily stable strategy related to the carrying capacity. A significant consequence of our analysis is that adaptive strategies in both selections maximize an identical function, providing both population growth rate and carrying capacity. We apply our method to an optimal foraging problem in a semelparous species model and demonstrate that the adaptive strategy yields a lower intrinsic growth rate as well as a lower basic reproductive number than those obtained with other strategies. This study proposes that the diversity of life strategies arises due to the effects of density and internal stochasticity.

General framework for fluctuating dynamic density functional theory

NASA Astrophysics Data System (ADS)

Durán-Olivencia, Miguel A.; Yatsyshin, Peter; Goddard, Benjamin D.; Kalliadasis, Serafim

2017-12-01

We introduce a versatile bottom-up derivation of a formal theoretical framework to describe (passive) soft-matter systems out of equilibrium subject to fluctuations. We provide a unique connection between the constituent-particle dynamics of real systems and the time evolution equation of their measurable (coarse-grained) quantities, such as local density and velocity. The starting point is the full Hamiltonian description of a system of colloidal particles immersed in a fluid of identical bath particles. Then, we average out the bath via Zwanzig’s projection-operator techniques and obtain the stochastic Langevin equations governing the colloidal-particle dynamics. Introducing the appropriate definition of the local number and momentum density fields yields a generalisation of the Dean-Kawasaki (DK) model, which resembles the stochastic Navier-Stokes description of a fluid. Nevertheless, the DK equation still contains all the microscopic information and, for that reason, does not represent the dynamical law of observable quantities. We address this controversial feature of the DK description by carrying out a nonequilibrium ensemble average. Adopting a natural decomposition into local-equilibrium and nonequilibrium contribution, where the former is related to a generalised version of the canonical distribution, we finally obtain the fluctuating-hydrodynamic equation governing the time-evolution of the mesoscopic density and momentum fields. Along the way, we outline the connection between the ad hoc energy functional introduced in previous DK derivations and the free-energy functional from classical density-functional theory. The resultant equation has the structure of a dynamical density-functional theory (DDFT) with an additional fluctuating force coming from the random interactions with the bath. We show that our fluctuating DDFT formalism corresponds to a particular version of the fluctuating Navier-Stokes equations, originally derived by Landau and Lifshitz. Our framework thus provides the formal apparatus for ab initio derivations of fluctuating DDFT equations capable of describing the dynamics of soft-matter systems in and out of equilibrium.