Coupled Human-Environment Dynamics of Forest Pest Spread and Control in a Multi-Patch, Stochastic Setting

PubMed Central

Ali, Qasim; Bauch, Chris T.; Anand, Madhur

2015-01-01

Background The transportation of camp firewood infested by non-native forest pests such as Asian long-horned beetle (ALB) and emerald ash borer (EAB) has severe impacts on North American forests. Once invasive forest pests are established, it can be difficult to eradicate them. Hence, preventing the long-distance transport of firewood by individuals is crucial. Methods Here we develop a stochastic simulation model that captures the interaction between forest pest infestations and human decisions regarding firewood transportation. The population of trees is distributed across 10 patches (parks) comprising a “low volume” partition of 5 patches that experience a low volume of park visitors, and a “high volume” partition of 5 patches experiencing a high visitor volume. The infestation spreads within a patch—and also between patches—according to the probability of between-patch firewood transportation. Individuals decide to transport firewood or buy it locally based on the costs of locally purchased versus transported firewood, social norms, social learning, and level of concern for observed infestations. Results We find that the average time until a patch becomes infested depends nonlinearly on many model parameters. In particular, modest increases in the tree removal rate, modest increases in public concern for infestation, and modest decreases in the cost of locally purchased firewood, relative to baseline (current) values, cause very large increases in the average time until a patch becomes infested due to firewood transport from other patches, thereby better preventing long-distance spread. Patches that experience lower visitor volumes benefit more from firewood movement restrictions than patches that experience higher visitor volumes. Also, cross–patch infestations not only seed new infestations, they can also worsen existing infestations to a surprising extent: long-term infestations are more intense in the high volume patches than the low volume patches, even when infestation is already endemic everywhere. Conclusions The success of efforts to prevent long-distance spread of forest pests may depend sensitively on the interaction between outbreak dynamics and human social processes, with similar levels of effort producing very different outcomes depending on where the coupled human and natural system exists in parameter space. Further development of such modeling approaches through better empirical validation should yield more precise recommendations for ways to optimally prevent the long-distance spread of invasive forest pests. PMID:26430902

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

PubMed Central

2017-01-01

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

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

PubMed

Robles, Hugo; Ciudad, Carlos

2017-04-26

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

Quantifying the importance of patch-specific changes in habitat to metapopulation viability of an endangered songbird.

PubMed

Horne, Jon S; Strickler, Katherine M; Alldredge, Mathew

2011-10-01

A growing number of programs seek to facilitate species conservation using incentive-based mechanisms. Recently, a market-based incentive program for the federally endangered Golden-cheeked Warbler (Dendroica chrysoparia) was implemented on a trial basis at Fort Hood, an Army training post in Texas, USA. Under this program, recovery credits accumulated by Fort Hood through contracts with private landowners are used to offset unintentional loss of breeding habitat of Golden-cheeked Warblers within the installation. Critical to successful implementation of such programs is the ability to value, in terms of changes to overall species viability, both habitat loss and habitat restoration or protection. In this study, we sought to answer two fundamental questions: Given the same amount of change in breeding habitat, does the change in some patches have a greater effect on metapopulation persistence than others? And if so, can characteristics of a patch (e.g., size or spatial location) be used to predict how the metapopulation will respond to these changes? To answer these questions, we describe an approach for using sensitivity analysis of a metapopulation projection model to predict how changes to specific habitat patches would affect species viability. We used a stochastic, discrete-time projection model based on stage-specific estimates of survival and fecundity, as well as various assumptions about dispersal among populations. To assess a particular patch's leverage, we quantified how much metapopulation viability was expected to change in response to changing the size of that patch. We then related original patch size and distance from the largest patch to each patch's leverage to determine if general patch characteristics could be used to develop guidelines for valuing changes to patches within a metapopulation. We found that both the characteristic that best predicted patch leverage and the magnitude of the relationship changed under different model scenarios. Thus, we were unable to find a consistent set of relationships, and therefore we emphasize the dangers in relying on general guidelines to assess patch value. Instead, we provide an approach that can be used to quantitatively evaluate patch value and identify critical needs for future research.

The effect of cultivation on the size, shape, and persistence of disease patches in fields.

PubMed

Truscott, J E; Gilligan, C A

2001-06-19

Epidemics of soil-borne plant disease are characterized by patchiness because of restricted dispersal of inoculum. The density of inoculum within disease patches depends on a sequence comprising local amplification during the parasitic phase followed by dispersal of inoculum by cultivation during the intercrop period. The mechanisms that control size, shape, and persistence have received very little rigorous attention in epidemiological theory. Here we derive a model for dispersal of inoculum in soil by cultivation that takes account into the discrete stochastic nature of the system in time and space. Two parameters, probability of movement and mean dispersal distance, characterize lateral dispersal of inoculum by cultivation. The dispersal parameters are used in combination with the characteristic area and dimensions of host plants to identify criteria that control the shape and size of disease patches. We derive a critical value for the probability of movement for the formation of cross-shaped patches and show that this is independent of the amount of inoculum. We examine the interaction between local amplification of inoculum by parasitic activity and subsequent dilution by dispersal and identify criteria whereby asymptomatic patches may persist as inoculum falls below a threshold necessary for symptoms to appear in the subsequent crop. The model is motivated by the spread of rhizomania, an economically important soil-borne disease of sugar beet. However, the results have broad applicability to a very wide range of diseases that survive as discrete units of inoculum. The application of the model to patch dynamics of weed seeds and local introductions of genetically modified seeds is also discussed.

Synchrony in Metapopulations with Sporadic Dispersal

NASA Astrophysics Data System (ADS)

Jeter, Russell; Belykh, Igor

2015-06-01

We study synchronization in ecological networks under the realistic assumption that the coupling among the patches is sporadic/stochastic and due to rare and short-term meteorological conditions. Each patch is described by a tritrophic food chain model, representing the producer, consumer, and predator. If all three species can migrate, we rigorously prove that the network can synchronize as long as the migration occurs frequently, i.e. fast compared to the period of the ecological cycle, even though the network is disconnected most of the time. In the case where only the top trophic level (i.e. the predator) can migrate, we reveal an unexpected range of intermediate switching frequencies where synchronization becomes stable in a network which switches between two nonsynchronous dynamics. As spatial synchrony increases the danger of extinction, this counterintuitive effect of synchrony emerging from slower switching dispersal can be destructive for overall metapopulation persistence, presumably expected from switching between two dynamics which are unfavorable to extinction.

Quasi-dynamic earthquake fault systems with rheological heterogeneity

NASA Astrophysics Data System (ADS)

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

2009-12-01

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

Synchronization and survival of connected bacterial populations

NASA Astrophysics Data System (ADS)

Gokhale, Shreyas; Conwill, Arolyn; Ranjan, Tanvi; Gore, Jeff

Migration plays a vital role in controlling population dynamics of species occupying distinct habitat patches. While local populations are vulnerable to extinction due to demographic or environmental stochasticity, migration from neighboring habitat patches can rescue these populations through colonization of uninhabited regions. However, a large migratory flux can synchronize the population dynamics in connected patches, thereby enhancing the risk of global extinction during periods of depression in population size. Here, we investigate this trade-off between local rescue and global extinction experimentally using laboratory populations of E. coli bacteria. Our model system consists of co-cultures of ampicillin resistant and chloramphenicol resistant strains that form a cross-protection mutualism and exhibit period-3 oscillations in the relative population density in the presence of both antibiotics. We quantify the onset of synchronization of oscillations in a pair of co-cultures connected by migration and demonstrate that period-3 oscillations can be disturbed for moderate rates of migration. These features are consistent with simulations of a mechanistic model of antibiotic deactivation in our system. The simulations further predict that the probability of survival of connected populations in high concentrations of antibiotics is maximized at intermediate migration rates. We verify this prediction experimentally and show that survival is enhanced through a combination of disturbance of period-3 oscillations and stochastic re-colonization events.

Evolution of complex density-dependent dispersal strategies.

PubMed

Parvinen, Kalle; Seppänen, Anne; Nagy, John D

2012-11-01

The question of how dispersal behavior is adaptive and how it responds to changes in selection pressure is more relevant than ever, as anthropogenic habitat alteration and climate change accelerate around the world. In metapopulation models where local populations are large, and thus local population size is measured in densities, density-dependent dispersal is expected to evolve to a single-threshold strategy, in which individuals stay in patches with local population density smaller than a threshold value and move immediately away from patches with local population density larger than the threshold. Fragmentation tends to convert continuous populations into metapopulations and also to decrease local population sizes. Therefore we analyze a metapopulation model, where each patch can support only a relatively small local population and thus experience demographic stochasticity. We investigated the evolution of density-dependent dispersal, emigration and immigration, in two scenarios: adult and natal dispersal. We show that density-dependent emigration can also evolve to a nonmonotone, "triple-threshold" strategy. This interesting phenomenon results from an interplay between the direct and indirect benefits of dispersal and the costs of dispersal. We also found that, compared to juveniles, dispersing adults may benefit more from density-dependent vs. density-independent dispersal strategies.

Patchwork sampling of stochastic differential equations

NASA Astrophysics Data System (ADS)

Kürsten, Rüdiger; Behn, Ulrich

2016-03-01

We propose a method to sample stationary properties of solutions of stochastic differential equations, which is accurate and efficient if there are rarely visited regions or rare transitions between distinct regions of the state space. The method is based on a complete, nonoverlapping partition of the state space into patches on which the stochastic process is ergodic. On each of these patches we run simulations of the process strictly truncated to the corresponding patch, which allows effective simulations also in rarely visited regions. The correct weight for each patch is obtained by counting the attempted transitions between all different patches. The results are patchworked to cover the whole state space. We extend the concept of truncated Markov chains which is originally formulated for processes which obey detailed balance to processes not fulfilling detailed balance. The method is illustrated by three examples, describing the one-dimensional diffusion of an overdamped particle in a double-well potential, a system of many globally coupled overdamped particles in double-well potentials subject to additive Gaussian white noise, and the overdamped motion of a particle on the circle in a periodic potential subject to a deterministic drift and additive noise. In an appendix we explain how other well-known Markov chain Monte Carlo algorithms can be related to truncated Markov chains.

On the molecular mechanisms driving pain perception and emergent collective behaviors

NASA Astrophysics Data System (ADS)

Di Patti, F.; Fanelli, D.

2010-05-01

A stochastic model to investigate the microscopic processes which trigger the sensation of pain is considered. The model, presented in Di Patti and Fanelli [Di Patti F, Fanelli D. Can a microscopic stochastic model explain the emergence of pain cycles in patients? J Stat Mech 2009. doi:10.1088/1742-5468/2009/01/P01004], accounts for the action of analgesic drug and introduces an effect of competition with the inactive species populating the bloodstream. Regular oscillations in the amount of bound receptors are detected, following a resonant amplification of the stochastic component intrinsic to the system. The condition for such oscillations to occur are here studied, resorting to combined numerical and analytical techniques. Extended and connected patches of the admissible parameters space are detected which do correspond to the oscillatory behaviors. These findings are discussed with reference to the existing literature on patients' response to the analgesic treatment.

Lévy flight movements prevent extinctions and maximize population abundances in fragile Lotka-Volterra systems.

PubMed

Dannemann, Teodoro; Boyer, Denis; Miramontes, Octavio

2018-04-10

Multiple-scale mobility is ubiquitous in nature and has become instrumental for understanding and modeling animal foraging behavior. However, the impact of individual movements on the long-term stability of populations remains largely unexplored. We analyze deterministic and stochastic Lotka-Volterra systems, where mobile predators consume scarce resources (prey) confined in patches. In fragile systems (that is, those unfavorable to species coexistence), the predator species has a maximized abundance and is resilient to degraded prey conditions when individual mobility is multiple scaled. Within the Lévy flight model, highly superdiffusive foragers rarely encounter prey patches and go extinct, whereas normally diffusing foragers tend to proliferate within patches, causing extinctions by overexploitation. Lévy flights of intermediate index allow a sustainable balance between patch exploitation and regeneration over wide ranges of demographic rates. Our analytical and simulated results can explain field observations and suggest that scale-free random movements are an important mechanism by which entire populations adapt to scarcity in fragmented ecosystems.

Stochastic prey arrivals and crab spider giving-up times: simulations of spider performance using two simple "rules of thumb".

PubMed

Kareiva, Peter; Morse, Douglass H; Eccleston, Jill

1989-03-01

We compared the patch-choice performances of an ambush predator, the crab spider Misumena vatia (Thomisidae) hunting on common milkweed Asclepias syriaca (Asclepiadaceae) umbles, with two stochastic rule-of-thumb simulation models: one that employed a threshold giving-up time and one that assumed a fixed probability of moving. Adult female Misumena were placed on milkweed plants with three umbels, each with markedly different numbers of flower-seeking prey. Using a variety of visitation regimes derived from observed visitation patterns of insect prey, we found that decreases in among-umbel variance in visitation rates or increases in overall mean visitation rates reduced the "clarity of the optimum" (the difference in the yield obtained as foraging behavior changes), both locally and globally. Yield profiles from both models were extremely flat or jagged over a wide range of prey visitation regimes; thus, differences between optimal and "next-best" strategies differed only modestly over large parts of the "foraging landscape". Although optimal yields from fixed probability simulations were one-third to one-half those obtained from threshold simulations, spiders appear to depart umbels in accordance with the fixed probability rule.

GAPPARD: a computationally efficient method of approximating gap-scale disturbance in vegetation models

NASA Astrophysics Data System (ADS)

Scherstjanoi, M.; Kaplan, J. O.; Thürig, E.; Lischke, H.

2013-09-01

Models of vegetation dynamics that are designed for application at spatial scales larger than individual forest gaps suffer from several limitations. Typically, either a population average approximation is used that results in unrealistic tree allometry and forest stand structure, or models have a high computational demand because they need to simulate both a series of age-based cohorts and a number of replicate patches to account for stochastic gap-scale disturbances. The detail required by the latter method increases the number of calculations by two to three orders of magnitude compared to the less realistic population average approach. In an effort to increase the efficiency of dynamic vegetation models without sacrificing realism, we developed a new method for simulating stand-replacing disturbances that is both accurate and faster than approaches that use replicate patches. The GAPPARD (approximating GAP model results with a Probabilistic Approach to account for stand Replacing Disturbances) method works by postprocessing the output of deterministic, undisturbed simulations of a cohort-based vegetation model by deriving the distribution of patch ages at any point in time on the basis of a disturbance probability. With this distribution, the expected value of any output variable can be calculated from the output values of the deterministic undisturbed run at the time corresponding to the patch age. To account for temporal changes in model forcing (e.g., as a result of climate change), GAPPARD performs a series of deterministic simulations and interpolates between the results in the postprocessing step. We integrated the GAPPARD method in the vegetation model LPJ-GUESS, and evaluated it in a series of simulations along an altitudinal transect of an inner-Alpine valley. We obtained results very similar to the output of the original LPJ-GUESS model that uses 100 replicate patches, but simulation time was reduced by approximately the factor 10. Our new method is therefore highly suited for rapidly approximating LPJ-GUESS results, and provides the opportunity for future studies over large spatial domains, allows easier parameterization of tree species, faster identification of areas of interesting simulation results, and comparisons with large-scale datasets and results of other forest models.

Epidemic patch models applied to pandemic influenza: contact matrix, stochasticity, robustness of predictions.

PubMed

Lunelli, Antonella; Pugliese, Andrea; Rizzo, Caterina

2009-07-01

Due to the recent emergence of H5N1 virus, the modelling of pandemic influenza has become a relevant issue. Here we present an SEIR model formulated to simulate a possible outbreak in Italy, analysing its structure and, more generally, the effect of including specific details into a model. These details regard population heterogeneities, such as age and spatial distribution, as well as stochasticity, that regulates the epidemic dynamics when the number of infectives is low. We discuss and motivate the specific modelling choices made when building the model and investigate how the model details influence the predicted dynamics. Our analysis may help in deciding which elements of complexity are worth including in the design of a deterministic model for pandemic influenza, in a balance between, on the one hand, keeping the model computationally efficient and the number of parameters low and, on the other hand, maintaining the necessary realistic features.

The "Sticky Patch" Model of Crystallization and Modification of Proteins for Enhanced Crystallizability.

PubMed

Derewenda, Zygmunt S; Godzik, Adam

2017-01-01

Crystallization of macromolecules has long been perceived as a stochastic process, which cannot be predicted or controlled. This is consistent with another popular notion that the interactions of molecules within the crystal, i.e., crystal contacts, are essentially random and devoid of specific physicochemical features. In contrast, functionally relevant surfaces, such as oligomerization interfaces and specific protein-protein interaction sites, are under evolutionary pressures so their amino acid composition, structure, and topology are distinct. However, current theoretical and experimental studies are significantly changing our understanding of the nature of crystallization. The increasingly popular "sticky patch" model, derived from soft matter physics, describes crystallization as a process driven by interactions between select, specific surface patches, with properties thermodynamically favorable for cohesive interactions. Independent support for this model comes from various sources including structural studies and bioinformatics. Proteins that are recalcitrant to crystallization can be modified for enhanced crystallizability through chemical or mutational modification of their surface to effectively engineer "sticky patches" which would drive crystallization. Here, we discuss the current state of knowledge of the relationship between the microscopic properties of the target macromolecule and its crystallizability, focusing on the "sticky patch" model. We discuss state-of-the-art in silico methods that evaluate the propensity of a given target protein to form crystals based on these relationships, with the objective to design variants with modified molecular surface properties and enhanced crystallization propensity. We illustrate this discussion with specific cases where these approaches allowed to generate crystals suitable for structural analysis.

Ultrasound Image Despeckling Using Stochastic Distance-Based BM3D.

PubMed

Santos, Cid A N; Martins, Diego L N; Mascarenhas, Nelson D A

2017-06-01

Ultrasound image despeckling is an important research field, since it can improve the interpretability of one of the main categories of medical imaging. Many techniques have been tried over the years for ultrasound despeckling, and more recently, a great deal of attention has been focused on patch-based methods, such as non-local means and block-matching collaborative filtering (BM3D). A common idea in these recent methods is the measure of distance between patches, originally proposed as the Euclidean distance, for filtering additive white Gaussian noise. In this paper, we derive new stochastic distances for the Fisher-Tippett distribution, based on well-known statistical divergences, and use them as patch distance measures in a modified version of the BM3D algorithm for despeckling log-compressed ultrasound images. State-of-the-art results in filtering simulated, synthetic, and real ultrasound images confirm the potential of the proposed approach.

Statistical signatures of a targeted search by bacteria

NASA Astrophysics Data System (ADS)

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

2017-12-01

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

GAPPARD: a computationally efficient method of approximating gap-scale disturbance in vegetation models

NASA Astrophysics Data System (ADS)

Scherstjanoi, M.; Kaplan, J. O.; Thürig, E.; Lischke, H.

2013-02-01

Models of vegetation dynamics that are designed for application at spatial scales larger than individual forest gaps suffer from several limitations. Typically, either a population average approximation is used that results in unrealistic tree allometry and forest stand structure, or models have a high computational demand because they need to simulate both a series of age-based cohorts and a number of replicate patches to account for stochastic gap-scale disturbances. The detail required by the latter method increases the number of calculations by two to three orders of magnitude compared to the less realistic population average approach. In an effort to increase the efficiency of dynamic vegetation models without sacrificing realism, and to explore patterns of spatial scaling in forests, we developed a new method for simulating stand-replacing disturbances that is both accurate and 10-50x faster than approaches that use replicate patches. The GAPPARD (approximating GAP model results with a Probabilistic Approach to account for stand Replacing Disturbances) method works by postprocessing the output of deterministic, undisturbed simulations of a cohort-based vegetation model by deriving the distribution of patch ages at any point in time on the basis of a disturbance probability. With this distribution, the expected value of any output variable can be calculated from the output values of the deterministic undisturbed run at the time corresponding to the patch age. To account for temporal changes in model forcing, e.g., as a result of climate change, GAPPARD performs a series of deterministic simulations and interpolates between the results in the postprocessing step. We integrated the GAPPARD method in the forest models LPJ-GUESS and TreeM-LPJ, and evaluated these in a series of simulations along an altitudinal transect of an inner-alpine valley. With GAPPARD applied to LPJ-GUESS results were insignificantly different from the output of the original model LPJ-GUESS using 100 replicate patches, but simulation time was reduced by approximately the factor 10. Our new method is therefore highly suited rapidly approximating LPJ-GUESS results, and provides the opportunity for future studies over large spatial domains, allows easier parameterization of tree species, faster identification of areas of interesting simulation results, and comparisons with large-scale datasets and forest models.

Evaluation of stochastic differential equation approximation of ion channel gating models.

PubMed

Bruce, Ian C

2009-04-01

Fox and Lu derived an algorithm based on stochastic differential equations for approximating the kinetics of ion channel gating that is simpler and faster than "exact" algorithms for simulating Markov process models of channel gating. However, the approximation may not be sufficiently accurate to predict statistics of action potential generation in some cases. The objective of this study was to develop a framework for analyzing the inaccuracies and determining their origin. Simulations of a patch of membrane with voltage-gated sodium and potassium channels were performed using an exact algorithm for the kinetics of channel gating and the approximate algorithm of Fox & Lu. The Fox & Lu algorithm assumes that channel gating particle dynamics have a stochastic term that is uncorrelated, zero-mean Gaussian noise, whereas the results of this study demonstrate that in many cases the stochastic term in the Fox & Lu algorithm should be correlated and non-Gaussian noise with a non-zero mean. The results indicate that: (i) the source of the inaccuracy is that the Fox & Lu algorithm does not adequately describe the combined behavior of the multiple activation particles in each sodium and potassium channel, and (ii) the accuracy does not improve with increasing numbers of channels.

A resilient and efficient CFD framework: Statistical learning tools for multi-fidelity and heterogeneous information fusion

NASA Astrophysics Data System (ADS)

Lee, Seungjoon; Kevrekidis, Ioannis G.; Karniadakis, George Em

2017-09-01

Exascale-level simulations require fault-resilient algorithms that are robust against repeated and expected software and/or hardware failures during computations, which may render the simulation results unsatisfactory. If each processor can share some global information about the simulation from a coarse, limited accuracy but relatively costless auxiliary simulator we can effectively fill-in the missing spatial data at the required times by a statistical learning technique - multi-level Gaussian process regression, on the fly; this has been demonstrated in previous work [1]. Based on the previous work, we also employ another (nonlinear) statistical learning technique, Diffusion Maps, that detects computational redundancy in time and hence accelerate the simulation by projective time integration, giving the overall computation a "patch dynamics" flavor. Furthermore, we are now able to perform information fusion with multi-fidelity and heterogeneous data (including stochastic data). Finally, we set the foundations of a new framework in CFD, called patch simulation, that combines information fusion techniques from, in principle, multiple fidelity and resolution simulations (and even experiments) with a new adaptive timestep refinement technique. We present two benchmark problems (the heat equation and the Navier-Stokes equations) to demonstrate the new capability that statistical learning tools can bring to traditional scientific computing algorithms. For each problem, we rely on heterogeneous and multi-fidelity data, either from a coarse simulation of the same equation or from a stochastic, particle-based, more "microscopic" simulation. We consider, as such "auxiliary" models, a Monte Carlo random walk for the heat equation and a dissipative particle dynamics (DPD) model for the Navier-Stokes equations. More broadly, in this paper we demonstrate the symbiotic and synergistic combination of statistical learning, domain decomposition, and scientific computing in exascale simulations.

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

NASA Astrophysics Data System (ADS)

Sreekanth, J.; Moore, Catherine

2018-04-01

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

The role of landscape-dependent disturbance and dispersal in metapopulation persistence.

PubMed

Elkin, Ché M; Possingham, Hugh

2008-10-01

The fundamental processes that influence metapopulation dynamics (extinction and recolonization) will often depend on landscape structure. Disturbances that increase patch extinction rates will frequently be landscape dependent such that they are spatially aggregated and have an increased likelihood of occurring in some areas. Similarly, landscape structure can influence organism movement, producing asymmetric dispersal between patches. Using a stochastic, spatially explicit model, we examine how landscape-dependent correlations between dispersal and disturbance rates influence metapopulation dynamics. Habitat patches that are situated in areas where the likelihood of disturbance is low will experience lower extinction rates and will function as partial refuges. We discovered that the presence of partial refuges increases metapopulation viability and that the value of partial refuges was contingent on whether dispersal was also landscape dependent. Somewhat counterintuitively, metapopulation viability was reduced when individuals had a preponderance to disperse away from refuges and was highest when there was biased dispersal toward refuges. Our work demonstrates that landscape structure needs to be incorporated into metapopulation models when there is either empirical data or ecological rationale for extinction and/or dispersal rates being landscape dependent.

Origin of Pareto-like spatial distributions in ecosystems.

PubMed

Manor, Alon; Shnerb, Nadav M

2008-12-31

Recent studies of cluster distribution in various ecosystems revealed Pareto statistics for the size of spatial colonies. These results were supported by cellular automata simulations that yield robust criticality for endogenous pattern formation based on positive feedback. We show that this patch statistics is a manifestation of the law of proportionate effect. Mapping the stochastic model to a Markov birth-death process, the transition rates are shown to scale linearly with cluster size. This mapping provides a connection between patch statistics and the dynamics of the ecosystem; the "first passage time" for different colonies emerges as a powerful tool that discriminates between endogenous and exogenous clustering mechanisms. Imminent catastrophic shifts (such as desertification) manifest themselves in a drastic change of the stability properties of spatial colonies.

Assessment of optimal strategies in a two-patch dengue transmission model with seasonality.

PubMed

Kim, Jung Eun; Lee, Hyojung; Lee, Chang Hyeong; Lee, Sunmi

2017-01-01

Emerging and re-emerging dengue fever has posed serious problems to public health officials in many tropical and subtropical countries. Continuous traveling in seasonally varying areas makes it more difficult to control the spread of dengue fever. In this work, we consider a two-patch dengue model that can capture the movement of host individuals between and within patches using a residence-time matrix. A previous two-patch dengue model without seasonality is extended by adding host demographics and seasonal forcing in the transmission rates. We investigate the effects of human movement and seasonality on the two-patch dengue transmission dynamics. Motivated by the recent Peruvian dengue data in jungle/rural areas and coast/urban areas, our model mimics the seasonal patterns of dengue outbreaks in two patches. The roles of seasonality and residence-time configurations are highlighted in terms of the seasonal reproduction number and cumulative incidence. Moreover, optimal control theory is employed to identify and evaluate patch-specific control measures aimed at reducing dengue prevalence in the presence of seasonality. Our findings demonstrate that optimal patch-specific control strategies are sensitive to seasonality and residence-time scenarios. Targeting only the jungle (or endemic) is as effective as controlling both patches under weak coupling or symmetric mobility. However, focusing on intervention for the city (or high density areas) turns out to be optimal when two patches are strongly coupled with asymmetric mobility.

Approximate reduction of linear population models governed by stochastic differential equations: application to multiregional models.

PubMed

Sanz, Luis; Alonso, Juan Antonio

2017-12-01

In this work we develop approximate aggregation techniques in the context of slow-fast linear population models governed by stochastic differential equations and apply the results to the treatment of populations with spatial heterogeneity. Approximate aggregation techniques allow one to transform a complex system involving many coupled variables and in which there are processes with different time scales, by a simpler reduced model with a fewer number of 'global' variables, in such a way that the dynamics of the former can be approximated by that of the latter. In our model we contemplate a linear fast deterministic process together with a linear slow process in which the parameters are affected by additive noise, and give conditions for the solutions corresponding to positive initial conditions to remain positive for all times. By letting the fast process reach equilibrium we build a reduced system with a lesser number of variables, and provide results relating the asymptotic behaviour of the first- and second-order moments of the population vector for the original and the reduced system. The general technique is illustrated by analysing a multiregional stochastic system in which dispersal is deterministic and the rate growth of the populations in each patch is affected by additive noise.

Discrete time Markov chains (DTMC) susceptible infected susceptible (SIS) epidemic model with two pathogens in two patches

NASA Astrophysics Data System (ADS)

Lismawati, Eka; Respatiwulan; Widyaningsih, Purnami

2017-06-01

The SIS epidemic model describes the pattern of disease spread with characteristics that recovered individuals can be infected more than once. The number of susceptible and infected individuals every time follows the discrete time Markov process. It can be represented by the discrete time Markov chains (DTMC) SIS. The DTMC SIS epidemic model can be developed for two pathogens in two patches. The aims of this paper are to reconstruct and to apply the DTMC SIS epidemic model with two pathogens in two patches. The model was presented as transition probabilities. The application of the model obtain that the number of susceptible individuals decreases while the number of infected individuals increases for each pathogen in each patch.

Panmictic and Clonal Evolution on a Single Patchy Resource Produces Polymorphic Foraging Guilds

PubMed Central

Getz, Wayne M.; Salter, Richard; Lyons, Andrew J.; Sippl-Swezey, Nicolas

2015-01-01

We develop a stochastic, agent-based model to study how genetic traits and experiential changes in the state of agents and available resources influence individuals’ foraging and movement behaviors. These behaviors are manifest as decisions on when to stay and exploit a current resource patch or move to a particular neighboring patch, based on information of the resource qualities of the patches and the anticipated level of intraspecific competition within patches. We use a genetic algorithm approach and an individual’s biomass as a fitness surrogate to explore the foraging strategy diversity of evolving guilds under clonal versus hermaphroditic sexual reproduction. We first present the resource exploitation processes, movement on cellular arrays, and genetic algorithm components of the model. We then discuss their implementation on the Nova software platform. This platform seamlessly combines the dynamical systems modeling of consumer-resource interactions with agent-based modeling of individuals moving over a landscapes, using an architecture that lays transparent the following four hierarchical simulation levels: 1.) within-patch consumer-resource dynamics, 2.) within-generation movement and competition mitigation processes, 3.) across-generation evolutionary processes, and 4.) multiple runs to generate the statistics needed for comparative analyses. The focus of our analysis is on the question of how the biomass production efficiency and the diversity of guilds of foraging strategy types, exploiting resources over a patchy landscape, evolve under clonal versus random hermaphroditic sexual reproduction. Our results indicate greater biomass production efficiency under clonal reproduction only at higher population densities, and demonstrate that polymorphisms evolve and are maintained under random mating systems. The latter result questions the notion that some type of associative mating structure is needed to maintain genetic polymorphisms among individuals exploiting a common patchy resource on an otherwise spatially homogeneous landscape. PMID:26274613

Characteristics of aperiodic sequence of slip events caused by interaction between seismic patches and that caused be self-organized stress heterogeneity

NASA Astrophysics Data System (ADS)

Kato, N.

2017-12-01

Numerical simulations of earthquake cycles are conducted to investigate the origin of complexity of earthquake recurrence. There are two main causes of the complexity. One is self-organized stress heterogeneity due to dynamical effect. The other is the effect of interaction between some fault patches. In the model, friction on the fault is assumed to obey a rate- and state-dependent friction law. Circular patches of velocity-weakening frictional property are assumed on the fault. On the remaining areas of the fault, velocity-strengthening friction is assumed. We consider three models: Single patch model, two-patch model, and three-patch model. In the first model, the dynamical effect is mainly examined. The latter two models take into consideration the effect of interaction as well as the dynamical effect. Complex multiperiodic or aperiodic sequences of slip events occur when slip behavior changes from the seismic to aseismic, and when the degree of interaction between seismic patches is intermediate. The former is observed in all the models, and the latter is observed in the two-patch model and the three-patch model. Evolution of spatial distribution of shear stress on the fault suggests that aperiodicity at the transition from seismic to aseismic slip is caused by self-organized stress heterogeneity. The iteration maps of recurrence intervals of slip events in aperiodic sequences are examined, and they are approximately expressed by simple curves for aperiodicity at the transition from seismic to aseismic slip. In contrast, the iteration maps for aperiodic sequences caused by interaction between seismic patches are scattered and they are not expressed by simple curves. This result suggests that complex sequences caused by different mechanisms may be distinguished.

The stochastic resonance for the incidence function model of metapopulation

NASA Astrophysics Data System (ADS)

Li, Jiang-Cheng; Dong, Zhi-Wei; Zhou, Ruo-Wei; Li, Yun-Xian; Qian, Zhen-Wei

2017-06-01

A stochastic model with endogenous and exogenous periodicities is proposed in this paper on the basis of metapopulation dynamics to model the crop yield losses due to pests and diseases. The rationale is that crop yield losses occur because the physiology of the growing crop is negatively affected by pests and diseases in a dynamic way over time as crop both grows and develops. Metapopulation dynamics can thus be used to model the resultant crop yield losses. The stochastic metapopulation process is described by using the Simplified Incidence Function model (IFM). Compared to the original IFMs, endogenous and exogenous periodicities are considered in the proposed model to handle the cyclical patterns observed in pest infestations, diseases epidemics, and exogenous affecting factors such as temperature and rainfalls. Agricultural loss data in China are used to fit the proposed model. Experimental results demonstrate that: (1) Model with endogenous and exogenous periodicities is a better fit; (2) When the internal system fluctuations and external environmental fluctuations are negatively correlated, EIL or the cost of loss is monotonically increasing; when the internal system fluctuations and external environmental fluctuations are positively correlated, an outbreak of pests and diseases might occur; (3) If the internal system fluctuations and external environmental fluctuations are positively correlated, an optimal patch size can be identified which will greatly weaken the effects of external environmental influence and hence inhibit pest infestations and disease epidemics.

Assessment of optimal strategies in a two-patch dengue transmission model with seasonality

PubMed Central

Lee, Chang Hyeong; Lee, Sunmi

2017-01-01

Emerging and re-emerging dengue fever has posed serious problems to public health officials in many tropical and subtropical countries. Continuous traveling in seasonally varying areas makes it more difficult to control the spread of dengue fever. In this work, we consider a two-patch dengue model that can capture the movement of host individuals between and within patches using a residence-time matrix. A previous two-patch dengue model without seasonality is extended by adding host demographics and seasonal forcing in the transmission rates. We investigate the effects of human movement and seasonality on the two-patch dengue transmission dynamics. Motivated by the recent Peruvian dengue data in jungle/rural areas and coast/urban areas, our model mimics the seasonal patterns of dengue outbreaks in two patches. The roles of seasonality and residence-time configurations are highlighted in terms of the seasonal reproduction number and cumulative incidence. Moreover, optimal control theory is employed to identify and evaluate patch-specific control measures aimed at reducing dengue prevalence in the presence of seasonality. Our findings demonstrate that optimal patch-specific control strategies are sensitive to seasonality and residence-time scenarios. Targeting only the jungle (or endemic) is as effective as controlling both patches under weak coupling or symmetric mobility. However, focusing on intervention for the city (or high density areas) turns out to be optimal when two patches are strongly coupled with asymmetric mobility. PMID:28301523

Multi-Physics MRI-Based Two-Layer Fluid-Structure Interaction Anisotropic Models of Human Right and Left Ventricles with Different Patch Materials: Cardiac Function Assessment and Mechanical Stress Analysis

PubMed Central

Tang, Dalin; Yang, Chun; Geva, Tal; Gaudette, Glenn; del Nido, Pedro J.

2011-01-01

Multi-physics right and left ventricle (RV/LV) fluid-structure interaction (FSI) models were introduced to perform mechanical stress analysis and evaluate the effect of patch materials on RV function. The FSI models included three different patch materials (Dacron scaffold, treated pericardium, and contracting myocardium), two-layer construction, fiber orientation, and active anisotropic material properties. The models were constructed based on cardiac magnetic resonance (CMR) images acquired from a patient with severe RV dilatation and solved by ADINA. Our results indicate that the patch model with contracting myocardium leads to decreased stress level in the patch area, improved RV function and patch area contractility. PMID:21765559

Stochastic ecological network occupancy (SENO) models: a new tool for modeling ecological networks across spatial scales

USGS Publications Warehouse

Lafferty, Kevin D.; Dunne, Jennifer A.

2010-01-01

Stochastic ecological network occupancy (SENO) models predict the probability that species will occur in a sample of an ecological network. In this review, we introduce SENO models as a means to fill a gap in the theoretical toolkit of ecologists. As input, SENO models use a topological interaction network and rates of colonization and extinction (including consumer effects) for each species. A SENO model then simulates the ecological network over time, resulting in a series of sub-networks that can be used to identify commonly encountered community modules. The proportion of time a species is present in a patch gives its expected probability of occurrence, whose sum across species gives expected species richness. To illustrate their utility, we provide simple examples of how SENO models can be used to investigate how topological complexity, species interactions, species traits, and spatial scale affect communities in space and time. They can categorize species as biodiversity facilitators, contributors, or inhibitors, making this approach promising for ecosystem-based management of invasive, threatened, or exploited species.

(Non-) homomorphic approaches to denoise intensity SAR images with non-local means and stochastic distances

NASA Astrophysics Data System (ADS)

Penna, Pedro A. A.; Mascarenhas, Nelson D. A.

2018-02-01

The development of new methods to denoise images still attract researchers, who seek to combat the noise with the minimal loss of resolution and details, like edges and fine structures. Many algorithms have the goal to remove additive white Gaussian noise (AWGN). However, it is not the only type of noise which interferes in the analysis and interpretation of images. Therefore, it is extremely important to expand the filters capacity to different noise models present in li-terature, for example the multiplicative noise called speckle that is present in synthetic aperture radar (SAR) images. The state-of-the-art algorithms in remote sensing area work with similarity between patches. This paper aims to develop two approaches using the non local means (NLM), developed for AWGN. In our research, we expanded its capacity for intensity SAR ima-ges speckle. The first approach is grounded on the use of stochastic distances based on the G0 distribution without transforming the data to the logarithm domain, like homomorphic transformation. It takes into account the speckle and backscatter to estimate the parameters necessary to compute the stochastic distances on NLM. The second method uses a priori NLM denoising with a homomorphic transformation and applies the inverse Gamma distribution to estimate the parameters that were used into NLM with stochastic distances. The latter method also presents a new alternative to compute the parameters for the G0 distribution. Finally, this work compares and analyzes the synthetic and real results of the proposed methods with some recent filters of the literature.

Noise Enhances Action Potential Generation in Mouse Sensory Neurons via Stochastic Resonance.

PubMed

Onorato, Irene; D'Alessandro, Giuseppina; Di Castro, Maria Amalia; Renzi, Massimiliano; Dobrowolny, Gabriella; Musarò, Antonio; Salvetti, Marco; Limatola, Cristina; Crisanti, Andrea; Grassi, Francesca

2016-01-01

Noise can enhance perception of tactile and proprioceptive stimuli by stochastic resonance processes. However, the mechanisms underlying this general phenomenon remain to be characterized. Here we studied how externally applied noise influences action potential firing in mouse primary sensory neurons of dorsal root ganglia, modelling a basic process in sensory perception. Since noisy mechanical stimuli may cause stochastic fluctuations in receptor potential, we examined the effects of sub-threshold depolarizing current steps with superimposed random fluctuations. We performed whole cell patch clamp recordings in cultured neurons of mouse dorsal root ganglia. Noise was added either before and during the step, or during the depolarizing step only, to focus onto the specific effects of external noise on action potential generation. In both cases, step + noise stimuli triggered significantly more action potentials than steps alone. The normalized power norm had a clear peak at intermediate noise levels, demonstrating that the phenomenon is driven by stochastic resonance. Spikes evoked in step + noise trials occur earlier and show faster rise time as compared to the occasional ones elicited by steps alone. These data suggest that external noise enhances, via stochastic resonance, the recruitment of transient voltage-gated Na channels, responsible for action potential firing in response to rapid step-wise depolarizing currents.

Noise Enhances Action Potential Generation in Mouse Sensory Neurons via Stochastic Resonance

PubMed Central

Onorato, Irene; D'Alessandro, Giuseppina; Di Castro, Maria Amalia; Renzi, Massimiliano; Dobrowolny, Gabriella; Musarò, Antonio; Salvetti, Marco; Limatola, Cristina; Crisanti, Andrea; Grassi, Francesca

2016-01-01

Noise can enhance perception of tactile and proprioceptive stimuli by stochastic resonance processes. However, the mechanisms underlying this general phenomenon remain to be characterized. Here we studied how externally applied noise influences action potential firing in mouse primary sensory neurons of dorsal root ganglia, modelling a basic process in sensory perception. Since noisy mechanical stimuli may cause stochastic fluctuations in receptor potential, we examined the effects of sub-threshold depolarizing current steps with superimposed random fluctuations. We performed whole cell patch clamp recordings in cultured neurons of mouse dorsal root ganglia. Noise was added either before and during the step, or during the depolarizing step only, to focus onto the specific effects of external noise on action potential generation. In both cases, step + noise stimuli triggered significantly more action potentials than steps alone. The normalized power norm had a clear peak at intermediate noise levels, demonstrating that the phenomenon is driven by stochastic resonance. Spikes evoked in step + noise trials occur earlier and show faster rise time as compared to the occasional ones elicited by steps alone. These data suggest that external noise enhances, via stochastic resonance, the recruitment of transient voltage-gated Na channels, responsible for action potential firing in response to rapid step-wise depolarizing currents. PMID:27525414

Local and neighboring patch conditions alter sex-specific movement in banana weevils.

PubMed

Carval, Dominique; Perrin, Benjamin; Duyck, Pierre-François; Tixier, Philippe

2015-12-01

Understanding the mechanisms underlying the movements and spread of a species over time and space is a major concern of ecology. Here, we assessed the effects of an individual's sex and the density and sex ratio of conspecifics in the local and neighboring environment on the movement probability of the banana weevil, Cosmopolites sordidus. In a "two patches" experiment, we used radiofrequency identification tags to study the C. sordidus movement response to patch conditions. We showed that local and neighboring densities of conspecifics affect the movement rates of individuals but that the density-dependent effect can be either positive or negative depending on the relative densities of conspecifics in local and neighboring patches. We demonstrated that sex ratio also influences the movement of C. sordidus, that is, the weevil exhibits nonfixed sex-biased movement strategies. Sex-biased movement may be the consequence of intrasexual competition for resources (i.e., oviposition sites) in females and for mates in males. We also detected a high individual variability in the propensity to move. Finally, we discuss the role of demographic stochasticity, sex-biased movement, and individual heterogeneity in movement on the colonization process.

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

NASA Astrophysics Data System (ADS)

Chang, Zhengbo; Meng, Xinzhu; Lu, Xiao

2017-04-01

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

Merging of independent condensates: disentangling the Kibble-Zurek mechanism

NASA Astrophysics Data System (ADS)

Ville, Jean-Loup; Aidelsburger, Monika; Saint-Jalm, Raphael; Nascimbene, Sylvain; Beugnon, Jerome; Dalibard, Jean

2017-04-01

An important step in the study of out-of-equilibrium physics is the Kibble-Zurek theory which describes a system after a quench through a second-order phase transition. This was studied in our group with a temperature quench across the normal-to-superfluid phase transition in an annular trap geometry, inducing the formation of supercurrents. Their magnitude and direction were detected by measuring spiral patterns resulting from the interference of the ring-shaped condensate with a central reference disk. According to the KZ mechanism domains of phase are created during the quench, with a characteristic size depending of its duration. In our case this results in a stochastic formation of supercurrents depending on the relative phases of the domains. As a next step of this study, we now design ourselves the patches thanks to our tunable trapping potential. We control both the number of condensates to be merged (from one to twelve) and their merging time. We report an increase of the vorticity in the ring for an increased number of patches compatible with a random phase model. We further investigate the time required by the phase to homogenize between two condensates.

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

NASA Astrophysics Data System (ADS)

Chen, Can; Kang, Yanmei

2017-01-01

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

Adaptation to fragmentation: evolutionary dynamics driven by human influences.

PubMed

Cheptou, Pierre-Olivier; Hargreaves, Anna L; Bonte, Dries; Jacquemyn, Hans

2017-01-19

Fragmentation-the process by which habitats are transformed into smaller patches isolated from each other-has been identified as a major threat for biodiversity. Fragmentation has well-established demographic and population genetic consequences, eroding genetic diversity and hindering gene flow among patches. However, fragmentation should also select on life history, both predictably through increased isolation, demographic stochasticity and edge effects, and more idiosyncratically via altered biotic interactions. While species have adapted to natural fragmentation, adaptation to anthropogenic fragmentation has received little attention. In this review, we address how and whether organisms might adapt to anthropogenic fragmentation. Drawing on selected case studies and evolutionary ecology models, we show that anthropogenic fragmentation can generate selection on traits at both the patch and landscape scale, and affect the adaptive potential of populations. We suggest that dispersal traits are likely to experience especially strong selection, as dispersal both enables migration among patches and increases the risk of landing in the inhospitable matrix surrounding them. We highlight that suites of associated traits are likely to evolve together. Importantly, we show that adaptation will not necessarily rescue populations from the negative effects of fragmentation, and may even exacerbate them, endangering the entire metapopulation.This article is part of the themed issue 'Human influences on evolution, and the ecological and societal consequences'. © 2016 The Author(s).

Bayesian nonparametric dictionary learning for compressed sensing MRI.

PubMed

Huang, Yue; Paisley, John; Lin, Qin; Ding, Xinghao; Fu, Xueyang; Zhang, Xiao-Ping

2014-12-01

We develop a Bayesian nonparametric model for reconstructing magnetic resonance images (MRIs) from highly undersampled k -space data. We perform dictionary learning as part of the image reconstruction process. To this end, we use the beta process as a nonparametric dictionary learning prior for representing an image patch as a sparse combination of dictionary elements. The size of the dictionary and patch-specific sparsity pattern are inferred from the data, in addition to other dictionary learning variables. Dictionary learning is performed directly on the compressed image, and so is tailored to the MRI being considered. In addition, we investigate a total variation penalty term in combination with the dictionary learning model, and show how the denoising property of dictionary learning removes dependence on regularization parameters in the noisy setting. We derive a stochastic optimization algorithm based on Markov chain Monte Carlo for the Bayesian model, and use the alternating direction method of multipliers for efficiently performing total variation minimization. We present empirical results on several MRI, which show that the proposed regularization framework can improve reconstruction accuracy over other methods.

A two-patch prey-predator model with predator dispersal driven by the predation strength.

PubMed

Kang, Yun; Sasmal, Sourav Kumar; Messan, Komi

2017-08-01

Foraging movements of predator play an important role in population dynamics of prey-predator systems, which have been considered as mechanisms that contribute to spatial self-organization of prey and predator. In nature, there are many examples of prey-predator interactions where prey is immobile while predator disperses between patches non-randomly through different factors such as stimuli following the encounter of a prey. In this work, we formulate a Rosenzweig-MacArthur prey-predator two patch model with mobility only in predator and the assumption that predators move towards patches with more concentrated prey-predator interactions. We provide completed local and global analysis of our model. Our analytical results combined with bifurcation diagrams suggest that: (1) dispersal may stabilize or destabilize the coupled system; (2) dispersal may generate multiple interior equilibria that lead to rich bistable dynamics or may destroy interior equilibria that lead to the extinction of predator in one patch or both patches; (3) Under certain conditions, the large dispersal can promote the permanence of the system. In addition, we compare the dynamics of our model to the classic two patch model to obtain a better understanding how different dispersal strategies may have different impacts on the dynamics and spatial patterns.

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

PubMed

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

2018-05-25

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

Results on asymptotic behaviour for discrete, two-patch metapopulations with density-dependent selection

Treesearch

James F. Selgrade; James H. Roberds

2005-01-01

A 4-dimensional system of nonlinear difference equations tracking allele frequencies and population sizes for a two-patch metapopulation model is studied. This system describes intergenerational changes brought about by density-dependent selection within patches and moderated by the effects of migration between patches. To determine conditions which result in similar...

Simple stochastic cellular automaton model for starved beds and implications about formation of sand topographic features in terms of sand flux

NASA Astrophysics Data System (ADS)

Endo, Noritaka

2016-12-01

A simple stochastic cellular automaton model is proposed for simulating bedload transport, especially for cases with a low transport rate and where available sediments are very sparse on substrates in a subaqueous system. Numerical simulations show that the bed type changes from sheet flow through sand patches to ripples as the amount of sand increases; this is consistent with observations in flume experiments and in the field. Without changes in external conditions, the sand flux calculated for a given amount of sand decreases over time as bedforms develop from a flat bed. This appears to be inconsistent with the general understanding that sand flux remains unchanged under the constant-fluid condition, but it is consistent with the previous experimental data. For areas of low sand abundance, the sand flux versus sand amount (flux-density relation) in the simulation shows a single peak with an abrupt decrease, followed by a long tail; this is very similar to the flux-density relation seen in automobile traffic flow. This pattern (the relation between segments of the curve and the corresponding bed states) suggests that sand sheets, sand patches, and sand ripples correspond respectively to the free-flow phase, congested phase, and jam phase of traffic flows. This implies that sand topographic features on starved beds are determined by the degree of interference between sand particles. Although the present study deals with simple cases only, this can provide a simplified but effective modeling of the more complicated sediment transport processes controlled by interference due to contact between grains, such as the pulsatory migration of grain-size bimodal mixtures with repetition of clustering and scattering.

Epidemic spread in coupled populations with seasonally varying migration rates

NASA Astrophysics Data System (ADS)

Muzyczyn, Adam; Shaw, Leah B.

2009-03-01

The H5N1 strain of avian influenza has spread worldwide, and this spread may be due to seasonal migration of birds and mixing of birds from different regions in the wintering grounds. We studied a multipatch model for avian influenza with seasonally varying migration rates. The bird population was divided into two spatially distinct patches, or subpopulations. Within each patch, the disease followed the SIR (susceptible-infected-recovered) model for epidemic spread. Migration rates were varied periodically, with a net flux toward the breeding grounds during the spring and towards the wintering grounds during the fall. The case of two symmetric patches reduced to single-patch SIR dynamics. However, asymmetry in the birth and contact rates in the breeding grounds and wintering grounds led to bifurcations to longer period orbits and chaotic dynamics. We studied the bifurcation structure of the model and the phase relationships between outbreaks in the two patches.

Evolution of specialization in resource utilization in structured metapopulations.

PubMed

Nurmi, Tuomas; Geritz, Stefan; Parvinen, Kalle; Gyllenberg, Mats

2008-07-01

We study the evolution of resource utilization in a structured discrete-time metapopulation model with an infinite number of patches, prone to local catastrophes. The consumer faces a trade-off in the abilities to consume two resources available in different amounts in each patch. We analyse how the evolution of specialization in the utilization of the resources is affected by different ecological factors: migration, local growth, local catastrophes, forms of the trade-off and distribution of the resources in the patches. Our modelling approach offers a natural way to include more than two patch types into the models. This has not been usually possible in the previous spatially heterogeneous models focusing on the evolution of specialization.

An extended patch-dynamic framework for food chains in fragmented landscapes

PubMed Central

Liao, Jinbao; Chen, Jiehong; Ying, Zhixia; Hiebeler, David E.; Nijs, Ivan

2016-01-01

Habitat destruction, a key determinant of species loss, can be characterized by two components, patch loss and patch fragmentation, where the former refers to the reduction in patch availability, and the latter to the division of the remaining patches. Classical metacommunity models have recently explored how food web dynamics respond to patch loss, but the effects of patch fragmentation have largely been overlooked. Here we develop an extended patch-dynamic model that tracks the patch occupancy of the various trophic links subject to colonization-extinction-predation dynamics by incorporating species dispersal with patch connectivity. We found that, in a simple food chain, species at higher trophic level become extinct sooner with increasing patch loss and fragmentation due to the constraint in resource availability, confirming the trophic rank hypothesis. Yet, effects of fragmentation on species occupancy are largely determined by patch loss, with maximal fragmentation effects occurring at intermediate patch loss. Compared to the spatially explicit simulations that we also performed, the current model with pair approximation generates similar community patterns especially in spatially clustered landscapes. Overall, our extended framework can be applied to model more complex food webs in fragmented landscapes, broadening the scope of existing metacommunity theory. PMID:27608823

Population age and initial density in a patchy environment affect the occurrence of abrupt transitions in a birth-and-death model of Taylor's law

USGS Publications Warehouse

Jiang, Jiang; DeAngelis, Donald L.; Zhang, B.; Cohen, J.E.

2014-01-01

Taylor's power law describes an empirical relationship between the mean and variance of population densities in field data, in which the variance varies as a power, b, of the mean. Most studies report values of b varying between 1 and 2. However, Cohen (2014a) showed recently that smooth changes in environmental conditions in a model can lead to an abrupt, infinite change in b. To understand what factors can influence the occurrence of an abrupt change in b, we used both mathematical analysis and Monte Carlo samples from a model in which populations of the same species settled on patches, and each population followed independently a stochastic linear birth-and-death process. We investigated how the power relationship responds to a smooth change of population growth rate, under different sampling strategies, initial population density, and population age. We showed analytically that, if the initial populations differ only in density, and samples are taken from all patches after the same time period following a major invasion event, Taylor's law holds with exponent b=1, regardless of the population growth rate. If samples are taken at different times from patches that have the same initial population densities, we calculate an abrupt shift of b, as predicted by Cohen (2014a). The loss of linearity between log variance and log mean is a leading indicator of the abrupt shift. If both initial population densities and population ages vary among patches, estimates of b lie between 1 and 2, as in most empirical studies. But the value of b declines to ~1 as the system approaches a critical point. Our results can inform empirical studies that might be designed to demonstrate an abrupt shift in Taylor's law.

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

NASA Astrophysics Data System (ADS)

Gay-Balmaz, François; Holm, Darryl D.

2018-01-01

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

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

NASA Astrophysics Data System (ADS)

Gay-Balmaz, François; Holm, Darryl D.

2018-06-01

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

Persistence of black-tailed prairie-dog populations affected by plague in northern Colorado, USA.

PubMed

George, Dylan B; Webb, Colleen T; Pepin, Kim M; Savage, Lisa T; Antolini, Michael F

2013-07-01

The spatial distribution of prairie dog (Cynomys ludovicianus) colonies in North America has changed from large, contiguous populations to small, isolated colonies in metapopulations. One factor responsible for this drastic change in prairie-dog population structure is plague (caused by the bacterium Yersinia pestis). We fit stochastic patch occupancy models to 20 years of prairie-dog colony occupancy data from two discrete metapopulations (west and east) in the Pawnee National Grassland in Colorado, USA, that differ in connectivity among suitable habitat patches. We conducted model selection between two hypothesized modes of plague movement: independent of prairie-dog dispersal (colony-area) vs. plague movement consistent with prairie-dog dispersal (connectivity to extinct colonies). The best model, which fit the data well (area under the curve [AUC]: 0.94 west area; 0.79 east area), revealed that over time the proportion of extant colonies was better explained by colony size than by connectivity to extinct (plagued) colonies. The idea that prairie dogs are not likely to be the main vector that spreads Y. pestis across the landscape is supported by the observation that colony extinctions are primarily caused by plague, prairie-dog dispersal is short range, and connectivity to extinct colonies was not selected as a factor in the models. We also conducted simulations with the best model to examine long-term patterns of colony occupancy and persistence of prairie-dog metapopulations. In the case where the metapopulations persist, our model predicted that the western metapopulation would have a colony occupancy rate approximately 2.5 times higher than that of the eastern metapopulation (-50% occupied colonies vs. 20%) in 50 years, but that the western metapopulation has -80% chance of extinction in 100 years while the eastern metapopulation has a less than 25% chance. Extinction probability of individual colonies depended on the frequency with which colonies of the same size class occurred in the metapopulation. Thus, the long-term persistence of prairie-dog metapopulations depended on specific details of the metapopulation.

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

PubMed

Oizumi, Ryo

2014-01-01

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

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

PubMed Central

Oizumi, Ryo

2014-01-01

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

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

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

Xie, Fei; Huang, Yongxi

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

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

DOE PAGES

Xie, Fei; Huang, Yongxi

2018-02-04

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

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

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

PubMed

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

2015-05-01

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

Multiple scales in metapopulations of public goods producers

NASA Astrophysics Data System (ADS)

Bauer, Marianne; Frey, Erwin

2018-04-01

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

Natural selection for costly nutrient recycling in simulated microbial metacommunities.

PubMed

Boyle, Richard A; Williams, Hywel T P; Lenton, Timothy M

2012-11-07

Recycling of essential nutrients occurs at scales from microbial communities to global biogeochemical cycles, often in association with ecological interactions in which two or more species utilise each others' metabolic by-products. However, recycling loops may be unstable; sequences of reactions leading to net recycling may be parasitised by side-reactions causing nutrient loss, while some reactions in any closed recycling loop are likely to be costly to participants. Here we examine the stability of nutrient recycling loops in an individual-based ecosystem model based on microbial functional types that differ in their metabolism. A supplied nutrient is utilised by a "source" functional type, generating a secondary nutrient that is subsequently used by two other types-a "mutualist" that regenerates the initial nutrient at a growth rate cost, and a "parasite" that produces a refractory waste product but does not incur any additional cost. The three functional types are distributed across a metacommunity in which separate patches are linked by a stochastic diffusive migration process. Regions of high mutualist abundance feature high levels of nutrient recycling and increased local population density leading to greater export of individuals, allowing the source-mutualist recycling loop to spread across the system. Individual-level selection favouring parasites is balanced by patch-level selection for high productivity, indirectly favouring mutualists due to the synergistic productivity benefits of the recycling loop they support. This suggests that multi-level selection may promote nutrient cycling and thereby help to explain the apparent ubiquity and stability of nutrient recycling in nature.

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

PubMed

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

2015-02-01

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

From Complex to Simple: Interdisciplinary Stochastic Models

ERIC Educational Resources Information Center

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

2012-01-01

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

Automatic paper sliceform design from 3D solid models.

PubMed

Le-Nguyen, Tuong-Vu; Low, Kok-Lim; Ruiz, Conrado; Le, Sang N

2013-11-01

A paper sliceform or lattice-style pop-up is a form of papercraft that uses two sets of parallel paper patches slotted together to make a foldable structure. The structure can be folded flat, as well as fully opened (popped-up) to make the two sets of patches orthogonal to each other. Automatic design of paper sliceforms is still not supported by existing computational models and remains a challenge. We propose novel geometric formulations of valid paper sliceform designs that consider the stability, flat-foldability and physical realizability of the designs. Based on a set of sufficient construction conditions, we also present an automatic algorithm for generating valid sliceform designs that closely depict the given 3D solid models. By approximating the input models using a set of generalized cylinders, our method significantly reduces the search space for stable and flat-foldable sliceforms. To ensure the physical realizability of the designs, the algorithm automatically generates slots or slits on the patches such that no two cycles embedded in two different patches are interlocking each other. This guarantees local pairwise assembility between patches, which is empirically shown to lead to global assembility. Our method has been demonstrated on a number of example models, and the output designs have been successfully made into real paper sliceforms.

Environmentally transmitted parasites: Host-jumping in a heterogeneous environment.

PubMed

Caraco, Thomas; Cizauskas, Carrie A; Wang, Ing-Nang

2016-05-21

Groups of chronically infected reservoir-hosts contaminate resource patches by shedding a parasite׳s free-living stage. Novel-host groups visit the same patches, where they are exposed to infection. We treat arrival at patches, levels of parasite deposition, and infection of the novel host as stochastic processes, and derive the expected time elapsing until a host-jump (initial infection of a novel host) occurs. At stationarity, mean parasite densities are independent of reservoir-host group size. But within-patch parasite-density variances increase with reservoir group size. The probability of infecting a novel host declines with parasite-density variance; consequently larger reservoir groups extend the mean waiting time for host-jumping. Larger novel-host groups increase the probability of a host-jump during any single patch visit, but also reduce the total number of visits per unit time. Interaction of these effects implies that the waiting time for the first infection increases with the novel-host group size. If the reservoir-host uses resource patches in any non-uniform manner, reduced spatial overlap between host species increases the waiting time for host-jumping. Copyright © 2016 Elsevier Ltd. All rights reserved.

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

NASA Astrophysics Data System (ADS)

Renard, P.; Julien, S.

2017-12-01

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

The 2005 Tarapaca, Chile, Intermediate-depth Earthquake: Evidence of Heterogeneous Fluid Distribution Across the Plate?

NASA Astrophysics Data System (ADS)

Kuge, K.; Kase, Y.; Urata, Y.; Campos, J.; Perez, A.

2008-12-01

The physical mechanism of intermediate-depth earthquakes remains unsolved, and dehydration embrittlement in subducting plates is a candidate. An earthquake of Mw7.8 occurred at a depth of 115 km beneath Tarapaca, Chile. In this study, we suggest that the earthquake rupture can be attributed to heterogeneous fluid distribution across the subducting plate. The distribution of aftershocks suggests that the earthquake occurred on the subhorizontal fault plane. By modeling regional waveforms, we determined the spatiotemporal distribution of moment release on the fault plane, testing a different suite of velocity models and hypocenters. Two patches of high slip were robustly obtained, although their geometry tends to vary. We tested the results separately by computing the synthetic teleseismic P and pP waveforms. Observed P waveforms are generally modeled, whereas two pulses of observed pP require that the two patches are in the WNW-ESE direction. From the selected moment-release evolution, the dynamic rupture model was constructed by means of Mikumo et al. (1998). The model shows two patches of high dynamic stress drop. Notable is a region of negative stress drop between the two patches. This was required so that the region could lack wave radiation but propagate rupture from the first to the second patches. We found from teleseismic P that the radiation efficiency of the earthquake is relatively small, which can support the existence of negative stress drop during the rupture. The heterogeneous distribution of stress drop that we found can be caused by fluid. The T-P condition of dehydration explains the locations of double seismic zones (e.g. Hacker et al., 2003). The distance between the two patches of high stress drop agrees with the distance between the upper and lower layers of the double seismic zone observed in the south (Rietbrock and Waldhauser, 2004). The two patches can be parts of the double seismic zone, indicating the existence of fluid from dehydration, whereas the region of negative stress drop is in the absence of fluid. In the background environment of negative stress drop, fluid can change the negative stress drop to positive, due to pore pressure variation (e.g. thermal pressurization).

Digital hardware implementation of a stochastic two-dimensional neuron model.

PubMed

Grassia, F; Kohno, T; Levi, T

2016-11-01

This study explores the feasibility of stochastic neuron simulation in digital systems (FPGA), which realizes an implementation of a two-dimensional neuron model. The stochasticity is added by a source of current noise in the silicon neuron using an Ornstein-Uhlenbeck process. This approach uses digital computation to emulate individual neuron behavior using fixed point arithmetic operation. The neuron model's computations are performed in arithmetic pipelines. It was designed in VHDL language and simulated prior to mapping in the FPGA. The experimental results confirmed the validity of the developed stochastic FPGA implementation, which makes the implementation of the silicon neuron more biologically plausible for future hybrid experiments. Copyright © 2017 Elsevier Ltd. All rights reserved.

Label fusion based brain MR image segmentation via a latent selective model

NASA Astrophysics Data System (ADS)

Liu, Gang; Guo, Xiantang; Zhu, Kai; Liao, Hengxu

2018-04-01

Multi-atlas segmentation is an effective approach and increasingly popular for automatically labeling objects of interest in medical images. Recently, segmentation methods based on generative models and patch-based techniques have become the two principal branches of label fusion. However, these generative models and patch-based techniques are only loosely related, and the requirement for higher accuracy, faster segmentation, and robustness is always a great challenge. In this paper, we propose novel algorithm that combines the two branches using global weighted fusion strategy based on a patch latent selective model to perform segmentation of specific anatomical structures for human brain magnetic resonance (MR) images. In establishing this probabilistic model of label fusion between the target patch and patch dictionary, we explored the Kronecker delta function in the label prior, which is more suitable than other models, and designed a latent selective model as a membership prior to determine from which training patch the intensity and label of the target patch are generated at each spatial location. Because the image background is an equally important factor for segmentation, it is analyzed in label fusion procedure and we regard it as an isolated label to keep the same privilege between the background and the regions of interest. During label fusion with the global weighted fusion scheme, we use Bayesian inference and expectation maximization algorithm to estimate the labels of the target scan to produce the segmentation map. Experimental results indicate that the proposed algorithm is more accurate and robust than the other segmentation methods.

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

NASA Astrophysics Data System (ADS)

Sadhu, Susmita; Kuehn, Christian

2018-03-01

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

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

PubMed

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

2014-12-01

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

Gene regulation and noise reduction by coupling of stochastic processes

NASA Astrophysics Data System (ADS)

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

2015-02-01

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

Gene regulation and noise reduction by coupling of stochastic processes

PubMed Central

Hornos, José Eduardo M.; Reinitz, John

2015-01-01

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

Gene regulation and noise reduction by coupling of stochastic processes.

PubMed

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

2015-02-01

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

How the Slip Distribution Complexities Control the Tsunami Scenarios: a Sensitivity Analysis for the Hellenic and Calabrian Subduction Interfaces.

NASA Astrophysics Data System (ADS)

Scala, A.; Murphy, S.; Herrero, A.; Maesano, F. E.; Lorito, S.; Romano, F.; Tiberti, M. M.; Tonini, R.; Volpe, M.; Basili, R.

2017-12-01

Recent giant tsunamigenic earthquakes (Sumatra 2004, Chile 2010, Tohoku 2011) have confirmed that the complexity of seismic slip distributions may play a fundamental role in the generation and the amplitude of the tsunami waves. In particular, big patches of large slip on the shallower part of the subduction zones, as well as slow rupture propagation within low rigidity areas, can contribute to increase the tsunamigenic potential thus generating devastating coastal inundation. In the Mediterranean Sea, some subduction structures can be identified, such as the Hellenic Arc at the boundary between the African and Aegean plates, and the Calabrian Arc between the European and African plates. We have modelled these areas using discretized high-resolution 3D fault geometries with realistic variability of the strike and dip angles. In particular, the latter geometries have been constrained from the analysis of a dense network of seismic reflection profiles and the seismicity of the areas. To study the influence of different rigidity conditions, we compare the tsunami scenarios deriving from homogeneous slip to those obtained from depth-dependent slip distributions at different magnitudes. These depth-dependent slip distributions are obtained by imposing a variability with depth of both shear modulus and seismic rate, and the conservation of the dislocation over the whole subduction zone. Furthermore, we generate along the Hellenic and Calabrian arc subduction interfaces an ensemble of stochastic slip distributions using a composite source model technique. To mimic either single or multiple asperity source models, the distribution of sub-events whose sum produces the stochastic slip, are distributed based on a PDF, defined as the combination of either one or more Gaussian functions. Tsunami scenarios are then generated from this ensemble in order to address how the position of the main patch of slip can affect the tsunami amplitude along the coast.

Approximation methods of European option pricing in multiscale stochastic volatility model

NASA Astrophysics Data System (ADS)

Ni, Ying; Canhanga, Betuel; Malyarenko, Anatoliy; Silvestrov, Sergei

2017-01-01

In the classical Black-Scholes model for financial option pricing, the asset price follows a geometric Brownian motion with constant volatility. Empirical findings such as volatility smile/skew, fat-tailed asset return distributions have suggested that the constant volatility assumption might not be realistic. A general stochastic volatility model, e.g. Heston model, GARCH model and SABR volatility model, in which the variance/volatility itself follows typically a mean-reverting stochastic process, has shown to be superior in terms of capturing the empirical facts. However in order to capture more features of the volatility smile a two-factor, of double Heston type, stochastic volatility model is more useful as shown in Christoffersen, Heston and Jacobs [12]. We consider one modified form of such two-factor volatility models in which the volatility has multiscale mean-reversion rates. Our model contains two mean-reverting volatility processes with a fast and a slow reverting rate respectively. We consider the European option pricing problem under one type of the multiscale stochastic volatility model where the two volatility processes act as independent factors in the asset price process. The novelty in this paper is an approximating analytical solution using asymptotic expansion method which extends the authors earlier research in Canhanga et al. [5, 6]. In addition we propose a numerical approximating solution using Monte-Carlo simulation. For completeness and for comparison we also implement the semi-analytical solution by Chiarella and Ziveyi [11] using method of characteristics, Fourier and bivariate Laplace transforms.

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.

Patch dynamics of a foraging assemblage of bees.

PubMed

Wright, David Hamilton

1985-03-01

The composition and dynamics of foraging assemblages of bees were examined from the standpoint of species-level arrival and departure processes in patches of flowers. Experiments with bees visiting 4 different species of flowers in subalpine meadows in Colorado gave the following results: 1) In enriched patches the rates of departure of bees were reduced, resulting in increases in both the number of bees per species and the average number of species present. 2) The reduction in bee departure rates from enriched patches was due to mechanical factors-increased flower handling time, and to behavioral factors-an increase in the number of flowers visited per inflorescence and in the number of inflorescences visited per patch. Bees foraging in enriched patches could collect nectar 30-45% faster than those foraging in control patches. 3) The quantitative changes in foraging assemblages due to enrichment, in terms of means and variances of species population sizes, fraction of time a species was present in a patch, and in mean and variance of the number of species present, were in reasonable agreement with predictions drawn from queuing theory and studies in island biogeography. 4) Experiments performed with 2 species of flowers with different corolla tube lengths demonstrated that manipulation of resources of differing availability had unequal effects on particular subsets of the larger foraging community. The arrival-departure process of bees on flowers and the immigration-extinction process of species on islands are contrasted, and the value of the stochastic, species-level approach to community composition is briefly discussed.

Quantifying geomorphic controls on riparian forest dynamics using a linked physical-biological model: implications for river corridor conservation

NASA Astrophysics Data System (ADS)

Stella, J. C.; Harper, E. B.; Fremier, A. K.; Hayden, M. K.; Battles, J. J.

2009-12-01

In high-order alluvial river systems, physical factors of flooding and channel migration are particularly important drivers of riparian forest dynamics because they regulate habitat creation, resource fluxes of water, nutrients and light that are critical for growth, and mortality from fluvial disturbance. Predicting vegetation composition and dynamics at individual sites in this setting is challenging, both because of the stochastic nature of the flood regime and the spatial variability of flood events. Ecological models that correlate environmental factors with species’ occurrence and abundance (e.g., ’niche models’) often work well in infrequently-disturbed upland habitats, but are less useful in river corridors and other dynamic zones where environmental conditions fluctuate greatly and selection pressures on disturbance-adapted organisms are complex. In an effort to help conserve critical riparian forest habitat along the middle Sacramento River, CA, we are taking a mechanistic approach to quantify linkages between fluvial and biotic processes for Fremont cottonwood (Populus fremontii), a keystone pioneer tree in dryland rivers ecosystems of the U.S. Southwest. To predict the corridor-wide population effects of projected changes to the disturbance regime from flow regulation, climate change, and landscape modifications, we have coupled a physical model of channel meandering with a patch-based population model that incorporates the climatic, hydrologic, and topographic factors critical for tree recruitment and survival. We employed these linked simulations to study the relative influence of the two most critical habitat types--point bars and abandoned channels--in sustaining the corridor-wide cottonwood population over a 175-year period. The physical model uses discharge data and channel planform to predict the spatial distribution of new habitat patches; the population model runs on top of this physical template to track tree colonization and survival on each patch. Model parameters of tree life-history traits (e.g., dispersal timing) and hydrogeomorphic processes (e.g., sedimentation rate) were determined by field and experimental studies, and aerial LIDAR, with separate range of values for point bar versus floodplain habitats. In most runs, abandoned channels were colonized one third as frequently as point bars, but supported much larger forest patches when colonization was successful (from 15-99% of forest area, depending on point bar success). Independent evaluation of aerial photos confirm that cottonwood forest stands associated with abandoned channels were less frequent (38% of all stands) but more extensive (53% of all forest area) relative to those caused by migrating point bars. Results indicate that changes to the rate and scale of river migration, and particularly channel abandonment, from human and climatic alterations to the flow regime will likely influence riparian corridor-wide tree population structure and forest dynamics, with consequences for the community of organisms that depend on this habitat.

Oscillatory electrostatic potential on graphene induced by group IV element decoration

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

Du, Chunyan; Yu, Liwei; Liu, Xiaojie

The structures and electronic properties of partial C, Si and Ge decorated graphene were investigated by first-principles calculations. The calculations show that the interaction between graphene and the decoration patches is weak and the semiconductor patches act as agents for weak electron doping without much disturbing graphene electronic π-bands. Redistribution of electrons due to the partial decoration causes the electrostatic potential lower in the decorated graphene areas, thus induced an electric field across the boundary between the decorated and non-decorated domains. Such an alternating electric field can change normal stochastic adatom diffusion to biased diffusion, leading to selective mass transport.

Oscillatory electrostatic potential on graphene induced by group IV element decoration

DOE PAGES

Du, Chunyan; Yu, Liwei; Liu, Xiaojie; ...

2017-10-13

The structures and electronic properties of partial C, Si and Ge decorated graphene were investigated by first-principles calculations. The calculations show that the interaction between graphene and the decoration patches is weak and the semiconductor patches act as agents for weak electron doping without much disturbing graphene electronic π-bands. Redistribution of electrons due to the partial decoration causes the electrostatic potential lower in the decorated graphene areas, thus induced an electric field across the boundary between the decorated and non-decorated domains. Such an alternating electric field can change normal stochastic adatom diffusion to biased diffusion, leading to selective mass transport.

Temperature variation effects on stochastic characteristics for low-cost MEMS-based inertial sensor error

NASA Astrophysics Data System (ADS)

El-Diasty, M.; El-Rabbany, A.; Pagiatakis, S.

2007-11-01

We examine the effect of varying the temperature points on MEMS inertial sensors' noise models using Allan variance and least-squares spectral analysis (LSSA). Allan variance is a method of representing root-mean-square random drift error as a function of averaging times. LSSA is an alternative to the classical Fourier methods and has been applied successfully by a number of researchers in the study of the noise characteristics of experimental series. Static data sets are collected at different temperature points using two MEMS-based IMUs, namely MotionPakII and Crossbow AHRS300CC. The performance of the two MEMS inertial sensors is predicted from the Allan variance estimation results at different temperature points and the LSSA is used to study the noise characteristics and define the sensors' stochastic model parameters. It is shown that the stochastic characteristics of MEMS-based inertial sensors can be identified using Allan variance estimation and LSSA and the sensors' stochastic model parameters are temperature dependent. Also, the Kaiser window FIR low-pass filter is used to investigate the effect of de-noising stage on the stochastic model. It is shown that the stochastic model is also dependent on the chosen cut-off frequency.

How do patch quality and spatial context affect invertebrate communities in a natural moss microlandscape?

NASA Astrophysics Data System (ADS)

Trekels, Hendrik; Driesen, Mario; Vanschoenwinkel, Bram

2017-11-01

Globally, moss associated invertebrates remain poorly studied and it is largely unknown to what extent their diversity is driven by local environmental conditions or the landscape context. Here, we investigated small scale drivers of invertebrate communities in a moss landscape in a temperate forest in Western Europe. By comparing replicate quadrats of 5 different moss species in a continuous moss landscape, we found that mosses differed in invertebrate density and community composition. Although, in general, richness was similar among moss species, some invertebrate taxa were significantly linked to certain moss species. Only moss biomass and not relative moisture content could explain differences in invertebrate densities among moss species. Second, we focused on invertebrate communities associated with the locally common moss species Kindbergia praelonga in isolated moss patches on dead tree trunks to look at effects of patch size, quality, heterogeneity and connectivity on invertebrate communities. Invertebrate richness was higher in patches under closed canopies than under more open canopies, presumably due to the higher input of leaf litter and/or lower evaporation. In addition, increased numbers of other moss species in the same patch seemed to promote invertebrate richness in K. praelonga, possibly due to mass effects. Since invertebrate richness was unaffected by patch size and isolation, dispersal was probably not limiting in this system with patches separated by tens of meters, or stochastic extinctions may be uncommon. Overall, we conclude that invertebrate composition in moss patches may not only depend on local patch conditions, in a particular moss species, but also on the presence of other moss species in the direct vicinity.

Like-charged protein-polyelectrolyte complexation driven by charge patches

NASA Astrophysics Data System (ADS)

Yigit, Cemil; Heyda, Jan; Ballauff, Matthias; Dzubiella, Joachim

2015-08-01

We study the pair complexation of a single, highly charged polyelectrolyte (PE) chain (of 25 or 50 monomers) with like-charged patchy protein models (CPPMs) by means of implicit-solvent, explicit-salt Langevin dynamics computer simulations. Our previously introduced set of CPPMs embraces well-defined zero-, one-, and two-patched spherical globules each of the same net charge and (nanometer) size with mono- and multipole moments comparable to those of globular proteins with similar size. We observe large binding affinities between the CPPM and the like-charged PE in the tens of the thermal energy, kBT, that are favored by decreasing salt concentration and increasing charge of the patch(es). Our systematic analysis shows a clear correlation between the distance-resolved potentials of mean force, the number of ions released from the PE, and CPPM orientation effects. In particular, we find a novel two-site binding behavior for PEs in the case of two-patched CPPMs, where intermediate metastable complex structures are formed. In order to describe the salt-dependence of the binding affinity for mainly dipolar (one-patched) CPPMs, we introduce a combined counterion-release/Debye-Hückel model that quantitatively captures the essential physics of electrostatic complexation in our systems.

Deterministic and stochastic CTMC models from Zika disease transmission

NASA Astrophysics Data System (ADS)

Zevika, Mona; Soewono, Edy

2018-03-01

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

A large-scale deforestation experiment: Effects of patch area and isolation on Amazon birds

USGS Publications Warehouse

Ferraz, G.; Nichols, J.D.; Hines, J.E.; Stouffer, P.C.; Bierregaard, R.O.; Lovejoy, T.E.

2007-01-01

As compared with extensive contiguous areas, small isolated habitat patches lack many species. Some species disappear after isolation; others are rarely found in any small patch, regardless of isolation. We used a 13-year data set of bird captures from a large landscape-manipulation experiment in a Brazilian Amazon forest to model the extinction-colonization dynamics of 55 species and tested basic predictions of island biogeography and metapopulation theory. From our models, we derived two metrics of species vulnerability to changes in isolation and patch area. We found a strong effect of area and a variable effect of isolation on the predicted patch occupancy by birds.

Arbitrarily shaped dual-stacked patch antennas: A hybrid FEM simulation

NASA Technical Reports Server (NTRS)

Gong, Jian; Volakis, John L.

1995-01-01

A dual-stacked patch antenna is analyzed using a hybrid finite element - boundary integral (FE-BI) method. The metallic patches of the antenna are modeled as perfectly electric conducting (PEC) plates stacked on top of two different dielectric layers. The antenna patches may be of any shape and the lower patch is fed by a coaxial cable from underneath the ground plane or by an aperture coupled microstrip line. The ability of the hybrid FEM technique for the stacked patch antenna characterization will be stressed, and the EM coupling mechanism is also discussed with the aid of the computed near field patterns around the patches.

The Role of River Morphodynamic Disturbance and Groundwater Hydrology As Driving Factors of Riparian Landscape Patterns in Mediterranean Rivers.

PubMed

Rivaes, Rui; Pinheiro, António N; Egger, Gregory; Ferreira, Teresa

2017-01-01

Fluvial disturbances, especially floods and droughts, are the main drivers of the successional patterns of riparian vegetation. Those disturbances control the riparian landscape dynamics through the direct interaction between flow and vegetation. The main aim of this work is to investigate the specific paths by which fluvial disturbances, distributed by its components of groundwater hydrology (grndh) and morphodynamic disturbance (mrphd), drive riparian landscape patterns as characterized by the location (position in the river corridor) and shape (physical form of the patch) of vegetation patches in Mediterranean rivers. Specifically, this work assesses how the different components of fluvial disturbances affect these features in general and particularly in each succession phase of riparian vegetation. grndh and mrphd were defined by time and intensity weighted indexes calculated, respectively, from the mean annual water table elevations and the annual maximum instantaneous discharge shear stresses of the previous decade. The interactions between riparian landscape features and fluvial disturbances were assessed by confirmatory factor analysis using structural equation modeling. Two hypothetical models for patch location and shape were conceptualized and tested against empirical data collected from 220 patches at four different study sites. Both models were successfully fitted, meaning that they adequately depicted the relationships between the variables. Furthermore, the models achieved a good adjustment for the observed data, based on the evaluation of several approximate fit indexes. The patch location model explained approximately 80% of the patch location variability, demonstrating that the location of the riparian patches is primarily driven by grndh, while the mrphd had very little effect on this feature. In a multigroup analysis regarding the succession phases of riparian vegetation, the fitted model explained more than 68% of the variance of the data, confirming the results of the general model. The patch shape model explained nearly 13% of the patch shape variability, in which the disturbances came to have less influence on driving this feature. However, grndh continues to be the primary driver of riparian vegetation between the two disturbance factors, despite the proportional increase of the mrphd effect to approximately a third of the grndh effect.

The Role of River Morphodynamic Disturbance and Groundwater Hydrology As Driving Factors of Riparian Landscape Patterns in Mediterranean Rivers

PubMed Central

Rivaes, Rui; Pinheiro, António N.; Egger, Gregory; Ferreira, Teresa

2017-01-01

Fluvial disturbances, especially floods and droughts, are the main drivers of the successional patterns of riparian vegetation. Those disturbances control the riparian landscape dynamics through the direct interaction between flow and vegetation. The main aim of this work is to investigate the specific paths by which fluvial disturbances, distributed by its components of groundwater hydrology (grndh) and morphodynamic disturbance (mrphd), drive riparian landscape patterns as characterized by the location (position in the river corridor) and shape (physical form of the patch) of vegetation patches in Mediterranean rivers. Specifically, this work assesses how the different components of fluvial disturbances affect these features in general and particularly in each succession phase of riparian vegetation. grndh and mrphd were defined by time and intensity weighted indexes calculated, respectively, from the mean annual water table elevations and the annual maximum instantaneous discharge shear stresses of the previous decade. The interactions between riparian landscape features and fluvial disturbances were assessed by confirmatory factor analysis using structural equation modeling. Two hypothetical models for patch location and shape were conceptualized and tested against empirical data collected from 220 patches at four different study sites. Both models were successfully fitted, meaning that they adequately depicted the relationships between the variables. Furthermore, the models achieved a good adjustment for the observed data, based on the evaluation of several approximate fit indexes. The patch location model explained approximately 80% of the patch location variability, demonstrating that the location of the riparian patches is primarily driven by grndh, while the mrphd had very little effect on this feature. In a multigroup analysis regarding the succession phases of riparian vegetation, the fitted model explained more than 68% of the variance of the data, confirming the results of the general model. The patch shape model explained nearly 13% of the patch shape variability, in which the disturbances came to have less influence on driving this feature. However, grndh continues to be the primary driver of riparian vegetation between the two disturbance factors, despite the proportional increase of the mrphd effect to approximately a third of the grndh effect. PMID:28979278

Patch models and their applications to multivehicle command and control.

PubMed

Rao, Venkatesh G; D'Andrea, Raffaello

2007-06-01

We introduce patch models, a computational modeling formalism for multivehicle combat domains, based on spatiotemporal abstraction methods developed in the computer science community. The framework yields models that are expressive enough to accommodate nontrivial controlled vehicle dynamics while being within the representational capabilities of common artificial intelligence techniques used in the construction of autonomous systems. The framework allows several key design requirements of next-generation network-centric command and control systems, such as maintenance of shared situation awareness, to be achieved. Major features include support for multiple situation models at each decision node and rapid mission plan adaptation. We describe the formal specification of patch models and our prototype implementation, i.e., Patchworks. The capabilities of patch models are validated through a combat mission simulation in Patchworks, which involves two defending teams protecting a camp from an enemy attacking team.

Modeling the Geographic Spread of Rabies in China

PubMed Central

Chen, Jing; Zou, Lan; Jin, Zhen; Ruan, Shigui

2015-01-01

In order to investigate how the movement of dogs affects the geographically inter-provincial spread of rabies in Mainland China, we propose a multi-patch model to describe the transmission dynamics of rabies between dogs and humans, in which each province is regarded as a patch. In each patch the submodel consists of susceptible, exposed, infectious, and vaccinated subpopulations of both dogs and humans and describes the spread of rabies among dogs and from infectious dogs to humans. The existence of the disease-free equilibrium is discussed, the basic reproduction number is calculated, and the effect of moving rates of dogs between patches on the basic reproduction number is studied. To investigate the rabies virus clades lineages, the two-patch submodel is used to simulate the human rabies data from Guizhou and Guangxi, Hebei and Fujian, and Sichuan and Shaanxi, respectively. It is found that the basic reproduction number of the two-patch model could be larger than one even if the isolated basic reproduction number of each patch is less than one. This indicates that the immigration of dogs may make the disease endemic even if the disease dies out in each isolated patch when there is no immigration. In order to reduce and prevent geographical spread of rabies in China, our results suggest that the management of dog markets and trades needs to be regulated, and transportation of dogs has to be better monitored and under constant surveillance. PMID:26020234

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

NASA Astrophysics Data System (ADS)

Gao, Shujing; Zhong, Deming; Zhang, Yan

2018-04-01

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

Bust economics: foragers choose high quality habitats in lean times

PubMed Central

Dickman, Christopher R.

2016-01-01

In environments where food resources are spatially variable and temporarily impoverished, consumers that encounter habitat patches with different food density should focus their foraging initially where food density is highest before they move to patches where food density is lower. Increasing missed opportunity costs should drive individuals progressively to patches with lower food density as resources in the initially high food density patches deplete. To test these expectations, we assessed the foraging decisions of two species of dasyurid marsupials (dunnarts: Sminthopsis hirtipes and S. youngsoni) during a deep drought, or bust period, in the Simpson Desert of central Australia. Dunnarts were allowed access to three patches containing different food densities using an interview chamber experiment. Both species exhibited clear preference for the high density over the lower food density patches as measured in total harvested resources. Similarly, when measuring the proportion of resources harvested within the patches, we observed a marginal preference for patches with initially high densities. Models analyzing behavioral choices at the population level found no differences in behavior between the two species, but models analyzing choices at the individual level uncovered some variation. We conclude that dunnarts can distinguish between habitat patches with different densities of food and preferentially exploit the most valuable. As our observations were made during bust conditions, experiments should be repeated during boom times to assess the foraging economics of dunnarts when environmental resources are high. PMID:26839751

Automatic derivation of natural and artificial lineaments from ALS point clouds in floodplains

NASA Astrophysics Data System (ADS)

Mandlburger, G.; Briese, C.

2009-04-01

Water flow is one of the most important driving forces in geomorphology and river systems have ever since formed our landscapes. With increasing urbanisation fertile flood plains were more and more cultivated and the defence of valuable settlement areas by dikes and dams became an important issue. Today, we are dealing with landscapes built up by natural as well as man-made artificial forces. In either case the general shape of the terrain can be portrayed by lineaments representing discontinuities of the terrain slope. Our contribution, therefore, presents an automatic method for delineating natural and artificial structure lines based on randomly distributed point data with high density of more than one point/m2. Preferably, the last echoes of airborne laser scanning (ALS) point clouds are used, since the laser signal is able to penetrate vegetation through small gaps in the foliage. Alternatively, point clouds from (multi) image matching can be employed, but poor ground point coverage in vegetated areas is often the limiting factor. Our approach is divided into three main steps: First, potential 2D start segments are detected by analyzing the surface curvature in the vicinity of each data point, second, the detailed 3D progression of each structure line is modelled patch-wise by intersecting surface pairs (e.g. planar patch pairs) based on the detected start segments and by performing line growing and, finally, post-processing like line cleaning, smoothing and networking is carried out in a last step. For the initial detection of start segments a best fitting two dimensional polynomial surface (quadric) is computed in each data point based on a set of neighbouring points, from which the minimum and maximum curvature is derived. Patches showing high maximum and low minimum curvatures indicate linear discontinuities in the surface slope and serve as start segments for the subsequent 3D modelling. Based on the 2D location and orientation of the start segments, surface patches can be identified as to the left or the right of the structure line. For each patch pair the intersection line is determined by least squares adjustment. The stochastic model considers the planimetric accuracy of the start segments, and the vertical measurement errors in the data points. A robust estimation approach is embedded in the patch adjustment for elimination of off-terrain ALS last echo points. Starting from an initial patch pair, structure line modelling is continued in forward and backward direction as long as certain thresholds (e.g. minimum surface intersection angles) are fulfilled. In the final post-processing step the resulting line set is cleaned by connecting corresponding line parts, by removing short line strings of minor relevance, and by thinning the resulting line set with respect to a certain approximation tolerance in order to reduce the amount of line data. Thus, interactive human verification and editing is limited to a minimum. In a real-world example structure lines were computed for a section of the river Main (ALS, last echoes, 4 points/m2) demonstrating the high potential of the proposed method with respect to accuracy and completeness. Terrestrial control measurements have confirmed the high accuracy expectations both in planimetry (<0.4m) and height (<0.2m).

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.

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

DOE PAGES

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

2015-05-19

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

Algorithmic commonalities in the parallel environment

NASA Technical Reports Server (NTRS)

Mcanulty, Michael A.; Wainer, Michael S.

1987-01-01

The ultimate aim of this project was to analyze procedures from substantially different application areas to discover what is either common or peculiar in the process of conversion to the Massively Parallel Processor (MPP). Three areas were identified: molecular dynamic simulation, production systems (rule systems), and various graphics and vision algorithms. To date, only selected graphics procedures have been investigated. They are the most readily available, and produce the most visible results. These include simple polygon patch rendering, raycasting against a constructive solid geometric model, and stochastic or fractal based textured surface algorithms. Only the simplest of conversion strategies, mapping a major loop to the array, has been investigated so far. It is not entirely satisfactory.

A search theory model of patch-to-patch forager movement with application to pollinator-mediated gene flow.

PubMed

Hoyle, Martin; Cresswell, James E

2007-09-07

We present a spatially implicit analytical model of forager movement, designed to address a simple scenario common in nature. We assume minimal depression of patch resources, and discrete foraging bouts, during which foragers fill to capacity. The model is particularly suitable for foragers that search systematically, foragers that deplete resources in a patch only incrementally, and for sit-and-wait foragers, where harvesting does not affect the rate of arrival of forage. Drawing on the theory of job search from microeconomics, we estimate the expected number of patches visited as a function of just two variables: the coefficient of variation of the rate of energy gain among patches, and the ratio of the expected time exploiting a randomly chosen patch and the expected time travelling between patches. We then consider the forager as a pollinator and apply our model to estimate gene flow. Under model assumptions, an upper bound for animal-mediated gene flow between natural plant populations is approximately proportional to the probability that the animal rejects a plant population. In addition, an upper bound for animal-mediated gene flow in any animal-pollinated agricultural crop from a genetically modified (GM) to a non-GM field is approximately proportional to the proportion of fields that are GM and the probability that the animal rejects a field.

Modeling Novelty Habituation During Exploratory Activity in Drosophila

PubMed Central

Soibam, Benjamin; Shah, Shishir; Gunaratne, Gemunu H.; Roman, Gregg W.

2013-01-01

Habituation is a common form of non-associative learning in which the organism gradually decreases its response to repeated stimuli. The decrease in exploratory activity of many animal species during exposure to a novel open field arena is a widely studied habituation paradigm. However, a theoretical framework to quantify how the novelty of the arena is learned during habituation is currently missing. Drosophila melanogaster display a high mean absolute activity and a high probability for directional persistence when first introduced to a novel arena. Both measures decrease during habituation to the arena. Here, we propose a phenomenological model of habituation for Drosophila exploration based on two principles: Drosophila form a spatial representation of the arena edge as a set of connected local patches, and repeated exposure to these patches is essential for the habituation of the novelty. The level of exposure depends on the number of visitations and is quantified by a variable referred to as “coverage.” This model was tested by comparing predictions against the experimentally measured behavior of wild type Drosophila. The novelty habituation of wild type Canton-S depends on coverage and is specifically independent of the arena radius. Our model describes the time dependent locomotor activity, ΔD, of Canton-S using an experimentally established stochastic process Pn(ΔD) which depends on the coverage. The quantitative measures of exploration and habituation were further applied to three mutant genotypes. Consistent with a requirement for vision in novelty habituation, blind no receptor potential A7 mutants display a failure in the decay of probability for directional persistence and mean absolute activity. The rutabaga2080 habituation mutant also shows defects in these measures. The kurtz1 non-visual arrestin mutant demonstrates a rapid decay in these measures, implying reduced motivation. The model and the habituation measures offer a powerful framework for understanding mechanisms associated with open field habituation. PMID:23597866

Variational principles for stochastic fluid dynamics

PubMed Central

Holm, Darryl D.

2015-01-01

This paper derives stochastic partial differential equations (SPDEs) for fluid dynamics from a stochastic variational principle (SVP). The paper proceeds by taking variations in the SVP to derive stochastic Stratonovich fluid equations; writing their Itô representation; and then investigating the properties of these stochastic fluid models in comparison with each other, and with the corresponding deterministic fluid models. The circulation properties of the stochastic Stratonovich fluid equations are found to closely mimic those of the deterministic ideal fluid models. As with deterministic ideal flows, motion along the stochastic Stratonovich paths also preserves the helicity of the vortex field lines in incompressible stochastic flows. However, these Stratonovich properties are not apparent in the equivalent Itô representation, because they are disguised by the quadratic covariation drift term arising in the Stratonovich to Itô transformation. This term is a geometric generalization of the quadratic covariation drift term already found for scalar densities in Stratonovich's famous 1966 paper. The paper also derives motion equations for two examples of stochastic geophysical fluid dynamics; namely, the Euler–Boussinesq and quasi-geostropic approximations. PMID:27547083

Stochastic simulations on a model of circadian rhythm generation.

PubMed

Miura, Shigehiro; Shimokawa, Tetsuya; Nomura, Taishin

2008-01-01

Biological phenomena are often modeled by differential equations, where states of a model system are described by continuous real values. When we consider concentrations of molecules as dynamical variables for a set of biochemical reactions, we implicitly assume that numbers of the molecules are large enough so that their changes can be regarded as continuous and they are described deterministically. However, for a system with small numbers of molecules, changes in their numbers are apparently discrete and molecular noises become significant. In such cases, models with deterministic differential equations may be inappropriate, and the reactions must be described by stochastic equations. In this study, we focus a clock gene expression for a circadian rhythm generation, which is known as a system involving small numbers of molecules. Thus it is appropriate for the system to be modeled by stochastic equations and analyzed by methodologies of stochastic simulations. The interlocked feedback model proposed by Ueda et al. as a set of deterministic ordinary differential equations provides a basis of our analyses. We apply two stochastic simulation methods, namely Gillespie's direct method and the stochastic differential equation method also by Gillespie, to the interlocked feedback model. To this end, we first reformulated the original differential equations back to elementary chemical reactions. With those reactions, we simulate and analyze the dynamics of the model using two methods in order to compare them with the dynamics obtained from the original deterministic model and to characterize dynamics how they depend on the simulation methodologies.

On Local Homogeneity and Stochastically Ordered Mixed Rasch Models

ERIC Educational Resources Information Center

Kreiner, Svend; Hansen, Mogens; Hansen, Carsten Rosenberg

2006-01-01

Mixed Rasch models add latent classes to conventional Rasch models, assuming that the Rasch model applies within each class and that relative difficulties of items are different in two or more latent classes. This article considers a family of stochastically ordered mixed Rasch models, with ordinal latent classes characterized by increasing total…

Hybrid approaches for multiple-species stochastic reaction–diffusion models

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

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

2015-10-15

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

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.

Modeling polar cap F-region patches using time varying convection

NASA Technical Reports Server (NTRS)

Sojka, J. J.; Bowline, M. D.; Schunk, R. W.; Decker, D. T.; Valladares, C. E.; Sheehan, R.; Anderson, D. N.; Heelis, R. A.

1993-01-01

Creation of polar cap F-region patches are simulated for the first time using two independent physical models of the high latitude ionosphere. The patch formation is achieved by temporally varying the magnetospheric electric field (ionospheric convection) input to the models. The imposed convection variations are comparable to changes in the convection that result from changes in the B(y) IMF component for southward IMF. Solar maximum-winter simulations show that simple changes in the convection pattern lead to significant changes in the polar cap plasma structuring. Specifically, in winter, as enhanced dayside plasma convects into the polar cap to form the classic tongue-of-ionization the convection changes produce density structures that are indistinguishable from the observed patches.

Deterministic and stochastic bifurcations in the Hindmarsh-Rose neuronal model

NASA Astrophysics Data System (ADS)

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

2013-09-01

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

Dynamic Infinite Mixed-Membership Stochastic Blockmodel.

PubMed

Fan, Xuhui; Cao, Longbing; Xu, Richard Yi Da

2015-09-01

Directional and pairwise measurements are often used to model interactions in a social network setting. The mixed-membership stochastic blockmodel (MMSB) was a seminal work in this area, and its ability has been extended. However, models such as MMSB face particular challenges in modeling dynamic networks, for example, with the unknown number of communities. Accordingly, this paper proposes a dynamic infinite mixed-membership stochastic blockmodel, a generalized framework that extends the existing work to potentially infinite communities inside a network in dynamic settings (i.e., networks are observed over time). Additional model parameters are introduced to reflect the degree of persistence among one's memberships at consecutive time stamps. Under this framework, two specific models, namely mixture time variant and mixture time invariant models, are proposed to depict two different time correlation structures. Two effective posterior sampling strategies and their results are presented, respectively, using synthetic and real-world data.

Stochastic Robust Mathematical Programming Model for Power System Optimization

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

Liu, Cong; Changhyeok, Lee; Haoyong, Chen

2016-01-01

This paper presents a stochastic robust framework for two-stage power system optimization problems with uncertainty. The model optimizes the probabilistic expectation of different worst-case scenarios with ifferent uncertainty sets. A case study of unit commitment shows the effectiveness of the proposed model and algorithms.

SIS and SIR epidemic models under virtual dispersal

PubMed Central

Bichara, Derdei; Kang, Yun; Castillo-Chavez, Carlos; Horan, Richard; Perrings, Charles

2015-01-01

We develop a multi-group epidemic framework via virtual dispersal where the risk of infection is a function of the residence time and local environmental risk. This novel approach eliminates the need to define and measure contact rates that are used in the traditional multi-group epidemic models with heterogeneous mixing. We apply this approach to a general n-patch SIS model whose basic reproduction number R0 is computed as a function of a patch residence-times matrix ℙ. Our analysis implies that the resulting n-patch SIS model has robust dynamics when patches are strongly connected: there is a unique globally stable endemic equilibrium when R0 > 1 while the disease free equilibrium is globally stable when R0 ≤ 1. Our further analysis indicates that the dispersal behavior described by the residence-times matrix ℙ has profound effects on the disease dynamics at the single patch level with consequences that proper dispersal behavior along with the local environmental risk can either promote or eliminate the endemic in particular patches. Our work highlights the impact of residence times matrix if the patches are not strongly connected. Our framework can be generalized in other endemic and disease outbreak models. As an illustration, we apply our framework to a two-patch SIR single outbreak epidemic model where the process of disease invasion is connected to the final epidemic size relationship. We also explore the impact of disease prevalence driven decision using a phenomenological modeling approach in order to contrast the role of constant versus state dependent ℙ on disease dynamics. PMID:26489419

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

NASA Astrophysics Data System (ADS)

Chowdhury, A. F. M. K.; Lockart, N.; Willgoose, G. R.; Kuczera, G. A.; Kiem, A.; Nadeeka, P. M.

2016-12-01

One of the key objectives of stochastic rainfall modelling is to capture the full variability of climate system for future drought and flood risk assessment. However, it is not clear how well these models can capture the future climate variability when they are calibrated to Global/Regional Climate Model data (GCM/RCM) as these datasets are usually available for very short future period/s (e.g. 20 years). This study has assessed the ability of two stochastic daily rainfall models to capture climate variability by calibrating them to a dynamically downscaled RCM dataset in an east Australian catchment for 1990-2010, 2020-2040, and 2060-2080 epochs. The two stochastic models are: (1) a hierarchical Markov Chain (MC) model, which we developed in a previous study and (2) a semi-parametric MC model developed by Mehrotra and Sharma (2007). Our hierarchical model uses stochastic parameters of MC and Gamma distribution, while the semi-parametric model uses a modified MC process with memory of past periods and kernel density estimation. This study has generated multiple realizations of rainfall series by using parameters of each model calibrated to the RCM dataset for each epoch. The generated rainfall series are used to generate synthetic streamflow by using a SimHyd hydrology model. Assessing the synthetic rainfall and streamflow series, this study has found that both stochastic models can incorporate a range of variability in rainfall as well as streamflow generation for both current and future periods. However, the hierarchical model tends to overestimate the multiyear variability of wet spell lengths (therefore, is less likely to simulate long periods of drought and flood), while the semi-parametric model tends to overestimate the mean annual rainfall depths and streamflow volumes (hence, simulated droughts are likely to be less severe). Sensitivity of these limitations of both stochastic models in terms of future drought and flood risk assessment will be discussed.

Memristor-based neural networks: Synaptic versus neuronal stochasticity

NASA Astrophysics Data System (ADS)

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

2016-11-01

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

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

NASA Astrophysics Data System (ADS)

Zheng, Fei; Zhu, Jiang

2017-04-01

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

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

PubMed

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

2016-06-01

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

Individual movement behavior, matrix heterogeneity, and the dynamics of spatially structured populations.

PubMed

Revilla, Eloy; Wiegand, Thorsten

2008-12-09

The dynamics of spatially structured populations is characterized by within- and between-patch processes. The available theory describes the latter with simple distance-dependent functions that depend on landscape properties such as interpatch distance or patch size. Despite its potential role, we lack a good mechanistic understanding of how the movement of individuals between patches affects the dynamics of these populations. We used the theoretical framework provided by movement ecology to make a direct representation of the processes determining how individuals connect local populations in a spatially structured population of Iberian lynx. Interpatch processes depended on the heterogeneity of the matrix where patches are embedded and the parameters defining individual movement behavior. They were also very sensitive to the dynamic demographic variables limiting the time moving, the within-patch dynamics of available settlement sites (both spatiotemporally heterogeneous) and the response of individuals to the perceived risk while moving. These context-dependent dynamic factors are an inherent part of the movement process, producing connectivities and dispersal kernels whose variability is affected by other demographic processes. Mechanistic representations of interpatch movements, such as the one provided by the movement-ecology framework, permit the dynamic interaction of birth-death processes and individual movement behavior, thus improving our understanding of stochastic spatially structured populations.

Using population viability analysis to predict the effects of climate change on the extinction risk of an endangered limestone endemic shrub, Arizona cliffrose.

PubMed

Maschinski, Joyce; Baggs, Joanne E; Quintana-Ascencio, Pedro F; Menges, Eric S

2006-02-01

The threat of global warming to rare species is a growing concern, yet few studies have predicted its effects on rare populations. Using demographic data gathered in both drought and nondrought years between 1996-2003 in central Arizona upper Sonoran Desert, we modeled population viability for the federally endangered Purshia subintegra (Kearney) Henrickson (Arizona cliffrose). We used deterministic matrix projection models and stochastic models simulating weather conditions during our study, given historical weather variation and under scenarios of increased aridity. Our models suggest that the P. subintegra population in Verde Valley is slowly declining and will be at greater risk of extinction with increased aridity. Across patches at a fine spatial scale, demographic performance was associated with environmental factors. Moist sites (patches with the highest soil moisture, lowest sand content, and most northern aspects) had the highest densities, highest seedling recruitment, and highest risk of extinction over the shortest time span. Extinction risk in moist sites was exacerbated by higher variance in recruitment and mortality. Dry sites had higher cumulative adult survival and lower extinction risk but negative growth rates. Steps necessary for the conservation of the species include introductions at more northern latitudes and in situ manipulations to enhance seedling recruitment and plant survival. We demonstrate that fine spatial-scale modeling is necessary to predict where patches with highest extinction risk or potential refugia for rare species may occur Because current climate projections for the 21st century imply range shifts at rates of 300 to 500 km/century, which are beyond even exceptional examples of shifts in the fossil record of 100-150 km, it is likely that preservation of many rare species will require human intervention and a long-term commitment. Global warming conditions are likely to reduce the carrying capacity of many rare species' habitats.

Large Deviations for Stochastic Models of Two-Dimensional Second Grade Fluids

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

Zhai, Jianliang, E-mail: zhaijl@ustc.edu.cn; Zhang, Tusheng, E-mail: Tusheng.Zhang@manchester.ac.uk

2017-06-15

In this paper, we establish a large deviation principle for stochastic models of incompressible second grade fluids. The weak convergence method introduced by Budhiraja and Dupuis (Probab Math Statist 20:39–61, 2000) plays an important role.

Two-strain competition in quasineutral stochastic disease dynamics.

PubMed

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

2014-10-01

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

Inverse and Forward Modeling of The 2014 Iquique Earthquake with Run-up Data

NASA Astrophysics Data System (ADS)

Fuentes, M.

2015-12-01

The April 1, 2014 Mw 8.2 Iquique earthquake excited a moderate tsunami which turned on the national alert of tsunami threat. This earthquake was located in the well-known seismic gap in northern Chile which had a high seismic potential (~ Mw 9.0) after the two main large historic events of 1868 and 1877. Nonetheless, studies of the seismic source performed with seismic data inversions suggest that the event exhibited a main patch located around 19.8° S at 40 km of depth with a seismic moment equivalent to Mw = 8.2. Thus, a large seismic deficit remains in the gap being capable to release an event of Mw = 8.8-8.9. To understand the importance of the tsunami threat in this zone, a seismic source modeling of the Iquique Earthquake is performed. A new approach based on stochastic k2 seismic sources is presented. A set of those sources is generated and for each one, a full numerical tsunami model is performed in order to obtain the run-up heights along the coastline. The results are compared with the available field run-up measurements and with the tide gauges that registered the signal. The comparison is not uniform; it penalizes more when the discrepancies are larger close to the peak run-up location. This criterion allows to identify the best seismic source from the set of scenarios that explains better the observations from a statistical point of view. By the other hand, a L2 norm minimization is used to invert the seismic source by comparing the peak nearshore tsunami amplitude (PNTA) with the run-up observations. This method searches in a space of solutions the best seismic configuration by retrieving the Green's function coefficients in order to explain the field measurements. The results obtained confirm that a concentrated down-dip patch slip adequately models the run-up data.

Random diffusivity from stochastic equations: comparison of two models for Brownian yet non-Gaussian diffusion

NASA Astrophysics Data System (ADS)

Sposini, Vittoria; Chechkin, Aleksei V.; Seno, Flavio; Pagnini, Gianni; Metzler, Ralf

2018-04-01

A considerable number of systems have recently been reported in which Brownian yet non-Gaussian dynamics was observed. These are processes characterised by a linear growth in time of the mean squared displacement, yet the probability density function of the particle displacement is distinctly non-Gaussian, and often of exponential (Laplace) shape. This apparently ubiquitous behaviour observed in very different physical systems has been interpreted as resulting from diffusion in inhomogeneous environments and mathematically represented through a variable, stochastic diffusion coefficient. Indeed different models describing a fluctuating diffusivity have been studied. Here we present a new view of the stochastic basis describing time-dependent random diffusivities within a broad spectrum of distributions. Concretely, our study is based on the very generic class of the generalised Gamma distribution. Two models for the particle spreading in such random diffusivity settings are studied. The first belongs to the class of generalised grey Brownian motion while the second follows from the idea of diffusing diffusivities. The two processes exhibit significant characteristics which reproduce experimental results from different biological and physical systems. We promote these two physical models for the description of stochastic particle motion in complex environments.

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

NASA Astrophysics Data System (ADS)

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

2014-11-01

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

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

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

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

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

A comparison of two- and three-dimensional stochastic models of regional solute movement

USGS Publications Warehouse

Shapiro, A.M.; Cvetkovic, V.D.

1990-01-01

Recent models of solute movement in porous media that are based on a stochastic description of the porous medium properties have been dedicated primarily to a three-dimensional interpretation of solute movement. In many practical problems, however, it is more convenient and consistent with measuring techniques to consider flow and solute transport as an areal, two-dimensional phenomenon. The physics of solute movement, however, is dependent on the three-dimensional heterogeneity in the formation. A comparison of two- and three-dimensional stochastic interpretations of solute movement in a porous medium having a statistically isotropic hydraulic conductivity field is investigated. To provide an equitable comparison between the two- and three-dimensional analyses, the stochastic properties of the transmissivity are defined in terms of the stochastic properties of the hydraulic conductivity. The variance of the transmissivity is shown to be significantly reduced in comparison to that of the hydraulic conductivity, and the transmissivity is spatially correlated over larger distances. These factors influence the two-dimensional interpretations of solute movement by underestimating the longitudinal and transverse growth of the solute plume in comparison to its description as a three-dimensional phenomenon. Although this analysis is based on small perturbation approximations and the special case of a statistically isotropic hydraulic conductivity field, it casts doubt on the use of a stochastic interpretation of the transmissivity in describing regional scale movement. However, by assuming the transmissivity to be the vertical integration of the hydraulic conductivity field at a given position, the stochastic properties of the hydraulic conductivity can be estimated from the stochastic properties of the transmissivity and applied to obtain a more accurate interpretation of solute movement. ?? 1990 Kluwer Academic Publishers.

A study of tensile residual strength of composite laminates under different patch-repaired series

NASA Astrophysics Data System (ADS)

Ding, M. H.; zhan, S.; Tang, Y. H.; Wang, L.; Ma, D. Q.; Wang, R. G.

2017-09-01

The tensile behavior of composite laminate structures repaired by bonding external patches was studied in the paper. Two different types of patches including wedge patches and inverted wedge patches were used and failure mechanisms, failure load and strength predictions were studied. A convenient and fast method of building 2-D finite element modeling (FEM) of laminate structure repaired was proposed and the strength of repaired laminate structures was calculated by FEM. The results showed that more than 80% tensile strength of the undamaged laminate could be recovered by bonding patch repairs. Moreover, the results indicated that the strength of inverted wedge patches repair were higher than that of wedge patches repair. FEM simulation results indicated that high stress concentration was found along the edges of invert patches and the most weakness part located in the adhesive bondline. FEM analysis results showed that the strength predicted matched well with the test strength.

A Stochastic-Variational Model for Soft Mumford-Shah Segmentation

PubMed Central

2006-01-01

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

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

PubMed

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

2015-11-23

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

Stochastic resonance and noise delayed extinction in a model of two competing species

NASA Astrophysics Data System (ADS)

Valenti, D.; Fiasconaro, A.; Spagnolo, B.

2004-01-01

We study the role of the noise in the dynamics of two competing species. We consider generalized Lotka-Volterra equations in the presence of a multiplicative noise, which models the interaction between the species and the environment. The interaction parameter between the species is a random process which obeys a stochastic differential equation with a generalized bistable potential in the presence of a periodic driving term, which accounts for the environment temperature variation. We find noise-induced periodic oscillations of the species concentrations and stochastic resonance phenomenon. We find also a nonmonotonic behavior of the mean extinction time of one of the two competing species as a function of the additive noise intensity.

Heterogeneity of direct aftershock productivity of the main shock rupture

NASA Astrophysics Data System (ADS)

Guo, Yicun; Zhuang, Jiancang; Hirata, Naoshi; Zhou, Shiyong

2017-07-01

The epidemic type aftershock sequence (ETAS) model is widely used to describe and analyze the clustering behavior of seismicity. Instead of regarding large earthquakes as point sources, the finite-source ETAS model treats them as ruptures that extend in space. Each earthquake rupture consists of many patches, and each patch triggers its own aftershocks isotropically. We design an iterative algorithm to invert the unobserved fault geometry based on the stochastic reconstruction method. This model is applied to analyze the Japan Meteorological Agency (JMA) catalog during 1964-2014. We take six great earthquakes with magnitudes >7.5 after 1980 as finite sources and reconstruct the aftershock productivity patterns on each rupture surface. Comparing results from the point-source ETAS model, we find the following: (1) the finite-source model improves the data fitting; (2) direct aftershock productivity is heterogeneous on the rupture plane; (3) the triggering abilities of M5.4+ events are enhanced; (4) the background rate is higher in the off-fault region and lower in the on-fault region for the Tohoku earthquake, while high probabilities of direct aftershocks distribute all over the source region in the modified model; (5) the triggering abilities of five main shocks become 2-6 times higher after taking the rupture geometries into consideration; and (6) the trends of the cumulative background rate are similar in both models, indicating the same levels of detection ability for seismicity anomalies. Moreover, correlations between aftershock productivity and slip distributions imply that aftershocks within rupture faults are adjustments to coseismic stress changes due to slip heterogeneity.

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.

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

NASA Astrophysics Data System (ADS)

Giona, Massimiliano; Brasiello, Antonio; Crescitelli, Silvestro

2017-08-01

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

Alpine glacial relict species losing out to climate change: The case of the fragmented mountain hare population (Lepus timidus) in the Alps.

PubMed

Rehnus, Maik; Bollmann, Kurt; Schmatz, Dirk R; Hackländer, Klaus; Braunisch, Veronika

2018-03-13

Alpine and Arctic species are considered to be particularly vulnerable to climate change, which is expected to cause habitat loss, fragmentation and-ultimately-extinction of cold-adapted species. However, the impact of climate change on glacial relict populations is not well understood, and specific recommendations for adaptive conservation management are lacking. We focused on the mountain hare (Lepus timidus) as a model species and modelled species distribution in combination with patch and landscape-based connectivity metrics. They were derived from graph-theory models to quantify changes in species distribution and to estimate the current and future importance of habitat patches for overall population connectivity. Models were calibrated based on 1,046 locations of species presence distributed across three biogeographic regions in the Swiss Alps and extrapolated according to two IPCC scenarios of climate change (RCP 4.5 & 8.5), each represented by three downscaled global climate models. The models predicted an average habitat loss of 35% (22%-55%) by 2100, mainly due to an increase in temperature during the reproductive season. An increase in habitat fragmentation was reflected in a 43% decrease in patch size, a 17% increase in the number of habitat patches and a 34% increase in inter-patch distance. However, the predicted changes in habitat availability and connectivity varied considerably between biogeographic regions: Whereas the greatest habitat losses with an increase in inter-patch distance were predicted at the southern and northern edges of the species' Alpine distribution, the greatest increase in patch number and decrease in patch size is expected in the central Swiss Alps. Finally, both the number of isolated habitat patches and the number of patches crucial for maintaining the habitat network increased under the different variants of climate change. Focusing conservation action on the central Swiss Alps may help mitigate the predicted effects of climate change on population connectivity. © 2018 John Wiley & Sons Ltd.

Effects of diffusion on total biomass in heterogeneous continuous and discrete-patch systems

USGS Publications Warehouse

DeAngelis, Donald L.; Ming Ni, Wei; Zhang, Bo

2016-01-01

Theoretical models of populations on a system of two connected patches previously have shown that when the two patches differ in maximum growth rate and carrying capacity, and in the limit of high diffusion, conditions exist for which the total population size at equilibrium exceeds that of the ideal free distribution, which predicts that the total population would equal the total carrying capacity of the two patches. However, this result has only been shown for the Pearl-Verhulst growth function on two patches and for a single-parameter growth function in continuous space. Here, we provide a general criterion for total population size to exceed total carrying capacity for three commonly used population growth rates for both heterogeneous continuous and multi-patch heterogeneous landscapes with high population diffusion. We show that a sufficient condition for this situation is that there is a convex positive relationship between the maximum growth rate and the parameter that, by itself or together with the maximum growth rate, determines the carrying capacity, as both vary across a spatial region. This relationship occurs in some biological populations, though not in others, so the result has ecological implications.

Model selection for integrated pest management with stochasticity.

PubMed

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

2018-04-07

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

Hybrid stochastic simulations of intracellular reaction-diffusion systems.

PubMed

Kalantzis, Georgios

2009-06-01

With the observation that stochasticity is important in biological systems, chemical kinetics have begun to receive wider interest. While the use of Monte Carlo discrete event simulations most accurately capture the variability of molecular species, they become computationally costly for complex reaction-diffusion systems with large populations of molecules. On the other hand, continuous time models are computationally efficient but they fail to capture any variability in the molecular species. In this study a hybrid stochastic approach is introduced for simulating reaction-diffusion systems. We developed an adaptive partitioning strategy in which processes with high frequency are simulated with deterministic rate-based equations, and those with low frequency using the exact stochastic algorithm of Gillespie. Therefore the stochastic behavior of cellular pathways is preserved while being able to apply it to large populations of molecules. We describe our method and demonstrate its accuracy and efficiency compared with the Gillespie algorithm for two different systems. First, a model of intracellular viral kinetics with two steady states and second, a compartmental model of the postsynaptic spine head for studying the dynamics of Ca+2 and NMDA receptors.

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

NASA Astrophysics Data System (ADS)

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

2007-06-01

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

Top-Down Visual Saliency via Joint CRF and Dictionary Learning.

PubMed

Yang, Jimei; Yang, Ming-Hsuan

2017-03-01

Top-down visual saliency is an important module of visual attention. In this work, we propose a novel top-down saliency model that jointly learns a Conditional Random Field (CRF) and a visual dictionary. The proposed model incorporates a layered structure from top to bottom: CRF, sparse coding and image patches. With sparse coding as an intermediate layer, CRF is learned in a feature-adaptive manner; meanwhile with CRF as the output layer, the dictionary is learned under structured supervision. For efficient and effective joint learning, we develop a max-margin approach via a stochastic gradient descent algorithm. Experimental results on the Graz-02 and PASCAL VOC datasets show that our model performs favorably against state-of-the-art top-down saliency methods for target object localization. In addition, the dictionary update significantly improves the performance of our model. We demonstrate the merits of the proposed top-down saliency model by applying it to prioritizing object proposals for detection and predicting human fixations.

Inferring Models of Bacterial Dynamics toward Point Sources

PubMed Central

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

2015-01-01

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

A deterministic model predicts the properties of stochastic calcium oscillations in airway smooth muscle cells.

PubMed

Cao, Pengxing; Tan, Xiahui; Donovan, Graham; Sanderson, Michael J; Sneyd, James

2014-08-01

The inositol trisphosphate receptor ([Formula: see text]) is one of the most important cellular components responsible for oscillations in the cytoplasmic calcium concentration. Over the past decade, two major questions about the [Formula: see text] have arisen. Firstly, how best should the [Formula: see text] be modeled? In other words, what fundamental properties of the [Formula: see text] allow it to perform its function, and what are their quantitative properties? Secondly, although calcium oscillations are caused by the stochastic opening and closing of small numbers of [Formula: see text], is it possible for a deterministic model to be a reliable predictor of calcium behavior? Here, we answer these two questions, using airway smooth muscle cells (ASMC) as a specific example. Firstly, we show that periodic calcium waves in ASMC, as well as the statistics of calcium puffs in other cell types, can be quantitatively reproduced by a two-state model of the [Formula: see text], and thus the behavior of the [Formula: see text] is essentially determined by its modal structure. The structure within each mode is irrelevant for function. Secondly, we show that, although calcium waves in ASMC are generated by a stochastic mechanism, [Formula: see text] stochasticity is not essential for a qualitative prediction of how oscillation frequency depends on model parameters, and thus deterministic [Formula: see text] models demonstrate the same level of predictive capability as do stochastic models. We conclude that, firstly, calcium dynamics can be accurately modeled using simplified [Formula: see text] models, and, secondly, to obtain qualitative predictions of how oscillation frequency depends on parameters it is sufficient to use a deterministic model.

Tests of oceanic stochastic parameterisation in a seasonal forecast system.

NASA Astrophysics Data System (ADS)

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

2015-04-01

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

Disentangling the role of seed bank and dispersal in plant metapopulation dynamics using patch occupancy surveys.

PubMed

Manna, F; Pradel, R; Choquet, R; Fréville, H; Cheptou, P-O

2017-10-01

In plants, the presence of a seed bank challenges the application of classical metapopulation models to aboveground presence surveys; ignoring seed bank leads to overestimated extinction and colonization rates. In this article, we explore the possibility to detect seed bank using hidden Markov models in the analysis of aboveground patch occupancy surveys of an annual plant with limited dispersal. Patch occupancy data were generated by simulation under two metapopulation sizes (N = 200 and N = 1,000 patches) and different metapopulation scenarios, each scenario being a combination of the presence/absence of a 1-yr seed bank and the presence/absence of limited dispersal in a circular 1-dimension configuration of patches. In addition, because local conditions often vary among patches in natural metapopulations, we simulated patch occupancy data with heterogeneous germination rate and patch disturbance. Seed bank is not observable from aboveground patch occupancy surveys, hence hidden Markov models were designed to account for uncertainty in patch occupancy. We explored their ability to retrieve the correct scenario. For 10 yr surveys and metapopulation sizes of N = 200 or 1,000 patches, the correct metapopulation scenario was detected at a rate close to 100%, whatever the underlying scenario considered. For smaller, more realistic, survey duration, the length for a reliable detection of the correct scenario depends on the metapopulation size: 3 yr for N = 1,000 and 6 yr for N = 200 are enough. Our method remained powerful to disentangle seed bank from dispersal in the presence of patch heterogeneity affecting either seed germination or patch extinction. Our work shows that seed bank and limited dispersal generate different signatures on aboveground patch occupancy surveys. Therefore, our method provides a powerful tool to infer metapopulation dynamics in a wide range of species with an undetectable life form. © 2017 by the Ecological Society of America.

Stochastic-field cavitation model

NASA Astrophysics Data System (ADS)

Dumond, J.; Magagnato, F.; Class, A.

2013-07-01

Nonlinear phenomena can often be well described using probability density functions (pdf) and pdf transport models. Traditionally, the simulation of pdf transport requires Monte-Carlo codes based on Lagrangian "particles" or prescribed pdf assumptions including binning techniques. Recently, in the field of combustion, a novel formulation called the stochastic-field method solving pdf transport based on Eulerian fields has been proposed which eliminates the necessity to mix Eulerian and Lagrangian techniques or prescribed pdf assumptions. In the present work, for the first time the stochastic-field method is applied to multi-phase flow and, in particular, to cavitating flow. To validate the proposed stochastic-field cavitation model, two applications are considered. First, sheet cavitation is simulated in a Venturi-type nozzle. The second application is an innovative fluidic diode which exhibits coolant flashing. Agreement with experimental results is obtained for both applications with a fixed set of model constants. The stochastic-field cavitation model captures the wide range of pdf shapes present at different locations.

A cavitation model based on Eulerian stochastic fields

NASA Astrophysics Data System (ADS)

Magagnato, F.; Dumond, J.

2013-12-01

Non-linear phenomena can often be described using probability density functions (pdf) and pdf transport models. Traditionally the simulation of pdf transport requires Monte-Carlo codes based on Lagrangian "particles" or prescribed pdf assumptions including binning techniques. Recently, in the field of combustion, a novel formulation called the stochastic-field method solving pdf transport based on Eulerian fields has been proposed which eliminates the necessity to mix Eulerian and Lagrangian techniques or prescribed pdf assumptions. In the present work, for the first time the stochastic-field method is applied to multi-phase flow and in particular to cavitating flow. To validate the proposed stochastic-field cavitation model, two applications are considered. Firstly, sheet cavitation is simulated in a Venturi-type nozzle. The second application is an innovative fluidic diode which exhibits coolant flashing. Agreement with experimental results is obtained for both applications with a fixed set of model constants. The stochastic-field cavitation model captures the wide range of pdf shapes present at different locations.

Stochastic-field cavitation model

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

Dumond, J., E-mail: julien.dumond@areva.com; AREVA GmbH, Erlangen, Paul-Gossen-Strasse 100, D-91052 Erlangen; Magagnato, F.

2013-07-15

Nonlinear phenomena can often be well described using probability density functions (pdf) and pdf transport models. Traditionally, the simulation of pdf transport requires Monte-Carlo codes based on Lagrangian “particles” or prescribed pdf assumptions including binning techniques. Recently, in the field of combustion, a novel formulation called the stochastic-field method solving pdf transport based on Eulerian fields has been proposed which eliminates the necessity to mix Eulerian and Lagrangian techniques or prescribed pdf assumptions. In the present work, for the first time the stochastic-field method is applied to multi-phase flow and, in particular, to cavitating flow. To validate the proposed stochastic-fieldmore » cavitation model, two applications are considered. First, sheet cavitation is simulated in a Venturi-type nozzle. The second application is an innovative fluidic diode which exhibits coolant flashing. Agreement with experimental results is obtained for both applications with a fixed set of model constants. The stochastic-field cavitation model captures the wide range of pdf shapes present at different locations.« less

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

PubMed

Sato, Tatsuhiko; Furusawa, Yoshiya

2012-10-01

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

Particle Simulation of Coulomb Collisions: Comparing the Methods of Takizuka & Abe and Nanbu

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

Wang, C; Lin, T; Caflisch, R

2007-05-22

The interactions of charged particles in a plasma are in a plasma is governed by the long-range Coulomb collision. We compare two widely used Monte Carlo models for Coulomb collisions. One was developed by Takizuka and Abe in 1977, the other was developed by Nanbu in 1997. We perform deterministic and stochastic error analysis with respect to particle number and time step. The two models produce similar stochastic errors, but Nanbu's model gives smaller time step errors. Error comparisons between these two methods are presented.

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.

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.

Smart patch piezoceramic actuator issues

NASA Technical Reports Server (NTRS)

Griffin, Steven F.; Denoyer, Keith K.; Yost, Brad

1993-01-01

The Phillips Laboratory is undertaking the challenge of finding new and innovative ways to integrate sensing, actuation, and the supporting control and power electronics into a compact self-contained unit to provide vibration suppression for a host structure. This self-contained unit is commonly referred to as a smart patch. The interfaces to the smart patch will be limited to standard spacecraft power and possibly a communications line. The effort to develop a smart patch involves both contractual and inhouse programs which are currently focused on miniaturization of the electronics associated with vibrational control using piezoceramic sensors and actuators. This paper is comprised of two distinct parts. The first part examines issues associated with bonding piezoceramic actuators to a host structure. Experimental data from several specimens with varying flexural stiffness are compared to predictions from two piezoelectric/substructure coupling models, the Blocked Force Model and the Uniform Strain Model with Perfect Bonding. The second part of the paper highlights a demonstration article smart patch created using the insights gained from inhouse efforts at the Phillips Laboratory. This demonstration article has self contained electronics on the same order of size as the actuator powered by a voltage differential of approximately 32 volts. This voltage is provided by four rechargeable 8 volt batteries.

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

NASA Astrophysics Data System (ADS)

Sun, Shulin; Zhang, Xiaolu

2018-02-01

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

Hybrid approaches for multiple-species stochastic reaction-diffusion models

NASA Astrophysics Data System (ADS)

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

2015-10-01

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

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

PubMed

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

2015-10-15

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

Hybrid approaches for multiple-species stochastic reaction–diffusion models

PubMed Central

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

2015-01-01

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

Exact protein distributions for stochastic models of gene expression using partitioning of Poisson processes.

PubMed

Pendar, Hodjat; Platini, Thierry; Kulkarni, Rahul V

2013-04-01

Stochasticity in gene expression gives rise to fluctuations in protein levels across a population of genetically identical cells. Such fluctuations can lead to phenotypic variation in clonal populations; hence, there is considerable interest in quantifying noise in gene expression using stochastic models. However, obtaining exact analytical results for protein distributions has been an intractable task for all but the simplest models. Here, we invoke the partitioning property of Poisson processes to develop a mapping that significantly simplifies the analysis of stochastic models of gene expression. The mapping leads to exact protein distributions using results for mRNA distributions in models with promoter-based regulation. Using this approach, we derive exact analytical results for steady-state and time-dependent distributions for the basic two-stage model of gene expression. Furthermore, we show how the mapping leads to exact protein distributions for extensions of the basic model that include the effects of posttranscriptional and posttranslational regulation. The approach developed in this work is widely applicable and can contribute to a quantitative understanding of stochasticity in gene expression and its regulation.

Exact protein distributions for stochastic models of gene expression using partitioning of Poisson processes

NASA Astrophysics Data System (ADS)

Pendar, Hodjat; Platini, Thierry; Kulkarni, Rahul V.

2013-04-01

Stochasticity in gene expression gives rise to fluctuations in protein levels across a population of genetically identical cells. Such fluctuations can lead to phenotypic variation in clonal populations; hence, there is considerable interest in quantifying noise in gene expression using stochastic models. However, obtaining exact analytical results for protein distributions has been an intractable task for all but the simplest models. Here, we invoke the partitioning property of Poisson processes to develop a mapping that significantly simplifies the analysis of stochastic models of gene expression. The mapping leads to exact protein distributions using results for mRNA distributions in models with promoter-based regulation. Using this approach, we derive exact analytical results for steady-state and time-dependent distributions for the basic two-stage model of gene expression. Furthermore, we show how the mapping leads to exact protein distributions for extensions of the basic model that include the effects of posttranscriptional and posttranslational regulation. The approach developed in this work is widely applicable and can contribute to a quantitative understanding of stochasticity in gene expression and its regulation.

Multi-objective design optimization of antenna structures using sequential domain patching with automated patch size determination

NASA Astrophysics Data System (ADS)

Koziel, Slawomir; Bekasiewicz, Adrian

2018-02-01

In this article, a simple yet efficient and reliable technique for fully automated multi-objective design optimization of antenna structures using sequential domain patching (SDP) is discussed. The optimization procedure according to SDP is a two-step process: (i) obtaining the initial set of Pareto-optimal designs representing the best possible trade-offs between considered conflicting objectives, and (ii) Pareto set refinement for yielding the optimal designs at the high-fidelity electromagnetic (EM) simulation model level. For the sake of computational efficiency, the first step is realized at the level of a low-fidelity (coarse-discretization) EM model by sequential construction and relocation of small design space segments (patches) in order to create a path connecting the extreme Pareto front designs obtained beforehand. The second stage involves response correction techniques and local response surface approximation models constructed by reusing EM simulation data acquired in the first step. A major contribution of this work is an automated procedure for determining the patch dimensions. It allows for appropriate selection of the number of patches for each geometry variable so as to ensure reliability of the optimization process while maintaining its low cost. The importance of this procedure is demonstrated by comparing it with uniform patch dimensions.

Attempts at a numerical realisation of stochastic differential equations containing Preisach operator

NASA Astrophysics Data System (ADS)

McCarthy, S.; Rachinskii, D.

2011-01-01

We describe two Euler type numerical schemes obtained by discretisation of a stochastic differential equation which contains the Preisach memory operator. Equations of this type are of interest in areas such as macroeconomics and terrestrial hydrology where deterministic models containing the Preisach operator have been developed but do not fully encapsulate stochastic aspects of the area. A simple price dynamics model is presented as one motivating example for our studies. Some numerical evidence is given that the two numerical schemes converge to the same limit as the time step decreases. We show that the Preisach term introduces a damping effect which increases on the parts of the trajectory demonstrating a stronger upwards or downwards trend. The results are preliminary to a broader programme of research of stochastic differential equations with the Preisach hysteresis operator.

Detection of shifted double JPEG compression by an adaptive DCT coefficient model

NASA Astrophysics Data System (ADS)

Wang, Shi-Lin; Liew, Alan Wee-Chung; Li, Sheng-Hong; Zhang, Yu-Jin; Li, Jian-Hua

2014-12-01

In many JPEG image splicing forgeries, the tampered image patch has been JPEG-compressed twice with different block alignments. Such phenomenon in JPEG image forgeries is called the shifted double JPEG (SDJPEG) compression effect. Detection of SDJPEG-compressed patches could help in detecting and locating the tampered region. However, the current SDJPEG detection methods do not provide satisfactory results especially when the tampered region is small. In this paper, we propose a new SDJPEG detection method based on an adaptive discrete cosine transform (DCT) coefficient model. DCT coefficient distributions for SDJPEG and non-SDJPEG patches have been analyzed and a discriminative feature has been proposed to perform the two-class classification. An adaptive approach is employed to select the most discriminative DCT modes for SDJPEG detection. The experimental results show that the proposed approach can achieve much better results compared with some existing approaches in SDJPEG patch detection especially when the patch size is small.

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

PubMed

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

2013-02-01

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

Stochastic simulation of the spray formation assisted by a high pressure

NASA Astrophysics Data System (ADS)

Gorokhovski, M.; Chtab-Desportes, A.; Voloshina, I.; Askarova, A.

2010-03-01

The stochastic model of spray formation in the vicinity of the injector and in the far-field has been described and assessed by comparison with measurements in Diesel-like conditions. In the proposed mesh-free approach, the 3D configuration of continuous liquid core is simulated stochastically by ensemble of spatial trajectories of the specifically introduced stochastic particles. The parameters of the stochastic process are presumed from the physics of primary atomization. The spray formation model consists in computation of spatial distribution of the probability of finding the non-fragmented liquid jet in the near-to-injector region. This model is combined with KIVA II computation of atomizing Diesel spray in two-ways. First, simultaneously with the gas phase RANS computation, the ensemble of stochastic particles is tracking and the probability field of their positions is calculated, which is used for sampling of initial locations of primary blobs. Second, the velocity increment of the gas due to the liquid injection is computed from the mean volume fraction of the simulated liquid core. Two novelties are proposed in the secondary atomization modeling. The first one is due to unsteadiness of the injection velocity. When the injection velocity increment in time is decreasing, the supplementary breakup may be induced. Therefore the critical Weber number is based on such increment. Second, a new stochastic model of the secondary atomization is proposed, in which the intermittent turbulent stretching is taken into account as the main mechanism. The measurements reported by Arcoumanis et al. (time-history of the mean axial centre-line velocity of droplet, and of the centre-line Sauter Mean Diameter), are compared with computations.

Option pricing, stochastic volatility, singular dynamics and constrained path integrals

NASA Astrophysics Data System (ADS)

Contreras, Mauricio; Hojman, Sergio A.

2014-01-01

Stochastic volatility models have been widely studied and used in the financial world. The Heston model (Heston, 1993) [7] is one of the best known models to deal with this issue. These stochastic volatility models are characterized by the fact that they explicitly depend on a correlation parameter ρ which relates the two Brownian motions that drive the stochastic dynamics associated to the volatility and the underlying asset. Solutions to the Heston model in the context of option pricing, using a path integral approach, are found in Lemmens et al. (2008) [21] while in Baaquie (2007,1997) [12,13] propagators for different stochastic volatility models are constructed. In all previous cases, the propagator is not defined for extreme cases ρ=±1. It is therefore necessary to obtain a solution for these extreme cases and also to understand the origin of the divergence of the propagator. In this paper we study in detail a general class of stochastic volatility models for extreme values ρ=±1 and show that in these two cases, the associated classical dynamics corresponds to a system with second class constraints, which must be dealt with using Dirac’s method for constrained systems (Dirac, 1958,1967) [22,23] in order to properly obtain the propagator in the form of a Euclidean Hamiltonian path integral (Henneaux and Teitelboim, 1992) [25]. After integrating over momenta, one gets an Euclidean Lagrangian path integral without constraints, which in the case of the Heston model corresponds to a path integral of a repulsive radial harmonic oscillator. In all the cases studied, the price of the underlying asset is completely determined by one of the second class constraints in terms of volatility and plays no active role in the path integral.

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

NASA Astrophysics Data System (ADS)

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

2018-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2018-06-01

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

The magnetic field at the core-mantle boundary

NASA Technical Reports Server (NTRS)

Bloxham, J.; Gubbins, D.

1985-01-01

Models of the geomagnetic field are, in general, produced from a least-squares fit of the coefficients in a truncated spherical harmonic expansion to the available data. Downward continuation of such models to the core-mantle boundary (CMB) is an unstable process: the results are found to be critically dependent on the choice of truncation level. Modern techniques allow this fundamental difficulty to be circumvented. The method of stochastic inversion is applied to modeling the geomagnetic field. Prior information is introduced by requiring that the spectrum of spherical harmonic coefficients to fall-off in a particular manner which is consistent with the Ohmic heating in the core having a finite lower bound. This results in models with finite errors in the radial field at the CMB. Curves of zero radial field can then be determined and integrals of the radial field over patches on the CMB bounded by these null-flux curves calculated. With the assumption of negligible magnetic diffusion in the core; frozen-flux hypothesis, these integrals are time-invariant.

The role of colonization in the dynamics of patchy populations of a cyclic vole species.

PubMed

Glorvigen, Petter; Gundersen, Gry; Andreassen, Harry P; Ims, Rolf A

2013-09-01

The crash phase of vole populations with cyclic dynamics regularly leads to vast areas of uninhabited habitats. Yet although the capacity for cyclic voles to re-colonize such empty space is likely to be large and predicted to have become evolved as a distinct life history trait, the processes of colonization and its effect on the spatio-temporal dynamics have been little studied. Here we report from an experiment with root voles (Microtus oeconomus) specifically targeted at quantifying the process of colonization of empty patches from distant source patches and its resultant effect on local vole deme size variation in a patchy landscape. Three experimental factors: habitat quality, predation risk and inter-patch distance were employed among 24 habitat patches in a 100 × 300-m experimental area. The first-born cohort in the spring efficiently colonized almost all empty patches irrespective of the degree of patch isolation and predation risk, but this was dependent on habitat quality. Just after the initial colonization wave the deme sizes in patches of the same quality were underdispersed relative to Poisson variance, indicating regulated (density-dependent) settlement. Towards the end of the breeding season local demographic processes acted to smooth out the initial post-colonization differences among source and colonization patches, and among patches of initially different quality. However, at this time demographic stochasticity had also given rise to a large (overdispersed) variation in deme sizes that may have contributed to an overshadowing of the effect of other factors. The results of this experiment confirmed our expectation that the space-filling capacity of voles is large. The costs associated with transience appeared to be so low, at least at the spatial scale considered in this experiment, that such costs are not likely to substantially constrain habitat selection and colonization in the increase phase of cyclic patchy populations.

Graph theory as a proxy for spatially explicit population models in conservation planning.

PubMed

Minor, Emily S; Urban, Dean L

2007-09-01

Spatially explicit population models (SEPMs) are often considered the best way to predict and manage species distributions in spatially heterogeneous landscapes. However, they are computationally intensive and require extensive knowledge of species' biology and behavior, limiting their application in many cases. An alternative to SEPMs is graph theory, which has minimal data requirements and efficient algorithms. Although only recently introduced to landscape ecology, graph theory is well suited to ecological applications concerned with connectivity or movement. This paper compares the performance of graph theory to a SEPM in selecting important habitat patches for Wood Thrush (Hylocichla mustelina) conservation. We use both models to identify habitat patches that act as population sources and persistent patches and also use graph theory to identify patches that act as stepping stones for dispersal. Correlations of patch rankings were very high between the two models. In addition, graph theory offers the ability to identify patches that are very important to habitat connectivity and thus long-term population persistence across the landscape. We show that graph theory makes very similar predictions in most cases and in other cases offers insight not available from the SEPM, and we conclude that graph theory is a suitable and possibly preferable alternative to SEPMs for species conservation in heterogeneous landscapes.

Predator-prey model for the self-organization of stochastic oscillators in dual populations

NASA Astrophysics Data System (ADS)

Moradi, Sara; Anderson, Johan; Gürcan, Ozgür D.

2015-12-01

A predator-prey model of dual populations with stochastic oscillators is presented. A linear cross-coupling between the two populations is introduced following the coupling between the motions of a Wilberforce pendulum in two dimensions: one in the longitudinal and the other in torsional plain. Within each population a Kuramoto-type competition between the phases is assumed. Thus, the synchronization state of the whole system is controlled by these two types of competitions. The results of the numerical simulations show that by adding the linear cross-coupling interactions predator-prey oscillations between the two populations appear, which results in self-regulation of the system by a transfer of synchrony between the two populations. The model represents several important features of the dynamical interplay between the drift wave and zonal flow turbulence in magnetically confined plasmas, and a novel interpretation of the coupled dynamics of drift wave-zonal flow turbulence using synchronization of stochastic oscillator is discussed.

Predicting the Stochastic Properties of the Shallow Subsurface for Improved Geophysical Modeling

NASA Astrophysics Data System (ADS)

Stroujkova, A.; Vynne, J.; Bonner, J.; Lewkowicz, J.

2005-12-01

Strong ground motion data from numerous explosive field experiments and from moderate to large earthquakes show significant variations in amplitude and waveform shape with respect to both azimuth and range. Attempts to model these variations using deterministic models have often been unsuccessful. It has been hypothesized that a stochastic description of the geological medium is a more realistic approach. To estimate the stochastic properties of the shallow subsurface, we use Measurement While Drilling (MWD) data, which are routinely collected by mines in order to facilitate design of blast patterns. The parameters, such as rotation speed of the drill, torque, and penetration rate, are used to compute the rock's Specific Energy (SE), which is then related to a blastability index. We use values of SE measured at two different mines and calibrated to laboratory measurements of rock properties to determine correlation lengths of the subsurface rocks in 2D, needed to obtain 2D and 3D stochastic models. The stochastic models are then combined with the deterministic models and used to compute synthetic seismic waveforms.

Metapopulation responses to patch connectivity and quality are masked by successional habitat dynamics.

PubMed

Hodgson, Jenny A; Moilanen, Atte; Thomas, Chris D

2009-06-01

Many species have to track changes in the spatial distribution of suitable habitat from generation to generation. Understanding the dynamics of such species will likely require spatially explicit models, and patch-based metapopulation models are potentially appropriate. However, relatively little attention has been paid to developing metapopulation models that include habitat dynamics, and very little to testing the predictions of these models. We tested three predictions from theory about the differences between dynamic habitat metapopulations and their static counterparts using long-term survey data from two metapopulations of the butterfly Plebejus argus. As predicted, we showed first that the metapopulation inhabiting dynamic habitat had a lower level of habitat occupancy, which could not be accounted for by other differences between the metapopulations. Secondly, we found that patch occupancy did not significantly increase with increasing patch connectivity in dynamic habitat, whereas there was a strong positive connectivity-occupancy relationship in static habitat. Thirdly, we found no significant relationship between patch occupancy and patch quality in dynamic habitat, whereas there was a strong, positive quality-occupancy relationship in static habitat. Modeling confirmed that the differences in mean patch occupancy and connectivity-occupancy slope could arise without changing the species' metapopulation parameters-importantly, without changing the dependence of colonization upon connectivity. We found that, for a range of landscape scenarios, successional simulations always produced a lower connectivity-occupancy slope than comparable simulations with static patches, whether compared like-for-like or controlling for mean occupancy. We conclude that landscape-scale studies may often underestimate the importance of connectivity for species occurrence and persistence because habitat turnover can obscure the connectivity-occupancy relationship in commonly available snapshot data.

Problems of Mathematical Finance by Stochastic Control Methods

NASA Astrophysics Data System (ADS)

Stettner, Łukasz

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

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

Treesearch

Assefa S. Desta

2006-01-01

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

Species sorting and patch dynamics in harlequin metacommunities affect the relative importance of environment and space.

PubMed

Leibold, Mathew A; Loeuille, Nicolas

2015-12-01

Metacommunity theory indicates that variation in local community structure can be partitioned into components including those related to local environmental conditions vs. spatial effects and that these can be quantified using statistical methods based on variation partitioning. It has been hypothesized that joint associations of community composition with environment and space could be due to patch dynamics involving colonization-extinction processes in environmentally heterogeneous landscapes but this has yet to be theoretically shown. We develop a two-patch, type-two, species competition model in such a "harlequin" landscape (where different patches have different environments) to evaluate how composition is related to environmental and spatial effects as a function of background extinction rate. Using spatially implicit analytical models, we find that the environmental association of community composition declines with extinction rate as expected. Using spatially explicit simulation models, we further find that there is an increase in the spatial structure with extinction due to spatial patterning into clusters that are not related to environmental conditions but that this increase is limited. Natural metacommunities often show both environment and spatial determination even under conditions of relatively high isolation and these could be more easily explained by our model than alternative metacommunity models.

Dynamical model of binary asteroid systems through patched three-body problems

NASA Astrophysics Data System (ADS)

Ferrari, Fabio; Lavagna, Michèle; Howell, Kathleen C.

2016-08-01

The paper presents a strategy for trajectory design in the proximity of a binary asteroid pair. A novel patched approach has been used to design trajectories in the binary system, which is modeled by means of two different three-body systems. The model introduces some degrees of freedom with respect to a classical two-body approach and it is intended to model to higher accuracy the peculiar dynamical properties of such irregular and low gravity field bodies, while keeping the advantages of having a full analytical formulation and low computational cost required. The neighborhood of the asteroid couple is split into two regions of influence where two different three-body problems describe the dynamics of the spacecraft. These regions have been identified by introducing the concept of surface of equivalence (SOE), a three-dimensional surface that serves as boundary between the regions of influence of each dynamical model. A case of study is presented, in terms of potential scenario that may benefit of such an approach in solving its mission analysis. Cost-effective solutions to land a vehicle on the surface of a low gravity body are selected by generating Poincaré maps on the SOE, seeking intersections between stable and unstable manifolds of the two patched three-body systems.

Modeling and Computation of Transboundary Industrial Pollution with Emission Permits Trading by Stochastic Differential Game

PubMed Central

2015-01-01

Transboundary industrial pollution requires international actions to control its formation and effects. In this paper, we present a stochastic differential game to model the transboundary industrial pollution problems with emission permits trading. More generally, the process of emission permits price is assumed to be stochastic and to follow a geometric Brownian motion (GBM). We make use of stochastic optimal control theory to derive the system of Hamilton-Jacobi-Bellman (HJB) equations satisfied by the value functions for the cooperative and the noncooperative games, respectively, and then propose a so-called fitted finite volume method to solve it. The efficiency and the usefulness of this method are illustrated by the numerical experiments. The two regions’ cooperative and noncooperative optimal emission paths, which maximize the regions’ discounted streams of the net revenues, together with the value functions, are obtained. Additionally, we can also obtain the threshold conditions for the two regions to decide whether they cooperate or not in different cases. The effects of parameters in the established model on the results have been also examined. All the results demonstrate that the stochastic emission permits prices can motivate the players to make more flexible strategic decisions in the games. PMID:26402322

Modeling and Computation of Transboundary Industrial Pollution with Emission Permits Trading by Stochastic Differential Game.

PubMed

Chang, Shuhua; Wang, Xinyu; Wang, Zheng

2015-01-01

Transboundary industrial pollution requires international actions to control its formation and effects. In this paper, we present a stochastic differential game to model the transboundary industrial pollution problems with emission permits trading. More generally, the process of emission permits price is assumed to be stochastic and to follow a geometric Brownian motion (GBM). We make use of stochastic optimal control theory to derive the system of Hamilton-Jacobi-Bellman (HJB) equations satisfied by the value functions for the cooperative and the noncooperative games, respectively, and then propose a so-called fitted finite volume method to solve it. The efficiency and the usefulness of this method are illustrated by the numerical experiments. The two regions' cooperative and noncooperative optimal emission paths, which maximize the regions' discounted streams of the net revenues, together with the value functions, are obtained. Additionally, we can also obtain the threshold conditions for the two regions to decide whether they cooperate or not in different cases. The effects of parameters in the established model on the results have been also examined. All the results demonstrate that the stochastic emission permits prices can motivate the players to make more flexible strategic decisions in the games.

Critical patch-size for two-sex populations.

PubMed

Andreguetto Maciel, Gabriel; Mendes Coutinho, Renato; André Kraenkel, Roberto

2018-06-01

As environments become increasingly degraded, mainly due to human activities, species are often subject to isolated habitats surrounded by unfavorable regions. Since the pioneering work by Skellam [25] mathematical models have provided useful insights into the population persistence in such cases. Most of these models, however, neglect the sex structure of populations and the differences between males and females. In this work we investigate, through a reaction-diffusion system, the dynamics of a sex-structured population in a single semipermeable patch. The critical patch size for persistence is determined from implicit relationships between model parameters. The effects of the various growth and movement parameters are also investigated. Copyright © 2018 Elsevier Inc. All rights reserved.

Recursively constructing analytic expressions for equilibrium distributions of stochastic biochemical reaction networks.

PubMed

Meng, X Flora; Baetica, Ania-Ariadna; Singhal, Vipul; Murray, Richard M

2017-05-01

Noise is often indispensable to key cellular activities, such as gene expression, necessitating the use of stochastic models to capture its dynamics. The chemical master equation (CME) is a commonly used stochastic model of Kolmogorov forward equations that describe how the probability distribution of a chemically reacting system varies with time. Finding analytic solutions to the CME can have benefits, such as expediting simulations of multiscale biochemical reaction networks and aiding the design of distributional responses. However, analytic solutions are rarely known. A recent method of computing analytic stationary solutions relies on gluing simple state spaces together recursively at one or two states. We explore the capabilities of this method and introduce algorithms to derive analytic stationary solutions to the CME. We first formally characterize state spaces that can be constructed by performing single-state gluing of paths, cycles or both sequentially. We then study stochastic biochemical reaction networks that consist of reversible, elementary reactions with two-dimensional state spaces. We also discuss extending the method to infinite state spaces and designing the stationary behaviour of stochastic biochemical reaction networks. Finally, we illustrate the aforementioned ideas using examples that include two interconnected transcriptional components and biochemical reactions with two-dimensional state spaces. © 2017 The Author(s).

Recursively constructing analytic expressions for equilibrium distributions of stochastic biochemical reaction networks

PubMed Central

Baetica, Ania-Ariadna; Singhal, Vipul; Murray, Richard M.

2017-01-01

Noise is often indispensable to key cellular activities, such as gene expression, necessitating the use of stochastic models to capture its dynamics. The chemical master equation (CME) is a commonly used stochastic model of Kolmogorov forward equations that describe how the probability distribution of a chemically reacting system varies with time. Finding analytic solutions to the CME can have benefits, such as expediting simulations of multiscale biochemical reaction networks and aiding the design of distributional responses. However, analytic solutions are rarely known. A recent method of computing analytic stationary solutions relies on gluing simple state spaces together recursively at one or two states. We explore the capabilities of this method and introduce algorithms to derive analytic stationary solutions to the CME. We first formally characterize state spaces that can be constructed by performing single-state gluing of paths, cycles or both sequentially. We then study stochastic biochemical reaction networks that consist of reversible, elementary reactions with two-dimensional state spaces. We also discuss extending the method to infinite state spaces and designing the stationary behaviour of stochastic biochemical reaction networks. Finally, we illustrate the aforementioned ideas using examples that include two interconnected transcriptional components and biochemical reactions with two-dimensional state spaces. PMID:28566513

The critical domain size of stochastic population models.

PubMed

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

2017-02-01

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

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

PubMed

Vellela, Melissa; Qian, Hong

2009-10-06

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

Phase diagrams of Janus fluids with up-down constrained orientations

NASA Astrophysics Data System (ADS)

Fantoni, Riccardo; Giacometti, Achille; Maestre, Miguel Ángel G.; Santos, Andrés

2013-11-01

A class of binary mixtures of Janus fluids formed by colloidal spheres with the hydrophobic hemispheres constrained to point either up or down are studied by means of Gibbs ensemble Monte Carlo simulations and simple analytical approximations. These fluids can be experimentally realized by the application of an external static electrical field. The gas-liquid and demixing phase transitions in five specific models with different patch-patch affinities are analyzed. It is found that a gas-liquid transition is present in all the models, even if only one of the four possible patch-patch interactions is attractive. Moreover, provided the attraction between like particles is stronger than between unlike particles, the system demixes into two subsystems with different composition at sufficiently low temperatures and high densities.

Space-time-modulated stochastic processes

NASA Astrophysics Data System (ADS)

Giona, Massimiliano

2017-10-01

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

Adaptive two-regime method: Application to front propagation

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

Robinson, Martin, E-mail: martin.robinson@maths.ox.ac.uk; Erban, Radek, E-mail: erban@maths.ox.ac.uk; Flegg, Mark, E-mail: mark.flegg@monash.edu

2014-03-28

The Adaptive Two-Regime Method (ATRM) is developed for hybrid (multiscale) stochastic simulation of reaction-diffusion problems. It efficiently couples detailed Brownian dynamics simulations with coarser lattice-based models. The ATRM is a generalization of the previously developed Two-Regime Method [Flegg et al., J. R. Soc., Interface 9, 859 (2012)] to multiscale problems which require a dynamic selection of regions where detailed Brownian dynamics simulation is used. Typical applications include a front propagation or spatio-temporal oscillations. In this paper, the ATRM is used for an in-depth study of front propagation in a stochastic reaction-diffusion system which has its mean-field model given in termsmore » of the Fisher equation [R. Fisher, Ann. Eugen. 7, 355 (1937)]. It exhibits a travelling reaction front which is sensitive to stochastic fluctuations at the leading edge of the wavefront. Previous studies into stochastic effects on the Fisher wave propagation speed have focused on lattice-based models, but there has been limited progress using off-lattice (Brownian dynamics) models, which suffer due to their high computational cost, particularly at the high molecular numbers that are necessary to approach the Fisher mean-field model. By modelling only the wavefront itself with the off-lattice model, it is shown that the ATRM leads to the same Fisher wave results as purely off-lattice models, but at a fraction of the computational cost. The error analysis of the ATRM is also presented for a morphogen gradient model.« less

Robust stochastic Turing patterns in the development of a one-dimensional cyanobacterial organism.

PubMed

Di Patti, Francesca; Lavacchi, Laura; Arbel-Goren, Rinat; Schein-Lubomirsky, Leora; Fanelli, Duccio; Stavans, Joel

2018-05-01

Under nitrogen deprivation, the one-dimensional cyanobacterial organism Anabaena sp. PCC 7120 develops patterns of single, nitrogen-fixing cells separated by nearly regular intervals of photosynthetic vegetative cells. We study a minimal, stochastic model of developmental patterns in Anabaena that includes a nondiffusing activator, two diffusing inhibitor morphogens, demographic fluctuations in the number of morphogen molecules, and filament growth. By tracking developing filaments, we provide experimental evidence for different spatiotemporal roles of the two inhibitors during pattern maintenance and for small molecular copy numbers, justifying a stochastic approach. In the deterministic limit, the model yields Turing patterns within a region of parameter space that shrinks markedly as the inhibitor diffusivities become equal. Transient, noise-driven, stochastic Turing patterns are produced outside this region, which can then be fixed by downstream genetic commitment pathways, dramatically enhancing the robustness of pattern formation, also in the biologically relevant situation in which the inhibitors' diffusivities may be comparable.

Modeling and Properties of Nonlinear Stochastic Dynamical System of Continuous Culture

NASA Astrophysics Data System (ADS)

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

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

Resource distribution influences positive edge effects in a seagrass fish.

PubMed

Macreadie, Peter I; Hindell, Jeremy S; Keough, Michael J; Jenkins, Gregory P; Connolly, Rod M

2010-07-01

According to conceptual models, the distribution of resources plays a critical role in determining how organisms distribute themselves near habitat edges. These models are frequently used to achieve a mechanistic understanding of edge effects, but because they are based predominantly on correlative studies, there is need for a demonstration of causality, which is best done through experimentation. Using artificial seagrass habitat as an experimental system, we determined a likely mechanism underpinning edge effects in a seagrass fish. To test for edge effects, we measured fish abundance at edges (0-0.5 m) and interiors (0.5-1 m) of two patch configurations: continuous (single, continuous 9-m2 patches) and patchy (four discrete 1-m2 patches within a 9-m2 area). In continuous configurations, pipefish (Stigmatopora argus) were three times more abundant at edges than interiors (positive edge effect), but in patchy configurations there was no difference. The lack of edge effect in patchy configurations might be because patchy seagrass consisted entirely of edge habitat. We then used two approaches to test whether observed edge effects in continuous configurations were caused by increased availability of food at edges. First, we estimated the abundance of the major prey of pipefish, small crustaceans, across continuous seagrass configurations. Crustacean abundances were highest at seagrass edges, where they were 16% greater than in patch interiors. Second, we supplemented interiors of continuous treatment patches with live crustaceans, while control patches were supplemented with seawater. After five hours of supplementation, numbers of pipefish were similar between edges and interiors of treatment patches, while the strong edge effects were maintained in controls. This indicated that fish were moving from patch edges to interiors in response to food supplementation. These approaches strongly suggest that a numerically dominant fish species is more abundant at seagrass edges due to greater food availability, and provide experimental support for the resource distribution model as an explanation for edge effects.

Rapid Diversity Loss of Competing Animal Species in Well-Connected Landscapes

PubMed Central

Schippers, Peter; Hemerik, Lia; Baveco, Johannes M.; Verboom, Jana

2015-01-01

Population viability of a single species, when evaluated with metapopulation based landscape evaluation tools, always increases when the connectivity of the landscape increases. However, when interactions between species are taken into account, results can differ. We explore this issue using a stochastic spatially explicit meta-community model with 21 competing species in five different competitive settings: (1) weak, coexisting competition, (2) neutral competition, (3) strong, excluding competition, (4) hierarchical competition and (5) random species competition. The species compete in randomly generated landscapes with various fragmentation levels. With this model we study species loss over time. Simulation results show that overall diversity, the species richness in the entire landscape, decreases slowly in fragmented landscapes whereas in well-connected landscapes rapid species losses occur. These results are robust with respect to changing competitive settings, species parameters and spatial configurations. They indicate that optimal landscape configuration for species conservation differs between metapopulation approaches, modelling species separately and meta-community approaches allowing species interactions. The mechanism behind this is that species in well-connected landscapes rapidly outcompete each other. Species that become abundant, by chance or by their completive strength, send out large amounts of dispersers that colonize and take over other patches that are occupied by species that are less abundant. This mechanism causes rapid species loss. In fragmented landscapes the colonization rate is lower, and it is difficult for a new species to establish in an already occupied patch. So, here dominant species cannot easily take over patches occupied by other species and higher diversity is maintained for a longer time. These results suggest that fragmented landscapes have benefits for species conservation previously unrecognized by the landscape ecology and policy community. When species interactions are important, landscapes with a low fragmentation level can be better for species conservation than well-connected landscapes. Moreover, our results indicate that metapopulation based landscape evaluation tools may overestimate the value of connectivity and should be replaced by more realistic meta-community based tools. PMID:26218682

Stochastic model of transcription factor-regulated gene expression

NASA Astrophysics Data System (ADS)

Karmakar, Rajesh; Bose, Indrani

2006-09-01

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

Invertebrate community response to a shifting mosaic of habitat

USGS Publications Warehouse

Engle, David M.; Fuhlendorf, S.D.; Roper, A.; Leslie, David M.

2008-01-01

Grazing management has focused largely on promoting vegetation homogeneity through uniform distribution of grazing to minimize area in a pasture that is either heavily disturbed or undisturbed. An alternative management model that couples grazing and fire (i.e., patch burning) to promote heterogeneity argues that grazing and fire interact through a series of positive and negative feedbacks to cause a shifting mosaic of vegetation composition and structure across the landscape. We compared patch burning with traditional homogeneity-based management in tallgrass prairie to determine the influence of the two treatments on the aboveground invertebrate community. Patch burning resulted in a temporal flush of invertebrate biomass in patches transitional between unburned and patches burned in the current year. Total invertebrate mass was about 50% greater in these transitional patches within patch-burned pastures as compared to pastures under traditional, homogeneity-based management. Moreover, the mosaic of patches in patch-burned pastures contained a wider range of invertebrate biomass and greater abundance of some invertebrate orders than did the traditionally managed pastures. Patch burning provides habitat that meets requirements for a broad range of invertebrate species, suggesting the potential for patch burning to benefit other native animal assemblages in the food chain.

Ignition probability of polymer-bonded explosives accounting for multiple sources of material stochasticity

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

Kim, S.; Barua, A.; Zhou, M., E-mail: min.zhou@me.gatech.edu

2014-05-07

Accounting for the combined effect of multiple sources of stochasticity in material attributes, we develop an approach that computationally predicts the probability of ignition of polymer-bonded explosives (PBXs) under impact loading. The probabilistic nature of the specific ignition processes is assumed to arise from two sources of stochasticity. The first source involves random variations in material microstructural morphology; the second source involves random fluctuations in grain-binder interfacial bonding strength. The effect of the first source of stochasticity is analyzed with multiple sets of statistically similar microstructures and constant interfacial bonding strength. Subsequently, each of the microstructures in the multiple setsmore » is assigned multiple instantiations of randomly varying grain-binder interfacial strengths to analyze the effect of the second source of stochasticity. Critical hotspot size-temperature states reaching the threshold for ignition are calculated through finite element simulations that explicitly account for microstructure and bulk and interfacial dissipation to quantify the time to criticality (t{sub c}) of individual samples, allowing the probability distribution of the time to criticality that results from each source of stochastic variation for a material to be analyzed. Two probability superposition models are considered to combine the effects of the multiple sources of stochasticity. The first is a parallel and series combination model, and the second is a nested probability function model. Results show that the nested Weibull distribution provides an accurate description of the combined ignition probability. The approach developed here represents a general framework for analyzing the stochasticity in the material behavior that arises out of multiple types of uncertainty associated with the structure, design, synthesis and processing of materials.« less

On the impact of a refined stochastic model for airborne LiDAR measurements

NASA Astrophysics Data System (ADS)

Bolkas, Dimitrios; Fotopoulos, Georgia; Glennie, Craig

2016-09-01

Accurate topographic information is critical for a number of applications in science and engineering. In recent years, airborne light detection and ranging (LiDAR) has become a standard tool for acquiring high quality topographic information. The assessment of airborne LiDAR derived DEMs is typically based on (i) independent ground control points and (ii) forward error propagation utilizing the LiDAR geo-referencing equation. The latter approach is dependent on the stochastic model information of the LiDAR observation components. In this paper, the well-known statistical tool of variance component estimation (VCE) is implemented for a dataset in Houston, Texas, in order to refine the initial stochastic information. Simulations demonstrate the impact of stochastic-model refinement for two practical applications, namely coastal inundation mapping and surface displacement estimation. Results highlight scenarios where erroneous stochastic information is detrimental. Furthermore, the refined stochastic information provides insights on the effect of each LiDAR measurement in the airborne LiDAR error budget. The latter is important for targeting future advancements in order to improve point cloud accuracy.

Le modèle stochastique SIS pour une épidémie dans un environnement aléatoire.

PubMed

Bacaër, Nicolas

2016-10-01

The stochastic SIS epidemic model in a random environment. In a random environment that is a two-state continuous-time Markov chain, the mean time to extinction of the stochastic SIS epidemic model grows in the supercritical case exponentially with respect to the population size if the two states are favorable, and like a power law if one state is favorable while the other is unfavorable.

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

NASA Astrophysics Data System (ADS)

Liu, Qun; Jiang, Daqing

2018-04-01

In this paper, two stochastic predator-prey models with general functional response and higher-order perturbation are proposed and investigated. For the nonautonomous periodic case of the system, by using Khasminskii's theory of periodic solution, we show that the system admits a nontrivial positive T-periodic solution. For the system disturbed by both white and telegraph noises, sufficient conditions for positive recurrence and the existence of an ergodic stationary distribution to the solutions are established. The existence of stationary distribution implies stochastic weak stability to some extent.

Wireless OAM transmission system based on elliptical microstrip patch antenna.

PubMed

Chen, Jia Jia; Lu, Qian Nan; Dong, Fei Fei; Yang, Jing Jing; Huang, Ming

2016-05-30

The multiplexing transmission has always been a focus of attention for communication technology. In this paper, the radiation characteristics of circular microstrip patch antenna was firstly analyzed based on cavity model theory, and then spiral beams carrying orbital angular momentum (OAM) were generated, using elliptical microstrip patch antenna, with a single feed probe instead of a standard circular patch with two feedpoints. Moreover, by combining the proposed elliptic microstrip patch antenna with Universal Software Radio Peripheral (USRP), a wireless OAM transmission system was established and the real-time transmission of text, image and video in a real channel environment was realized. Since the wireless OAM transmission has the advantage of good safety and high spectrum utilization efficiency, this work has theoretical significance and potential application.

Utilization of MatPIV program to different geotechnical models

NASA Astrophysics Data System (ADS)

Aklik, P.; Idinger, G.

2009-04-01

The Particle Imaging Velocimetry (PIV) technique is being used to measure soil displacements. PIV has been used for many years in fluid mechanics; but for physical modeling in geotechnical engineering, this technique is still relatively new. PIV is a worldwide growth in soil mechanics over the last decade owing to the developments in digital cameras and laser technologies. The use of PIV is feasible provided the surface contains sufficient texture. A Cambridge group has shown that natural sand contains enough texture for applying PIV. In a texture-based approach, the only requirement is for any patch, big or small to be sufficiently unique so that statistical tracking of this patch is possible. In this paper, some of the soil mechanic's models were investigated such as retaining walls, slope failures, and foundations. The photographs were taken with the help of the high resolution digital camera, the displacements of soils were evaluated with free software named as MatPIV and the displacement graphics between the two images were obtained. Nikon D60 digital camera is 10.2 MB and it has special properties which makes it possible to use in PIV applications. These special properties are Airflow Control System and Image Sensor cleaning for protection against dust, Active D-Lighting for highlighted or shadowy areas while shooting, advanced three-point AF system for fast, efficient and precise autofocus. Its fast and continuous shooting mode enables up to 100 JPEG images at three frames per second. Norm Sand (DIN 1164) was used for all the models in a glass rectangular box. For every experiment, MatPIV was used to calculate the velocities from the two images. MatPIV program was used in two ways such as easy way and difficult way: In the easy way, the two images with 64*64 pixels with 50% or 75% overlap of the interrogation windows were taken into consideration and the calculation was performed with a single iteration through the images and the result consisted of four matrices measured in pixels and pixels/second. At the end of the iteration, the results were visualized. In the application of difficult way of MatPIV, a grid of points into the research model was inserted and the first image was taken with the Nikon D60 digital camera. Afterwards, how large a pixel in the image and the orientation of the coordinate system were calculated. If there are no particles to perform PIV calculations in the investigated region, the best way is to mask out this empty region. The crucial step in PIV is the particle image analysis, which is to determine the displacements between two successive images. The first image was divided into a grid of test patches. Each test patch consisted of a sample of the image matrix of size L * L pixels. To find the displacement of the test patch between images 1 and 2, a search patch was extracted from the second image. The cross-correlation of test patch and search patch was evaluated. The resulting normalized correlation plane indicated the "degree of match" between the test and search patch. The highest peak in the normalized correlation plane indicated the displacement vector of the test patch. The procedure described above for evaluation a single displacement vector was repeated for the entire grid of test patches, producing the displacement field between the image pair. After having performed the calculations, there were so many wild vectors due to low image quality in some parts of the images to be removed with the help of the different filters. There are four different filters in MatPIV, these are: signal-to-noise ratio filter, peak height filter, global filter, and local filter. The filters were used step by step to decide which filter could give the best result for the related images. As a last step, both of the ways were compared in each geotechnical model.

Competition-Colonization Trade-Offs, Competitive Uncertainty, and the Evolutionary Assembly of Species

PubMed Central

Pillai, Pradeep; Guichard, Frédéric

2012-01-01

We utilize a standard competition-colonization metapopulation model in order to study the evolutionary assembly of species. Based on earlier work showing how models assuming strict competitive hierarchies will likely lead to runaway evolution and self-extinction for all species, we adopt a continuous competition function that allows for levels of uncertainty in the outcome of competition. We then, by extending the standard patch-dynamic metapopulation model in order to include evolutionary dynamics, allow for the coevolution of species into stable communities composed of species with distinct limiting similarities. Runaway evolution towards stochastic extinction then becomes a limiting case controlled by the level of competitive uncertainty. We demonstrate how intermediate competitive uncertainty maximizes the equilibrium species richness as well as maximizes the adaptive radiation and self-assembly of species under adaptive dynamics with mutations of non-negligible size. By reconciling competition-colonization tradeoff theory with co-evolutionary dynamics, our results reveal the importance of intermediate levels of competitive uncertainty for the evolutionary assembly of species. PMID:22448253

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<

A DG approach to the numerical solution of the Stein-Stein stochastic volatility option pricing model

NASA Astrophysics Data System (ADS)

Hozman, J.; Tichý, T.

2017-12-01

Stochastic volatility models enable to capture the real world features of the options better than the classical Black-Scholes treatment. Here we focus on pricing of European-style options under the Stein-Stein stochastic volatility model when the option value depends on the time, on the price of the underlying asset and on the volatility as a function of a mean reverting Orstein-Uhlenbeck process. A standard mathematical approach to this model leads to the non-stationary second-order degenerate partial differential equation of two spatial variables completed by the system of boundary and terminal conditions. In order to improve the numerical valuation process for a such pricing equation, we propose a numerical technique based on the discontinuous Galerkin method and the Crank-Nicolson scheme. Finally, reference numerical experiments on real market data illustrate comprehensive empirical findings on options with stochastic volatility.

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.)

A developmental basis for stochasticity in floral organ numbers

PubMed Central

Kitazawa, Miho S.; Fujimoto, Koichi

2014-01-01

Stochasticity ubiquitously inevitably appears at all levels from molecular traits to multicellular, morphological traits. Intrinsic stochasticity in biochemical reactions underlies the typical intercellular distributions of chemical concentrations, e.g., morphogen gradients, which can give rise to stochastic morphogenesis. While the universal statistics and mechanisms underlying the stochasticity at the biochemical level have been widely analyzed, those at the morphological level have not. Such morphological stochasticity is found in foral organ numbers. Although the floral organ number is a hallmark of floral species, it can distribute stochastically even within an individual plant. The probability distribution of the floral organ number within a population is usually asymmetric, i.e., it is more likely to increase rather than decrease from the modal value, or vice versa. We combined field observations, statistical analysis, and mathematical modeling to study the developmental basis of the variation in floral organ numbers among 50 species mainly from Ranunculaceae and several other families from core eudicots. We compared six hypothetical mechanisms and found that a modified error function reproduced much of the asymmetric variation found in eudicot floral organ numbers. The error function is derived from mathematical modeling of floral organ positioning, and its parameters represent measurable distances in the floral bud morphologies. The model predicts two developmental sources of the organ-number distributions: stochastic shifts in the expression boundaries of homeotic genes and a semi-concentric (whorled-type) organ arrangement. Other models species- or organ-specifically reproduced different types of distributions that reflect different developmental processes. The organ-number variation could be an indicator of stochasticity in organ fate determination and organ positioning. PMID:25404932

Immune Response to a Variable Pathogen: A Stochastic Model with Two Interlocked Darwinian Entities

PubMed Central

Kuhn, Christoph

2012-01-01

This paper presents the modeling of a host immune system, more precisely the immune effector cell and immune memory cell population, and its interaction with an invading pathogen population. It will tackle two issues of interest; on the one hand, in defining a stochastic model accounting for the inherent nature of organisms in population dynamics, namely multiplication with mutation and selection; on the other hand, in providing a description of pathogens that may vary their antigens through mutations during infection of the host. Unlike most of the literature, which models the dynamics with first-order differential equations, this paper proposes a Galton-Watson type branching process to describe stochastically by whole distributions the population dynamics of pathogens and immune cells. In the first model case, the pathogen of a given type is either eradicated or shows oscillatory chronic response. In the second model case, the pathogen shows variational behavior changing its antigen resulting in a prolonged immune reaction. PMID:23424603

Immune response to a variable pathogen: a stochastic model with two interlocked Darwinian entities.

PubMed

Kuhn, Christoph

2012-01-01

This paper presents the modeling of a host immune system, more precisely the immune effector cell and immune memory cell population, and its interaction with an invading pathogen population. It will tackle two issues of interest; on the one hand, in defining a stochastic model accounting for the inherent nature of organisms in population dynamics, namely multiplication with mutation and selection; on the other hand, in providing a description of pathogens that may vary their antigens through mutations during infection of the host. Unlike most of the literature, which models the dynamics with first-order differential equations, this paper proposes a Galton-Watson type branching process to describe stochastically by whole distributions the population dynamics of pathogens and immune cells. In the first model case, the pathogen of a given type is either eradicated or shows oscillatory chronic response. In the second model case, the pathogen shows variational behavior changing its antigen resulting in a prolonged immune reaction.

A study about the existence of the leverage effect in stochastic volatility models

NASA Astrophysics Data System (ADS)

Florescu, Ionuţ; Pãsãricã, Cristian Gabriel

2009-02-01

The empirical relationship between the return of an asset and the volatility of the asset has been well documented in the financial literature. Named the leverage effect or sometimes risk-premium effect, it is observed in real data that, when the return of the asset decreases, the volatility increases and vice versa. Consequently, it is important to demonstrate that any formulated model for the asset price is capable of generating this effect observed in practice. Furthermore, we need to understand the conditions on the parameters present in the model that guarantee the apparition of the leverage effect. In this paper we analyze two general specifications of stochastic volatility models and their capability of generating the perceived leverage effect. We derive conditions for the apparition of leverage effect in both of these stochastic volatility models. We exemplify using stochastic volatility models used in practice and we explicitly state the conditions for the existence of the leverage effect in these examples.

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

NASA Astrophysics Data System (ADS)

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

2011-11-01

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

Stochastic bifurcation in a model of love with colored noise

NASA Astrophysics Data System (ADS)

Yue, Xiaokui; Dai, Honghua; Yuan, Jianping

2015-07-01

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

Beamlets from stochastic acceleration

NASA Astrophysics Data System (ADS)

Perri, Silvia; Carbone, Vincenzo

2008-09-01

We investigate the dynamics of a realization of the stochastic Fermi acceleration mechanism. The model consists of test particles moving between two oscillating magnetic clouds and differs from the usual Fermi-Ulam model in two ways. (i) Particles can penetrate inside clouds before being reflected. (ii) Particles can radiate a fraction of their energy during the process. Since the Fermi mechanism is at work, particles are stochastically accelerated, even in the presence of the radiated energy. Furthermore, due to a kind of resonance between particles and oscillating clouds, the probability density function of particles is strongly modified, thus generating beams of accelerated particles rather than a translation of the whole distribution function to higher energy. This simple mechanism could account for the presence of beamlets in some space plasma physics situations.

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

NASA Astrophysics Data System (ADS)

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

2016-12-01

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

Dynamical crossover in a stochastic model of cell fate decision

NASA Astrophysics Data System (ADS)

Yamaguchi, Hiroki; Kawaguchi, Kyogo; Sagawa, Takahiro

2017-07-01

We study the asymptotic behaviors of stochastic cell fate decision between proliferation and differentiation. We propose a model of a self-replicating Langevin system, where cells choose their fate (i.e., proliferation or differentiation) depending on local cell density. Based on this model, we propose a scenario for multicellular organisms to maintain the density of cells (i.e., homeostasis) through finite-ranged cell-cell interactions. Furthermore, we numerically show that the distribution of the number of descendant cells changes over time, thus unifying the previously proposed two models regarding homeostasis: the critical birth death process and the voter model. Our results provide a general platform for the study of stochastic cell fate decision in terms of nonequilibrium statistical mechanics.

A robust component mode synthesis method for stochastic damped vibroacoustics

NASA Astrophysics Data System (ADS)

Tran, Quang Hung; Ouisse, Morvan; Bouhaddi, Noureddine

2010-01-01

In order to reduce vibrations or sound levels in industrial vibroacoustic problems, the low-cost and efficient way consists in introducing visco- and poro-elastic materials either on the structure or on cavity walls. Depending on the frequency range of interest, several numerical approaches can be used to estimate the behavior of the coupled problem. In the context of low frequency applications related to acoustic cavities with surrounding vibrating structures, the finite elements method (FEM) is one of the most efficient techniques. Nevertheless, industrial problems lead to large FE models which are time-consuming in updating or optimization processes. A classical way to reduce calculation time is the component mode synthesis (CMS) method, whose classical formulation is not always efficient to predict dynamical behavior of structures including visco-elastic and/or poro-elastic patches. Then, to ensure an efficient prediction, the fluid and structural bases used for the model reduction need to be updated as a result of changes in a parametric optimization procedure. For complex models, this leads to prohibitive numerical costs in the optimization phase or for management and propagation of uncertainties in the stochastic vibroacoustic problem. In this paper, the formulation of an alternative CMS method is proposed and compared to classical ( u, p) CMS method: the Ritz basis is completed with static residuals associated to visco-elastic and poro-elastic behaviors. This basis is also enriched by the static response of residual forces due to structural modifications, resulting in a so-called robust basis, also adapted to Monte Carlo simulations for uncertainties propagation using reduced models.

Stochastic models to study the impact of mixing on a fed-batch culture of Saccharomyces cerevisiae.

PubMed

Delvigne, F; Lejeune, A; Destain, J; Thonart, P

2006-01-01

The mechanisms of interaction between microorganisms and their environment in a stirred bioreactor can be modeled by a stochastic approach. The procedure comprises two submodels: a classical stochastic model for the microbial cell circulation and a Markov chain model for the concentration gradient calculus. The advantage lies in the fact that the core of each submodel, i.e., the transition matrix (which contains the probabilities to shift from a perfectly mixed compartment to another in the bioreactor representation), is identical for the two cases. That means that both the particle circulation and fluid mixing process can be analyzed by use of the same modeling basis. This assumption has been validated by performing inert tracer (NaCl) and stained yeast cells dispersion experiments that have shown good agreement with simulation results. The stochastic model has been used to define a characteristic concentration profile experienced by the microorganisms during a fermentation test performed in a scale-down reactor. The concentration profiles obtained in this way can explain the scale-down effect in the case of a Saccharomyces cerevisiae fed-batch process. The simulation results are analyzed in order to give some explanations about the effect of the substrate fluctuation dynamics on S. cerevisiae.

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

PubMed Central

Li, Yihe; Li, Bofeng; Gao, Yang

2015-01-01

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

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

PubMed

Li, Yihe; Li, Bofeng; Gao, Yang

2015-11-30

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

Revisiting Temporal Markov Chains for Continuum modeling of Transport in Porous Media

NASA Astrophysics Data System (ADS)

Delgoshaie, A. H.; Jenny, P.; Tchelepi, H.

2017-12-01

The transport of fluids in porous media is dominated by flow­-field heterogeneity resulting from the underlying permeability field. Due to the high uncertainty in the permeability field, many realizations of the reference geological model are used to describe the statistics of the transport phenomena in a Monte Carlo (MC) framework. There has been strong interest in working with stochastic formulations of the transport that are different from the standard MC approach. Several stochastic models based on a velocity process for tracer particle trajectories have been proposed. Previous studies have shown that for high variances of the log-conductivity, the stochastic models need to account for correlations between consecutive velocity transitions to predict dispersion accurately. The correlated velocity models proposed in the literature can be divided into two general classes of temporal and spatial Markov models. Temporal Markov models have been applied successfully to tracer transport in both the longitudinal and transverse directions. These temporal models are Stochastic Differential Equations (SDEs) with very specific drift and diffusion terms tailored for a specific permeability correlation structure. The drift and diffusion functions devised for a certain setup would not necessarily be suitable for a different scenario, (e.g., a different permeability correlation structure). The spatial Markov models are simple discrete Markov chains that do not require case specific assumptions. However, transverse spreading of contaminant plumes has not been successfully modeled with the available correlated spatial models. Here, we propose a temporal discrete Markov chain to model both the longitudinal and transverse dispersion in a two-dimensional domain. We demonstrate that these temporal Markov models are valid for different correlation structures without modification. Similar to the temporal SDEs, the proposed model respects the limited asymptotic transverse spreading of the plume in two-dimensional problems.

Model-assisted probability of detection of flaws in aluminum blocks using polynomial chaos expansions

NASA Astrophysics Data System (ADS)

Du, Xiaosong; Leifsson, Leifur; Grandin, Robert; Meeker, William; Roberts, Ronald; Song, Jiming

2018-04-01

Probability of detection (POD) is widely used for measuring reliability of nondestructive testing (NDT) systems. Typically, POD is determined experimentally, while it can be enhanced by utilizing physics-based computational models in combination with model-assisted POD (MAPOD) methods. With the development of advanced physics-based methods, such as ultrasonic NDT testing, the empirical information, needed for POD methods, can be reduced. However, performing accurate numerical simulations can be prohibitively time-consuming, especially as part of stochastic analysis. In this work, stochastic surrogate models for computational physics-based measurement simulations are developed for cost savings of MAPOD methods while simultaneously ensuring sufficient accuracy. The stochastic surrogate is used to propagate the random input variables through the physics-based simulation model to obtain the joint probability distribution of the output. The POD curves are then generated based on those results. Here, the stochastic surrogates are constructed using non-intrusive polynomial chaos (NIPC) expansions. In particular, the NIPC methods used are the quadrature, ordinary least-squares (OLS), and least-angle regression sparse (LARS) techniques. The proposed approach is demonstrated on the ultrasonic testing simulation of a flat bottom hole flaw in an aluminum block. The results show that the stochastic surrogates have at least two orders of magnitude faster convergence on the statistics than direct Monte Carlo sampling (MCS). Moreover, the evaluation of the stochastic surrogate models is over three orders of magnitude faster than the underlying simulation model for this case, which is the UTSim2 model.

Rupture Propagation for Stochastic Fault Models

NASA Astrophysics Data System (ADS)

Favreau, P.; Lavallee, D.; Archuleta, R.

2003-12-01

The inversion of strong motion data of large earhquakes give the spatial distribution of pre-stress on the ruptured faults and it can be partially reproduced by stochastic models, but a fundamental question remains: how rupture propagates, constrained by the presence of spatial heterogeneity? For this purpose we investigate how the underlying random variables, that control the pre-stress spatial variability, condition the propagation of the rupture. Two stochastic models of prestress distributions are considered, respectively based on Cauchy and Gaussian random variables. The parameters of the two stochastic models have values corresponding to the slip distribution of the 1979 Imperial Valley earthquake. We use a finite difference code to simulate the spontaneous propagation of shear rupture on a flat fault in a 3D continuum elastic body. The friction law is the slip dependent friction law. The simulations show that the propagation of the rupture front is more complex, incoherent or snake-like for a prestress distribution based on Cauchy random variables. This may be related to the presence of a higher number of asperities in this case. These simulations suggest that directivity is stronger in the Cauchy scenario, compared to the smoother rupture of the Gauss scenario.

Stochastic Approaches Within a High Resolution Rapid Refresh Ensemble

NASA Astrophysics Data System (ADS)

Jankov, I.

2017-12-01

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

Stochastic noncooperative and cooperative evolutionary game strategies of a population of biological networks under natural selection.

PubMed

Chen, Bor-Sen; Yeh, Chin-Hsun

2017-12-01

We review current static and dynamic evolutionary game strategies of biological networks and discuss the lack of random genetic variations and stochastic environmental disturbances in these models. To include these factors, a population of evolving biological networks is modeled as a nonlinear stochastic biological system with Poisson-driven genetic variations and random environmental fluctuations (stimuli). To gain insight into the evolutionary game theory of stochastic biological networks under natural selection, the phenotypic robustness and network evolvability of noncooperative and cooperative evolutionary game strategies are discussed from a stochastic Nash game perspective. The noncooperative strategy can be transformed into an equivalent multi-objective optimization problem and is shown to display significantly improved network robustness to tolerate genetic variations and buffer environmental disturbances, maintaining phenotypic traits for longer than the cooperative strategy. However, the noncooperative case requires greater effort and more compromises between partly conflicting players. Global linearization is used to simplify the problem of solving nonlinear stochastic evolutionary games. Finally, a simple stochastic evolutionary model of a metabolic pathway is simulated to illustrate the procedure of solving for two evolutionary game strategies and to confirm and compare their respective characteristics in the evolutionary process. Copyright © 2017 Elsevier B.V. All rights reserved.

Modified parton branching model for multi-particle production in hadronic collisions: Application to SUSY particle branching

NASA Astrophysics Data System (ADS)

Yuanyuan, Zhang

The stochastic branching model of multi-particle productions in high energy collision has theoretical basis in perturbative QCD, and also successfully describes the experimental data for a wide energy range. However, over the years, little attention has been put on the branching model for supersymmetric (SUSY) particles. In this thesis, a stochastic branching model has been built to describe the pure supersymmetric particle jets evolution. This model is a modified two-phase stochastic branching process, or more precisely a two phase Simple Birth Process plus Poisson Process. The general case that the jets contain both ordinary particle jets and supersymmetric particle jets has also been investigated. We get the multiplicity distribution of the general case, which contains a Hypergeometric function in its expression. We apply this new multiplicity distribution to the current experimental data of pp collision at center of mass energy √s = 0.9, 2.36, 7 TeV. The fitting shows the supersymmetric particles haven't participate branching at current collision energy.

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.

An Active Patch Model for Real World Texture and Appearance Classification

PubMed Central

Mao, Junhua; Zhu, Jun; Yuille, Alan L.

2014-01-01

This paper addresses the task of natural texture and appearance classification. Our goal is to develop a simple and intuitive method that performs at state of the art on datasets ranging from homogeneous texture (e.g., material texture), to less homogeneous texture (e.g., the fur of animals), and to inhomogeneous texture (the appearance patterns of vehicles). Our method uses a bag-of-words model where the features are based on a dictionary of active patches. Active patches are raw intensity patches which can undergo spatial transformations (e.g., rotation and scaling) and adjust themselves to best match the image regions. The dictionary of active patches is required to be compact and representative, in the sense that we can use it to approximately reconstruct the images that we want to classify. We propose a probabilistic model to quantify the quality of image reconstruction and design a greedy learning algorithm to obtain the dictionary. We classify images using the occurrence frequency of the active patches. Feature extraction is fast (about 100 ms per image) using the GPU. The experimental results show that our method improves the state of the art on a challenging material texture benchmark dataset (KTH-TIPS2). To test our method on less homogeneous or inhomogeneous images, we construct two new datasets consisting of appearance image patches of animals and vehicles cropped from the PASCAL VOC dataset. Our method outperforms competing methods on these datasets. PMID:25531013

A Hybrid of the Chemical Master Equation and the Gillespie Algorithm for Efficient Stochastic Simulations of Sub-Networks.

PubMed

Albert, Jaroslav

2016-01-01

Modeling stochastic behavior of chemical reaction networks is an important endeavor in many aspects of chemistry and systems biology. The chemical master equation (CME) and the Gillespie algorithm (GA) are the two most fundamental approaches to such modeling; however, each of them has its own limitations: the GA may require long computing times, while the CME may demand unrealistic memory storage capacity. We propose a method that combines the CME and the GA that allows one to simulate stochastically a part of a reaction network. First, a reaction network is divided into two parts. The first part is simulated via the GA, while the solution of the CME for the second part is fed into the GA in order to update its propensities. The advantage of this method is that it avoids the need to solve the CME or stochastically simulate the entire network, which makes it highly efficient. One of its drawbacks, however, is that most of the information about the second part of the network is lost in the process. Therefore, this method is most useful when only partial information about a reaction network is needed. We tested this method against the GA on two systems of interest in biology--the gene switch and the Griffith model of a genetic oscillator--and have shown it to be highly accurate. Comparing this method to four different stochastic algorithms revealed it to be at least an order of magnitude faster than the fastest among them.

An inventory-theory-based interval-parameter two-stage stochastic programming model for water resources management

NASA Astrophysics Data System (ADS)

Suo, M. Q.; Li, Y. P.; Huang, G. H.

2011-09-01

In this study, an inventory-theory-based interval-parameter two-stage stochastic programming (IB-ITSP) model is proposed through integrating inventory theory into an interval-parameter two-stage stochastic optimization framework. This method can not only address system uncertainties with complex presentation but also reflect transferring batch (the transferring quantity at once) and period (the corresponding cycle time) in decision making problems. A case of water allocation problems in water resources management planning is studied to demonstrate the applicability of this method. Under different flow levels, different transferring measures are generated by this method when the promised water cannot be met. Moreover, interval solutions associated with different transferring costs also have been provided. They can be used for generating decision alternatives and thus help water resources managers to identify desired policies. Compared with the ITSP method, the IB-ITSP model can provide a positive measure for solving water shortage problems and afford useful information for decision makers under uncertainty.

Two-part models with stochastic processes for modelling longitudinal semicontinuous data: Computationally efficient inference and modelling the overall marginal mean.

PubMed

Yiu, Sean; Tom, Brian Dm

2017-01-01

Several researchers have described two-part models with patient-specific stochastic processes for analysing longitudinal semicontinuous data. In theory, such models can offer greater flexibility than the standard two-part model with patient-specific random effects. However, in practice, the high dimensional integrations involved in the marginal likelihood (i.e. integrated over the stochastic processes) significantly complicates model fitting. Thus, non-standard computationally intensive procedures based on simulating the marginal likelihood have so far only been proposed. In this paper, we describe an efficient method of implementation by demonstrating how the high dimensional integrations involved in the marginal likelihood can be computed efficiently. Specifically, by using a property of the multivariate normal distribution and the standard marginal cumulative distribution function identity, we transform the marginal likelihood so that the high dimensional integrations are contained in the cumulative distribution function of a multivariate normal distribution, which can then be efficiently evaluated. Hence, maximum likelihood estimation can be used to obtain parameter estimates and asymptotic standard errors (from the observed information matrix) of model parameters. We describe our proposed efficient implementation procedure for the standard two-part model parameterisation and when it is of interest to directly model the overall marginal mean. The methodology is applied on a psoriatic arthritis data set concerning functional disability.

On the Kolmogorov constant in stochastic turbulence models

NASA Astrophysics Data System (ADS)

Heinz, Stefan

2002-11-01

The Kolmogorov constant is fundamental in stochastic models of turbulence. To explain the reasons for observed variations of this quantity, it is calculated for two flows by various methods and data. Velocity fluctuations are considered as the sum of contributions due to anisotropy, acceleration fluctuations and stochastic forcing that is controlled by the Kolmogorov constant. It is shown that the effects of anisotropy and acceleration fluctuations are responsible for significant variations of the Kolmogorov constant. It is found near 2 for flows where anisotropy and acceleration fluctuations contribute to the energy budget, and near 6 if such contributions disappear.

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

PubMed

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

2010-09-21

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

Inferring microbial interaction networks from metagenomic data using SgLV-EKF algorithm.

PubMed

Alshawaqfeh, Mustafa; Serpedin, Erchin; Younes, Ahmad Bani

2017-03-27

Inferring the microbial interaction networks (MINs) and modeling their dynamics are critical in understanding the mechanisms of the bacterial ecosystem and designing antibiotic and/or probiotic therapies. Recently, several approaches were proposed to infer MINs using the generalized Lotka-Volterra (gLV) model. Main drawbacks of these models include the fact that these models only consider the measurement noise without taking into consideration the uncertainties in the underlying dynamics. Furthermore, inferring the MIN is characterized by the limited number of observations and nonlinearity in the regulatory mechanisms. Therefore, novel estimation techniques are needed to address these challenges. This work proposes SgLV-EKF: a stochastic gLV model that adopts the extended Kalman filter (EKF) algorithm to model the MIN dynamics. In particular, SgLV-EKF employs a stochastic modeling of the MIN by adding a noise term to the dynamical model to compensate for modeling uncertainties. This stochastic modeling is more realistic than the conventional gLV model which assumes that the MIN dynamics are perfectly governed by the gLV equations. After specifying the stochastic model structure, we propose the EKF to estimate the MIN. SgLV-EKF was compared with two similarity-based algorithms, one algorithm from the integral-based family and two regression-based algorithms, in terms of the achieved performance on two synthetic data-sets and two real data-sets. The first data-set models the randomness in measurement data, whereas, the second data-set incorporates uncertainties in the underlying dynamics. The real data-sets are provided by a recent study pertaining to an antibiotic-mediated Clostridium difficile infection. The experimental results demonstrate that SgLV-EKF outperforms the alternative methods in terms of robustness to measurement noise, modeling errors, and tracking the dynamics of the MIN. Performance analysis demonstrates that the proposed SgLV-EKF algorithm represents a powerful and reliable tool to infer MINs and track their dynamics.

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.

A photon recycling approach to the denoising of ultra-low dose X-ray sequences.

PubMed

Hariharan, Sai Gokul; Strobel, Norbert; Kaethner, Christian; Kowarschik, Markus; Demirci, Stefanie; Albarqouni, Shadi; Fahrig, Rebecca; Navab, Nassir

2018-06-01

Clinical procedures that make use of fluoroscopy may expose patients as well as the clinical staff (throughout their career) to non-negligible doses of radiation. The potential consequences of such exposures fall under two categories, namely stochastic (mostly cancer) and deterministic risks (skin injury). According to the "as low as reasonably achievable" principle, the radiation dose can be lowered only if the necessary image quality can be maintained. Our work improves upon the existing patch-based denoising algorithms by utilizing a more sophisticated noise model to exploit non-local self-similarity better and this in turn improves the performance of low-rank approximation. The novelty of the proposed approach lies in its properly designed and parameterized noise model and the elimination of initial estimates. This reduces the computational cost significantly. The algorithm has been evaluated on 500 clinical images (7 patients, 20 sequences, 3 clinical sites), taken at ultra-low dose levels, i.e. 50% of the standard low dose level, during electrophysiology procedures. An average improvement in the contrast-to-noise ratio (CNR) by a factor of around 3.5 has been found. This is associated with an image quality achieved at around 12 (square of 3.5) times the ultra-low dose level. Qualitative evaluation by X-ray image quality experts suggests that the method produces denoised images that comply with the required image quality criteria. The results are consistent with the number of patches used, and they demonstrate that it is possible to use motion estimation techniques and "recycle" photons from previous frames to improve the image quality of the current frame. Our results are comparable in terms of CNR to Video Block Matching 3D-a state-of-the-art denoising method. But qualitative analysis by experts confirms that the denoised ultra-low dose X-ray images obtained using our method are more realistic with respect to appearance.

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

NASA Astrophysics Data System (ADS)

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

2018-11-01

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

Comparison of two stochastic techniques for reliable urban runoff prediction by modeling systematic errors

NASA Astrophysics Data System (ADS)

Del Giudice, Dario; Löwe, Roland; Madsen, Henrik; Mikkelsen, Peter Steen; Rieckermann, Jörg

2015-07-01

In urban rainfall-runoff, commonly applied statistical techniques for uncertainty quantification mostly ignore systematic output errors originating from simplified models and erroneous inputs. Consequently, the resulting predictive uncertainty is often unreliable. Our objective is to present two approaches which use stochastic processes to describe systematic deviations and to discuss their advantages and drawbacks for urban drainage modeling. The two methodologies are an external bias description (EBD) and an internal noise description (IND, also known as stochastic gray-box modeling). They emerge from different fields and have not yet been compared in environmental modeling. To compare the two approaches, we develop a unifying terminology, evaluate them theoretically, and apply them to conceptual rainfall-runoff modeling in the same drainage system. Our results show that both approaches can provide probabilistic predictions of wastewater discharge in a similarly reliable way, both for periods ranging from a few hours up to more than 1 week ahead of time. The EBD produces more accurate predictions on long horizons but relies on computationally heavy MCMC routines for parameter inferences. These properties make it more suitable for off-line applications. The IND can help in diagnosing the causes of output errors and is computationally inexpensive. It produces best results on short forecast horizons that are typical for online applications.

Stochastic phase segregation on surfaces

PubMed Central

Gera, Prerna

2017-01-01

Phase separation and coarsening is a phenomenon commonly seen in binary physical and chemical systems that occur in nature. Often, thermal fluctuations, modelled as stochastic noise, are present in the system and the phase segregation process occurs on a surface. In this work, the segregation process is modelled via the Cahn–Hilliard–Cook model, which is a fourth-order parabolic stochastic system. Coarsening is analysed on two sample surfaces: a unit sphere and a dumbbell. On both surfaces, a statistical analysis of the growth rate is performed, and the influence of noise level and mobility is also investigated. For the spherical interface, it is also shown that a lognormal distribution fits the growth rate well. PMID:28878994

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

USGS Publications Warehouse

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

1995-01-01

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

Combining a popularity-productivity stochastic block model with a discriminative-content model for general structure detection.

PubMed

Chai, Bian-fang; Yu, Jian; Jia, Cai-Yan; Yang, Tian-bao; Jiang, Ya-wen

2013-07-01

Latent community discovery that combines links and contents of a text-associated network has drawn more attention with the advance of social media. Most of the previous studies aim at detecting densely connected communities and are not able to identify general structures, e.g., bipartite structure. Several variants based on the stochastic block model are more flexible for exploring general structures by introducing link probabilities between communities. However, these variants cannot identify the degree distributions of real networks due to a lack of modeling of the differences among nodes, and they are not suitable for discovering communities in text-associated networks because they ignore the contents of nodes. In this paper, we propose a popularity-productivity stochastic block (PPSB) model by introducing two random variables, popularity and productivity, to model the differences among nodes in receiving links and producing links, respectively. This model has the flexibility of existing stochastic block models in discovering general community structures and inherits the richness of previous models that also exploit popularity and productivity in modeling the real scale-free networks with power law degree distributions. To incorporate the contents in text-associated networks, we propose a combined model which combines the PPSB model with a discriminative model that models the community memberships of nodes by their contents. We then develop expectation-maximization (EM) algorithms to infer the parameters in the two models. Experiments on synthetic and real networks have demonstrated that the proposed models can yield better performances than previous models, especially on networks with general structures.

Combining a popularity-productivity stochastic block model with a discriminative-content model for general structure detection

NASA Astrophysics Data System (ADS)

Chai, Bian-fang; Yu, Jian; Jia, Cai-yan; Yang, Tian-bao; Jiang, Ya-wen

2013-07-01

Latent community discovery that combines links and contents of a text-associated network has drawn more attention with the advance of social media. Most of the previous studies aim at detecting densely connected communities and are not able to identify general structures, e.g., bipartite structure. Several variants based on the stochastic block model are more flexible for exploring general structures by introducing link probabilities between communities. However, these variants cannot identify the degree distributions of real networks due to a lack of modeling of the differences among nodes, and they are not suitable for discovering communities in text-associated networks because they ignore the contents of nodes. In this paper, we propose a popularity-productivity stochastic block (PPSB) model by introducing two random variables, popularity and productivity, to model the differences among nodes in receiving links and producing links, respectively. This model has the flexibility of existing stochastic block models in discovering general community structures and inherits the richness of previous models that also exploit popularity and productivity in modeling the real scale-free networks with power law degree distributions. To incorporate the contents in text-associated networks, we propose a combined model which combines the PPSB model with a discriminative model that models the community memberships of nodes by their contents. We then develop expectation-maximization (EM) algorithms to infer the parameters in the two models. Experiments on synthetic and real networks have demonstrated that the proposed models can yield better performances than previous models, especially on networks with general structures.

Stochastic and Perturbed Parameter Representations of Model Uncertainty in Convection Parameterization

NASA Astrophysics Data System (ADS)

Christensen, H. M.; Moroz, I.; Palmer, T.

2015-12-01

It is now acknowledged that representing model uncertainty in atmospheric simulators is essential for the production of reliable probabilistic ensemble forecasts, and a number of different techniques have been proposed for this purpose. Stochastic convection parameterization schemes use random numbers to represent the difference between a deterministic parameterization scheme and the true atmosphere, accounting for the unresolved sub grid-scale variability associated with convective clouds. An alternative approach varies the values of poorly constrained physical parameters in the model to represent the uncertainty in these parameters. This study presents new perturbed parameter schemes for use in the European Centre for Medium Range Weather Forecasts (ECMWF) convection scheme. Two types of scheme are developed and implemented. Both schemes represent the joint uncertainty in four of the parameters in the convection parametrisation scheme, which was estimated using the Ensemble Prediction and Parameter Estimation System (EPPES). The first scheme developed is a fixed perturbed parameter scheme, where the values of uncertain parameters are changed between ensemble members, but held constant over the duration of the forecast. The second is a stochastically varying perturbed parameter scheme. The performance of these schemes was compared to the ECMWF operational stochastic scheme, Stochastically Perturbed Parametrisation Tendencies (SPPT), and to a model which does not represent uncertainty in convection. The skill of probabilistic forecasts made using the different models was evaluated. While the perturbed parameter schemes improve on the stochastic parametrisation in some regards, the SPPT scheme outperforms the perturbed parameter approaches when considering forecast variables that are particularly sensitive to convection. Overall, SPPT schemes are the most skilful representations of model uncertainty due to convection parametrisation. Reference: H. M. Christensen, I. M. Moroz, and T. N. Palmer, 2015: Stochastic and Perturbed Parameter Representations of Model Uncertainty in Convection Parameterization. J. Atmos. Sci., 72, 2525-2544.

Random forests and stochastic gradient boosting for predicting tree canopy cover: Comparing tuning processes and model performance

Treesearch

Elizabeth A. Freeman; Gretchen G. Moisen; John W. Coulston; Barry T. (Ty) Wilson

2015-01-01

As part of the development of the 2011 National Land Cover Database (NLCD) tree canopy cover layer, a pilot project was launched to test the use of high-resolution photography coupled with extensive ancillary data to map the distribution of tree canopy cover over four study regions in the conterminous US. Two stochastic modeling techniques, random forests (RF...

Habitat quality and geometry affect patch occupancy of two Orthopteran species.

PubMed

Pasinelli, Gilberto; Meichtry-Stier, Kim; Birrer, Simon; Baur, Bruno; Duss, Martin

2013-01-01

Impacts of habitat loss and fragmentation on distribution and population size of many taxa are well established. In contrast, less is known about the role of within-patch habitat quality for the spatial dynamics of species, even though within-patch habitat quality may substantially influence the dynamics of population networks. We studied occurrence patterns of two Orthopteran species in relation to size, isolation and quality of habitat patches in an intensively managed agricultural landscape (16.65 km(2)) in the Swiss lowland. Occurrence of field crickets (Gryllus campestris) was positively related to patch size and negatively to the distance to the nearest occupied patch, two measures of patch geometry. Moreover, field crickets were more likely to occur in extensively managed meadows, meadows used at low intensity and meadows dominated by Poa pratensis, three measures of patch quality. Occurrence of the large gold grasshopper (Chrysochraon dispar) was negatively related to two measures of patch geometry, distance to the nearest occupied patch and perimeter index (ratio of perimeter length to patch area). Further, large gold grasshoppers were more likely to occupy patches close to water and patches with vegetation left uncut over winter, two measures of patch quality. Finally, examination of patch occupancy dynamics of field crickets revealed that patches colonized in 2009 and patches occupied in both 2005 and 2009 were larger, better connected and of other quality than patches remaining unoccupied and patches from which the species disappeared. The strong relationships between Orthopteran occurrence and aspects of patch geometry found in this study support the "area-and-isolation paradigm". Additionally, our study reveals the importance of patch quality for occurrence patterns of both species, and for patch occupancy dynamics in the field cricket. An increased understanding of patch occupancy patterns may be gained if inference is based on variables related to both habitat geometry and quality.

A Bayesian estimation of a stochastic predator-prey model of economic fluctuations

NASA Astrophysics Data System (ADS)

Dibeh, Ghassan; Luchinsky, Dmitry G.; Luchinskaya, Daria D.; Smelyanskiy, Vadim N.

2007-06-01

In this paper, we develop a Bayesian framework for the empirical estimation of the parameters of one of the best known nonlinear models of the business cycle: The Marx-inspired model of a growth cycle introduced by R. M. Goodwin. The model predicts a series of closed cycles representing the dynamics of labor's share and the employment rate in the capitalist economy. The Bayesian framework is used to empirically estimate a modified Goodwin model. The original model is extended in two ways. First, we allow for exogenous periodic variations of the otherwise steady growth rates of the labor force and productivity per worker. Second, we allow for stochastic variations of those parameters. The resultant modified Goodwin model is a stochastic predator-prey model with periodic forcing. The model is then estimated using a newly developed Bayesian estimation method on data sets representing growth cycles in France and Italy during the years 1960-2005. Results show that inference of the parameters of the stochastic Goodwin model can be achieved. The comparison of the dynamics of the Goodwin model with the inferred values of parameters demonstrates quantitative agreement with the growth cycle empirical data.

Stochastic models for regulatory networks of the genetic toggle switch.

PubMed

Tian, Tianhai; Burrage, Kevin

2006-05-30

Bistability arises within a wide range of biological systems from the lambda phage switch in bacteria to cellular signal transduction pathways in mammalian cells. Changes in regulatory mechanisms may result in genetic switching in a bistable system. Recently, more and more experimental evidence in the form of bimodal population distributions indicates that noise plays a very important role in the switching of bistable systems. Although deterministic models have been used for studying the existence of bistability properties under various system conditions, these models cannot realize cell-to-cell fluctuations in genetic switching. However, there is a lag in the development of stochastic models for studying the impact of noise in bistable systems because of the lack of detailed knowledge of biochemical reactions, kinetic rates, and molecular numbers. In this work, we develop a previously undescribed general technique for developing quantitative stochastic models for large-scale genetic regulatory networks by introducing Poisson random variables into deterministic models described by ordinary differential equations. Two stochastic models have been proposed for the genetic toggle switch interfaced with either the SOS signaling pathway or a quorum-sensing signaling pathway, and we have successfully realized experimental results showing bimodal population distributions. Because the introduced stochastic models are based on widely used ordinary differential equation models, the success of this work suggests that this approach is a very promising one for studying noise in large-scale genetic regulatory networks.

Stochastic models for regulatory networks of the genetic toggle switch

PubMed Central

Tian, Tianhai; Burrage, Kevin

2006-01-01

Bistability arises within a wide range of biological systems from the λ phage switch in bacteria to cellular signal transduction pathways in mammalian cells. Changes in regulatory mechanisms may result in genetic switching in a bistable system. Recently, more and more experimental evidence in the form of bimodal population distributions indicates that noise plays a very important role in the switching of bistable systems. Although deterministic models have been used for studying the existence of bistability properties under various system conditions, these models cannot realize cell-to-cell fluctuations in genetic switching. However, there is a lag in the development of stochastic models for studying the impact of noise in bistable systems because of the lack of detailed knowledge of biochemical reactions, kinetic rates, and molecular numbers. In this work, we develop a previously undescribed general technique for developing quantitative stochastic models for large-scale genetic regulatory networks by introducing Poisson random variables into deterministic models described by ordinary differential equations. Two stochastic models have been proposed for the genetic toggle switch interfaced with either the SOS signaling pathway or a quorum-sensing signaling pathway, and we have successfully realized experimental results showing bimodal population distributions. Because the introduced stochastic models are based on widely used ordinary differential equation models, the success of this work suggests that this approach is a very promising one for studying noise in large-scale genetic regulatory networks. PMID:16714385

Stochastic spectral projection of electrochemical thermal model for lithium-ion cell state estimation

NASA Astrophysics Data System (ADS)

Tagade, Piyush; Hariharan, Krishnan S.; Kolake, Subramanya Mayya; Song, Taewon; Oh, Dukjin

2017-03-01

A novel approach for integrating a pseudo-two dimensional electrochemical thermal (P2D-ECT) model and data assimilation algorithm is presented for lithium-ion cell state estimation. This approach refrains from making any simplifications in the P2D-ECT model while making it amenable for online state estimation. Though deterministic, uncertainty in the initial states induces stochasticity in the P2D-ECT model. This stochasticity is resolved by spectrally projecting the stochastic P2D-ECT model on a set of orthogonal multivariate Hermite polynomials. Volume averaging in the stochastic dimensions is proposed for efficient numerical solution of the resultant model. A state estimation framework is developed using a transformation of the orthogonal basis to assimilate the measurables with this system of equations. Effectiveness of the proposed method is first demonstrated by assimilating the cell voltage and temperature data generated using a synthetic test bed. This validated method is used with the experimentally observed cell voltage and temperature data for state estimation at different operating conditions and drive cycle protocols. The results show increased prediction accuracy when the data is assimilated every 30s. High accuracy of the estimated states is exploited to infer temperature dependent behavior of the lithium-ion cell.

An energetics-based honeybee nectar-foraging model used to assess the potential for landscape-level pesticide exposure dilution

PubMed Central

Focks, Andreas; Belgers, Dick; van der Steen, Jozef J.M.; Boesten, Jos J.T.I.; Roessink, Ivo

2016-01-01

Estimating the exposure of honeybees to pesticides on a landscape scale requires models of their spatial foraging behaviour. For this purpose, we developed a mechanistic, energetics-based model for a single day of nectar foraging in complex landscape mosaics. Net energetic efficiency determined resource patch choice. In one version of the model a single optimal patch was selected each hour. In another version, recruitment of foragers was simulated and several patches could be exploited simultaneously. Resource availability changed during the day due to depletion and/or intrinsic properties of the resource (anthesis). The model accounted for the impact of patch distance and size, resource depletion and replenishment, competition with other nectar foragers, and seasonal and diurnal patterns in availability of nectar-providing crops and wild flowers. From the model we derived simple rules for resource patch selection, e.g., for landscapes with mass-flowering crops only, net energetic efficiency would be proportional to the ratio of the energetic content of the nectar divided by distance to the hive. We also determined maximum distances at which resources like oilseed rape and clover were still energetically attractive. We used the model to assess the potential for pesticide exposure dilution in landscapes of different composition and complexity. Dilution means a lower concentration in nectar arriving at the hive compared to the concentration in nectar at a treated field and can result from foraging effort being diverted away from treated fields. Applying the model for all possible hive locations over a large area, distributions of dilution factors were obtained that were characterised by their 90-percentile value. For an area for which detailed spatial data on crops and off-field semi-natural habitats were available, we tested three landscape management scenarios that were expected to lead to exposure dilution: providing alternative resources than the target crop (oilseed rape) in the form of (i) other untreated crop fields, (ii) flower strips of different widths at field edges (off-crop in-field resources), and (iii) resources on off-field (semi-natural) habitats. For both model versions, significant dilution occurred only when alternative resource patches were equal or more attractive than oilseed rape, nearby and numerous and only in case of flower strips and off-field habitats. On an area-base, flower strips were more than one order of magnitude more effective than off-field habitats, the main reason being that flower strips had an optimal location. The two model versions differed in the predicted number of resource patches exploited over the day, but mainly in landscapes with numerous small resource patches. In landscapes consisting of few large resource patches (crop fields) both versions predicted the use of a small number of patches. PMID:27602273

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.

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

PubMed

Tian, Tianhai

2010-03-01

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

Drug Delivery and Transport into the Central Circulation: An Example of Zero-Order In vivo Absorption of Rotigotine from a Transdermal Patch Formulation.

PubMed

Cawello, Willi; Braun, Marina; Andreas, Jens-Otto

2018-01-13

Pharmacokinetic studies using deconvolution methods and non-compartmental analysis to model clinical absorption of drugs are not well represented in the literature. The purpose of this research was (1) to define the system of equations for description of rotigotine (a dopamine receptor agonist delivered via a transdermal patch) absorption based on a pharmacokinetic model and (2) to describe the kinetics of rotigotine disposition after single and multiple dosing. The kinetics of drug disposition was evaluated based on rotigotine plasma concentration data from three phase 1 trials. In two trials, rotigotine was administered via a single patch over 24 h in healthy subjects. In a third trial, rotigotine was administered once daily over 1 month in subjects with early-stage Parkinson's disease (PD). A pharmacokinetic model utilizing deconvolution methods was developed to describe the relationship between drug release from the patch and plasma concentrations. Plasma-concentration over time profiles were modeled based on a one-compartment model with a time lag, a zero-order input (describing a constant absorption via skin into central circulation) and first-order elimination. Corresponding mathematical models for single- and multiple-dose administration were developed. After single-dose administration of rotigotine patches (using 2, 4 or 8 mg/day) in healthy subjects, a constant in vivo absorption was present after a minor time lag (2-3 h). On days 27 and 30 of the multiple-dose study in patients with PD, absorption was constant during patch-on periods and resembled zero-order kinetics. Deconvolution based on rotigotine pharmacokinetic profiles after single- or multiple-dose administration of the once-daily patch demonstrated that in vivo absorption of rotigotine showed constant input through the skin into the central circulation (resembling zero-order kinetics). Continuous absorption through the skin is a basis for stable drug exposure.

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.

Stochastic reaction-diffusion algorithms for macromolecular crowding

NASA Astrophysics Data System (ADS)

Sturrock, Marc

2016-06-01

Compartment-based (lattice-based) reaction-diffusion algorithms are often used for studying complex stochastic spatio-temporal processes inside cells. In this paper the influence of macromolecular crowding on stochastic reaction-diffusion simulations is investigated. Reaction-diffusion processes are considered on two different kinds of compartmental lattice, a cubic lattice and a hexagonal close packed lattice, and solved using two different algorithms, the stochastic simulation algorithm and the spatiocyte algorithm (Arjunan and Tomita 2010 Syst. Synth. Biol. 4, 35-53). Obstacles (modelling macromolecular crowding) are shown to have substantial effects on the mean squared displacement and average number of molecules in the domain but the nature of these effects is dependent on the choice of lattice, with the cubic lattice being more susceptible to the effects of the obstacles. Finally, improvements for both algorithms are presented.

Hyperspectral Image Classification With Markov Random Fields and a Convolutional Neural Network

NASA Astrophysics Data System (ADS)

Cao, Xiangyong; Zhou, Feng; Xu, Lin; Meng, Deyu; Xu, Zongben; Paisley, John

2018-05-01

This paper presents a new supervised classification algorithm for remotely sensed hyperspectral image (HSI) which integrates spectral and spatial information in a unified Bayesian framework. First, we formulate the HSI classification problem from a Bayesian perspective. Then, we adopt a convolutional neural network (CNN) to learn the posterior class distributions using a patch-wise training strategy to better use the spatial information. Next, spatial information is further considered by placing a spatial smoothness prior on the labels. Finally, we iteratively update the CNN parameters using stochastic gradient decent (SGD) and update the class labels of all pixel vectors using an alpha-expansion min-cut-based algorithm. Compared with other state-of-the-art methods, the proposed classification method achieves better performance on one synthetic dataset and two benchmark HSI datasets in a number of experimental settings.

Multivariate moment closure techniques for stochastic kinetic models

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

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

2015-09-07

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

Numerical simulations in stochastic mechanics

NASA Astrophysics Data System (ADS)

McClendon, Marvin; Rabitz, Herschel

1988-05-01

The stochastic differential equation of Nelson's stochastic mechanics is integrated numerically for several simple quantum systems. The calculations are performed with use of Helfand and Greenside's method and pseudorandom numbers. The resulting trajectories are analyzed both individually and collectively to yield insight into momentum, uncertainty principles, interference, tunneling, quantum chaos, and common models of diatomic molecules from the stochastic quantization point of view. In addition to confirming Shucker's momentum theorem, these simulations illustrate, within the context of stochastic mechanics, the position-momentum and time-energy uncertainty relations, the two-slit diffraction pattern, exponential decay of an unstable system, and the greater degree of anticorrelation in a valence-bond model as compared with a molecular-orbital model of H2. The attempt to find exponential divergence of initially nearby trajectories, potentially useful as a criterion for quantum chaos, in a periodically forced oscillator is inconclusive. A way of computing excited energies from the ground-state motion is presented. In all of these studies the use of particle trajectories allows a more insightful interpretation of physical phenomena than is possible within traditional wave mechanics.

A hybrid algorithm for coupling partial differential equation and compartment-based dynamics.

PubMed

Harrison, Jonathan U; Yates, Christian A

2016-09-01

Stochastic simulation methods can be applied successfully to model exact spatio-temporally resolved reaction-diffusion systems. However, in many cases, these methods can quickly become extremely computationally intensive with increasing particle numbers. An alternative description of many of these systems can be derived in the diffusive limit as a deterministic, continuum system of partial differential equations (PDEs). Although the numerical solution of such PDEs is, in general, much more efficient than the full stochastic simulation, the deterministic continuum description is generally not valid when copy numbers are low and stochastic effects dominate. Therefore, to take advantage of the benefits of both of these types of models, each of which may be appropriate in different parts of a spatial domain, we have developed an algorithm that can be used to couple these two types of model together. This hybrid coupling algorithm uses an overlap region between the two modelling regimes. By coupling fluxes at one end of the interface and using a concentration-matching condition at the other end, we ensure that mass is appropriately transferred between PDE- and compartment-based regimes. Our methodology gives notable reductions in simulation time in comparison with using a fully stochastic model, while maintaining the important stochastic features of the system and providing detail in appropriate areas of the domain. We test our hybrid methodology robustly by applying it to several biologically motivated problems including diffusion and morphogen gradient formation. Our analysis shows that the resulting error is small, unbiased and does not grow over time. © 2016 The Authors.

A hybrid algorithm for coupling partial differential equation and compartment-based dynamics

PubMed Central

Yates, Christian A.

2016-01-01

Stochastic simulation methods can be applied successfully to model exact spatio-temporally resolved reaction–diffusion systems. However, in many cases, these methods can quickly become extremely computationally intensive with increasing particle numbers. An alternative description of many of these systems can be derived in the diffusive limit as a deterministic, continuum system of partial differential equations (PDEs). Although the numerical solution of such PDEs is, in general, much more efficient than the full stochastic simulation, the deterministic continuum description is generally not valid when copy numbers are low and stochastic effects dominate. Therefore, to take advantage of the benefits of both of these types of models, each of which may be appropriate in different parts of a spatial domain, we have developed an algorithm that can be used to couple these two types of model together. This hybrid coupling algorithm uses an overlap region between the two modelling regimes. By coupling fluxes at one end of the interface and using a concentration-matching condition at the other end, we ensure that mass is appropriately transferred between PDE- and compartment-based regimes. Our methodology gives notable reductions in simulation time in comparison with using a fully stochastic model, while maintaining the important stochastic features of the system and providing detail in appropriate areas of the domain. We test our hybrid methodology robustly by applying it to several biologically motivated problems including diffusion and morphogen gradient formation. Our analysis shows that the resulting error is small, unbiased and does not grow over time. PMID:27628171

Inducing Tropical Cyclones to Undergo Brownian Motion

NASA Astrophysics Data System (ADS)

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

2014-12-01

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

Kalman filter parameter estimation for a nonlinear diffusion model of epithelial cell migration using stochastic collocation and the Karhunen-Loeve expansion.

PubMed

Barber, Jared; Tanase, Roxana; Yotov, Ivan

2016-06-01

Several Kalman filter algorithms are presented for data assimilation and parameter estimation for a nonlinear diffusion model of epithelial cell migration. These include the ensemble Kalman filter with Monte Carlo sampling and a stochastic collocation (SC) Kalman filter with structured sampling. Further, two types of noise are considered -uncorrelated noise resulting in one stochastic dimension for each element of the spatial grid and correlated noise parameterized by the Karhunen-Loeve (KL) expansion resulting in one stochastic dimension for each KL term. The efficiency and accuracy of the four methods are investigated for two cases with synthetic data with and without noise, as well as data from a laboratory experiment. While it is observed that all algorithms perform reasonably well in matching the target solution and estimating the diffusion coefficient and the growth rate, it is illustrated that the algorithms that employ SC and KL expansion are computationally more efficient, as they require fewer ensemble members for comparable accuracy. In the case of SC methods, this is due to improved approximation in stochastic space compared to Monte Carlo sampling. In the case of KL methods, the parameterization of the noise results in a stochastic space of smaller dimension. The most efficient method is the one combining SC and KL expansion. Copyright © 2016 Elsevier Inc. All rights reserved.

Single image interpolation via adaptive nonlocal sparsity-based modeling.

PubMed

Romano, Yaniv; Protter, Matan; Elad, Michael

2014-07-01

Single image interpolation is a central and extensively studied problem in image processing. A common approach toward the treatment of this problem in recent years is to divide the given image into overlapping patches and process each of them based on a model for natural image patches. Adaptive sparse representation modeling is one such promising image prior, which has been shown to be powerful in filling-in missing pixels in an image. Another force that such algorithms may use is the self-similarity that exists within natural images. Processing groups of related patches together exploits their correspondence, leading often times to improved results. In this paper, we propose a novel image interpolation method, which combines these two forces-nonlocal self-similarities and sparse representation modeling. The proposed method is contrasted with competitive and related algorithms, and demonstrated to achieve state-of-the-art results.

Predator-prey model for the self-organization of stochastic oscillators in dual populations

NASA Astrophysics Data System (ADS)

Moradi, Sara; Anderson, Johan; Gürcan, Ozgur D.

A predator-prey model of dual populations with stochastic oscillators is presented. A linear cross-coupling between the two populations is introduced that follows the coupling between the motions of a Wilberforce pendulum in two dimensions: one in the longitudinal and the other in torsional plain. Within each population a Kuramoto type competition between the phases is assumed. Thus, the synchronization state of the whole system is controlled by these two types of competitions. The results of the numerical simulations show that by adding the linear cross-coupling interactions predator-prey oscillations between the two populations appear which results in self-regulation of the system by a transfer of synchrony between the two populations. The model represents several important features of the dynamical interplay between the drift wave and zonal flow turbulence in magnetically confined plasmas, and a novel interpretation of the coupled dynamics of drift wave-zonal flow turbulence using synchronization of stochastic oscillator is discussed. Sara Moradi has benefited from a mobility grant funded by the Belgian Federal Science Policy Office and the MSCA of the European Commission (FP7-PEOPLE-COFUND-2008 nº 246540).

Biochemical Network Stochastic Simulator (BioNetS): software for stochastic modeling of biochemical networks.

PubMed

Adalsteinsson, David; McMillen, David; Elston, Timothy C

2004-03-08

Intrinsic fluctuations due to the stochastic nature of biochemical reactions can have large effects on the response of biochemical networks. This is particularly true for pathways that involve transcriptional regulation, where generally there are two copies of each gene and the number of messenger RNA (mRNA) molecules can be small. Therefore, there is a need for computational tools for developing and investigating stochastic models of biochemical networks. We have developed the software package Biochemical Network Stochastic Simulator (BioNetS) for efficiently and accurately simulating stochastic models of biochemical networks. BioNetS has a graphical user interface that allows models to be entered in a straightforward manner, and allows the user to specify the type of random variable (discrete or continuous) for each chemical species in the network. The discrete variables are simulated using an efficient implementation of the Gillespie algorithm. For the continuous random variables, BioNetS constructs and numerically solves the appropriate chemical Langevin equations. The software package has been developed to scale efficiently with network size, thereby allowing large systems to be studied. BioNetS runs as a BioSpice agent and can be downloaded from http://www.biospice.org. BioNetS also can be run as a stand alone package. All the required files are accessible from http://x.amath.unc.edu/BioNetS. We have developed BioNetS to be a reliable tool for studying the stochastic dynamics of large biochemical networks. Important features of BioNetS are its ability to handle hybrid models that consist of both continuous and discrete random variables and its ability to model cell growth and division. We have verified the accuracy and efficiency of the numerical methods by considering several test systems.

Stochastic reconstructions of spectral functions: Application to lattice QCD

NASA Astrophysics Data System (ADS)

Ding, H.-T.; Kaczmarek, O.; Mukherjee, Swagato; Ohno, H.; Shu, H.-T.

2018-05-01

We present a detailed study of the applications of two stochastic approaches, stochastic optimization method (SOM) and stochastic analytical inference (SAI), to extract spectral functions from Euclidean correlation functions. SOM has the advantage that it does not require prior information. On the other hand, SAI is a more generalized method based on Bayesian inference. Under mean field approximation SAI reduces to the often-used maximum entropy method (MEM) and for a specific choice of the prior SAI becomes equivalent to SOM. To test the applicability of these two stochastic methods to lattice QCD, firstly, we apply these methods to various reasonably chosen model correlation functions and present detailed comparisons of the reconstructed spectral functions obtained from SOM, SAI and MEM. Next, we present similar studies for charmonia correlation functions obtained from lattice QCD computations using clover-improved Wilson fermions on large, fine, isotropic lattices at 0.75 and 1.5 Tc, Tc being the deconfinement transition temperature of a pure gluon plasma. We find that SAI and SOM give consistent results to MEM at these two temperatures.

Preferential sampling and Bayesian geostatistics: Statistical modeling and examples.

PubMed

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

2016-08-01

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

Revisiting the two-layer hypothesis: coexistence of alternative functional rooting strategies in savannas.

PubMed

Holdo, Ricardo M

2013-01-01

The two-layer hypothesis of tree-grass coexistence posits that trees and grasses differ in rooting depth, with grasses exploiting soil moisture in shallow layers while trees have exclusive access to deep water. The lack of clear differences in maximum rooting depth between these two functional groups, however, has caused this model to fall out of favor. The alternative model, the demographic bottleneck hypothesis, suggests that trees and grasses occupy overlapping rooting niches, and that stochastic events such as fires and droughts result in episodic tree mortality at various life stages, thus preventing trees from otherwise displacing grasses, at least in mesic savannas. Two potential problems with this view are: 1) we lack data on functional rooting profiles in trees and grasses, and these profiles are not necessarily reflected by differences in maximum or physical rooting depth, and 2) subtle, difficult-to-detect differences in rooting profiles between the two functional groups may be sufficient to result in coexistence in many situations. To tackle this question, I coupled a plant uptake model with a soil moisture dynamics model to explore the environmental conditions under which functional rooting profiles with equal rooting depth but different depth distributions (i.e., shapes) can coexist when competing for water. I show that, as long as rainfall inputs are stochastic, coexistence based on rooting differences is viable under a wide range of conditions, even when these differences are subtle. The results also indicate that coexistence mechanisms based on rooting niche differentiation are more viable under some climatic and edaphic conditions than others. This suggests that the two-layer model is both viable and stochastic in nature, and that a full understanding of tree-grass coexistence and dynamics may require incorporating fine-scale rooting differences between these functional groups and realistic stochastic climate drivers into future models.

Revisiting the Two-Layer Hypothesis: Coexistence of Alternative Functional Rooting Strategies in Savannas

PubMed Central

Holdo, Ricardo M.

2013-01-01

The two-layer hypothesis of tree-grass coexistence posits that trees and grasses differ in rooting depth, with grasses exploiting soil moisture in shallow layers while trees have exclusive access to deep water. The lack of clear differences in maximum rooting depth between these two functional groups, however, has caused this model to fall out of favor. The alternative model, the demographic bottleneck hypothesis, suggests that trees and grasses occupy overlapping rooting niches, and that stochastic events such as fires and droughts result in episodic tree mortality at various life stages, thus preventing trees from otherwise displacing grasses, at least in mesic savannas. Two potential problems with this view are: 1) we lack data on functional rooting profiles in trees and grasses, and these profiles are not necessarily reflected by differences in maximum or physical rooting depth, and 2) subtle, difficult-to-detect differences in rooting profiles between the two functional groups may be sufficient to result in coexistence in many situations. To tackle this question, I coupled a plant uptake model with a soil moisture dynamics model to explore the environmental conditions under which functional rooting profiles with equal rooting depth but different depth distributions (i.e., shapes) can coexist when competing for water. I show that, as long as rainfall inputs are stochastic, coexistence based on rooting differences is viable under a wide range of conditions, even when these differences are subtle. The results also indicate that coexistence mechanisms based on rooting niche differentiation are more viable under some climatic and edaphic conditions than others. This suggests that the two-layer model is both viable and stochastic in nature, and that a full understanding of tree-grass coexistence and dynamics may require incorporating fine-scale rooting differences between these functional groups and realistic stochastic climate drivers into future models. PMID:23950900

A stochastic equilibrium model for the North American natural gas market

NASA Astrophysics Data System (ADS)

Zhuang, Jifang

This dissertation is an endeavor in the field of energy modeling for the North American natural gas market using a mixed complementarity formulation combined with the stochastic programming. The genesis of the stochastic equilibrium model presented in this dissertation is the deterministic market equilibrium model developed in [Gabriel, Kiet and Zhuang, 2005]. Based on some improvements that we made to this model, including proving new existence and uniqueness results, we present a multistage stochastic equilibrium model with uncertain demand for the deregulated North American natural gas market using the recourse method of the stochastic programming. The market participants considered by the model are pipeline operators, producers, storage operators, peak gas operators, marketers and consumers. Pipeline operators are described with regulated tariffs but also involve "congestion pricing" as a mechanism to allocate scarce pipeline capacity. Marketers are modeled as Nash-Cournot players in sales to the residential and commercial sectors but price-takers in all other aspects. Consumers are represented by demand functions in the marketers' problem. Producers, storage operators and peak gas operators are price-takers consistent with perfect competition. Also, two types of the natural gas markets are included: the long-term and spot markets. Market participants make both high-level planning decisions (first-stage decisions) in the long-term market and daily operational decisions (recourse decisions) in the spot market subject to their engineering, resource and political constraints, resource constraints as well as market constraints on both the demand and the supply side, so as to simultaneously maximize their expected profits given others' decisions. The model is shown to be an instance of a mixed complementarity problem (MiCP) under minor conditions. The MiCP formulation is derived from applying the Karush-Kuhn-Tucker optimality conditions of the optimization problems faced by the market participants. Some theoretical results regarding the market prices in both markets are shown. We also illustrate the model on a representative, sample network of two production nodes, two consumption nodes with discretely distributed end-user demand and three seasons using four cases.

Estimating the Spatial Extent of Unsaturated Zones in Heterogeneous River-Aquifer Systems

NASA Astrophysics Data System (ADS)

Schilling, Oliver S.; Irvine, Dylan J.; Hendricks Franssen, Harrie-Jan; Brunner, Philip

2017-12-01

The presence of unsaturated zones at the river-aquifer interface has large implications on numerous hydraulic and chemical processes. However, the hydrological and geological controls that influence the development of unsaturated zones have so far only been analyzed with simplified conceptualizations of flow processes, or homogeneous conceptualizations of the hydraulic conductivity in either the aquifer or the riverbed. We systematically investigated the influence of heterogeneous structures in both the riverbed and the aquifer on the development of unsaturated zones. A stochastic 1-D criterion that takes both riverbed and aquifer heterogeneity into account was developed using a Monte Carlo sampling technique. The approach allows the reliable estimation of the upper bound of the spatial extent of unsaturated areas underneath a riverbed. Through systematic numerical modeling experiments, we furthermore show that horizontal capillary forces can reduce the spatial extent of unsaturated zones under clogged areas. This analysis shows how the spatial structure of clogging layers and aquifers influence the propensity for unsaturated zones to develop: In riverbeds where clogged areas are made up of many small, spatially disconnected patches with a diameter in the order of 1 m, unsaturated areas are less likely to develop compared to riverbeds where large clogged areas exist adjacent to unclogged areas. A combination of the stochastic 1-D criterion with an analysis of the spatial structure of the clogging layers and the potential for resaturation can help develop an appropriate conceptual model and inform the choice of a suitable numerical simulator for river-aquifer systems.

Tracking plastics in the Mediterranean: 2D Lagrangian model.

PubMed

Liubartseva, S; Coppini, G; Lecci, R; Clementi, E

2018-04-01

Drift of floating debris is studied with a 2D Lagrangian model with stochastic beaching and sedimentation of plastics. An ensemble of >10 10 virtual particles is tracked from anthropogenic sources (coastal human populations, rivers, shipping lanes) to environmental destinations (sea surface, coastlines, seabed). Daily analyses of ocean currents and waves provided by CMEMS at a horizontal resolution of 1/16° are used to force the plastics. High spatio-temporal variability in sea-surface plastic concentrations without any stable long-term accumulations is found. Substantial accumulation of plastics is detected on coastlines and the sea bottom. The most contaminated areas are in the Cilician subbasin, Catalan Sea, and near the Po River Delta. Also, highly polluted local patches in the vicinity of sources with limited circulation are identified. An inverse problem solution, used to quantify the origins of plastics, shows that plastic pollution of every Mediterranean country is caused primarily by its own terrestrial sources. Copyright © 2018 Elsevier Ltd. All rights reserved.

Metapopulation dynamics and the evolution of dispersal

NASA Astrophysics Data System (ADS)

Parvinen, Kalle

A metapopulation consists of local populations living in habitat patches. In this chapter metapopulation dynamics and the evolution of dispersal is studied in two metapopulation models defined in discrete time. In the first model there are finitely many patches, and in the other one there are infinitely many patches, which allows to incorporate catastrophes into the model. In the first model, cyclic local population dynamics can be either synchronized or not, and increasing dispersal both synchronizes and stabilizes metapopulation dynamics. On the other hand, the type of dynamics has a strong effect on the evolution of dispersal. In case of non-synchronized metapopulation dynamics, dispersal is much more beneficial than in the case of synchronized metapopulation dynamics. Local dynamics has a substantial effect also on the possibility of evolutionary branching in both models. Furthermore, with an Allee effect in the local dynamics of the second model, even evolutionary suicide can occur. It is an evolutionary process in which a viable population adapts in such a way that it can no longer persist.

Developing a stochastic conflict resolution model for urban runoff quality management: Application of info-gap and bargaining theories

NASA Astrophysics Data System (ADS)

Ghodsi, Seyed Hamed; Kerachian, Reza; Estalaki, Siamak Malakpour; Nikoo, Mohammad Reza; Zahmatkesh, Zahra

2016-02-01

In this paper, two deterministic and stochastic multilateral, multi-issue, non-cooperative bargaining methodologies are proposed for urban runoff quality management. In the proposed methodologies, a calibrated Storm Water Management Model (SWMM) is used to simulate stormwater runoff quantity and quality for different urban stormwater runoff management scenarios, which have been defined considering several Low Impact Development (LID) techniques. In the deterministic methodology, the best management scenario, representing location and area of LID controls, is identified using the bargaining model. In the stochastic methodology, uncertainties of some key parameters of SWMM are analyzed using the info-gap theory. For each water quality management scenario, robustness and opportuneness criteria are determined based on utility functions of different stakeholders. Then, to find the best solution, the bargaining model is performed considering a combination of robustness and opportuneness criteria for each scenario based on utility function of each stakeholder. The results of applying the proposed methodology in the Velenjak urban watershed located in the northeastern part of Tehran, the capital city of Iran, illustrate its practical utility for conflict resolution in urban water quantity and quality management. It is shown that the solution obtained using the deterministic model cannot outperform the result of the stochastic model considering the robustness and opportuneness criteria. Therefore, it can be concluded that the stochastic model, which incorporates the main uncertainties, could provide more reliable results.

Optimal control strategy for an impulsive stochastic competition system with time delays and jumps

NASA Astrophysics Data System (ADS)

Liu, Lidan; Meng, Xinzhu; Zhang, Tonghua

2017-07-01

Driven by both white and jump noises, a stochastic delayed model with two competitive species in a polluted environment is proposed and investigated. By using the comparison theorem of stochastic differential equations and limit superior theory, sufficient conditions for persistence in mean and extinction of two species are established. In addition, we obtain that the system is asymptotically stable in distribution by using ergodic method. Furthermore, the optimal harvesting effort and the maximum of expectation of sustainable yield (ESY) are derived from Hessian matrix method and optimal harvesting theory of differential equations. Finally, some numerical simulations are provided to illustrate the theoretical results.

Two-lane traffic-flow model with an exact steady-state solution.

PubMed

Kanai, Masahiro

2010-12-01

We propose a stochastic cellular-automaton model for two-lane traffic flow based on the misanthrope process in one dimension. The misanthrope process is a stochastic process allowing for an exact steady-state solution; hence, we have an exact flow-density diagram for two-lane traffic. In addition, we introduce two parameters that indicate, respectively, driver's driving-lane preference and passing-lane priority. Due to the additional parameters, the model shows a deviation of the density ratio for driving-lane use and a biased lane efficiency in flow. Then, a mean-field approach explicitly describes the asymmetric flow by the hop rates, the driving-lane preference, and the passing-lane priority. Meanwhile, the simulation results are in good agreement with an observational data, and we thus estimate these parameters. We conclude that the proposed model successfully produces two-lane traffic flow particularly with the driving-lane preference and the passing-lane priority.

Mean Field Analysis of Stochastic Neural Network Models with Synaptic Depression

NASA Astrophysics Data System (ADS)

Yasuhiko Igarashi,; Masafumi Oizumi,; Masato Okada,

2010-08-01

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

Energy harvesting by dynamic unstability and internal resonance for piezoelectric beam

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

Lan, Chunbo; Qin, Weiyang, E-mail: 353481781@qq.com; Deng, Wangzheng

We investigated the energy harvesting of a vertical beam with tip mass under vertical excitations. We applied dynamic unstability and internal resonance to improve the efficiency of harvesting. The experiments of harmonic excitation were carried out. Results show that for the beam there exist internal resonances in the dynamically unstable and the buckling bistable cases. The dynamic unstability is a determinant for strong internal resonance or mode coupling, which can be used to create a large output from piezoelectric patches. Then, the experiments of stochastic excitation were carried out. Results prove that the internal resonance or mode coupling can transfermore » the excitation energy to the low order modes, mainly the first and the second one. This can bring about a large output voltage. For a stochastic excitation, it is proved that there is an optimal weight of tip mass for realizing internal resonance and producing large outputs.« less

Essays on variational approximation techniques for stochastic optimization problems

NASA Astrophysics Data System (ADS)

Deride Silva, Julio A.

This dissertation presents five essays on approximation and modeling techniques, based on variational analysis, applied to stochastic optimization problems. It is divided into two parts, where the first is devoted to equilibrium problems and maxinf optimization, and the second corresponds to two essays in statistics and uncertainty modeling. Stochastic optimization lies at the core of this research as we were interested in relevant equilibrium applications that contain an uncertain component, and the design of a solution strategy. In addition, every stochastic optimization problem relies heavily on the underlying probability distribution that models the uncertainty. We studied these distributions, in particular, their design process and theoretical properties such as their convergence. Finally, the last aspect of stochastic optimization that we covered is the scenario creation problem, in which we described a procedure based on a probabilistic model to create scenarios for the applied problem of power estimation of renewable energies. In the first part, Equilibrium problems and maxinf optimization, we considered three Walrasian equilibrium problems: from economics, we studied a stochastic general equilibrium problem in a pure exchange economy, described in Chapter 3, and a stochastic general equilibrium with financial contracts, in Chapter 4; finally from engineering, we studied an infrastructure planning problem in Chapter 5. We stated these problems as belonging to the maxinf optimization class and, in each instance, we provided an approximation scheme based on the notion of lopsided convergence and non-concave duality. This strategy is the foundation of the augmented Walrasian algorithm, whose convergence is guaranteed by lopsided convergence, that was implemented computationally, obtaining numerical results for relevant examples. The second part, Essays about statistics and uncertainty modeling, contains two essays covering a convergence problem for a sequence of estimators, and a problem for creating probabilistic scenarios on renewable energies estimation. In Chapter 7 we re-visited one of the "folk theorems" in statistics, where a family of Bayes estimators under 0-1 loss functions is claimed to converge to the maximum a posteriori estimator. This assertion is studied under the scope of the hypo-convergence theory, and the density functions are included in the class of upper semicontinuous functions. We conclude this chapter with an example in which the convergence does not hold true, and we provided sufficient conditions that guarantee convergence. The last chapter, Chapter 8, addresses the important topic of creating probabilistic scenarios for solar power generation. Scenarios are a fundamental input for the stochastic optimization problem of energy dispatch, especially when incorporating renewables. We proposed a model designed to capture the constraints induced by physical characteristics of the variables based on the application of an epi-spline density estimation along with a copula estimation, in order to account for partial correlations between variables.

Single-layer dual frequency patch antenna

NASA Astrophysics Data System (ADS)

Maci, S.; Gentili, G. B.; Avitabile, G.

1993-08-01

A configuration for a slotted patch antenna is introduced which allows two separate operating frequencies. Both of these frequencies are associated with a radiating mode almost identical to that of a standard patch. The two resonances are related to the patch width and the slot/patch length, respectively.

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

NASA Astrophysics Data System (ADS)

Ashimov, Abdykappar; Borovskiy, Yuriy; Onalbekov, Mukhit

2016-06-01

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

Stochastic IMT (Insulator-Metal-Transition) Neurons: An Interplay of Thermal and Threshold Noise at Bifurcation

PubMed Central

Parihar, Abhinav; Jerry, Matthew; Datta, Suman; Raychowdhury, Arijit

2018-01-01

Artificial neural networks can harness stochasticity in multiple ways to enable a vast class of computationally powerful models. Boltzmann machines and other stochastic neural networks have been shown to outperform their deterministic counterparts by allowing dynamical systems to escape local energy minima. Electronic implementation of such stochastic networks is currently limited to addition of algorithmic noise to digital machines which is inherently inefficient; albeit recent efforts to harness physical noise in devices for stochasticity have shown promise. To succeed in fabricating electronic neuromorphic networks we need experimental evidence of devices with measurable and controllable stochasticity which is complemented with the development of reliable statistical models of such observed stochasticity. Current research literature has sparse evidence of the former and a complete lack of the latter. This motivates the current article where we demonstrate a stochastic neuron using an insulator-metal-transition (IMT) device, based on electrically induced phase-transition, in series with a tunable resistance. We show that an IMT neuron has dynamics similar to a piecewise linear FitzHugh-Nagumo (FHN) neuron and incorporates all characteristics of a spiking neuron in the device phenomena. We experimentally demonstrate spontaneous stochastic spiking along with electrically controllable firing probabilities using Vanadium Dioxide (VO2) based IMT neurons which show a sigmoid-like transfer function. The stochastic spiking is explained by two noise sources - thermal noise and threshold fluctuations, which act as precursors of bifurcation. As such, the IMT neuron is modeled as an Ornstein-Uhlenbeck (OU) process with a fluctuating boundary resulting in transfer curves that closely match experiments. The moments of interspike intervals are calculated analytically by extending the first-passage-time (FPT) models for Ornstein-Uhlenbeck (OU) process to include a fluctuating boundary. We find that the coefficient of variation of interspike intervals depend on the relative proportion of thermal and threshold noise, where threshold noise is the dominant source in the current experimental demonstrations. As one of the first comprehensive studies of a stochastic neuron hardware and its statistical properties, this article would enable efficient implementation of a large class of neuro-mimetic networks and algorithms. PMID:29670508

Stochastic IMT (Insulator-Metal-Transition) Neurons: An Interplay of Thermal and Threshold Noise at Bifurcation.

PubMed

Parihar, Abhinav; Jerry, Matthew; Datta, Suman; Raychowdhury, Arijit

2018-01-01

Artificial neural networks can harness stochasticity in multiple ways to enable a vast class of computationally powerful models. Boltzmann machines and other stochastic neural networks have been shown to outperform their deterministic counterparts by allowing dynamical systems to escape local energy minima. Electronic implementation of such stochastic networks is currently limited to addition of algorithmic noise to digital machines which is inherently inefficient; albeit recent efforts to harness physical noise in devices for stochasticity have shown promise. To succeed in fabricating electronic neuromorphic networks we need experimental evidence of devices with measurable and controllable stochasticity which is complemented with the development of reliable statistical models of such observed stochasticity. Current research literature has sparse evidence of the former and a complete lack of the latter. This motivates the current article where we demonstrate a stochastic neuron using an insulator-metal-transition (IMT) device, based on electrically induced phase-transition, in series with a tunable resistance. We show that an IMT neuron has dynamics similar to a piecewise linear FitzHugh-Nagumo (FHN) neuron and incorporates all characteristics of a spiking neuron in the device phenomena. We experimentally demonstrate spontaneous stochastic spiking along with electrically controllable firing probabilities using Vanadium Dioxide (VO 2 ) based IMT neurons which show a sigmoid-like transfer function. The stochastic spiking is explained by two noise sources - thermal noise and threshold fluctuations, which act as precursors of bifurcation. As such, the IMT neuron is modeled as an Ornstein-Uhlenbeck (OU) process with a fluctuating boundary resulting in transfer curves that closely match experiments. The moments of interspike intervals are calculated analytically by extending the first-passage-time (FPT) models for Ornstein-Uhlenbeck (OU) process to include a fluctuating boundary. We find that the coefficient of variation of interspike intervals depend on the relative proportion of thermal and threshold noise, where threshold noise is the dominant source in the current experimental demonstrations. As one of the first comprehensive studies of a stochastic neuron hardware and its statistical properties, this article would enable efficient implementation of a large class of neuro-mimetic networks and algorithms.

Isoplanatic patch of the human eye for arbitrary wavelengths

NASA Astrophysics Data System (ADS)

Han, Guoqing; Cao, Zhaoliang; Mu, Quanquan; Wang, Yukun; Li, Dayu; Wang, Shaoxin; Xu, Zihao; Wu, Daosheng; Hu, Lifa; Xuan, Li

2018-03-01

The isoplanatic patch of the human eye is a key parameter for the adaptive optics system (AOS) designed for retinal imaging. The field of view (FOV) usually sets to the same size as the isoplanatic patch to obtain high resolution images. However, it has only been measured at a specific wavelength. Here we investigate the wavelength dependence of this important parameter. An optical setup is initially designed and established in a laboratory to measure the isoplanatic patch at various wavelengths (655 nm, 730 nm and 808 nm). We established the Navarro wide-angle eye model in Zemax software to further validate our results, which suggested high consistency between the two. The isoplanatic patch as a function of wavelength was obtained within the range of visible to near-infrared, which can be expressed as: θ=0.0028 λ - 0 . 74. This work is beneficial for the AOS design for retinal imaging.

Conditional random fields for pattern recognition applied to structured data

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

Burr, Tom; Skurikhin, Alexei

In order to predict labels from an output domain, Y, pattern recognition is used to gather measurements from an input domain, X. Image analysis is one setting where one might want to infer whether a pixel patch contains an object that is “manmade” (such as a building) or “natural” (such as a tree). Suppose the label for a pixel patch is “manmade”; if the label for a nearby pixel patch is then more likely to be “manmade” there is structure in the output domain that can be exploited to improve pattern recognition performance. Modeling P(X) is difficult because features betweenmore » parts of the model are often correlated. Thus, conditional random fields (CRFs) model structured data using the conditional distribution P(Y|X = x), without specifying a model for P(X), and are well suited for applications with dependent features. Our paper has two parts. First, we overview CRFs and their application to pattern recognition in structured problems. Our primary examples are image analysis applications in which there is dependence among samples (pixel patches) in the output domain. Second, we identify research topics and present numerical examples.« less

Study of the Effect of Ellipsoidal Shape on the Kern and Frenkel Patch Model

NASA Astrophysics Data System (ADS)

Nguyen, Thienbao; Gunton, James; Rickman, Jeffrey

In their work on the self-assembly of complex structures, Glotzer and Solomon (Nature Materials 6, 557 - 562 (2007)) identified both interaction and shape anisotropy as two of several means to build complex structures. Advances in fabricating materials and new insights into protein biology have revealed the importance of these types of interactions. The Kern and Frenkel (J. Chem. Phys. 118, 9882 (2003) model of hard spheres carrying interaction patches of various sizes has been used extensively to describe interaction anisotropies important in protein phase transitions. However their model did not also account for shape anisotropy. We studied the role of both shape and interaction anisotropy by applying N=2 and N=4 attractive Kern and Frenkel patches with an interaction range to hard ellipsoids with various aspect ratios and patch coverages. Following Kern and Frenkel, we studied the liquid-liquid phase separation of our particles using a Monte Carlo simulation. We found the critical temperatures for our model using the approximate law of rectilinear diameter and compared them with the original results of Kern and Frenkel. We found that the critical temperatures increased both with aspect ratio and percent coverage. G Harold and Leila Y Mathers Foundation.

Conditional random fields for pattern recognition applied to structured data

DOE PAGES

Burr, Tom; Skurikhin, Alexei

2015-07-14

In order to predict labels from an output domain, Y, pattern recognition is used to gather measurements from an input domain, X. Image analysis is one setting where one might want to infer whether a pixel patch contains an object that is “manmade” (such as a building) or “natural” (such as a tree). Suppose the label for a pixel patch is “manmade”; if the label for a nearby pixel patch is then more likely to be “manmade” there is structure in the output domain that can be exploited to improve pattern recognition performance. Modeling P(X) is difficult because features betweenmore » parts of the model are often correlated. Thus, conditional random fields (CRFs) model structured data using the conditional distribution P(Y|X = x), without specifying a model for P(X), and are well suited for applications with dependent features. Our paper has two parts. First, we overview CRFs and their application to pattern recognition in structured problems. Our primary examples are image analysis applications in which there is dependence among samples (pixel patches) in the output domain. Second, we identify research topics and present numerical examples.« less

Algebraic, geometric, and stochastic aspects of genetic operators

NASA Technical Reports Server (NTRS)

Foo, N. Y.; Bosworth, J. L.

1972-01-01

Genetic algorithms for function optimization employ genetic operators patterned after those observed in search strategies employed in natural adaptation. Two of these operators, crossover and inversion, are interpreted in terms of their algebraic and geometric properties. Stochastic models of the operators are developed which are employed in Monte Carlo simulations of their behavior.

The 2008 Mw 7.2 North Pagai earthquake sequence: Partial rupture of a fully locked Mentawai patch

NASA Astrophysics Data System (ADS)

Salman, R.; Hill, E.; Feng, L.; Wei, S.; Barbot, S.; Lindsey, E.; WANG, X.; Chen, W.; Bannerjee, P.; Hermawan, I.; Natawidjaja, D. H.

2016-12-01

The Mentawai patch is a seismic gap along the Sumatra subduction zone that has not ruptured completely over the last decade. This is worrying because coral colonies of the Mentawai islands show that over the last 700 years the Mentawai patch ruptured in a sequence of great earthquake (Mw > 8.5) about every two centuries. In September 2007, the Mw 8.4 Bengkulu earthquake ruptured the southern section of the Mentawai patch. The event was then followed by two Mw >= 7 aftershocks. Five months later, the 2008 Mw 7.2 earthquake ruptured a small asperity a little further north. The event ruptured a small area in the middle portion of the Mentawai patch, where the megathrust had been estimated as highly coupled. The mainshock was preceded by a foreshock of Mw 6.5 one day before and two M 6 aftershocks that occurred on the same day as the mainshock event. However, the whole earthquake sequence ruptured only a confined area on the megathrust and failed to wake up the sleeping giant. We have yet to explain why the 2008 event did not break more asperities and develop into one gargantuan earthquake. In this study, we use geodetic and seismic data to investigate the 2008 earthquake, its following afterslip, and its fore- and after-shocks. First, we jointly invert static and high-rate cGPS, InSAR and teleseismic data in a joint inversion for a co-seismic slip distribution of the mainshock. Second, we invert teleseismic data alone to develop slip models for the foreshock, mainshock and aftershock events. Third, we use the Cut-And-Paste (CAP) technique to estimate a more accurate depths for the 2008 earthquake sequence. Finally, we use six years of cGPS data, from 2008 to 2013, to develop a model for afterslip. Our preliminary results show 2 meters of peak coseismic slip for the mainshock. In addition, 1 meter of peak afterslip overlap with the coseismic slip model. The total estimated slip is far smaller than expected from the accumulated strain that has been stored in the Mentawai patch since the last earthquake in 1833. Thus, the likelihood that the Mentawai patch will generate another great earthquake in the near future remains high. But the possibility of releasing the accumulated strain piecemeal in smaller earthquakes cannot be ruled out.

Climate Change and Integrodifference Equations in a Stochastic Environment.

PubMed

Bouhours, Juliette; Lewis, Mark A

2016-09-01

Climate change impacts population distributions, forcing some species to migrate poleward if they are to survive and keep up with the suitable habitat that is shifting with the temperature isoclines. Previous studies have analysed whether populations have the capacity to keep up with shifting temperature isoclines, and have mathematically determined the combination of growth and dispersal that is needed to achieve this. However, the rate of isocline movement can be highly variable, with much uncertainty associated with yearly shifts. The same is true for population growth rates. Growth rates can be variable and uncertain, even within suitable habitats for growth. In this paper, we reanalyse the question of population persistence in the context of the uncertainty and variability in isocline shifts and rates of growth. Specifically, we employ a stochastic integrodifference equation model on a patch of suitable habitat that shifts poleward at a random rate. We derive a metric describing the asymptotic growth rate of the linearised operator of the stochastic model. This metric yields a threshold criterion for population persistence. We demonstrate that the variability in the yearly shift and in the growth rate has a significant negative effect on the persistence in the sense that it decreases the threshold criterion for population persistence. Mathematically, we show how the persistence metric can be connected to the principal eigenvalue problem for a related integral operator, at least for the case where isocline shifting speed is deterministic. Analysis of dynamics for the case where the dispersal kernel is Gaussian leads to the existence of a critical shifting speed, above which the population will go extinct, and below which the population will persist. This leads to clear bounds on rate of environmental change if the population is to persist. Finally, we illustrate our different results for butterfly population using numerical simulations and demonstrate how increased variances in isocline shifts and growth rates translate into decreased likelihoods of persistence.

DeepNAT: Deep convolutional neural network for segmenting neuroanatomy.

PubMed

Wachinger, Christian; Reuter, Martin; Klein, Tassilo

2018-04-15

We introduce DeepNAT, a 3D Deep convolutional neural network for the automatic segmentation of NeuroAnaTomy in T1-weighted magnetic resonance images. DeepNAT is an end-to-end learning-based approach to brain segmentation that jointly learns an abstract feature representation and a multi-class classification. We propose a 3D patch-based approach, where we do not only predict the center voxel of the patch but also neighbors, which is formulated as multi-task learning. To address a class imbalance problem, we arrange two networks hierarchically, where the first one separates foreground from background, and the second one identifies 25 brain structures on the foreground. Since patches lack spatial context, we augment them with coordinates. To this end, we introduce a novel intrinsic parameterization of the brain volume, formed by eigenfunctions of the Laplace-Beltrami operator. As network architecture, we use three convolutional layers with pooling, batch normalization, and non-linearities, followed by fully connected layers with dropout. The final segmentation is inferred from the probabilistic output of the network with a 3D fully connected conditional random field, which ensures label agreement between close voxels. The roughly 2.7million parameters in the network are learned with stochastic gradient descent. Our results show that DeepNAT compares favorably to state-of-the-art methods. Finally, the purely learning-based method may have a high potential for the adaptation to young, old, or diseased brains by fine-tuning the pre-trained network with a small training sample on the target application, where the availability of larger datasets with manual annotations may boost the overall segmentation accuracy in the future. Copyright © 2017 Elsevier Inc. All rights reserved.

Modelling uncertainty in incompressible flow simulation using Galerkin based generalized ANOVA

NASA Astrophysics Data System (ADS)

Chakraborty, Souvik; Chowdhury, Rajib

2016-11-01

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

Stochastic model for threat assessment in multi-sensor defense system

NASA Astrophysics Data System (ADS)

Wang, Yongcheng; Wang, Hongfei; Jiang, Changsheng

2007-11-01

This paper puts forward a stochastic model for target detecting and tracking in multi-sensor defense systems and applies the Lanchester differential equations to threat assessment in combat. The two different modes of targets tracking and their respective Lanchester differential equations are analyzed and established. By use of these equations, we could briefly estimate the loss of each combat side and accordingly get the threat estimation results, given the situation analysis is accomplished.

Two-stage fuzzy-stochastic robust programming: a hybrid model for regional air quality management.

PubMed

Li, Yongping; Huang, Guo H; Veawab, Amornvadee; Nie, Xianghui; Liu, Lei

2006-08-01

In this study, a hybrid two-stage fuzzy-stochastic robust programming (TFSRP) model is developed and applied to the planning of an air-quality management system. As an extension of existing fuzzy-robust programming and two-stage stochastic programming methods, the TFSRP can explicitly address complexities and uncertainties of the study system without unrealistic simplifications. Uncertain parameters can be expressed as probability density and/or fuzzy membership functions, such that robustness of the optimization efforts can be enhanced. Moreover, economic penalties as corrective measures against any infeasibilities arising from the uncertainties are taken into account. This method can, thus, provide a linkage to predefined policies determined by authorities that have to be respected when a modeling effort is undertaken. In its solution algorithm, the fuzzy decision space can be delimited through specification of the uncertainties using dimensional enlargement of the original fuzzy constraints. The developed model is applied to a case study of regional air quality management. The results indicate that reasonable solutions have been obtained. The solutions can be used for further generating pollution-mitigation alternatives with minimized system costs and for providing a more solid support for sound environmental decisions.

Patch depletion, niche structuring and the evolution of co-operative foraging

PubMed Central

2011-01-01

Background Many animals live in groups. One proposed reason is that grouping allows cooperative food finding. Group foraging models suggest that grouping could increase food finding rates, but that such group processes could be evolutionarily unstable. These models assume discrete food patches which are fully detectable. However, often animals may only be able to perceive local parts of larger-scale environmental patterns. We therefore use a spatial individual-based model where food patches are aggregates of food items beyond the scale of individual perception. We then study the evolution of foraging and grouping behavior in environments with different resource distributions. Results Our results show that grouping can evolve to increase food intake rates. Two kinds of grouping evolve: traveling pairs and opportunistic grouping, where individuals only aggregate when feeding. Grouping evolves because it allows individuals to better sense and deplete patches. Such enhanced patch depletion is particularly apparent on fragmented and partially depleted patches, which are especially difficult for solitary foragers to deplete. Solitary foragers often leave a patch prematurely because a whole patch cannot be observed directly. In groups, individuals that are still eating allow other individuals that inadvertently leave the patch, to return and continue feeding. For this information sharing a grouping tendency is sufficient and observing whether a neighbor is eating is not necessary. Grouping therefore leads to a release from individual sensing constraints and a shift in niche specialization, allowing individuals to better exploit partially depleted patches. Conclusions The evolved group foraging can be seen as cooperative in the sense that it leads to a mutually-beneficial synergy: together individuals can achieve more than on their own. This cooperation exists as a group-level process generated by the interaction between grouping and the environment. Thus we reveal how such a synergy can originate in evolution as a side-effect of grouping via multi-level selection. Here there is no cooperative dilemma as individuals cannot avoid producing information for their neighbors. This scenario may be a useful starting point for studying the evolution of further social and cooperative complexity. PMID:22093680

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

Pavlou, A. T.; Betzler, B. R.; Burke, T. P.

Uncertainties in the composition and fabrication of fuel compacts for the Fort St. Vrain (FSV) high temperature gas reactor have been studied by performing eigenvalue sensitivity studies that represent the key uncertainties for the FSV neutronic analysis. The uncertainties for the TRISO fuel kernels were addressed by developing a suite of models for an 'average' FSV fuel compact that models the fuel as (1) a mixture of two different TRISO fuel particles representing fissile and fertile kernels, (2) a mixture of four different TRISO fuel particles representing small and large fissile kernels and small and large fertile kernels and (3)more » a stochastic mixture of the four types of fuel particles where every kernel has its diameter sampled from a continuous probability density function. All of the discrete diameter and continuous diameter fuel models were constrained to have the same fuel loadings and packing fractions. For the non-stochastic discrete diameter cases, the MCNP compact model arranged the TRISO fuel particles on a hexagonal honeycomb lattice. This lattice-based fuel compact was compared to a stochastic compact where the locations (and kernel diameters for the continuous diameter cases) of the fuel particles were randomly sampled. Partial core configurations were modeled by stacking compacts into fuel columns containing graphite. The differences in eigenvalues between the lattice-based and stochastic models were small but the runtime of the lattice-based fuel model was roughly 20 times shorter than with the stochastic-based fuel model. (authors)« less

Investigating the Physics Behind VLFEs and LFEs: Analysis Based on Dynamic Rupture Models with Ductile-like Friction

NASA Astrophysics Data System (ADS)

Wu, B.; Oglesby, D. D.; Ghosh, A.; LI, B.

2017-12-01

Very low frequency earthquakes (VLFE) and low frequency earthquakes (LFE) are two main types of seismic signal that are observed during slow earthquakes. These phenomena differ from standard ("fast") earthquakes in many ways. In contrast to seismic signals generated by standard earthquakes, these two types of signal lack energy at higher frequencies, and have very low stress drops of around 10 kPa. In addition, the Moment-Duration scaling relationship shown by VLFEs and LFEs is linear(M T) instead of M T^3 for regular earthquakes. However, if investigated separately over a small range magnitudes and durations, the scaling relationship for each is somewhat closer to M T^3, not M T. The physical mechanism of VLFEs and LFEs is still not clear, although some models have explored this issue [e.g., Gomberg, 2016b]. Here we investigate the behavior of dynamic rupture models with a ductile-like viscous frictional property [Ando et al., 2010; Nakata et al., 2011; Ando et al., 2012] on a single patch. In the model's framework, VLFE source patches are characterized by a high viscous damping term η and a larger area( 25km^2), while sources that approach LFE properties have a low viscous damping term η and smaller patch area(<0.5km^2). Using both analytical and numerical analyses, we show how and why this model may help to explain current observations. This model supports the idea that VLFEs and LFEs are distinct events, possibly rupturing distinct patches with their own stress dynamics [Hutchison and Ghosh, 2016]. The model also makes predictions that can be tested in future observational experiments.

Dynamics of a stochastic delayed SIR epidemic model with vaccination and double diseases driven by Lévy jumps

NASA Astrophysics Data System (ADS)

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

2018-02-01

In this paper, we study the dynamics of a stochastic delayed SIR epidemic model with vaccination and double diseases which make the research more complex. The environment variability in this paper is characterized by white noise and Lévy noise. We establish sufficient conditions for extinction and persistence in the mean of the two epidemic diseases. It is shown that: (i) time delay and Lévy noise have important effects on the persistence and extinction of epidemic diseases; (ii) two diseases can coexist under certain conditions.

Stochastic modeling of the hypothalamic pulse generator activity.

PubMed

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

1994-11-01

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

Groundwater management under uncertainty using a stochastic multi-cell model

NASA Astrophysics Data System (ADS)

Joodavi, Ata; Zare, Mohammad; Ziaei, Ali Naghi; Ferré, Ty P. A.

2017-08-01

The optimization of spatially complex groundwater management models over long time horizons requires the use of computationally efficient groundwater flow models. This paper presents a new stochastic multi-cell lumped-parameter aquifer model that explicitly considers uncertainty in groundwater recharge. To achieve this, the multi-cell model is combined with the constrained-state formulation method. In this method, the lower and upper bounds of groundwater heads are incorporated into the mass balance equation using indicator functions. This provides expressions for the means, variances and covariances of the groundwater heads, which can be included in the constraint set in an optimization model. This method was used to formulate two separate stochastic models: (i) groundwater flow in a two-cell aquifer model with normal and non-normal distributions of groundwater recharge; and (ii) groundwater management in a multiple cell aquifer in which the differences between groundwater abstractions and water demands are minimized. The comparison between the results obtained from the proposed modeling technique with those from Monte Carlo simulation demonstrates the capability of the proposed models to approximate the means, variances and covariances. Significantly, considering covariances between the heads of adjacent cells allows a more accurate estimate of the variances of the groundwater heads. Moreover, this modeling technique requires no discretization of state variables, thus offering an efficient alternative to computationally demanding methods.

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

Asymptotic Equivalence of Probability Measures and Stochastic Processes

NASA Astrophysics Data System (ADS)

Touchette, Hugo

2018-03-01

Let P_n and Q_n be two probability measures representing two different probabilistic models of some system (e.g., an n-particle equilibrium system, a set of random graphs with n vertices, or a stochastic process evolving over a time n) and let M_n be a random variable representing a "macrostate" or "global observable" of that system. We provide sufficient conditions, based on the Radon-Nikodym derivative of P_n and Q_n, for the set of typical values of M_n obtained relative to P_n to be the same as the set of typical values obtained relative to Q_n in the limit n→ ∞. This extends to general probability measures and stochastic processes the well-known thermodynamic-limit equivalence of the microcanonical and canonical ensembles, related mathematically to the asymptotic equivalence of conditional and exponentially-tilted measures. In this more general sense, two probability measures that are asymptotically equivalent predict the same typical or macroscopic properties of the system they are meant to model.

Role of competition between polarity sites in establishing a unique front

PubMed Central

Wu, Chi-Fang; Chiou, Jian-Geng; Minakova, Maria; Woods, Benjamin; Tsygankov, Denis; Zyla, Trevin R; Savage, Natasha S; Elston, Timothy C; Lew, Daniel J

2015-01-01

Polarity establishment in many cells is thought to occur via positive feedback that reinforces even tiny asymmetries in polarity protein distribution. Cdc42 and related GTPases are activated and accumulate in a patch of the cortex that defines the front of the cell. Positive feedback enables spontaneous polarization triggered by stochastic fluctuations, but as such fluctuations can occur at multiple locations, how do cells ensure that they make only one front? In polarizing cells of the model yeast Saccharomyces cerevisiae, positive feedback can trigger growth of several Cdc42 clusters at the same time, but this multi-cluster stage rapidly evolves to a single-cluster state, which then promotes bud emergence. By manipulating polarity protein dynamics, we show that resolution of multi-cluster intermediates occurs through a greedy competition between clusters to recruit and retain polarity proteins from a shared intracellular pool. DOI: http://dx.doi.org/10.7554/eLife.11611.001 PMID:26523396

A three-layer model of natural image statistics.

PubMed

Gutmann, Michael U; Hyvärinen, Aapo

2013-11-01

An important property of visual systems is to be simultaneously both selective to specific patterns found in the sensory input and invariant to possible variations. Selectivity and invariance (tolerance) are opposing requirements. It has been suggested that they could be joined by iterating a sequence of elementary selectivity and tolerance computations. It is, however, unknown what should be selected or tolerated at each level of the hierarchy. We approach this issue by learning the computations from natural images. We propose and estimate a probabilistic model of natural images that consists of three processing layers. Two natural image data sets are considered: image patches, and complete visual scenes downsampled to the size of small patches. For both data sets, we find that in the first two layers, simple and complex cell-like computations are performed. In the third layer, we mainly find selectivity to longer contours; for patch data, we further find some selectivity to texture, while for the downsampled complete scenes, some selectivity to curvature is observed. Copyright © 2013 Elsevier Ltd. All rights reserved.

A Multi-Level Approach to Modeling Rapidly Growing Mega-Regions as a Coupled Human-Natural System

NASA Astrophysics Data System (ADS)

Koch, J. A.; Tang, W.; Meentemeyer, R. K.

2013-12-01

The FUTure Urban-Regional Environment Simulation (FUTURES) integrates information on nonstationary drivers of land change (per capita land area demand, site suitability, and spatial structure of conversion events) into spatial-temporal projections of changes in landscape patterns (Meentemeyer et al., 2013). One striking feature of FUTURES is its patch-growth algorithm that includes feedback effects of former development events across several temporal and spatial scales: cell-level transition events are aggregated into patches of land change and their further growth is based on empirically derived parameters controlling its size, shape, and dispersion. Here, we augment the FUTURES modeling framework by expanding its multilevel structure and its representation of human decision making. The new modeling framework is hierarchically organized as nested subsystems including the latest theory on telecouplings in coupled human-natural systems (Liu et al., 2013). Each subsystem represents a specific level of spatial scale and embraces agents that have decision making authority at a particular level. The subsystems are characterized with regard to their spatial representation and are connected via flows of information (e.g. regulations and policies) or material (e.g. population migration). To provide a modeling framework that is applicable to a wide range of settings and geographical regions and to keep it computationally manageable, we implement a 'zooming factor' that allows to enable or disable subsystems (and hence the represented processes), based on the extent of the study region. The implementation of the FUTURES modeling framework for a specific case study follows the observational modeling approach described in Grimm et al. (2005), starting from the analysis of empirical data in order to capture the processes relevant for specific scales and to allow a rigorous calibration and validation of the model application. In this paper, we give an introduction to the basic concept of our modeling approach and describe its strengths and weaknesses. We furthermore use empirical data for the states of North and South Carolina to demonstrate how the modeling framework can be applied to a large, heterogeneous study system with diverse decision-making agents. Grimm et al. (2005) Pattern-Oriented Modeling of Agent-Based Complex Systems: Lessons from Ecology. Science 310, 987-991. Liu et al. (2013) Framing Sustainability in a Telecoupled World. Ecology and Society 18(2), 26. Meentemeyer et al. (2013) FUTURES: Multilevel Simulations of Merging Urban-Rural Landscape Structure Using a Stochastic Patch-Growing Algorithm. Annals of the Association of American Geographers 103(4), 785-807.

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

NASA Astrophysics Data System (ADS)

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

2018-05-01

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

Bidirectional Classical Stochastic Processes with Measurements and Feedback

NASA Technical Reports Server (NTRS)

Hahne, G. E.

2005-01-01

A measurement on a quantum system is said to cause the "collapse" of the quantum state vector or density matrix. An analogous collapse occurs with measurements on a classical stochastic process. This paper addresses the question of describing the response of a classical stochastic process when there is feedback from the output of a measurement to the input, and is intended to give a model for quantum-mechanical processes that occur along a space-like reaction coordinate. The classical system can be thought of in physical terms as two counterflowing probability streams, which stochastically exchange probability currents in a way that the net probability current, and hence the overall probability, suitably interpreted, is conserved. The proposed formalism extends the . mathematics of those stochastic processes describable with linear, single-step, unidirectional transition probabilities, known as Markov chains and stochastic matrices. It is shown that a certain rearrangement and combination of the input and output of two stochastic matrices of the same order yields another matrix of the same type. Each measurement causes the partial collapse of the probability current distribution in the midst of such a process, giving rise to calculable, but non-Markov, values for the ensuing modification of the system's output probability distribution. The paper concludes with an analysis of a classical probabilistic version of the so-called grandfather paradox.

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

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

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

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

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.

Physical Models of Cognition

NASA Technical Reports Server (NTRS)

Zak, Michail

1994-01-01

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

Dye-enhanced protein solders and patches in laser-assisted tissue welding.

PubMed

Small, W; Heredia, N J; Maitland, D J; Da Silva, L B; Matthews, D L

1997-01-01

This study examines the use of dye-enhanced protein bonding agents in 805 nm diode laser-assisted tissue welding. A comparison of an albumin liquid solder and collagen solid-matrix patches used to repair arteriotomies in an in vitro porcine model is presented. Extrinsic bonding media in the form of solders and patches have been used to enhance the practice of laser tissue welding. Preferential absorption of the laser wavelength has been achieved by the incorporation of chromophores. Both the solder and the patch included indocyanine green dye (ICG) to absorb the 805 nm continuous-wave diode laser light used to perform the welds. Solder-mediated welds were divided into two groups (high power/short exposure and low power/long exposure), and the patches were divided into three thickness groups ranging from 0.1 to 1.3 mm. The power used to activate the patches was constant, but the exposure time was increased with patch thickness. Burst pressure results indicated that solder-mediated and patched welds yielded similar average burst strengths in most cases, but the patches provided a higher success rate (i.e., more often exceeded 150 mmHg) and were more consistent (i.e., smaller standard deviation) than the solder. The strongest welds were obtained using 1.0-1.3 mm thick patches, while the high power/short exposure solder group was the weakest. Though the solder and patches yielded similar acute weld strengths, the solid-matrix patches facilitated the welding process and provided consistently strong welds. The material properties of the extrinsic agents influenced their performance.

Determinants of extinction-colonization dynamics in Mediterranean butterflies: the role of landscape, climate and local habitat features.

PubMed

Fernández-Chacón, Albert; Stefanescu, Constantí; Genovart, Meritxell; Nichols, James D; Hines, James E; Páramo, Ferran; Turco, Marco; Oro, Daniel

2014-01-01

Many species are found today in the form of fragmented populations occupying patches of remnant habitat in human-altered landscapes. The persistence of these population networks requires a balance between extinction and colonization events assumed to be primarily related to patch area and isolation, but the contribution of factors such as the characteristics of patch and matrix habitats, the species' traits (habitat specialization and dispersal capabilities) and variation in climatic conditions have seldom been evaluated simultaneously. The identification of environmental variables associated with patch occupancy and turnover may be especially useful to enhance the persistence of multiple species under current global change. However, for robust inference on occupancy and related parameters, we must account for detection errors, a commonly overlooked problem that leads to biased estimates and misleading conclusions about population dynamics. Here, we provide direct empirical evidence of the effects of different environmental variables on the extinction and colonization rates of a rich butterfly community in the western Mediterranean. The analysis was based on a 17-year data set containing detection/nondetection data on 73 butterfly species for 26 sites in north-eastern Spain. Using multiseason occupancy models, which take into account species' detectability, we were able to obtain robust estimates of local extinction and colonization probabilities for each species and test the potential effects of site covariates such as the area of suitable habitat, topographic variability, landscape permeability around the site and climatic variability in aridity conditions. Results revealed a general pattern across species with local habitat composition and landscape features as stronger predictors of occupancy dynamics compared with topography and local aridity. Increasing area of suitable habitat in a site strongly decreased local extinction risks and, for a number of species, both higher amounts of suitable habitat and more permeable landscapes increased colonization rates. Nevertheless, increased topographic variability decreased the extinction risk of bad dispersers, a group of species with significantly lower colonization rates. Our models predicted higher sensitivity of the butterfly assemblages to deterministic changes in habitat features rather than to stochastic weather patterns, with some relationships being clearly dependent on the species' traits. © 2013 The Authors. Journal of Animal Ecology © 2013 British Ecological Society.

Detection and plant monitoring programs: lessons from an intensive survey of Asclepias meadii with five observers.

PubMed

Alexander, Helen M; Reed, Aaron W; Kettle, W Dean; Slade, Norman A; Bodbyl Roels, Sarah A; Collins, Cathy D; Salisbury, Vaughn

2012-01-01

Monitoring programs, where numbers of individuals are followed through time, are central to conservation. Although incomplete detection is expected with wildlife surveys, this topic is rarely considered with plants. However, if plants are missed in surveys, raw count data can lead to biased estimates of population abundance and vital rates. To illustrate, we had five independent observers survey patches of the rare plant Asclepias meadii at two prairie sites. We analyzed data with two mark-recapture approaches. Using the program CAPTURE, the estimated number of patches equaled the detected number for a burned site, but exceeded detected numbers by 28% for an unburned site. Analyses of detected patches using Huggins models revealed important effects of observer, patch state (flowering/nonflowering), and patch size (number of stems) on probabilities of detection. Although some results were expected (i.e. greater detection of flowering than nonflowering patches), the importance of our approach is the ability to quantify the magnitude of detection problems. We also evaluated the degree to which increased observer numbers improved detection: smaller groups (3-4 observers) generally found 90 - 99% of the patches found by all five people, but pairs of observers or single observers had high error and detection depended on which individuals were involved. We conclude that an intensive study at the start of a long-term monitoring study provides essential information about probabilities of detection and what factors cause plants to be missed. This information can guide development of monitoring programs.

Fundamental limitation of a two-dimensional description of magnetic reconnection

NASA Astrophysics Data System (ADS)

Firpo, Marie-Christine

2014-10-01

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

Evolving cell models for systems and synthetic biology.

PubMed

Cao, Hongqing; Romero-Campero, Francisco J; Heeb, Stephan; Cámara, Miguel; Krasnogor, Natalio

2010-03-01

This paper proposes a new methodology for the automated design of cell models for systems and synthetic biology. Our modelling framework is based on P systems, a discrete, stochastic and modular formal modelling language. The automated design of biological models comprising the optimization of the model structure and its stochastic kinetic constants is performed using an evolutionary algorithm. The evolutionary algorithm evolves model structures by combining different modules taken from a predefined module library and then it fine-tunes the associated stochastic kinetic constants. We investigate four alternative objective functions for the fitness calculation within the evolutionary algorithm: (1) equally weighted sum method, (2) normalization method, (3) randomly weighted sum method, and (4) equally weighted product method. The effectiveness of the methodology is tested on four case studies of increasing complexity including negative and positive autoregulation as well as two gene networks implementing a pulse generator and a bandwidth detector. We provide a systematic analysis of the evolutionary algorithm's results as well as of the resulting evolved cell models.

Generalized Parameter-Adjusted Stochastic Resonance of Duffing Oscillator and Its Application to Weak-Signal Detection.

PubMed

Lai, Zhi-Hui; Leng, Yong-Gang

2015-08-28

A two-dimensional Duffing oscillator which can produce stochastic resonance (SR) is studied in this paper. We introduce its SR mechanism and present a generalized parameter-adjusted SR (GPASR) model of this oscillator for the necessity of parameter adjustments. The Kramers rate is chosen as the theoretical basis to establish a judgmental function for judging the occurrence of SR in this model; and to analyze and summarize the parameter-adjusted rules under unmatched signal amplitude, frequency, and/or noise-intensity. Furthermore, we propose the weak-signal detection approach based on this GPASR model. Finally, we employ two practical examples to demonstrate the feasibility of the proposed approach in practical engineering application.

Two general models that generate long range correlation

NASA Astrophysics Data System (ADS)

Gan, Xiaocong; Han, Zhangang

2012-06-01

In this paper we study two models that generate sequences with LRC (long range correlation). For the IFT (inverse Fourier transform) model, our conclusion is the low frequency part leads to LRC, while the high frequency part tends to eliminate it. Therefore, a typical method to generate a sequence with LRC is multiplying the spectrum of a white noise sequence by a decaying function. A special case is analyzed: the linear combination of a smooth curve and a white noise sequence, in which the DFA plot consists of two line segments. For the patch model, our conclusion is long subsequences leads to LRC, while short subsequences tend to eliminate it. Therefore, we can generate a sequence with LRC by using a fat-tailed PDF (probability distribution function) of the length of the subsequences. A special case is also analyzed: if a patch model with long subsequences is mixed with a white noise sequence, the DFA plot will consist of two line segments. We have checked known models and actual data, and found they are all consistent with this study.

A Two-Step Approach to Uncertainty Quantification of Core Simulators

DOE PAGES

Yankov, Artem; Collins, Benjamin; Klein, Markus; ...

2012-01-01

For the multiple sources of error introduced into the standard computational regime for simulating reactor cores, rigorous uncertainty analysis methods are available primarily to quantify the effects of cross section uncertainties. Two methods for propagating cross section uncertainties through core simulators are the XSUSA statistical approach and the “two-step” method. The XSUSA approach, which is based on the SUSA code package, is fundamentally a stochastic sampling method. Alternatively, the two-step method utilizes generalized perturbation theory in the first step and stochastic sampling in the second step. The consistency of these two methods in quantifying uncertainties in the multiplication factor andmore » in the core power distribution was examined in the framework of phase I-3 of the OECD Uncertainty Analysis in Modeling benchmark. With the Three Mile Island Unit 1 core as a base model for analysis, the XSUSA and two-step methods were applied with certain limitations, and the results were compared to those produced by other stochastic sampling-based codes. Based on the uncertainty analysis results, conclusions were drawn as to the method that is currently more viable for computing uncertainties in burnup and transient calculations.« less

Laws of Large Numbers and Langevin Approximations for Stochastic Neural Field Equations

PubMed Central

2013-01-01

In this study, we consider limit theorems for microscopic stochastic models of neural fields. We show that the Wilson–Cowan equation can be obtained as the limit in uniform convergence on compacts in probability for a sequence of microscopic models when the number of neuron populations distributed in space and the number of neurons per population tend to infinity. This result also allows to obtain limits for qualitatively different stochastic convergence concepts, e.g., convergence in the mean. Further, we present a central limit theorem for the martingale part of the microscopic models which, suitably re-scaled, converges to a centred Gaussian process with independent increments. These two results provide the basis for presenting the neural field Langevin equation, a stochastic differential equation taking values in a Hilbert space, which is the infinite-dimensional analogue of the chemical Langevin equation in the present setting. On a technical level, we apply recently developed law of large numbers and central limit theorems for piecewise deterministic processes taking values in Hilbert spaces to a master equation formulation of stochastic neuronal network models. These theorems are valid for processes taking values in Hilbert spaces, and by this are able to incorporate spatial structures of the underlying model. Mathematics Subject Classification (2000): 60F05, 60J25, 60J75, 92C20. PMID:23343328

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

PubMed

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

2016-12-01

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

Stochastic Simulation Tool for Aerospace Structural Analysis

NASA Technical Reports Server (NTRS)

Knight, Norman F.; Moore, David F.

2006-01-01

Stochastic simulation refers to incorporating the effects of design tolerances and uncertainties into the design analysis model and then determining their influence on the design. A high-level evaluation of one such stochastic simulation tool, the MSC.Robust Design tool by MSC.Software Corporation, has been conducted. This stochastic simulation tool provides structural analysts with a tool to interrogate their structural design based on their mathematical description of the design problem using finite element analysis methods. This tool leverages the analyst's prior investment in finite element model development of a particular design. The original finite element model is treated as the baseline structural analysis model for the stochastic simulations that are to be performed. A Monte Carlo approach is used by MSC.Robust Design to determine the effects of scatter in design input variables on response output parameters. The tool was not designed to provide a probabilistic assessment, but to assist engineers in understanding cause and effect. It is driven by a graphical-user interface and retains the engineer-in-the-loop strategy for design evaluation and improvement. The application problem for the evaluation is chosen to be a two-dimensional shell finite element model of a Space Shuttle wing leading-edge panel under re-entry aerodynamic loading. MSC.Robust Design adds value to the analysis effort by rapidly being able to identify design input variables whose variability causes the most influence in response output parameters.

Power Law Patch Scaling and Lack of Characteristic Wavelength Suggest "Scale-Free" Processes Drive Pattern Formation in the Florida Everglades

NASA Astrophysics Data System (ADS)

Kaplan, D. A.; Casey, S. T.; Cohen, M. J.; Acharya, S.; Jawitz, J. W.

2016-12-01

A century of hydrologic modification has altered the physical and biological drivers of landscape processes in the Everglades (Florida, USA). Restoring the ridge-slough patterned landscape, a dominant feature of the historical system, is a priority, but requires an understanding of pattern genesis and degradation mechanisms. Physical experiments to evaluate alternative pattern formation mechanisms are limited by the long time scales of peat accumulation and loss, necessitating model-based comparisons, where support for a particular mechanism is based on model replication of extant patterning and trajectories of degradation. However, multiple mechanisms yield patch elongation in the direction of historical flow (a central feature of ridge-slough patterning), limiting the utility of that characteristic for discriminating among alternatives. Using data from vegetation maps, we investigated the statistical features of ridge-slough spatial patterning (ridge density, patch perimeter, elongation, patch-size distributions, and spatial periodicity) to establish more rigorous criteria for evaluating model performance and to inform controls on pattern variation across the contemporary system. Two independent analyses (2-D periodograms and patch size distributions) provide strong evidence against regular patterning, with the landscape exhibiting neither a characteristic wavelength nor a characteristic patch size, both of which are expected under conditions that produce regular patterns. Rather, landscape properties suggest robust scale-free patterning, indicating genesis from the coupled effects of local facilitation and a global negative feedback operating uniformly at the landscape-scale. This finding challenges widespread invocation of scale-dependent negative feedbacks for explaining ridge-slough pattern origins. These results help discern among genesis mechanisms and provide an improved statistical description of the landscape that can be used to compare among model outputs, as well as to assess the success of future restoration projects.

Coevolution of bed surface patchiness and channel morphology: 1. Mechanisms of forced patch formation

USGS Publications Warehouse

Nelson, Peter A.; McDonald, Richard R.; Nelson, Jonathan M.; Dietrich, William E.

2015-01-01

Riverbeds frequently display a spatial structure where the sediment mixture composing the channel bed has been sorted into discrete patches of similar grain size. Even though patches are a fundamental feature in gravel bed rivers, we have little understanding of how patches form, evolve, and interact. Here we present a two-dimensional morphodynamic model that is used to examine in greater detail the mechanisms responsible for the development of forced bed surface patches and the coevolution of bed morphology and bed surface patchiness. The model computes the depth-averaged channel hydrodynamics, mixed-grain-size sediment transport, and bed evolution by coupling the river morphodynamic model Flow and Sediment Transport with Morphological Evolution of Channels (FaSTMECH) with a transport relation for gravel mixtures and the mixed-grain-size Exner equation using the active layer assumption. To test the model, we use it to simulate a flume experiment in which the bed developed a sequence of alternate bars and temporally and spatially persistent forced patches with a general pattern of coarse bar tops and fine pools. Cross-stream sediment flux causes sediment to be exported off of bars and imported into pools at a rate that balances downstream gradients in the streamwise sediment transport rate, allowing quasi-steady bar-pool topography to persist. The relative importance of lateral gravitational forces on the cross-stream component of sediment transport is a primary control on the amplitude of the bars. Because boundary shear stress declines as flow shoals over the bars, the lateral sediment transport is increasingly size selective and leads to the development of coarse bar tops and fine pools.

Rich stochastic dynamics of co-doped Er:Yb fluorescence upconversion nanoparticles in the presence of thermal, non-conservative, harmonic and optical forces

NASA Astrophysics Data System (ADS)

Nome, Rene A.; Sorbello, Cecilia; Jobbágy, Matías; Barja, Beatriz C.; Sanches, Vitor; Cruz, Joyce S.; Aguiar, Vinicius F.

2017-03-01

The stochastic dynamics of individual co-doped Er:Yb upconversion nanoparticles (UCNP) were investigated from experiments and simulations. The UCNP were characterized by high-resolution scanning electron microscopy, dynamic light scattering, and zeta potential measurements. Single UCNP measurements were performed by fluorescence upconversion micro-spectroscopy and optical trapping. The mean-square displacement (MSD) from single UCNP exhibited a time-dependent diffusion coefficient which was compared with Brownian dynamics simulations of a viscoelastic model of harmonically bound spheres. Experimental time-dependent two-dimensional trajectories of individual UCNP revealed correlated two-dimensional nanoparticle motion. The measurements were compared with stochastic trajectories calculated in the presence of a non-conservative rotational force field. Overall, the complex interplay of UCNP adhesion, thermal fluctuations and optical forces led to a rich stochastic behavior of these nanoparticles.

A note on: "A Gaussian-product stochastic Gent-McWilliams parameterization"

NASA Astrophysics Data System (ADS)

Jansen, Malte F.

2017-02-01

This note builds on a recent article by Grooms (2016), which introduces a new stochastic parameterization for eddy buoyancy fluxes. The closure proposed by Grooms accounts for the fact that eddy fluxes arise as the product of two approximately Gaussian variables, which in turn leads to a distinctly non-Gaussian distribution. The directionality of the stochastic eddy fluxes, however, remains somewhat ad-hoc and depends on the reference frame of the chosen coordinate system. This note presents a modification of the approach proposed by Grooms, which eliminates this shortcoming. Eddy fluxes are computed based on a stochastic mixing length model, which leads to a frame invariant formulation. As in the original closure proposed by Grooms, eddy fluxes are proportional to the product of two Gaussian variables, and the parameterization reduces to the Gent and McWilliams parameterization for the mean buyoancy fluxes.

Influence of habitat quality, population size, patch size, and connectivity on patch-occupancy dynamics of the middle spotted woodpecker.

PubMed

Robles, Hugo; Ciudad, Carlos

2012-04-01

Despite extensive research on the effects of habitat fragmentation, the ecological mechanisms underlying colonization and extinction processes are poorly known, but knowledge of these mechanisms is essential to understanding the distribution and persistence of populations in fragmented habitats. We examined these mechanisms through multiseason occupancy models that elucidated patch-occupancy dynamics of Middle Spotted Woodpeckers (Dendrocopos medius) in northwestern Spain. The number of occupied patches was relatively stable from 2000 to 2010 (15-24% of 101 patches occupied every year) because extinction was balanced by recolonization. Larger and higher quality patches (i.e., higher density of oaks >37 cm dbh [diameter at breast height]) were more likely to be occupied. Habitat quality (i.e., density of large oaks) explained more variation in patch colonization and extinction than did patch size and connectivity, which were both weakly associated with probabilities of turnover. Patches of higher quality were more likely to be colonized than patches of lower quality. Populations in high-quality patches were less likely to become extinct. In addition, extinction in a patch was strongly associated with local population size but not with patch size, which means the latter may not be a good surrogate of population size in assessments of extinction probability. Our results suggest that habitat quality may be a primary driver of patch-occupancy dynamics and may increase the accuracy of models of population survival. We encourage comparisons of competing models that assess occupancy, colonization, and extinction probabilities in a single analytical framework (e.g., dynamic occupancy models) so as to shed light on the association of habitat quality and patch geometry with colonization and extinction processes in different settings and species. ©2012 Society for Conservation Biology.

A predator equalizes rate of capture of a schooling prey in a patchy environment.

PubMed

Vijayan, Sundararaj; Kotler, Burt P; Abramsky, Zvika

2017-05-01

Prey individuals are often distributed heterogeneously in the environment, and their abundances and relative availabilities vary among patches. A foraging predator should maximize energetic gains by selectively choosing patches with higher prey density. However, catching behaviorally responsive and group-forming prey in patchy environments can be a challenge for predators. First, they have to identify the profitable patches, and second, they must manage the prey's sophisticated anti-predator behavior. Thus, the forager and its prey have to continuously adjust their behavior to that of their opponent. Given these conditions, the foraging predator's behavior should be dynamic with time in terms of foraging effort and prey capture rates across different patches. Theoretically, the allocation of its time among patches of behaviorally responsive prey should be such that it equalizes its prey capture rates across patches through time. We tested this prediction in a model system containing a predator (little egret) and group-forming prey (common gold fish) in two sets of experiments in which (1) patches (pools) contained equal numbers of prey, or in which (2) patches contained unequal densities of prey. The egret equalized the prey capture rate through time in both equal and different density experiments. Copyright © 2017 Elsevier B.V. All rights reserved.

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.

Self-organized dynamics in local load-sharing fiber bundle models.

PubMed

Biswas, Soumyajyoti; Chakrabarti, Bikas K

2013-10-01

We study the dynamics of a local load-sharing fiber bundle model in two dimensions under an external load (which increases with time at a fixed slow rate) applied at a single point. Due to the local load-sharing nature, the redistributed load remains localized along the boundary of the broken patch. The system then goes to a self-organized state with a stationary average value of load per fiber along the (increasing) boundary of the broken patch (damaged region) and a scale-free distribution of avalanche sizes and other related quantities are observed. In particular, when the load redistribution is only among nearest surviving fiber(s), the numerical estimates of the exponent values are comparable with those of the Manna model. When the load redistribution is uniform along the patch boundary, the model shows a simple mean-field limit of this self-organizing critical behavior, for which we give analytical estimates of the saturation load per fiber values and avalanche size distribution exponent. These are in good agreement with numerical simulation results.

Estimating the capital recovery costs of alternative patch retention treatments in eastern hardwoods

Treesearch

Chris B. LeDoux; Andrew Whitman

2006-01-01

We used a simulation model to estimate the economic opportunity costs and the density of large stems retained for patch retention in two temperate oak stands representative of the oak/hickory forest type in the eastern United States. Opportunity/retention costs ranged from $321.0 to $760.7/ha [$129.9 to $307.8/acre] depending on the species mix in the stand, the...

Role of social interactions in dynamic patterns of resource patches and forager aggregation.

PubMed

Tania, Nessy; Vanderlei, Ben; Heath, Joel P; Edelstein-Keshet, Leah

2012-07-10

The dynamics of resource patches and species that exploit such patches are of interest to ecologists, conservation biologists, modelers, and mathematicians. Here we consider how social interactions can create unique, evolving patterns in space and time. Whereas simple prey taxis (with consumable prey) promotes spatial uniform distributions, here we show that taxis in producer-scrounger groups can lead to pattern formation. We consider two types of foragers: those that search directly ("producers") and those that exploit other foragers to find food ("scroungers" or exploiters). We show that such groups can sustain fluctuating spatiotemporal patterns, akin to "waves of pursuit." Investigating the relative benefits to the individuals, we observed conditions under which either strategy leads to enhanced success, defined as net food consumption. Foragers that search for food directly have an advantage when food patches are localized. Those that seek aggregations of group mates do better when their ability to track group mates exceeds the foragers' food-sensing acuity. When behavioral switching or reproductive success of the strategies is included, the relative abundance of foragers and exploiters is dynamic over time, in contrast with classic models that predict stable frequencies. Our work shows the importance of considering two-way interaction--i.e., how food distribution both influences and is influenced by social foraging and aggregation of predators.

Markov stochasticity coordinates

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

Eliazar, Iddo, E-mail: iddo.eliazar@intel.com

Markov dynamics constitute one of the most fundamental models of random motion between the states of a system of interest. Markov dynamics have diverse applications in many fields of science and engineering, and are particularly applicable in the context of random motion in networks. In this paper we present a two-dimensional gauging method of the randomness of Markov dynamics. The method–termed Markov Stochasticity Coordinates–is established, discussed, and exemplified. Also, the method is tweaked to quantify the stochasticity of the first-passage-times of Markov dynamics, and the socioeconomic equality and mobility in human societies.

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.

A unified model of the hierarchical and stochastic theories of gastric cancer

PubMed Central

Song, Yanjing; Wang, Yao; Tong, Chuan; Xi, Hongqing; Zhao, Xudong; Wang, Yi; Chen, Lin

2017-01-01

Gastric cancer (GC) is a life-threatening disease worldwide. Despite remarkable advances in treatments for GC, it is still fatal to many patients due to cancer progression, recurrence and metastasis. Regarding the development of novel therapeutic techniques, many studies have focused on the biological mechanisms that initiate tumours and cause treatment resistance. Tumours have traditionally been considered to result from somatic mutations, either via clonal evolution or through a stochastic model. However, emerging evidence has characterised tumours using a hierarchical organisational structure, with cancer stem cells (CSCs) at the apex. Both stochastic and hierarchical models are reasonable systems that have been hypothesised to describe tumour heterogeneity. Although each model alone inadequately explains tumour diversity, the two models can be integrated to provide a more comprehensive explanation. In this review, we discuss existing evidence supporting a unified model of gastric CSCs, including the regulatory mechanisms of this unified model in addition to the current status of stemness-related targeted therapy in GC patients. PMID:28301871

Spatial Stochastic Intracellular Kinetics: A Review of Modelling Approaches.

PubMed

Smith, Stephen; Grima, Ramon

2018-05-21

Models of chemical kinetics that incorporate both stochasticity and diffusion are an increasingly common tool for studying biology. The variety of competing models is vast, but two stand out by virtue of their popularity: the reaction-diffusion master equation and Brownian dynamics. In this review, we critically address a number of open questions surrounding these models: How can they be justified physically? How do they relate to each other? How do they fit into the wider landscape of chemical models, ranging from the rate equations to molecular dynamics? This review assumes no prior knowledge of modelling chemical kinetics and should be accessible to a wide range of readers.

The effect of stochiastic technique on estimates of population viability from transition matrix models

USGS Publications Warehouse

Kaye, T.N.; Pyke, David A.

2003-01-01

Population viability analysis is an important tool for conservation biologists, and matrix models that incorporate stochasticity are commonly used for this purpose. However, stochastic simulations may require assumptions about the distribution of matrix parameters, and modelers often select a statistical distribution that seems reasonable without sufficient data to test its fit. We used data from long-term (5a??10 year) studies with 27 populations of five perennial plant species to compare seven methods of incorporating environmental stochasticity. We estimated stochastic population growth rate (a measure of viability) using a matrix-selection method, in which whole observed matrices were selected at random at each time step of the model. In addition, we drew matrix elements (transition probabilities) at random using various statistical distributions: beta, truncated-gamma, truncated-normal, triangular, uniform, or discontinuous/observed. Recruitment rates were held constant at their observed mean values. Two methods of constraining stage-specific survival to a??100% were also compared. Different methods of incorporating stochasticity and constraining matrix column sums interacted in their effects and resulted in different estimates of stochastic growth rate (differing by up to 16%). Modelers should be aware that when constraining stage-specific survival to 100%, different methods may introduce different levels of bias in transition element means, and when this happens, different distributions for generating random transition elements may result in different viability estimates. There was no species effect on the results and the growth rates derived from all methods were highly correlated with one another. We conclude that the absolute value of population viability estimates is sensitive to model assumptions, but the relative ranking of populations (and management treatments) is robust. Furthermore, these results are applicable to a range of perennial plants and possibly other life histories.

The steady-state mosaic of disturbance and succession across an old-growth Central Amazon forest landscape.

PubMed

Chambers, Jeffrey Q; Negron-Juarez, Robinson I; Marra, Daniel Magnabosco; Di Vittorio, Alan; Tews, Joerg; Roberts, Dar; Ribeiro, Gabriel H P M; Trumbore, Susan E; Higuchi, Niro

2013-03-05

Old-growth forest ecosystems comprise a mosaic of patches in different successional stages, with the fraction of the landscape in any particular state relatively constant over large temporal and spatial scales. The size distribution and return frequency of disturbance events, and subsequent recovery processes, determine to a large extent the spatial scale over which this old-growth steady state develops. Here, we characterize this mosaic for a Central Amazon forest by integrating field plot data, remote sensing disturbance probability distribution functions, and individual-based simulation modeling. Results demonstrate that a steady state of patches of varying successional age occurs over a relatively large spatial scale, with important implications for detecting temporal trends on plots that sample a small fraction of the landscape. Long highly significant stochastic runs averaging 1.0 Mg biomass⋅ha(-1)⋅y(-1) were often punctuated by episodic disturbance events, resulting in a sawtooth time series of hectare-scale tree biomass. To maximize the detection of temporal trends for this Central Amazon site (e.g., driven by CO2 fertilization), plots larger than 10 ha would provide the greatest sensitivity. A model-based analysis of fractional mortality across all gap sizes demonstrated that 9.1-16.9% of tree mortality was missing from plot-based approaches, underscoring the need to combine plot and remote-sensing methods for estimating net landscape carbon balance. Old-growth tropical forests can exhibit complex large-scale structure driven by disturbance and recovery cycles, with ecosystem and community attributes of hectare-scale plots exhibiting continuous dynamic departures from a steady-state condition.

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.

A Two-Step Method to Select Major Surge-Producing Extratropical Cyclones from a 10,000-Year Stochastic Catalog

NASA Astrophysics Data System (ADS)

Keshtpoor, M.; Carnacina, I.; Yablonsky, R. M.

2016-12-01

Extratropical cyclones (ETCs) are the primary driver of storm surge events along the UK and northwest mainland Europe coastlines. In an effort to evaluate the storm surge risk in coastal communities in this region, a stochastic catalog is developed by perturbing the historical storm seeds of European ETCs to account for 10,000 years of possible ETCs. Numerical simulation of the storm surge generated by the full 10,000-year stochastic catalog, however, is computationally expensive and may take several months to complete with available computational resources. A new statistical regression model is developed to select the major surge-generating events from the stochastic ETC catalog. This regression model is based on the maximum storm surge, obtained via numerical simulations using a calibrated version of the Delft3D-FM hydrodynamic model with a relatively coarse mesh, of 1750 historical ETC events that occurred over the past 38 years in Europe. These numerically-simulated surge values were regressed to the local sea level pressure and the U and V components of the wind field at the location of 196 tide gauge stations near the UK and northwest mainland Europe coastal areas. The regression model suggests that storm surge values in the area of interest are highly correlated to the U- and V-component of wind speed, as well as the sea level pressure. Based on these correlations, the regression model was then used to select surge-generating storms from the 10,000-year stochastic catalog. Results suggest that roughly 105,000 events out of 480,000 stochastic storms are surge-generating events and need to be considered for numerical simulation using a hydrodynamic model. The selected stochastic storms were then simulated in Delft3D-FM, and the final refinement of the storm population was performed based on return period analysis of the 1750 historical event simulations at each of the 196 tide gauges in preparation for Delft3D-FM fine mesh simulations.

The modeling of piezoceramic patch interactions with shells, plates and beams

NASA Technical Reports Server (NTRS)

Banks, H. T.; Smith, R. C.

1992-01-01

General models describing the interactions between a pair of piezoceramic patches and elastic substructures consisting of a cylindrical shell, plate and beam are presented. In each case, the manner in which the patch loads enter both the strong and weak forms of the time-dependent structural equations of motion is described. Through force and moment balancing, these loads are then determined in terms of material properties of the patch and substructure (thickness, elastic properties, Poisson ratios), the geometry of the patch placement, and the voltages into the patches. In the case of the shell, the coupling between banding and inplane deformations, which is due to the curvature, is retained. These models are sufficiently general to allow for potentially different patch voltages which implies that they can be suitably employed when using piezoceramic patches for controlling system dynamics when both extensional and bending vibrations are present.

What Controls ENSO-Amplitude Diversity in Climate Models?

NASA Astrophysics Data System (ADS)

Wengel, C.; Dommenget, D.; Latif, M.; Bayr, T.; Vijayeta, A.

2018-02-01

Climate models depict large diversity in the strength of the El Niño/Southern Oscillation (ENSO) (ENSO amplitude). Here we investigate ENSO-amplitude diversity in the Coupled Model Intercomparison Project Phase 5 (CMIP5) by means of the linear recharge oscillator model, which reduces ENSO dynamics to a two-dimensional problem in terms of eastern equatorial Pacific sea surface temperature anomalies (T) and equatorial Pacific upper ocean heat content anomalies (h). We find that a large contribution to ENSO-amplitude diversity originates from stochastic forcing. Further, significant interactions exist between the stochastic forcing and the growth rates of T and h with competing effects on ENSO amplitude. The joint consideration of stochastic forcing and growth rates explains more than 80% of the ENSO-amplitude variance within CMIP5. Our results can readily explain the lack of correlation between the Bjerknes Stability index, a measure of the growth rate of T, and ENSO amplitude in a multimodel ensemble.

Stochastic dynamic analysis of marine risers considering Gaussian system uncertainties

NASA Astrophysics Data System (ADS)

Ni, Pinghe; Li, Jun; Hao, Hong; Xia, Yong

2018-03-01

This paper performs the stochastic dynamic response analysis of marine risers with material uncertainties, i.e. in the mass density and elastic modulus, by using Stochastic Finite Element Method (SFEM) and model reduction technique. These uncertainties are assumed having Gaussian distributions. The random mass density and elastic modulus are represented by using the Karhunen-Loève (KL) expansion. The Polynomial Chaos (PC) expansion is adopted to represent the vibration response because the covariance of the output is unknown. Model reduction based on the Iterated Improved Reduced System (IIRS) technique is applied to eliminate the PC coefficients of the slave degrees of freedom to reduce the dimension of the stochastic system. Monte Carlo Simulation (MCS) is conducted to obtain the reference response statistics. Two numerical examples are studied in this paper. The response statistics from the proposed approach are compared with those from MCS. It is noted that the computational time is significantly reduced while the accuracy is kept. The results demonstrate the efficiency of the proposed approach for stochastic dynamic response analysis of marine risers.

Characterizing the dynamics of rubella relative to measles: the role of stochasticity

PubMed Central

Rozhnova, Ganna; Metcalf, C. Jessica E.; Grenfell, Bryan T.

2013-01-01

Rubella is a completely immunizing and mild infection in children. Understanding its behaviour is of considerable public health importance because of congenital rubella syndrome, which results from infection with rubella during early pregnancy and may entail a variety of birth defects. The recurrent dynamics of rubella are relatively poorly resolved, and appear to show considerable diversity globally. Here, we investigate the behaviour of a stochastic seasonally forced susceptible–infected–recovered model to characterize the determinants of these dynamics and illustrate patterns by comparison with measles. We perform a systematic analysis of spectra of stochastic fluctuations around stable attractors of the corresponding deterministic model and compare them with spectra from full stochastic simulations in large populations. This approach allows us to quantify the effects of demographic stochasticity and to give a coherent picture of measles and rubella dynamics, explaining essential differences in the recurrent patterns exhibited by these diseases. We discuss the implications of our findings in the context of vaccination and changing birth rates as well as the persistence of these two childhood infections. PMID:24026472

Front propagation and effect of memory in stochastic desertification models with an absorbing state

NASA Astrophysics Data System (ADS)

Herman, Dor; Shnerb, Nadav M.

2017-08-01

Desertification in dryland ecosystems is considered to be a major environmental threat that may lead to devastating consequences. The concern increases when the system admits two alternative steady states and the transition is abrupt and irreversible (catastrophic shift). However, recent studies show that the inherent stochasticity of the birth-death process, when superimposed on the presence of an absorbing state, may lead to a continuous (second order) transition even if the deterministic dynamics supports a catastrophic transition. Following these works we present here a numerical study of a one-dimensional stochastic desertification model, where the deterministic predictions are confronted with the observed dynamics. Our results suggest that a stochastic spatial system allows for a propagating front only when its active phase invades the inactive (desert) one. In the extinction phase one observes transient front propagation followed by a global collapse. In the presence of a seed bank the vegetation state is shown to be more robust against demographic stochasticity, but the transition in that case still belongs to the directed percolation equivalence class.

Analysis of stochastic model for non-linear volcanic dynamics

NASA Astrophysics Data System (ADS)

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

2014-12-01

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

The dynamics of a fish stock exploited in two fishing zones.

PubMed

Mchich, R; Auger, P; Raïss, N

2000-12-01

This work presents a specific stock-effort dynamical model. The stocks correspond to two populations of fish moving and growing between two fishery zones. They are harvested by two different fleets. The effort represents the number of fishing boats of the two fleets that operate in the two fishing zones. The bioeconomical model is a set of four ODE's governing the fishing efforts and the stocks in the two fishing areas. Furthermore, the migration of the fish between the two patches is assumed to be faster than the growth of the harvested stock. The displacement of the fleets is also faster than the variation in the number of fishing boats resulting from the investment of the fishing income. So, there are two time scales: a fast one corresponding to the migration between the two patches, and a slow time scale corresponding to growth. We use aggregation methods that allow us to reduce the dimension of the model and to obtain an aggregated model for the total fishing effort and fish stock of the two fishing zones. The mathematical analysis of the model is shown. Under some conditions, we obtain a stable equilibrium, which is a desired situation, as it leads to a sustainable harvesting equilibrium, keeping the stock at exploitable densities.

A Lagrangian stochastic model to demonstrate multi-scale interactions between convection and land surface heterogeneity in the atmospheric boundary layer

NASA Astrophysics Data System (ADS)

Parsakhoo, Zahra; Shao, Yaping

2017-04-01

Near-surface turbulent mixing has considerable effect on surface fluxes, cloud formation and convection in the atmospheric boundary layer (ABL). Its quantifications is however a modeling and computational challenge since the small eddies are not fully resolved in Eulerian models directly. We have developed a Lagrangian stochastic model to demonstrate multi-scale interactions between convection and land surface heterogeneity in the atmospheric boundary layer based on the Ito Stochastic Differential Equation (SDE) for air parcels (particles). Due to the complexity of the mixing in the ABL, we find that linear Ito SDE cannot represent convections properly. Three strategies have been tested to solve the problem: 1) to make the deterministic term in the Ito equation non-linear; 2) to change the random term in the Ito equation fractional, and 3) to modify the Ito equation by including Levy flights. We focus on the third strategy and interpret mixing as interaction between at least two stochastic processes with different Lagrangian time scales. The model is in progress to include the collisions among the particles with different characteristic and to apply the 3D model for real cases. One application of the model is emphasized: some land surface patterns are generated and then coupled with the Large Eddy Simulation (LES).

Parallel Stochastic discrete event simulation of calcium dynamics in neuron.

PubMed

Ishlam Patoary, Mohammad Nazrul; Tropper, Carl; McDougal, Robert A; Zhongwei, Lin; Lytton, William W

2017-09-26

The intra-cellular calcium signaling pathways of a neuron depends on both biochemical reactions and diffusions. Some quasi-isolated compartments (e.g. spines) are so small and calcium concentrations are so low that one extra molecule diffusing in by chance can make a nontrivial difference in its concentration (percentage-wise). These rare events can affect dynamics discretely in such way that they cannot be evaluated by a deterministic simulation. Stochastic models of such a system provide a more detailed understanding of these systems than existing deterministic models because they capture their behavior at a molecular level. Our research focuses on the development of a high performance parallel discrete event simulation environment, Neuron Time Warp (NTW), which is intended for use in the parallel simulation of stochastic reaction-diffusion systems such as intra-calcium signaling. NTW is integrated with NEURON, a simulator which is widely used within the neuroscience community. We simulate two models, a calcium buffer and a calcium wave model. The calcium buffer model is employed in order to verify the correctness and performance of NTW by comparing it to a serial deterministic simulation in NEURON. We also derived a discrete event calcium wave model from a deterministic model using the stochastic IP3R structure.

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

Detecting ship targets in spaceborne infrared image based on modeling radiation anomalies

NASA Astrophysics Data System (ADS)

Wang, Haibo; Zou, Zhengxia; Shi, Zhenwei; Li, Bo

2017-09-01

Using infrared imaging sensors to detect ship target in the ocean environment has many advantages compared to other sensor modalities, such as better thermal sensitivity and all-weather detection capability. We propose a new ship detection method by modeling radiation anomalies for spaceborne infrared image. The proposed method can be decomposed into two stages, where in the first stage, a test infrared image is densely divided into a set of image patches and the radiation anomaly of each patch is estimated by a Gaussian Mixture Model (GMM), and thereby target candidates are obtained from anomaly image patches. In the second stage, target candidates are further checked by a more discriminative criterion to obtain the final detection result. The main innovation of the proposed method is inspired by the biological mechanism that human eyes are sensitive to the unusual and anomalous patches among complex background. The experimental result on short wavelength infrared band (1.560 - 2.300 μm) and long wavelength infrared band (10.30 - 12.50 μm) of Landsat-8 satellite shows the proposed method achieves a desired ship detection accuracy with higher recall than other classical ship detection methods.

Degree Distribution of Position-Dependent Ball-Passing Networks in Football Games

NASA Astrophysics Data System (ADS)

Narizuka, Takuma; Yamamoto, Ken; Yamazaki, Yoshihiro

2015-08-01

We propose a simple stochastic model describing the position-dependent ball-passing network in football (soccer) games. In this network, a player in a certain area in a divided field is a node, and a pass between two nodes corresponds to an edge. Our stochastic process model is characterized by the consecutive choice of a node depending on its intrinsic fitness. We derive an explicit expression for the degree distribution and find that the derived distribution reproduces that for actual data reasonably well.

Closure technique after carotid endarterectomy influences local hemodynamics.

PubMed

Harrison, Gareth J; How, Thien V; Poole, Robert J; Brennan, John A; Naik, Jagjeeth B; Vallabhaneni, S Rao; Fisher, Robert K

2014-08-01

Meta-analysis supports patch angioplasty after carotid endarterectomy (CEA); however, studies indicate considerable variation in practice. The hemodynamic effect of a patch is unclear and this study attempted to elucidate this and guide patch width selection. Four groups were selected: healthy volunteers and patients undergoing CEA with primary closure, trimmed patch (5 mm), or 8-mm patch angioplasty. Computer-generated three-dimensional models of carotid bifurcations were produced from transverse ultrasound images recorded at 1-mm intervals. Rapid prototyping generated models for flow visualization studies. Computational fluid dynamic studies were performed for each model and validated by flow visualization. Mean wall shear stress (WSS) and oscillatory shear index (OSI) maps were created for each model using pulsatile inflow at 300 mL/min. WSS of <0.4 Pa and OSI >0.3 were considered pathological, predisposing to accretion of intimal hyperplasia. The resultant WSS and OSI maps were compared. The four groups comprised 8 normal carotid arteries, 6 primary closures, 6 trimmed patches, and seven 8-mm patches. Flow visualization identified flow separation and recirculation at the bifurcation increased with a patch and was related to the patch width. Computational fluid dynamic identified that primary closure had the fewest areas of low WSS or elevated OSI but did have mild common carotid artery stenoses at the proximal arteriotomy that caused turbulence. Trimmed patches had more regions of abnormal WSS and OSI at the bifurcation, but 8-mm patches had the largest areas of deleteriously low WSS and high OSI. Qualitative comparison among the four groups confirmed that incorporation of a patch increased areas of low WSS and high OSI at the bifurcation and that this was related to patch width. Closure technique after CEA influences the hemodynamic profile. Patching does not appear to generate favorable flow dynamics. However, a trimmed 5-mm patch may offer hemodynamic benefits over an 8-mm patch and may be the preferred option. Copyright © 2014 Society for Vascular Surgery. Published by Mosby, Inc. All rights reserved.

Printer model for dot-on-dot halftone screens

NASA Astrophysics Data System (ADS)

Balasubramanian, Raja

1995-04-01

A printer model is described for dot-on-dot halftone screens. For a given input CMYK signal, the model predicts the resulting spectral reflectance of the printed patch. The model is derived in two steps. First, the C, M, Y, K dot growth functions are determined which relate the input digital value to the actual dot area coverages of the colorants. Next, the reflectance of a patch is predicted as a weighted combination of the reflectances of the four solid C, M, Y, K patches and their various overlays. This approach is analogous to the Neugebauer model, with the random mixing equations being replaced by dot-on-dot mixing equations. A Yule-Neilsen correction factor is incorporated to account for light scattering within the paper. The dot area functions and Yule-Neilsen parameter are chosen to optimize the fit to a set of training data. The model is also extended to a cellular framework, requiring additional measurements. The model is tested with a four color xerographic printer employing a line-on-line halftone screen. CIE L*a*b* errors are obtained between measurements and model predictions. The Yule-Neilsen factor significantly decreases the model error. Accuracy is also increased with the use of a cellular framework.

Application of a hierarchical structure stochastic learning automation

NASA Technical Reports Server (NTRS)

Neville, R. G.; Chrystall, M. S.; Mars, P.

1979-01-01

A hierarchical structure automaton was developed using a two state stochastic learning automato (SLA) in a time shared model. Application of the hierarchical SLA to systems with multidimensional, multimodal performance criteria is described. Results of experiments performed with the hierarchical SLA using a performance index with a superimposed noise component of ? or - delta distributed uniformly over the surface are discussed.

Designing seasonal initial attack resource deployment and dispatch rules using a two-stage stochastic programming procedure

Treesearch

Yu Wei; Michael Bevers; Erin J. Belval

2015-01-01

Initial attack dispatch rules can help shorten fire suppression response times by providing easy-to-follow recommendations based on fire weather, discovery time, location, and other factors that may influence fire behavior and the appropriate response. A new procedure is combined with a stochastic programming model and tested in this study for designing initial attack...

Two stochastic models useful in petroleum exploration

NASA Technical Reports Server (NTRS)

Kaufman, G. M.; Bradley, P. G.

1972-01-01

A model of the petroleum exploration process that tests empirically the hypothesis that at an early stage in the exploration of a basin, the process behaves like sampling without replacement is proposed along with a model of the spatial distribution of petroleum reserviors that conforms to observed facts. In developing the model of discovery, the following topics are discussed: probabilitistic proportionality, likelihood function, and maximum likelihood estimation. In addition, the spatial model is described, which is defined as a stochastic process generating values of a sequence or random variables in a way that simulates the frequency distribution of areal extent, the geographic location, and shape of oil deposits

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

PubMed

Caglar, Mehmet Umut; Pal, Ranadip

2013-01-01

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

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

PubMed Central

Lagzi, Fereshteh; Rotter, Stefan

2014-01-01

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

Robust Observation Detection for Single Object Tracking: Deterministic and Probabilistic Patch-Based Approaches

PubMed Central

Zulkifley, Mohd Asyraf; Rawlinson, David; Moran, Bill

2012-01-01

In video analytics, robust observation detection is very important as the content of the videos varies a lot, especially for tracking implementation. Contrary to the image processing field, the problems of blurring, moderate deformation, low illumination surroundings, illumination change and homogenous texture are normally encountered in video analytics. Patch-Based Observation Detection (PBOD) is developed to improve detection robustness to complex scenes by fusing both feature- and template-based recognition methods. While we believe that feature-based detectors are more distinctive, however, for finding the matching between the frames are best achieved by a collection of points as in template-based detectors. Two methods of PBOD—the deterministic and probabilistic approaches—have been tested to find the best mode of detection. Both algorithms start by building comparison vectors at each detected points of interest. The vectors are matched to build candidate patches based on their respective coordination. For the deterministic method, patch matching is done in 2-level test where threshold-based position and size smoothing are applied to the patch with the highest correlation value. For the second approach, patch matching is done probabilistically by modelling the histograms of the patches by Poisson distributions for both RGB and HSV colour models. Then, maximum likelihood is applied for position smoothing while a Bayesian approach is applied for size smoothing. The result showed that probabilistic PBOD outperforms the deterministic approach with average distance error of 10.03% compared with 21.03%. This algorithm is best implemented as a complement to other simpler detection methods due to heavy processing requirement. PMID:23202226

The repetition of large-earthquake ruptures.

PubMed Central

Sieh, K

1996-01-01

This survey of well-documented repeated fault rupture confirms that some faults have exhibited a "characteristic" behavior during repeated large earthquakes--that is, the magnitude, distribution, and style of slip on the fault has repeated during two or more consecutive events. In two cases faults exhibit slip functions that vary little from earthquake to earthquake. In one other well-documented case, however, fault lengths contrast markedly for two consecutive ruptures, but the amount of offset at individual sites was similar. Adjacent individual patches, 10 km or more in length, failed singly during one event and in tandem during the other. More complex cases of repetition may also represent the failure of several distinct patches. The faults of the 1992 Landers earthquake provide an instructive example of such complexity. Together, these examples suggest that large earthquakes commonly result from the failure of one or more patches, each characterized by a slip function that is roughly invariant through consecutive earthquake cycles. The persistence of these slip-patches through two or more large earthquakes indicates that some quasi-invariant physical property controls the pattern and magnitude of slip. These data seem incompatible with theoretical models that produce slip distributions that are highly variable in consecutive large events. Images Fig. 3 Fig. 7 Fig. 9 PMID:11607662

A model of gene expression based on random dynamical systems reveals modularity properties of gene regulatory networks.

PubMed

Antoneli, Fernando; Ferreira, Renata C; Briones, Marcelo R S

2016-06-01

Here we propose a new approach to modeling gene expression based on the theory of random dynamical systems (RDS) that provides a general coupling prescription between the nodes of any given regulatory network given the dynamics of each node is modeled by a RDS. The main virtues of this approach are the following: (i) it provides a natural way to obtain arbitrarily large networks by coupling together simple basic pieces, thus revealing the modularity of regulatory networks; (ii) the assumptions about the stochastic processes used in the modeling are fairly general, in the sense that the only requirement is stationarity; (iii) there is a well developed mathematical theory, which is a blend of smooth dynamical systems theory, ergodic theory and stochastic analysis that allows one to extract relevant dynamical and statistical information without solving the system; (iv) one may obtain the classical rate equations form the corresponding stochastic version by averaging the dynamic random variables (small noise limit). It is important to emphasize that unlike the deterministic case, where coupling two equations is a trivial matter, coupling two RDS is non-trivial, specially in our case, where the coupling is performed between a state variable of one gene and the switching stochastic process of another gene and, hence, it is not a priori true that the resulting coupled system will satisfy the definition of a random dynamical system. We shall provide the necessary arguments that ensure that our coupling prescription does indeed furnish a coupled regulatory network of random dynamical systems. Finally, the fact that classical rate equations are the small noise limit of our stochastic model ensures that any validation or prediction made on the basis of the classical theory is also a validation or prediction of our model. We illustrate our framework with some simple examples of single-gene system and network motifs. Copyright © 2016 Elsevier Inc. All rights reserved.

Coupled excitable Ras and F-actin activation mediates spontaneous pseudopod formation and directed cell movement

PubMed Central

van Haastert, Peter J. M.; Keizer-Gunnink, Ineke; Kortholt, Arjan

2017-01-01

Many eukaryotic cells regulate their mobility by external cues. Genetic studies have identified >100 components that participate in chemotaxis, which hinders the identification of the conceptual framework of how cells sense and respond to shallow chemical gradients. The activation of Ras occurs during basal locomotion and is an essential connector between receptor and cytoskeleton during chemotaxis. Using a sensitive assay for activated Ras, we show here that activation of Ras and F-actin forms two excitable systems that are coupled through mutual positive feedback and memory. This coupled excitable system leads to short-lived patches of activated Ras and associated F-actin that precede the extension of protrusions. In buffer, excitability starts frequently with Ras activation in the back/side of the cell or with F-actin in the front of the cell. In a shallow gradient of chemoattractant, local Ras activation triggers full excitation of Ras and subsequently F-actin at the side of the cell facing the chemoattractant, leading to directed pseudopod extension and chemotaxis. A computational model shows that the coupled excitable Ras/F-actin system forms the driving heart for the ordered-stochastic extension of pseudopods in buffer and for efficient directional extension of pseudopods in chemotactic gradients. PMID:28148648

Application of a Navier-Stokes Solver to the Analysis of Multielement Airfoils and Wings Using Multizonal Grid Techniques

NASA Technical Reports Server (NTRS)

Jones, Kenneth M.; Biedron, Robert T.; Whitlock, Mark

1995-01-01

A computational study was performed to determine the predictive capability of a Reynolds averaged Navier-Stokes code (CFL3D) for two-dimensional and three-dimensional multielement high-lift systems. Three configurations were analyzed: a three-element airfoil, a wing with a full span flap and a wing with a partial span flap. In order to accurately model these complex geometries, two different multizonal structured grid techniques were employed. For the airfoil and full span wing configurations, a chimera or overset grid technique was used. The results of the airfoil analysis illustrated that although the absolute values of lift were somewhat in error, the code was able to predict reasonably well the variation with Reynolds number and flap position. The full span flap analysis demonstrated good agreement with experimental surface pressure data over the wing and flap. Multiblock patched grids were used to model the partial span flap wing. A modification to an existing patched- grid algorithm was required to analyze the configuration as modeled. Comparisons with experimental data were very good, indicating the applicability of the patched-grid technique to analyses of these complex geometries.

Fatigue behavior of a thermally-activated NiTiNb SMA-FRP patch

NASA Astrophysics Data System (ADS)

El-Tahan, M.; Dawood, M.

2016-01-01

This paper presents the details of an experimental study that was conducted to characterize the fatigue behavior of a thermally-activated shape memory alloy (SMA)/carbon fiber reinforced polymer (CFRP) patch that can be used to repair cracked steel members. A total of 14 thermally-activated patches were fabricated and tested to evaluate the stability of the prestress under fatigue loading. The parameters considered in this study are the prestress level in the nickel-titanium-niobium SMA wires and the applied force range. An empirical model to predict the degradation of the prestress is also presented. The results indicate that patches for which the maximum applied loads in a fatigue cycle did not cause debonding of the SMA wires from the CFRP sustained two million loading cycles with less than 20% degradation of the prestress.

Assessing the Spatial Scale Effect of Anthropogenic Factors on Species Distribution

PubMed Central

Mangiacotti, Marco; Scali, Stefano; Sacchi, Roberto; Bassu, Lara; Nulchis, Valeria; Corti, Claudia

2013-01-01

Patch context is a way to describe the effect that the surroundings exert on a landscape patch. Despite anthropogenic context alteration may affect species distributions by reducing the accessibility to suitable patches, species distribution modelling have rarely accounted for its effects explicitly. We propose a general framework to statistically detect the occurrence and the extent of such a factor, by combining presence-only data, spatial distribution models and information-theoretic model selection procedures. After having established the spatial resolution of the analysis on the basis of the species characteristics, a measure of anthropogenic alteration that can be quantified at increasing distance from each patch has to be defined. Then the distribution of the species is modelled under competing hypotheses: H0, assumes that the distribution is uninfluenced by the anthropogenic variables; H1, assumes the effect of alteration at the species scale (resolution); and H2, H3 … Hn add the effect of context alteration at increasing radii. Models are compared using the Akaike Information Criterion to establish the best hypothesis, and consequently the occurrence (if any) and the spatial scale of the anthropogenic effect. As a study case we analysed the distribution data of two insular lizards (one endemic and one naturalised) using four alternative hypotheses: no alteration (H0), alteration at the species scale (H1), alteration at two context scales (H2 and H3). H2 and H3 performed better than H0 and H1, highlighting the importance of context alteration. H2 performed better than H3, setting the spatial scale of the context at 1 km. The two species respond differently to context alteration, the introduced lizard being more tolerant than the endemic one. The proposed approach supplies reliably and interpretable results, uses easily available data on species distribution, and allows the assessing of the spatial scale at which human disturbance produces the heaviest effects. PMID:23825669

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

NASA Astrophysics Data System (ADS)

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

2014-09-01

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

PSOLA: A Heuristic Land-Use Allocation Model Using Patch-Level Operations and Knowledge-Informed Rules.

PubMed

Liu, Yaolin; Peng, Jinjin; Jiao, Limin; Liu, Yanfang

2016-01-01

Optimizing land-use allocation is important to regional sustainable development, as it promotes the social equality of public services, increases the economic benefits of land-use activities, and reduces the ecological risk of land-use planning. Most land-use optimization models allocate land-use using cell-level operations that fragment land-use patches. These models do not cooperate well with land-use planning knowledge, leading to irrational land-use patterns. This study focuses on building a heuristic land-use allocation model (PSOLA) using particle swarm optimization. The model allocates land-use with patch-level operations to avoid fragmentation. The patch-level operations include a patch-edge operator, a patch-size operator, and a patch-compactness operator that constrain the size and shape of land-use patches. The model is also integrated with knowledge-informed rules to provide auxiliary knowledge of land-use planning during optimization. The knowledge-informed rules consist of suitability, accessibility, land use policy, and stakeholders' preference. To validate the PSOLA model, a case study was performed in Gaoqiao Town in Zhejiang Province, China. The results demonstrate that the PSOLA model outperforms a basic PSO (Particle Swarm Optimization) in the terms of the social, economic, ecological, and overall benefits by 3.60%, 7.10%, 1.53% and 4.06%, respectively, which confirms the effectiveness of our improvements. Furthermore, the model has an open architecture, enabling its extension as a generic tool to support decision making in land-use planning.

PSOLA: A Heuristic Land-Use Allocation Model Using Patch-Level Operations and Knowledge-Informed Rules

PubMed Central

Liu, Yaolin; Peng, Jinjin; Jiao, Limin; Liu, Yanfang

2016-01-01

Optimizing land-use allocation is important to regional sustainable development, as it promotes the social equality of public services, increases the economic benefits of land-use activities, and reduces the ecological risk of land-use planning. Most land-use optimization models allocate land-use using cell-level operations that fragment land-use patches. These models do not cooperate well with land-use planning knowledge, leading to irrational land-use patterns. This study focuses on building a heuristic land-use allocation model (PSOLA) using particle swarm optimization. The model allocates land-use with patch-level operations to avoid fragmentation. The patch-level operations include a patch-edge operator, a patch-size operator, and a patch-compactness operator that constrain the size and shape of land-use patches. The model is also integrated with knowledge-informed rules to provide auxiliary knowledge of land-use planning during optimization. The knowledge-informed rules consist of suitability, accessibility, land use policy, and stakeholders’ preference. To validate the PSOLA model, a case study was performed in Gaoqiao Town in Zhejiang Province, China. The results demonstrate that the PSOLA model outperforms a basic PSO (Particle Swarm Optimization) in the terms of the social, economic, ecological, and overall benefits by 3.60%, 7.10%, 1.53% and 4.06%, respectively, which confirms the effectiveness of our improvements. Furthermore, the model has an open architecture, enabling its extension as a generic tool to support decision making in land-use planning. PMID:27322619

Detection and Plant Monitoring Programs: Lessons from an Intensive Survey of Asclepias meadii with Five Observers

PubMed Central

Alexander, Helen M.; Reed, Aaron W.; Kettle, W. Dean; Slade, Norman A.; Bodbyl Roels, Sarah A.; Collins, Cathy D.; Salisbury, Vaughn

2012-01-01

Monitoring programs, where numbers of individuals are followed through time, are central to conservation. Although incomplete detection is expected with wildlife surveys, this topic is rarely considered with plants. However, if plants are missed in surveys, raw count data can lead to biased estimates of population abundance and vital rates. To illustrate, we had five independent observers survey patches of the rare plant Asclepias meadii at two prairie sites. We analyzed data with two mark-recapture approaches. Using the program CAPTURE, the estimated number of patches equaled the detected number for a burned site, but exceeded detected numbers by 28% for an unburned site. Analyses of detected patches using Huggins models revealed important effects of observer, patch state (flowering/nonflowering), and patch size (number of stems) on probabilities of detection. Although some results were expected (i.e. greater detection of flowering than nonflowering patches), the importance of our approach is the ability to quantify the magnitude of detection problems. We also evaluated the degree to which increased observer numbers improved detection: smaller groups (3–4 observers) generally found 90 – 99% of the patches found by all five people, but pairs of observers or single observers had high error and detection depended on which individuals were involved. We conclude that an intensive study at the start of a long-term monitoring study provides essential information about probabilities of detection and what factors cause plants to be missed. This information can guide development of monitoring programs. PMID:23285179

Generalized Parameter-Adjusted Stochastic Resonance of Duffing Oscillator and Its Application to Weak-Signal Detection

PubMed Central

Lai, Zhi-Hui; Leng, Yong-Gang

2015-01-01

A two-dimensional Duffing oscillator which can produce stochastic resonance (SR) is studied in this paper. We introduce its SR mechanism and present a generalized parameter-adjusted SR (GPASR) model of this oscillator for the necessity of parameter adjustments. The Kramers rate is chosen as the theoretical basis to establish a judgmental function for judging the occurrence of SR in this model; and to analyze and summarize the parameter-adjusted rules under unmatched signal amplitude, frequency, and/or noise-intensity. Furthermore, we propose the weak-signal detection approach based on this GPASR model. Finally, we employ two practical examples to demonstrate the feasibility of the proposed approach in practical engineering application. PMID:26343671

Stiffness and strength of fiber reinforced polymer composite bridge deck systems

NASA Astrophysics Data System (ADS)

Zhou, Aixi

This research investigates two principal characteristics that are of primary importance in Fiber Reinforced Polymer (FRP) bridge deck applications: STIFFNESS and STRENGTH. The research was undertaken by investigating the stiffness and strength characteristics of the multi-cellular FRP bridge deck systems consisting of pultruded FRP shapes. A systematic analysis procedure was developed for the stiffness analysis of multi-cellular FRP deck systems. This procedure uses the Method of Elastic Equivalence to model the cellular deck as an equivalent orthotropic plate. The procedure provides a practical method to predict the equivalent orthotropic plate properties of cellular FRP decks. Analytical solutions for the bending analysis of single span decks were developed using classical laminated plate theory. The analysis procedures can be extended to analyze continuous FRP decks. It can also be further developed using higher order plate theories. Several failure modes of the cellular FRP deck systems were recorded and analyzed through laboratory and field tests and Finite Element Analysis (FEA). Two schemes of loading patches were used in the laboratory test: a steel patch made according to the ASSHTO's bridge testing specifications; and a tire patch made from a real truck tire reinforced with silicon rubber. The tire patch was specially designed to simulate service loading conditions by modifying real contact loading from a tire. Our research shows that the effects of the stiffness and contact conditions of loading patches are significant in the stiffness and strength testing of FRP decks. Due to the localization of load, a simulated tire patch yields larger deflection than the steel patch under the same loading level. The tire patch produces significantly different failure compared to the steel patch: a local bending mode with less damage for the tire patch; and a local punching-shear mode for the steel patch. A deck failure function method is proposed for predicting the failure of FRP decks. Using developed laminated composite theories and FEA techniques, a strength analysis procedure containing ply-level information was proposed and detailed for FRP deck systems. The behavior of the deck's unsupported (free) edges was also investigated using ply-level FEA.

Investigation for improving Global Positioning System (GPS) orbits using a discrete sequential estimator and stochastic models of selected physical processes

NASA Technical Reports Server (NTRS)

Goad, Clyde C.; Chadwell, C. David

1993-01-01

GEODYNII is a conventional batch least-squares differential corrector computer program with deterministic models of the physical environment. Conventional algorithms were used to process differenced phase and pseudorange data to determine eight-day Global Positioning system (GPS) orbits with several meter accuracy. However, random physical processes drive the errors whose magnitudes prevent improving the GPS orbit accuracy. To improve the orbit accuracy, these random processes should be modeled stochastically. The conventional batch least-squares algorithm cannot accommodate stochastic models, only a stochastic estimation algorithm is suitable, such as a sequential filter/smoother. Also, GEODYNII cannot currently model the correlation among data values. Differenced pseudorange, and especially differenced phase, are precise data types that can be used to improve the GPS orbit precision. To overcome these limitations and improve the accuracy of GPS orbits computed using GEODYNII, we proposed to develop a sequential stochastic filter/smoother processor by using GEODYNII as a type of trajectory preprocessor. Our proposed processor is now completed. It contains a correlated double difference range processing capability, first order Gauss Markov models for the solar radiation pressure scale coefficient and y-bias acceleration, and a random walk model for the tropospheric refraction correction. The development approach was to interface the standard GEODYNII output files (measurement partials and variationals) with software modules containing the stochastic estimator, the stochastic models, and a double differenced phase range processing routine. Thus, no modifications to the original GEODYNII software were required. A schematic of the development is shown. The observational data are edited in the preprocessor and the data are passed to GEODYNII as one of its standard data types. A reference orbit is determined using GEODYNII as a batch least-squares processor and the GEODYNII measurement partial (FTN90) and variational (FTN80, V-matrix) files are generated. These two files along with a control statement file and a satellite identification and mass file are passed to the filter/smoother to estimate time-varying parameter states at each epoch, improved satellite initial elements, and improved estimates of constant parameters.

Assessment of BTEX-induced health risk under multiple uncertainties at a petroleum-contaminated site: An integrated fuzzy stochastic approach

NASA Astrophysics Data System (ADS)

Zhang, Xiaodong; Huang, Guo H.

2011-12-01

Groundwater pollution has gathered more and more attention in the past decades. Conducting an assessment of groundwater contamination risk is desired to provide sound bases for supporting risk-based management decisions. Therefore, the objective of this study is to develop an integrated fuzzy stochastic approach to evaluate risks of BTEX-contaminated groundwater under multiple uncertainties. It consists of an integrated interval fuzzy subsurface modeling system (IIFMS) and an integrated fuzzy second-order stochastic risk assessment (IFSOSRA) model. The IIFMS is developed based on factorial design, interval analysis, and fuzzy sets approach to predict contaminant concentrations under hybrid uncertainties. Two input parameters (longitudinal dispersivity and porosity) are considered to be uncertain with known fuzzy membership functions, and intrinsic permeability is considered to be an interval number with unknown distribution information. A factorial design is conducted to evaluate interactive effects of the three uncertain factors on the modeling outputs through the developed IIFMS. The IFSOSRA model can systematically quantify variability and uncertainty, as well as their hybrids, presented as fuzzy, stochastic and second-order stochastic parameters in health risk assessment. The developed approach haw been applied to the management of a real-world petroleum-contaminated site within a western Canada context. The results indicate that multiple uncertainties, under a combination of information with various data-quality levels, can be effectively addressed to provide supports in identifying proper remedial efforts. A unique contribution of this research is the development of an integrated fuzzy stochastic approach for handling various forms of uncertainties associated with simulation and risk assessment efforts.

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.

Nevirapine patch testing in Thai human immunodeficiency virus infected patients with nevirapine drug hypersensitivity.

PubMed

Prasertvit, Piyatida; Chareonyingwattana, Angkana; Wattanakrai, Penpun

2017-12-01

Antiretroviral drug hypersensitivity in HIV patients is common. Publications have shown that Abacavir (ABC) patch testing is useful in confirming ABC hypersensitivity in 24-50% of cases with a 100% sensitivity of HLA-B*5701 in patch test positive cases. However, Nevirapine (NVP) patch testing has not been reported. (1) To evaluate the usefulness and safety of NVP patch testing in Thai HIV patients with NVP hypersensitivity. (2) To assess the correlation of positive patch tests with HLA-B*3505. Patients were classified into two groups: (1) study group of 20 HIV NVP hypersensitivity patients and (2) control group of 15 volunteers without NVP hypersensitivity. Both groups were patch tested with purified and commercialized form of NVP in various vehicles. Two HIV patients with NVP hypersensitivity were patch test positive. All controls tested negative. Three HIV patients were positive for HLA-B*3505 and the two patients with positive patch testing were both HLA-B*3505 positive. NVP patch testing in Thai HIV patients is safe and can be used to help confirm the association between NVP and hypersensitivity skin reactions. NVP patch test results significantly correlated with HLA-B*3505. The sensitivity of HLA-B*3505 for positive patch test was 100%. © 2017 John Wiley & Sons A/S. Published by John Wiley & Sons Ltd.

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

PubMed

Tealdi, Stefano; Camporeale, Carlo; Ridolfi, Luca

2013-02-07

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

Gigaseal Mechanics: Creep of the Gigaseal under the Action of Pressure, Adhesion, and Voltage

PubMed Central

2015-01-01

Patch clamping depends on a tight seal between the cell membrane and the glass of the pipet. Why does the seal have such high electric resistance? Why does the patch adhere so strongly to the glass? Even under the action of strong hydrostatic, adhesion, and electrical forces, it creeps at a very low velocity. To explore possible explanations, we examined two physical models for the structure of the seal zone and the adhesion forces and two respective mechanisms of patch creep and electric conductivity. There is saline between the membrane and glass in the seal, and the flow of this solution under hydrostatic pressure or electroosmosis should drag a patch. There is a second possibility: the lipid core of the membrane is liquid and should be able to flow, with the inner monolayer slipping over the outer one. Both mechanisms predict the creep velocity as a function of the properties of the seal and the membrane, the pipet geometry, and the driving force. These model predictions are compared with experimental data for azolectin liposomes with added cholesterol or proteins. It turns out that to obtain experimentally observed creep velocities, a simple viscous flow in the seal zone requires ∼10 Pa·s viscosity; it is unclear what structure might provide that because that viscosity alone severely constrains the electric resistance of the gigaseal. Possibly, it is the fluid bilayer that allows the motion. The two models provide an estimate of the adhesion energy of the membrane to the glass and membrane’s electric characteristics through the comparison between the velocities of pressure-, adhesion-, and voltage-driven creep. PMID:25295693

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

PubMed Central

Smith, Stephen; Cianci, Claudia; Grima, Ramon

2016-01-01

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

A comparison of the stochastic and machine learning approaches in hydrologic time series forecasting

NASA Astrophysics Data System (ADS)

Kim, T.; Joo, K.; Seo, J.; Heo, J. H.

2016-12-01

Hydrologic time series forecasting is an essential task in water resources management and it becomes more difficult due to the complexity of runoff process. Traditional stochastic models such as ARIMA family has been used as a standard approach in time series modeling and forecasting of hydrological variables. Due to the nonlinearity in hydrologic time series data, machine learning approaches has been studied with the advantage of discovering relevant features in a nonlinear relation among variables. This study aims to compare the predictability between the traditional stochastic model and the machine learning approach. Seasonal ARIMA model was used as the traditional time series model, and Random Forest model which consists of decision tree and ensemble method using multiple predictor approach was applied as the machine learning approach. In the application, monthly inflow data from 1986 to 2015 of Chungju dam in South Korea were used for modeling and forecasting. In order to evaluate the performances of the used models, one step ahead and multi-step ahead forecasting was applied. Root mean squared error and mean absolute error of two models were compared.

Two-stage stochastic unit commitment model including non-generation resources with conditional value-at-risk constraints

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

Huang, Yuping; Zheng, Qipeng P.; Wang, Jianhui

2014-11-01

tThis paper presents a two-stage stochastic unit commitment (UC) model, which integrates non-generation resources such as demand response (DR) and energy storage (ES) while including riskconstraints to balance between cost and system reliability due to the fluctuation of variable genera-tion such as wind and solar power. This paper uses conditional value-at-risk (CVaR) measures to modelrisks associated with the decisions in a stochastic environment. In contrast to chance-constrained modelsrequiring extra binary variables, risk constraints based on CVaR only involve linear constraints and con-tinuous variables, making it more computationally attractive. The proposed models with risk constraintsare able to avoid over-conservative solutions butmore » still ensure system reliability represented by loss ofloads. Then numerical experiments are conducted to study the effects of non-generation resources ongenerator schedules and the difference of total expected generation costs with risk consideration. Sen-sitivity analysis based on reliability parameters is also performed to test the decision preferences ofconfidence levels and load-shedding loss allowances on generation cost reduction.« less

Impact of correlated magnetic noise on the detection of stochastic gravitational waves: Estimation based on a simple analytical model

NASA Astrophysics Data System (ADS)

Himemoto, Yoshiaki; Taruya, Atsushi

2017-07-01

After the first direct detection of gravitational waves (GW), detection of the stochastic background of GWs is an important next step, and the first GW event suggests that it is within the reach of the second-generation ground-based GW detectors. Such a GW signal is typically tiny and can be detected by cross-correlating the data from two spatially separated detectors if the detector noise is uncorrelated. It has been advocated, however, that the global magnetic fields in the Earth-ionosphere cavity produce the environmental disturbances at low-frequency bands, known as Schumann resonances, which potentially couple with GW detectors. In this paper, we present a simple analytical model to estimate its impact on the detection of stochastic GWs. The model crucially depends on the geometry of the detector pair through the directional coupling, and we investigate the basic properties of the correlated magnetic noise based on the analytic expressions. The model reproduces the major trend of the recently measured global correlation between the GW detectors via magnetometer. The estimated values of the impact of correlated noise also match those obtained from the measurement. Finally, we give an implication to the detection of stochastic GWs including upcoming detectors, KAGRA and LIGO India. The model suggests that LIGO Hanford-Virgo and Virgo-KAGRA pairs are possibly less sensitive to the correlated noise and can achieve a better sensitivity to the stochastic GW signal in the most pessimistic case.

Stochastic nature of Landsat MSS data

NASA Technical Reports Server (NTRS)

Labovitz, M. L.; Masuoka, E. J.

1987-01-01

A multiple series generalization of the ARIMA models is used to model Landsat MSS scan lines as sequences of vectors, each vector having four elements (bands). The purpose of this work is to investigate if Landsat scan lines can be described by a general multiple series linear stochastic model and if the coefficients of such a model vary as a function of satellite system and target attributes. To accomplish this objective, an exploratory experimental design was set up incorporating six factors, four representing target attributes - location, cloud cover, row (within location), and column (within location) - and two factors representing system attributes - satellite number and detector bank. Each factor was included in the design at two levels and, with two replicates per treatment, 128 scan lines were analyzed. The results of the analysis suggests that a multiple AR(4) model is an adequate representation across all scan lines. Furthermore, the coefficients of the AR(4) model vary with location, particularly changes in physiography (slope regimes), and with percent cloud cover, but are insensitive to changes in system attributes.

Single-particle stochastic heat engine.

PubMed

Rana, Shubhashis; Pal, P S; Saha, Arnab; Jayannavar, A M

2014-10-01

We have performed an extensive analysis of a single-particle stochastic heat engine constructed by manipulating a Brownian particle in a time-dependent harmonic potential. The cycle consists of two isothermal steps at different temperatures and two adiabatic steps similar to that of a Carnot engine. The engine shows qualitative differences in inertial and overdamped regimes. All the thermodynamic quantities, including efficiency, exhibit strong fluctuations in a time periodic steady state. The fluctuations of stochastic efficiency dominate over the mean values even in the quasistatic regime. Interestingly, our system acts as an engine provided the temperature difference between the two reservoirs is greater than a finite critical value which in turn depends on the cycle time and other system parameters. This is supported by our analytical results carried out in the quasistatic regime. Our system works more reliably as an engine for large cycle times. By studying various model systems, we observe that the operational characteristics are model dependent. Our results clearly rule out any universal relation between efficiency at maximum power and temperature of the baths. We have also verified fluctuation relations for heat engines in time periodic steady state.

Genetic programming assisted stochastic optimization strategies for optimization of glucose to gluconic acid fermentation.

PubMed

Cheema, Jitender Jit Singh; Sankpal, Narendra V; Tambe, Sanjeev S; Kulkarni, Bhaskar D

2002-01-01

This article presents two hybrid strategies for the modeling and optimization of the glucose to gluconic acid batch bioprocess. In the hybrid approaches, first a novel artificial intelligence formalism, namely, genetic programming (GP), is used to develop a process model solely from the historic process input-output data. In the next step, the input space of the GP-based model, representing process operating conditions, is optimized using two stochastic optimization (SO) formalisms, viz., genetic algorithms (GAs) and simultaneous perturbation stochastic approximation (SPSA). These SO formalisms possess certain unique advantages over the commonly used gradient-based optimization techniques. The principal advantage of the GP-GA and GP-SPSA hybrid techniques is that process modeling and optimization can be performed exclusively from the process input-output data without invoking the detailed knowledge of the process phenomenology. The GP-GA and GP-SPSA techniques have been employed for modeling and optimization of the glucose to gluconic acid bioprocess, and the optimized process operating conditions obtained thereby have been compared with those obtained using two other hybrid modeling-optimization paradigms integrating artificial neural networks (ANNs) and GA/SPSA formalisms. Finally, the overall optimized operating conditions given by the GP-GA method, when verified experimentally resulted in a significant improvement in the gluconic acid yield. The hybrid strategies presented here are generic in nature and can be employed for modeling and optimization of a wide variety of batch and continuous bioprocesses.

Investigating the two-moment characterisation of subcellular biochemical networks.

PubMed

Ullah, Mukhtar; Wolkenhauer, Olaf

2009-10-07

While ordinary differential equations (ODEs) form the conceptual framework for modelling many cellular processes, specific situations demand stochastic models to capture the influence of noise. The most common formulation of stochastic models for biochemical networks is the chemical master equation (CME). While stochastic simulations are a practical way to realise the CME, analytical approximations offer more insight into the influence of noise. Towards that end, the two-moment approximation (2MA) is a promising addition to the established analytical approaches including the chemical Langevin equation (CLE) and the related linear noise approximation (LNA). The 2MA approach directly tracks the mean and (co)variance which are coupled in general. This coupling is not obvious in CME and CLE and ignored by LNA and conventional ODE models. We extend previous derivations of 2MA by allowing (a) non-elementary reactions and (b) relative concentrations. Often, several elementary reactions are approximated by a single step. Furthermore, practical situations often require the use of relative concentrations. We investigate the applicability of the 2MA approach to the well-established fission yeast cell cycle model. Our analytical model reproduces the clustering of cycle times observed in experiments. This is explained through multiple resettings of M-phase promoting factor (MPF), caused by the coupling between mean and (co)variance, near the G2/M transition.

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

NASA Astrophysics Data System (ADS)

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

2016-08-01

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

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

Food selection in larval fruit flies: dynamics and effects on larval development

NASA Astrophysics Data System (ADS)

Schwarz, Sebastian; Durisko, Zachary; Dukas, Reuven

2014-01-01

Selecting food items and attaining a nutritionally balanced diet is an important challenge for all animals including humans. We aimed to establish fruit fly larvae ( Drosophila melanogaster) as a simple yet powerful model system for examining the mechanisms of specific hunger and diet selection. In two lab experiments with artificial diets, we found that larvae deprived of either sucrose or protein later selectively fed on a diet providing the missing nutrient. When allowed to freely move between two adjacent food patches, larvae surprisingly preferred to settle on one patch containing yeast and ignored the patch providing sucrose. Moreover, when allowed to move freely between three patches, which provided either yeast only, sucrose only or a balanced mixture of yeast and sucrose, the majority of larvae settled on the yeast-plus-sucrose patch and about one third chose to feed on the yeast only food. While protein (yeast) is essential for development, we also quantified larval success on diets with or without sucrose and show that larvae develop faster on diets containing sucrose. Our data suggest that fruit fly larvae can quickly assess major nutrients in food and seek a diet providing a missing nutrient. The larvae, however, probably prefer to quickly dig into a single food substrate for enhanced protection over achieving an optimal diet.

Stochastic and Deterministic Models for the Metastatic Emission Process: Formalisms and Crosslinks.

PubMed

Gomez, Christophe; Hartung, Niklas

2018-01-01

Although the detection of metastases radically changes prognosis of and treatment decisions for a cancer patient, clinically undetectable micrometastases hamper a consistent classification into localized or metastatic disease. This chapter discusses mathematical modeling efforts that could help to estimate the metastatic risk in such a situation. We focus on two approaches: (1) a stochastic framework describing metastatic emission events at random times, formalized via Poisson processes, and (2) a deterministic framework describing the micrometastatic state through a size-structured density function in a partial differential equation model. Three aspects are addressed in this chapter. First, a motivation for the Poisson process framework is presented and modeling hypotheses and mechanisms are introduced. Second, we extend the Poisson model to account for secondary metastatic emission. Third, we highlight an inherent crosslink between the stochastic and deterministic frameworks and discuss its implications. For increased accessibility the chapter is split into an informal presentation of the results using a minimum of mathematical formalism and a rigorous mathematical treatment for more theoretically interested readers.

Whole-field visual motion drives swimming in larval zebrafish via a stochastic process

PubMed Central

Portugues, Ruben; Haesemeyer, Martin; Blum, Mirella L.; Engert, Florian

2015-01-01

ABSTRACT Caudo-rostral whole-field visual motion elicits forward locomotion in many organisms, including larval zebrafish. Here, we investigate the dependence on the latency to initiate this forward swimming as a function of the speed of the visual motion. We show that latency is highly dependent on speed for slow speeds (<10 mm s−1) and then plateaus for higher values. Typical latencies are >1.5 s, which is much longer than neuronal transduction processes. What mechanisms underlie these long latencies? We propose two alternative, biologically inspired models that could account for this latency to initiate swimming: an integrate and fire model, which is history dependent, and a stochastic Poisson model, which has no history dependence. We use these models to predict the behavior of larvae when presented with whole-field motion of varying speed and find that the stochastic process shows better agreement with the experimental data. Finally, we discuss possible neuronal implementations of these models. PMID:25792753

Whole-field visual motion drives swimming in larval zebrafish via a stochastic process.

PubMed

Portugues, Ruben; Haesemeyer, Martin; Blum, Mirella L; Engert, Florian

2015-05-01

Caudo-rostral whole-field visual motion elicits forward locomotion in many organisms, including larval zebrafish. Here, we investigate the dependence on the latency to initiate this forward swimming as a function of the speed of the visual motion. We show that latency is highly dependent on speed for slow speeds (<10 mm s(-1)) and then plateaus for higher values. Typical latencies are >1.5 s, which is much longer than neuronal transduction processes. What mechanisms underlie these long latencies? We propose two alternative, biologically inspired models that could account for this latency to initiate swimming: an integrate and fire model, which is history dependent, and a stochastic Poisson model, which has no history dependence. We use these models to predict the behavior of larvae when presented with whole-field motion of varying speed and find that the stochastic process shows better agreement with the experimental data. Finally, we discuss possible neuronal implementations of these models. © 2015. Published by The Company of Biologists Ltd.

Double diffusivity model under stochastic forcing

NASA Astrophysics Data System (ADS)

Chattopadhyay, Amit K.; Aifantis, Elias C.

2017-05-01

The "double diffusivity" model was proposed in the late 1970s, and reworked in the early 1980s, as a continuum counterpart to existing discrete models of diffusion corresponding to high diffusivity paths, such as grain boundaries and dislocation lines. It was later rejuvenated in the 1990s to interpret experimental results on diffusion in polycrystalline and nanocrystalline specimens where grain boundaries and triple grain boundary junctions act as high diffusivity paths. Technically, the model pans out as a system of coupled Fick-type diffusion equations to represent "regular" and "high" diffusivity paths with "source terms" accounting for the mass exchange between the two paths. The model remit was extended by analogy to describe flow in porous media with double porosity, as well as to model heat conduction in media with two nonequilibrium local temperature baths, e.g., ion and electron baths. Uncoupling of the two partial differential equations leads to a higher-ordered diffusion equation, solutions of which could be obtained in terms of classical diffusion equation solutions. Similar equations could also be derived within an "internal length" gradient (ILG) mechanics formulation applied to diffusion problems, i.e., by introducing nonlocal effects, together with inertia and viscosity, in a mechanics based formulation of diffusion theory. While being remarkably successful in studies related to various aspects of transport in inhomogeneous media with deterministic microstructures and nanostructures, its implications in the presence of stochasticity have not yet been considered. This issue becomes particularly important in the case of diffusion in nanopolycrystals whose deterministic ILG-based theoretical calculations predict a relaxation time that is only about one-tenth of the actual experimentally verified time scale. This article provides the "missing link" in this estimation by adding a vital element in the ILG structure, that of stochasticity, that takes into account all boundary layer fluctuations. Our stochastic-ILG diffusion calculation confirms rapprochement between theory and experiment, thereby benchmarking a new generation of gradient-based continuum models that conform closer to real-life fluctuating environments.

Galactic Cosmic-ray Transport in the Global Heliosphere: A Four-Dimensional Stochastic Model

NASA Astrophysics Data System (ADS)

Florinski, V.

2009-04-01

We study galactic cosmic-ray transport in the outer heliosphere and heliosheath using a newly developed transport model based on stochastic integration of the phase-space trajectories of Parker's equation. The model employs backward integration of the diffusion-convection transport equation using Ito calculus and is four-dimensional in space+momentum. We apply the model to the problem of galactic proton transport in the heliosphere during a negative solar minimum. Model results are compared with the Voyager measurements of galactic proton radial gradients and spectra in the heliosheath. We show that the heliosheath is not as efficient in diverting cosmic rays during solar minima as predicted by earlier two-dimensional models.

Discrete, continuous, and stochastic models of protein sorting in the Golgi apparatus

PubMed Central

Gong, Haijun; Guo, Yusong; Linstedt, Adam

2017-01-01

The Golgi apparatus plays a central role in processing and sorting proteins and lipids in eukaryotic cells. Golgi compartments constantly exchange material with each other and with other cellular components, allowing them to maintain and reform distinct identities despite dramatic changes in structure and size during cell division, development, and osmotic stress. We have developed three minimal models of membrane and protein exchange in the Golgi—a discrete, stochastic model, a continuous ordinary differential equation model, and a continuous stochastic differential equation model—each based on two fundamental mechanisms: vesicle-coat-mediated selective concentration of cargoes and soluble N-ethylmaleimide-sensitive factor attachment protein receptor SNARE proteins during vesicle formation and SNARE-mediated selective fusion of vesicles. By exploring where the models differ, we hope to discover whether the discrete, stochastic nature of vesicle-mediated transport is likely to have appreciable functional consequences for the Golgi. All three models show similar ability to restore and maintain distinct identities over broad parameter ranges. They diverge, however, in conditions corresponding to collapse and reassembly of the Golgi. The results suggest that a continuum model provides a good description of Golgi maintenance but that considering the discrete nature of vesicle-based traffic is important to understanding assembly and disassembly of the Golgi. Experimental analysis validates a prediction of the models that altering guanine nucleotide exchange factor expression levels will modulate Golgi size. PMID:20365406

Fast image interpolation via random forests.

PubMed

Huang, Jun-Jie; Siu, Wan-Chi; Liu, Tian-Rui

2015-10-01

This paper proposes a two-stage framework for fast image interpolation via random forests (FIRF). The proposed FIRF method gives high accuracy, as well as requires low computation. The underlying idea of this proposed work is to apply random forests to classify the natural image patch space into numerous subspaces and learn a linear regression model for each subspace to map the low-resolution image patch to high-resolution image patch. The FIRF framework consists of two stages. Stage 1 of the framework removes most of the ringing and aliasing artifacts in the initial bicubic interpolated image, while Stage 2 further refines the Stage 1 interpolated image. By varying the number of decision trees in the random forests and the number of stages applied, the proposed FIRF method can realize computationally scalable image interpolation. Extensive experimental results show that the proposed FIRF(3, 2) method achieves more than 0.3 dB improvement in peak signal-to-noise ratio over the state-of-the-art nonlocal autoregressive modeling (NARM) method. Moreover, the proposed FIRF(1, 1) obtains similar or better results as NARM while only takes its 0.3% computational time.

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.

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.

Model for capping of membrane receptors based on boundary surface effects

PubMed Central

Gershon, N. D.

1978-01-01

Crosslinking of membrane surface receptors may lead to their segregation into patches and then into a single large aggregate at one pole of the cell. This process is called capping. Here, a novel explanation of such a process is presented in which the membrane is viewed as a supersaturated solution of receptors in the lipid bilayer and the adjacent two aqueous layers. Without a crosslinking agent, a patch of receptors that is less than a certain size cannot stay in equilibrium with the solution and thus should dissolve. Patches greater than a certain size are stable and can, in principle, grow by the precipitation of the remaining dissolved receptors from the supersaturated solution. The task of the crosslinking molecules is to form such stable patches. These considerations are based on a qualitative thermodynamic calculation that takes into account the existence of a boundary tension in a patch (in analogy to the surface tension of a droplet). Thermodynamically, these systems should cap spontaneously after the patches have reached a certain size. But, in practice, such a process can be very slow. A suspension of patches may stay practically stable. The ways in which a cell may abolish this metastable equilibrium and thus achieve capping are considered and possible effects of capping inhibitors are discussed. PMID:274724

Integrated assessment of future land use in Brazil under increasing demand for bioenergy

NASA Astrophysics Data System (ADS)

Verstegen, Judith; van der Hilst, Floor; Karssenberg, Derek; Faaij, André

2014-05-01

Environmental impacts of a future increase in demand for bioenergy depend on the magnitude, location and pattern of the direct and indirect land use change of energy cropland expansion. Here we aim at 1) projecting the spatiotemporal pattern of sugar cane expansion and the effect on other land uses in Brazil towards 2030, and 2) assessing the uncertainty herein. For the spatio-temporal projection, four model components are used: 1) an initial land use map that shows the initial amount and location of sugar cane and all other relevant land use classes in the system, 2) an economic model to project the quantity of change of all land uses, 3) a spatially explicit land use model that determines the location of change of all land uses, and 4) various analysis to determine the impacts of these changes on water, socio-economics, and biodiversity. All four model components are sources of uncertainty, which is quantified by defining error models for all components and their inputs and propagating these errors through the chain of components. No recent accurate land use map is available for Brazil, so municipal census data and the global land cover map GlobCover are combined to create the initial land use map. The census data are disaggregated stochastically using GlobCover as a probability surface, to obtain a stochastic land use raster map for 2006. Since bioenergy is a global market, the quantity of change in sugar cane in Brazil depends on dynamics in both Brazil itself and other parts of the world. Therefore, a computable general equilibrium (CGE) model, MAGNET, is run to produce a time series of the relative change of all land uses given an increased future demand for bioenergy. A sensitivity analysis finds the upper and lower boundaries hereof, to define this component's error model. An initial selection of drivers of location for each land use class is extracted from literature. Using a Bayesian data assimilation technique and census data from 2007 to 2012 as observational data, the model is identified, meaning that the final selection and optimal relative importance of the drivers of location are determined. The data assimilation technique takes into account uncertainty in the observational data and yields a stochastic representation of the identified model. Using all stochastic inputs, this land use change model is run to find at which locations the future land use changes occur and to quantify the associated uncertainty. The results indicate that in the initial land use map especially the shape of sugar cane and other land use patches are uncertain, not so much the location. From the economic model we can derive that dynamics in the livestock sector play a major role in the land use development of Brazil, the effect of this uncertainty on the model output is large. If the intensity of the livestock sector is not increased future projections show a large loss of natural vegetation. Impacts on water are not that large, except when irrigation is applied on the expanded cropland.

Using Markov Models of Fault Growth Physics and Environmental Stresses to Optimize Control Actions

NASA Technical Reports Server (NTRS)

Bole, Brian; Goebel, Kai; Vachtsevanos, George

2012-01-01

A generalized Markov chain representation of fault dynamics is presented for the case that available modeling of fault growth physics and future environmental stresses can be represented by two independent stochastic process models. A contrived but representatively challenging example will be presented and analyzed, in which uncertainty in the modeling of fault growth physics is represented by a uniformly distributed dice throwing process, and a discrete random walk is used to represent uncertain modeling of future exogenous loading demands to be placed on the system. A finite horizon dynamic programming algorithm is used to solve for an optimal control policy over a finite time window for the case that stochastic models representing physics of failure and future environmental stresses are known, and the states of both stochastic processes are observable by implemented control routines. The fundamental limitations of optimization performed in the presence of uncertain modeling information are examined by comparing the outcomes obtained from simulations of an optimizing control policy with the outcomes that would be achievable if all modeling uncertainties were removed from the system.

The use of copulas to practical estimation of multivariate stochastic differential equation mixed effects models

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

Rupšys, P.

A system of stochastic differential equations (SDE) with mixed-effects parameters and multivariate normal copula density function were used to develop tree height model for Scots pine trees in Lithuania. A two-step maximum likelihood parameter estimation method is used and computational guidelines are given. After fitting the conditional probability density functions to outside bark diameter at breast height, and total tree height, a bivariate normal copula distribution model was constructed. Predictions from the mixed-effects parameters SDE tree height model calculated during this research were compared to the regression tree height equations. The results are implemented in the symbolic computational language MAPLE.

Maintaining social cohesion is a more important determinant of patch residence time than maximizing food intake rate in a group-living primate, Japanese macaque (Macaca fuscata).

PubMed

Kazahari, Nobuko

2014-04-01

Animals have been assumed to employ an optimal foraging strategy (e.g., rate-maximizing strategy). In patchy food environments, intake rate within patches is positively correlated with patch quality, and declines as patches are depleted through consumption. This causes patch-leaving and determines patch residence time. In group-foraging situations, patch residence times are also affected by patch sharing. Optimal patch models for groups predict that patch residence times decrease as the number of co-feeding animals increases because of accelerated patch depletion. However, group members often depart patches without patch depletion, and their patch residence time deviates from patch models. It has been pointed out that patch residence time is also influenced by maintaining social proximity with others among group-living animals. In this study, the effects of maintaining social cohesion and that of rate-maximizing strategy on patch residence time were examined in Japanese macaques (Macaca fuscata). I hypothesized that foragers give up patches to remain in the proximity of their troop members. On the other hand, foragers may stay for a relatively long period when they do not have to abandon patches to follow the troop. In this study, intake rate and foraging effort (i.e., movement) did not change during patch residency. Macaques maintained their intake rate with only a little foraging effort. Therefore, the patches were assumed to be undepleted during patch residency. Further, patch residence time was affected by patch-leaving to maintain social proximity, but not by the intake rate. Macaques tended to stay in patches for short periods when they needed to give up patches for social proximity, and remained for long periods when they did not need to leave to keep social proximity. Patch-leaving and patch residence time that prioritize the maintenance of social cohesion may be a behavioral pattern in group-living primates.

Surface patterning of nanoparticles with polymer patches

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

Choueiri, Rachelle M.; Galati, Elizabeth; Thérien-Aubin, Héloïse

Patterning of colloidal particles with chemically or topographically distinct surface domains (patches) has attracted intense research interest. Surface-patterned particles act as colloidal analogues of atoms and molecules serve as model systems in studies of phase transitions in liquid systems, behave as ‘colloidal surfactants’ and function as templates for the synthesis of hybrid particles. The generation of micrometre- and submicrometre-sized patchy colloids is now efficient but surface patterning of inorganic colloidal nanoparticles with dimensions of the order of tens of nanometres is uncommon. Such nanoparticles exhibit size- and shape-dependent optical, electronic and magnetic properties, and their assemblies show new collective properties.more » At present, nanoparticle patterning is limited to the generation of two-patch nanoparticles and nanoparticles with surface ripples or a ‘raspberry’ surface morphology. We demonstrate nanoparticle surface patterning, which utilizes thermodynamically driven segregation of polymer ligands from a uniform polymer brush into surface-pinned micelles following a change in solvent quality. Patch formation is reversible but can be permanently preserved using a photocrosslinking step. The methodology offers the ability to control the dimensions of patches, their spatial distribution and the number of patches per nanoparticle, in agreement with a theoretical model. The versatility of the strategy is demonstrated by patterning nanoparticles with different dimensions, shapes and compositions, tethered with various types of polymers and subjected to different external stimuli. Furthermore, these patchy nanocolloids have potential applications in fundamental research, the self-assembly of nanomaterials, diagnostics, sensing and colloidal stabilization.« less

Surface patterning of nanoparticles with polymer patches

DOE PAGES

Choueiri, Rachelle M.; Galati, Elizabeth; Thérien-Aubin, Héloïse; ...

2016-08-24

Patterning of colloidal particles with chemically or topographically distinct surface domains (patches) has attracted intense research interest. Surface-patterned particles act as colloidal analogues of atoms and molecules serve as model systems in studies of phase transitions in liquid systems, behave as ‘colloidal surfactants’ and function as templates for the synthesis of hybrid particles. The generation of micrometre- and submicrometre-sized patchy colloids is now efficient but surface patterning of inorganic colloidal nanoparticles with dimensions of the order of tens of nanometres is uncommon. Such nanoparticles exhibit size- and shape-dependent optical, electronic and magnetic properties, and their assemblies show new collective properties.more » At present, nanoparticle patterning is limited to the generation of two-patch nanoparticles and nanoparticles with surface ripples or a ‘raspberry’ surface morphology. We demonstrate nanoparticle surface patterning, which utilizes thermodynamically driven segregation of polymer ligands from a uniform polymer brush into surface-pinned micelles following a change in solvent quality. Patch formation is reversible but can be permanently preserved using a photocrosslinking step. The methodology offers the ability to control the dimensions of patches, their spatial distribution and the number of patches per nanoparticle, in agreement with a theoretical model. The versatility of the strategy is demonstrated by patterning nanoparticles with different dimensions, shapes and compositions, tethered with various types of polymers and subjected to different external stimuli. Furthermore, these patchy nanocolloids have potential applications in fundamental research, the self-assembly of nanomaterials, diagnostics, sensing and colloidal stabilization.« less

Surface patterning of nanoparticles with polymer patches

NASA Astrophysics Data System (ADS)

Choueiri, Rachelle M.; Galati, Elizabeth; Thérien-Aubin, Héloïse; Klinkova, Anna; Larin, Egor M.; Querejeta-Fernández, Ana; Han, Lili; Xin, Huolin L.; Gang, Oleg; Zhulina, Ekaterina B.; Rubinstein, Michael; Kumacheva, Eugenia

2016-10-01

Patterning of colloidal particles with chemically or topographically distinct surface domains (patches) has attracted intense research interest. Surface-patterned particles act as colloidal analogues of atoms and molecules, serve as model systems in studies of phase transitions in liquid systems, behave as ‘colloidal surfactants’ and function as templates for the synthesis of hybrid particles. The generation of micrometre- and submicrometre-sized patchy colloids is now efficient, but surface patterning of inorganic colloidal nanoparticles with dimensions of the order of tens of nanometres is uncommon. Such nanoparticles exhibit size- and shape-dependent optical, electronic and magnetic properties, and their assemblies show new collective properties. At present, nanoparticle patterning is limited to the generation of two-patch nanoparticles, and nanoparticles with surface ripples or a ‘raspberry’ surface morphology. Here we demonstrate nanoparticle surface patterning, which utilizes thermodynamically driven segregation of polymer ligands from a uniform polymer brush into surface-pinned micelles following a change in solvent quality. Patch formation is reversible but can be permanently preserved using a photocrosslinking step. The methodology offers the ability to control the dimensions of patches, their spatial distribution and the number of patches per nanoparticle, in agreement with a theoretical model. The versatility of the strategy is demonstrated by patterning nanoparticles with different dimensions, shapes and compositions, tethered with various types of polymers and subjected to different external stimuli. These patchy nanocolloids have potential applications in fundamental research, the self-assembly of nanomaterials, diagnostics, sensing and colloidal stabilization.

A special role for binocular visual input during development and as a component of occlusion therapy for treatment of amblyopia.

PubMed

Mitchell, Donald E

2008-01-01

To review work on animal models of deprivation amblyopia that points to a special role for binocular visual input in the development of spatial vision and as a component of occlusion (patching) therapy for amblyopia. The studies reviewed employ behavioural methods to measure the effects of various early experiential manipulations on the development of the visual acuity of the two eyes. Short periods of concordant binocular input, if continuous, can offset much longer daily periods of monocular deprivation to allow the development of normal visual acuity in both eyes. It appears that the visual system does not weigh all visual input equally in terms of its ability to impact on the development of vision but instead places greater weight on concordant binocular exposure. Experimental models of patching therapy for amblyopia imposed on animals in which amblyopia had been induced by a prior period of early monocular deprivation, indicate that the benefits of patching therapy may be only temporary and decline rapidly after patching is discontinued. However, when combined with critical amounts of binocular visual input each day, the benefits of patching can be both heightened and made permanent. Taken together with demonstrations of retained binocular connections in the visual cortex of monocularly deprived animals, a strong argument is made for inclusion of specific training of stereoscopic vision for part of the daily periods of binocular exposure that should be incorporated as part of any patching protocol for amblyopia.

Species survival and scaling laws in hostile and disordered environments

NASA Astrophysics Data System (ADS)

Rocha, Rodrigo P.; Figueiredo, Wagner; Suweis, Samir; Maritan, Amos

2016-10-01

In this work we study the likelihood of survival of single-species in the context of hostile and disordered environments. Population dynamics in this environment, as modeled by the Fisher equation, is characterized by negative average growth rate, except in some random spatially distributed patches that may support life. In particular, we are interested in the phase diagram of the survival probability and in the critical size problem, i.e., the minimum patch size required for surviving in the long-time dynamics. We propose a measure for the critical patch size as being proportional to the participation ratio of the eigenvector corresponding to the largest eigenvalue of the linearized Fisher dynamics. We obtain the (extinction-survival) phase diagram and the probability distribution function (PDF) of the critical patch sizes for two topologies, namely, the one-dimensional system and the fractal Peano basin. We show that both topologies share the same qualitative features, but the fractal topology requires higher spatial fluctuations to guarantee species survival. We perform a finite-size scaling and we obtain the associated scaling exponents. In addition, we show that the PDF of the critical patch sizes has an universal shape for the 1D case in terms of the model parameters (diffusion, growth rate, etc.). In contrast, the diffusion coefficient has a drastic effect on the PDF of the critical patch sizes of the fractal Peano basin, and it does not obey the same scaling law of the 1D case.

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

DTIC Science & Technology

2009-01-01

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

Seven challenges for metapopulation models of epidemics, including households models.

PubMed

Ball, Frank; Britton, Tom; House, Thomas; Isham, Valerie; Mollison, Denis; Pellis, Lorenzo; Scalia Tomba, Gianpaolo

2015-03-01

This paper considers metapopulation models in the general sense, i.e. where the population is partitioned into sub-populations (groups, patches,...), irrespective of the biological interpretation they have, e.g. spatially segregated large sub-populations, small households or hosts themselves modelled as populations of pathogens. This framework has traditionally provided an attractive approach to incorporating more realistic contact structure into epidemic models, since it often preserves analytic tractability (in stochastic as well as deterministic models) but also captures the most salient structural inhomogeneity in contact patterns in many applied contexts. Despite the progress that has been made in both the theory and application of such metapopulation models, we present here several major challenges that remain for future work, focusing on models that, in contrast to agent-based ones, are amenable to mathematical analysis. The challenges range from clarifying the usefulness of systems of weakly-coupled large sub-populations in modelling the spread of specific diseases to developing a theory for endemic models with household structure. They include also developing inferential methods for data on the emerging phase of epidemics, extending metapopulation models to more complex forms of human social structure, developing metapopulation models to reflect spatial population structure, developing computationally efficient methods for calculating key epidemiological model quantities, and integrating within- and between-host dynamics in models. Copyright © 2014 The Authors. Published by Elsevier B.V. All rights reserved.

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

Preliminary Analysis of Optimal Round Trip Lunar Missions

NASA Astrophysics Data System (ADS)

Gagg Filho, L. A.; da Silva Fernandes, S.

2015-10-01

A study of optimal bi-impulsive trajectories of round trip lunar missions is presented in this paper. The optimization criterion is the total velocity increment. The dynamical model utilized to describe the motion of the space vehicle is a full lunar patched-conic approximation, which embraces the lunar patched-conic of the outgoing trip and the lunar patched-conic of the return mission. Each one of these parts is considered separately to solve an optimization problem of two degrees of freedom. The Sequential Gradient Restoration Algorithm (SGRA) is employed to achieve the optimal solutions, which show a good agreement with the ones provided by literature, and, proved to be consistent with the image trajectories theorem.

BOOK REVIEW: Statistical Mechanics of Turbulent Flows

NASA Astrophysics Data System (ADS)

Cambon, C.

2004-10-01

This is a handbook for a computational approach to reacting flows, including background material on statistical mechanics. In this sense, the title is somewhat misleading with respect to other books dedicated to the statistical theory of turbulence (e.g. Monin and Yaglom). In the present book, emphasis is placed on modelling (engineering closures) for computational fluid dynamics. The probabilistic (pdf) approach is applied to the local scalar field, motivated first by the nonlinearity of chemical source terms which appear in the transport equations of reacting species. The probabilistic and stochastic approaches are also used for the velocity field and particle position; nevertheless they are essentially limited to Lagrangian models for a local vector, with only single-point statistics, as for the scalar. Accordingly, conventional techniques, such as single-point closures for RANS (Reynolds-averaged Navier-Stokes) and subgrid-scale models for LES (large-eddy simulations), are described and in some cases reformulated using underlying Langevin models and filtered pdfs. Even if the theoretical approach to turbulence is not discussed in general, the essentials of probabilistic and stochastic-processes methods are described, with a useful reminder concerning statistics at the molecular level. The book comprises 7 chapters. Chapter 1 briefly states the goals and contents, with a very clear synoptic scheme on page 2. Chapter 2 presents definitions and examples of pdfs and related statistical moments. Chapter 3 deals with stochastic processes, pdf transport equations, from Kramer-Moyal to Fokker-Planck (for Markov processes), and moments equations. Stochastic differential equations are introduced and their relationship to pdfs described. This chapter ends with a discussion of stochastic modelling. The equations of fluid mechanics and thermodynamics are addressed in chapter 4. Classical conservation equations (mass, velocity, internal energy) are derived from their counterparts at the molecular level. In addition, equations are given for multicomponent reacting systems. The chapter ends with miscellaneous topics, including DNS, (idea of) the energy cascade, and RANS. Chapter 5 is devoted to stochastic models for the large scales of turbulence. Langevin-type models for velocity (and particle position) are presented, and their various consequences for second-order single-point corelations (Reynolds stress components, Kolmogorov constant) are discussed. These models are then presented for the scalar. The chapter ends with compressible high-speed flows and various models, ranging from k-epsilon to hybrid RANS-pdf. Stochastic models for small-scale turbulence are addressed in chapter 6. These models are based on the concept of a filter density function (FDF) for the scalar, and a more conventional SGS (sub-grid-scale model) for the velocity in LES. The final chapter, chapter 7, is entitled `The unification of turbulence models' and aims at reconciling large-scale and small-scale modelling. This book offers a timely survey of techniques in modern computational fluid mechanics for turbulent flows with reacting scalars. It should be of interest to engineers, while the discussion of the underlying tools, namely pdfs, stochastic and statistical equations should also be attractive to applied mathematicians and physicists. The book's emphasis on local pdfs and stochastic Langevin models gives a consistent structure to the book and allows the author to cover almost the whole spectrum of practical modelling in turbulent CFD. On the other hand, one might regret that non-local issues are not mentioned explicitly, or even briefly. These problems range from the presence of pressure-strain correlations in the Reynolds stress transport equations to the presence of two-point pdfs in the single-point pdf equation derived from the Navier--Stokes equations. (One may recall that, even without scalar transport, a general closure problem for turbulence statistics results from both non-linearity and non-locality of Navier-Stokes equations, the latter coming from, e.g., the nonlocal relationship of velocity and pressure in the quasi-incompressible case. These two aspects are often intricately linked. It is well known that non-linearity alone is not responsible for the `problem', as evidenced by 1D turbulence without pressure (`Burgulence' from the Burgers equation) and probably 3D (cosmological gas). A local description in terms of pdf for the velocity can resolve the `non-linear' problem, which instead yields an infinite hierarchy of equations in terms of moments. On the other hand, non-locality yields a hierarchy of unclosed equations, with the single-point pdf equation for velocity derived from NS incompressible equations involving a two-point pdf, and so on. The general relationship was given by Lundgren (1967, Phys. Fluids 10 (5), 969-975), with the equation for pdf at n points involving the pdf at n+1 points. The nonlocal problem appears in various statistical models which are not discussed in the book. The simplest example is full RST or ASM models, in which the closure of pressure-strain correlations is pivotal (their counterpart ought to be identified and discussed in equations (5-21) and the following ones). The book does not address more sophisticated non-local approaches, such as two-point (or spectral) non-linear closure theories and models, `rapid distortion theory' for linear regimes, not to mention scaling and intermittency based on two-point structure functions, etc. The book sometimes mixes theoretical modelling and pure empirical relationships, the empirical character coming from the lack of a nonlocal (two-point) approach.) In short, the book is orientated more towards applications than towards turbulence theory; it is written clearly and concisely and should be useful to a large community, interested either in the underlying stochastic formalism or in CFD applications.

A unified stochastic formulation of dissipative quantum dynamics. I. Generalized hierarchical equations

NASA Astrophysics Data System (ADS)

Hsieh, Chang-Yu; Cao, Jianshu

2018-01-01

We extend a standard stochastic theory to study open quantum systems coupled to a generic quantum environment. We exemplify the general framework by studying a two-level quantum system coupled bilinearly to the three fundamental classes of non-interacting particles: bosons, fermions, and spins. In this unified stochastic approach, the generalized stochastic Liouville equation (SLE) formally captures the exact quantum dissipations when noise variables with appropriate statistics for different bath models are applied. Anharmonic effects of a non-Gaussian bath are precisely encoded in the bath multi-time correlation functions that noise variables have to satisfy. Starting from the SLE, we devise a family of generalized hierarchical equations by averaging out the noise variables and expand bath multi-time correlation functions in a complete basis of orthonormal functions. The general hierarchical equations constitute systems of linear equations that provide numerically exact simulations of quantum dynamics. For bosonic bath models, our general hierarchical equation of motion reduces exactly to an extended version of hierarchical equation of motion which allows efficient simulation for arbitrary spectral densities and temperature regimes. Similar efficiency and flexibility can be achieved for the fermionic bath models within our formalism. The spin bath models can be simulated with two complementary approaches in the present formalism. (I) They can be viewed as an example of non-Gaussian bath models and be directly handled with the general hierarchical equation approach given their multi-time correlation functions. (II) Alternatively, each bath spin can be first mapped onto a pair of fermions and be treated as fermionic environments within the present formalism.

When environmentally persistent pathogens transform good habitat into ecological traps.

PubMed

Leach, Clinton B; Webb, Colleen T; Cross, Paul C

2016-03-01

Habitat quality plays an important role in the dynamics and stability of wildlife metapopulations. However, the benefits of high-quality habitat may be modulated by the presence of an environmentally persistent pathogen. In some cases, the presence of environmental pathogen reservoirs on high-quality habitat may lead to the creation of ecological traps, wherein host individuals preferentially colonize high-quality habitat, but are then exposed to increased infection risk and disease-induced mortality. We explored this possibility through the development of a stochastic patch occupancy model, where we varied the pathogen's virulence, transmission rate and environmental persistence as well as the distribution of habitat quality in the host metapopulation. This model suggests that for pathogens with intermediate levels of spread, high-quality habitat can serve as an ecological trap, and can be detrimental to host persistence relative to low-quality habitat. This inversion of the relative roles of high- and low-quality habitat highlights the importance of considering the interaction between spatial structure and pathogen transmission when managing wildlife populations exposed to an environmentally persistent pathogen.

When environmentally persistent pathogens transform good habitat into ecological traps

USGS Publications Warehouse

Leach, Clint; Webb, Colleen T.; Cross, Paul C.

2016-01-01

Habitat quality plays an important role in the dynamics and stability of wildlife metapopulations. However, the benefits of high-quality habitat may be modulated by the presence of an environmentally persistent pathogen. In some cases, the presence of environmental pathogen reservoirs on high-quality habitat may lead to the creation of ecological traps, wherein host individuals preferentially colonize high-quality habitat, but are then exposed to increased infection risk and disease-induced mortality. We explored this possibility through the development of a stochastic patch occupancy model, where we varied the pathogen’s virulence, transmission rate and environmental persistence as well as the distribution of habitat quality in the host metapopulation. This model suggests that for pathogens with intermediate levels of spread, high-quality habitat can serve as an ecological trap, and can be detrimental to host persistence relative to low-quality habitat. This inversion of the relative roles of high- and low-quality habitat highlights the importance of considering the interaction between spatial structure and pathogen transmission when managing wildlife populations exposed to an environmentally persistent pathogen.

A stochastic asymptotic-preserving scheme for a kinetic-fluid model for disperse two-phase flows with uncertainty

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

Jin, Shi, E-mail: sjin@wisc.edu; Institute of Natural Sciences, School of Mathematical Science, MOELSEC and SHL-MAC, Shanghai Jiao Tong University, Shanghai 200240; Shu, Ruiwen, E-mail: rshu2@math.wisc.edu

In this paper we consider a kinetic-fluid model for disperse two-phase flows with uncertainty. We propose a stochastic asymptotic-preserving (s-AP) scheme in the generalized polynomial chaos stochastic Galerkin (gPC-sG) framework, which allows the efficient computation of the problem in both kinetic and hydrodynamic regimes. The s-AP property is proved by deriving the equilibrium of the gPC version of the Fokker–Planck operator. The coefficient matrices that arise in a Helmholtz equation and a Poisson equation, essential ingredients of the algorithms, are proved to be positive definite under reasonable and mild assumptions. The computation of the gPC version of a translation operatormore » that arises in the inversion of the Fokker–Planck operator is accelerated by a spectrally accurate splitting method. Numerical examples illustrate the s-AP property and the efficiency of the gPC-sG method in various asymptotic regimes.« less

Airborne Wireless Communication Modeling and Analysis with MATLAB

DTIC Science & Technology

2014-03-27

research develops a physical layer model that combines antenna modeling using computational electromagnetics and the two-ray propagation model to...predict the received signal strength. The antenna is modeled with triangular patches and analyzed by extending the antenna modeling algorithm by Sergey...7  2.7. Propagation Modeling : Statistical Models ............................................................8  2.8. Antenna Modeling

Stochastic DT-MRI connectivity mapping on the GPU.

PubMed

McGraw, Tim; Nadar, Mariappan

2007-01-01

We present a method for stochastic fiber tract mapping from diffusion tensor MRI (DT-MRI) implemented on graphics hardware. From the simulated fibers we compute a connectivity map that gives an indication of the probability that two points in the dataset are connected by a neuronal fiber path. A Bayesian formulation of the fiber model is given and it is shown that the inversion method can be used to construct plausible connectivity. An implementation of this fiber model on the graphics processing unit (GPU) is presented. Since the fiber paths can be stochastically generated independently of one another, the algorithm is highly parallelizable. This allows us to exploit the data-parallel nature of the GPU fragment processors. We also present a framework for the connectivity computation on the GPU. Our implementation allows the user to interactively select regions of interest and observe the evolving connectivity results during computation. Results are presented from the stochastic generation of over 250,000 fiber steps per iteration at interactive frame rates on consumer-grade graphics hardware.

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?'

Bayesian Hierarchical Classes Analysis

ERIC Educational Resources Information Center

Leenen, Iwin; Van Mechelen, Iven; Gelman, Andrew; De Knop, Stijn

2008-01-01

Hierarchical classes models are models for "N"-way "N"-mode data that represent the association among the "N" modes and simultaneously yield, for each mode, a hierarchical classification of its elements. In this paper we present a stochastic extension of the hierarchical classes model for two-way two-mode binary data. In line with the original…

A Rigorous Temperature-Dependent Stochastic Modelling and Testing for MEMS-Based Inertial Sensor Errors.

PubMed

El-Diasty, Mohammed; Pagiatakis, Spiros

2009-01-01

In this paper, we examine the effect of changing the temperature points on MEMS-based inertial sensor random error. We collect static data under different temperature points using a MEMS-based inertial sensor mounted inside a thermal chamber. Rigorous stochastic models, namely Autoregressive-based Gauss-Markov (AR-based GM) models are developed to describe the random error behaviour. The proposed AR-based GM model is initially applied to short stationary inertial data to develop the stochastic model parameters (correlation times). It is shown that the stochastic model parameters of a MEMS-based inertial unit, namely the ADIS16364, are temperature dependent. In addition, field kinematic test data collected at about 17 °C are used to test the performance of the stochastic models at different temperature points in the filtering stage using Unscented Kalman Filter (UKF). It is shown that the stochastic model developed at 20 °C provides a more accurate inertial navigation solution than the ones obtained from the stochastic models developed at -40 °C, -20 °C, 0 °C, +40 °C, and +60 °C. The temperature dependence of the stochastic model is significant and should be considered at all times to obtain optimal navigation solution for MEMS-based INS/GPS integration.

Computation of Acoustic Waves Through Sliding-Zone Interfaces Using an Euler/Navier-Stokes Code

NASA Technical Reports Server (NTRS)

Rumsey, Christopher L.

1996-01-01

The effect of a patched sliding-zone interface on the transmission of acoustic waves is examined for two- and three-dimensional model problems. A simple but general interpolation scheme at the patched boundary passes acoustic waves without distortion, provided that a sufficiently small time step is taken. A guideline is provided for the maximum permissible time step or zone speed that gives an acceptable error introduced by the sliding-zone interface.

Interplay between social debate and propaganda in an opinion formation model

NASA Astrophysics Data System (ADS)

Gimenez, M. C.; Revelli, J. A.; Lama, M. S. de la; Lopez, J. M.; Wio, H. S.

2013-01-01

We introduce a simple model of opinion dynamics in which a two-state agent modified Sznajd model evolves due to the simultaneous action of stochastic driving and a periodic signal. The stochastic effect mimics a social temperature, so the agents may adopt decisions in support for or against some opinion or position, according to a modified Sznajd rule with a varying probability. The external force represents a simplified picture by which society feels the influence of the external effects of propaganda. By means of Monte Carlo simulations we have shown the dynamical interplay between the social condition or mood and the external influence, finding a stochastic resonance-like phenomenon when we depict the noise-to-signal ratio as a function of the social temperature. In addition, we have also studied the effects of the system size and the external signal strength on the opinion formation dynamics.

Effective Stochastic Model for Reactive Transport

NASA Astrophysics Data System (ADS)

Tartakovsky, A. M.; Zheng, B.; Barajas-Solano, D. A.

2017-12-01

We propose an effective stochastic advection-diffusion-reaction (SADR) model. Unlike traditional advection-dispersion-reaction models, the SADR model describes mechanical and diffusive mixing as two separate processes. In the SADR model, the mechanical mixing is driven by random advective velocity with the variance given by the coefficient of mechanical dispersion. The diffusive mixing is modeled as a fickian diffusion with the effective diffusion coefficient. Both coefficients are given in terms of Peclet number (Pe) and the coefficient of molecular diffusion. We use the experimental results of to demonstrate that for transport and bimolecular reactions in porous media the SADR model is significantly more accurate than the traditional dispersion model, which overestimates the mass of the reaction product by as much as 25%.

Role of social interactions in dynamic patterns of resource patches and forager aggregation

PubMed Central

Tania, Nessy; Vanderlei, Ben; Heath, Joel P.; Edelstein-Keshet, Leah

2012-01-01

The dynamics of resource patches and species that exploit such patches are of interest to ecologists, conservation biologists, modelers, and mathematicians. Here we consider how social interactions can create unique, evolving patterns in space and time. Whereas simple prey taxis (with consumable prey) promotes spatial uniform distributions, here we show that taxis in producer–scrounger groups can lead to pattern formation. We consider two types of foragers: those that search directly (“producers”) and those that exploit other foragers to find food (“scroungers” or exploiters). We show that such groups can sustain fluctuating spatiotemporal patterns, akin to “waves of pursuit.” Investigating the relative benefits to the individuals, we observed conditions under which either strategy leads to enhanced success, defined as net food consumption. Foragers that search for food directly have an advantage when food patches are localized. Those that seek aggregations of group mates do better when their ability to track group mates exceeds the foragers’ food-sensing acuity. When behavioral switching or reproductive success of the strategies is included, the relative abundance of foragers and exploiters is dynamic over time, in contrast with classic models that predict stable frequencies. Our work shows the importance of considering two-way interaction—i.e., how food distribution both influences and is influenced by social foraging and aggregation of predators. PMID:22745167

Viruses Roll the Dice: The Stochastic Behavior of Viral Genome Molecules Accelerates Viral Adaptation at the Cell and Tissue Levels

PubMed Central

Miyashita, Shuhei; Ishibashi, Kazuhiro; Kishino, Hirohisa; Ishikawa, Masayuki

2015-01-01

Recent studies on evolutionarily distant viral groups have shown that the number of viral genomes that establish cell infection after cell-to-cell transmission is unexpectedly small (1–20 genomes). This aspect of viral infection appears to be important for the adaptation and survival of viruses. To clarify how the number of viral genomes that establish cell infection is determined, we developed a simulation model of cell infection for tomato mosaic virus (ToMV), a positive-strand RNA virus. The model showed that stochastic processes that govern the replication or degradation of individual genomes result in the infection by a small number of genomes, while a large number of infectious genomes are introduced in the cell. It also predicted two interesting characteristics regarding cell infection patterns: stochastic variation among cells in the number of viral genomes that establish infection and stochastic inequality in the accumulation of their progenies in each cell. Both characteristics were validated experimentally by inoculating tobacco cells with a library of nucleotide sequence–tagged ToMV and analyzing the viral genomes that accumulated in each cell using a high-throughput sequencer. An additional simulation model revealed that these two characteristics enhance selection during tissue infection. The cell infection model also predicted a mechanism that enhances selection at the cellular level: a small difference in the replication abilities of coinfected variants results in a large difference in individual accumulation via the multiple-round formation of the replication complex (i.e., the replication machinery). Importantly, this predicted effect was observed in vivo. The cell infection model was robust to changes in the parameter values, suggesting that other viruses could adopt similar adaptation mechanisms. Taken together, these data reveal a comprehensive picture of viral infection processes including replication, cell-to-cell transmission, and evolution, which are based on the stochastic behavior of the viral genome molecules in each cell. PMID:25781391

Observational study of changes in epidural pressure and elastance during epidural blood patch in obstetric patients.

PubMed

Pratt, S D; Kaczka, D W; Hess, P E

2014-05-01

During an epidural blood patch, we inject blood until the patient describes mild back pressure, often leading to injection of more than 20 mL of blood. We undertook this study to measure the epidural pressures generated during an epidural blood patch and to identify the impact of volume on epidural elastance in obstetric patients. This study was performed in postpartum patients who presented for an epidural blood patch with symptoms consistent with a postdural puncture headache. After identification of the epidural space using loss of resistance to air or saline, we measured static epidural pressure after each 5-mL injection of blood. Models were then fitted to the data and the epidural elastance and compliance calculated. Eighteen blood patches were performed on 17 patients. The mean final volume injected was 18.9±7.8 mL [range 6-38 mL]. The mean final pressure generated was 13.1±13.4 mmHg [range 2-56 mmHg]. A curvilinear relationship existed between volume injected and pressure, which was described by two models: (1) pressure=0.0254×(mL injected)(2)+0.0297 mL, or (2) pressure=0.0679×mL(1.742). The value for r2 was approximately 0.57 for both models. We found no correlation between the final pressure generated and the success of the epidural blood patch. We found a curvilinear relationship between the volume of blood injected during an epidural blood patch and the pressure generated in the epidural space. However, there was a large variation in both the volume of blood and the epidural pressure generated. The clinical importance of this finding is not known. A larger study would be required to demonstrate whether pressure is a predictor of success. Copyright © 2014 Elsevier Ltd. All rights reserved.

Immunosuppressive and Anti-Inflammatory Effects of Nicotine Administered by Patch in an Animal Model

PubMed Central

Kalra, Roma; Singh, Shashi P.; Pena-Philippides, Juan C.; Langley, Raymond J.; Razani-Boroujerdi, Seddigheh; Sopori, Mohan L.

2004-01-01

To study the immunological effects of nicotine, there are several rodent models for chronic nicotine administration. These models include subcutaneously implanted miniosmotic pumps, nicotine-spiked drinking water, and self-administration via jugular cannulae. Administration of nicotine via these routes affects the immune system. Smokers frequently use nicotine patches to quit smoking, and the immunological effects of nicotine patches are largely unknown. To determine whether the nicotine patch affects the immune system, nicotine patches were affixed daily onto the backs of Lewis rats for 3 to 4 weeks. The patches efficiently raised the levels of nicotine and cotinine in serum and strongly inhibited the antibody-forming cell response of spleen cells to sheep red blood cells. The nicotine patch also suppressed the concanavalin A-induced T-cell proliferation and mobilization of intracellular Ca2+ by spleen cells, as well as the fever response of animals to subcutaneous administration of turpentine. Moreover, immunosuppression was associated with chronic activation of protein tyrosine kinase and phospholipase C-γ1 activities. Thus, in this animal model of nicotine administration, the nicotine patch efficiently raises the levels of nicotine and cotinine in serum and impairs both the immune and inflammatory responses. PMID:15138183

A stochastic automata network for earthquake simulation and hazard estimation

NASA Astrophysics Data System (ADS)

Belubekian, Maya Ernest

1998-11-01

This research develops a model for simulation of earthquakes on seismic faults with available earthquake catalog data. The model allows estimation of the seismic hazard at a site of interest and assessment of the potential damage and loss in a region. There are two approaches for studying the earthquakes: mechanistic and stochastic. In the mechanistic approach, seismic processes, such as changes in stress or slip on faults, are studied in detail. In the stochastic approach, earthquake occurrences are simulated as realizations of a certain stochastic process. In this dissertation, a stochastic earthquake occurrence model is developed that uses the results from dislocation theory for the estimation of slip released in earthquakes. The slip accumulation and release laws and the event scheduling mechanism adopted in the model result in a memoryless Poisson process for the small and moderate events and in a time- and space-dependent process for large events. The minimum and maximum of the hazard are estimated by the model when the initial conditions along the faults correspond to a situation right after a largest event and after a long seismic gap, respectively. These estimates are compared with the ones obtained from a Poisson model. The Poisson model overestimates the hazard after the maximum event and underestimates it in the period of a long seismic quiescence. The earthquake occurrence model is formulated as a stochastic automata network. Each fault is divided into cells, or automata, that interact by means of information exchange. The model uses a statistical method called bootstrap for the evaluation of the confidence bounds on its results. The parameters of the model are adjusted to the target magnitude patterns obtained from the catalog. A case study is presented for the city of Palo Alto, where the hazard is controlled by the San Andreas, Hayward and Calaveras faults. The results of the model are used to evaluate the damage and loss distribution in Palo Alto. The sensitivity analysis of the model results to the variation in basic parameters shows that the maximum magnitude has the most significant impact on the hazard, especially for long forecast periods.

Stochastic effects in a seasonally forced epidemic model

NASA Astrophysics Data System (ADS)

Rozhnova, G.; Nunes, A.

2010-10-01

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

Model risk for European-style stock index options.

PubMed

Gençay, Ramazan; Gibson, Rajna

2007-01-01

In empirical modeling, there have been two strands for pricing in the options literature, namely the parametric and nonparametric models. Often, the support for the nonparametric methods is based on a benchmark such as the Black-Scholes (BS) model with constant volatility. In this paper, we study the stochastic volatility (SV) and stochastic volatility random jump (SVJ) models as parametric benchmarks against feedforward neural network (FNN) models, a class of neural network models. Our choice for FNN models is due to their well-studied universal approximation properties of an unknown function and its partial derivatives. Since the partial derivatives of an option pricing formula are risk pricing tools, an accurate estimation of the unknown option pricing function is essential for pricing and hedging. Our findings indicate that FNN models offer themselves as robust option pricing tools, over their sophisticated parametric counterparts in predictive settings. There are two routes to explain the superiority of FNN models over the parametric models in forecast settings. These are nonnormality of return distributions and adaptive learning.

Stochastic four-way coupling of gas-solid flows for Large Eddy Simulations

NASA Astrophysics Data System (ADS)

Curran, Thomas; Denner, Fabian; van Wachem, Berend

2017-11-01

The interaction of solid particles with turbulence has for long been a topic of interest for predicting the behavior of industrially relevant flows. For the turbulent fluid phase, Large Eddy Simulation (LES) methods are widely used for their low computational cost, leaving only the sub-grid scales (SGS) of turbulence to be modelled. Although LES has seen great success in predicting the behavior of turbulent single-phase flows, the development of LES for turbulent gas-solid flows is still in its infancy. This contribution aims at constructing a model to describe the four-way coupling of particles in an LES framework, by considering the role particles play in the transport of turbulent kinetic energy across the scales. Firstly, a stochastic model reconstructing the sub-grid velocities for the particle tracking is presented. Secondly, to solve particle-particle interaction, most models involve a deterministic treatment of the collisions. We finally introduce a stochastic model for estimating the collision probability. All results are validated against fully resolved DNS-DPS simulations. The final goal of this contribution is to propose a global stochastic method adapted to two-phase LES simulation where the number of particles considered can be significantly increased. Financial support from PetroBras is gratefully acknowledged.

On the numbers of images of two stochastic gravitational lensing models

NASA Astrophysics Data System (ADS)

Wei, Ang

2017-02-01

We study two gravitational lensing models with Gaussian randomness: the continuous mass fluctuation model and the floating black hole model. The lens equations of these models are related to certain random harmonic functions. Using Rice's formula and Gaussian techniques, we obtain the expected numbers of zeros of these functions, which indicate the amounts of images in the corresponding lens systems.

Dermatopharmacokinetic bioequivalence study of two types of topical patches containing loxoprofen sodium.

PubMed

Chen, Xia; Zhao, Qian; Hitsu, Ei; Jiang, Ji; Zhong, Wen; Matsuzawa, Takayasu; Hu, Pei

2014-10-01

This study evaluated the bioequivalence of two types of topical loxoprofen patches, LX-A and LX-P, in healthy Chinese volunteers through a dermatopharmacokinetic approach. Based on a pilot study, this study was designed as an open-label, self-controlled trial in 20 males. Subjects received application of two 3.2 x 3.2 cm(2) pieces of LX-A and LX-P patches on their backs at randomly assigned positions simultaneously. Stratum corneum (SC) samples were taken with adhesive stripping tapes prior to patch application and at 20 hours and 24 hours postdose following removal of each loxoprofen patch, respectively. Bioassay was performed with a validated high performance liquid chromatography-tandem mass spectrometry method. Bioequivalence was evaluated through a power model on the total amount of loxoprofen at each post-application point and on the percentage change of SC loxoprofen content between the two time-points. Mean (± standard deviation) total amount of SC-sampled loxoprofen was similar between LX-A and LX-P at 20 hours (38,722 ± 7,171 ng vs. 39,309 ± 9,688 ng) and 24 hours (36,638 ± 8,149 ng vs. 37,426 ± 9,029 ng) post-administration. The corresponding point estimate (90% confidence interval, 90%CI) of LX-P to LX-A was 1.00 (0.92, 1.09) and 1.02 (0.93, 1.12), respectively. In addition, the 24 hour/20 hour ratio for SC content of loxoprofen was statistically comparable between LX-A and LX-P, with both the point estimate and the 90% CI falling into the range of (0.80, 1.25). Our study indicated that LX-P and LX-A are two bioequivalent topical formulations of loxoprofen.

Stochastic sensitivity of a bistable energy model for visual perception

NASA Astrophysics Data System (ADS)

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

2017-01-01

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

Biological community structure on patch reefs in Biscayne National Park, FL, USA

USGS Publications Warehouse

Kuffner, Ilsa B.; Grober-Dunsmore, Rikki; Brock, John C.; Hickey, T. Don

2010-01-01

Coral reef ecosystem management benefits from continual quantitative assessment of the resources being managed, plus assessment of factors that affect distribution patterns of organisms in the ecosystem. In this study, we investigate the relationships among physical, benthic, and fish variables in an effort to help explain the distribution patterns of organisms on patch reefs within Biscayne National Park, FL, USA. We visited a total of 196 randomly selected sampling stations on 12 shallow (<10 m) patch reefs and measured physical variables (e.g., substratum rugosity, substratum type) and benthic and fish community variables. We also incorporated data on substratum rugosity collected remotely via airborne laser surveying (Experimental Advanced Airborne Research Lidar—EAARL). Across all stations, only weak relationships were found between physical, benthic cover, and fish assemblage variables. Much of the variance was attributable to a “reef effect,” meaning that community structure and organism abundances were more variable at stations among reefs than within reefs. However, when the reef effect was accounted for and removed statistically, patterns were detected. Within reefs, juvenile scarids were most abundant at stations with high coverage of the fleshy macroalgae Dictyota spp., and the calcified alga Halimeda tuna was most abundant at stations with low EAARL rugosity. Explanations for the overwhelming importance of “reef” in explaining variance in our dataset could include the stochastic arrangement of organisms on patch reefs related to variable larval recruitment in space and time and/or strong historical effects due to patchy disturbances (e.g., hurricanes, fishing), as well as legacy effects of prior residents (“priority” effects).

Corridors and some ecological and evolutionary consequences of connectivity.

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

Orrock, John L

2004-07-01

Abstract - By connecting disjunct patches, corridors may offset the effects of fragmentation by promoting gene flow and population persistence. However, the ultimate effect of corridors on a focal species may hinge upon two considerations: how corridors may affect ecological interactions that impinge upon that species, and how corridors might affect the fixation of novel alleles that ultimately determine fitness and persistence. Using an experimental landscape, I show that corridor-mediated changes in patch shape change seed predation in connected and unconnected patches, and shift the behavior, abundance, and distribution of seed predators. Rodent seed predators removed more seeds in connectedmore » patches, arthropod seed predators removed more seeds in rectangular patches, and avian seed predation did not differ due to patch type. Rodent foraging was greater in the interior of connected patches because changes in patch shape influenced risk perceived by rodents while foraging. Ant communities were also affected by changes in patch shape caused by corridors, rather than corridor effects per se. The distribution and abundance of ants differed among edge-rich areas (corridors and wings), edges, and the patch interior. In rectangular patches, fire ants (Solenopsis spp.) had negative impacts on other ant species. By changing the activity of rodents, and the composition of ant communities, corridors may have important impacts on seeds. Bird-dispersed seeds may benefit from increased dispersal among connected patches, but connected patches also have greater predation risk. Using a simulation model, I demonstrate that gene flow between a stable population and a population that experiences local extinction or a reduction in size (e.g. due to natural or anthropogenic disturbance) can dramatically affect fixation of alleles in the stable population. Alone or in concert, frequent disturbance, high rates of movement, and low habitat quality make it more likely that connectivity-mediated fixation will promote fixation of harmful alleles and reduce fixation of beneficial alleles.« less

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.

Integrodifference equations in patchy landscapes : II: population level consequences.

PubMed

Musgrave, Jeffrey; Lutscher, Frithjof

2014-09-01

We analyze integrodifference equations (IDEs) in patchy landscapes. Movement is described by a dispersal kernel that arises from a random walk model with patch dependent diffusion, settling, and mortality rates, and it incorporates individual behavior at an interface between two patch types. Growth follows a simple Beverton-Holt growth or linear decay. We obtain explicit formulae for the critical domain-size problem, and we illustrate how different individual behavior at the boundary between two patch types affects this quantity. We also study persistence conditions on an infinite, periodic, patchy landscape. We observe that if the population can persist on the landscape, the spatial profile of the invasion evolves into a discontinuous traveling periodic wave that moves with constant speed. Assuming linear determinacy, we calculate the dispersion relation and illustrate how movement behavior affects invasion speed. Numerical simulations justify our approach by showing a close correspondence between the spread rate obtained from the dispersion relation and from numerical simulations.

Response of bed surface patchiness to reductions in sediment supply

NASA Astrophysics Data System (ADS)

Nelson, Peter A.; Venditti, Jeremy G.; Dietrich, William E.; Kirchner, James W.; Ikeda, Hiroshi; Iseya, Fujiko; Sklar, Leonard S.

2009-06-01

River beds are often arranged into patches of similar grain size and sorting. Patches can be distinguished into "free patches," which are zones of sorted material that move freely, such as bed load sheets; "forced patches," which are areas of sorting forced by topographic controls; and "fixed patches" of bed material rendered immobile through localized coarsening that remain fairly persistent through time. Two sets of flume experiments (one using bimodal, sand-rich sediment and the other using unimodal, sand-free sediment) are used to explore how fixed and free patches respond to stepwise reductions in sediment supply. At high sediment supply, migrating bed load sheets formed even in unimodal, sand-free sediment, yet grain interactions visibly played a central role in their formation. In both sets of experiments, reductions in supply led to the development of fixed coarse patches, which expanded at the expense of finer, more mobile patches, narrowing the zone of active bed load transport and leading to the eventual disappearance of migrating bed load sheets. Reductions in sediment supply decreased the migration rate of bed load sheets and increased the spacing between successive sheets. One-dimensional morphodynamic models of river channel beds generally are not designed to capture the observed variability, but should be capable of capturing the time-averaged character of the channel. When applied to our experiments, a 1-D morphodynamic model (RTe-bookAgDegNormGravMixPW.xls) predicted the bed load flux well, but overpredicted slope changes and was unable to predict the substantial variability in bed load flux (and load grain size) because of the migration of mobile patches. Our results suggest that (1) the distribution of free and fixed patches is primarily a function of sediment supply, (2) the dynamics of bed load sheets are primarily scaled by sediment supply, (3) channels with reduced sediment supply may inherently be unable to transport sediment uniformly across their width, and (4) cross-stream variability in shear stress and grain size can produce potentially large errors in width-averaged sediment flux calculations.

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.

Stochastic Model of Vesicular Sorting in Cellular Organelles

NASA Astrophysics Data System (ADS)

Vagne, Quentin; Sens, Pierre

2018-02-01

The proper sorting of membrane components by regulated exchange between cellular organelles is crucial to intracellular organization. This process relies on the budding and fusion of transport vesicles, and should be strongly influenced by stochastic fluctuations, considering the relatively small size of many organelles. We identify the perfect sorting of two membrane components initially mixed in a single compartment as a first passage process, and we show that the mean sorting time exhibits two distinct regimes as a function of the ratio of vesicle fusion to budding rates. Low ratio values lead to fast sorting but result in a broad size distribution of sorted compartments dominated by small entities. High ratio values result in two well-defined sorted compartments but sorting is exponentially slow. Our results suggest an optimal balance between vesicle budding and fusion for the rapid and efficient sorting of membrane components and highlight the importance of stochastic effects for the steady-state organization of intracellular compartments.

Stochastic effects in a discretized kinetic model of economic exchange

NASA Astrophysics Data System (ADS)

Bertotti, M. L.; Chattopadhyay, A. K.; Modanese, G.

2017-04-01

Linear stochastic models and discretized kinetic theory are two complementary analytical techniques used for the investigation of complex systems of economic interactions. The former employ Langevin equations, with an emphasis on stock trade; the latter is based on systems of ordinary differential equations and is better suited for the description of binary interactions, taxation and welfare redistribution. We propose a new framework which establishes a connection between the two approaches by introducing random fluctuations into the kinetic model based on Langevin and Fokker-Planck formalisms. Numerical simulations of the resulting model indicate positive correlations between the Gini index and the total wealth, that suggest a growing inequality with increasing income. Further analysis shows, in the presence of a conserved total wealth, a simultaneous decrease in inequality as social mobility increases, in conformity with economic data.

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

PubMed

Liu, Meng; Wang, Ke

2010-12-07

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

Comparison of hemostatic properties between collagen and synthetic buttress materials used in staple line reinforcement in a swine splenic hemorrhage model.

PubMed

Spector, David; Perry, Zvi; Konobeck, Tracy; Mooradian, Daniel; Shikora, Scott

2011-04-01

The use of staplers in gastrointestinal surgery is widespread, especially in advanced laparoscopic procedures. Staple line reinforcement with a buttress reduces bleeding and associated complications through a combination of factors. The intrinsic hemostatic properties of buttress materials have not been examined. This study examined the intrinsic hemostatic properties of two different types of material used in buttressing in an accepted hemostasis model that does not involve stapling or its effects by compression. An acellular collagen buttress (Veritas) and a synthetic polymer buttress (Duet) were compared to two commonly used hemostatic agents, Syvek and Surgicel, with gauze as control. In a swine capsular stripping hemostasis model, a 1 × 1 cm section of spleen capsule was removed and used as a source of bleeding, with one patch of material tested per bleeding site. A total of 51 wounds were created in five pigs (each patch n = 10, control n = 11). Hemostatic efficacy was assessed by quantitating the number of applications and total time needed for bleeding to stop. The mean time needed for hemostasis for Syvek and Veritas patches was significantly less than gauze, Duet and Surgicel (4.02, 4.51 vs. 8.97, 9.22, and 10.30 min respectively; p < 0.05). The Syvek and Veritas patches required significantly fewer applications than gauze, Duet™ and Surgicel (1.7, 2.2 vs. 4.1, 4.6, and 4.9 respectively; p < 0.01). The intrinsic hemostatic properties of different buttressing materials vary widely. In this study, a collagen buttress was significantly better at promoting hemostasis than the synthetic buttress material in a nonstapling model. This could be another factor to consider when choosing a buttress for staple line reinforcement.

Patch-based Convolutional Neural Network for Whole Slide Tissue Image Classification

PubMed Central

Hou, Le; Samaras, Dimitris; Kurc, Tahsin M.; Gao, Yi; Davis, James E.; Saltz, Joel H.

2016-01-01

Convolutional Neural Networks (CNN) are state-of-the-art models for many image classification tasks. However, to recognize cancer subtypes automatically, training a CNN on gigapixel resolution Whole Slide Tissue Images (WSI) is currently computationally impossible. The differentiation of cancer subtypes is based on cellular-level visual features observed on image patch scale. Therefore, we argue that in this situation, training a patch-level classifier on image patches will perform better than or similar to an image-level classifier. The challenge becomes how to intelligently combine patch-level classification results and model the fact that not all patches will be discriminative. We propose to train a decision fusion model to aggregate patch-level predictions given by patch-level CNNs, which to the best of our knowledge has not been shown before. Furthermore, we formulate a novel Expectation-Maximization (EM) based method that automatically locates discriminative patches robustly by utilizing the spatial relationships of patches. We apply our method to the classification of glioma and non-small-cell lung carcinoma cases into subtypes. The classification accuracy of our method is similar to the inter-observer agreement between pathologists. Although it is impossible to train CNNs on WSIs, we experimentally demonstrate using a comparable non-cancer dataset of smaller images that a patch-based CNN can outperform an image-based CNN. PMID:27795661

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.

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

NASA Astrophysics Data System (ADS)

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

2017-09-01

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

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).

Predicting nucleic acid binding interfaces from structural models of proteins

PubMed Central

Dror, Iris; Shazman, Shula; Mukherjee, Srayanta; Zhang, Yang; Glaser, Fabian; Mandel-Gutfreund, Yael

2011-01-01

The function of DNA- and RNA-binding proteins can be inferred from the characterization and accurate prediction of their binding interfaces. However the main pitfall of various structure-based methods for predicting nucleic acid binding function is that they are all limited to a relatively small number of proteins for which high-resolution three dimensional structures are available. In this study, we developed a pipeline for extracting functional electrostatic patches from surfaces of protein structural models, obtained using the I-TASSER protein structure predictor. The largest positive patches are extracted from the protein surface using the patchfinder algorithm. We show that functional electrostatic patches extracted from an ensemble of structural models highly overlap the patches extracted from high-resolution structures. Furthermore, by testing our pipeline on a set of 55 known nucleic acid binding proteins for which I-TASSER produces high-quality models, we show that the method accurately identifies the nucleic acids binding interface on structural models of proteins. Employing a combined patch approach we show that patches extracted from an ensemble of models better predicts the real nucleic acid binding interfaces compared to patches extracted from independent models. Overall, these results suggest that combining information from a collection of low-resolution structural models could be a valuable approach for functional annotation. We suggest that our method will be further applicable for predicting other functional surfaces of proteins with unknown structure. PMID:22086767

Is a larger refuge always better? Dispersal and dose in pesticide resistance evolution.

PubMed

Takahashi, Daisuke; Yamanaka, Takehiko; Sudo, Masaaki; Andow, David A

2017-06-01

The evolution of resistance against pesticides is an important problem of modern agriculture. The high-dose/refuge strategy, which divides the landscape into treated and nontreated (refuge) patches, has proven effective at delaying resistance evolution. However, theoretical understanding is still incomplete, especially for combinations of limited dispersal and partially recessive resistance. We reformulate a two-patch model based on the Comins model and derive a simple quadratic approximation to analyze the effects of limited dispersal, refuge size, and dominance for high efficacy treatments on the rate of evolution. When a small but substantial number of heterozygotes can survive in the treated patch, a larger refuge always reduces the rate of resistance evolution. However, when dominance is small enough, the evolutionary dynamics in the refuge population, which is indirectly driven by migrants from the treated patch, mainly describes the resistance evolution in the landscape. In this case, for small refuges, increasing the refuge size will increase the rate of resistance evolution. Our analysis distils major driving forces from the model, and can provide a framework for understanding directional selection in source-sink environments. © 2017 The Author(s). Evolution published by Wiley Periodicals, Inc. on behalf of The Society for the Study of Evolution.

Revisiting node-based SIR models in complex networks with degree correlations

NASA Astrophysics Data System (ADS)

Wang, Yi; Cao, Jinde; Alofi, Abdulaziz; AL-Mazrooei, Abdullah; Elaiw, Ahmed

2015-11-01

In this paper, we consider two growing networks which will lead to the degree-degree correlations between two nearest neighbors in the network. When the network grows to some certain size, we introduce an SIR-like disease such as pandemic influenza H1N1/09 to the population. Due to its rapid spread, the population size changes slowly, and thus the disease spreads on correlated networks with approximately fixed size. To predict the disease evolution on correlated networks, we first review two node-based SIR models incorporating degree correlations and an edge-based SIR model without considering degree correlation, and then compare the predictions of these models with stochastic SIR simulations, respectively. We find that the edge-based model, even without considering degree correlations, agrees much better than the node-based models incorporating degree correlations with stochastic SIR simulations in many respects. Moreover, simulation results show that for networks with positive correlation, the edge-based model provides a better upper bound of the cumulative incidence than the node-based SIR models, whereas for networks with negative correlation, it provides a lower bound of the cumulative incidence.

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

NASA Astrophysics Data System (ADS)

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

2017-03-01

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

Metapopulation Dynamics of the Mistletoe and Its Host in Savanna Areas with Different Fire Occurrence

PubMed Central

Teodoro, Grazielle Sales; van den Berg, Eduardo; Arruda, Rafael

2013-01-01

Mistletoes are aerial hemiparasitic plants which occupy patches of favorable habitat (host trees) surrounded by unfavorable habitat and may be possibly modeled as a metapopulation. A metapopulation is defined as a subdivided population that persists due to the balance between colonization and extinction in discrete habitat patches. Our aim was to evaluate the dynamics of the mistletoe Psittacanthus robustus and its host Vochysia thyrsoidea in three Brazilian savanna areas using a metapopulation approach. We also evaluated how the differences in terms of fire occurrence affected the dynamic of those populations (two areas burned during the study and one was fire protected). We monitored the populations at six-month intervals. P. robustus population structure and dynamics met the expected criteria for a metapopulation: i) the suitable habitats for the mistletoe occur in discrete patches; (ii) local populations went extinct during the study and (iii) colonization of previously non-occupied patches occurred. The ratio of occupied patches decreased in all areas with time. Local mistletoe populations went extinct due to two different causes: patch extinction in area with no fire and fire killing in the burned areas. In a burned area, the largest decrease of occupied patch ratios occurred due to a fire event that killed the parasites without, however, killing the host trees. The greatest mortality of V. thyrsoidea occurred in the area without fire. In this area, all the dead trees supported mistletoe individuals and no mortality was observed for parasite-free trees. Because P. robustus is a fire sensitive species and V. thyrsoidea is fire tolerant, P. robustus seems to increase host mortality, but its effect is lessened by periodic burning that reduces the parasite loads. PMID:23776554

Nicotine patches and quitline counseling to help hospitalized smokers stay quit: study protocol for a randomized controlled trial.

PubMed

Cummins, Sharon; Zhu, Shu-Hong; Gamst, Anthony; Kirby, Carrie; Brandstein, Kendra; Klonoff-Cohen, Hillary; Chaplin, Edward; Morris, Timothy; Seymann, Gregory; Lee, Joshua

2012-08-01

Hospitalized smokers often quit smoking, voluntarily or involuntarily; most relapse soon after discharge. Extended follow-up counseling can help prevent relapse. However, it is difficult for hospitals to provide follow-up and smokers rarely leave the hospital with quitting aids (for example, nicotine patches). This study aims to test a practical model in which hospitals work with a state cessation quitline. Hospital staff briefly intervene with smokers at bedside and refer them to the quitline. Depending on assigned condition, smokers may receive nicotine patches at discharge or extended quitline telephone counseling post-discharge. This project establishes a practical model that lends itself to broader dissemination, while testing the effectiveness of the interventions in a rigorous randomized trial. This randomized clinical trial (N = 1,640) tests the effect of two interventions on long-term quit rates of hospitalized smokers in a 2 x 2 factorial design. The interventions are (1) nicotine patches (eight-week, step down program) dispensed at discharge and (2) proactive telephone counseling provided by the state quitline after discharge. Subjects are randomly assigned into: usual care, nicotine patches, telephone counseling, or both patches and counseling. It is hypothesized that patches and counseling have independent effects and their combined effect is greater than either alone. The primary outcome measure is thirty-day abstinence at six months; a secondary outcome is biochemically validated smoking status. Cost-effectiveness analysis is conducted to compare each intervention condition (patch alone, counseling alone, and combined interventions) against the usual care condition. Further, this study examines whether smokers' medical diagnosis is a moderator of treatment effect. Generalized linear (binomial) mixed models will be used to study the effect of treatment on abstinence rates. Clustering is accounted for with hospital-specific random effects. If this model is effective, quitlines across the U.S. could work with interested hospitals to set up similar systems. Hospital accreditation standards related to tobacco cessation performance measures require follow-up after discharge and provide additional incentive for hospitals to work with quitlines. The ubiquity of quitlines, combined with the consistency of quitline counseling delivery as centralized state operations, make this partnership attractive. Smoking cessation in hospitalized smokers NCT01289275. Date of registration February 1, 2011; date of first patient August 3, 2011.

Saliency Detection for Stereoscopic 3D Images in the Quaternion Frequency Domain

NASA Astrophysics Data System (ADS)

Cai, Xingyu; Zhou, Wujie; Cen, Gang; Qiu, Weiwei

2018-06-01

Recent studies have shown that a remarkable distinction exists between human binocular and monocular viewing behaviors. Compared with two-dimensional (2D) saliency detection models, stereoscopic three-dimensional (S3D) image saliency detection is a more challenging task. In this paper, we propose a saliency detection model for S3D images. The final saliency map of this model is constructed from the local quaternion Fourier transform (QFT) sparse feature and global QFT log-Gabor feature. More specifically, the local QFT feature measures the saliency map of an S3D image by analyzing the location of a similar patch. The similar patch is chosen using a sparse representation method. The global saliency map is generated by applying the wake edge-enhanced gradient QFT map through a band-pass filter. The results of experiments on two public datasets show that the proposed model outperforms existing computational saliency models for estimating S3D image saliency.

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

PubMed

Gao, Qing; Feng, Gang; Xi, Zhiyu; Wang, Yong; Qiu, Jianbin

2014-09-01

In this paper, a novel dynamic sliding mode control scheme is proposed for a class of uncertain stochastic nonlinear time-delay systems represented by Takagi-Sugeno fuzzy models. The key advantage of the proposed scheme is that two very restrictive assumptions in most existing sliding mode control approaches for stochastic fuzzy systems have been removed. It is shown that the closed-loop control system trajectories can be driven onto the sliding surface in finite time almost certainly. It is also shown that the stochastic stability of the resulting sliding motion can be guaranteed in terms of linear matrix inequalities; moreover, the sliding-mode controller can be obtained simultaneously. Simulation results illustrating the advantages and effectiveness of the proposed approaches are also provided.

On two mathematical problems of canonical quantization. IV

NASA Astrophysics Data System (ADS)

Kirillov, A. I.

1992-11-01

A method for solving the problem of reconstructing a measure beginning with its logarithmic derivative is presented. The method completes that of solving the stochastic differential equation via Dirichlet forms proposed by S. Albeverio and M. Rockner. As a result one obtains the mathematical apparatus for the stochastic quantization. The apparatus is applied to prove the existence of the Feynman-Kac measure of the sine-Gordon and λφ2n/(1 + K2φ2n)-models. A synthesis of both mathematical problems of canonical quantization is obtained in the form of a second-order martingale problem for vacuum noise. It is shown that in stochastic mechanics the martingale problem is an analog of Newton's second law and enables us to find the Nelson's stochastic trajectories without determining the wave functions.

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

PubMed

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

2008-08-01

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

Gompertzian stochastic model with delay effect to cervical cancer growth

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

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

2015-02-03

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

Limiting similarity of competitive species and demographic stochasticity

NASA Astrophysics Data System (ADS)

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

2017-04-01

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

Numerical study of a stochastic particle algorithm solving a multidimensional population balance model for high shear granulation

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

Braumann, Andreas; Kraft, Markus, E-mail: mk306@cam.ac.u; Wagner, Wolfgang

2010-10-01

This paper is concerned with computational aspects of a multidimensional population balance model of a wet granulation process. Wet granulation is a manufacturing method to form composite particles, granules, from small particles and binders. A detailed numerical study of a stochastic particle algorithm for the solution of a five-dimensional population balance model for wet granulation is presented. Each particle consists of two types of solids (containing pores) and of external and internal liquid (located in the pores). Several transformations of particles are considered, including coalescence, compaction and breakage. A convergence study is performed with respect to the parameter that determinesmore » the number of numerical particles. Averaged properties of the system are computed. In addition, the ensemble is subdivided into practically relevant size classes and analysed with respect to the amount of mass and the particle porosity in each class. These results illustrate the importance of the multidimensional approach. Finally, the kinetic equation corresponding to the stochastic model is discussed.« less

Optimization Testbed Cometboards Extended into Stochastic Domain

NASA Technical Reports Server (NTRS)

Patnaik, Surya N.; Pai, Shantaram S.; Coroneos, Rula M.; Patnaik, Surya N.

2010-01-01

COMparative Evaluation Testbed of Optimization and Analysis Routines for the Design of Structures (CometBoards) is a multidisciplinary design optimization software. It was originally developed for deterministic calculation. It has now been extended into the stochastic domain for structural design problems. For deterministic problems, CometBoards is introduced through its subproblem solution strategy as well as the approximation concept in optimization. In the stochastic domain, a design is formulated as a function of the risk or reliability. Optimum solution including the weight of a structure, is also obtained as a function of reliability. Weight versus reliability traced out an inverted-S-shaped graph. The center of the graph corresponded to 50 percent probability of success, or one failure in two samples. A heavy design with weight approaching infinity could be produced for a near-zero rate of failure that corresponded to unity for reliability. Weight can be reduced to a small value for the most failure-prone design with a compromised reliability approaching zero. The stochastic design optimization (SDO) capability for an industrial problem was obtained by combining three codes: MSC/Nastran code was the deterministic analysis tool, fast probabilistic integrator, or the FPI module of the NESSUS software, was the probabilistic calculator, and CometBoards became the optimizer. The SDO capability requires a finite element structural model, a material model, a load model, and a design model. The stochastic optimization concept is illustrated considering an academic example and a real-life airframe component made of metallic and composite materials.

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

PubMed Central

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

2016-01-01

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

Stochastic dynamics and mechanosensitivity of myosin II minifilaments

NASA Astrophysics Data System (ADS)

Albert, Philipp J.; Erdmann, Thorsten; Schwarz, Ulrich S.

2014-09-01

Tissue cells are in a state of permanent mechanical tension that is maintained mainly by myosin II minifilaments, which are bipolar assemblies of tens of myosin II molecular motors contracting actin networks and bundles. Here we introduce a stochastic model for myosin II minifilaments as two small myosin II motor ensembles engaging in a stochastic tug-of-war. Each of the two ensembles is described by the parallel cluster model that allows us to use exact stochastic simulations and at the same time to keep important molecular details of the myosin II cross-bridge cycle. Our simulation and analytical results reveal a strong dependence of myosin II minifilament dynamics on environmental stiffness that is reminiscent of the cellular response to substrate stiffness. For small stiffness, minifilaments form transient crosslinks exerting short spikes of force with negligible mean. For large stiffness, minifilaments form near permanent crosslinks exerting a mean force which hardly depends on environmental elasticity. This functional switch arises because dissociation after the power stroke is suppressed by force (catch bonding) and because ensembles can no longer perform the power stroke at large forces. Symmetric myosin II minifilaments perform a random walk with an effective diffusion constant which decreases with increasing ensemble size, as demonstrated for rigid substrates with an analytical treatment.

Climate change threatens polar bear populations: a stochastic demographic analysis.

PubMed

Hunter, Christine M; Caswell, Hal; Runge, Michael C; Regehr, Eric V; Amstrup, Steve C; Stirling, Ian

2010-10-01

The polar bear (Ursus maritimus) depends on sea ice for feeding, breeding, and movement. Significant reductions in Arctic sea ice are forecast to continue because of climate warming. We evaluated the impacts of climate change on polar bears in the southern Beaufort Sea by means of a demographic analysis, combining deterministic, stochastic, environment-dependent matrix population models with forecasts of future sea ice conditions from IPCC general circulation models (GCMs). The matrix population models classified individuals by age and breeding status; mothers and dependent cubs were treated as units. Parameter estimates were obtained from a capture-recapture study conducted from 2001 to 2006. Candidate statistical models allowed vital rates to vary with time and as functions of a sea ice covariate. Model averaging was used to produce the vital rate estimates, and a parametric bootstrap procedure was used to quantify model selection and parameter estimation uncertainty. Deterministic models projected population growth in years with more extensive ice coverage (2001-2003) and population decline in years with less ice coverage (2004-2005). LTRE (life table response experiment) analysis showed that the reduction in lambda in years with low sea ice was due primarily to reduced adult female survival, and secondarily to reduced breeding. A stochastic model with two environmental states, good and poor sea ice conditions, projected a declining stochastic growth rate, log lambdas, as the frequency of poor ice years increased. The observed frequency of poor ice years since 1979 would imply log lambdas approximately - 0.01, which agrees with available (albeit crude) observations of population size. The stochastic model was linked to a set of 10 GCMs compiled by the IPCC; the models were chosen for their ability to reproduce historical observations of sea ice and were forced with "business as usual" (A1B) greenhouse gas emissions. The resulting stochastic population projections showed drastic declines in the polar bear population by the end of the 21st century. These projections were instrumental in the decision to list the polar bear as a threatened species under the U.S. Endangered Species Act.

Climate change threatens polar bear populations: A stochastic demographic analysis

USGS Publications Warehouse

Hunter, C.M.; Caswell, H.; Runge, M.C.; Regehr, E.V.; Amstrup, Steven C.; Stirling, I.

2010-01-01

The polar bear (Ursus maritimus) depends on sea ice for feeding, breeding, and movement. Significant reductions in Arctic sea ice are forecast to continue because of climate warming. We evaluated the impacts of climate change on polar bears in the southern Beaufort Sea by means of a demographic analysis, combining deterministic, stochastic, environment-dependent matrix population models with forecasts of future sea ice conditions from IPCC general circulation models (GCMs). The matrix population models classified individuals by age and breeding status; mothers and dependent cubs were treated as units. Parameter estimates were obtained from a capture-recapture study conducted from 2001 to 2006. Candidate statistical models allowed vital rates to vary with time and as functions of a sea ice covariate. Model averaging was used to produce the vital rate estimates, and a parametric bootstrap procedure was used to quantify model selection and parameter estimation uncertainty. Deterministic models projected population growth in years with more extensive ice coverage (2001-2003) and population decline in years with less ice coverage (2004-2005). LTRE (life table response experiment) analysis showed that the reduction in ?? in years with low sea ice was due primarily to reduced adult female survival, and secondarily to reduced breeding. A stochastic model with two environmental states, good and poor sea ice conditions, projected a declining stochastic growth rate, log ??s, as the frequency of poor ice years increased. The observed frequency of poor ice years since 1979 would imply log ??s ' - 0.01, which agrees with available (albeit crude) observations of population size. The stochastic model was linked to a set of 10 GCMs compiled by the IPCC; the models were chosen for their ability to reproduce historical observations of sea ice and were forced with "business as usual" (A1B) greenhouse gas emissions. The resulting stochastic population projections showed drastic declines in the polar bear population by the end of the 21st century. These projections were instrumental in the decision to list the polar bear as a threatened species under the U.S. Endangered Species Act. ?? 2010 by the Ecological Society of America.

Patch-based models and algorithms for image processing: a review of the basic principles and methods, and their application in computed tomography.

PubMed

Karimi, Davood; Ward, Rabab K

2016-10-01

Image models are central to all image processing tasks. The great advancements in digital image processing would not have been made possible without powerful models which, themselves, have evolved over time. In the past decade, "patch-based" models have emerged as one of the most effective models for natural images. Patch-based methods have outperformed other competing methods in many image processing tasks. These developments have come at a time when greater availability of powerful computational resources and growing concerns over the health risks of the ionizing radiation encourage research on image processing algorithms for computed tomography (CT). The goal of this paper is to explain the principles of patch-based methods and to review some of their recent applications in CT. We first review the central concepts in patch-based image processing and explain some of the state-of-the-art algorithms, with a focus on aspects that are more relevant to CT. Then, we review some of the recent application of patch-based methods in CT. Patch-based methods have already transformed the field of image processing, leading to state-of-the-art results in many applications. More recently, several studies have proposed patch-based algorithms for various image processing tasks in CT, from denoising and restoration to iterative reconstruction. Although these studies have reported good results, the true potential of patch-based methods for CT has not been yet appreciated. Patch-based methods can play a central role in image reconstruction and processing for CT. They have the potential to lead to substantial improvements in the current state of the art.

Stochastic simulation of reaction-diffusion systems: A fluctuating-hydrodynamics approach

NASA Astrophysics Data System (ADS)

Kim, Changho; Nonaka, Andy; Bell, John B.; Garcia, Alejandro L.; Donev, Aleksandar

2017-03-01

We develop numerical methods for stochastic reaction-diffusion systems based on approaches used for fluctuating hydrodynamics (FHD). For hydrodynamic systems, the FHD formulation is formally described by stochastic partial differential equations (SPDEs). In the reaction-diffusion systems we consider, our model becomes similar to the reaction-diffusion master equation (RDME) description when our SPDEs are spatially discretized and reactions are modeled as a source term having Poisson fluctuations. However, unlike the RDME, which becomes prohibitively expensive for an increasing number of molecules, our FHD-based description naturally extends from the regime where fluctuations are strong, i.e., each mesoscopic cell has few (reactive) molecules, to regimes with moderate or weak fluctuations, and ultimately to the deterministic limit. By treating diffusion implicitly, we avoid the severe restriction on time step size that limits all methods based on explicit treatments of diffusion and construct numerical methods that are more efficient than RDME methods, without compromising accuracy. Guided by an analysis of the accuracy of the distribution of steady-state fluctuations for the linearized reaction-diffusion model, we construct several two-stage (predictor-corrector) schemes, where diffusion is treated using a stochastic Crank-Nicolson method, and reactions are handled by the stochastic simulation algorithm of Gillespie or a weakly second-order tau leaping method. We find that an implicit midpoint tau leaping scheme attains second-order weak accuracy in the linearized setting and gives an accurate and stable structure factor for a time step size of an order of magnitude larger than the hopping time scale of diffusing molecules. We study the numerical accuracy of our methods for the Schlögl reaction-diffusion model both in and out of thermodynamic equilibrium. We demonstrate and quantify the importance of thermodynamic fluctuations to the formation of a two-dimensional Turing-like pattern and examine the effect of fluctuations on three-dimensional chemical front propagation. By comparing stochastic simulations to deterministic reaction-diffusion simulations, we show that fluctuations accelerate pattern formation in spatially homogeneous systems and lead to a qualitatively different disordered pattern behind a traveling wave.

Stochastic simulation of reaction-diffusion systems: A fluctuating-hydrodynamics approach

DOE PAGES

Kim, Changho; Nonaka, Andy; Bell, John B.; ...

2017-03-24

Here, we develop numerical methods for stochastic reaction-diffusion systems based on approaches used for fluctuating hydrodynamics (FHD). For hydrodynamic systems, the FHD formulation is formally described by stochastic partial differential equations (SPDEs). In the reaction-diffusion systems we consider, our model becomes similar to the reaction-diffusion master equation (RDME) description when our SPDEs are spatially discretized and reactions are modeled as a source term having Poisson fluctuations. However, unlike the RDME, which becomes prohibitively expensive for an increasing number of molecules, our FHD-based description naturally extends from the regime where fluctuations are strong, i.e., each mesoscopic cell has few (reactive) molecules,more » to regimes with moderate or weak fluctuations, and ultimately to the deterministic limit. By treating diffusion implicitly, we avoid the severe restriction on time step size that limits all methods based on explicit treatments of diffusion and construct numerical methods that are more efficient than RDME methods, without compromising accuracy. Guided by an analysis of the accuracy of the distribution of steady-state fluctuations for the linearized reaction-diffusion model, we construct several two-stage (predictor-corrector) schemes, where diffusion is treated using a stochastic Crank-Nicolson method, and reactions are handled by the stochastic simulation algorithm of Gillespie or a weakly second-order tau leaping method. We find that an implicit midpoint tau leaping scheme attains second-order weak accuracy in the linearized setting and gives an accurate and stable structure factor for a time step size of an order of magnitude larger than the hopping time scale of diffusing molecules. We study the numerical accuracy of our methods for the Schlögl reaction-diffusion model both in and out of thermodynamic equilibrium. We demonstrate and quantify the importance of thermodynamic fluctuations to the formation of a two-dimensional Turing-like pattern and examine the effect of fluctuations on three-dimensional chemical front propagation. Furthermore, by comparing stochastic simulations to deterministic reaction-diffusion simulations, we show that fluctuations accelerate pattern formation in spatially homogeneous systems and lead to a qualitatively different disordered pattern behind a traveling wave.« less

Bringing consistency to simulation of population models--Poisson simulation as a bridge between micro and macro simulation.

PubMed

Gustafsson, Leif; Sternad, Mikael

2007-10-01

Population models concern collections of discrete entities such as atoms, cells, humans, animals, etc., where the focus is on the number of entities in a population. Because of the complexity of such models, simulation is usually needed to reproduce their complete dynamic and stochastic behaviour. Two main types of simulation models are used for different purposes, namely micro-simulation models, where each individual is described with its particular attributes and behaviour, and macro-simulation models based on stochastic differential equations, where the population is described in aggregated terms by the number of individuals in different states. Consistency between micro- and macro-models is a crucial but often neglected aspect. This paper demonstrates how the Poisson Simulation technique can be used to produce a population macro-model consistent with the corresponding micro-model. This is accomplished by defining Poisson Simulation in strictly mathematical terms as a series of Poisson processes that generate sequences of Poisson distributions with dynamically varying parameters. The method can be applied to any population model. It provides the unique stochastic and dynamic macro-model consistent with a correct micro-model. The paper also presents a general macro form for stochastic and dynamic population models. In an appendix Poisson Simulation is compared with Markov Simulation showing a number of advantages. Especially aggregation into state variables and aggregation of many events per time-step makes Poisson Simulation orders of magnitude faster than Markov Simulation. Furthermore, you can build and execute much larger and more complicated models with Poisson Simulation than is possible with the Markov approach.

Dynamics of skimming flow in the wake of a vegetation patch

NASA Astrophysics Data System (ADS)

Mayaud, Jerome R.; Wiggs, Giles F. S.; Bailey, Richard M.

2016-09-01

Dryland vegetation is often spatially patchy, and so affects wind flow in complex ways. Theoretical models and wind tunnel testing have shown that skimming flow develops above vegetation patches at high plant densities, resulting in little or no wind erosion in these zones. Understanding the dynamics of skimming flow is therefore important for predicting sediment transport and bedform development in dryland areas. However, no field-based data are available describing turbulent airflow dynamics in the wake of vegetation patches. In this study, turbulent wind flow was examined using high-frequency (10 Hz) sonic anemometry at four measurement heights (0.30 m, 0.55 m, 1.10 m and 1.65 m) along a transect in the lee of an extensive patch of shrubs (z = 1.10 m height) in Namibia. Spatial variations in mean wind velocity, horizontal Reynolds stresses and coherent turbulent structures were analysed. We found that wind velocity in the wake of the patch effectively recovered over ∼12 patch heights (h) downwind, which is 2-5 h longer than previously reported recovery lengths for individual vegetation elements and two-dimensional wind fences. This longer recovery can be attributed to a lack of flow moving around the obstacle in the patch case. The step-change in roughness between the patch canopy and the bare surface in its wake resulted in an initial peak in resultant horizontal shear stress (τr) followed by significant decrease downwind. In contrast to τr , horizontal normal Reynolds stress (u‧2 ‾) progressively increased along the patch wake. A separation of the upper shear layer at the leeside edge of the patch was observed, and a convergence of τr curves implies the formation of a constant stress layer by ∼20 h downwind. The use of τr at multiple heights is found to be a useful tool for identifying flow equilibration in complex aerodynamic regimes. Quadrant analysis revealed elevated frequencies of Q2 (ejection) and Q4 (sweep) events in the immediate lee of the patch, which contributed to the observed high levels of shear stress. The increasing downwind contribution of Q1 (outward interaction) events, which coincides with greater u‧2 ‾ and wind velocity, suggests that sediment transport potential increases with greater distance from the patch edge. Determining realistic, field-derived constraints on turbulent airflow dynamics in the wakes of vegetation patches is crucial for accurately parameterising sediment transport potential in larger-scale dryland landscape models. This will help to improve our understanding of how semi-vegetated desert surfaces might react to future environmental and anthropogenic stresses.

From Lévy to Brownian: a computational model based on biological fluctuation.

PubMed

Nurzaman, Surya G; Matsumoto, Yoshio; Nakamura, Yutaka; Shirai, Kazumichi; Koizumi, Satoshi; Ishiguro, Hiroshi

2011-02-03

Theoretical studies predict that Lévy walks maximizes the chance of encountering randomly distributed targets with a low density, but Brownian walks is favorable inside a patch of targets with high density. Recently, experimental data reports that some animals indeed show a Lévy and Brownian walk movement patterns when forage for foods in areas with low and high density. This paper presents a simple, Gaussian-noise utilizing computational model that can realize such behavior. We extend Lévy walks model of one of the simplest creature, Escherichia coli, based on biological fluctuation framework. We build a simulation of a simple, generic animal to observe whether Lévy or Brownian walks will be performed properly depends on the target density, and investigate the emergent behavior in a commonly faced patchy environment where the density alternates. Based on the model, animal behavior of choosing Lévy or Brownian walk movement patterns based on the target density is able to be generated, without changing the essence of the stochastic property in Escherichia coli physiological mechanism as explained by related researches. The emergent behavior and its benefits in a patchy environment are also discussed. The model provides a framework for further investigation on the role of internal noise in realizing adaptive and efficient foraging behavior.

Compact Ocean Models Enable Onboard AUV Autonomy and Decentralized Adaptive Sampling

DTIC Science & Technology

2013-09-30

NCOM) and a biochemical model which includes three nutrients, two phytoplankton groups (diatoms and small phytoplankton ), two groups of zooplankton...properties (chlorophyll-a and absorption due to phytoplankton ), the model was able to reproduce intensity and tendencies in surface and subsurface...following emergence, growth, and decay of phytoplankton bloom patches in Monterey Bay. REFERENCES ● Frolov, S., A. M. Baptista, Y. Zhang, C

Improved estimation of hydraulic conductivity by combining stochastically simulated hydrofacies with geophysical data.

PubMed

Zhu, Lin; Gong, Huili; Chen, Yun; Li, Xiaojuan; Chang, Xiang; Cui, Yijiao

2016-03-01

Hydraulic conductivity is a major parameter affecting the output accuracy of groundwater flow and transport models. The most commonly used semi-empirical formula for estimating conductivity is Kozeny-Carman equation. However, this method alone does not work well with heterogeneous strata. Two important parameters, grain size and porosity, often show spatial variations at different scales. This study proposes a method for estimating conductivity distributions by combining a stochastic hydrofacies model with geophysical methods. The Markov chain model with transition probability matrix was adopted to re-construct structures of hydrofacies for deriving spatial deposit information. The geophysical and hydro-chemical data were used to estimate the porosity distribution through the Archie's law. Results show that the stochastic simulated hydrofacies model reflects the sedimentary features with an average model accuracy of 78% in comparison with borehole log data in the Chaobai alluvial fan. The estimated conductivity is reasonable and of the same order of magnitude of the outcomes of the pumping tests. The conductivity distribution is consistent with the sedimentary distributions. This study provides more reliable spatial distributions of the hydraulic parameters for further numerical modeling.

Ecological invasion, roughened fronts, and a competitor's extreme advance: integrating stochastic spatial-growth models.

PubMed

O'Malley, Lauren; Korniss, G; Caraco, Thomas

2009-07-01

Both community ecology and conservation biology seek further understanding of factors governing the advance of an invasive species. We model biological invasion as an individual-based, stochastic process on a two-dimensional landscape. An ecologically superior invader and a resident species compete for space preemptively. Our general model includes the basic contact process and a variant of the Eden model as special cases. We employ the concept of a "roughened" front to quantify effects of discreteness and stochasticity on invasion; we emphasize the probability distribution of the front-runner's relative position. That is, we analyze the location of the most advanced invader as the extreme deviation about the front's mean position. We find that a class of models with different assumptions about neighborhood interactions exhibits universal characteristics. That is, key features of the invasion dynamics span a class of models, independently of locally detailed demographic rules. Our results integrate theories of invasive spatial growth and generate novel hypotheses linking habitat or landscape size (length of the invading front) to invasion velocity, and to the relative position of the most advanced invader.

Pharmacokinetic Modeling to Simulate the Concentration-Time Profiles After Dermal Application of Rivastigmine Patch.

PubMed

Nozaki, Sachiko; Yamaguchi, Masayuki; Lefèvre, Gilbert

2016-07-01

Rivastigmine is an inhibitor of acetylcholinesterases and butyrylcholinesterases for symptomatic treatment of Alzheimer disease and is available as oral and transdermal patch formulations. A dermal absorption pharmacokinetic (PK) model was developed to simulate the plasma concentration-time profile of rivastigmine to answer questions relative to the efficacy and safety risks after misuse of the patch (e.g., longer application than 24 h, multiple patches applied at the same time, and so forth). The model comprised 2 compartments which was a combination of mechanistic dermal absorption model and a basic 1-compartment model. The initial values for the model were determined based on the physicochemical characteristics of rivastigmine and PK parameters after intravenous administration. The model was fitted to the clinical PK profiles after single application of rivastigmine patch to obtain model parameters. The final model was validated by confirming that the simulated concentration-time curves and PK parameters (Cmax and area under the drug plasma concentration-time curve) conformed to the observed values and then was used to simulate the PK profiles of rivastigmine. This work demonstrated that the mechanistic dermal PK model fitted the clinical data well and was able to simulate the PK profile after patch misuse. Copyright © 2016 American Pharmacists Association®. Published by Elsevier Inc. All rights reserved.

Numerical methods on European option second order asymptotic expansions for multiscale stochastic volatility

NASA Astrophysics Data System (ADS)

Canhanga, Betuel; Ni, Ying; Rančić, Milica; Malyarenko, Anatoliy; Silvestrov, Sergei

2017-01-01

After Black-Scholes proposed a model for pricing European Options in 1973, Cox, Ross and Rubinstein in 1979, and Heston in 1993, showed that the constant volatility assumption made by Black-Scholes was one of the main reasons for the model to be unable to capture some market details. Instead of constant volatilities, they introduced stochastic volatilities to the asset dynamic modeling. In 2009, Christoffersen empirically showed "why multifactor stochastic volatility models work so well". Four years later, Chiarella and Ziveyi solved the model proposed by Christoffersen. They considered an underlying asset whose price is governed by two factor stochastic volatilities of mean reversion type. Applying Fourier transforms, Laplace transforms and the method of characteristics they presented a semi-analytical formula to compute an approximate price for American options. The huge calculation involved in the Chiarella and Ziveyi approach motivated the authors of this paper in 2014 to investigate another methodology to compute European Option prices on a Christoffersen type model. Using the first and second order asymptotic expansion method we presented a closed form solution for European option, and provided experimental and numerical studies on investigating the accuracy of the approximation formulae given by the first order asymptotic expansion. In the present paper we will perform experimental and numerical studies for the second order asymptotic expansion and compare the obtained results with results presented by Chiarella and Ziveyi.

Image super-resolution via sparse representation.

PubMed

Yang, Jianchao; Wright, John; Huang, Thomas S; Ma, Yi

2010-11-01

This paper presents a new approach to single-image super-resolution, based on sparse signal representation. Research on image statistics suggests that image patches can be well-represented as a sparse linear combination of elements from an appropriately chosen over-complete dictionary. Inspired by this observation, we seek a sparse representation for each patch of the low-resolution input, and then use the coefficients of this representation to generate the high-resolution output. Theoretical results from compressed sensing suggest that under mild conditions, the sparse representation can be correctly recovered from the downsampled signals. By jointly training two dictionaries for the low- and high-resolution image patches, we can enforce the similarity of sparse representations between the low resolution and high resolution image patch pair with respect to their own dictionaries. Therefore, the sparse representation of a low resolution image patch can be applied with the high resolution image patch dictionary to generate a high resolution image patch. The learned dictionary pair is a more compact representation of the patch pairs, compared to previous approaches, which simply sample a large amount of image patch pairs, reducing the computational cost substantially. The effectiveness of such a sparsity prior is demonstrated for both general image super-resolution and the special case of face hallucination. In both cases, our algorithm generates high-resolution images that are competitive or even superior in quality to images produced by other similar SR methods. In addition, the local sparse modeling of our approach is naturally robust to noise, and therefore the proposed algorithm can handle super-resolution with noisy inputs in a more unified framework.

A network-patch methodology for adapting agent-based models for directly transmitted disease to mosquito-borne disease.

PubMed

Manore, Carrie A; Hickmann, Kyle S; Hyman, James M; Foppa, Ivo M; Davis, Justin K; Wesson, Dawn M; Mores, Christopher N

2015-01-01

Mosquito-borne diseases cause significant public health burden and are widely re-emerging or emerging. Understanding, predicting, and mitigating the spread of mosquito-borne disease in diverse populations and geographies are ongoing modelling challenges. We propose a hybrid network-patch model for the spread of mosquito-borne pathogens that accounts for individual movement through mosquito habitats, extending the capabilities of existing agent-based models (ABMs) to include vector-borne diseases. The ABM are coupled with differential equations representing 'clouds' of mosquitoes in patches accounting for mosquito ecology. We adapted an ABM for humans using this method and investigated the importance of heterogeneity in pathogen spread, motivating the utility of models of individual behaviour. We observed that the final epidemic size is greater in patch models with a high risk patch frequently visited than in a homogeneous model. Our hybrid model quantifies the importance of the heterogeneity in the spread of mosquito-borne pathogens, guiding mitigation strategies.

Modelling the effects of seasonality and socioeconomic impact on the transmission of Rift Valley fever virus

USGS Publications Warehouse

Xiao, Yanyu; Beier, John C.; Cantrell, Robert Stephen; Cosner, Chris; DeAngelis, Donald L.; Ruan, Shigui

2015-01-01

Rift Valley fever (RVF) is an important mosquito-borne viral zoonosis in Africa and the Middle East that causes human deaths and significant economic losses due to huge incidences of death and abortion among infected livestock. Outbreaks of RVF are sporadic and associated with both seasonal and socioeconomic effects. Here we propose an almost periodic three-patch model to investigate the transmission dynamics of RVF virus (RVFV) among ruminants with spatial movements. Our findings indicate that, in Northeastern Africa, human activities, including those associated with the Eid al Adha feast, along with a combination of climatic factors such as rainfall level and hydrological variations, contribute to the transmission and dispersal of the disease pathogen. Moreover, sporadic outbreaks may occur when the two events occur together: 1) abundant livestock are recruited into areas at risk from RVF due to the demand for the religious festival and 2) abundant numbers of mosquitoes emerge. These two factors have been shown to have impacts on the severity of RVF outbreaks. Our numerical results present the transmission dynamics of the disease pathogen over both short and long periods of time, particularly during the festival time. Further, we investigate the impact on patterns of disease outbreaks in each patch brought by festival- and seasonal-driven factors, such as the number of livestock imported daily, the animal transportation speed from patch to patch, and the death rate induced by ceremonial sacrifices. In addition, our simulations show that when the time for festival preparation starts earlier than usual, the risk of massive disease outbreaks rises, particularly in patch 3 (the place where the religious ceremony will be held).

Virtual Ligand Screening Using PL-PatchSurfer2, a Molecular Surface-Based Protein-Ligand Docking Method.

PubMed

Shin, Woong-Hee; Kihara, Daisuke

2018-01-01

Virtual screening is a computational technique for predicting a potent binding compound for a receptor protein from a ligand library. It has been a widely used in the drug discovery field to reduce the efforts of medicinal chemists to find hit compounds by experiments.Here, we introduce our novel structure-based virtual screening program, PL-PatchSurfer, which uses molecular surface representation with the three-dimensional Zernike descriptors, which is an effective mathematical representation for identifying physicochemical complementarities between local surfaces of a target protein and a ligand. The advantage of the surface-patch description is its tolerance on a receptor and compound structure variation. PL-PatchSurfer2 achieves higher accuracy on apo form and computationally modeled receptor structures than conventional structure-based virtual screening programs. Thus, PL-PatchSurfer2 opens up an opportunity for targets that do not have their crystal structures. The program is provided as a stand-alone program at http://kiharalab.org/plps2 . We also provide files for two ligand libraries, ChEMBL and ZINC Drug-like.

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

PubMed Central

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

2006-01-01

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

Examination of the mechanism of action of two pre-quit pharmacotherapies for smoking cessation.

PubMed

Ferguson, Stuart G; Walters, Julia A E; Lu, Wenying; Wells, Gudrun P; Schüz, Natalie

2015-12-21

There is substantial scope for improvement in the current arsenal of smoking cessation methods and techniques: even when front-line cessation treatments are utilized, smokers are still more likely to fail than to succeed. Studies testing the incremental benefit of using nicotine patch for 1-4 weeks prior to quitting have shown pre-quit nicotine patch use produces a robust incremental improvement over standard post-quit patch treatment. The primary objective of the current study is to test the mechanism of action of two pre-quit smoking cessation medications-varenicline and nicotine patch-in order to learn how best to optimize these pre-quit treatments. The study is a three group, randomized, open-label controlled clinical trial. Participants (n = 216 interested quitters) will be randomized to receive standard patch treatment (10 weeks of patch starting from a designated quit day), pre-quit patch treatment (two weeks of patch treatment prior to a quit day, followed by 10 weeks post-quit treatment) or varenicline (starting two weeks prior to quit day followed by 10 weeks post-quit). Participants will use study-specific modified smart-phones to monitor their smoking, withdrawal symptoms, craving, mood and social situations in near real-time over four weeks; two weeks prior to an assigned quit date and two weeks after this date. Smoking and abstinence will be assessed at regular study visits and biochemically verified. Understanding how nicotine patches and varenicline influence abstinence may allow for better tailoring of these treatments to individual smokers. Australian New Zealand Clinical Trials Registry, ACTRN12614000329662 (Registered: 27 March 2014).

Sex in an uncertain world: environmental stochasticity helps restore competitive balance between sexually and asexually reproducing populations.

PubMed

Park, A W; Vandekerkhove, J; Michalakis, Y

2014-08-01

Like many organisms, individuals of the freshwater ostracod species Eucypris virens exhibit either obligate sexual or asexual reproductive modes. Both types of individual routinely co-occur, including in the same temporary freshwater pond (their natural habitat in which they undergo seasonal diapause). Given the well-known two-fold cost of sex, this begs the question of how sexually reproducing individuals are able to coexist with their asexual counterparts in spite of such overwhelming costs. Environmental stochasticity in the form of 'false dawn' inundations (where the first hydration is ephemeral and causes loss of early hatching individuals) may provide an advantage to the sexual subpopulation, which shows greater variation in hatching times following inundation. We explore the potential role of environmental stochasticity in this system using life-history data analysis, climate data, and matrix projection models. In the absence of environmental stochasticity, the population growth rate is significantly lower in sexual subpopulations. Climate data reveal that 'false dawn' inundations are common. Using matrix projection modelling with and without environmental stochasticity, we demonstrate that this phenomenon can restore appreciable balance to the system, in terms of population growth rates. This provides support for the role of environmental stochasticity in helping to explain the maintenance of sex and the occurrence of geographical parthenogenesis. © 2014 The Authors. Journal of Evolutionary Biology © 2014 European Society For Evolutionary Biology.

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

PubMed

Mino, Hiroyuki; Grill, Warren M

2002-06-01

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

The Sharma-Parthasarathy stochastic two-body problem

NASA Astrophysics Data System (ADS)

Cresson, J.; Pierret, F.; Puig, B.

2015-03-01

We study the Sharma-Parthasarathy stochastic two-body problem introduced by Sharma and Parthasarathy in ["Dynamics of a stochastically perturbed two-body problem," Proc. R. Soc. A 463, 979-1003 (2007)]. In particular, we focus on the preservation of some fundamental features of the classical two-body problem like the Hamiltonian structure and first integrals in the stochastic case. Numerical simulations are performed which illustrate the dynamical behaviour of the osculating elements as the semi-major axis, the eccentricity, and the pericenter. We also derive a stochastic version of Gauss's equations in the planar case.