Discriminating Drug-Like Compounds by Partition Trees with Quantum Similarity Indices and Graph Invariants.

PubMed

Julián-Ortiz, Jesus V de; Gozalbes, Rafael; Besalú, Emili

2016-01-01

The search for new drug candidates in databases is of paramount importance in pharmaceutical chemistry. The selection of molecular subsets is greatly optimized and much more promising when potential drug-like molecules are detected a priori. In this work, about one hundred thousand molecules are ranked following a new methodology: a drug/non-drug classifier constructed by a consensual set of classification trees. The classification trees arise from the stochastic generation of training sets, which in turn are used to estimate probability factors of test molecules to be drug-like compounds. Molecules were represented by Topological Quantum Similarity Indices and their Graph Theoretical counterparts. The contribution of the present paper consists of presenting an effective ranking method able to improve the probability of finding drug-like substances by using these types of molecular descriptors.

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

PubMed

Dhar, Amrit; Minin, Vladimir N

2017-05-01

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

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

PubMed Central

Dhar, Amrit

2017-01-01

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

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

PubMed Central

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

2011-01-01

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

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

PubMed

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

2011-04-01

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

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 graphical language for reliability model generation

NASA Technical Reports Server (NTRS)

Howell, Sandra V.; Bavuso, Salvatore J.; Haley, Pamela J.

1990-01-01

A graphical interface capability of the hybrid automated reliability predictor (HARP) is described. The graphics-oriented (GO) module provides the user with a graphical language for modeling system failure modes through the selection of various fault tree gates, including sequence dependency gates, or by a Markov chain. With this graphical input language, a fault tree becomes a convenient notation for describing a system. In accounting for any sequence dependencies, HARP converts the fault-tree notation to a complex stochastic process that is reduced to a Markov chain which it can then solve for system reliability. The graphics capability is available for use on an IBM-compatible PC, a Sun, and a VAX workstation. The GO module is written in the C programming language and uses the Graphical Kernel System (GKS) standard for graphics implementation. The PC, VAX, and Sun versions of the HARP GO module are currently in beta-testing.

Optimizing homeostatic cell renewal in hierarchical tissues

PubMed Central

Fider, Nicole A.

2018-01-01

In order to maintain homeostasis, mature cells removed from the top compartment of hierarchical tissues have to be replenished by means of differentiation and self-renewal events happening in the more primitive compartments. As each cell division is associated with a risk of mutation, cell division patterns have to be optimized, in order to minimize or delay the risk of malignancy generation. Here we study this optimization problem, focusing on the role of division tree length, that is, the number of layers of cells activated in response to the loss of terminally differentiated cells, which is related to the balance between differentiation and self-renewal events in the compartments. Using both analytical methods and stochastic simulations in a metapopulation-style model, we find that shorter division trees are advantageous if the objective is to minimize the total number of one-hit mutants in the cell population. Longer division trees on the other hand minimize the accumulation of two-hit mutants, which is a more likely evolutionary goal given the key role played by tumor suppressor genes in cancer initiation. While division tree length is the most important property determining mutant accumulation, we also find that increasing the size of primitive compartments helps to delay two-hit mutant generation. PMID:29447149

MetaPIGA v2.0: maximum likelihood large phylogeny estimation using the metapopulation genetic algorithm and other stochastic heuristics.

PubMed

Helaers, Raphaël; Milinkovitch, Michel C

2010-07-15

The development, in the last decade, of stochastic heuristics implemented in robust application softwares has made large phylogeny inference a key step in most comparative studies involving molecular sequences. Still, the choice of a phylogeny inference software is often dictated by a combination of parameters not related to the raw performance of the implemented algorithm(s) but rather by practical issues such as ergonomics and/or the availability of specific functionalities. Here, we present MetaPIGA v2.0, a robust implementation of several stochastic heuristics for large phylogeny inference (under maximum likelihood), including a Simulated Annealing algorithm, a classical Genetic Algorithm, and the Metapopulation Genetic Algorithm (metaGA) together with complex substitution models, discrete Gamma rate heterogeneity, and the possibility to partition data. MetaPIGA v2.0 also implements the Likelihood Ratio Test, the Akaike Information Criterion, and the Bayesian Information Criterion for automated selection of substitution models that best fit the data. Heuristics and substitution models are highly customizable through manual batch files and command line processing. However, MetaPIGA v2.0 also offers an extensive graphical user interface for parameters setting, generating and running batch files, following run progress, and manipulating result trees. MetaPIGA v2.0 uses standard formats for data sets and trees, is platform independent, runs in 32 and 64-bits systems, and takes advantage of multiprocessor and multicore computers. The metaGA resolves the major problem inherent to classical Genetic Algorithms by maintaining high inter-population variation even under strong intra-population selection. Implementation of the metaGA together with additional stochastic heuristics into a single software will allow rigorous optimization of each heuristic as well as a meaningful comparison of performances among these algorithms. MetaPIGA v2.0 gives access both to high customization for the phylogeneticist, as well as to an ergonomic interface and functionalities assisting the non-specialist for sound inference of large phylogenetic trees using nucleotide sequences. MetaPIGA v2.0 and its extensive user-manual are freely available to academics at http://www.metapiga.org.

MetaPIGA v2.0: maximum likelihood large phylogeny estimation using the metapopulation genetic algorithm and other stochastic heuristics

PubMed Central

2010-01-01

Background The development, in the last decade, of stochastic heuristics implemented in robust application softwares has made large phylogeny inference a key step in most comparative studies involving molecular sequences. Still, the choice of a phylogeny inference software is often dictated by a combination of parameters not related to the raw performance of the implemented algorithm(s) but rather by practical issues such as ergonomics and/or the availability of specific functionalities. Results Here, we present MetaPIGA v2.0, a robust implementation of several stochastic heuristics for large phylogeny inference (under maximum likelihood), including a Simulated Annealing algorithm, a classical Genetic Algorithm, and the Metapopulation Genetic Algorithm (metaGA) together with complex substitution models, discrete Gamma rate heterogeneity, and the possibility to partition data. MetaPIGA v2.0 also implements the Likelihood Ratio Test, the Akaike Information Criterion, and the Bayesian Information Criterion for automated selection of substitution models that best fit the data. Heuristics and substitution models are highly customizable through manual batch files and command line processing. However, MetaPIGA v2.0 also offers an extensive graphical user interface for parameters setting, generating and running batch files, following run progress, and manipulating result trees. MetaPIGA v2.0 uses standard formats for data sets and trees, is platform independent, runs in 32 and 64-bits systems, and takes advantage of multiprocessor and multicore computers. Conclusions The metaGA resolves the major problem inherent to classical Genetic Algorithms by maintaining high inter-population variation even under strong intra-population selection. Implementation of the metaGA together with additional stochastic heuristics into a single software will allow rigorous optimization of each heuristic as well as a meaningful comparison of performances among these algorithms. MetaPIGA v2.0 gives access both to high customization for the phylogeneticist, as well as to an ergonomic interface and functionalities assisting the non-specialist for sound inference of large phylogenetic trees using nucleotide sequences. MetaPIGA v2.0 and its extensive user-manual are freely available to academics at http://www.metapiga.org. PMID:20633263

Initialization and Restart in Stochastic Local Search: Computing a Most Probable Explanation in Bayesian Networks

NASA Technical Reports Server (NTRS)

Mengshoel, Ole J.; Wilkins, David C.; Roth, Dan

2010-01-01

For hard computational problems, stochastic local search has proven to be a competitive approach to finding optimal or approximately optimal problem solutions. Two key research questions for stochastic local search algorithms are: Which algorithms are effective for initialization? When should the search process be restarted? In the present work we investigate these research questions in the context of approximate computation of most probable explanations (MPEs) in Bayesian networks (BNs). We introduce a novel approach, based on the Viterbi algorithm, to explanation initialization in BNs. While the Viterbi algorithm works on sequences and trees, our approach works on BNs with arbitrary topologies. We also give a novel formalization of stochastic local search, with focus on initialization and restart, using probability theory and mixture models. Experimentally, we apply our methods to the problem of MPE computation, using a stochastic local search algorithm known as Stochastic Greedy Search. By carefully optimizing both initialization and restart, we reduce the MPE search time for application BNs by several orders of magnitude compared to using uniform at random initialization without restart. On several BNs from applications, the performance of Stochastic Greedy Search is competitive with clique tree clustering, a state-of-the-art exact algorithm used for MPE computation in BNs.

Extensions and applications of ensemble-of-trees methods in machine learning

NASA Astrophysics Data System (ADS)

Bleich, Justin

Ensemble-of-trees algorithms have emerged to the forefront of machine learning due to their ability to generate high forecasting accuracy for a wide array of regression and classification problems. Classic ensemble methodologies such as random forests (RF) and stochastic gradient boosting (SGB) rely on algorithmic procedures to generate fits to data. In contrast, more recent ensemble techniques such as Bayesian Additive Regression Trees (BART) and Dynamic Trees (DT) focus on an underlying Bayesian probability model to generate the fits. These new probability model-based approaches show much promise versus their algorithmic counterparts, but also offer substantial room for improvement. The first part of this thesis focuses on methodological advances for ensemble-of-trees techniques with an emphasis on the more recent Bayesian approaches. In particular, we focus on extensions of BART in four distinct ways. First, we develop a more robust implementation of BART for both research and application. We then develop a principled approach to variable selection for BART as well as the ability to naturally incorporate prior information on important covariates into the algorithm. Next, we propose a method for handling missing data that relies on the recursive structure of decision trees and does not require imputation. Last, we relax the assumption of homoskedasticity in the BART model to allow for parametric modeling of heteroskedasticity. The second part of this thesis returns to the classic algorithmic approaches in the context of classification problems with asymmetric costs of forecasting errors. First we consider the performance of RF and SGB more broadly and demonstrate its superiority to logistic regression for applications in criminology with asymmetric costs. Next, we use RF to forecast unplanned hospital readmissions upon patient discharge with asymmetric costs taken into account. Finally, we explore the construction of stable decision trees for forecasts of violence during probation hearings in court systems.

Tropical forest carbon balance: effects of field- and satellite-based mortality regimes on the dynamics and the spatial structure of Central Amazon forest biomass

NASA Astrophysics Data System (ADS)

Di Vittorio, Alan V.; Negrón-Juárez, Robinson I.; Higuchi, Niro; Chambers, Jeffrey Q.

2014-03-01

Debate continues over the adequacy of existing field plots to sufficiently capture Amazon forest dynamics to estimate regional forest carbon balance. Tree mortality dynamics are particularly uncertain due to the difficulty of observing large, infrequent disturbances. A recent paper (Chambers et al 2013 Proc. Natl Acad. Sci. 110 3949-54) reported that Central Amazon plots missed 9-17% of tree mortality, and here we address ‘why’ by elucidating two distinct mortality components: (1) variation in annual landscape-scale average mortality and (2) the frequency distribution of the size of clustered mortality events. Using a stochastic-empirical tree growth model we show that a power law distribution of event size (based on merged plot and satellite data) is required to generate spatial clustering of mortality that is consistent with forest gap observations. We conclude that existing plots do not sufficiently capture losses because their placement, size, and longevity assume spatially random mortality, while mortality is actually distributed among differently sized events (clusters of dead trees) that determine the spatial structure of forest canopies.

Multilocus inference of species trees and DNA barcoding.

PubMed

Mallo, Diego; Posada, David

2016-09-05

The unprecedented amount of data resulting from next-generation sequencing has opened a new era in phylogenetic estimation. Although large datasets should, in theory, increase phylogenetic resolution, massive, multilocus datasets have uncovered a great deal of phylogenetic incongruence among different genomic regions, due both to stochastic error and to the action of different evolutionary process such as incomplete lineage sorting, gene duplication and loss and horizontal gene transfer. This incongruence violates one of the fundamental assumptions of the DNA barcoding approach, which assumes that gene history and species history are identical. In this review, we explain some of the most important challenges we will have to face to reconstruct the history of species, and the advantages and disadvantages of different strategies for the phylogenetic analysis of multilocus data. In particular, we describe the evolutionary events that can generate species tree-gene tree discordance, compare the most popular methods for species tree reconstruction, highlight the challenges we need to face when using them and discuss their potential utility in barcoding. Current barcoding methods sacrifice a great amount of statistical power by only considering one locus, and a transition to multilocus barcodes would not only improve current barcoding methods, but also facilitate an eventual transition to species-tree-based barcoding strategies, which could better accommodate scenarios where the barcode gap is too small or inexistent.This article is part of the themed issue 'From DNA barcodes to biomes'. © 2016 The Authors.

Individual tree diameter increment model for managed even-aged stands of ponderosa pine throughout the western United States using a multilevel linear mixed effects model

Treesearch

Fabian C.C. Uzoh; William W. Oliver

2008-01-01

A diameter increment model is developed and evaluated for individual trees of ponderosa pine throughout the species range in the United States using a multilevel linear mixed model. Stochastic variability is broken down among period, locale, plot, tree and within-tree components. Covariates acting at tree and stand level, as breast height diameter, density, site index...

Multi-Parent Clustering Algorithms from Stochastic Grammar Data Models

NASA Technical Reports Server (NTRS)

Mjoisness, Eric; Castano, Rebecca; Gray, Alexander

1999-01-01

We introduce a statistical data model and an associated optimization-based clustering algorithm which allows data vectors to belong to zero, one or several "parent" clusters. For each data vector the algorithm makes a discrete decision among these alternatives. Thus, a recursive version of this algorithm would place data clusters in a Directed Acyclic Graph rather than a tree. We test the algorithm with synthetic data generated according to the statistical data model. We also illustrate the algorithm using real data from large-scale gene expression assays.

Stochastic modelling of tree architecture and biomass allocation: application to teak (Tectona grandis L. f.), a tree species with polycyclic growth and leaf neoformation.

PubMed

Tondjo, Kodjo; Brancheriau, Loïc; Sabatier, Sylvie; Kokutse, Adzo Dzifa; Kokou, Kouami; Jaeger, Marc; de Reffye, Philippe; Fourcaud, Thierry

2018-06-08

For a given genotype, the observed variability of tree forms results from the stochasticity of meristem functioning and from changing and heterogeneous environmental factors affecting biomass formation and allocation. In response to climate change, trees adapt their architecture by adjusting growth processes such as pre- and neoformation, as well as polycyclic growth. This is the case for the teak tree. The aim of this work was to adapt the plant model, GreenLab, in order to take into consideration both these processes using existing data on this tree species. This work adopted GreenLab formalism based on source-sink relationships at organ level that drive biomass production and partitioning within the whole plant over time. The stochastic aspect of phytomer production can be modelled by a Bernoulli process. The teak model was designed, parameterized and analysed using the architectural data from 2- to 5-year-old teak trees in open field stands. Growth and development parameters were identified, fitting the observed compound organic series with the theoretical series, using generalized least squares methods. Phytomer distributions of growth units and branching pattern varied depending on their axis category, i.e. their physiological age. These emerging properties were in accordance with the observed growth patterns and biomass allocation dynamics during a growing season marked by a short dry season. Annual growth patterns observed on teak, including shoot pre- and neoformation and polycyclism, were reproduced by the new version of the GreenLab model. However, further updating is discussed in order to ensure better consideration of radial variation in basic specific gravity of wood. Such upgrading of the model will enable teak ideotypes to be defined for improving wood production in terms of both volume and quality.

Nanoparticle transport and delivery in a heterogeneous pulmonary vasculature.

PubMed

Sohrabi, Salman; Wang, Shunqiang; Tan, Jifu; Xu, Jiang; Yang, Jie; Liu, Yaling

2017-01-04

Quantitative understanding of nanoparticles delivery in a complex vascular networks is very challenging because it involves interplay of transport, hydrodynamic force, and multivalent interactions across different scales. Heterogeneous pulmonary network includes up to 16 generations of vessels in its arterial tree. Modeling the complete pulmonary vascular system in 3D is computationally unrealistic. To save computational cost, a model reconstructed from MRI scanned images is cut into an arbitrary pathway consisting of the upper 4-generations. The remaining generations are represented by an artificially rebuilt pathway. Physiological data such as branch information and connectivity matrix are used for geometry reconstruction. A lumped model is used to model the flow resistance of the branches that are cut off from the truncated pathway. Moreover, since the nanoparticle binding process is stochastic in nature, a binding probability function is used to simplify the carrier attachment and detachment processes. The stitched realistic and artificial geometries coupled with the lumped model at the unresolved outlets are used to resolve the flow field within the truncated arterial tree. Then, the biodistribution of 200nm, 700nm and 2µm particles at different vessel generations is studied. At the end, 0.2-0.5% nanocarrier deposition is predicted during one time passage of drug carriers through pulmonary vascular tree. Our truncated approach enabled us to efficiently model hemodynamics and accordingly particle distribution in a complex 3D vasculature providing a simple, yet efficient predictive tool to study drug delivery at organ level. Copyright © 2016 Elsevier Ltd. All rights reserved.

The Role of Population Origin and Microenvironment in Seedling Emergence and Early Survival in Mediterranean Maritime Pine (Pinus pinaster Aiton)

PubMed Central

Vizcaíno-Palomar, Natalia; Revuelta-Eugercios, Bárbara; Zavala, Miguel A.; Alía, Ricardo; González-Martínez, Santiago C.

2014-01-01

Understanding tree recruitment is needed to forecast future forest distribution. Many studies have reported the relevant ecological factors that affect recruitment success in trees, but the potential for genetic-based differences in recruitment has often been neglected. In this study, we established a semi-natural reciprocal sowing experiment to test for local adaptation and microenvironment effects (evaluated here by canopy cover) in the emergence and early survival of maritime pine (Pinus pinaster Aiton), an emblematic Mediterranean forest tree. A novel application of molecular markers was also developed to test for family selection and, thus, for potential genetic change over generations. Overall, we did not find evidence to support local adaptation at the recruitment stage in our semi-natural experiment. Moreover, only weak family selection (if any) was found, suggesting that in stressful environments with low survival, stochastic processes and among-year climate variability may drive recruitment. Nevertheless, our study revealed that, at early stages of recruitment, microenvironments may favor the population with the best adapted life strategy, irrespectively of its (local or non-local) origin. We also found that emergence time is a key factor for seedling survival in stressful Mediterranean environments. Our study highlights the complexity of the factors influencing the early stages of establishment of maritime pine and provides insights into possible management actions aimed at environmental change impact mitigation. In particular, we found that the high stochasticity of the recruitment process in stressful environments and the differences in population-specific adaptive strategies may difficult assisted migration schemes. PMID:25286410

The role of population origin and microenvironment in seedling emergence and early survival in Mediterranean maritime pine (Pinus pinaster Aiton).

PubMed

Vizcaíno-Palomar, Natalia; Revuelta-Eugercios, Bárbara; Zavala, Miguel A; Alía, Ricardo; González-Martínez, Santiago C

2014-01-01

Understanding tree recruitment is needed to forecast future forest distribution. Many studies have reported the relevant ecological factors that affect recruitment success in trees, but the potential for genetic-based differences in recruitment has often been neglected. In this study, we established a semi-natural reciprocal sowing experiment to test for local adaptation and microenvironment effects (evaluated here by canopy cover) in the emergence and early survival of maritime pine (Pinus pinaster Aiton), an emblematic Mediterranean forest tree. A novel application of molecular markers was also developed to test for family selection and, thus, for potential genetic change over generations. Overall, we did not find evidence to support local adaptation at the recruitment stage in our semi-natural experiment. Moreover, only weak family selection (if any) was found, suggesting that in stressful environments with low survival, stochastic processes and among-year climate variability may drive recruitment. Nevertheless, our study revealed that, at early stages of recruitment, microenvironments may favor the population with the best adapted life strategy, irrespectively of its (local or non-local) origin. We also found that emergence time is a key factor for seedling survival in stressful Mediterranean environments. Our study highlights the complexity of the factors influencing the early stages of establishment of maritime pine and provides insights into possible management actions aimed at environmental change impact mitigation. In particular, we found that the high stochasticity of the recruitment process in stressful environments and the differences in population-specific adaptive strategies may difficult assisted migration schemes.

Multiple filters affect tree species assembly in mid-latitude forest communities.

PubMed

Kubota, Y; Kusumoto, B; Shiono, T; Ulrich, W

2018-05-01

Species assembly patterns of local communities are shaped by the balance between multiple abiotic/biotic filters and dispersal that both select individuals from species pools at the regional scale. Knowledge regarding functional assembly can provide insight into the relative importance of the deterministic and stochastic processes that shape species assembly. We evaluated the hierarchical roles of the α niche and β niches by analyzing the influence of environmental filtering relative to functional traits on geographical patterns of tree species assembly in mid-latitude forests. Using forest plot datasets, we examined the α niche traits (leaf and wood traits) and β niche properties (cold/drought tolerance) of tree species, and tested non-randomness (clustering/over-dispersion) of trait assembly based on null models that assumed two types of species pools related to biogeographical regions. For most plots, species assembly patterns fell within the range of random expectation. However, particularly for cold/drought tolerance-related β niche properties, deviation from randomness was frequently found; non-random clustering was predominant in higher latitudes with harsh climates. Our findings demonstrate that both randomness and non-randomness in trait assembly emerged as a result of the α and β niches, although we suggest the potential role of dispersal processes and/or species equalization through trait similarities in generating the prevalence of randomness. Clustering of β niche traits along latitudinal climatic gradients provides clear evidence of species sorting by filtering particular traits. Our results reveal that multiple filters through functional niches and stochastic processes jointly shape geographical patterns of species assembly across mid-latitude forests.

Modeling potential future individual tree-species distributions in the eastern United States under a climate change scenario: a case study with Pinus virginiana

Treesearch

Louis R. Iverson; Anantha Prasad; Mark W. Schwartz; Mark W. Schwartz

1999-01-01

We are using a deterministic regression tree analysis model (DISTRIB) and a stochastic migration model (SHIFT) to examine potential distributions of ~66 individual species of eastern US trees under a 2 x CO2 climate change scenario. This process is demonstrated for Virginia pine (Pinus virginiana).

Parameter-based stochastic simulation of selection and breeding for multiple traits

Treesearch

Jennifer Myszewski; Thomas Byram; Floyd Bridgwater

2006-01-01

To increase the adaptability and economic value of plantations, tree improvement professionals often manage multiple traits in their breeding programs. When these traits are unfavorably correlated, breeders must weigh the economic importance of each trait and select for a desirable aggregate phenotype. Stochastic simulation allows breeders to test the effects of...

Final Technical Report for DOE Award SC0006616

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

Robertson, Andrew

2015-08-01

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

Predicting tree species presence and basal area in Utah: A comparison of stochastic gradient boosting, generalized additive models, and tree-based methods

Treesearch

Gretchen G. Moisen; Elizabeth A. Freeman; Jock A. Blackard; Tracey S. Frescino; Niklaus E. Zimmermann; Thomas C. Edwards

2006-01-01

Many efforts are underway to produce broad-scale forest attribute maps by modelling forest class and structure variables collected in forest inventories as functions of satellite-based and biophysical information. Typically, variants of classification and regression trees implemented in Rulequest's© See5 and Cubist (for binary and continuous responses,...

Methodes de decomposition pour la planification a moyen terme de la production hydroelectrique sous incertitude

NASA Astrophysics Data System (ADS)

Carpentier, Pierre-Luc

In this thesis, we consider the midterm production planning problem (MTPP) of hydroelectricity generation under uncertainty. The aim of this problem is to manage a set of interconnected hydroelectric reservoirs over several months. We are particularly interested in high dimensional reservoir systems that are operated by large hydroelectricity producers such as Hydro-Quebec. The aim of this thesis is to develop and evaluate different decomposition methods for solving the MTPP under uncertainty. This thesis is divided in three articles. The first article demonstrates the applicability of the progressive hedging algorithm (PHA), a scenario decomposition method, for managing hydroelectric reservoirs with multiannual storage capacity under highly variable operating conditions in Canada. The PHA is a classical stochastic optimization method designed to solve general multistage stochastic programs defined on a scenario tree. This method works by applying an augmented Lagrangian relaxation on non-anticipativity constraints (NACs) of the stochastic program. At each iteration of the PHA, a sequence of subproblems must be solved. Each subproblem corresponds to a deterministic version of the original stochastic program for a particular scenario in the scenario tree. Linear and a quadratic terms must be included in subproblem's objective functions to penalize any violation of NACs. An important limitation of the PHA is due to the fact that the number of subproblems to be solved and the number of penalty terms increase exponentially with the branching level in the tree. This phenomenon can make the application of the PHA particularly difficult when the scenario tree covers several tens of time periods. Another important limitation of the PHA is caused by the fact that the difficulty level of NACs generally increases as the variability of scenarios increases. Consequently, applying the PHA becomes particularly challenging in hydroclimatic regions that are characterized by a high level of seasonal and interannual variability. These two types of limitations can slow down the algorithm's convergence rate and increase the running time per iteration. In this study, we apply the PHA on Hydro-Quebec's power system over a 92-week planning horizon. Hydrologic uncertainty is represented by a scenario tree containing 6 branching stages and 1,635 nodes. The PHA is especially well-suited for this particular application given that the company already possess a deterministic optimization model to solve the MTPP. The second article presents a new approach which enhances the performance of the PHA for solving general Mstochastic programs. The proposed method works by applying a multiscenario decomposition scheme on the stochastic program. Our heuristic method aims at constructing an optimal partition of the scenario set by minimizing the number of NACs on which an augmented Lagrangean relaxation must be applied. Each subproblem is a stochastic program defined on a group of scenarios. NACs linking scenarios sharing a common group are represented implicitly in subproblems by using a group-node system index instead of the traditional scenario-time index system. Only the NACs that link the different scenario groups are represented explicitly and relaxed. The proposed method is evaluated numerically on an hydroelectric reservoir management problem in Quebec. The results of this experiment show that our method has several advantages. Firstly, it allows to reduce the running time per iteration of the PHA by reducing the number of penalty terms that are included in the objective function and by reducing the amount of duplicated constraints and variables. In turn, this allows to reduce the running time per iteration of the algorithm. Secondly, it allows to increase the algorithm's convergence rate by reducing the variability of intermediary solutions at duplicated tree nodes. Thirdly, our approach reduces the amount of random-access memory (RAM) required for storing Lagrange multipliers associated with relaxed NACs. The third article presents an extension of the L-Shaped method designed specifically for managing hydroelectric reservoir systems with a high storage capacity. The method proposed in this paper enables to consider a higher branching level than conventional decomposition method enables. To achieve this, we assume that the stochastic process driving random parameters has a memory loss at time period t = tau. Because of this assumption, the scenario tree possess a special symmetrical structure at the second stage (t > tau). We exploit this feature using a two-stage Benders decomposition method. Each decomposition stage covers several consecutive time periods. The proposed method works by constructing a convex and piecewise linear recourse function that represents the expected cost at the second stage in the master problem. The subproblem and the master problem are stochastic program defined on scenario subtrees and can be solved using a conventional decomposition method or directly. We test the proposed method on an hydroelectric power system in Quebec over a 104-week planning horizon. (Abstract shortened by UMI.).

Implementation of Monte Carlo Tree Search (MCTS) Algorithm in COMBATXXI using JDAFS

DTIC Science & Technology

2014-07-31

ManyStochasticDuelModelforaMountainBattle.pdf. [10] M Kress and I Talmor. “A new look at the 3: 1 rule of combat through Markov stochastic Lanchester ...00000007/2600758. [11] FW Lanchester . Aircraft in warfare: The dawn of the fourth arm. London: Constable, 1916. url: http://books.google.com/books?hl=en\\&lr

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

USDA-ARS?s Scientific Manuscript database

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

Stochastic rat lung dosimetry for inhaled radon progeny: a surrogate for the human lung for lung cancer risk assessment.

PubMed

Winkler-Heil, R; Hussain, M; Hofmann, W

2015-05-01

Laboratory rats are frequently used in inhalation studies as a surrogate for human exposures. The objective of the present study was therefore to develop a stochastic dosimetry model for inhaled radon progeny in the rat lung, to predict bronchial dose distributions and to compare them with corresponding dose distributions in the human lung. The most significant difference between human and rat lungs is the branching structure of the bronchial tree, which is relatively symmetric in the human lung, but monopodial in the rat lung. Radon progeny aerosol characteristics used in the present study encompass conditions typical for PNNL and COGEMA rat inhalation studies, as well as uranium miners and human indoor exposure conditions. It is shown here that depending on exposure conditions and modeling assumptions, average bronchial doses in the rat lung ranged from 5.4 to 7.3 mGy WLM(-1). If plotted as a function of airway generation, bronchial dose distributions exhibit a significant maximum in large bronchial airways. If, however, plotted as a function of airway diameter, then bronchial doses are much more uniformly distributed throughout the bronchial tree. Comparisons between human and rat exposures indicate that rat bronchial doses are slightly higher than human bronchial doses by about a factor of 1.3, while lung doses, averaged over the bronchial (BB), bronchiolar (bb) and alveolar-interstitial (AI) regions, are higher by about a factor of about 1.6. This supports the current view that the rat lung is indeed an appropriate surrogate for the human lung in case of radon-induced lung cancers. Furthermore, airway diameter seems to be a more appropriate morphometric parameter than airway generations to relate bronchial doses to bronchial carcinomas.

Adaptive economic and ecological forest management under risk

Treesearch

Joseph Buongiorno; Mo Zhou

2015-01-01

Background: Forest managers must deal with inherently stochastic ecological and economic processes. The future growth of trees is uncertain, and so is their value. The randomness of low-impact, high frequency or rare catastrophic shocks in forest growth has significant implications in shaping the mix of tree species and the forest landscape...

Portfolios in Stochastic Local Search: Efficiently Computing Most Probable Explanations in Bayesian Networks

NASA Technical Reports Server (NTRS)

Mengshoel, Ole J.; Roth, Dan; Wilkins, David C.

2001-01-01

Portfolio methods support the combination of different algorithms and heuristics, including stochastic local search (SLS) heuristics, and have been identified as a promising approach to solve computationally hard problems. While successful in experiments, theoretical foundations and analytical results for portfolio-based SLS heuristics are less developed. This article aims to improve the understanding of the role of portfolios of heuristics in SLS. We emphasize the problem of computing most probable explanations (MPEs) in Bayesian networks (BNs). Algorithmically, we discuss a portfolio-based SLS algorithm for MPE computation, Stochastic Greedy Search (SGS). SGS supports the integration of different initialization operators (or initialization heuristics) and different search operators (greedy and noisy heuristics), thereby enabling new analytical and experimental results. Analytically, we introduce a novel Markov chain model tailored to portfolio-based SLS algorithms including SGS, thereby enabling us to analytically form expected hitting time results that explain empirical run time results. For a specific BN, we show the benefit of using a homogenous initialization portfolio. To further illustrate the portfolio approach, we consider novel additive search heuristics for handling determinism in the form of zero entries in conditional probability tables in BNs. Our additive approach adds rather than multiplies probabilities when computing the utility of an explanation. We motivate the additive measure by studying the dramatic impact of zero entries in conditional probability tables on the number of zero-probability explanations, which again complicates the search process. We consider the relationship between MAXSAT and MPE, and show that additive utility (or gain) is a generalization, to the probabilistic setting, of MAXSAT utility (or gain) used in the celebrated GSAT and WalkSAT algorithms and their descendants. Utilizing our Markov chain framework, we show that expected hitting time is a rational function - i.e. a ratio of two polynomials - of the probability of applying an additive search operator. Experimentally, we report on synthetically generated BNs as well as BNs from applications, and compare SGSs performance to that of Hugin, which performs BN inference by compilation to and propagation in clique trees. On synthetic networks, SGS speeds up computation by approximately two orders of magnitude compared to Hugin. In application networks, our approach is highly competitive in Bayesian networks with a high degree of determinism. In addition to showing that stochastic local search can be competitive with clique tree clustering, our empirical results provide an improved understanding of the circumstances under which portfolio-based SLS outperforms clique tree clustering and vice versa.

Detecting instabilities in tree-ring proxy calibration

NASA Astrophysics Data System (ADS)

Visser, H.; Büntgen, U.; D'Arrigo, R.; Petersen, A. C.

2010-06-01

Evidence has been found for reduced sensitivity of tree growth to temperature in a number of forests at high northern latitudes and alpine locations. Furthermore, at some of these sites, emergent subpopulations of trees show negative growth trends with rising temperature. These findings are typically referred to as the "Divergence Problem" (DP). Given the high relevance of paleoclimatic reconstructions for policy-related studies, it is important for dendrochronologists to address this issue of potential model uncertainties associated with the DP. Here we address this issue by proposing a calibration technique, termed "stochastic response function" (SRF), which allows the presence or absence of any instabilities in growth response of trees (or any other climate proxy) to their calibration target to be visualized and detected. Since this framework estimates confidence limits and subsequently provides statistical significance tests, the approach is also very well suited for proxy screening prior to the generation of a climate-reconstruction network. Two examples of tree growth/climate relationships are provided, one from the North American Arctic treeline and the other from the upper treeline in the European Alps. Instabilities were found to be present where stabilities were reported in the literature, and vice versa, stabilities were found where instabilities were reported. We advise to apply SRFs in future proxy-screening schemes, next to the use of correlations and RE/CE statistics. It will improve the strength of reconstruction hindcasts.

Detecting instabilities in tree-ring proxy calibration

NASA Astrophysics Data System (ADS)

Visser, H.; Büntgen, U.; D'Arrigo, R.; Petersen, A. C.

2010-02-01

Evidence has been found for reduced sensitivity of tree growth to temperature in a number of forests at high northern latitudes and alpine locations. Furthermore, at some of these sites, emergent subpopulations of trees show negative growth trends with rising temperature. These findings are typically referred to as the "Divergence Problem" (DP). Given the high relevance of paleoclimatic reconstructions for policy-related studies, it is important for dendrochronologists to address this issue of potential model uncertainties associated with the DP. Here we address this issue by proposing a calibration technique, termed "stochastic response function" (SRF), which allows the presence or absence of any instabilities in growth response of trees (or any other climate proxy) to their calibration target to be visualized and detected. Since this framework estimates confidence limits and subsequently provides statistical significance tests, the approach is also very well suited for proxy screening prior to the generation of a climate-reconstruction network. Two examples of tree growth/climate relationships are provided, one from the North American Arctic treeline and the other from the upper treeline in the European Alps. Instabilities were found to be present where stabilities were reported in the literature, and vice versa, stabilities were found where instabilities were reported. We advise to apply SRFs in future proxy-screening schemes, next to the use of correlations and RE/CE statistics. It will improve the strength of reconstruction hindcasts.

Analysis of the Space Propulsion System Problem Using RAVEN

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

diego mandelli; curtis smith; cristian rabiti

This paper presents the solution of the space propulsion problem using a PRA code currently under development at Idaho National Laboratory (INL). RAVEN (Reactor Analysis and Virtual control ENviroment) is a multi-purpose Probabilistic Risk Assessment (PRA) software framework that allows dispatching different functionalities. It is designed to derive and actuate the control logic required to simulate the plant control system and operator actions (guided procedures) and to perform both Monte- Carlo sampling of random distributed events and Event Tree based analysis. In order to facilitate the input/output handling, a Graphical User Interface (GUI) and a post-processing data-mining module are available.more » RAVEN allows also to interface with several numerical codes such as RELAP5 and RELAP-7 and ad-hoc system simulators. For the space propulsion system problem, an ad-hoc simulator has been developed and written in python language and then interfaced to RAVEN. Such simulator fully models both deterministic (e.g., system dynamics and interactions between system components) and stochastic behaviors (i.e., failures of components/systems such as distribution lines and thrusters). Stochastic analysis is performed using random sampling based methodologies (i.e., Monte-Carlo). Such analysis is accomplished to determine both the reliability of the space propulsion system and to propagate the uncertainties associated to a specific set of parameters. As also indicated in the scope of the benchmark problem, the results generated by the stochastic analysis are used to generate risk-informed insights such as conditions under witch different strategy can be followed.« less

Factors affecting the concordance between orthologous gene trees and species tree in bacteria.

PubMed

Castillo-Ramírez, Santiago; González, Víctor

2008-10-30

As originally defined, orthologous genes implied a reflection of the history of the species. In recent years, many studies have examined the concordance between orthologous gene trees and species trees in bacteria. These studies have produced contradictory results that may have been influenced by orthologous gene misidentification and artefactual phylogenetic reconstructions. Here, using a method that allows the detection and exclusion of false positives during identification of orthologous genes, we address the question of whether putative orthologous genes within bacteria really reflect the history of the species. We identified a set of 370 orthologous genes from the bacterial order Rhizobiales. Although manifesting strong vertical signal, almost every orthologous gene had a distinct phylogeny, and the most common topology among the orthologous gene trees did not correspond with the best estimate of the species tree. However, each orthologous gene tree shared an average of 70% of its bipartitions with the best estimate of the species tree. Stochastic error related to gene size affected the concordance between the best estimated of the species tree and the orthologous gene trees, although this effect was weak and distributed unevenly among the functional categories. The nodes showing the greatest discordance were those defined by the shortest internal branches in the best estimated of the species tree. Moreover, a clear bias was evident with respect to the function of the orthologous genes, and the degree of divergence among the orthologous genes appeared to be related to their functional classification. Orthologous genes do not reflect the history of the species when taken as individual markers, but they do when taken as a whole. Stochastic error affected the concordance of orthologous genes with the species tree, albeit weakly. We conclude that two important biological causes of discordance among orthologous genes are incomplete lineage sorting and functional restriction.

Methods in Symbolic Computation and p-Adic Valuations of Polynomials

NASA Astrophysics Data System (ADS)

Guan, Xiao

Symbolic computation has widely appear in many mathematical fields such as combinatorics, number theory and stochastic processes. The techniques created in the area of experimental mathematics provide us efficient ways of symbolic computing and verification of complicated relations. Part I consists of three problems. The first one focuses on a unimodal sequence derived from a quartic integral. Many of its properties are explored with the help of hypergeometric representations and automatic proofs. The second problem tackles the generating function of the reciprocal of Catalan number. It springs from the closed form given by Mathematica. Furthermore, three methods in special functions are used to justify this result. The third issue addresses the closed form solutions for the moments of products of generalized elliptic integrals , which combines the experimental mathematics and classical analysis. Part II concentrates on the p-adic valuations of polynomials from the perspective of trees. For a given polynomial f( n) indexed in positive integers, the package developed in Mathematica will create certain tree structure following a couple of rules. The evolution of such trees are studied both rigorously and experimentally from the view of field extension, nonparametric statistics and random matrix.

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

PubMed

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

2015-01-01

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

A divide and conquer approach to cope with uncertainty, human health risk, and decision making in contaminant hydrology

NASA Astrophysics Data System (ADS)

de Barros, Felipe P. J.; Bolster, Diogo; Sanchez-Vila, Xavier; Nowak, Wolfgang

2011-05-01

Assessing health risk in hydrological systems is an interdisciplinary field. It relies on the expertise in the fields of hydrology and public health and needs powerful translation concepts to provide decision support and policy making. Reliable health risk estimates need to account for the uncertainties and variabilities present in hydrological, physiological, and human behavioral parameters. Despite significant theoretical advancements in stochastic hydrology, there is still a dire need to further propagate these concepts to practical problems and to society in general. Following a recent line of work, we use fault trees to address the task of probabilistic risk analysis and to support related decision and management problems. Fault trees allow us to decompose the assessment of health risk into individual manageable modules, thus tackling a complex system by a structural divide and conquer approach. The complexity within each module can be chosen individually according to data availability, parsimony, relative importance, and stage of analysis. Three differences are highlighted in this paper when compared to previous works: (1) The fault tree proposed here accounts for the uncertainty in both hydrological and health components, (2) system failure within the fault tree is defined in terms of risk being above a threshold value, whereas previous studies that used fault trees used auxiliary events such as exceedance of critical concentration levels, and (3) we introduce a new form of stochastic fault tree that allows us to weaken the assumption of independent subsystems that is required by a classical fault tree approach. We illustrate our concept in a simple groundwater-related setting.

Stochastic Models of Plant Diversity: Application to White Sands Missile Range

DTIC Science & Technology

2000-02-01

decades and its models have been well developed. These models fall in the categories: dynamic models and stochastic models. In their book , Modeling...Gelb 1974), and dendro- climatology (Visser and Molenaar 1988). Optimal Estimation An optimal estimator is a computational algorithm that...Evaluation, M.B. Usher, ed., Chapman and Hall, London. Visser, H., and J. Molenaar . 1990. "Estimating Trends in Tree-ring Data." For. Sei. 36(1): 87

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

Using a stochastic model and cross-scale analysis to evaluate controls on historical low-severity fire regimes

Treesearch

Maureen C. Kennedy; Donald McKenzie

2010-01-01

Fire-scarred trees provide a deep temporal record of historical fire activity, but identifying the mechanisms therein that controlled landscape fire patterns is not straightforward. We use a spatially correlated metric for fire co-occurrence between pairs of trees (the Sørensen distance variogram), with output from a neutral model for fire history, to infer the...

Stress-Induced Mutagenesis: Implications in Cancer and Drug Resistance.

PubMed

Fitzgerald, Devon M; Hastings, P J; Rosenberg, Susan M

2017-03-01

Genomic instability underlies many cancers and generates genetic variation that drives cancer initiation, progression, and therapy resistance. In contrast with classical assumptions that mutations occur purely stochastically at constant, gradual rates, microbes, plants, flies, and human cancer cells possess mechanisms of mutagenesis that are upregulated by stress responses. These generate transient, genetic-diversity bursts that can propel evolution, specifically when cells are poorly adapted to their environments-that is, when stressed. We review molecular mechanisms of stress-response-dependent (stress-induced) mutagenesis that occur from bacteria to cancer, and are activated by starvation, drugs, hypoxia, and other stressors. We discuss mutagenic DNA break repair in Escherichia coli as a model for mechanisms in cancers. The temporal regulation of mutagenesis by stress responses and spatial restriction in genomes are common themes across the tree of life. Both can accelerate evolution, including the evolution of cancers. We discuss possible anti-evolvability drugs, aimed at targeting mutagenesis and other variation generators, that could be used to delay the evolution of cancer progression and therapy resistance.

Stress-Induced Mutagenesis: Implications in Cancer and Drug Resistance

PubMed Central

Fitzgerald, Devon M.; Hastings, P.J.; Rosenberg, Susan M.

2017-01-01

Genomic instability underlies many cancers and generates genetic variation that drives cancer initiation, progression, and therapy resistance. In contrast with classical assumptions that mutations occur purely stochastically at constant, gradual rates, microbes, plants, flies, and human cancer cells possess mechanisms of mutagenesis that are upregulated by stress responses. These generate transient, genetic-diversity bursts that can propel evolution, specifically when cells are poorly adapted to their environments—that is, when stressed. We review molecular mechanisms of stress-response-dependent (stress-induced) mutagenesis that occur from bacteria to cancer, and are activated by starvation, drugs, hypoxia, and other stressors. We discuss mutagenic DNA break repair in Escherichia coli as a model for mechanisms in cancers. The temporal regulation of mutagenesis by stress responses and spatial restriction in genomes are common themes across the tree of life. Both can accelerate evolution, including the evolution of cancers. We discuss possible anti-evolvability drugs, aimed at targeting mutagenesis and other variation generators, that could be used to delay the evolution of cancer progression and therapy resistance. PMID:29399660

Implementing Bayesian networks with embedded stochastic MRAM

NASA Astrophysics Data System (ADS)

Faria, Rafatul; Camsari, Kerem Y.; Datta, Supriyo

2018-04-01

Magnetic tunnel junctions (MTJ's) with low barrier magnets have been used to implement random number generators (RNG's) and it has recently been shown that such an MTJ connected to the drain of a conventional transistor provides a three-terminal tunable RNG or a p-bit. In this letter we show how this p-bit can be used to build a p-circuit that emulates a Bayesian network (BN), such that the correlations in real world variables can be obtained from electrical measurements on the corresponding circuit nodes. The p-circuit design proceeds in two steps: the BN is first translated into a behavioral model, called Probabilistic Spin Logic (PSL), defined by dimensionless biasing (h) and interconnection (J) coefficients, which are then translated into electronic circuit elements. As a benchmark example, we mimic a family tree of three generations and show that the genetic relatedness calculated from a SPICE-compatible circuit simulator matches well-known results.

Using genetic algorithm to solve a new multi-period stochastic optimization model

NASA Astrophysics Data System (ADS)

Zhang, Xin-Li; Zhang, Ke-Cun

2009-09-01

This paper presents a new asset allocation model based on the CVaR risk measure and transaction costs. Institutional investors manage their strategic asset mix over time to achieve favorable returns subject to various uncertainties, policy and legal constraints, and other requirements. One may use a multi-period portfolio optimization model in order to determine an optimal asset mix. Recently, an alternative stochastic programming model with simulated paths was proposed by Hibiki [N. Hibiki, A hybrid simulation/tree multi-period stochastic programming model for optimal asset allocation, in: H. Takahashi, (Ed.) The Japanese Association of Financial Econometrics and Engineering, JAFFE Journal (2001) 89-119 (in Japanese); N. Hibiki A hybrid simulation/tree stochastic optimization model for dynamic asset allocation, in: B. Scherer (Ed.), Asset and Liability Management Tools: A Handbook for Best Practice, Risk Books, 2003, pp. 269-294], which was called a hybrid model. However, the transaction costs weren't considered in that paper. In this paper, we improve Hibiki's model in the following aspects: (1) The risk measure CVaR is introduced to control the wealth loss risk while maximizing the expected utility; (2) Typical market imperfections such as short sale constraints, proportional transaction costs are considered simultaneously. (3) Applying a genetic algorithm to solve the resulting model is discussed in detail. Numerical results show the suitability and feasibility of our methodology.

Feynman-Kac formula for stochastic hybrid systems.

PubMed

Bressloff, Paul C

2017-01-01

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

Modelling of information diffusion on social networks with applications to WeChat

NASA Astrophysics Data System (ADS)

Liu, Liang; Qu, Bo; Chen, Bin; Hanjalic, Alan; Wang, Huijuan

2018-04-01

Traces of user activities recorded in online social networks open new possibilities to systematically understand the information diffusion process on social networks. From the online social network WeChat, we collected a large number of information cascade trees, each of which tells the spreading trajectory of a message/information such as which user creates the information and which users view or forward the information shared by which neighbours. In this work, we propose two heterogeneous non-linear models, one for the topologies of the information cascade trees and the other for the stochastic process of information diffusion on a social network. Both models are validated by the WeChat data in reproducing and explaining key features of cascade trees. Specifically, we apply the Random Recursive Tree (RRT) to model the growth of cascade trees. The RRT model could capture key features, i.e. the average path length and degree variance of a cascade tree in relation to the number of nodes (size) of the tree. Its single identified parameter quantifies the relative depth or broadness of the cascade trees and indicates that information propagates via a star-like broadcasting or viral-like hop by hop spreading. The RRT model explains the appearance of hubs, thus a possibly smaller average path length as the cascade size increases, as observed in WeChat. We further propose the stochastic Susceptible View Forward Removed (SVFR) model to depict the dynamic user behaviour including creating, viewing, forwarding and ignoring a message on a given social network. Beside the average path length and degree variance of the cascade trees in relation to their sizes, the SVFR model could further explain the power-law cascade size distribution in WeChat and unravel that a user with a large number of friends may actually have a smaller probability to read a message (s)he receives due to limited attention.

Continuing Climate Warming Will Result in Failure of Post-Harvest Natural Regeneration across the Landscape in Interior Alaska

NASA Astrophysics Data System (ADS)

Morimoto, M.; Juday, G. P.; Huettmann, F.

2016-12-01

Following forest disturbance, the stand initiation stage decisively influences future forest structure. Understanding post-harvest regeneration, especially under climate change, is essential to predicting future carbon stores in this extensive forest biome. We apply IPCC B1, A1B, and A2 climate scenarios to generate plausible future forest conditions under different management. We recorded presence of white spruce, birch, and aspen in 726 plots on 30 state forest white spruce harvest units. We built spatially explicit models and scenarios of species presence/absence using TreeNet (Stochastic Gradient Boosting). Post-harvest tree regeneration predictions in calibration data closely matched the validation set, indicating tree regeneration scenarios are reliable. Early stage post-harvest regeneration is similar to post-fire regeneration and matches the pattern of long-term natural vegetation distribution, confirming that site environmental factors are more important than management practices. Post-harvest natural regeneration of tree species increases under moderate warming scenarios, but fails under strong warming scenarios in landscape positions with high temperatures and low precipitation. Under all warming scenarios, the most successful regenerating species following white spruce harvest is white spruce. Birch experiences about 30% regeneration failure under A2 scenario by 2050. White spruce and aspen are projected to regenerate more successfully when site preparation is applied. Although white spruce has been the major managed species, birch may require more intensive management. Sites likely to experience regeneration failure of current tree species apparently will experience biome shift, although adaptive migration of existing or new species might be an option. Our scenario modeling tool allows resource managers to forecast tree regeneration on productive managed sites that have made a disproportionate contribution to carbon flux in a critical region.

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

PubMed Central

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

2010-01-01

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

On the comparison of stochastic model predictive control strategies applied to a hydrogen-based microgrid

NASA Astrophysics Data System (ADS)

Velarde, P.; Valverde, L.; Maestre, J. M.; Ocampo-Martinez, C.; Bordons, C.

2017-03-01

In this paper, a performance comparison among three well-known stochastic model predictive control approaches, namely, multi-scenario, tree-based, and chance-constrained model predictive control is presented. To this end, three predictive controllers have been designed and implemented in a real renewable-hydrogen-based microgrid. The experimental set-up includes a PEM electrolyzer, lead-acid batteries, and a PEM fuel cell as main equipment. The real experimental results show significant differences from the plant components, mainly in terms of use of energy, for each implemented technique. Effectiveness, performance, advantages, and disadvantages of these techniques are extensively discussed and analyzed to give some valid criteria when selecting an appropriate stochastic predictive controller.

Local-scale Partitioning of Functional and Phylogenetic Beta Diversity in a Tropical Tree Assemblage.

PubMed

Yang, Jie; Swenson, Nathan G; Zhang, Guocheng; Ci, Xiuqin; Cao, Min; Sha, Liqing; Li, Jie; Ferry Slik, J W; Lin, Luxiang

2015-08-03

The relative degree to which stochastic and deterministic processes underpin community assembly is a central problem in ecology. Quantifying local-scale phylogenetic and functional beta diversity may shed new light on this problem. We used species distribution, soil, trait and phylogenetic data to quantify whether environmental distance, geographic distance or their combination are the strongest predictors of phylogenetic and functional beta diversity on local scales in a 20-ha tropical seasonal rainforest dynamics plot in southwest China. The patterns of phylogenetic and functional beta diversity were generally consistent. The phylogenetic and functional dissimilarity between subplots (10 × 10 m, 20 × 20 m, 50 × 50 m and 100 × 100 m) was often higher than that expected by chance. The turnover of lineages and species function within habitats was generally slower than that across habitats. Partitioning the variation in phylogenetic and functional beta diversity showed that environmental distance was generally a better predictor of beta diversity than geographic distance thereby lending relatively more support for deterministic environmental filtering over stochastic processes. Overall, our results highlight that deterministic processes play a stronger role than stochastic processes in structuring community composition in this diverse assemblage of tropical trees.

Uncertainty Reduction for Stochastic Processes on Complex Networks

NASA Astrophysics Data System (ADS)

Radicchi, Filippo; Castellano, Claudio

2018-05-01

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

The fundamental theorem of asset pricing under default and collateral in finite discrete time

NASA Astrophysics Data System (ADS)

Alvarez-Samaniego, Borys; Orrillo, Jaime

2006-08-01

We consider a financial market where time and uncertainty are modeled by a finite event-tree. The event-tree has a length of N, a unique initial node at the initial date, and a continuum of branches at each node of the tree. Prices and returns of J assets are modeled, respectively, by a R2JxR2J-valued stochastic process . In this framework we prove a version of the Fundamental Theorem of Asset Pricing which applies to defaultable securities backed by exogenous collateral suffering a contingent linear depreciation.

Methods for identifying SNP interactions: a review on variations of Logic Regression, Random Forest and Bayesian logistic regression.

PubMed

Chen, Carla Chia-Ming; Schwender, Holger; Keith, Jonathan; Nunkesser, Robin; Mengersen, Kerrie; Macrossan, Paula

2011-01-01

Due to advancements in computational ability, enhanced technology and a reduction in the price of genotyping, more data are being generated for understanding genetic associations with diseases and disorders. However, with the availability of large data sets comes the inherent challenges of new methods of statistical analysis and modeling. Considering a complex phenotype may be the effect of a combination of multiple loci, various statistical methods have been developed for identifying genetic epistasis effects. Among these methods, logic regression (LR) is an intriguing approach incorporating tree-like structures. Various methods have built on the original LR to improve different aspects of the model. In this study, we review four variations of LR, namely Logic Feature Selection, Monte Carlo Logic Regression, Genetic Programming for Association Studies, and Modified Logic Regression-Gene Expression Programming, and investigate the performance of each method using simulated and real genotype data. We contrast these with another tree-like approach, namely Random Forests, and a Bayesian logistic regression with stochastic search variable selection.

Fusion of Hard and Soft Information in Nonparametric Density Estimation

DTIC Science & Technology

2015-06-10

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

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

NASA Astrophysics Data System (ADS)

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

2016-12-01

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

Climatic changes lead to declining winter chill for fruit and nut trees in California during 1950-2099.

PubMed

Luedeling, Eike; Zhang, Minghua; Girvetz, Evan H

2009-07-16

Winter chill is one of the defining characteristics of a location's suitability for the production of many tree crops. We mapped and investigated observed historic and projected future changes in winter chill in California, quantified with two different chilling models (Chilling Hours, Dynamic Model). Based on hourly and daily temperature records, winter chill was modeled for two past temperature scenarios (1950 and 2000), and 18 future scenarios (average conditions during 2041-2060 and 2080-2099 under each of the B1, A1B and A2 IPCC greenhouse gas emissions scenarios, for the CSIRO-MK3, HadCM3 and MIROC climate models). For each scenario, 100 replications of the yearly temperature record were produced, using a stochastic weather generator. We then introduced and mapped a novel climatic statistic, "safe winter chill", the 10% quantile of the resulting chilling distributions. This metric can be interpreted as the amount of chilling that growers can safely expect under each scenario. Winter chill declined substantially for all emissions scenarios, with the area of safe winter chill for many tree species or cultivars decreasing 50-75% by mid-21st century, and 90-100% by late century. Both chilling models consistently projected climatic conditions by the middle to end of the 21st century that will no longer support some of the main tree crops currently grown in California, with the Chilling Hours Model projecting greater changes than the Dynamic Model. The tree crop industry in California will likely need to develop agricultural adaptation measures (e.g. low-chill varieties and dormancy-breaking chemicals) to cope with these projected changes. For some crops, production might no longer be possible.

Radiocarbon Records of Fossil Fuel Emissions From Urban Trees in the Greater Salt Lake Valley From Mid-Century to Present.

NASA Astrophysics Data System (ADS)

Chritz, K.; Buchert, M.; Walker, J. C.; Mendoza, D.; Pataki, D. E.; Xu, X.; Lin, J. C.

2017-12-01

Generating long term records of fossil fuel emissions of urban environments is complicated by the fact that direct observations of emissions and urban atmospheric CO2 concentrations were only collected in the recent past. Radiocarbon (14C) in tree rings from urban trees can provide archives of fossil fuel emissions that may track population growth over time, as higher population density is typically correlated with increased vehicular traffic and associated CO2 emissions, which are radiocarbon dead. We present radiocarbon measurements (n=125) from five roadside green ash trees (Fraxinus pennsylvanica) located in three cities of northern Utah - Salt Lake City (urban, 2016 population: 193,744), Logan City (agricultural, 2016 population: 49,110) and Heber (rural, 2016 population: 14,969). Urban trees were cored in four cardinal directions and ring widths were measured and counted to establish a chronology. One ring from every third year in a single core from each tree was removed and holocellulose was extracted from bulk wood of individual rings for 14C analysis. Fraction CO2 from fossil fuel burning (CO2-ff) was calculated using a simple mass-balance calculation from measured 14C values and remote background atmospheric 14CO2 values for NH Zone 2. The data from all three cities indicate a general trend of increasing CO2-ff uptake by the trees from 1980s to present, as expected with increased population growth and vehicular traffic. However, records in all three cities show unique elevated CO2-ff prior to the 1980s, assuming similar climate patterns through time, diverging from historic population size. We employed atmospheric simulations from the STILT (Stochastic Time-Inverted Lagrangian Transport) models for each of these trees to create footprints to determine source areas for CO2. These footprints reveal that atmospheric sampling areas can be large for certain trees, and other sources of 14C dead carbon, such as coal and natural gas from industrial emissions, should also be considered when building these records.

Real-time tracking of cell cycle progression during CD8+ effector and memory T-cell differentiation

PubMed Central

Kinjyo, Ichiko; Qin, Jim; Tan, Sioh-Yang; Wellard, Cameron J.; Mrass, Paulus; Ritchie, William; Doi, Atsushi; Cavanagh, Lois L.; Tomura, Michio; Sakaue-Sawano, Asako; Kanagawa, Osami; Miyawaki, Atsushi; Hodgkin, Philip D.; Weninger, Wolfgang

2015-01-01

The precise pathways of memory T-cell differentiation are incompletely understood. Here we exploit transgenic mice expressing fluorescent cell cycle indicators to longitudinally track the division dynamics of individual CD8+ T cells. During influenza virus infection in vivo, naive T cells enter a CD62Lintermediate state of fast proliferation, which continues for at least nine generations. At the peak of the anti-viral immune response, a subpopulation of these cells markedly reduces their cycling speed and acquires a CD62Lhi central memory cell phenotype. Construction of T-cell family division trees in vitro reveals two patterns of proliferation dynamics. While cells initially divide rapidly with moderate stochastic variations of cycling times after each generation, a slow-cycling subpopulation displaying a CD62Lhi memory phenotype appears after eight divisions. Phenotype and cell cycle duration are inherited by the progeny of slow cyclers. We propose that memory precursors cell-intrinsically modulate their proliferative activity to diversify differentiation pathways. PMID:25709008

Real-time tracking of cell cycle progression during CD8+ effector and memory T-cell differentiation.

PubMed

Kinjyo, Ichiko; Qin, Jim; Tan, Sioh-Yang; Wellard, Cameron J; Mrass, Paulus; Ritchie, William; Doi, Atsushi; Cavanagh, Lois L; Tomura, Michio; Sakaue-Sawano, Asako; Kanagawa, Osami; Miyawaki, Atsushi; Hodgkin, Philip D; Weninger, Wolfgang

2015-02-24

The precise pathways of memory T-cell differentiation are incompletely understood. Here we exploit transgenic mice expressing fluorescent cell cycle indicators to longitudinally track the division dynamics of individual CD8(+) T cells. During influenza virus infection in vivo, naive T cells enter a CD62L(intermediate) state of fast proliferation, which continues for at least nine generations. At the peak of the anti-viral immune response, a subpopulation of these cells markedly reduces their cycling speed and acquires a CD62L(hi) central memory cell phenotype. Construction of T-cell family division trees in vitro reveals two patterns of proliferation dynamics. While cells initially divide rapidly with moderate stochastic variations of cycling times after each generation, a slow-cycling subpopulation displaying a CD62L(hi) memory phenotype appears after eight divisions. Phenotype and cell cycle duration are inherited by the progeny of slow cyclers. We propose that memory precursors cell-intrinsically modulate their proliferative activity to diversify differentiation pathways.

Scaling of flow distance in random self-similar channel networks

USGS Publications Warehouse

Troutman, B.M.

2005-01-01

Natural river channel networks have been shown in empirical studies to exhibit power-law scaling behavior characteristic of self-similar and self-affine structures. Of particular interest is to describe how the distribution of distance to the outlet changes as a function of network size. In this paper, networks are modeled as random self-similar rooted tree graphs and scaling of distance to the root is studied using methods in stochastic branching theory. In particular, the asymptotic expectation of the width function (number of nodes as a function of distance to the outlet) is derived under conditions on the replacement generators. It is demonstrated further that the branching number describing rate of growth of node distance to the outlet is identical to the length ratio under a Horton-Strahler ordering scheme as order gets large, again under certain restrictions on the generators. These results are discussed in relation to drainage basin allometry and an application to an actual drainage network is presented. ?? World Scientific Publishing Company.

A coupled stochastic rainfall-evapotranspiration model for hydrological impact analysis

NASA Astrophysics Data System (ADS)

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

2018-02-01

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

Applications of stochastic models and geostatistical analyses to study sources and spatial patterns of soil heavy metals in a metalliferous industrial district of China.

PubMed

Zhong, Buqing; Liang, Tao; Wang, Lingqing; Li, Kexin

2014-08-15

An extensive soil survey was conducted to study pollution sources and delineate contamination of heavy metals in one of the metalliferous industrial bases, in the karst areas of southwest China. A total of 597 topsoil samples were collected and the concentrations of five heavy metals, namely Cd, As (metalloid), Pb, Hg and Cr were analyzed. Stochastic models including a conditional inference tree (CIT) and a finite mixture distribution model (FMDM) were applied to identify the sources and partition the contribution from natural and anthropogenic sources for heavy metal in topsoils of the study area. Regression trees for Cd, As, Pb and Hg were proved to depend mostly on indicators of anthropogenic activities such as industrial type and distance from urban area, while the regression tree for Cr was found to be mainly influenced by the geogenic characteristics. The FMDM analysis showed that the geometric means of modeled background values for Cd, As, Pb, Hg and Cr were close to their background values previously reported in the study area, while the contamination of Cd and Hg were widespread in the study area, imposing potentially detrimental effects on organisms through the food chain. Finally, the probabilities of single and multiple heavy metals exceeding the threshold values derived from the FMDM were estimated using indicator kriging (IK) and multivariate indicator kriging (MVIK). The high probabilities exceeding the thresholds of heavy metals were associated with metalliferous production and atmospheric deposition of heavy metals transported from the urban and industrial areas. Geostatistics coupled with stochastic models provide an effective way to delineate multiple heavy metal pollution to facilitate improved environmental management. Copyright © 2014 Elsevier B.V. All rights reserved.

Stochastic Stabilityfor Contracting Lorenz Maps and Flows

NASA Astrophysics Data System (ADS)

Metzger, R. J.

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

Tsunamis: stochastic models of occurrence and generation mechanisms

USGS Publications Warehouse

Geist, Eric L.; Oglesby, David D.

2014-01-01

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

A simple stochastic weather generator for ecological modeling

Treesearch

A.G. Birt; M.R. Valdez-Vivas; R.M. Feldman; C.W. Lafon; D. Cairns; R.N. Coulson; M. Tchakerian; W. Xi; Jim Guldin

2010-01-01

Stochastic weather generators are useful tools for exploring the relationship between organisms and their environment. This paper describes a simple weather generator that can be used in ecological modeling projects. We provide a detailed description of methodology, and links to full C++ source code (http://weathergen.sourceforge.net) required to implement or modify...

An application of the lottery competition model to a montane rainforest community of two canopy trees, ohia (Metrosideros polymorpha) and koa (Acacia koa) on Mauna Loa, Hawaii

USGS Publications Warehouse

Hatfield, J.S.; Link, W.A.; Dawson, D.K.; Lindquist, E.L.

1992-01-01

This rainforest occurs on Mauna Loa at 1500-2000 m elevation. Earthwatch volunteers, studying the habitat of 8 native forest bird species (3 endangered), identified 2382 living canopy trees, and 99 dead trees, on 68 study plots, 400 m2 each. Ohia made up 88% of the canopy; koa was 12%. The two-species lottery competition model, a stochastic model in which coexistence of species results from variation in recruitment and death rates, predicts a quadratic-beta distribution for the proportion of space occupied by one species. A discrete version was fit to the live tree data and a likelihood ratio test (p=0.02) was used to test if the mean death rates were equal. This test was corroborated by a contingency table analysis (p=0.03) based on dead trees. Parameter estimates from the two analyses were similar.

Nonholonomic relativistic diffusion and exact solutions for stochastic Einstein spaces

NASA Astrophysics Data System (ADS)

Vacaru, S. I.

2012-03-01

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

BBPH: Using progressive hedging within branch and bound to solve multi-stage stochastic mixed integer programs

DOE PAGES

Barnett, Jason; Watson, Jean -Paul; Woodruff, David L.

2016-11-27

Progressive hedging, though an effective heuristic for solving stochastic mixed integer programs (SMIPs), is not guaranteed to converge in this case. Here, we describe BBPH, a branch and bound algorithm that uses PH at each node in the search tree such that, given sufficient time, it will always converge to a globally optimal solution. Additionally, to providing a theoretically convergent “wrapper” for PH applied to SMIPs, computational results demonstrate that for some difficult problem instances branch and bound can find improved solutions after exploring only a few nodes.

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

PubMed Central

Martinez, Alexander S.; Faist, Akasha M.

2016-01-01

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

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

PubMed

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

2017-08-24

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

Dynamics of neural cryptography

NASA Astrophysics Data System (ADS)

Ruttor, Andreas; Kinzel, Wolfgang; Kanter, Ido

2007-05-01

Synchronization of neural networks has been used for public channel protocols in cryptography. In the case of tree parity machines the dynamics of both bidirectional synchronization and unidirectional learning is driven by attractive and repulsive stochastic forces. Thus it can be described well by a random walk model for the overlap between participating neural networks. For that purpose transition probabilities and scaling laws for the step sizes are derived analytically. Both these calculations as well as numerical simulations show that bidirectional interaction leads to full synchronization on average. In contrast, successful learning is only possible by means of fluctuations. Consequently, synchronization is much faster than learning, which is essential for the security of the neural key-exchange protocol. However, this qualitative difference between bidirectional and unidirectional interaction vanishes if tree parity machines with more than three hidden units are used, so that those neural networks are not suitable for neural cryptography. In addition, the effective number of keys which can be generated by the neural key-exchange protocol is calculated using the entropy of the weight distribution. As this quantity increases exponentially with the system size, brute-force attacks on neural cryptography can easily be made unfeasible.

Dynamics of neural cryptography.

PubMed

Ruttor, Andreas; Kinzel, Wolfgang; Kanter, Ido

2007-05-01

Synchronization of neural networks has been used for public channel protocols in cryptography. In the case of tree parity machines the dynamics of both bidirectional synchronization and unidirectional learning is driven by attractive and repulsive stochastic forces. Thus it can be described well by a random walk model for the overlap between participating neural networks. For that purpose transition probabilities and scaling laws for the step sizes are derived analytically. Both these calculations as well as numerical simulations show that bidirectional interaction leads to full synchronization on average. In contrast, successful learning is only possible by means of fluctuations. Consequently, synchronization is much faster than learning, which is essential for the security of the neural key-exchange protocol. However, this qualitative difference between bidirectional and unidirectional interaction vanishes if tree parity machines with more than three hidden units are used, so that those neural networks are not suitable for neural cryptography. In addition, the effective number of keys which can be generated by the neural key-exchange protocol is calculated using the entropy of the weight distribution. As this quantity increases exponentially with the system size, brute-force attacks on neural cryptography can easily be made unfeasible.

Nested radiations and the pulse of angiosperm diversification: increased diversification rates often follow whole genome duplications.

PubMed

Tank, David C; Eastman, Jonathan M; Pennell, Matthew W; Soltis, Pamela S; Soltis, Douglas E; Hinchliff, Cody E; Brown, Joseph W; Sessa, Emily B; Harmon, Luke J

2015-07-01

Our growing understanding of the plant tree of life provides a novel opportunity to uncover the major drivers of angiosperm diversity. Using a time-calibrated phylogeny, we characterized hot and cold spots of lineage diversification across the angiosperm tree of life by modeling evolutionary diversification using stepwise AIC (MEDUSA). We also tested the whole-genome duplication (WGD) radiation lag-time model, which postulates that increases in diversification tend to lag behind established WGD events. Diversification rates have been incredibly heterogeneous throughout the evolutionary history of angiosperms and reveal a pattern of 'nested radiations' - increases in net diversification nested within other radiations. This pattern in turn generates a negative relationship between clade age and diversity across both families and orders. We suggest that stochastically changing diversification rates across the phylogeny explain these patterns. Finally, we demonstrate significant statistical support for the WGD radiation lag-time model. Across angiosperms, nested shifts in diversification led to an overall increasing rate of net diversification and declining relative extinction rates through time. These diversification shifts are only rarely perfectly associated with WGD events, but commonly follow them after a lag period. © 2015 The Authors. New Phytologist © 2015 New Phytologist Trust.

Dynamics of neural cryptography

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

Ruttor, Andreas; Kinzel, Wolfgang; Kanter, Ido

2007-05-15

Synchronization of neural networks has been used for public channel protocols in cryptography. In the case of tree parity machines the dynamics of both bidirectional synchronization and unidirectional learning is driven by attractive and repulsive stochastic forces. Thus it can be described well by a random walk model for the overlap between participating neural networks. For that purpose transition probabilities and scaling laws for the step sizes are derived analytically. Both these calculations as well as numerical simulations show that bidirectional interaction leads to full synchronization on average. In contrast, successful learning is only possible by means of fluctuations. Consequently,more » synchronization is much faster than learning, which is essential for the security of the neural key-exchange protocol. However, this qualitative difference between bidirectional and unidirectional interaction vanishes if tree parity machines with more than three hidden units are used, so that those neural networks are not suitable for neural cryptography. In addition, the effective number of keys which can be generated by the neural key-exchange protocol is calculated using the entropy of the weight distribution. As this quantity increases exponentially with the system size, brute-force attacks on neural cryptography can easily be made unfeasible.« less

Development and implementation of (Q)SAR modeling within the CHARMMing web-user interface.

PubMed

Weidlich, Iwona E; Pevzner, Yuri; Miller, Benjamin T; Filippov, Igor V; Woodcock, H Lee; Brooks, Bernard R

2015-01-05

Recent availability of large publicly accessible databases of chemical compounds and their biological activities (PubChem, ChEMBL) has inspired us to develop a web-based tool for structure activity relationship and quantitative structure activity relationship modeling to add to the services provided by CHARMMing (www.charmming.org). This new module implements some of the most recent advances in modern machine learning algorithms-Random Forest, Support Vector Machine, Stochastic Gradient Descent, Gradient Tree Boosting, so forth. A user can import training data from Pubchem Bioassay data collections directly from our interface or upload his or her own SD files which contain structures and activity information to create new models (either categorical or numerical). A user can then track the model generation process and run models on new data to predict activity. © 2014 Wiley Periodicals, Inc.

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

Quantum stochastic calculus associated with quadratic quantum noises

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

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

2016-02-15

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

Appropriate Domain Size for Groundwater Flow Modeling with a Discrete Fracture Network Model.

PubMed

Ji, Sung-Hoon; Koh, Yong-Kwon

2017-01-01

When a discrete fracture network (DFN) is constructed from statistical conceptualization, uncertainty in simulating the hydraulic characteristics of a fracture network can arise due to the domain size. In this study, the appropriate domain size, where less significant uncertainty in the stochastic DFN model is expected, was suggested for the Korea Atomic Energy Research Institute Underground Research Tunnel (KURT) site. The stochastic DFN model for the site was established, and the appropriate domain size was determined with the density of the percolating cluster and the percolation probability using the stochastically generated DFNs for various domain sizes. The applicability of the appropriate domain size to our study site was evaluated by comparing the statistical properties of stochastically generated fractures of varying domain sizes and estimating the uncertainty in the equivalent permeability of the generated DFNs. Our results show that the uncertainty of the stochastic DFN model is acceptable when the modeling domain is larger than the determined appropriate domain size, and the appropriate domain size concept is applicable to our study site. © 2016, National Ground Water Association.

A stochastic method for stand-alone photovoltaic system sizing

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

Cabral, Claudia Valeria Tavora; Filho, Delly Oliveira; Martins, Jose Helvecio

Photovoltaic systems utilize solar energy to generate electrical energy to meet load demands. Optimal sizing of these systems includes the characterization of solar radiation. Solar radiation at the Earth's surface has random characteristics and has been the focus of various academic studies. The objective of this study was to stochastically analyze parameters involved in the sizing of photovoltaic generators and develop a methodology for sizing of stand-alone photovoltaic systems. Energy storage for isolated systems and solar radiation were analyzed stochastically due to their random behavior. For the development of the methodology proposed stochastic analysis were studied including the Markov chainmore » and beta probability density function. The obtained results were compared with those for sizing of stand-alone using from the Sandia method (deterministic), in which the stochastic model presented more reliable values. Both models present advantages and disadvantages; however, the stochastic one is more complex and provides more reliable and realistic results. (author)« less

Impact of number of realizations on the suitability of simulated weather data for hydrologic and environmental applications

USDA-ARS?s Scientific Manuscript database

Stochastic weather generators are widely used in hydrological, environmental, and agricultural applications to simulate and forecast weather time series. However, such stochastic processes usually produce random outputs hence the question on how representative the generated data are if obtained fro...

Electricity system expansion studies to consider uncertainties and interactions in restructured markets

NASA Astrophysics Data System (ADS)

Jin, Shan

This dissertation concerns power system expansion planning under different market mechanisms. The thesis follows a three paper format, in which each paper emphasizes a different perspective. The first paper investigates the impact of market uncertainties on a long term centralized generation expansion planning problem. The problem is modeled as a two-stage stochastic program with uncertain fuel prices and demands, which are represented as probabilistic scenario paths in a multi-period tree. Two measurements, expected cost (EC) and Conditional Value-at-Risk (CVaR), are used to minimize, respectively, the total expected cost among scenarios and the risk of incurring high costs in unfavorable scenarios. We sample paths from the scenario tree to reduce the problem scale and determine the sufficient number of scenarios by computing confidence intervals on the objective values. The second paper studies an integrated electricity supply system including generation, transmission and fuel transportation with a restructured wholesale electricity market. This integrated system expansion problem is modeled as a bi-level program in which a centralized system expansion decision is made in the upper level and the operational decisions of multiple market participants are made in the lower level. The difficulty of solving a bi-level programming problem to global optimality is discussed and three problem relaxations obtained by reformulation are explored. The third paper solves a more realistic market-based generation and transmission expansion problem. It focuses on interactions among a centralized transmission expansion decision and decentralized generation expansion decisions. It allows each generator to make its own strategic investment and operational decisions both in response to a transmission expansion decision and in anticipation of a market price settled by an Independent System Operator (ISO) market clearing problem. The model poses a complicated tri-level structure including an equilibrium problem with equilibrium constraints (EPEC) sub-problem. A hybrid iterative algorithm is proposed to solve the problem efficiently and reliably.

On the distribution of interspecies correlation for Markov models of character evolution on Yule trees.

PubMed

Mulder, Willem H; Crawford, Forrest W

2015-01-07

Efforts to reconstruct phylogenetic trees and understand evolutionary processes depend fundamentally on stochastic models of speciation and mutation. The simplest continuous-time model for speciation in phylogenetic trees is the Yule process, in which new species are "born" from existing lineages at a constant rate. Recent work has illuminated some of the structural properties of Yule trees, but it remains mostly unknown how these properties affect sequence and trait patterns observed at the tips of the phylogenetic tree. Understanding the interplay between speciation and mutation under simple models of evolution is essential for deriving valid phylogenetic inference methods and gives insight into the optimal design of phylogenetic studies. In this work, we derive the probability distribution of interspecies covariance under Brownian motion and Ornstein-Uhlenbeck models of phenotypic change on a Yule tree. We compute the probability distribution of the number of mutations shared between two randomly chosen taxa in a Yule tree under discrete Markov mutation models. Our results suggest summary measures of phylogenetic information content, illuminate the correlation between site patterns in sequences or traits of related organisms, and provide heuristics for experimental design and reconstruction of phylogenetic trees. Copyright © 2014 Elsevier Ltd. All rights reserved.

Toward Development of a Stochastic Wake Model: Validation Using LES and Turbine Loads

DOE PAGES

Moon, Jae; Manuel, Lance; Churchfield, Matthew; ...

2017-12-28

Wind turbines within an array do not experience free-stream undisturbed flow fields. Rather, the flow fields on internal turbines are influenced by wakes generated by upwind unit and exhibit different dynamic characteristics relative to the free stream. The International Electrotechnical Commission (IEC) standard 61400-1 for the design of wind turbines only considers a deterministic wake model for the design of a wind plant. This study is focused on the development of a stochastic model for waked wind fields. First, high-fidelity physics-based waked wind velocity fields are generated using Large-Eddy Simulation (LES). Stochastic characteristics of these LES waked wind velocity field,more » including mean and turbulence components, are analyzed. Wake-related mean and turbulence field-related parameters are then estimated for use with a stochastic model, using Multivariate Multiple Linear Regression (MMLR) with the LES data. To validate the simulated wind fields based on the stochastic model, wind turbine tower and blade loads are generated using aeroelastic simulation for utility-scale wind turbine models and compared with those based directly on the LES inflow. The study's overall objective is to offer efficient and validated stochastic approaches that are computationally tractable for assessing the performance and loads of turbines operating in wakes.« less

Toward Development of a Stochastic Wake Model: Validation Using LES and Turbine Loads

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

Moon, Jae; Manuel, Lance; Churchfield, Matthew

Wind turbines within an array do not experience free-stream undisturbed flow fields. Rather, the flow fields on internal turbines are influenced by wakes generated by upwind unit and exhibit different dynamic characteristics relative to the free stream. The International Electrotechnical Commission (IEC) standard 61400-1 for the design of wind turbines only considers a deterministic wake model for the design of a wind plant. This study is focused on the development of a stochastic model for waked wind fields. First, high-fidelity physics-based waked wind velocity fields are generated using Large-Eddy Simulation (LES). Stochastic characteristics of these LES waked wind velocity field,more » including mean and turbulence components, are analyzed. Wake-related mean and turbulence field-related parameters are then estimated for use with a stochastic model, using Multivariate Multiple Linear Regression (MMLR) with the LES data. To validate the simulated wind fields based on the stochastic model, wind turbine tower and blade loads are generated using aeroelastic simulation for utility-scale wind turbine models and compared with those based directly on the LES inflow. The study's overall objective is to offer efficient and validated stochastic approaches that are computationally tractable for assessing the performance and loads of turbines operating in wakes.« less

The viability of ADVANTG deterministic method for synthetic radiography generation

NASA Astrophysics Data System (ADS)

Bingham, Andrew; Lee, Hyoung K.

2018-07-01

Fast simulation techniques to generate synthetic radiographic images of high resolution are helpful when new radiation imaging systems are designed. However, the standard stochastic approach requires lengthy run time with poorer statistics at higher resolution. The investigation of the viability of a deterministic approach to synthetic radiography image generation was explored. The aim was to analyze a computational time decrease over the stochastic method. ADVANTG was compared to MCNP in multiple scenarios including a small radiography system prototype, to simulate high resolution radiography images. By using ADVANTG deterministic code to simulate radiography images the computational time was found to decrease 10 to 13 times compared to the MCNP stochastic approach while retaining image quality.

A multilocus perspective on the speciation history of a North American aridland toad (Anaxyrus punctatus).

PubMed

Bryson, Robert W; Jaeger, Jef R; Lemos-Espinal, Julio A; Lazcano, David

2012-09-01

Interpretations of phylogeographic patterns can change when analyses shift from single gene-tree to multilocus coalescent analyses. Using multilocus coalescent approaches, a species tree and divergence times can be estimated from a set of gene trees while accounting for gene-tree stochasticity. We utilized the conceptual strengths of a multilocus coalescent approach coupled with complete range-wide sampling to examine the speciation history of a broadly distributed, North American warm-desert toad, Anaxyrus punctatus. Phylogenetic analyses provided strong support for three major lineages within A. punctatus. Each lineage broadly corresponded to one of three desert regions. Early speciation in A. punctatus appeared linked to late Miocene-Pliocene development of the Baja California peninsula. This event was likely followed by a Pleistocene divergence associated with the separation of the Chihuahuan and Sonoran Deserts. Our multilocus coalescent-based reconstruction provides an informative contrast to previous single gene-tree estimates of the evolutionary history of A. punctatus. Copyright © 2012 Elsevier Inc. All rights reserved.

A framework for sensitivity analysis of decision trees.

PubMed

Kamiński, Bogumił; Jakubczyk, Michał; Szufel, Przemysław

2018-01-01

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

Stochastic Watershed Models for Risk Based Decision Making

NASA Astrophysics Data System (ADS)

Vogel, R. M.

2017-12-01

Over half a century ago, the Harvard Water Program introduced the field of operational or synthetic hydrology providing stochastic streamflow models (SSMs), which could generate ensembles of synthetic streamflow traces useful for hydrologic risk management. The application of SSMs, based on streamflow observations alone, revolutionized water resources planning activities, yet has fallen out of favor due, in part, to their inability to account for the now nearly ubiquitous anthropogenic influences on streamflow. This commentary advances the modern equivalent of SSMs, termed `stochastic watershed models' (SWMs) useful as input to nearly all modern risk based water resource decision making approaches. SWMs are deterministic watershed models implemented using stochastic meteorological series, model parameters and model errors, to generate ensembles of streamflow traces that represent the variability in possible future streamflows. SWMs combine deterministic watershed models, which are ideally suited to accounting for anthropogenic influences, with recent developments in uncertainty analysis and principles of stochastic simulation

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

NASA Astrophysics Data System (ADS)

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

2018-03-01

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

Assessment of a stochastic downscaling methodology in generating an ensemble of hourly future climate time series

NASA Astrophysics Data System (ADS)

Fatichi, S.; Ivanov, V. Y.; Caporali, E.

2013-04-01

This study extends a stochastic downscaling methodology to generation of an ensemble of hourly time series of meteorological variables that express possible future climate conditions at a point-scale. The stochastic downscaling uses general circulation model (GCM) realizations and an hourly weather generator, the Advanced WEather GENerator (AWE-GEN). Marginal distributions of factors of change are computed for several climate statistics using a Bayesian methodology that can weight GCM realizations based on the model relative performance with respect to a historical climate and a degree of disagreement in projecting future conditions. A Monte Carlo technique is used to sample the factors of change from their respective marginal distributions. As a comparison with traditional approaches, factors of change are also estimated by averaging GCM realizations. With either approach, the derived factors of change are applied to the climate statistics inferred from historical observations to re-evaluate parameters of the weather generator. The re-parameterized generator yields hourly time series of meteorological variables that can be considered to be representative of future climate conditions. In this study, the time series are generated in an ensemble mode to fully reflect the uncertainty of GCM projections, climate stochasticity, as well as uncertainties of the downscaling procedure. Applications of the methodology in reproducing future climate conditions for the periods of 2000-2009, 2046-2065 and 2081-2100, using the period of 1962-1992 as the historical baseline are discussed for the location of Firenze (Italy). The inferences of the methodology for the period of 2000-2009 are tested against observations to assess reliability of the stochastic downscaling procedure in reproducing statistics of meteorological variables at different time scales.

Using tree diversity to compare phylogenetic heuristics.

PubMed

Sul, Seung-Jin; Matthews, Suzanne; Williams, Tiffani L

2009-04-29

Evolutionary trees are family trees that represent the relationships between a group of organisms. Phylogenetic heuristics are used to search stochastically for the best-scoring trees in tree space. Given that better tree scores are believed to be better approximations of the true phylogeny, traditional evaluation techniques have used tree scores to determine the heuristics that find the best scores in the fastest time. We develop new techniques to evaluate phylogenetic heuristics based on both tree scores and topologies to compare Pauprat and Rec-I-DCM3, two popular Maximum Parsimony search algorithms. Our results show that although Pauprat and Rec-I-DCM3 find the trees with the same best scores, topologically these trees are quite different. Furthermore, the Rec-I-DCM3 trees cluster distinctly from the Pauprat trees. In addition to our heatmap visualizations of using parsimony scores and the Robinson-Foulds distance to compare best-scoring trees found by the two heuristics, we also develop entropy-based methods to show the diversity of the trees found. Overall, Pauprat identifies more diverse trees than Rec-I-DCM3. Overall, our work shows that there is value to comparing heuristics beyond the parsimony scores that they find. Pauprat is a slower heuristic than Rec-I-DCM3. However, our work shows that there is tremendous value in using Pauprat to reconstruct trees-especially since it finds identical scoring but topologically distinct trees. Hence, instead of discounting Pauprat, effort should go in improving its implementation. Ultimately, improved performance measures lead to better phylogenetic heuristics and will result in better approximations of the true evolutionary history of the organisms of interest.

The relative contributions of disease and insects in the decline of a long-lived tree: a stochastic demographic model of whitebark pine (Pinus albicaulis)

USGS Publications Warehouse

Jules, Erik S; Jackson, Jenell I.; van Mantgem, Phillip J.; Beck, Jennifer S.; Murray, Michael P.; Sahara, E. April

2016-01-01

Pathogens and insect pests have become increasingly important drivers of tree mortality in forested ecosystems. Unfortunately, understanding the relative contributions of multiple mortality agents to the population decline of trees is difficult, because it requires frequent measures of tree survival, growth, and recruitment, as well as the incidence of mortality agents. We present a population model of whitebark pine (Pinus albicaulis), a high-elevation tree undergoing rapid decline in western North America. The loss of whitebark pine is thought to be primarily due to an invasive pathogen (white pine blister rust; Cronartium ribicola) and a native insect (mountain pine beetle; Dendroctonus ponderosae). We utilized seven plots in Crater Lake National Park (Oregon, USA) where 1220 trees were surveyed for health and the presence of blister rust and beetle activity annually from 2003–2014, except 2008. We constructed size-based projection matrices for nine years and calculated the deterministic growth rate (λ) using an average matrix and the stochastic growth rate (λs) by simulation for whitebark pine in our study population. We then assessed the roles of blister rust and beetles by calculating λ and λsusing matrices in which we removed trees with blister rust and, separately, trees with beetles. We also conducted life-table response experiments (LTRE) to determine which demographic changes contributed most to differences in λ between ambient conditions and the two other scenarios. The model suggests that whitebark pine in our plots are currently declining 1.1% per year (λ = 0.9888, λs = 0.9899). Removing blister rust from the models resulted in almost no increase in growth (λ = 0.9916, λs = 0.9930), while removing beetles resulted in a larger increase in growth (λ = 1.0028, λs = 1.0045). The LTRE demonstrated that reductions in stasis of the three largest size classes due to beetles contributed most to the smaller λ in the ambient condition. Our work demonstrates a method for assessing the relative effects of different mortality agents on declining tree populations, and it shows that the effects of insects and pathogens can be markedly different from one another. In our study, beetle activity significantly reduced tree population growth while a pathogen had minimal effect, thus management actions to stabilize our study population will likely need to include reducing beetle activity.

Phylogenies support out-of-equilibrium models of biodiversity.

PubMed

Manceau, Marc; Lambert, Amaury; Morlon, Hélène

2015-04-01

There is a long tradition in ecology of studying models of biodiversity at equilibrium. These models, including the influential Neutral Theory of Biodiversity, have been successful at predicting major macroecological patterns, such as species abundance distributions. But they have failed to predict macroevolutionary patterns, such as those captured in phylogenetic trees. Here, we develop a model of biodiversity in which all individuals have identical demographic rates, metacommunity size is allowed to vary stochastically according to population dynamics, and speciation arises naturally from the accumulation of point mutations. We show that this model generates phylogenies matching those observed in nature if the metacommunity is out of equilibrium. We develop a likelihood inference framework that allows fitting our model to empirical phylogenies, and apply this framework to various mammalian families. Our results corroborate the hypothesis that biodiversity dynamics are out of equilibrium. © 2015 John Wiley & Sons Ltd/CNRS.

The shape and temporal dynamics of phylogenetic trees arising from geographic speciation.

PubMed

Pigot, Alex L; Phillimore, Albert B; Owens, Ian P F; Orme, C David L

2010-12-01

Phylogenetic trees often depart from the expectations of stochastic models, exhibiting imbalance in diversification among lineages and slowdowns in the rate of lineage accumulation through time. Such departures have led to a widespread perception that ecological differences among species or adaptation and subsequent niche filling are required to explain patterns of diversification. However, a key element missing from models of diversification is the geographical context of speciation and extinction. In this study, we develop a spatially explicit model of geographic range evolution and cladogenesis, where speciation arises via vicariance or peripatry, and explore the effects of these processes on patterns of diversification. We compare the results with those observed in 41 reconstructed avian trees. Our model shows that nonconstant rates of speciation and extinction are emergent properties of the apportioning of geographic ranges that accompanies speciation. The dynamics of diversification exhibit wide variation, depending on the mode of speciation, tendency for range expansion, and rate of range evolution. By varying these parameters, the model is able to capture many, but not all, of the features exhibited by birth-death trees and extant bird clades. Under scenarios with relatively stable geographic ranges, strong slowdowns in diversification rates are produced, with faster rates of range dynamics leading to constant or accelerating rates of apparent diversification. A peripatric model of speciation with stable ranges also generates highly unbalanced trees typical of bird phylogenies but fails to produce realistic range size distributions among the extant species. Results most similar to those of a birth-death process are reached under a peripatric speciation scenario with highly volatile range dynamics. Taken together, our results demonstrate that considering the geographical context of speciation and extinction provides a more conservative null model of diversification and offers a very different perspective on the phylogenetic patterns expected in the absence of ecology.

Tsunami evacuation plans for future megathrust earthquakes in Padang, Indonesia, considering stochastic earthquake scenarios

NASA Astrophysics Data System (ADS)

Muhammad, Ario; Goda, Katsuichiro; Alexander, Nicholas A.; Kongko, Widjo; Muhari, Abdul

2017-12-01

This study develops tsunami evacuation plans in Padang, Indonesia, using a stochastic tsunami simulation method. The stochastic results are based on multiple earthquake scenarios for different magnitudes (Mw 8.5, 8.75, and 9.0) that reflect asperity characteristics of the 1797 historical event in the same region. The generation of the earthquake scenarios involves probabilistic models of earthquake source parameters and stochastic synthesis of earthquake slip distributions. In total, 300 source models are generated to produce comprehensive tsunami evacuation plans in Padang. The tsunami hazard assessment results show that Padang may face significant tsunamis causing the maximum tsunami inundation height and depth of 15 and 10 m, respectively. A comprehensive tsunami evacuation plan - including horizontal evacuation area maps, assessment of temporary shelters considering the impact due to ground shaking and tsunami, and integrated horizontal-vertical evacuation time maps - has been developed based on the stochastic tsunami simulation results. The developed evacuation plans highlight that comprehensive mitigation policies can be produced from the stochastic tsunami simulation for future tsunamigenic events.

Using stochastic gradient boosting to infer stopover habitat selection and distribution of Hooded Cranes Grus monacha during spring migration in Lindian, Northeast China.

PubMed

Cai, Tianlong; Huettmann, Falk; Guo, Yumin

2014-01-01

The Hooded Crane (Grus monacha) is a globally vulnerable species, and habitat loss is the primary cause of its decline. To date, little is known regarding the specific habitat needs, and stopover habitat selection in particular, of the Hooded Crane. In this study we used stochastic gradient boosting (TreeNet) to develop three specific habitat selection models for roosting, daytime resting, and feeding site selection. In addition, we used a geographic information system (GIS) combined with TreeNet to develop a species distribution model. We also generated a digital map of the relative occurrence index (ROI) of this species at daytime resting sites in the study area. Our study indicated that the water depth, distance to village, coverage of deciduous leaves, open water area, and density of plants were the major predictors of roosting site selection. For daytime resting site selection, the distance to wetland, distance to farmland, and distance to road were the primary predictors. For feeding site selection, the distance to road, quantity of food, plant coverage, distance to village, plant density, distance to wetland, and distance to river were contributing factors, and the distance to road and quantity of food were the most important predictors. The predictive map showed that there were two consistent multi-year daytime resting sites in our study area. Our field work in 2013 using systematic ground-truthing confirmed that this prediction was accurate. Based on this study, we suggest that Lindian plays an important role for migratory birds and that cultivation practices should be adjusted locally. Furthermore, public education programs to promote the concept of the harmonious coexistence of humans and cranes can help successfully protect this species in the long term and eventually lead to its delisting by the IUCN.

Using Stochastic Gradient Boosting to Infer Stopover Habitat Selection and Distribution of Hooded Cranes Grus monacha during Spring Migration in Lindian, Northeast China

PubMed Central

Cai, Tianlong; Huettmann, Falk; Guo, Yumin

2014-01-01

The Hooded Crane (Grus monacha) is a globally vulnerable species, and habitat loss is the primary cause of its decline. To date, little is known regarding the specific habitat needs, and stopover habitat selection in particular, of the Hooded Crane. In this study we used stochastic gradient boosting (TreeNet) to develop three specific habitat selection models for roosting, daytime resting, and feeding site selection. In addition, we used a geographic information system (GIS) combined with TreeNet to develop a species distribution model. We also generated a digital map of the relative occurrence index (ROI) of this species at daytime resting sites in the study area. Our study indicated that the water depth, distance to village, coverage of deciduous leaves, open water area, and density of plants were the major predictors of roosting site selection. For daytime resting site selection, the distance to wetland, distance to farmland, and distance to road were the primary predictors. For feeding site selection, the distance to road, quantity of food, plant coverage, distance to village, plant density, distance to wetland, and distance to river were contributing factors, and the distance to road and quantity of food were the most important predictors. The predictive map showed that there were two consistent multi-year daytime resting sites in our study area. Our field work in 2013 using systematic ground-truthing confirmed that this prediction was accurate. Based on this study, we suggest that Lindian plays an important role for migratory birds and that cultivation practices should be adjusted locally. Furthermore, public education programs to promote the concept of the harmonious coexistence of humans and cranes can help successfully protect this species in the long term and eventually lead to its delisting by the IUCN. PMID:24587118

Constraining continuous rainfall simulations for derived design flood estimation

NASA Astrophysics Data System (ADS)

Woldemeskel, F. M.; Sharma, A.; Mehrotra, R.; Westra, S.

2016-11-01

Stochastic rainfall generation is important for a range of hydrologic and water resources applications. Stochastic rainfall can be generated using a number of models; however, preserving relevant attributes of the observed rainfall-including rainfall occurrence, variability and the magnitude of extremes-continues to be difficult. This paper develops an approach to constrain stochastically generated rainfall with an aim of preserving the intensity-durationfrequency (IFD) relationships of the observed data. Two main steps are involved. First, the generated annual maximum rainfall is corrected recursively by matching the generated intensity-frequency relationships to the target (observed) relationships. Second, the remaining (non-annual maximum) rainfall is rescaled such that the mass balance of the generated rain before and after scaling is maintained. The recursive correction is performed at selected storm durations to minimise the dependence between annual maximum values of higher and lower durations for the same year. This ensures that the resulting sequences remain true to the observed rainfall as well as represent the design extremes that may have been developed separately and are needed for compliance reasons. The method is tested on simulated 6 min rainfall series across five Australian stations with different climatic characteristics. The results suggest that the annual maximum and the IFD relationships are well reproduced after constraining the simulated rainfall. While our presentation focusses on the representation of design rainfall attributes (IFDs), the proposed approach can also be easily extended to constrain other attributes of the generated rainfall, providing an effective platform for post-processing of stochastic rainfall generators.

Stochastic Estimation and Non-Linear Wall-Pressure Sources in a Separating/Reattaching Flow

NASA Technical Reports Server (NTRS)

Naguib, A.; Hudy, L.; Humphreys, W. M., Jr.

2002-01-01

Simultaneous wall-pressure and PIV measurements are used to study the conditional flow field associated with surface-pressure generation in a separating/reattaching flow established over a fence-with-splitter-plate geometry. The conditional flow field is captured using linear and quadratic stochastic estimation based on the occurrence of positive and negative pressure events in the vicinity of the mean reattachment location. The results shed light on the dominant flow structures associated with significant wall-pressure generation. Furthermore, analysis based on the individual terms in the stochastic estimation expansion shows that both the linear and non-linear flow sources of the coherent (conditional) velocity field are equally important contributors to the generation of the conditional surface pressure.

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

NASA Astrophysics Data System (ADS)

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

2015-04-01

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

A Stochastic Version of the Noether Theorem

NASA Astrophysics Data System (ADS)

González Lezcano, Alfredo; Cabo Montes de Oca, Alejandro

2018-06-01

A stochastic version of the Noether theorem is derived for systems under the action of external random forces. The concept of moment generating functional is employed to describe the symmetry of the stochastic forces. The theorem is applied to two kinds of random covariant forces. One of them generated in an electrodynamic way and the other is defined in the rest frame of the particle as a function of the proper time. For both of them, it is shown the conservation of the mean value of a random drift momentum. The validity of the theorem makes clear that random systems can produce causal stochastic correlations between two faraway separated systems, that had interacted in the past. In addition possible connections of the discussion with the Ives Couder's experimental results are remarked.

Quantifying variation in forest disturbance, and its effects on aboveground biomass dynamics, across the eastern United States.

PubMed

Vanderwel, Mark C; Coomes, David A; Purves, Drew W

2013-05-01

The role of tree mortality in the global carbon balance is complicated by strong spatial and temporal heterogeneity that arises from the stochastic nature of carbon loss through disturbance. Characterizing spatio-temporal variation in mortality (including disturbance) and its effects on forest and carbon dynamics is thus essential to understanding the current global forest carbon sink, and to predicting how it will change in future. We analyzed forest inventory data from the eastern United States to estimate plot-level variation in mortality (relative to a long-term background rate for individual trees) for nine distinct forest regions. Disturbances that produced at least a fourfold increase in tree mortality over an approximately 5 year interval were observed in 1-5% of plots in each forest region. The frequency of disturbance was lowest in the northeast, and increased southwards along the Atlantic and Gulf coasts as fire and hurricane disturbances became progressively more common. Across the central and northern parts of the region, natural disturbances appeared to reflect a diffuse combination of wind, insects, disease, and ice storms. By linking estimated covariation in tree growth and mortality over time with a data-constrained forest dynamics model, we simulated the implications of stochastic variation in mortality for long-term aboveground biomass changes across the eastern United States. A geographic gradient in disturbance frequency induced notable differences in biomass dynamics between the least- and most-disturbed regions, with variation in mortality causing the latter to undergo considerably stronger fluctuations in aboveground stand biomass over time. Moreover, regional simulations showed that a given long-term increase in mean mortality rates would support greater aboveground biomass when expressed through disturbance effects compared with background mortality, particularly for early-successional species. The effects of increased tree mortality on carbon stocks and forest composition may thus depend partly on whether future mortality increases are chronic or episodic in nature. © 2013 Blackwell Publishing Ltd.

Quantifying variation in forest disturbance, and its effects on aboveground biomass dynamics, across the eastern United States

PubMed Central

Vanderwel, Mark C; Coomes, David A; Purves, Drew W

2013-01-01

The role of tree mortality in the global carbon balance is complicated by strong spatial and temporal heterogeneity that arises from the stochastic nature of carbon loss through disturbance. Characterizing spatio-temporal variation in mortality (including disturbance) and its effects on forest and carbon dynamics is thus essential to understanding the current global forest carbon sink, and to predicting how it will change in future. We analyzed forest inventory data from the eastern United States to estimate plot-level variation in mortality (relative to a long-term background rate for individual trees) for nine distinct forest regions. Disturbances that produced at least a fourfold increase in tree mortality over an approximately 5 year interval were observed in 1–5% of plots in each forest region. The frequency of disturbance was lowest in the northeast, and increased southwards along the Atlantic and Gulf coasts as fire and hurricane disturbances became progressively more common. Across the central and northern parts of the region, natural disturbances appeared to reflect a diffuse combination of wind, insects, disease, and ice storms. By linking estimated covariation in tree growth and mortality over time with a data-constrained forest dynamics model, we simulated the implications of stochastic variation in mortality for long-term aboveground biomass changes across the eastern United States. A geographic gradient in disturbance frequency induced notable differences in biomass dynamics between the least- and most-disturbed regions, with variation in mortality causing the latter to undergo considerably stronger fluctuations in aboveground stand biomass over time. Moreover, regional simulations showed that a given long-term increase in mean mortality rates would support greater aboveground biomass when expressed through disturbance effects compared with background mortality, particularly for early-successional species. The effects of increased tree mortality on carbon stocks and forest composition may thus depend partly on whether future mortality increases are chronic or episodic in nature. PMID:23505000

Local Colonization-Extinction Dynamics Generate Lags in the Response to Climate Change in Eastern North American Forests

NASA Astrophysics Data System (ADS)

Talluto, M. V.; Boulangeat, I.; Vissault, S.; Gravel, D.

2015-12-01

Climate change is likely to push many species to the limits of their ecological niches and lead to mismatches between species ranges and local environmental conditions. Forested ecosystems in particular may have difficulty tracking climate change due to slow growth and dispersal rates. Correlative species distribution models (SDMs), commonly used to predict the response of species distributions to climate change, relate species occurrences to climate to describe the present niche; however they often project into the future without accounting for slow processes that might produce lags in the response to climate change. An alternative type of model that analyzes patch-scale colonization and extinction (C-E) rates along an environmental gradient has been successful in describing species range limits in theoretical studies. Because the model is stochastic and dynamic, it is more robust to changes in the environmental gradient than static SDMs. We applied such a model to 40 of the most abundant trees in eastern North American forests, using repeated observations across multiple decades to parameterize the C-E rates. We show that C-E rates for many species respond to climate in a manner that generates predicted range limits when the species is at equilibrium with the environment. Moreover, current distributions of many species are significantly out of equilibrium with the present climate, with predicted range limits shifted 10s to 100s of km northward from the present distribution. These results suggest that present warming has already exceeded the thermal tolerance at the southern range limits for the dominant trees of eastern North American forests, producing millions of ha of newly suitable areas north of the present distribution of these species that have not yet been colonized, as well as large southern regions where species are present but expected to be lost in the long-term as dead trees are not replaced, even if no further climate warming occurs.

Stochastic Price Models and Optimal Tree Cutting: Results for Loblolly Pine

Treesearch

Robert G. Haight; Thomas P. Holmes

1991-01-01

An empirical investigation of stumpage price models and optimal harvest policies is conducted for loblolly pine plantations in the southeastern United States. The stationarity of monthly and quarterly series of sawtimber prices is analyzed using a unit root test. The statistical evidence supports stationary autoregressive models for the monthly series and for the...

Detailed Maintenance Planning for Military Systems with Random Lead Times and Cannibalization

DTIC Science & Technology

2014-12-01

relativement aux systèmes d’entretien. Prendre les meilleures décisions possible signifie ici de trouver un équilibre entre les coûts d’exploitation et la...Multistage Stochastic Programming: A Scenario Tree Based Approach to Planning under Uncertainty, In Sucar, L. E., Morales , E. F., and Hoey, J

Modeling the regeneration of northern hardwoods with FOREGEN

Treesearch

Dale S. Solomon; William B. Leak

2002-01-01

Describes the stochastic model FOREGEN that simulates regeneration in openings in northern hardwood stands that range in size from clearcuts of 2,000 by 2,000 feet to single-tree openings of 25 by 25 feet. The model incorporates the effects of seed development, dispersal, germination, seedbed conditions, advanced regeneration, and weather. Users can specify options on...

Generalization of Faustmann's Formula for Stochastic Forest Growth and Prices with Markov Decision Process Models

Treesearch

Joseph Buongiorno

2001-01-01

Faustmann's formula gives the land value, or the forest value of land with trees, under deterministic assumptions regarding future stand growth and prices, over an infinite horizon. Markov decision process (MDP) models generalize Faustmann's approach by recognizing that future stand states and prices are known only as probabilistic distributions. The...

Generation Expansion Planning With Large Amounts of Wind Power via Decision-Dependent Stochastic Programming

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

Zhan, Yiduo; Zheng, Qipeng P.; Wang, Jianhui

Power generation expansion planning needs to deal with future uncertainties carefully, given that the invested generation assets will be in operation for a long time. Many stochastic programming models have been proposed to tackle this challenge. However, most previous works assume predetermined future uncertainties (i.e., fixed random outcomes with given probabilities). In several recent studies of generation assets' planning (e.g., thermal versus renewable), new findings show that the investment decisions could affect the future uncertainties as well. To this end, this paper proposes a multistage decision-dependent stochastic optimization model for long-term large-scale generation expansion planning, where large amounts of windmore » power are involved. In the decision-dependent model, the future uncertainties are not only affecting but also affected by the current decisions. In particular, the probability distribution function is determined by not only input parameters but also decision variables. To deal with the nonlinear constraints in our model, a quasi-exact solution approach is then introduced to reformulate the multistage stochastic investment model to a mixed-integer linear programming model. The wind penetration, investment decisions, and the optimality of the decision-dependent model are evaluated in a series of multistage case studies. The results show that the proposed decision-dependent model provides effective optimization solutions for long-term generation expansion planning.« less

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.

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.

Effective stochastic generator with site-dependent interactions

NASA Astrophysics Data System (ADS)

Khamehchi, Masoumeh; Jafarpour, Farhad H.

2017-11-01

It is known that the stochastic generators of effective processes associated with the unconditioned dynamics of rare events might consist of non-local interactions; however, it can be shown that there are special cases for which these generators can include local interactions. In this paper, we investigate this possibility by considering systems of classical particles moving on a one-dimensional lattice with open boundaries. The particles might have hard-core interactions similar to the particles in an exclusion process, or there can be many arbitrary particles at a single site in a zero-range process. Assuming that the interactions in the original process are local and site-independent, we will show that under certain constraints on the microscopic reaction rules, the stochastic generator of an unconditioned process can be local but site-dependent. As two examples, the asymmetric zero-temperature Glauber model and the A-model with diffusion are presented and studied under the above-mentioned constraints.

The Automation of Stochastization Algorithm with Use of SymPy Computer Algebra Library

NASA Astrophysics Data System (ADS)

Demidova, Anastasya; Gevorkyan, Migran; Kulyabov, Dmitry; Korolkova, Anna; Sevastianov, Leonid

2018-02-01

SymPy computer algebra library is used for automatic generation of ordinary and stochastic systems of differential equations from the schemes of kinetic interaction. Schemes of this type are used not only in chemical kinetics but also in biological, ecological and technical models. This paper describes the automatic generation algorithm with an emphasis on application details.

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.

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

PubMed

Quan, Hao; Srinivasan, Dipti; Khosravi, Abbas

2015-09-01

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

Spatially heterogeneous stochasticity and the adaptive diversification of dormancy.

PubMed

Rajon, E; Venner, S; Menu, F

2009-10-01

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

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

Synchronization of coupled stochastic complex-valued dynamical networks with time-varying delays via aperiodically intermittent adaptive control

NASA Astrophysics Data System (ADS)

Wang, Pengfei; Jin, Wei; Su, Huan

2018-04-01

This paper deals with the synchronization problem of a class of coupled stochastic complex-valued drive-response networks with time-varying delays via aperiodically intermittent adaptive control. Different from the previous works, the intermittent control is aperiodic and adaptive, and the restrictions on the control width and time delay are removed, which lead to a larger application scope for this control strategy. Then, based on the Lyapunov method and Kirchhoff's Matrix Tree Theorem as well as differential inequality techniques, several novel synchronization conditions are derived for the considered model. Specially, impulsive control is also considered, which can be seen as a special case of the aperiodically intermittent control when the control width tends to zero. And the corresponding synchronization criteria are given as well. As an application of the theoretical results, a class of stochastic complex-valued coupled oscillators with time-varying delays is studied, and the numerical simulations are also given to demonstrate the effectiveness of the control strategies.

Stochastic Modeling of Flow-Structure Interactions using Generalized Polynomial Chaos

DTIC Science & Technology

2001-09-11

Some basic hypergeometric polynomials that generalize Jacobi polynomials . Memoirs Amer. Math. Soc...scheme, which is represented as a tree structure in figure 1 (following [24]), classifies the hypergeometric orthogonal polynomials and indicates the...2F0(1) 2F0(0) Figure 1: The Askey scheme of orthogonal polynomials The orthogonal polynomials associated with the generalized polynomial chaos,

Soil phosphorus heterogeneity promotes tree species diversity and phylogenetic clustering in a tropical seasonal rainforest.

PubMed

Xu, Wumei; Ci, Xiuqin; Song, Caiyun; He, Tianhua; Zhang, Wenfu; Li, Qiaoming; Li, Jie

2016-12-01

The niche theory predicts that environmental heterogeneity and species diversity are positively correlated in tropical forests, whereas the neutral theory suggests that stochastic processes are more important in determining species diversity. This study sought to investigate the effects of soil nutrient (nitrogen and phosphorus) heterogeneity on tree species diversity in the Xishuangbanna tropical seasonal rainforest in southwestern China. Thirty-nine plots of 400 m 2 (20 × 20 m) were randomly located in the Xishuangbanna tropical seasonal rainforest. Within each plot, soil nutrient (nitrogen and phosphorus) availability and heterogeneity, tree species diversity, and community phylogenetic structure were measured. Soil phosphorus heterogeneity and tree species diversity in each plot were positively correlated, while phosphorus availability and tree species diversity were not. The trees in plots with low soil phosphorus heterogeneity were phylogenetically overdispersed, while the phylogenetic structure of trees within the plots became clustered as heterogeneity increased. Neither nitrogen availability nor its heterogeneity was correlated to tree species diversity or the phylogenetic structure of trees within the plots. The interspecific competition in the forest plots with low soil phosphorus heterogeneity could lead to an overdispersed community. However, as heterogeneity increase, more closely related species may be able to coexist together and lead to a clustered community. Our results indicate that soil phosphorus heterogeneity significantly affects tree diversity in the Xishuangbanna tropical seasonal rainforest, suggesting that deterministic processes are dominant in this tropical forest assembly.

Some Results of Weak Anticipative Concept Applied in Simulation Based Decision Support in Enterprise

NASA Astrophysics Data System (ADS)

Kljajić, Miroljub; Kofjač, Davorin; Kljajić Borštnar, Mirjana; Škraba, Andrej

2010-11-01

The simulation models are used as for decision support and learning in enterprises and in schools. Tree cases of successful applications demonstrate usefulness of weak anticipative information. Job shop scheduling production with makespan criterion presents a real case customized flexible furniture production optimization. The genetic algorithm for job shop scheduling optimization is presented. Simulation based inventory control for products with stochastic lead time and demand describes inventory optimization for products with stochastic lead time and demand. Dynamic programming and fuzzy control algorithms reduce the total cost without producing stock-outs in most cases. Values of decision making information based on simulation were discussed too. All two cases will be discussed from optimization, modeling and learning point of view.

A representation of solution of stochastic differential equations

NASA Astrophysics Data System (ADS)

Kim, Yoon Tae; Jeon, Jong Woo

2006-03-01

We prove that the logarithm of the formal power series, obtained from a stochastic differential equation, is an element in the closure of the Lie algebra generated by vector fields being coefficients of equations. By using this result, we obtain a representation of the solution of stochastic differential equations in terms of Lie brackets and iterated Stratonovich integrals in the algebra of formal power series.

High-resolution stochastic downscaling of climate models: simulating wind advection, cloud cover and precipitation

NASA Astrophysics Data System (ADS)

Peleg, Nadav; Fatichi, Simone; Burlando, Paolo

2015-04-01

A new stochastic approach to generate wind advection, cloud cover and precipitation fields is presented with the aim of formulating a space-time weather generator characterized by fields with high spatial and temporal resolution (e.g., 1 km x 1 km and 5 min). Its use is suitable for stochastic downscaling of climate scenarios in the context of hydrological, ecological and geomorphological applications. The approach is based on concepts from the Advanced WEather GENerator (AWE-GEN) presented by Fatichi et al. (2011, Adv. Water Resour.), the Space-Time Realizations of Areal Precipitation model (STREAP) introduced by Paschalis et al. (2013, Water Resour. Res.), and the High-Resolution Synoptically conditioned Weather Generator (HiReS-WG) presented by Peleg and Morin (2014, Water Resour. Res.). Advection fields are generated on the basis of the 500 hPa u and v wind direction variables derived from global or regional climate models. The advection velocity and direction are parameterized using Kappa and von Mises distributions respectively. A random Gaussian fields is generated using a fast Fourier transform to preserve the spatial correlation of advection. The cloud cover area, total precipitation area and mean advection of the field are coupled using a multi-autoregressive model. The approach is relatively parsimonious in terms of computational demand and, in the context of climate change, allows generating many stochastic realizations of current and projected climate in a fast and efficient way. A preliminary test of the approach is presented with reference to a case study in a complex orography terrain in the Swiss Alps.

Synthetic Sediments and Stochastic Groundwater Hydrology

NASA Astrophysics Data System (ADS)

Wilson, J. L.

2002-12-01

For over twenty years the groundwater community has pursued the somewhat elusive goal of describing the effects of aquifer heterogeneity on subsurface flow and chemical transport. While small perturbation stochastic moment methods have significantly advanced theoretical understanding, why is it that stochastic applications use instead simulations of flow and transport through multiple realizations of synthetic geology? Allan Gutjahr was a principle proponent of the Fast Fourier Transform method for the synthetic generation of aquifer properties and recently explored new, more geologically sound, synthetic methods based on multi-scale Markov random fields. Focusing on sedimentary aquifers, how has the state-of-the-art of synthetic generation changed and what new developments can be expected, for example, to deal with issues like conceptual model uncertainty, the differences between measurement and modeling scales, and subgrid scale variability? What will it take to get stochastic methods, whether based on moments, multiple realizations, or some other approach, into widespread application?

The Physics of Ultrabroadband Frequency Comb Generation and Optimized Combs for Measurements in Fundamental Physics

DTIC Science & Technology

2016-07-02

great potential of chalcogenide microwires for applications in the mid-IR ranging from absorption spectroscopy to entangled photon pairs generation...modulation instability) gain. Stochastic nonlinear Schrödinger equation simulations were shown to be in very good agreement with experiment. This...as the seed coherence decreases. Stochastic nonlinear Schrödinger equation simulations of spectral and noise properties are in excellent agreement with

A Learning Framework for Winner-Take-All Networks with Stochastic Synapses.

PubMed

Mostafa, Hesham; Cauwenberghs, Gert

2018-06-01

Many recent generative models make use of neural networks to transform the probability distribution of a simple low-dimensional noise process into the complex distribution of the data. This raises the question of whether biological networks operate along similar principles to implement a probabilistic model of the environment through transformations of intrinsic noise processes. The intrinsic neural and synaptic noise processes in biological networks, however, are quite different from the noise processes used in current abstract generative networks. This, together with the discrete nature of spikes and local circuit interactions among the neurons, raises several difficulties when using recent generative modeling frameworks to train biologically motivated models. In this letter, we show that a biologically motivated model based on multilayer winner-take-all circuits and stochastic synapses admits an approximate analytical description. This allows us to use the proposed networks in a variational learning setting where stochastic backpropagation is used to optimize a lower bound on the data log likelihood, thereby learning a generative model of the data. We illustrate the generality of the proposed networks and learning technique by using them in a structured output prediction task and a semisupervised learning task. Our results extend the domain of application of modern stochastic network architectures to networks where synaptic transmission failure is the principal noise mechanism.

Translation initiation events on structured eukaryotic mRNAs generate gene expression noise

PubMed Central

Dacheux, Estelle; Malys, Naglis; Meng, Xiang; Ramachandran, Vinoy; Mendes, Pedro

2017-01-01

Abstract Gene expression stochasticity plays a major role in biology, creating non-genetic cellular individuality and influencing multiple processes, including differentiation and stress responses. We have addressed the lack of knowledge about posttranscriptional contributions to noise by determining cell-to-cell variations in the abundance of mRNA and reporter protein in yeast. Two types of structural element, a stem–loop and a poly(G) motif, not only inhibit translation initiation when inserted into an mRNA 5΄ untranslated region, but also generate noise. The noise-enhancing effect of the stem–loop structure also remains operational when combined with an upstream open reading frame. This has broad significance, since these elements are known to modulate the expression of a diversity of eukaryotic genes. Our findings suggest a mechanism for posttranscriptional noise generation that will contribute to understanding of the generally poor correlation between protein-level stochasticity and transcriptional bursting. We propose that posttranscriptional stochasticity can be linked to cycles of folding/unfolding of a stem–loop structure, or to interconversion between higher-order structural conformations of a G-rich motif, and have created a correspondingly configured computational model that generates fits to the experimental data. Stochastic events occurring during the ribosomal scanning process can therefore feature alongside transcriptional bursting as a source of noise. PMID:28521011

A New Methodology for Open Pit Slope Design in Karst-Prone Ground Conditions Based on Integrated Stochastic-Limit Equilibrium Analysis

NASA Astrophysics Data System (ADS)

Zhang, Ke; Cao, Ping; Ma, Guowei; Fan, Wenchen; Meng, Jingjing; Li, Kaihui

2016-07-01

Using the Chengmenshan Copper Mine as a case study, a new methodology for open pit slope design in karst-prone ground conditions is presented based on integrated stochastic-limit equilibrium analysis. The numerical modeling and optimization design procedure contain a collection of drill core data, karst cave stochastic model generation, SLIDE simulation and bisection method optimization. Borehole investigations are performed, and the statistical result shows that the length of the karst cave fits a negative exponential distribution model, but the length of carbonatite does not exactly follow any standard distribution. The inverse transform method and acceptance-rejection method are used to reproduce the length of the karst cave and carbonatite, respectively. A code for karst cave stochastic model generation, named KCSMG, is developed. The stability of the rock slope with the karst cave stochastic model is analyzed by combining the KCSMG code and the SLIDE program. This approach is then applied to study the effect of the karst cave on the stability of the open pit slope, and a procedure to optimize the open pit slope angle is presented.

Stochastic background from cosmic (super)strings: Popcorn-like and (Gaussian) continuous regimes

NASA Astrophysics Data System (ADS)

Regimbau, Tania; Giampanis, Stefanos; Siemens, Xavier; Mandic, Vuk

2012-03-01

In the era of the next generation of gravitational wave experiments a stochastic background from cusps of cosmic (super)strings is expected to be probed and, if not detected, to be significantly constrained. A popcornlike background can be, for part of the parameter space, as pronounced as the (Gaussian) continuous contribution from unresolved sources that overlap in frequency and time. We study both contributions from unresolved cosmic string cusps over a range of frequencies relevant to ground based interferometers, such as the LIGO/Virgo second generation and Einstein Telescope third generation detectors, the space antenna LISA, and pulsar timing arrays. We compute the sensitivity (at the 2σ level) in the parameter space for the LIGO/Virgo second generation detector, the Einstein Telescope detector, LISA, and pulsar timing arrays. We conclude that the popcorn regime is complementary to the continuous background. Its detection could therefore enhance confidence in a stochastic background detection and possibly help determine fundamental string parameters such as the string tension and the reconnection probability.

Stochastic modeling of the hypothalamic pulse generator activity.

PubMed

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

1994-11-01

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

Stochastic three-wave interaction in flaring solar loops

NASA Technical Reports Server (NTRS)

Vlahos, L.; Sharma, R. R.; Papadopoulos, K.

1983-01-01

A model is proposed for the dynamic structure of high-frequency microwave bursts. The dynamic component is attributed to beams of precipitating electrons which generate electrostatic waves in the upper hybrid branch. Coherent upconversion of the electrostatic waves to electromagnetic waves produces an intrinsically stochastic emission component which is superposed on the gyrosynchrotron continuum generated by stably trapped electron fluxes. The role of the density and temperature of the ambient plasma in the wave growth and the transition of the three wave upconversion to stochastic, despite the stationarity of the energy source, are discussed in detail. The model appears to reproduce the observational features for reasonable parameters of the solar flare plasma.

A Linear Dynamical Systems Approach to Streamflow Reconstruction Reveals History of Regime Shifts in Northern Thailand

NASA Astrophysics Data System (ADS)

Nguyen, Hung T. T.; Galelli, Stefano

2018-03-01

Catchment dynamics is not often modeled in streamflow reconstruction studies; yet, the streamflow generation process depends on both catchment state and climatic inputs. To explicitly account for this interaction, we contribute a linear dynamic model, in which streamflow is a function of both catchment state (i.e., wet/dry) and paleoclimatic proxies. The model is learned using a novel variant of the Expectation-Maximization algorithm, and it is used with a paleo drought record—the Monsoon Asia Drought Atlas—to reconstruct 406 years of streamflow for the Ping River (northern Thailand). Results for the instrumental period show that the dynamic model has higher accuracy than conventional linear regression; all performance scores improve by 45-497%. Furthermore, the reconstructed trajectory of the state variable provides valuable insights about the catchment history—e.g., regime-like behavior—thereby complementing the information contained in the reconstructed streamflow time series. The proposed technique can replace linear regression, since it only requires information on streamflow and climatic proxies (e.g., tree-rings, drought indices); furthermore, it is capable of readily generating stochastic streamflow replicates. With a marginal increase in computational requirements, the dynamic model brings more desirable features and value to streamflow reconstructions.

Numerical Approach to Spatial Deterministic-Stochastic Models Arising in Cell Biology.

PubMed

Schaff, James C; Gao, Fei; Li, Ye; Novak, Igor L; Slepchenko, Boris M

2016-12-01

Hybrid deterministic-stochastic methods provide an efficient alternative to a fully stochastic treatment of models which include components with disparate levels of stochasticity. However, general-purpose hybrid solvers for spatially resolved simulations of reaction-diffusion systems are not widely available. Here we describe fundamentals of a general-purpose spatial hybrid method. The method generates realizations of a spatially inhomogeneous hybrid system by appropriately integrating capabilities of a deterministic partial differential equation solver with a popular particle-based stochastic simulator, Smoldyn. Rigorous validation of the algorithm is detailed, using a simple model of calcium 'sparks' as a testbed. The solver is then applied to a deterministic-stochastic model of spontaneous emergence of cell polarity. The approach is general enough to be implemented within biologist-friendly software frameworks such as Virtual Cell.

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.

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

DTIC Science & Technology

2011-08-01

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

Boosting Stochastic Problem Solvers Through Online Self-Analysis of Performance

DTIC Science & Technology

2003-07-21

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

Stochastically gated local and occupation times of a Brownian particle

NASA Astrophysics Data System (ADS)

Bressloff, Paul C.

2017-01-01

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

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

Host trait combinations drive abundance and canopy distribution of atmospheric bromeliad assemblages

PubMed Central

Chaves, Cleber Juliano Neves; Dyonisio, Júlio César; Rossatto, Davi Rodrigo

2016-01-01

Epiphytes are strongly dependent on the conditions created by their host's traits and a certain degree of specificity is expected between them, even if these species are largely abundant in a series of tree hosts of a given environment, as in the case of atmospheric bromeliads. Despite their considerable abundance in these environments, we hypothesize that stochasticity alone cannot explain the presence and abundance of atmospheric bromeliads on host trees, since host traits could have a greater influence on the establishment of these bromeliads. We used secondary and reforested seasonal forests and three distinct silvicultures to test whether species richness, phylogenetic diversity and functional diversity of trees can predict the differential presence, abundance and distribution of atmospheric bromeliads on hosts. We compared the observed parameters of their assemblage with null models and performed successive variance hierarchic partitions of abundance and distribution of the assemblage to detect the influence of multiple traits of the tree hosts. Our results do not indicate direct relationships between the abundance of atmospheric bromeliads and phylogenetic or functional diversity of trees, but instead indicate that bromeliads occurred on fewer tree species than expected by chance. We distinguished functional tree patterns that can improve or reduce the abundance of atmospheric bromeliads, and change their distribution on branches and trunk. While individual tree traits are related to increased abundance, species traits are related to the canopy distribution of atmospheric bromeliad assemblages. A balance among these tree functional patterns drives the atmospheric bromeliad assemblage of the forest patches. PMID:26888951

Stochastic demography and the neutral substitution rate in class-structured populations.

PubMed

Lehmann, Laurent

2014-05-01

The neutral rate of allelic substitution is analyzed for a class-structured population subject to a stationary stochastic demographic process. The substitution rate is shown to be generally equal to the effective mutation rate, and under overlapping generations it can be expressed as the effective mutation rate in newborns when measured in units of average generation time. With uniform mutation rate across classes the substitution rate reduces to the mutation rate.

Bosonic Loop Diagrams as Perturbative Solutions of the Classical Field Equations in ϕ4-Theory

NASA Astrophysics Data System (ADS)

Finster, Felix; Tolksdorf, Jürgen

2012-05-01

Solutions of the classical ϕ4-theory in Minkowski space-time are analyzed in a perturbation expansion in the nonlinearity. Using the language of Feynman diagrams, the solution of the Cauchy problem is expressed in terms of tree diagrams which involve the retarded Green's function and have one outgoing leg. In order to obtain general tree diagrams, we set up a "classical measurement process" in which a virtual observer of a scattering experiment modifies the field and detects suitable energy differences. By adding a classical stochastic background field, we even obtain all loop diagrams. The expansions are compared with the standard Feynman diagrams of the corresponding quantum field theory.

Learning from examples - Generation and evaluation of decision trees for software resource analysis

NASA Technical Reports Server (NTRS)

Selby, Richard W.; Porter, Adam A.

1988-01-01

A general solution method for the automatic generation of decision (or classification) trees is investigated. The approach is to provide insights through in-depth empirical characterization and evaluation of decision trees for software resource data analysis. The trees identify classes of objects (software modules) that had high development effort. Sixteen software systems ranging from 3,000 to 112,000 source lines were selected for analysis from a NASA production environment. The collection and analysis of 74 attributes (or metrics), for over 4,700 objects, captured information about the development effort, faults, changes, design style, and implementation style. A total of 9,600 decision trees were automatically generated and evaluated. The trees correctly identified 79.3 percent of the software modules that had high development effort or faults, and the trees generated from the best parameter combinations correctly identified 88.4 percent of the modules on the average.

Establishing a cost-effective national surveillance system for Bluetongue using scenario tree modelling.

PubMed

Hadorn, Daniela C; Racloz, Vanessa; Schwermer, Heinzpeter; Stärk, Katharina D C

2009-01-01

Vector-borne diseases pose a special challenge to veterinary authorities due to complex and time-consuming surveillance programs taking into account vector habitat. Using stochastic scenario tree modelling, each possible surveillance activity of a future surveillance system can be evaluated with regard to its sensitivity and the expected cost. The overall sensitivity of various potential surveillance systems, composed of different combinations of surveillance activities, is calculated and the proposed surveillance system is optimized with respect to the considered surveillance activities, the sensitivity and the cost. The objective of this project was to use stochastic scenario tree modelling in combination with a simple cost analysis in order to develop the national surveillance system for Bluetongue in Switzerland. This surveillance system was established due to the emerging outbreak of Bluetongue virus serotype 8 (BTV-8) in Northern Europe in 2006. Based on the modelling results, it was decided to implement an improved passive clinical surveillance in cattle and sheep through campaigns in order to increase disease awareness alongside a targeted bulk milk testing strategy in 200 dairy cattle herds located in high-risk areas. The estimated median probability of detection of cases (i.e. sensitivity) of the surveillance system in this combined approach was 96.4%. The evaluation of the prospective national surveillance system predicted that passive clinical surveillance in cattle would provide the highest probability to detect BTV-8 infected animals, followed by passive clinical surveillance in sheep and bulk milk testing of 200 dairy cattle farms in high-risk areas. This approach is also applicable in other countries and to other epidemic diseases.

Genetic programming applied to RFI mitigation in radio astronomy

NASA Astrophysics Data System (ADS)

Staats, K.

2016-12-01

Genetic Programming is a type of machine learning that employs a stochastic search of a solutions space, genetic operators, a fitness function, and multiple generations of evolved programs to resolve a user-defined task, such as the classification of data. At the time of this research, the application of machine learning to radio astronomy was relatively new, with a limited number of publications on the subject. Genetic Programming had never been applied, and as such, was a novel approach to this challenging arena. Foundational to this body of research, the application Karoo GP was developed in the programming language Python following the fundamentals of tree-based Genetic Programming described in "A Field Guide to Genetic Programming" by Poli, et al. Karoo GP was tasked with the classification of data points as signal or radio frequency interference (RFI) generated by instruments and machinery which makes challenging astronomers' ability to discern the desired targets. The training data was derived from the output of an observation run of the KAT-7 radio telescope array built by the South African Square Kilometre Array (SKA-SA). Karoo GP, kNN, and SVM were comparatively employed, the outcome of which provided noteworthy correlations between input parameters, the complexity of the evolved hypotheses, and performance of raw data versus engineered features. This dissertation includes description of novel approaches to GP, such as upper and lower limits to the size of syntax trees, an auto-scaling multiclass classifier, and a Numpy array element manager. In addition to the research conducted at the SKA-SA, it is described how Karoo GP was applied to fine-tuning parameters of a weather prediction model at the South African Astronomical Observatory (SAAO), to glitch classification at the Laser Interferometer Gravitational-wave Observatory (LIGO), and to astro-particle physics at The Ohio State University.

The interaction between freezing tolerance and phenology in temperate deciduous trees

PubMed Central

Vitasse, Yann; Lenz, Armando; Körner, Christian

2014-01-01

Temperate climates are defined by distinct temperature seasonality with large and often unpredictable weather during any of the four seasons. To thrive in such climates, trees have to withstand a cold winter and the stochastic occurrence of freeze events during any time of the year. The physiological mechanisms trees adopt to escape, avoid, and tolerate freezing temperatures include a cold acclimation in autumn, a dormancy period during winter (leafless in deciduous trees), and the maintenance of a certain freezing tolerance during dehardening in early spring. The change from one phase to the next is mediated by complex interactions between temperature and photoperiod. This review aims at providing an overview of the interplay between phenology of leaves and species-specific freezing resistance. First, we address the long-term evolutionary responses that enabled temperate trees to tolerate certain low temperature extremes. We provide evidence that short term acclimation of freezing resistance plays a crucial role both in dormant and active buds, including re-acclimation to cold conditions following warm spells. This ability declines to almost zero during leaf emergence. Second, we show that the risk that native temperate trees encounter freeze injuries is low and is confined to spring and underline that this risk might be altered by climate warming depending on species-specific phenological responses to environmental cues. PMID:25346748

Speciation within Columnea section Angustiflora (Gesneriaceae): islands, pollinators and climate.

PubMed

Schulte, Lacie J; Clark, John L; Novak, Stephen J; Jeffries, Shandra K; Smith, James F

2015-03-01

Despite many advances in evolutionary biology, understanding the proximate mechanisms that lead to speciation for many taxonomic groups remains elusive. Phylogenetic analyses provide a means to generate well-supported estimates of species relationships. Understanding how genetic isolation (restricted gene flow) occurred in the past requires not only a well-supported molecular phylogenetic analysis, but also an understanding of when character states that define species may have changed. In this study, phylogenetic trees resolve species level relationships for fourteen of the fifteen species within Columnea section Angustiflorae (Gesneriaceae). The distributions of sister species pairs are compared and ancestral character states are reconstructed using Bayesian stochastic mapping. Climate variables were also assessed and shifts in ancestral climate conditions were mapped using SEEVA. The relationships between morphological character states and climate variables were assessed with correlation analyses. These results indicate that species in section Angustiflorae have likely diverged as a result of allopatric, parapatric, and sympatric speciation, with both biotic and abiotic forces driving morphological and phenological divergence. Copyright © 2015 Elsevier Inc. All rights reserved.

Numerical Approach to Spatial Deterministic-Stochastic Models Arising in Cell Biology

PubMed Central

Gao, Fei; Li, Ye; Novak, Igor L.; Slepchenko, Boris M.

2016-01-01

Hybrid deterministic-stochastic methods provide an efficient alternative to a fully stochastic treatment of models which include components with disparate levels of stochasticity. However, general-purpose hybrid solvers for spatially resolved simulations of reaction-diffusion systems are not widely available. Here we describe fundamentals of a general-purpose spatial hybrid method. The method generates realizations of a spatially inhomogeneous hybrid system by appropriately integrating capabilities of a deterministic partial differential equation solver with a popular particle-based stochastic simulator, Smoldyn. Rigorous validation of the algorithm is detailed, using a simple model of calcium ‘sparks’ as a testbed. The solver is then applied to a deterministic-stochastic model of spontaneous emergence of cell polarity. The approach is general enough to be implemented within biologist-friendly software frameworks such as Virtual Cell. PMID:27959915

Adapting a scenario tree model for freedom from disease as surveillance progresses: the Canadian notifiable avian influenza model.

PubMed

Christensen, Jette; El Allaki, Farouk; Vallières, André

2014-05-01

Scenario tree models with temporal discounting have been applied in four continents to support claims of freedom from animal disease. Recently, a second (new) model was developed for the same population and disease. This is a natural development because surveillance is a dynamic process that needs to adapt to changing circumstances - the difficulty is the justification for, documentation of, presentation of and the acceptance of the changes. Our objective was to propose a systematic approach to present changes to an existing scenario tree model for freedom from disease. We used the example of how we adapted the deterministic Canadian Notifiable Avian Influenza scenario tree model published in 2011 to a stochastic scenario tree model where the definition of sub-populations and the estimation of probability of introduction of the pathogen were modified. We found that the standardized approach by Vanderstichel et al. (2013) with modifications provided a systematic approach to make and present changes to an existing scenario tree model. We believe that the new 2013 CanNAISS scenario tree model is a better model than the 2011 model because the 2013 model included more surveillance data. In particular, the new data on Notifiable Avian Influenza in Canada from the last 5 years were used to improve input parameters and model structure. Crown Copyright © 2014. Published by Elsevier B.V. All rights reserved.

Generalised filtering and stochastic DCM for fMRI.

PubMed

Li, Baojuan; Daunizeau, Jean; Stephan, Klaas E; Penny, Will; Hu, Dewen; Friston, Karl

2011-09-15

This paper is about the fitting or inversion of dynamic causal models (DCMs) of fMRI time series. It tries to establish the validity of stochastic DCMs that accommodate random fluctuations in hidden neuronal and physiological states. We compare and contrast deterministic and stochastic DCMs, which do and do not ignore random fluctuations or noise on hidden states. We then compare stochastic DCMs, which do and do not ignore conditional dependence between hidden states and model parameters (generalised filtering and dynamic expectation maximisation, respectively). We first characterise state-noise by comparing the log evidence of models with different a priori assumptions about its amplitude, form and smoothness. Face validity of the inversion scheme is then established using data simulated with and without state-noise to ensure that DCM can identify the parameters and model that generated the data. Finally, we address construct validity using real data from an fMRI study of internet addiction. Our analyses suggest the following. (i) The inversion of stochastic causal models is feasible, given typical fMRI data. (ii) State-noise has nontrivial amplitude and smoothness. (iii) Stochastic DCM has face validity, in the sense that Bayesian model comparison can distinguish between data that have been generated with high and low levels of physiological noise and model inversion provides veridical estimates of effective connectivity. (iv) Relaxing conditional independence assumptions can have greater construct validity, in terms of revealing group differences not disclosed by variational schemes. Finally, we note that the ability to model endogenous or random fluctuations on hidden neuronal (and physiological) states provides a new and possibly more plausible perspective on how regionally specific signals in fMRI are generated. Copyright © 2011. Published by Elsevier Inc.

A two-stage adaptive stochastic collocation method on nested sparse grids for multiphase flow in randomly heterogeneous porous media

NASA Astrophysics Data System (ADS)

Liao, Qinzhuo; Zhang, Dongxiao; Tchelepi, Hamdi

2017-02-01

A new computational method is proposed for efficient uncertainty quantification of multiphase flow in porous media with stochastic permeability. For pressure estimation, it combines the dimension-adaptive stochastic collocation method on Smolyak sparse grids and the Kronrod-Patterson-Hermite nested quadrature formulas. For saturation estimation, an additional stage is developed, in which the pressure and velocity samples are first generated by the sparse grid interpolation and then substituted into the transport equation to solve for the saturation samples, to address the low regularity problem of the saturation. Numerical examples are presented for multiphase flow with stochastic permeability fields to demonstrate accuracy and efficiency of the proposed two-stage adaptive stochastic collocation method on nested sparse grids.

Influence of matrix type on tree community assemblages along tropical dry forest edges.

PubMed

Benítez-Malvido, Julieta; Gallardo-Vásquez, Julio César; Alvarez-Añorve, Mariana Y; Avila-Cabadilla, Luis Daniel

2014-05-01

• Anthropogenic habitat edges have strong negative consequences for the functioning of tropical ecosystems. However, edge effects on tropical dry forest tree communities have been barely documented.• In Chamela, Mexico, we investigated the phylogenetic composition and structure of tree assemblages (≥5 cm dbh) along edges abutting different matrices: (1) disturbed vegetation with cattle, (2) pastures with cattle and, (3) pastures without cattle. Additionally, we sampled preserved forest interiors.• All edge types exhibited similar tree density, basal area and diversity to interior forests, but differed in species composition. A nonmetric multidimensional scaling ordination showed that the presence of cattle influenced species composition more strongly than the vegetation structure of the matrix; tree assemblages abutting matrices with cattle had lower scores in the ordination. The phylogenetic composition of tree assemblages followed the same pattern. The principal plant families and genera were associated according to disturbance regimes as follows: pastures and disturbed vegetation (1) with cattle and (2) without cattle, and (3) pastures without cattle and interior forests. All habitats showed random phylogenetic structures, suggesting that tree communities are assembled mainly by stochastic processes. Long-lived species persisting after edge creation could have important implications in the phylogenetic structure of tree assemblages.• Edge creation exerts a stronger influence on TDF vegetation pathways than previously documented, leading to new ecological communities. Phylogenetic analysis may, however, be needed to detect such changes. © 2014 Botanical Society of America, Inc.

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 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.

Langevin dynamics for vector variables driven by multiplicative white noise: A functional formalism

NASA Astrophysics Data System (ADS)

Moreno, Miguel Vera; Arenas, Zochil González; Barci, Daniel G.

2015-04-01

We discuss general multidimensional stochastic processes driven by a system of Langevin equations with multiplicative white noise. In particular, we address the problem of how time reversal diffusion processes are affected by the variety of conventions available to deal with stochastic integrals. We present a functional formalism to build up the generating functional of correlation functions without any type of discretization of the Langevin equations at any intermediate step. The generating functional is characterized by a functional integration over two sets of commuting variables, as well as Grassmann variables. In this representation, time reversal transformation became a linear transformation in the extended variables, simplifying in this way the complexity introduced by the mixture of prescriptions and the associated calculus rules. The stochastic calculus is codified in our formalism in the structure of the Grassmann algebra. We study some examples such as higher order derivative Langevin equations and the functional representation of the micromagnetic stochastic Landau-Lifshitz-Gilbert equation.

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.

Modelling daily water temperature from air temperature for the Missouri River.

PubMed

Zhu, Senlin; Nyarko, Emmanuel Karlo; Hadzima-Nyarko, Marijana

2018-01-01

The bio-chemical and physical characteristics of a river are directly affected by water temperature, which thereby affects the overall health of aquatic ecosystems. It is a complex problem to accurately estimate water temperature. Modelling of river water temperature is usually based on a suitable mathematical model and field measurements of various atmospheric factors. In this article, the air-water temperature relationship of the Missouri River is investigated by developing three different machine learning models (Artificial Neural Network (ANN), Gaussian Process Regression (GPR), and Bootstrap Aggregated Decision Trees (BA-DT)). Standard models (linear regression, non-linear regression, and stochastic models) are also developed and compared to machine learning models. Analyzing the three standard models, the stochastic model clearly outperforms the standard linear model and nonlinear model. All the three machine learning models have comparable results and outperform the stochastic model, with GPR having slightly better results for stations No. 2 and 3, while BA-DT has slightly better results for station No. 1. The machine learning models are very effective tools which can be used for the prediction of daily river temperature.

Initial observations on tree mortality following a severe drought in 2012 in two Indiana state forests and implications for long-term compositional dynamics

Treesearch

Andrew R. Meier; Mike R. Saunders

2014-01-01

Compositional and structural changes in response to silvicultural treatments in forest stands are well documented (e.g., Saunders and Wagner 2008), but the stochastic nature of natural disturbance events often precludes direct observation of their impacts on stand dynamics. Though the current dominance of oak-hickory forest types in the Central Hardwoods Forest region...

Application of stochastic models in identification and apportionment of heavy metal pollution sources in the surface soils of a large-scale region.

PubMed

Hu, Yuanan; Cheng, Hefa

2013-04-16

As heavy metals occur naturally in soils at measurable concentrations and their natural background contents have significant spatial variations, identification and apportionment of heavy metal pollution sources across large-scale regions is a challenging task. Stochastic models, including the recently developed conditional inference tree (CIT) and the finite mixture distribution model (FMDM), were applied to identify the sources of heavy metals found in the surface soils of the Pearl River Delta, China, and to apportion the contributions from natural background and human activities. Regression trees were successfully developed for the concentrations of Cd, Cu, Zn, Pb, Cr, Ni, As, and Hg in 227 soil samples from a region of over 7.2 × 10(4) km(2) based on seven specific predictors relevant to the source and behavior of heavy metals: land use, soil type, soil organic carbon content, population density, gross domestic product per capita, and the lengths and classes of the roads surrounding the sampling sites. The CIT and FMDM results consistently indicate that Cd, Zn, Cu, Pb, and Cr in the surface soils of the PRD were contributed largely by anthropogenic sources, whereas As, Ni, and Hg in the surface soils mostly originated from the soil parent materials.

A new multiscale noise tuning stochastic resonance for enhanced fault diagnosis in wind turbine drivetrains

NASA Astrophysics Data System (ADS)

Hu, Bingbing; Li, Bing

2016-02-01

It is very difficult to detect weak fault signatures due to the large amount of noise in a wind turbine system. Multiscale noise tuning stochastic resonance (MSTSR) has proved to be an effective way to extract weak signals buried in strong noise. However, the MSTSR method originally based on discrete wavelet transform (DWT) has disadvantages such as shift variance and the aliasing effects in engineering application. In this paper, the dual-tree complex wavelet transform (DTCWT) is introduced into the MSTSR method, which makes it possible to further improve the system output signal-to-noise ratio and the accuracy of fault diagnosis by the merits of DTCWT (nearly shift invariant and reduced aliasing effects). Moreover, this method utilizes the relationship between the two dual-tree wavelet basis functions, instead of matching the single wavelet basis function to the signal being analyzed, which may speed up the signal processing and be employed in on-line engineering monitoring. The proposed method is applied to the analysis of bearing outer ring and shaft coupling vibration signals carrying fault information. The results confirm that the method performs better in extracting the fault features than the original DWT-based MSTSR, the wavelet transform with post spectral analysis, and EMD-based spectral analysis methods.

A method for investigating relative timing information on phylogenetic trees.

PubMed

Ford, Daniel; Matsen, Frederick A; Stadler, Tanja

2009-04-01

In this paper, we present a new way to describe the timing of branching events in phylogenetic trees. Our description is in terms of the relative timing of diversification events between sister clades; as such it is complementary to existing methods using lineages-through-time plots which consider diversification in aggregate. The method can be applied to look for evidence of diversification happening in lineage-specific "bursts", or the opposite, where diversification between 2 clades happens in an unusually regular fashion. In order to be able to distinguish interesting events from stochasticity, we discuss 2 classes of neutral models on trees with relative timing information and develop a statistical framework for testing these models. These model classes include both the coalescent with ancestral population size variation and global rate speciation-extinction models. We end the paper with 2 example applications: first, we show that the evolution of the hepatitis C virus deviates from the coalescent with arbitrary population size. Second, we analyze a large tree of ants, demonstrating that a period of elevated diversification rates does not appear to have occurred in a bursting manner.

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

NASA Astrophysics Data System (ADS)

Marzen, Sarah E.; Crutchfield, James P.

2017-10-01

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

Stochastic porous media modeling and high-resolution schemes for numerical simulation of subsurface immiscible fluid flow transport

NASA Astrophysics Data System (ADS)

Brantson, Eric Thompson; Ju, Binshan; Wu, Dan; Gyan, Patricia Semwaah

2018-04-01

This paper proposes stochastic petroleum porous media modeling for immiscible fluid flow simulation using Dykstra-Parson coefficient (V DP) and autocorrelation lengths to generate 2D stochastic permeability values which were also used to generate porosity fields through a linear interpolation technique based on Carman-Kozeny equation. The proposed method of permeability field generation in this study was compared to turning bands method (TBM) and uniform sampling randomization method (USRM). On the other hand, many studies have also reported that, upstream mobility weighting schemes, commonly used in conventional numerical reservoir simulators do not accurately capture immiscible displacement shocks and discontinuities through stochastically generated porous media. This can be attributed to high level of numerical smearing in first-order schemes, oftentimes misinterpreted as subsurface geological features. Therefore, this work employs high-resolution schemes of SUPERBEE flux limiter, weighted essentially non-oscillatory scheme (WENO), and monotone upstream-centered schemes for conservation laws (MUSCL) to accurately capture immiscible fluid flow transport in stochastic porous media. The high-order schemes results match well with Buckley Leverett (BL) analytical solution without any non-oscillatory solutions. The governing fluid flow equations were solved numerically using simultaneous solution (SS) technique, sequential solution (SEQ) technique and iterative implicit pressure and explicit saturation (IMPES) technique which produce acceptable numerical stability and convergence rate. A comparative and numerical examples study of flow transport through the proposed method, TBM and USRM permeability fields revealed detailed subsurface instabilities with their corresponding ultimate recovery factors. Also, the impact of autocorrelation lengths on immiscible fluid flow transport were analyzed and quantified. A finite number of lines used in the TBM resulted into visual artifact banding phenomenon unlike the proposed method and USRM. In all, the proposed permeability and porosity fields generation coupled with the numerical simulator developed will aid in developing efficient mobility control schemes to improve on poor volumetric sweep efficiency in porous media.

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

PubMed

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

2016-01-01

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

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

PubMed Central

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

2016-01-01

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

Stochastic associative memory

NASA Astrophysics Data System (ADS)

Baumann, Erwin W.; Williams, David L.

1993-08-01

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

Variance decomposition in stochastic simulators.

PubMed

Le Maître, O P; Knio, O M; Moraes, A

2015-06-28

This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.

Variance decomposition in stochastic simulators

NASA Astrophysics Data System (ADS)

Le Maître, O. P.; Knio, O. M.; Moraes, A.

2015-06-01

This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.

Host trait combinations drive abundance and canopy distribution of atmospheric bromeliad assemblages.

PubMed

Chaves, Cleber Juliano Neves; Dyonisio, Júlio César; Rossatto, Davi Rodrigo

2016-01-01

Epiphytes are strongly dependent on the conditions created by their host's traits and a certain degree of specificity is expected between them, even if these species are largely abundant in a series of tree hosts of a given environment, as in the case of atmospheric bromeliads. Despite their considerable abundance in these environments, we hypothesize that stochasticity alone cannot explain the presence and abundance of atmospheric bromeliads on host trees, since host traits could have a greater influence on the establishment of these bromeliads. We used secondary and reforested seasonal forests and three distinct silvicultures to test whether species richness, phylogenetic diversity and functional diversity of trees can predict the differential presence, abundance and distribution of atmospheric bromeliads on hosts. We compared the observed parameters of their assemblage with null models and performed successive variance hierarchic partitions of abundance and distribution of the assemblage to detect the influence of multiple traits of the tree hosts. Our results do not indicate direct relationships between the abundance of atmospheric bromeliads and phylogenetic or functional diversity of trees, but instead indicate that bromeliads occurred on fewer tree species than expected by chance. We distinguished functional tree patterns that can improve or reduce the abundance of atmospheric bromeliads, and change their distribution on branches and trunk. While individual tree traits are related to increased abundance, species traits are related to the canopy distribution of atmospheric bromeliad assemblages. A balance among these tree functional patterns drives the atmospheric bromeliad assemblage of the forest patches. Published by Oxford University Press on behalf of the Annals of Botany Company.

Design and Scheduling of Microgrids using Benders Decomposition

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

Nagarajan, Adarsh; Ayyanar, Raja

2016-11-21

The distribution feeder laterals in a distribution feeder with relatively high PV generation as compared to the load can be operated as microgrids to achieve reliability, power quality and economic benefits. However, renewable resources are intermittent and stochastic in nature. A novel approach for sizing and scheduling an energy storage system and microturbine for reliable operation of microgrids is proposed. The size and schedule of an energy storage system and microturbine are determined using Benders' decomposition, considering PV generation as a stochastic resource.

Coevolution Maintains Diversity in the Stochastic "Kill the Winner" Model

NASA Astrophysics Data System (ADS)

Xue, Chi; Goldenfeld, Nigel

2017-12-01

The "kill the winner" hypothesis is an attempt to address the problem of diversity in biology. It argues that host-specific predators control the population of each prey, preventing a winner from emerging and thus maintaining the coexistence of all species in the system. We develop a stochastic model for the kill the winner paradigm and show that the stable coexistence state of the deterministic kill the winner model is destroyed by demographic stochasticity, through a cascade of extinction events. We formulate an individual-level stochastic model in which predator-prey coevolution promotes the high diversity of the ecosystem by generating a persistent population flux of species.

Obtaining lower bounds from the progressive hedging algorithm for stochastic mixed-integer programs

DOE PAGES

Gade, Dinakar; Hackebeil, Gabriel; Ryan, Sarah M.; ...

2016-04-02

We present a method for computing lower bounds in the progressive hedging algorithm (PHA) for two-stage and multi-stage stochastic mixed-integer programs. Computing lower bounds in the PHA allows one to assess the quality of the solutions generated by the algorithm contemporaneously. The lower bounds can be computed in any iteration of the algorithm by using dual prices that are calculated during execution of the standard PHA. In conclusion, we report computational results on stochastic unit commitment and stochastic server location problem instances, and explore the relationship between key PHA parameters and the quality of the resulting lower bounds.

Learning Orthographic Structure With Sequential Generative Neural Networks.

PubMed

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

2016-04-01

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

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

NASA Astrophysics Data System (ADS)

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

2017-11-01

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

What shakes the FX tree? Understanding currency dominance, dependence, and dynamics (Keynote Address)

NASA Astrophysics Data System (ADS)

Johnson, Neil F.; McDonald, Mark; Suleman, Omer; Williams, Stacy; Howison, Sam

2005-05-01

There is intense interest in understanding the stochastic and dynamical properties of the global Foreign Exchange (FX) market, whose daily transactions exceed one trillion US dollars. This is a formidable task since the FX market is characterized by a web of fluctuating exchange rates, with subtle inter-dependencies which may change in time. In practice, traders talk of particular currencies being 'in play' during a particular period of time -- yet there is no established machinery for detecting such important information. Here we apply the construction of Minimum Spanning Trees (MSTs) to the FX market, and show that the MST can capture important features of the global FX dynamics. Moreover, we show that the MST can help identify momentarily dominant and dependent currencies.

Compensating for estimation smoothing in kriging

USGS Publications Warehouse

Olea, R.A.; Pawlowsky, Vera

1996-01-01

Smoothing is a characteristic inherent to all minimum mean-square-error spatial estimators such as kriging. Cross-validation can be used to detect and model such smoothing. Inversion of the model produces a new estimator-compensated kriging. A numerical comparison based on an exhaustive permeability sampling of a 4-fr2 slab of Berea Sandstone shows that the estimation surface generated by compensated kriging has properties intermediate between those generated by ordinary kriging and stochastic realizations resulting from simulated annealing and sequential Gaussian simulation. The frequency distribution is well reproduced by the compensated kriging surface, which also approximates the experimental semivariogram well - better than ordinary kriging, but not as well as stochastic realizations. Compensated kriging produces surfaces that are more accurate than stochastic realizations, but not as accurate as ordinary kriging. ?? 1996 International Association for Mathematical Geology.

A two-stage adaptive stochastic collocation method on nested sparse grids for multiphase flow in randomly heterogeneous porous media

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

Liao, Qinzhuo, E-mail: liaoqz@pku.edu.cn; Zhang, Dongxiao; Tchelepi, Hamdi

A new computational method is proposed for efficient uncertainty quantification of multiphase flow in porous media with stochastic permeability. For pressure estimation, it combines the dimension-adaptive stochastic collocation method on Smolyak sparse grids and the Kronrod–Patterson–Hermite nested quadrature formulas. For saturation estimation, an additional stage is developed, in which the pressure and velocity samples are first generated by the sparse grid interpolation and then substituted into the transport equation to solve for the saturation samples, to address the low regularity problem of the saturation. Numerical examples are presented for multiphase flow with stochastic permeability fields to demonstrate accuracy and efficiencymore » of the proposed two-stage adaptive stochastic collocation method on nested sparse grids.« less

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

NASA Astrophysics Data System (ADS)

Bashkirtseva, Irina; Ryashko, Lev; Ryazanova, Tatyana

2018-01-01

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

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

NASA Astrophysics Data System (ADS)

Wei, Yongchang; Yang, Qigui

2018-06-01

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

Analysis of the stochastic excitability in the flow chemical reactor

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

Bashkirtseva, Irina

2015-11-30

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

Analysis of the stochastic excitability in the flow chemical reactor

NASA Astrophysics Data System (ADS)

Bashkirtseva, Irina

2015-11-01

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

A matrix-based approach to solving the inverse Frobenius-Perron problem using sequences of density functions of stochastically perturbed dynamical systems

NASA Astrophysics Data System (ADS)

Nie, Xiaokai; Coca, Daniel

2018-01-01

The paper introduces a matrix-based approach to estimate the unique one-dimensional discrete-time dynamical system that generated a given sequence of probability density functions whilst subjected to an additive stochastic perturbation with known density.

A matrix-based approach to solving the inverse Frobenius-Perron problem using sequences of density functions of stochastically perturbed dynamical systems.

PubMed

Nie, Xiaokai; Coca, Daniel

2018-01-01

The paper introduces a matrix-based approach to estimate the unique one-dimensional discrete-time dynamical system that generated a given sequence of probability density functions whilst subjected to an additive stochastic perturbation with known density.

Nonclassical point of view of the Brownian motion generation via fractional deterministic model

NASA Astrophysics Data System (ADS)

Gilardi-Velázquez, H. E.; Campos-Cantón, E.

In this paper, we present a dynamical system based on the Langevin equation without stochastic term and using fractional derivatives that exhibit properties of Brownian motion, i.e. a deterministic model to generate Brownian motion is proposed. The stochastic process is replaced by considering an additional degree of freedom in the second-order Langevin equation. Thus, it is transformed into a system of three first-order linear differential equations, additionally α-fractional derivative are considered which allow us to obtain better statistical properties. Switching surfaces are established as a part of fluctuating acceleration. The final system of three α-order linear differential equations does not contain a stochastic term, so the system generates motion in a deterministic way. Nevertheless, from the time series analysis, we found that the behavior of the system exhibits statistics properties of Brownian motion, such as, a linear growth in time of mean square displacement, a Gaussian distribution. Furthermore, we use the detrended fluctuation analysis to prove the Brownian character of this motion.

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

PubMed

McDonald, Thomas O; Michor, Franziska

2017-07-15

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

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

PubMed

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

2016-01-01

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

Random walk on p-adics and hierarchical systems

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

Lukierska-Walasek, K.; Topolski, K.; Institute of Mathematics, Wroclaw University, pl. Grunwaldzki 2/4, 50-384 Wroclaw

2006-02-01

We show that p-adic analysis provides a quite natural basis for the description of relaxation in hierarchical systems. For our purposes, we specify the Markov stochastic process considered by Albeverio and Karwowski. As a result we have obtained a random walk on the p-adic integer numbers, which provides the generalization of Cayley tree proposed by Ogielski and Stein. The temperature-dependent power-law decay and the Kohlrausch law are derived.

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.

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

PubMed Central

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

2016-01-01

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

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

PubMed

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

2016-01-01

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

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

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.

Metapopulation dynamics and future persistence of epiphytic cyanolichens in a European boreal forest ecosystem

PubMed Central

Fedrowitz, Katja; Kuusinen, Mikko; Snäll, Tord

2012-01-01

1. One approach to biodiversity conservation is to set aside small woodland key habitats (WKHs) in intensively managed landscapes. The aim is to support species, such as epiphytes, which often depend on old trees and are negatively affected by intensive forestry. However, it is not known whether the number of host trees within these areas can sustain species in the long term. 2. We studied metapopulation dynamics and assessed the future persistence of epiphytes assuming host tree numbers similar to those observed in large north European WKHs. The study species were seven cyanolichens confined to Populus tremula in the boreal study area. Colonizations and extinctions were recorded in 2008 on trees that had been surveyed 13 years earlier. We applied generalized (non)linear models to test the importance of environmental conditions, facilitation and spatial connectivity on the metapopulation dynamics. We also simulated the effects of tree numbers and tree fall rates on future species persistence. 3. Metapopulation dynamics were explained by tree quality, size or tree fall. In one species, colonizations increased with increasing connectivity, and in a second species it increased if other lichens sharing the photobiont with the focal species were present, suggesting facilitation. Both stochastic extinctions from standing trees and deterministic extinctions caused by tree fall should be accounted for in projecting epiphyte metapopulation dynamics. 4. One to three infrequent, sexually dispersed study species face a significant extinction risk within 50 years, especially in areas with low tree numbers. 5. Synthesis and applications. During the coming decades, infrequent, sexually dispersed, epiphytic lichens are likely to be lost from small woodland habitat set asides in intensively managed landscapes. Local extinction will be a consequence of low colonization rates and tree fall. Low colonization rates can be prevented by retaining large trees on which lichen species colonization rates are the highest and by assuring a high density of occupied trees. The negative effect of tree fall should be compensated for by assuring continuous availability of old trees. This can be achieved by decreasing the populations of large browsers, or by retaining trees with high conservation value during management operations. PMID:22745512

Stochastic approximation methods-Powerful tools for simulation and optimization: A survey of some recent work on multi-agent systems and cyber-physical systems

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

Yin, George; Wang, Le Yi; Zhang, Hongwei

2014-12-10

Stochastic approximation methods have found extensive and diversified applications. Recent emergence of networked systems and cyber-physical systems has generated renewed interest in advancing stochastic approximation into a general framework to support algorithm development for information processing and decisions in such systems. This paper presents a survey on some recent developments in stochastic approximation methods and their applications. Using connected vehicles in platoon formation and coordination as a platform, we highlight some traditional and new methodologies of stochastic approximation algorithms and explain how they can be used to capture essential features in networked systems. Distinct features of networked systems with randomlymore » switching topologies, dynamically evolving parameters, and unknown delays are presented, and control strategies are provided.« less

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.

On the generation of log-Lévy distributions and extreme randomness

NASA Astrophysics Data System (ADS)

Eliazar, Iddo; Klafter, Joseph

2011-10-01

The log-normal distribution is prevalent across the sciences, as it emerges from the combination of multiplicative processes and the central limit theorem (CLT). The CLT, beyond yielding the normal distribution, also yields the class of Lévy distributions. The log-Lévy distributions are the Lévy counterparts of the log-normal distribution, they appear in the context of ultraslow diffusion processes, and they are categorized by Mandelbrot as belonging to the class of extreme randomness. In this paper, we present a natural stochastic growth model from which both the log-normal distribution and the log-Lévy distributions emerge universally—the former in the case of deterministic underlying setting, and the latter in the case of stochastic underlying setting. In particular, we establish a stochastic growth model which universally generates Mandelbrot’s extreme randomness.

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

NASA Astrophysics Data System (ADS)

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

2017-07-01

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

Ultimate open pit stochastic optimization

NASA Astrophysics Data System (ADS)

Marcotte, Denis; Caron, Josiane

2013-02-01

Classical open pit optimization (maximum closure problem) is made on block estimates, without directly considering the block grades uncertainty. We propose an alternative approach of stochastic optimization. The stochastic optimization is taken as the optimal pit computed on the block expected profits, rather than expected grades, computed from a series of conditional simulations. The stochastic optimization generates, by construction, larger ore and waste tonnages than the classical optimization. Contrary to the classical approach, the stochastic optimization is conditionally unbiased for the realized profit given the predicted profit. A series of simulated deposits with different variograms are used to compare the stochastic approach, the classical approach and the simulated approach that maximizes expected profit among simulated designs. Profits obtained with the stochastic optimization are generally larger than the classical or simulated pit. The main factor controlling the relative gain of stochastic optimization compared to classical approach and simulated pit is shown to be the information level as measured by the boreholes spacing/range ratio. The relative gains of the stochastic approach over the classical approach increase with the treatment costs but decrease with mining costs. The relative gains of the stochastic approach over the simulated pit approach increase both with the treatment and mining costs. At early stages of an open pit project, when uncertainty is large, the stochastic optimization approach appears preferable to the classical approach or the simulated pit approach for fair comparison of the values of alternative projects and for the initial design and planning of the open pit.

Variance decomposition in stochastic simulators

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

Le Maître, O. P., E-mail: olm@limsi.fr; Knio, O. M., E-mail: knio@duke.edu; Moraes, A., E-mail: alvaro.moraesgutierrez@kaust.edu.sa

This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance.more » Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.« less

Distributed parallel computing in stochastic modeling of groundwater systems.

PubMed

Dong, Yanhui; Li, Guomin; Xu, Haizhen

2013-03-01

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

Analytical Assessment for Transient Stability Under Stochastic Continuous Disturbances

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

Ju, Ping; Li, Hongyu; Gan, Chun

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

On orthogonality preserving quadratic stochastic operators

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

Mukhamedov, Farrukh; Taha, Muhammad Hafizuddin Mohd

2015-05-15

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

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.

A junction-tree based learning algorithm to optimize network wide traffic control: A coordinated multi-agent framework

DOE PAGES

Zhu, Feng; Aziz, H. M. Abdul; Qian, Xinwu; ...

2015-01-31

Our study develops a novel reinforcement learning algorithm for the challenging coordinated signal control problem. Traffic signals are modeled as intelligent agents interacting with the stochastic traffic environment. The model is built on the framework of coordinated reinforcement learning. The Junction Tree Algorithm (JTA) based reinforcement learning is proposed to obtain an exact inference of the best joint actions for all the coordinated intersections. Moreover, the algorithm is implemented and tested with a network containing 18 signalized intersections in VISSIM. Finally, our results show that the JTA based algorithm outperforms independent learning (Q-learning), real-time adaptive learning, and fixed timing plansmore » in terms of average delay, number of stops, and vehicular emissions at the network level.« less

Generation and Termination of Binary Decision Trees for Nonparametric Multiclass Classification.

DTIC Science & Technology

1984-10-01

O M coF=F;; UMBER2. GOVT ACCE5SION NO.1 3 . REC,PINS :A7AL:,G NUMBER ( ’eneration and Terminat_,on :)f Binary D-ecision jC j ik; Trees for Nonnararetrc...1-I . v)IAMO 0~I4 EDvt" O F I 00 . 3 15I OR%.OL.ETL - S-S OCTOBER 1984 LIDS-P-1411 GENERATION AND TERMINATION OF BINARY DECISION TREES FOR...minimizes the Bayes risk. Tree generation and termination are based on the training and test samples, respectively. 0 0 0/ 6 0¢ A 3 I. Introduction We state

Isolation driven divergence: speciation in a widespread North American songbird (Aves: Certhiidae)

PubMed Central

Manthey, Joseph D.; Klicka, John; Spellman, Garth M.

2011-01-01

Lineage, or true “species,” trees may differ from gene trees because of stochastic processes in molecular evolution leading to gene-tree heterogeneity. Problems with inferring species trees due to excessive incomplete lineage sorting may be exacerbated in lineages with rapid diversification or recent divergences necessitating the use of multiple loci and individuals. Many recent multilocus studies that investigate divergence times identify lineage splitting to be more recent than single locus studies, forcing the revision of biogeographic scenarios driving divergence. Here we use 21 nuclear loci from regional populations to reevaluate hypotheses identified in an mtDNA phylogeographic study of the Brown Creeper (Certhia americana), as well as identify processes driving divergence. Nuclear phylogeographic analyses identified hierarchical genetic structure, supporting a basal split at roughly 32°N latitude, splitting northern and southern populations, with mixed patterns of genealogical concordance and discordance between datasets within the major lineages. Coalescent-based analyses identify isolation, with little to no gene flow, as the primary driver of divergence between lineages. Recent isolation appears to have caused genetic bottlenecks in populations in the Sierra Madre Oriental and coastal mountain ranges of California, which may be targets for conservation concerns. PMID:21933295

Mimicking Nonequilibrium Steady States with Time-Periodic Driving

DTIC Science & Technology

2016-08-29

nonequilibrium steady states, and vice versa, within the theoretical framework of discrete-state stochastic thermodynamics . Nonequilibrium steady states...equilibrium [2], spontaneous relaxation towards equilibrium [3], nonequilibrium steady states generated by fixed thermodynamic forces [4], and stochastic pumps...paradigm, a system driven by fixed thermodynamic forces—such as temperature gradients or chemical potential differences— reaches a steady state in

ANTLR Tree Grammar Generator and Extensions

NASA Technical Reports Server (NTRS)

Craymer, Loring

2005-01-01

A computer program implements two extensions of ANTLR (Another Tool for Language Recognition), which is a set of software tools for translating source codes between different computing languages. ANTLR supports predicated- LL(k) lexer and parser grammars, a notation for annotating parser grammars to direct tree construction, and predicated tree grammars. [ LL(k) signifies left-right, leftmost derivation with k tokens of look-ahead, referring to certain characteristics of a grammar.] One of the extensions is a syntax for tree transformations. The other extension is the generation of tree grammars from annotated parser or input tree grammars. These extensions can simplify the process of generating source-to-source language translators and they make possible an approach, called "polyphase parsing," to translation between computing languages. The typical approach to translator development is to identify high-level semantic constructs such as "expressions," "declarations," and "definitions" as fundamental building blocks in the grammar specification used for language recognition. The polyphase approach is to lump ambiguous syntactic constructs during parsing and then disambiguate the alternatives in subsequent tree transformation passes. Polyphase parsing is believed to be useful for generating efficient recognizers for C++ and other languages that, like C++, have significant ambiguities.

Accounting for Uncertainty in Gene Tree Estimation: Summary-Coalescent Species Tree Inference in a Challenging Radiation of Australian Lizards.

PubMed

Blom, Mozes P K; Bragg, Jason G; Potter, Sally; Moritz, Craig

2017-05-01

Accurate gene tree inference is an important aspect of species tree estimation in a summary-coalescent framework. Yet, in empirical studies, inferred gene trees differ in accuracy due to stochastic variation in phylogenetic signal between targeted loci. Empiricists should, therefore, examine the consistency of species tree inference, while accounting for the observed heterogeneity in gene tree resolution of phylogenomic data sets. Here, we assess the impact of gene tree estimation error on summary-coalescent species tree inference by screening ${\\sim}2000$ exonic loci based on gene tree resolution prior to phylogenetic inference. We focus on a phylogenetically challenging radiation of Australian lizards (genus Cryptoblepharus, Scincidae) and explore effects on topology and support. We identify a well-supported topology based on all loci and find that a relatively small number of high-resolution gene trees can be sufficient to converge on the same topology. Adding gene trees with decreasing resolution produced a generally consistent topology, and increased confidence for specific bipartitions that were poorly supported when using a small number of informative loci. This corroborates coalescent-based simulation studies that have highlighted the need for a large number of loci to confidently resolve challenging relationships and refutes the notion that low-resolution gene trees introduce phylogenetic noise. Further, our study also highlights the value of quantifying changes in nodal support across locus subsets of increasing size (but decreasing gene tree resolution). Such detailed analyses can reveal anomalous fluctuations in support at some nodes, suggesting the possibility of model violation. By characterizing the heterogeneity in phylogenetic signal among loci, we can account for uncertainty in gene tree estimation and assess its effect on the consistency of the species tree estimate. We suggest that the evaluation of gene tree resolution should be incorporated in the analysis of empirical phylogenomic data sets. This will ultimately increase our confidence in species tree estimation using summary-coalescent methods and enable us to exploit genomic data for phylogenetic inference. [Coalescence; concatenation; Cryptoblepharus; exon capture; gene tree; phylogenomics; species tree.]. © The authors 2016. Published by Oxford University Press, on behalf of the Society of Systematic Biologists. All rights reserved. For permissions, please e-mail: journals.permission@oup.com.

Looking for trees in the forest: summary tree from posterior samples

PubMed Central

2013-01-01

Background Bayesian phylogenetic analysis generates a set of trees which are often condensed into a single tree representing the whole set. Many methods exist for selecting a representative topology for a set of unrooted trees, few exist for assigning branch lengths to a fixed topology, and even fewer for simultaneously setting the topology and branch lengths. However, there is very little research into locating a good representative for a set of rooted time trees like the ones obtained from a BEAST analysis. Results We empirically compare new and known methods for generating a summary tree. Some new methods are motivated by mathematical constructions such as tree metrics, while the rest employ tree concepts which work well in practice. These use more of the posterior than existing methods, which discard information not directly mapped to the chosen topology. Using results from a large number of simulations we assess the quality of a summary tree, measuring (a) how well it explains the sequence data under the model and (b) how close it is to the “truth”, i.e to the tree used to generate the sequences. Conclusions Our simulations indicate that no single method is “best”. Methods producing good divergence time estimates have poor branch lengths and lower model fit, and vice versa. Using the results presented here, a user can choose the appropriate method based on the purpose of the summary tree. PMID:24093883

Looking for trees in the forest: summary tree from posterior samples.

PubMed

Heled, Joseph; Bouckaert, Remco R

2013-10-04

Bayesian phylogenetic analysis generates a set of trees which are often condensed into a single tree representing the whole set. Many methods exist for selecting a representative topology for a set of unrooted trees, few exist for assigning branch lengths to a fixed topology, and even fewer for simultaneously setting the topology and branch lengths. However, there is very little research into locating a good representative for a set of rooted time trees like the ones obtained from a BEAST analysis. We empirically compare new and known methods for generating a summary tree. Some new methods are motivated by mathematical constructions such as tree metrics, while the rest employ tree concepts which work well in practice. These use more of the posterior than existing methods, which discard information not directly mapped to the chosen topology. Using results from a large number of simulations we assess the quality of a summary tree, measuring (a) how well it explains the sequence data under the model and (b) how close it is to the "truth", i.e to the tree used to generate the sequences. Our simulations indicate that no single method is "best". Methods producing good divergence time estimates have poor branch lengths and lower model fit, and vice versa. Using the results presented here, a user can choose the appropriate method based on the purpose of the summary tree.

Didactic discussion of stochastic resonance effects and weak signals

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

Adair, R.K.

1996-12-01

A simple, paradigmatic, model is used to illustrate some general properties of effects subsumed under the label stochastic resonance. In particular, analyses of the transparent model show that (1) a small amount of noise added to a much larger signal can greatly increase the response to the signal, but (2) a weak signal added to much larger noise will not generate a substantial added response. The conclusions drawn from the model illustrate the general result that stochastic resonance effects do not provide an avenue for signals that are much smaller than noise to affect biology. A further analysis demonstrates themore » effects of small signals in the shifting of biologically important chemical equilibria under conditions where stochastic resonance effects are significant.« less

Recognition of Equations Using a Two-Dimensional Stochastic Context-Free Grammar

NASA Astrophysics Data System (ADS)

Chou, Philip A.

1989-11-01

We propose using two-dimensional stochastic context-free grammars for image recognition, in a manner analogous to using hidden Markov models for speech recognition. The value of the approach is demonstrated in a system that recognizes printed, noisy equations. The system uses a two-dimensional probabilistic version of the Cocke-Younger-Kasami parsing algorithm to find the most likely parse of the observed image, and then traverses the corresponding parse tree in accordance with translation formats associated with each production rule, to produce eqn I troff commands for the imaged equation. In addition, it uses two-dimensional versions of the Inside/Outside and Baum re-estimation algorithms for learning the parameters of the grammar from a training set of examples. Parsing the image of a simple noisy equation currently takes about one second of cpu time on an Alliant FX/80.

Incorporating variability in simulations of seasonally forced phenology using integral projection models

DOE PAGES

Goodsman, Devin W.; Aukema, Brian H.; McDowell, Nate G.; ...

2017-11-26

Phenology models are becoming increasingly important tools to accurately predict how climate change will impact the life histories of organisms. We propose a class of integral projection phenology models derived from stochastic individual-based models of insect development and demography. Our derivation, which is based on the rate summation concept, produces integral projection models that capture the effect of phenotypic rate variability on insect phenology, but which are typically more computationally frugal than equivalent individual-based phenology models. We demonstrate our approach using a temperature-dependent model of the demography of the mountain pine beetle (Dendroctonus ponderosae Hopkins), an insect that kills maturemore » pine trees. This work illustrates how a wide range of stochastic phenology models can be reformulated as integral projection models. Due to their computational efficiency, these integral projection models are suitable for deployment in large-scale simulations, such as studies of altered pest distributions under climate change.« less

Incorporating variability in simulations of seasonally forced phenology using integral projection models

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

Goodsman, Devin W.; Aukema, Brian H.; McDowell, Nate G.

Phenology models are becoming increasingly important tools to accurately predict how climate change will impact the life histories of organisms. We propose a class of integral projection phenology models derived from stochastic individual-based models of insect development and demography. Our derivation, which is based on the rate summation concept, produces integral projection models that capture the effect of phenotypic rate variability on insect phenology, but which are typically more computationally frugal than equivalent individual-based phenology models. We demonstrate our approach using a temperature-dependent model of the demography of the mountain pine beetle (Dendroctonus ponderosae Hopkins), an insect that kills maturemore » pine trees. This work illustrates how a wide range of stochastic phenology models can be reformulated as integral projection models. Due to their computational efficiency, these integral projection models are suitable for deployment in large-scale simulations, such as studies of altered pest distributions under climate change.« less

Research on complex 3D tree modeling based on L-system

NASA Astrophysics Data System (ADS)

Gang, Chen; Bin, Chen; Yuming, Liu; Hui, Li

2018-03-01

L-system as a fractal iterative system could simulate complex geometric patterns. Based on the field observation data of trees and knowledge of forestry experts, this paper extracted modeling constraint rules and obtained an L-system rules set. Using the self-developed L-system modeling software the L-system rule set was parsed to generate complex tree 3d models.The results showed that the geometrical modeling method based on l-system could be used to describe the morphological structure of complex trees and generate 3D tree models.

Stochastic dosimetry model for radon progeny in the rat lung.

PubMed

Winkler-HeiI, R; Hofmann, W; Hussain, M

2014-07-01

The stochastic dosimetry model presented here considers the distinctly asymmetric, stochastic branching pattern reported in morphometric measurements. This monopodial structure suggests that an airway diameter is a more appropriate morphometric parameter to classify bronchial dose distributions for inhaled radon progeny than the commonly assigned airway generation numbers. Bronchial doses were calculated for the typical exposure conditions reported for the Pacific Northwest National Laboratory rat inhalation studies, yielding an average bronchial dose of 7.75 mGy WLM(-1). If plotted as functions of airway generations, the resulting dose distributions are highest in the central bronchial airways, while significantly decreasing towards peripheral generations. However, if plotted as functions of airway diameters, doses are much more uniformly distributed among bronchial airways. The comparison between rat and human lungs indicates that dose conversion coefficients for the rat lung are higher than the corresponding values for the human lung by a factor of 1.34 for the experimental PNNL exposure conditions, and of 1.25 for typical human indoor conditions. © The Author 2014. Published by Oxford University Press. All rights reserved. For Permissions, please email: journals.permissions@oup.com.

Radiation Transport in Random Media With Large Fluctuations

NASA Astrophysics Data System (ADS)

Olson, Aaron; Prinja, Anil; Franke, Brian

2017-09-01

Neutral particle transport in media exhibiting large and complex material property spatial variation is modeled by representing cross sections as lognormal random functions of space and generated through a nonlinear memory-less transformation of a Gaussian process with covariance uniquely determined by the covariance of the cross section. A Karhunen-Loève decomposition of the Gaussian process is implemented to effciently generate realizations of the random cross sections and Woodcock Monte Carlo used to transport particles on each realization and generate benchmark solutions for the mean and variance of the particle flux as well as probability densities of the particle reflectance and transmittance. A computationally effcient stochastic collocation method is implemented to directly compute the statistical moments such as the mean and variance, while a polynomial chaos expansion in conjunction with stochastic collocation provides a convenient surrogate model that also produces probability densities of output quantities of interest. Extensive numerical testing demonstrates that use of stochastic reduced-order modeling provides an accurate and cost-effective alternative to random sampling for particle transport in random media.

Statistical Compression of Wind Speed Data

NASA Astrophysics Data System (ADS)

Tagle, F.; Castruccio, S.; Crippa, P.; Genton, M.

2017-12-01

In this work we introduce a lossy compression approach that utilizes a stochastic wind generator based on a non-Gaussian distribution to reproduce the internal climate variability of daily wind speed as represented by the CESM Large Ensemble over Saudi Arabia. Stochastic wind generators, and stochastic weather generators more generally, are statistical models that aim to match certain statistical properties of the data on which they are trained. They have been used extensively in applications ranging from agricultural models to climate impact studies. In this novel context, the parameters of the fitted model can be interpreted as encoding the information contained in the original uncompressed data. The statistical model is fit to only 3 of the 30 ensemble members and it adequately captures the variability of the ensemble in terms of seasonal internannual variability of daily wind speed. To deal with such a large spatial domain, it is partitioned into 9 region, and the model is fit independently to each of these. We further discuss a recent refinement of the model, which relaxes this assumption of regional independence, by introducing a large-scale component that interacts with the fine-scale regional effects.

Boosting association rule mining in large datasets via Gibbs sampling.

PubMed

Qian, Guoqi; Rao, Calyampudi Radhakrishna; Sun, Xiaoying; Wu, Yuehua

2016-05-03

Current algorithms for association rule mining from transaction data are mostly deterministic and enumerative. They can be computationally intractable even for mining a dataset containing just a few hundred transaction items, if no action is taken to constrain the search space. In this paper, we develop a Gibbs-sampling-induced stochastic search procedure to randomly sample association rules from the itemset space, and perform rule mining from the reduced transaction dataset generated by the sample. Also a general rule importance measure is proposed to direct the stochastic search so that, as a result of the randomly generated association rules constituting an ergodic Markov chain, the overall most important rules in the itemset space can be uncovered from the reduced dataset with probability 1 in the limit. In the simulation study and a real genomic data example, we show how to boost association rule mining by an integrated use of the stochastic search and the Apriori algorithm.

Neural Mechanism for Stochastic Behavior During a Competitive Game

PubMed Central

Soltani, Alireza; Lee, Daeyeol; Wang, Xiao-Jing

2006-01-01

Previous studies have shown that non-human primates can generate highly stochastic choice behavior, especially when this is required during a competitive interaction with another agent. To understand the neural mechanism of such dynamic choice behavior, we propose a biologically plausible model of decision making endowed with synaptic plasticity that follows a reward-dependent stochastic Hebbian learning rule. This model constitutes a biophysical implementation of reinforcement learning, and it reproduces salient features of behavioral data from an experiment with monkeys playing a matching pennies game. Due to interaction with an opponent and learning dynamics, the model generates quasi-random behavior robustly in spite of intrinsic biases. Furthermore, non-random choice behavior can also emerge when the model plays against a non-interactive opponent, as observed in the monkey experiment. Finally, when combined with a meta-learning algorithm, our model accounts for the slow drift in the animal’s strategy based on a process of reward maximization. PMID:17015181

Stochastic resonance-enhanced laser-based particle detector.

PubMed

Dutta, A; Werner, C

2009-01-01

This paper presents a Laser-based particle detector whose response was enhanced by modulating the Laser diode with a white-noise generator. A Laser sheet was generated to cast a shadow of the object on a 200 dots per inch, 512 x 1 pixels linear sensor array. The Laser diode was modulated with a white-noise generator to achieve stochastic resonance. The white-noise generator essentially amplified the wide-bandwidth (several hundred MHz) noise produced by a reverse-biased zener diode operating in junction-breakdown mode. The gain in the amplifier in the white-noise generator was set such that the Receiver Operating Characteristics plot provided the best discriminability. A monofiber 40 AWG (approximately 80 microm) wire was detected with approximately 88% True Positive rate and approximately 19% False Positive rate in presence of white-noise modulation and with approximately 71% True Positive rate and approximately 15% False Positive rate in absence of white-noise modulation.

Segment-based acoustic models for continuous speech recognition

NASA Astrophysics Data System (ADS)

Ostendorf, Mari; Rohlicek, J. R.

1993-07-01

This research aims to develop new and more accurate stochastic models for speaker-independent continuous speech recognition, by extending previous work in segment-based modeling and by introducing a new hierarchical approach to representing intra-utterance statistical dependencies. These techniques, which are more costly than traditional approaches because of the large search space associated with higher order models, are made feasible through rescoring a set of HMM-generated N-best sentence hypotheses. We expect these different modeling techniques to result in improved recognition performance over that achieved by current systems, which handle only frame-based observations and assume that these observations are independent given an underlying state sequence. In the fourth quarter of the project, we have completed the following: (1) ported our recognition system to the Wall Street Journal task, a standard task in the ARPA community; (2) developed an initial dependency-tree model of intra-utterance observation correlation; and (3) implemented baseline language model estimation software. Our initial results on the Wall Street Journal task are quite good and represent significantly improved performance over most HMM systems reporting on the Nov. 1992 5k vocabulary test set.

Colloquium paper: how many tree species are there in the Amazon and how many of them will go extinct?

PubMed

Hubbell, Stephen P; He, Fangliang; Condit, Richard; Borda-de-Agua, Luís; Kellner, James; Ter Steege, Hans

2008-08-12

New roads, agricultural projects, logging, and mining are claiming an ever greater area of once-pristine Amazonian forest. The Millennium Ecosystems Assessment (MA) forecasts the extinction of a large fraction of Amazonian tree species based on projected loss of forest cover over the next several decades. How accurate are these estimates of extinction rates? We use neutral theory to estimate the number, relative abundance, and range size of tree species in the Amazon metacommunity and estimate likely tree-species extinctions under published optimistic and nonoptimistic Amazon scenarios. We estimate that the Brazilian portion of the Amazon Basin has (or had) 11,210 tree species that reach sizes >10 cm DBH (stem diameter at breast height). Of these, 3,248 species have population sizes >1 million individuals, and, ignoring possible climate-change effects, almost all of these common species persist under both optimistic and nonoptimistic scenarios. At the rare end of the abundance spectrum, however, neutral theory predicts the existence of approximately 5,308 species with <10,000 individuals each that are expected to suffer nearly a 50% extinction rate under the nonoptimistic deforestation scenario and an approximately 37% loss rate even under the optimistic scenario. Most of these species have small range sizes and are highly vulnerable to local habitat loss. In ensembles of 100 stochastic simulations, we found mean total extinction rates of 20% and 33% of tree species in the Brazilian Amazon under the optimistic and nonoptimistic scenarios, respectively.

Looking for age-related growth decline in natural forests: unexpected biomass patterns from tree rings and simulated mortality

USGS Publications Warehouse

Foster, Jane R.; D'Amato, Anthony W.; Bradford, John B.

2014-01-01

Forest biomass growth is almost universally assumed to peak early in stand development, near canopy closure, after which it will plateau or decline. The chronosequence and plot remeasurement approaches used to establish the decline pattern suffer from limitations and coarse temporal detail. We combined annual tree ring measurements and mortality models to address two questions: first, how do assumptions about tree growth and mortality influence reconstructions of biomass growth? Second, under what circumstances does biomass production follow the model that peaks early, then declines? We integrated three stochastic mortality models with a census tree-ring data set from eight temperate forest types to reconstruct stand-level biomass increments (in Minnesota, USA). We compared growth patterns among mortality models, forest types and stands. Timing of peak biomass growth varied significantly among mortality models, peaking 20–30 years earlier when mortality was random with respect to tree growth and size, than when mortality favored slow-growing individuals. Random or u-shaped mortality (highest in small or large trees) produced peak growth 25–30 % higher than the surviving tree sample alone. Growth trends for even-aged, monospecific Pinus banksiana or Acer saccharum forests were similar to the early peak and decline expectation. However, we observed continually increasing biomass growth in older, low-productivity forests of Quercus rubra, Fraxinus nigra, and Thuja occidentalis. Tree-ring reconstructions estimated annual changes in live biomass growth and identified more diverse development patterns than previous methods. These detailed, long-term patterns of biomass development are crucial for detecting recent growth responses to global change and modeling future forest dynamics.

Understanding performance measures of reservoirs

NASA Astrophysics Data System (ADS)

McMahon, Thomas A.; Adeloye, Adebayo J.; Zhou, Sen-Lin

2006-06-01

This paper examines 10 reservoir performance metrics including time and volume based reliability, several measures of resilience and vulnerability, drought risk index and sustainability. Both historical and stochastically generated streamflows are considered as inflows to a range of hypothetical storage on four rivers—Earn river in the United Kingdom, Hatchie river in the United States, Richmond river in Australia and the Vis river in South Africa. The monthly stochastic sequences were generated applying an autoregressive lag one model to Box-Cox transformed annual streamflows incorporating parameter uncertainty by the Stedinger-Taylor method and the annual flows disaggregated by the method of fragments.

TreePOD: Sensitivity-Aware Selection of Pareto-Optimal Decision Trees.

PubMed

Muhlbacher, Thomas; Linhardt, Lorenz; Moller, Torsten; Piringer, Harald

2018-01-01

Balancing accuracy gains with other objectives such as interpretability is a key challenge when building decision trees. However, this process is difficult to automate because it involves know-how about the domain as well as the purpose of the model. This paper presents TreePOD, a new approach for sensitivity-aware model selection along trade-offs. TreePOD is based on exploring a large set of candidate trees generated by sampling the parameters of tree construction algorithms. Based on this set, visualizations of quantitative and qualitative tree aspects provide a comprehensive overview of possible tree characteristics. Along trade-offs between two objectives, TreePOD provides efficient selection guidance by focusing on Pareto-optimal tree candidates. TreePOD also conveys the sensitivities of tree characteristics on variations of selected parameters by extending the tree generation process with a full-factorial sampling. We demonstrate how TreePOD supports a variety of tasks involved in decision tree selection and describe its integration in a holistic workflow for building and selecting decision trees. For evaluation, we illustrate a case study for predicting critical power grid states, and we report qualitative feedback from domain experts in the energy sector. This feedback suggests that TreePOD enables users with and without statistical background a confident and efficient identification of suitable decision trees.

Mimicking Nonequilibrium Steady States with Time-Periodic Driving (Open Source)

DTIC Science & Technology

2016-05-18

nonequilibrium steady states, and vice versa, within the theoretical framework of discrete-state stochastic thermodynamics . Nonequilibrium steady states...equilibrium [2], spontaneous relaxation towards equilibrium [3], nonequilibrium steady states generated by fixed thermodynamic forces [4], and stochastic pumps...paradigm, a system driven by fixed thermodynamic forces—such as temperature gradients or chemical potential differences— reaches a steady state in

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

ERIC Educational Resources Information Center

Parlar, Mahmut

2004-01-01

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

SMERFS: Stochastic Markov Evaluation of Random Fields on the Sphere

NASA Astrophysics Data System (ADS)

Creasey, Peter; Lang, Annika

2018-04-01

SMERFS (Stochastic Markov Evaluation of Random Fields on the Sphere) creates large realizations of random fields on the sphere. It uses a fast algorithm based on Markov properties and fast Fourier Transforms in 1d that generates samples on an n X n grid in O(n2 log n) and efficiently derives the necessary conditional covariance matrices.

Stochastic nonlinear dynamics pattern formation and growth models

PubMed Central

Yaroslavsky, Leonid P

2007-01-01

Stochastic evolutionary growth and pattern formation models are treated in a unified way in terms of algorithmic models of nonlinear dynamic systems with feedback built of a standard set of signal processing units. A number of concrete models is described and illustrated by numerous examples of artificially generated patterns that closely imitate wide variety of patterns found in the nature. PMID:17908341

Using Genotype Abundance to Improve Phylogenetic Inference

PubMed Central

Mesin, Luka; Victora, Gabriel D; Minin, Vladimir N; Matsen, Frederick A

2018-01-01

Abstract Modern biological techniques enable very dense genetic sampling of unfolding evolutionary histories, and thus frequently sample some genotypes multiple times. This motivates strategies to incorporate genotype abundance information in phylogenetic inference. In this article, we synthesize a stochastic process model with standard sequence-based phylogenetic optimality, and show that tree estimation is substantially improved by doing so. Our method is validated with extensive simulations and an experimental single-cell lineage tracing study of germinal center B cell receptor affinity maturation. PMID:29474671

Linearly Adjustable International Portfolios

NASA Astrophysics Data System (ADS)

Fonseca, R. J.; Kuhn, D.; Rustem, B.

2010-09-01

We present an approach to multi-stage international portfolio optimization based on the imposition of a linear structure on the recourse decisions. Multiperiod decision problems are traditionally formulated as stochastic programs. Scenario tree based solutions however can become intractable as the number of stages increases. By restricting the space of decision policies to linear rules, we obtain a conservative tractable approximation to the original problem. Local asset prices and foreign exchange rates are modelled separately, which allows for a direct measure of their impact on the final portfolio value.

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

Siddiqui, Afzal; Marnay, Chris

This paper examines a California-based microgrid s decision to invest in a distributed generation (DG) unit that operates on natural gas. While the long-term natural gas generation cost is stochastic, we initially assume that the microgrid may purchase electricity at a fixed retail rate from its utility. Using the real options approach, we find natural gas generating cost thresholds that trigger DG investment. Furthermore, the consideration of operational flexibility by the microgrid accelerates DG investment, while the option to disconnect entirely from the utility is not attractive. By allowing the electricity price to be stochastic, we next determine an investmentmore » threshold boundary and find that high electricity price volatility relative to that of natural gas generating cost delays investment while simultaneously increasing the value of the investment. We conclude by using this result to find the implicit option value of the DG unit.« less

Stochastic and epigenetic changes of gene expression in Arabidopsis polyploids.

PubMed

Wang, Jianlin; Tian, Lu; Madlung, Andreas; Lee, Hyeon-Se; Chen, Meng; Lee, Jinsuk J; Watson, Brian; Kagochi, Trevor; Comai, Luca; Chen, Z Jeffrey

2004-08-01

Polyploidization is an abrupt speciation mechanism for eukaryotes and is especially common in plants. However, little is known about patterns and mechanisms of gene regulation during early stages of polyploid formation. Here we analyzed differential expression patterns of the progenitors' genes among successive selfing generations and independent lineages. The synthetic Arabidopsis allotetraploid lines were produced by a genetic cross between A. thaliana and A. arenosa autotetraploids. We found that some progenitors' genes are differentially expressed in early generations, whereas other genes are silenced in late generations or among different siblings within a selfing generation, suggesting that the silencing of progenitors' genes is rapidly and/or stochastically established. Moreover, a subset of genes is affected in autotetraploid and multiple independent allotetraploid lines and in A. suecica, a natural allotetraploid derived from A. thaliana and A. arenosa, indicating locus-specific susceptibility to ploidy-dependent gene regulation. The role of DNA methylation in silencing progenitors' genes is tested in DNA-hypomethylation transgenic lines of A. suecica using RNA interference (RNAi). Two silenced genes are reactivated in both ddm1- and met1-RNAi lines, consistent with the demethylation of centromeric repeats and gene-specific regions in the genome. A rapid and stochastic process of differential gene expression is reinforced by epigenetic regulation during polyploid formation and evolution. Copyright 2004 Genetics Society of America

Evaluation of Electric Power Procurement Strategies by Stochastic Dynamic Programming

NASA Astrophysics Data System (ADS)

Saisho, Yuichi; Hayashi, Taketo; Fujii, Yasumasa; Yamaji, Kenji

In deregulated electricity markets, the role of a distribution company is to purchase electricity from the wholesale electricity market at randomly fluctuating prices and to provide it to its customers at a given fixed price. Therefore the company has to take risk stemming from the uncertainties of electricity prices and/or demand fluctuation instead of the customers. The way to avoid the risk is to make a bilateral contact with generating companies or install its own power generation facility. This entails the necessity to develop a certain method to make an optimal strategy for electric power procurement. In such a circumstance, this research has the purpose for proposing a mathematical method based on stochastic dynamic programming and additionally considering the characteristics of the start-up cost of electric power generation facility to evaluate strategies of combination of the bilateral contract and power auto-generation with its own facility for procuring electric power in deregulated electricity market. In the beginning we proposed two approaches to solve the stochastic dynamic programming, and they are a Monte Carlo simulation method and a finite difference method to derive the solution of a partial differential equation of the total procurement cost of electric power. Finally we discussed the influences of the price uncertainty on optimal strategies of power procurement.

Suppression of high-energy electrons generated in both disrupting and sustained MST tokamak plasmas

NASA Astrophysics Data System (ADS)

Pandya, M. D.; Chapman, B. E.; Munaretto, S.; Cornille, B. S.; McCollam, K. J.; Sovinec, C. R.; Dubois, A. M.; Almagri, A. F.; Goetz, J. A.

2017-10-01

High-energy electrons appearing during MST tokamak plasma disruptions are rapidly lost from the plasma due apparently to internal MHD activity. Work has just recently begun on generating and diagnosing disruptions in MST tokamak plasmas. Initial measurements show the characteristic drop in central temperature and density preceding a quench of the plasma current. This corresponds to a burst of dominantly n=1 MHD activity, which is accompanied by a short-lived burst of high-energy electrons. The short-lived nature of these electrons is suspected to be due to stochastic transport associated with the increased MHD. Earlier work shows that runaway electrons generated in low density, sustained plasmas are suppressed by a sufficiently large m=3 RMP in plasmas with q(a) <3. RMPs of various poloidal mode number can be generated with an array of saddle coils wound around the vertical insulated gap in MST's thick conducting shell. With an m=3 RMP, the degree of runaway suppression increases with RMP amplitude, while an m=1 RMP has little effect on the runaways. Nonlinear MHD modeling with NIMROD of these MST plasmas indicates increased stochasticity with an m=3 RMP, while no such increase in stochasticity is observed with an m=1 RMP. Work supported by US DOE.

Path integrals and large deviations in stochastic hybrid systems.

PubMed

Bressloff, Paul C; Newby, Jay M

2014-04-01

We construct a path-integral representation of solutions to a stochastic hybrid system, consisting of one or more continuous variables evolving according to a piecewise-deterministic dynamics. The differential equations for the continuous variables are coupled to a set of discrete variables that satisfy a continuous-time Markov process, which means that the differential equations are only valid between jumps in the discrete variables. Examples of stochastic hybrid systems arise in biophysical models of stochastic ion channels, motor-driven intracellular transport, gene networks, and stochastic neural networks. We use the path-integral representation to derive a large deviation action principle for a stochastic hybrid system. Minimizing the associated action functional with respect to the set of all trajectories emanating from a metastable state (assuming that such a minimization scheme exists) then determines the most probable paths of escape. Moreover, evaluating the action functional along a most probable path generates the so-called quasipotential used in the calculation of mean first passage times. We illustrate the theory by considering the optimal paths of escape from a metastable state in a bistable neural network.

Automatic creation of object hierarchies for ray tracing

NASA Technical Reports Server (NTRS)

Goldsmith, Jeffrey; Salmon, John

1987-01-01

Various methods for evaluating generated trees are proposed. The use of the hierarchical extent method of Rubin and Whitted (1980) to find the objects that will be hit by a ray is examined. This method employs tree searching; the construction of a tree of bounding volumes in order to determine the number of objects that will be hit by a ray is discussed. A tree generation algorithm, which uses a heuristic tree search strategy, is described. The effects of shuffling and sorting on the input data are investigated. The cost of inserting an object into the hierarchy during the construction of a tree algorithm is estimated. The steps involved in estimating the number of intersection calculations are presented.

Visualizing phylogenetic tree landscapes.

PubMed

Wilgenbusch, James C; Huang, Wen; Gallivan, Kyle A

2017-02-02

Genomic-scale sequence alignments are increasingly used to infer phylogenies in order to better understand the processes and patterns of evolution. Different partitions within these new alignments (e.g., genes, codon positions, and structural features) often favor hundreds if not thousands of competing phylogenies. Summarizing and comparing phylogenies obtained from multi-source data sets using current consensus tree methods discards valuable information and can disguise potential methodological problems. Discovery of efficient and accurate dimensionality reduction methods used to display at once in 2- or 3- dimensions the relationship among these competing phylogenies will help practitioners diagnose the limits of current evolutionary models and potential problems with phylogenetic reconstruction methods when analyzing large multi-source data sets. We introduce several dimensionality reduction methods to visualize in 2- and 3-dimensions the relationship among competing phylogenies obtained from gene partitions found in three mid- to large-size mitochondrial genome alignments. We test the performance of these dimensionality reduction methods by applying several goodness-of-fit measures. The intrinsic dimensionality of each data set is also estimated to determine whether projections in 2- and 3-dimensions can be expected to reveal meaningful relationships among trees from different data partitions. Several new approaches to aid in the comparison of different phylogenetic landscapes are presented. Curvilinear Components Analysis (CCA) and a stochastic gradient decent (SGD) optimization method give the best representation of the original tree-to-tree distance matrix for each of the three- mitochondrial genome alignments and greatly outperformed the method currently used to visualize tree landscapes. The CCA + SGD method converged at least as fast as previously applied methods for visualizing tree landscapes. We demonstrate for all three mtDNA alignments that 3D projections significantly increase the fit between the tree-to-tree distances and can facilitate the interpretation of the relationship among phylogenetic trees. We demonstrate that the choice of dimensionality reduction method can significantly influence the spatial relationship among a large set of competing phylogenetic trees. We highlight the importance of selecting a dimensionality reduction method to visualize large multi-locus phylogenetic landscapes and demonstrate that 3D projections of mitochondrial tree landscapes better capture the relationship among the trees being compared.

Adaptive Urban Stormwater Management Using a Two-stage Stochastic Optimization Model

NASA Astrophysics Data System (ADS)

Hung, F.; Hobbs, B. F.; McGarity, A. E.

2014-12-01

In many older cities, stormwater results in combined sewer overflows (CSOs) and consequent water quality impairments. Because of the expense of traditional approaches for controlling CSOs, cities are considering the use of green infrastructure (GI) to reduce runoff and pollutants. Examples of GI include tree trenches, rain gardens, green roofs, and rain barrels. However, the cost and effectiveness of GI are uncertain, especially at the watershed scale. We present a two-stage stochastic extension of the Stormwater Investment Strategy Evaluation (StormWISE) model (A. McGarity, JWRPM, 2012, 111-24) to explicitly model and optimize these uncertainties in an adaptive management framework. A two-stage model represents the immediate commitment of resources ("here & now") followed by later investment and adaptation decisions ("wait & see"). A case study is presented for Philadelphia, which intends to extensively deploy GI over the next two decades (PWD, "Green City, Clean Water - Implementation and Adaptive Management Plan," 2011). After first-stage decisions are made, the model updates the stochastic objective and constraints (learning). We model two types of "learning" about GI cost and performance. One assumes that learning occurs over time, is automatic, and does not depend on what has been done in stage one (basic model). The other considers learning resulting from active experimentation and learning-by-doing (advanced model). Both require expert probability elicitations, and learning from research and monitoring is modelled by Bayesian updating (as in S. Jacobi et al., JWRPM, 2013, 534-43). The model allocates limited financial resources to GI investments over time to achieve multiple objectives with a given reliability. Objectives include minimizing construction and O&M costs; achieving nutrient, sediment, and runoff volume targets; and community concerns, such as aesthetics, CO2 emissions, heat islands, and recreational values. CVaR (Conditional Value at Risk) and chance constraints are placed on the objectives to achieve desired confidence levels. By varying the budgets, reliability constraints, and priorities among other objectives, we generate a range of GI deployment strategies that represent tradeoffs among objectives as well as the confidence in achieving them.

Robust stochastic optimization for reservoir operation

NASA Astrophysics Data System (ADS)

Pan, Limeng; Housh, Mashor; Liu, Pan; Cai, Ximing; Chen, Xin

2015-01-01

Optimal reservoir operation under uncertainty is a challenging engineering problem. Application of classic stochastic optimization methods to large-scale problems is limited due to computational difficulty. Moreover, classic stochastic methods assume that the estimated distribution function or the sample inflow data accurately represents the true probability distribution, which may be invalid and the performance of the algorithms may be undermined. In this study, we introduce a robust optimization (RO) approach, Iterative Linear Decision Rule (ILDR), so as to provide a tractable approximation for a multiperiod hydropower generation problem. The proposed approach extends the existing LDR method by accommodating nonlinear objective functions. It also provides users with the flexibility of choosing the accuracy of ILDR approximations by assigning a desired number of piecewise linear segments to each uncertainty. The performance of the ILDR is compared with benchmark policies including the sampling stochastic dynamic programming (SSDP) policy derived from historical data. The ILDR solves both the single and multireservoir systems efficiently. The single reservoir case study results show that the RO method is as good as SSDP when implemented on the original historical inflows and it outperforms SSDP policy when tested on generated inflows with the same mean and covariance matrix as those in history. For the multireservoir case study, which considers water supply in addition to power generation, numerical results show that the proposed approach performs as well as in the single reservoir case study in terms of optimal value and distributional robustness.

Detecting a currency's dominance or dependence using foreign exchange network trees

NASA Astrophysics Data System (ADS)

McDonald, Mark; Suleman, Omer; Williams, Stacy; Howison, Sam; Johnson, Neil F.

2005-10-01

In a system containing a large number of interacting stochastic processes, there will typically be many nonzero correlation coefficients. This makes it difficult to either visualize the system’s interdependencies, or identify its dominant elements. Such a situation arises in foreign exchange (FX), which is the world’s biggest market. Here we develop a network analysis of these correlations using minimum spanning trees (MSTs). We show that not only do the MSTs provide a meaningful representation of the global FX dynamics, but they also enable one to determine momentarily dominant and dependent currencies. We find that information about a country’s geographical ties emerges from the raw exchange-rate data. Most importantly from a trading perspective, we discuss how to infer which currencies are “in play” during a particular period of time.

Distributed MPC based consensus for single-integrator multi-agent systems.

PubMed

Cheng, Zhaomeng; Fan, Ming-Can; Zhang, Hai-Tao

2015-09-01

This paper addresses model predictive control schemes for consensus in multi-agent systems (MASs) with discrete-time single-integrator dynamics under switching directed interaction graphs. The control horizon is extended to be greater than one which endows the closed-loop system with extra degree of freedom. We derive sufficient conditions on the sampling period and the interaction graph to achieve consensus by using the property of infinite products of stochastic matrices. Consensus can be achieved asymptotically if the sampling period is selected such that the interaction graph among agents has a directed spanning tree jointly. Significantly, if the interaction graph always has a spanning tree, one can select an arbitrary large sampling period to guarantee consensus. Finally, several simulations are conducted to illustrate the effectiveness of the theoretical results. Copyright © 2015 ISA. Published by Elsevier Ltd. All rights reserved.

Reconstructing the spatial pattern of trees from routine stand examination measurements

USGS Publications Warehouse

Hanus, M.L.; Hann, D.W.; Marshall, D.D.

1998-01-01

Reconstruction of the spatial pattern of trees is important for the accurate visual display of unmapped stands. The proposed process for generating the spatial pattern is a nonsimple sequential inhibition process, with the inhibition zone proportionate to the scaled maximum crown width of an open-grown tree of the same species and same diameter at breast height as the subject tree. The results of this coordinate generation procedure are compared with mapped stem data from nine natural stands of Douglas-fir at two ages by the use of a transformed Ripley's K(d) function. The results of this comparison indicate that the proposed method, based on complete tree lists, successfully replicated the spatial patterns of the trees in all nine stands at both ages and over the range of distances examined. On the basis of these findings and the procedure's ability to model effects through time, the nonsimple sequential inhibition process has been chosen to generate tree coordinates in the VIZ4ST computer program for displaying forest stand structure in naturally regenerated young Douglas-fir stands. For. Sci.

The Proposal of a Evolutionary Strategy Generating the Data Structures Based on a Horizontal Tree for the Tests

NASA Astrophysics Data System (ADS)

Żukowicz, Marek; Markiewicz, Michał

2016-09-01

The aim of the article is to present a mathematical definition of the object model, that is known in computer science as TreeList and to show application of this model for design evolutionary algorithm, that purpose is to generate structures based on this object. The first chapter introduces the reader to the problem of presenting data using the TreeList object. The second chapter describes the problem of testing data structures based on TreeList. The third one shows a mathematical model of the object TreeList and the parameters, used in determining the utility of structures created through this model and in evolutionary strategy, that generates these structures for testing purposes. The last chapter provides a brief summary and plans for future research related to the algorithm presented in the article.

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.

Intercellular Variability in Protein Levels from Stochastic Expression and Noisy Cell Cycle Processes

PubMed Central

Soltani, Mohammad; Vargas-Garcia, Cesar A.; Antunes, Duarte; Singh, Abhyudai

2016-01-01

Inside individual cells, expression of genes is inherently stochastic and manifests as cell-to-cell variability or noise in protein copy numbers. Since proteins half-lives can be comparable to the cell-cycle length, randomness in cell-division times generates additional intercellular variability in protein levels. Moreover, as many mRNA/protein species are expressed at low-copy numbers, errors incurred in partitioning of molecules between two daughter cells are significant. We derive analytical formulas for the total noise in protein levels when the cell-cycle duration follows a general class of probability distributions. Using a novel hybrid approach the total noise is decomposed into components arising from i) stochastic expression; ii) partitioning errors at the time of cell division and iii) random cell-division events. These formulas reveal that random cell-division times not only generate additional extrinsic noise, but also critically affect the mean protein copy numbers and intrinsic noise components. Counter intuitively, in some parameter regimes, noise in protein levels can decrease as cell-division times become more stochastic. Computations are extended to consider genome duplication, where transcription rate is increased at a random point in the cell cycle. We systematically investigate how the timing of genome duplication influences different protein noise components. Intriguingly, results show that noise contribution from stochastic expression is minimized at an optimal genome-duplication time. Our theoretical results motivate new experimental methods for decomposing protein noise levels from synchronized and asynchronized single-cell expression data. Characterizing the contributions of individual noise mechanisms will lead to precise estimates of gene expression parameters and techniques for altering stochasticity to change phenotype of individual cells. PMID:27536771

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

PubMed

Salis, Howard; Kaznessis, Yiannis

2005-02-01

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

Assessing the sensitivity of bovine tuberculosis surveillance in Canada's cattle population, 2009-2013.

PubMed

El Allaki, Farouk; Harrington, Noel; Howden, Krista

2016-11-01

The objectives of this study were (1) to estimate the annual sensitivity of Canada's bTB surveillance system and its three system components (slaughter surveillance, export testing and disease investigation) using a scenario tree modelling approach, and (2) to identify key model parameters that influence the estimates of the surveillance system sensitivity (SSSe). To achieve these objectives, we designed stochastic scenario tree models for three surveillance system components included in the analysis. Demographic data, slaughter data, export testing data, and disease investigation data from 2009 to 2013 were extracted for input into the scenario trees. Sensitivity analysis was conducted to identify key influential parameters on SSSe estimates. The median annual SSSe estimates generated from the study were very high, ranging from 0.95 (95% probability interval [PI]: 0.88-0.98) to 0.97 (95% PI: 0.93-0.99). Median annual sensitivity estimates for the slaughter surveillance component ranged from 0.95 (95% PI: 0.88-0.98) to 0.97 (95% PI: 0.93-0.99). This shows that slaughter surveillance to be the major contributor to overall surveillance system sensitivity with a high probability to detect M. bovis infection if present at a prevalence of 0.00028% or greater during the study period. The export testing and disease investigation components had extremely low component sensitivity estimates-the maximum median sensitivity estimates were 0.02 (95% PI: 0.014-0.023) and 0.0061 (95% PI: 0.0056-0.0066) respectively. The three most influential input parameters on the model's output (SSSe) were the probability of a granuloma being detected at slaughter inspection, the probability of a granuloma being present in older animals (≥12 months of age), and the probability of a granuloma sample being submitted to the laboratory. Additional studies are required to reduce the levels of uncertainty and variability associated with these three parameters influencing the surveillance system sensitivity. Crown Copyright © 2016. Published by Elsevier B.V. All rights reserved.

Accuracy Assessment of Crown Delineation Methods for the Individual Trees Using LIDAR Data

NASA Astrophysics Data System (ADS)

Chang, K. T.; Lin, C.; Lin, Y. C.; Liu, J. K.

2016-06-01

Forest canopy density and height are used as variables in a number of environmental applications, including the estimation of biomass, forest extent and condition, and biodiversity. The airborne Light Detection and Ranging (LiDAR) is very useful to estimate forest canopy parameters according to the generated canopy height models (CHMs). The purpose of this work is to introduce an algorithm to delineate crown parameters, e.g. tree height and crown radii based on the generated rasterized CHMs. And accuracy assessment for the extraction of volumetric parameters of a single tree is also performed via manual measurement using corresponding aerial photo pairs. A LiDAR dataset of a golf course acquired by Leica ALS70-HP is used in this study. Two algorithms, i.e. a traditional one with the subtraction of a digital elevation model (DEM) from a digital surface model (DSM), and a pit-free approach are conducted to generate the CHMs firstly. Then two algorithms, a multilevel morphological active-contour (MMAC) and a variable window filter (VWF), are implemented and used in this study for individual tree delineation. Finally, experimental results of two automatic estimation methods for individual trees can be evaluated with manually measured stand-level parameters, i.e. tree height and crown diameter. The resulting CHM generated by a simple subtraction is full of empty pixels (called "pits") that will give vital impact on subsequent analysis for individual tree delineation. The experimental results indicated that if more individual trees can be extracted, tree crown shape will became more completely in the CHM data after the pit-free process.

Secure Multicast Tree Structure Generation Method for Directed Diffusion Using A* Algorithms

NASA Astrophysics Data System (ADS)

Kim, Jin Myoung; Lee, Hae Young; Cho, Tae Ho

The application of wireless sensor networks to areas such as combat field surveillance, terrorist tracking, and highway traffic monitoring requires secure communication among the sensor nodes within the networks. Logical key hierarchy (LKH) is a tree based key management model which provides secure group communication. When a sensor node is added or evicted from the communication group, LKH updates the group key in order to ensure the security of the communications. In order to efficiently update the group key in directed diffusion, we propose a method for secure multicast tree structure generation, an extension to LKH that reduces the number of re-keying messages by considering the addition and eviction ratios of the history data. For the generation of the proposed key tree structure the A* algorithm is applied, in which the branching factor at each level can take on different value. The experiment results demonstrate the efficiency of the proposed key tree structure against the existing key tree structures of fixed branching factors.

Multi-level tree analysis of pulmonary artery/vein trees in non-contrast CT images

NASA Astrophysics Data System (ADS)

Gao, Zhiyun; Grout, Randall W.; Hoffman, Eric A.; Saha, Punam K.

2012-02-01

Diseases like pulmonary embolism and pulmonary hypertension are associated with vascular dystrophy. Identifying such pulmonary artery/vein (A/V) tree dystrophy in terms of quantitative measures via CT imaging significantly facilitates early detection of disease or a treatment monitoring process. A tree structure, consisting of nodes and connected arcs, linked to the volumetric representation allows multi-level geometric and volumetric analysis of A/V trees. Here, a new theory and method is presented to generate multi-level A/V tree representation of volumetric data and to compute quantitative measures of A/V tree geometry and topology at various tree hierarchies. The new method is primarily designed on arc skeleton computation followed by a tree construction based topologic and geometric analysis of the skeleton. The method starts with a volumetric A/V representation as input and generates its topologic and multi-level volumetric tree representations long with different multi-level morphometric measures. A new recursive merging and pruning algorithms are introduced to detect bad junctions and noisy branches often associated with digital geometric and topologic analysis. Also, a new notion of shortest axial path is introduced to improve the skeletal arc joining two junctions. The accuracy of the multi-level tree analysis algorithm has been evaluated using computer generated phantoms and pulmonary CT images of a pig vessel cast phantom while the reproducibility of method is evaluated using multi-user A/V separation of in vivo contrast-enhanced CT images of a pig lung at different respiratory volumes.

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

NASA Astrophysics Data System (ADS)

Tanaka-Yamawaki, Mieko; Tokuoka, Seiji

2007-07-01

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

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<

Graphical workstation capability for reliability modeling

NASA Technical Reports Server (NTRS)

Bavuso, Salvatore J.; Koppen, Sandra V.; Haley, Pamela J.

1992-01-01

In addition to computational capabilities, software tools for estimating the reliability of fault-tolerant digital computer systems must also provide a means of interfacing with the user. Described here is the new graphical interface capability of the hybrid automated reliability predictor (HARP), a software package that implements advanced reliability modeling techniques. The graphics oriented (GO) module provides the user with a graphical language for modeling system failure modes through the selection of various fault-tree gates, including sequence-dependency gates, or by a Markov chain. By using this graphical input language, a fault tree becomes a convenient notation for describing a system. In accounting for any sequence dependencies, HARP converts the fault-tree notation to a complex stochastic process that is reduced to a Markov chain, which it can then solve for system reliability. The graphics capability is available for use on an IBM-compatible PC, a Sun, and a VAX workstation. The GO module is written in the C programming language and uses the graphical kernal system (GKS) standard for graphics implementation. The PC, VAX, and Sun versions of the HARP GO module are currently in beta-testing stages.

A Reserve-based Method for Mitigating the Impact of Renewable Energy

NASA Astrophysics Data System (ADS)

Krad, Ibrahim

The fundamental operating paradigm of today's power systems is undergoing a significant shift. This is partially motivated by the increased desire for incorporating variable renewable energy resources into generation portfolios. While these generating technologies offer clean energy at zero marginal cost, i.e. no fuel costs, they also offer unique operating challenges for system operators. Perhaps the biggest operating challenge these resources introduce is accommodating their intermittent fuel source availability. For this reason, these generators increase the system-wide variability and uncertainty. As a result, system operators are revisiting traditional operating strategies to more efficiently incorporate these generation resources to maximize the benefit they provide while minimizing the challenges they introduce. One way system operators have accounted for system variability and uncertainty is through the use of operating reserves. Operating reserves can be simplified as excess capacity kept online during real time operations to help accommodate unforeseen fluctuations in demand. With new generation resources, a new class of operating reserves has emerged that is generally known as flexibility, or ramping, reserves. This new reserve class is meant to better position systems to mitigate severe ramping in the net load profile. The best way to define this new requirement is still under investigation. Typical requirement definitions focus on the additional uncertainty introduced by variable generation and there is room for improvement regarding explicit consideration for the variability they introduce. An exogenous reserve modification method is introduced in this report that can improve system reliability with minimal impacts on total system wide production costs. Another potential solution to this problem is to formulate the problem as a stochastic programming problem. The unit commitment and economic dispatch problems are typically formulated as deterministic problems due to fast solution times and the solutions being sufficient for operations. Improvements in technical computing hardware have reignited interest in stochastic modeling. The variability of wind and solar naturally lends itself to stochastic modeling. The use of explicit reserve requirements in stochastic models is an area of interest for power system researchers. This report introduces a new reserve modification implementation based on previous results to be used in a stochastic modeling framework. With technological improvements in distributed generation technologies, microgrids are currently being researched and implemented. Microgrids are small power systems that have the ability to serve their demand with their own generation resources and may have a connection to a larger power system. As battery technologies improve, they are becoming a more viable option in these distributed power systems and research is necessary to determine the most efficient way to utilize them. This report will investigate several unique operating strategies for batteries in small power systems and analyze their benefits. These new operating strategies will help reduce operating costs and improve system reliability.

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

NASA Astrophysics Data System (ADS)

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

2014-12-01

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

Intra-and-Inter Species Biomass Prediction in a Plantation Forest: Testing the Utility of High Spatial Resolution Spaceborne Multispectral RapidEye Sensor and Advanced Machine Learning Algorithms

PubMed Central

Dube, Timothy; Mutanga, Onisimo; Adam, Elhadi; Ismail, Riyad

2014-01-01

The quantification of aboveground biomass using remote sensing is critical for better understanding the role of forests in carbon sequestration and for informed sustainable management. Although remote sensing techniques have been proven useful in assessing forest biomass in general, more is required to investigate their capabilities in predicting intra-and-inter species biomass which are mainly characterised by non-linear relationships. In this study, we tested two machine learning algorithms, Stochastic Gradient Boosting (SGB) and Random Forest (RF) regression trees to predict intra-and-inter species biomass using high resolution RapidEye reflectance bands as well as the derived vegetation indices in a commercial plantation. The results showed that the SGB algorithm yielded the best performance for intra-and-inter species biomass prediction; using all the predictor variables as well as based on the most important selected variables. For example using the most important variables the algorithm produced an R2 of 0.80 and RMSE of 16.93 t·ha−1 for E. grandis; R2 of 0.79, RMSE of 17.27 t·ha−1 for P. taeda and R2 of 0.61, RMSE of 43.39 t·ha−1 for the combined species data sets. Comparatively, RF yielded plausible results only for E. dunii (R2 of 0.79; RMSE of 7.18 t·ha−1). We demonstrated that although the two statistical methods were able to predict biomass accurately, RF produced weaker results as compared to SGB when applied to combined species dataset. The result underscores the relevance of stochastic models in predicting biomass drawn from different species and genera using the new generation high resolution RapidEye sensor with strategically positioned bands. PMID:25140631

The welfare effects of integrating renewable energy into electricity markets

NASA Astrophysics Data System (ADS)

Lamadrid, Alberto J.

The challenges of deploying more renewable energy sources on an electric grid are caused largely by their inherent variability. In this context, energy storage can help make the electric delivery system more reliable by mitigating this variability. This thesis analyzes a series of models for procuring electricity and ancillary services for both individuals and social planners with high penetrations of stochastic wind energy. The results obtained for an individual decision maker using stochastic optimization are ambiguous, with closed form solutions dependent on technological parameters, and no consideration of the system reliability. The social planner models correctly reflect the effect of system reliability, and in the case of a Stochastic, Security Constrained Optimal Power Flow (S-SC-OPF or SuperOPF), determine reserve capacity endogenously so that system reliability is maintained. A single-period SuperOPF shows that including ramping costs in the objective function leads to more wind spilling and increased capacity requirements for reliability. However, this model does not reflect the inter temporal tradeoffs of using Energy Storage Systems (ESS) to improve reliability and mitigate wind variability. The results with the multiperiod SuperOPF determine the optimum use of storage for a typical day, and compare the effects of collocating ESS at wind sites with the same amount of storage (deferrable demand) located at demand centers. The collocated ESS has slightly lower operating costs and spills less wind generation compared to deferrable demand, but the total amount of conventional generating capacity needed for system adequacy is higher. In terms of the total system costs, that include the capital cost of conventional generating capacity, the costs with deferrable demand is substantially lower because the daily demand profile is flattened and less conventional generation capacity is then needed for reliability purposes. The analysis also demonstrates that the optimum daily pattern of dispatch and reserves is seriously distorted if the stochastic characteristics of wind generation are ignored.

Applying species-tree analyses to deep phylogenetic histories: challenges and potential suggested from a survey of empirical phylogenetic studies.

PubMed

Lanier, Hayley C; Knowles, L Lacey

2015-02-01

Coalescent-based methods for species-tree estimation are becoming a dominant approach for reconstructing species histories from multi-locus data, with most of the studies examining these methodologies focused on recently diverged species. However, deeper phylogenies, such as the datasets that comprise many Tree of Life (ToL) studies, also exhibit gene-tree discordance. This discord may also arise from the stochastic sorting of gene lineages during the speciation process (i.e., reflecting the random coalescence of gene lineages in ancestral populations). It remains unknown whether guidelines regarding methodologies and numbers of loci established by simulation studies at shallow tree depths translate into accurate species relationships for deeper phylogenetic histories. We address this knowledge gap and specifically identify the challenges and limitations of species-tree methods that account for coalescent variance for deeper phylogenies. Using simulated data with characteristics informed by empirical studies, we evaluate both the accuracy of estimated species trees and the characteristics associated with recalcitrant nodes, with a specific focus on whether coalescent variance is generally responsible for the lack of resolution. By determining the proportion of coalescent genealogies that support a particular node, we demonstrate that (1) species-tree methods account for coalescent variance at deep nodes and (2) mutational variance - not gene-tree discord arising from the coalescent - posed the primary challenge for accurate reconstruction across the tree. For example, many nodes were accurately resolved despite predicted discord from the random coalescence of gene lineages and nodes with poor support were distributed across a range of depths (i.e., they were not restricted to a particular recent divergences). Given their broad taxonomic scope and large sampling of taxa, deep level phylogenies pose several potential methodological complications including difficulties with MCMC convergence and estimation of requisite population genetic parameters for coalescent-based approaches. Despite these difficulties, the findings generally support the utility of species-tree analyses for the estimation of species relationships throughout the ToL. We discuss strategies for successful application of species-tree approaches to deep phylogenies. Copyright © 2014 Elsevier Inc. All rights reserved.

Probabilistic Density Function Method for Stochastic ODEs of Power Systems with Uncertain Power Input

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

Wang, Peng; Barajas-Solano, David A.; Constantinescu, Emil

Wind and solar power generators are commonly described by a system of stochastic ordinary differential equations (SODEs) where random input parameters represent uncertainty in wind and solar energy. The existing methods for SODEs are mostly limited to delta-correlated random parameters (white noise). Here we use the Probability Density Function (PDF) method for deriving a closed-form deterministic partial differential equation (PDE) for the joint probability density function of the SODEs describing a power generator with time-correlated power input. The resulting PDE is solved numerically. A good agreement with Monte Carlo Simulations shows accuracy of the PDF method.

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

Marnay, Chris; Siddiqui, Afzal; Marnay, Chris

This paper examines a California-based microgrid?s decision to invest in a distributed generation (DG) unit fuelled by natural gas. While the long-term natural gas generation cost is stochastic, we initially assume that the microgrid may purchase electricity at a fixed retail rate from its utility. Using the real options approach, we find a natural gas generation cost threshold that triggers DG investment. Furthermore, the consideration of operational flexibility by the microgrid increases DG investment, while the option to disconnect from the utility is not attractive. By allowing the electricity price to be stochastic, we next determine an investment threshold boundarymore » and find that high electricity price volatility relative to that of natural gas generation cost delays investment while simultaneously increasing the value of the investment. We conclude by using this result to find the implicit option value of the DG unit when two sources of uncertainty exist.« less

Optimization of contrast resolution by genetic algorithm in ultrasound tissue harmonic imaging.

PubMed

Ménigot, Sébastien; Girault, Jean-Marc

2016-09-01

The development of ultrasound imaging techniques such as pulse inversion has improved tissue harmonic imaging. Nevertheless, no recommendation has been made to date for the design of the waveform transmitted through the medium being explored. Our aim was therefore to find automatically the optimal "imaging" wave which maximized the contrast resolution without a priori information. To overcome assumption regarding the waveform, a genetic algorithm investigated the medium thanks to the transmission of stochastic "explorer" waves. Moreover, these stochastic signals could be constrained by the type of generator available (bipolar or arbitrary). To implement it, we changed the current pulse inversion imaging system by including feedback. Thus the method optimized the contrast resolution by adaptively selecting the samples of the excitation. In simulation, we benchmarked the contrast effectiveness of the best found transmitted stochastic commands and the usual fixed-frequency command. The optimization method converged quickly after around 300 iterations in the same optimal area. These results were confirmed experimentally. In the experimental case, the contrast resolution measured on a radiofrequency line could be improved by 6% with a bipolar generator and it could still increase by 15% with an arbitrary waveform generator. Copyright © 2016 Elsevier B.V. All rights reserved.

A methodology for the stochastic generation of hourly synthetic direct normal irradiation time series

NASA Astrophysics Data System (ADS)

Larrañeta, M.; Moreno-Tejera, S.; Lillo-Bravo, I.; Silva-Pérez, M. A.

2018-02-01

Many of the available solar radiation databases only provide global horizontal irradiance (GHI) while there is a growing need of extensive databases of direct normal radiation (DNI) mainly for the development of concentrated solar power and concentrated photovoltaic technologies. In the present work, we propose a methodology for the generation of synthetic DNI hourly data from the hourly average GHI values by dividing the irradiance into a deterministic and stochastic component intending to emulate the dynamics of the solar radiation. The deterministic component is modeled through a simple classical model. The stochastic component is fitted to measured data in order to maintain the consistency of the synthetic data with the state of the sky, generating statistically significant DNI data with a cumulative frequency distribution very similar to the measured data. The adaptation and application of the model to the location of Seville shows significant improvements in terms of frequency distribution over the classical models. The proposed methodology applied to other locations with different climatological characteristics better results than the classical models in terms of frequency distribution reaching a reduction of the 50% in the Finkelstein-Schafer (FS) and Kolmogorov-Smirnov test integral (KSI) statistics.

Multiscale study on stochastic reconstructions of shale samples

NASA Astrophysics Data System (ADS)

Lili, J.; Lin, M.; Jiang, W. B.

2016-12-01

Shales are known to have multiscale pore systems, composed of macroscale fractures, micropores, and nanoscale pores within gas or oil-producing organic material. Also, shales are fissile and laminated, and the heterogeneity in horizontal is quite different from that in vertical. Stochastic reconstructions are extremely useful in situations where three-dimensional information is costly and time consuming. Thus the purpose of our paper is to reconstruct stochastically equiprobable 3D models containing information from several scales. In this paper, macroscale and microscale images of shale structure in the Lower Silurian Longmaxi are obtained by X-ray microtomography and nanoscale images are obtained by scanning electron microscopy. Each image is representative for all given scales and phases. Especially, the macroscale is four times coarser than the microscale, which in turn is four times lower in resolution than the nanoscale image. Secondly, the cross correlation-based simulation method (CCSIM) and the three-step sampling method are combined together to generate stochastic reconstructions for each scale. It is important to point out that the boundary points of pore and matrix are selected based on multiple-point connectivity function in the sampling process, and thus the characteristics of the reconstructed image can be controlled indirectly. Thirdly, all images with the same resolution are developed through downscaling and upscaling by interpolation, and then we merge multiscale categorical spatial data into a single 3D image with predefined resolution (the microscale image). 30 realizations using the given images and the proposed method are generated. The result reveals that the proposed method is capable of preserving the multiscale pore structure, both vertically and horizontally, which is necessary for accurate permeability prediction. The variogram curves and pore-size distribution for both original 3D sample and the generated 3D realizations are compared. The result indicates that the agreement between the original 3D sample and the generated stochastic realizations is excellent. This work is supported by "973" Program (2014CB239004), the Key Instrument Developing Project of the CAS (ZDYZ2012-1-08-02) and the National Natural Science Foundation of China (Grant No. 41574129).

Technical Note: Approximate Bayesian parameterization of a process-based tropical forest model

NASA Astrophysics Data System (ADS)

Hartig, F.; Dislich, C.; Wiegand, T.; Huth, A.

2014-02-01

Inverse parameter estimation of process-based models is a long-standing problem in many scientific disciplines. A key question for inverse parameter estimation is how to define the metric that quantifies how well model predictions fit to the data. This metric can be expressed by general cost or objective functions, but statistical inversion methods require a particular metric, the probability of observing the data given the model parameters, known as the likelihood. For technical and computational reasons, likelihoods for process-based stochastic models are usually based on general assumptions about variability in the observed data, and not on the stochasticity generated by the model. Only in recent years have new methods become available that allow the generation of likelihoods directly from stochastic simulations. Previous applications of these approximate Bayesian methods have concentrated on relatively simple models. Here, we report on the application of a simulation-based likelihood approximation for FORMIND, a parameter-rich individual-based model of tropical forest dynamics. We show that approximate Bayesian inference, based on a parametric likelihood approximation placed in a conventional Markov chain Monte Carlo (MCMC) sampler, performs well in retrieving known parameter values from virtual inventory data generated by the forest model. We analyze the results of the parameter estimation, examine its sensitivity to the choice and aggregation of model outputs and observed data (summary statistics), and demonstrate the application of this method by fitting the FORMIND model to field data from an Ecuadorian tropical forest. Finally, we discuss how this approach differs from approximate Bayesian computation (ABC), another method commonly used to generate simulation-based likelihood approximations. Our results demonstrate that simulation-based inference, which offers considerable conceptual advantages over more traditional methods for inverse parameter estimation, can be successfully applied to process-based models of high complexity. The methodology is particularly suitable for heterogeneous and complex data structures and can easily be adjusted to other model types, including most stochastic population and individual-based models. Our study therefore provides a blueprint for a fairly general approach to parameter estimation of stochastic process-based models.

Study on individual stochastic model of GNSS observations for precise kinematic applications

NASA Astrophysics Data System (ADS)

Próchniewicz, Dominik; Szpunar, Ryszard

2015-04-01

The proper definition of mathematical positioning model, which is defined by functional and stochastic models, is a prerequisite to obtain the optimal estimation of unknown parameters. Especially important in this definition is realistic modelling of stochastic properties of observations, which are more receiver-dependent and time-varying than deterministic relationships. This is particularly true with respect to precise kinematic applications which are characterized by weakening model strength. In this case, incorrect or simplified definition of stochastic model causes that the performance of ambiguity resolution and accuracy of position estimation can be limited. In this study we investigate the methods of describing the measurement noise of GNSS observations and its impact to derive precise kinematic positioning model. In particular stochastic modelling of individual components of the variance-covariance matrix of observation noise performed using observations from a very short baseline and laboratory GNSS signal generator, is analyzed. Experimental test results indicate that the utilizing the individual stochastic model of observations including elevation dependency and cross-correlation instead of assumption that raw measurements are independent with the same variance improves the performance of ambiguity resolution as well as rover positioning accuracy. This shows that the proposed stochastic assessment method could be a important part in complex calibration procedure of GNSS equipment.

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

PubMed

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

2017-07-01

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

A Statistical Approach For Modeling Tropical Cyclones. Synthetic Hurricanes Generator Model

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

Pasqualini, Donatella

This manuscript brie y describes a statistical ap- proach to generate synthetic tropical cyclone tracks to be used in risk evaluations. The Synthetic Hur- ricane Generator (SynHurG) model allows model- ing hurricane risk in the United States supporting decision makers and implementations of adaptation strategies to extreme weather. In the literature there are mainly two approaches to model hurricane hazard for risk prediction: deterministic-statistical approaches, where the storm key physical parameters are calculated using physi- cal complex climate models and the tracks are usually determined statistically from historical data; and sta- tistical approaches, where both variables and tracks are estimatedmore » stochastically using historical records. SynHurG falls in the second category adopting a pure stochastic approach.« less

Mapping the architecture of the HIV-lTat circuit: A decision-making circuit that lacks bistability and exploits stochastic noise

PubMed Central

Razooky, Brandon S.; Weinberger, Leor S.

2014-01-01

Upon infection of a CD4+ T cell, HIV-l appears to ‘choose’ between two alternate fates: active replication or a long-lived dormant statetermed proviral latency. A transcriptional positive-feedback loop generated by the HIV-l Tat protein appears sufficient to mediate this decision. Here, we describea coupled wet-lab and computational approach that uses mathematical modeling and live-cell time-lapse microscopy to map the architecture of the HIV-l Tat transcriptional regulatorycircuit and generate predictive models of HIV-l latency. This approach provided the first characterization of a ‘decision-making’ circuit that lacks bistability andinstead exploits stochastic fluctuations in cellular molecules (i.e. noise) to generate a decision between an on or off transcriptional state. PMID:21167940

1/f Noise from nonlinear stochastic differential equations.

PubMed

Ruseckas, J; Kaulakys, B

2010-03-01

We consider a class of nonlinear stochastic differential equations, giving the power-law behavior of the power spectral density in any desirably wide range of frequency. Such equations were obtained starting from the point process models of 1/fbeta noise. In this article the power-law behavior of spectrum is derived directly from the stochastic differential equations, without using the point process models. The analysis reveals that the power spectrum may be represented as a sum of the Lorentzian spectra. Such a derivation provides additional justification of equations, expands the class of equations generating 1/fbeta noise, and provides further insights into the origin of 1/fbeta noise.

Environmental Noise Could Promote Stochastic Local Stability of Behavioral Diversity Evolution

NASA Astrophysics Data System (ADS)

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

2018-05-01

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

Assessment of CLIGEN precipitation and storm pattern generation under four precipitation depth categories in China

USDA-ARS?s Scientific Manuscript database

CLIGEN (CLImate GENerator) is a widely used stochastic weather generator to simulate continuous daily precipitation and storm pattern information for hydrological and soil erosion models. Although CLIGEN has been tested in several regions in the world, thoroughly assessment before applying it to Chi...

A Multilevel, Hierarchical Sampling Technique for Spatially Correlated Random Fields

DOE PAGES

Osborn, Sarah; Vassilevski, Panayot S.; Villa, Umberto

2017-10-26

In this paper, we propose an alternative method to generate samples of a spatially correlated random field with applications to large-scale problems for forward propagation of uncertainty. A classical approach for generating these samples is the Karhunen--Loève (KL) decomposition. However, the KL expansion requires solving a dense eigenvalue problem and is therefore computationally infeasible for large-scale problems. Sampling methods based on stochastic partial differential equations provide a highly scalable way to sample Gaussian fields, but the resulting parametrization is mesh dependent. We propose a multilevel decomposition of the stochastic field to allow for scalable, hierarchical sampling based on solving amore » mixed finite element formulation of a stochastic reaction-diffusion equation with a random, white noise source function. Lastly, numerical experiments are presented to demonstrate the scalability of the sampling method as well as numerical results of multilevel Monte Carlo simulations for a subsurface porous media flow application using the proposed sampling method.« less

A Multilevel, Hierarchical Sampling Technique for Spatially Correlated Random Fields

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

Osborn, Sarah; Vassilevski, Panayot S.; Villa, Umberto

In this paper, we propose an alternative method to generate samples of a spatially correlated random field with applications to large-scale problems for forward propagation of uncertainty. A classical approach for generating these samples is the Karhunen--Loève (KL) decomposition. However, the KL expansion requires solving a dense eigenvalue problem and is therefore computationally infeasible for large-scale problems. Sampling methods based on stochastic partial differential equations provide a highly scalable way to sample Gaussian fields, but the resulting parametrization is mesh dependent. We propose a multilevel decomposition of the stochastic field to allow for scalable, hierarchical sampling based on solving amore » mixed finite element formulation of a stochastic reaction-diffusion equation with a random, white noise source function. Lastly, numerical experiments are presented to demonstrate the scalability of the sampling method as well as numerical results of multilevel Monte Carlo simulations for a subsurface porous media flow application using the proposed sampling method.« less

Schooling as a Lottery: Racial Differences in School Advancement in Urban South Africa†

PubMed Central

Lam, David; Ardington, Cally; Leibbrandt, Murray

2010-01-01

This paper analyzes the large racial differences in progress through secondary school in South Africa. Using recently collected longitudinal data we find that grade advancement is strongly associated with scores on a baseline literacy and numeracy test. In grades 8-11 the effect of these scores on grade progression is much stronger for white and coloured students than for African students, while there is no racial difference in the impact of the scores on passing the nationally standardized grade 12 matriculation exam. We develop a stochastic model of grade repetition that generates predictions consistent with these results. The model predicts that a larger stochastic component in the link between learning and measured performance will generate higher enrollment, higher failure rates, and a weaker link between ability and grade progression. The results suggest that grade progression in African schools is poorly linked to actual ability and learning. The results point to the importance of considering the stochastic component of grade repetition in analyzing school systems with high failure rates. PMID:21499515

A stochastic evolutionary model generating a mixture of exponential distributions

NASA Astrophysics Data System (ADS)

Fenner, Trevor; Levene, Mark; Loizou, George

2016-02-01

Recent interest in human dynamics has stimulated the investigation of the stochastic processes that explain human behaviour in various contexts, such as mobile phone networks and social media. In this paper, we extend the stochastic urn-based model proposed in [T. Fenner, M. Levene, G. Loizou, J. Stat. Mech. 2015, P08015 (2015)] so that it can generate mixture models, in particular, a mixture of exponential distributions. The model is designed to capture the dynamics of survival analysis, traditionally employed in clinical trials, reliability analysis in engineering, and more recently in the analysis of large data sets recording human dynamics. The mixture modelling approach, which is relatively simple and well understood, is very effective in capturing heterogeneity in data. We provide empirical evidence for the validity of the model, using a data set of popular search engine queries collected over a period of 114 months. We show that the survival function of these queries is closely matched by the exponential mixture solution for our model.

Stochastic Matching and the Voluntary Nature of Choice

PubMed Central

Neuringer, Allen; Jensen, Greg; Piff, Paul

2007-01-01

Attempts to characterize voluntary behavior have been ongoing for thousands of years. We provide experimental evidence that judgments of volition are based upon distributions of responses in relation to obtained rewards. Participants watched as responses, said to be made by “actors,” appeared on a computer screen. The participant's task was to estimate how well each actor represented the voluntary choices emitted by a real person. In actuality, all actors' responses were generated by algorithms based on Baum's (1979) generalized matching function. We systematically varied the exponent values (sensitivity parameter) of these algorithms: some actors matched response proportions to received reinforcer proportions, others overmatched (predominantly chose the highest-valued alternative), and yet others undermatched (chose relatively equally among the alternatives). In each of five experiments, we found that the matching actor's responses were judged most closely to approximate voluntary choice. We found also that judgments of high volition depended upon stochastic (or probabilistic) generation. Thus, stochastic responses that match reinforcer proportions best represent voluntary human choice. PMID:17725049

Spike-Interval Triggered Averaging Reveals a Quasi-Periodic Spiking Alternative for Stochastic Resonance in Catfish Electroreceptors

PubMed Central

Lankheet, Martin J. M.; Klink, P. Christiaan; Borghuis, Bart G.; Noest, André J.

2012-01-01

Catfish detect and identify invisible prey by sensing their ultra-weak electric fields with electroreceptors. Any neuron that deals with small-amplitude input has to overcome sensitivity limitations arising from inherent threshold non-linearities in spike-generation mechanisms. Many sensory cells solve this issue with stochastic resonance, in which a moderate amount of intrinsic noise causes irregular spontaneous spiking activity with a probability that is modulated by the input signal. Here we show that catfish electroreceptors have adopted a fundamentally different strategy. Using a reverse correlation technique in which we take spike interval durations into account, we show that the electroreceptors generate a supra-threshold bias current that results in quasi-periodically produced spikes. In this regime stimuli modulate the interval between successive spikes rather than the instantaneous probability for a spike. This alternative for stochastic resonance combines threshold-free sensitivity for weak stimuli with similar sensitivity for excitations and inhibitions based on single interspike intervals. PMID:22403709

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.

Forward modeling of gravity data using geostatistically generated subsurface density variations

USGS Publications Warehouse

Phelps, Geoffrey

2016-01-01

Using geostatistical models of density variations in the subsurface, constrained by geologic data, forward models of gravity anomalies can be generated by discretizing the subsurface and calculating the cumulative effect of each cell (pixel). The results of such stochastically generated forward gravity anomalies can be compared with the observed gravity anomalies to find density models that match the observed data. These models have an advantage over forward gravity anomalies generated using polygonal bodies of homogeneous density because generating numerous realizations explores a larger region of the solution space. The stochastic modeling can be thought of as dividing the forward model into two components: that due to the shape of each geologic unit and that due to the heterogeneous distribution of density within each geologic unit. The modeling demonstrates that the internally heterogeneous distribution of density within each geologic unit can contribute significantly to the resulting calculated forward gravity anomaly. Furthermore, the stochastic models match observed statistical properties of geologic units, the solution space is more broadly explored by producing a suite of successful models, and the likelihood of a particular conceptual geologic model can be compared. The Vaca Fault near Travis Air Force Base, California, can be successfully modeled as a normal or strike-slip fault, with the normal fault model being slightly more probable. It can also be modeled as a reverse fault, although this structural geologic configuration is highly unlikely given the realizations we explored.

7 CFR 1437.306 - Christmas tree crops.

Code of Federal Regulations, 2010 CFR

2010-01-01

... 7 Agriculture 10 2010-01-01 2010-01-01 false Christmas tree crops. 1437.306 Section 1437.306... Determining Coverage Using Value § 1437.306 Christmas tree crops. (a) A Christmas tree is a value loss crop and may generate a claim for benefits under this part only if the tree was grown exclusively for...

High-Throughput 3-D Monitoring of Agricultural-Tree Plantations with Unmanned Aerial Vehicle (UAV) Technology

PubMed Central

Torres-Sánchez, Jorge; López-Granados, Francisca; Serrano, Nicolás; Arquero, Octavio; Peña, José M.

2015-01-01

The geometric features of agricultural trees such as canopy area, tree height and crown volume provide useful information about plantation status and crop production. However, these variables are mostly estimated after a time-consuming and hard field work and applying equations that treat the trees as geometric solids, which produce inconsistent results. As an alternative, this work presents an innovative procedure for computing the 3-dimensional geometric features of individual trees and tree-rows by applying two consecutive phases: 1) generation of Digital Surface Models with Unmanned Aerial Vehicle (UAV) technology and 2) use of object-based image analysis techniques. Our UAV-based procedure produced successful results both in single-tree and in tree-row plantations, reporting up to 97% accuracy on area quantification and minimal deviations compared to in-field estimations of tree heights and crown volumes. The maps generated could be used to understand the linkages between tree grown and field-related factors or to optimize crop management operations in the context of precision agriculture with relevant agro-environmental implications. PMID:26107174

High-Throughput 3-D Monitoring of Agricultural-Tree Plantations with Unmanned Aerial Vehicle (UAV) Technology.

PubMed

Torres-Sánchez, Jorge; López-Granados, Francisca; Serrano, Nicolás; Arquero, Octavio; Peña, José M

2015-01-01

The geometric features of agricultural trees such as canopy area, tree height and crown volume provide useful information about plantation status and crop production. However, these variables are mostly estimated after a time-consuming and hard field work and applying equations that treat the trees as geometric solids, which produce inconsistent results. As an alternative, this work presents an innovative procedure for computing the 3-dimensional geometric features of individual trees and tree-rows by applying two consecutive phases: 1) generation of Digital Surface Models with Unmanned Aerial Vehicle (UAV) technology and 2) use of object-based image analysis techniques. Our UAV-based procedure produced successful results both in single-tree and in tree-row plantations, reporting up to 97% accuracy on area quantification and minimal deviations compared to in-field estimations of tree heights and crown volumes. The maps generated could be used to understand the linkages between tree grown and field-related factors or to optimize crop management operations in the context of precision agriculture with relevant agro-environmental implications.

Design and Construction of Multi-Variable Vortex-Ring Bubble Generator for Use in Interactive Exhibit

DTIC Science & Technology

2013-12-01

providing the opportunity to teach complex subjects related to stable and unstable equilibrium, stochastic systems, and conservation laws. The...bubbles through adjustment of three variables. The seal pressure, actuating pressure, and cycle time of the triggering solenoid valve each contribute to...stable and unstable equilibrium, stochastic systems, and conservation laws. The diaphragm valve designed in this thesis provides the centerpiece for

Observation of energetic electron confinement in a largely stochastic reversed-field pinch plasma

NASA Astrophysics Data System (ADS)

Clayton, D. J.; Chapman, B. E.; O'Connell, R.; Almagri, A. F.; Burke, D. R.; Forest, C. B.; Goetz, J. A.; Kaufman, M. C.; Bonomo, F.; Franz, P.; Gobbin, M.; Piovesan, P.

2010-01-01

Runaway electrons with energies >100 keV are observed with the appearance of an m =1 magnetic island in the core of otherwise stochastic Madison Symmetric Torus [Dexter et al., Fusion Technol. 19, 131 (1991)] reversed-field-pinch plasmas. The island is associated with the innermost resonant tearing mode, which is usually the largest in the m =1 spectrum. The island appears over a range of mode spectra, from those with a weakly dominant mode to those, referred to as quasi single helicity, with a strongly dominant mode. In a stochastic field, the rate of electron loss increases with electron parallel velocity. Hence, high-energy electrons imply a region of reduced stochasticity. The global energy confinement time is about the same as in plasmas without high-energy electrons or an island in the core. Hence, the region of reduced stochasticity must be localized. Within a numerical reconstruction of the magnetic field topology, high-energy electrons are substantially better confined inside the island, relative to the external region. Therefore, it is deduced that the island provides a region of reduced stochasticity and that the high-energy electrons are generated and well confined within this region.

The origin of human complex diversity: Stochastic epistatic modules and the intrinsic compatibility between distributional robustness and phenotypic changeability.

PubMed

Ijichi, Shinji; Ijichi, Naomi; Ijichi, Yukina; Imamura, Chikako; Sameshima, Hisami; Kawaike, Yoichi; Morioka, Hirofumi

2018-01-01

The continuing prevalence of a highly heritable and hypo-reproductive extreme tail of a human neurobehavioral quantitative diversity suggests the possibility that the reproductive majority retains the genetic mechanism for the extremes. From the perspective of stochastic epistasis, the effect of an epistatic modifier variant can randomly vary in both phenotypic value and effect direction among the careers depending on the genetic individuality, and the modifier careers are ubiquitous in the population distribution. The neutrality of the mean genetic effect in the careers warrants the survival of the variant under selection pressures. Functionally or metabolically related modifier variants make an epistatic network module and dozens of modules may be involved in the phenotype. To assess the significance of stochastic epistasis, a simplified module-based model was employed. The individual repertoire of the modifier variants in a module also participates in the genetic individuality which determines the genetic contribution of each modifier in the career. Because the entire contribution of a module to the phenotypic outcome is consequently unpredictable in the model, the module effect represents the total contribution of the related modifiers as a stochastic unit in the simulations. As a result, the intrinsic compatibility between distributional robustness and quantitative changeability could mathematically be simulated using the model. The artificial normal distribution shape in large-sized simulations was preserved in each generation even if the lowest fitness tail was un-reproductive. The robustness of normality beyond generations is analogous to the real situations of human complex diversity including neurodevelopmental conditions. The repeated regeneration of the un-reproductive extreme tail may be inevitable for the reproductive majority's competence to survive and change, suggesting implications of the extremes for others. Further model-simulations to illustrate how the fitness of extreme individuals can be low through generations may be warranted to increase the credibility of this stochastic epistasis model.

Removing Barriers for Effective Deployment of Intermittent Renewable Generation

NASA Astrophysics Data System (ADS)

Arabali, Amirsaman

The stochastic nature of intermittent renewable resources is the main barrier to effective integration of renewable generation. This problem can be studied from feeder-scale and grid-scale perspectives. Two new stochastic methods are proposed to meet the feeder-scale controllable load with a hybrid renewable generation (including wind and PV) and energy storage system. For the first method, an optimization problem is developed whose objective function is the cost of the hybrid system including the cost of renewable generation and storage subject to constraints on energy storage and shifted load. A smart-grid strategy is developed to shift the load and match the renewable energy generation and controllable load. Minimizing the cost function guarantees minimum PV and wind generation installation, as well as storage capacity selection for supplying the controllable load. A confidence coefficient is allocated to each stochastic constraint which shows to what degree the constraint is satisfied. In the second method, a stochastic framework is developed for optimal sizing and reliability analysis of a hybrid power system including renewable resources (PV and wind) and energy storage system. The hybrid power system is optimally sized to satisfy the controllable load with a specified reliability level. A load-shifting strategy is added to provide more flexibility for the system and decrease the installation cost. Load shifting strategies and their potential impacts on the hybrid system reliability/cost analysis are evaluated trough different scenarios. Using a compromise-solution method, the best compromise between the reliability and cost will be realized for the hybrid system. For the second problem, a grid-scale stochastic framework is developed to examine the storage application and its optimal placement for the social cost and transmission congestion relief of wind integration. Storage systems are optimally placed and adequately sized to minimize the sum of operation and congestion costs over a scheduling period. A technical assessment framework is developed to enhance the efficiency of wind integration and evaluate the economics of storage technologies and conventional gas-fired alternatives. The proposed method is used to carry out a cost-benefit analysis for the IEEE 24-bus system and determine the most economical technology. In order to mitigate the financial and technical concerns of renewable energy integration into the power system, a stochastic framework is proposed for transmission grid reinforcement studies in a power system with wind generation. A multi-stage multi-objective transmission network expansion planning (TNEP) methodology is developed which considers the investment cost, absorption of private investment and reliability of the system as the objective functions. A Non-dominated Sorting Genetic Algorithm (NSGA II) optimization approach is used in combination with a probabilistic optimal power flow (POPF) to determine the Pareto optimal solutions considering the power system uncertainties. Using a compromise-solution method, the best final plan is then realized based on the decision maker preferences. The proposed methodology is applied to the IEEE 24-bus Reliability Tests System (RTS) to evaluate the feasibility and practicality of the developed planning strategy.

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.

Molecular phylogenetic trees - On the validity of the Goodman-Moore augmentation algorithm

NASA Technical Reports Server (NTRS)

Holmquist, R.

1979-01-01

A response is made to the reply of Nei and Tateno (1979) to the letter of Holmquist (1978) supporting the validity of the augmentation algorithm of Moore (1977) in reconstructions of nucleotide substitutions by means of the maximum parsimony principle. It is argued that the overestimation of the augmented numbers of nucleotide substitutions (augmented distances) found by Tateno and Nei (1978) is due to an unrepresentative data sample and that it is only necessary that evolution be stochastically uniform in different regions of the phylogenetic network for the augmentation method to be useful. The importance of the average value of the true distance over all links is explained, and the relative variances of the true and augmented distances are calculated to be almost identical. The effects of topological changes in the phylogenetic tree on the augmented distance and the question of the correctness of ancestral sequences inferred by the method of parsimony are also clarified.

Noise enhances information transfer in hierarchical networks.

PubMed

Czaplicka, Agnieszka; Holyst, Janusz A; Sloot, Peter M A

2013-01-01

We study the influence of noise on information transmission in the form of packages shipped between nodes of hierarchical networks. Numerical simulations are performed for artificial tree networks, scale-free Ravasz-Barabási networks as well for a real network formed by email addresses of former Enron employees. Two types of noise are considered. One is related to packet dynamics and is responsible for a random part of packets paths. The second one originates from random changes in initial network topology. We find that the information transfer can be enhanced by the noise. The system possesses optimal performance when both kinds of noise are tuned to specific values, this corresponds to the Stochastic Resonance phenomenon. There is a non-trivial synergy present for both noisy components. We found also that hierarchical networks built of nodes of various degrees are more efficient in information transfer than trees with a fixed branching factor.

Noise enhances information transfer in hierarchical networks

PubMed Central

Czaplicka, Agnieszka; Holyst, Janusz A.; Sloot, Peter M. A.

2013-01-01

We study the influence of noise on information transmission in the form of packages shipped between nodes of hierarchical networks. Numerical simulations are performed for artificial tree networks, scale-free Ravasz-Barabási networks as well for a real network formed by email addresses of former Enron employees. Two types of noise are considered. One is related to packet dynamics and is responsible for a random part of packets paths. The second one originates from random changes in initial network topology. We find that the information transfer can be enhanced by the noise. The system possesses optimal performance when both kinds of noise are tuned to specific values, this corresponds to the Stochastic Resonance phenomenon. There is a non-trivial synergy present for both noisy components. We found also that hierarchical networks built of nodes of various degrees are more efficient in information transfer than trees with a fixed branching factor. PMID:23390574

Divide and Conquer: A Valid Approach for Risk Assessment and Decision Making under Uncertainty for Groundwater-Related Diseases

NASA Astrophysics Data System (ADS)

Sanchez-Vila, X.; de Barros, F.; Bolster, D.; Nowak, W.

2010-12-01

Assessing the potential risk of hydro(geo)logical supply systems to human population is an interdisciplinary field. It relies on the expertise in fields as distant as hydrogeology, medicine, or anthropology, and needs powerful translation concepts to provide decision support and policy making. Reliable health risk estimates need to account for the uncertainties in hydrological, physiological and human behavioral parameters. We propose the use of fault trees to address the task of probabilistic risk analysis (PRA) and to support related management decisions. Fault trees allow decomposing the assessment of health risk into individual manageable modules, thus tackling a complex system by a structural “Divide and Conquer” approach. The complexity within each module can be chosen individually according to data availability, parsimony, relative importance and stage of analysis. The separation in modules allows for a true inter- and multi-disciplinary approach. This presentation highlights the three novel features of our work: (1) we define failure in terms of risk being above a threshold value, whereas previous studies used auxiliary events such as exceedance of critical concentration levels, (2) we plot an integrated fault tree that handles uncertainty in both hydrological and health components in a unified way, and (3) we introduce a new form of stochastic fault tree that allows to weaken the assumption of independent subsystems that is required by a classical fault tree approach. We illustrate our concept in a simple groundwater-related setting.

Initialization Method for Grammar-Guided Genetic Programming

NASA Astrophysics Data System (ADS)

García-Arnau, M.; Manrique, D.; Ríos, J.; Rodríguez-Patón, A.

This paper proposes a new tree-generation algorithm for grammarguided genetic programming that includes a parameter to control the maximum size of the trees to be generated. An important feature of this algorithm is that the initial populations generated are adequately distributed in terms of tree size and distribution within the search space. Consequently, genetic programming systems starting from the initial populations generated by the proposed method have a higher convergence speed. Two different problems have been chosen to carry out the experiments: a laboratory test involving searching for arithmetical equalities and the real-world task of breast cancer prognosis. In both problems, comparisons have been made to another five important initialization methods.

Incorporating variability in simulations of seasonally forced phenology using integral projection models

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

Goodsman, Devin W.; Aukema, Brian H.; McDowell, Nate G.

Phenology models are becoming increasingly important tools to accurately predict how climate change will impact the life histories of organisms. We propose a class of integral projection phenology models derived from stochastic individual-based models of insect development and demography.Our derivation, which is based on the rate-summation concept, produces integral projection models that capture the effect of phenotypic rate variability on insect phenology, but which are typically more computationally frugal than equivalent individual-based phenology models. We demonstrate our approach using a temperature-dependent model of the demography of the mountain pine beetle (Dendroctonus ponderosae Hopkins), an insect that kills mature pine trees.more » This work illustrates how a wide range of stochastic phenology models can be reformulated as integral projection models. Due to their computational efficiency, these integral projection models are suitable for deployment in large-scale simulations, such as studies of altered pest distributions under climate change.« less

Stochastic Process Creation

NASA Astrophysics Data System (ADS)

Esparza, Javier

In many areas of computer science entities can “reproduce”, “replicate”, or “create new instances”. Paramount examples are threads in multithreaded programs, processes in operating systems, and computer viruses, but many others exist: procedure calls create new incarnations of the callees, web crawlers discover new pages to be explored (and so “create” new tasks), divide-and-conquer procedures split a problem into subproblems, and leaves of tree-based data structures become internal nodes with children. For lack of a better name, I use the generic term systems with process creation to refer to all these entities.

Adaptive Sampling using Support Vector Machines

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

D. Mandelli; C. Smith

2012-11-01

Reliability/safety analysis of stochastic dynamic systems (e.g., nuclear power plants, airplanes, chemical plants) is currently performed through a combination of Event-Tress and Fault-Trees. However, these conventional methods suffer from certain drawbacks: • Timing of events is not explicitly modeled • Ordering of events is preset by the analyst • The modeling of complex accident scenarios is driven by expert-judgment For these reasons, there is currently an increasing interest into the development of dynamic PRA methodologies since they can be used to address the deficiencies of conventional methods listed above.

Anticipatory systems using a probabilistic-possibilistic formalism

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

Tsoukalas, L.H.

1989-01-01

A methodology for the realization of the Anticipatory Paradigm in the diagnosis and control of complex systems, such as power plants, is developed. The objective is to synthesize engineering systems as analogs of certain biological systems which are capable of modifying their present states on the basis of anticipated future states. These future states are construed to be the output of predictive, numerical, stochastic or symbolic models. The mathematical basis of the implementation is developed on the basis of a formulation coupling probabilistic (random) and possibilistic(fuzzy) data in the form of an Information Granule. Random data are generated from observationsmore » and sensors input from the environment. Fuzzy data consists of eqistemic information, such as criteria or constraints qualifying the environmental inputs. The approach generates mathematical performance measures upon which diagnostic inferences and control functions are based. Anticipated performance is generated using a fuzzified Bayes formula. Triplex arithmetic is used in the numerical estimation of the performance measures. Representation of the system is based upon a goal-tree within the rule-based paradigm from the field of Applied Artificial Intelligence. The ensuing construction incorporates a coupling of Symbolic and Procedural programming methods. As a demonstration of the possibility of constructing such systems, a model-based system of a nuclear reactor is constructed. A numerical model of the reactor as a damped simple harmonic oscillator is used. The neutronic behavior is described by a point kinetics model with temperature feedback. The resulting system is programmed in OPS5 for the symbolic component and in FORTRAN for the procedural part.« less

Effect of Cryopreservation and Post-Cryopreservation Somatic Embryogenesis on the Epigenetic Fidelity of Cocoa (Theobroma cacao L.).

PubMed

Adu-Gyamfi, Raphael; Wetten, Andy; Marcelino Rodríguez López, Carlos

2016-01-01

While cocoa plants regenerated from cryopreserved somatic embryos can demonstrate high levels of phenotypic variability, little is known about the sources of the observed variability. Previous studies have shown that the encapsulation-dehydration cryopreservation methodology imposes no significant extra mutational load since embryos carrying high levels of genetic variability are selected against during protracted culture. Also, the use of secondary rather than primary somatic embryos has been shown to further reduce the incidence of genetic somaclonal variation. Here, the effect of in vitro conservation, cryopreservation and post-cryopreservation generation of somatic embryos on the appearance of epigenetic somaclonal variation were comparatively assessed. To achieve this we compared the epigenetic profiles, generated using Methylation Sensitive Amplified Polymorphisms, of leaves collected from the ortet tree and from cocoa somatic embryos derived from three in vitro conditions: somatic embryos, somatic embryos cryopreserved in liquid nitrogen and somatic embryos generated from cryoproserved somatic embryos. Somatic embryos accumulated epigenetic changes but these were less extensive than in those regenerated after storage in LN. Furthermore, the passage of cryopreserved embryos through another embryogenic stage led to further increase in variation. Interestingly, this detected variability appears to be in some measure reversible. The outcome of this study indicates that the cryopreservation induced phenotypic variability could be, at least partially, due to DNA methylation changes. Phenotypic variability observed in cryostored cocoa somatic-embryos is epigenetic in nature. This variability is partially reversible, not stochastic in nature but a directed response to the in-vitro culture and cryopreservation.

Effect of Cryopreservation and Post-Cryopreservation Somatic Embryogenesis on the Epigenetic Fidelity of Cocoa (Theobroma cacao L.)

PubMed Central

Adu-Gyamfi, Raphael; Wetten, Andy; Marcelino Rodríguez López, Carlos

2016-01-01

While cocoa plants regenerated from cryopreserved somatic embryos can demonstrate high levels of phenotypic variability, little is known about the sources of the observed variability. Previous studies have shown that the encapsulation-dehydration cryopreservation methodology imposes no significant extra mutational load since embryos carrying high levels of genetic variability are selected against during protracted culture. Also, the use of secondary rather than primary somatic embryos has been shown to further reduce the incidence of genetic somaclonal variation. Here, the effect of in vitro conservation, cryopreservation and post-cryopreservation generation of somatic embryos on the appearance of epigenetic somaclonal variation were comparatively assessed. To achieve this we compared the epigenetic profiles, generated using Methylation Sensitive Amplified Polymorphisms, of leaves collected from the ortet tree and from cocoa somatic embryos derived from three in vitro conditions: somatic embryos, somatic embryos cryopreserved in liquid nitrogen and somatic embryos generated from cryoproserved somatic embryos. Somatic embryos accumulated epigenetic changes but these were less extensive than in those regenerated after storage in LN. Furthermore, the passage of cryopreserved embryos through another embryogenic stage led to further increase in variation. Interestingly, this detected variability appears to be in some measure reversible. The outcome of this study indicates that the cryopreservation induced phenotypic variability could be, at least partially, due to DNA methylation changes. Key message: Phenotypic variability observed in cryostored cocoa somatic-embryos is epigenetic in nature. This variability is partially reversible, not stochastic in nature but a directed response to the in-vitro culture and cryopreservation. PMID:27403857

The impacts of electricity dispatch protocols on the emission reductions due to wind power and carbon tax.

PubMed

Yu, Yang; Rajagopal, Ram

2015-02-17

Two dispatch protocols have been adopted by electricity markets to deal with the uncertainty of wind power but the effects of the selection between the dispatch protocols have not been comprehensively analyzed. We establish a framework to compare the impacts of adopting different dispatch protocols on the efficacy of using wind power and implementing a carbon tax to reduce emissions. We suggest that a market has high potential to achieve greater emission reduction by adopting the stochastic dispatch protocol instead of the static protocol when the wind energy in the market is highly uncertain or the market has enough adjustable generators, such as gas-fired combustion generators. Furthermore, the carbon-tax policy is more cost-efficient for reducing CO2 emission when the market operates according to the stochastic protocol rather than the static protocol. An empirical study, which is calibrated according to the data from the Electric Reliability Council of Texas market, confirms that using wind energy in the Texas market results in a 12% CO2 emission reduction when the market uses the stochastic dispatch protocol instead of the 8% emission reduction associated with the static protocol. In addition, if a 6$/ton carbon tax is implemented in the Texas market operated according to the stochastic protocol, the CO2 emission is similar to the emission level from the same market with a 16$/ton carbon tax operated according to the static protocol. Correspondingly, the 16$/ton carbon tax associated with the static protocol costs 42.6% more than the 6$/ton carbon tax associated with the stochastic protocol.

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

PubMed

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

2012-08-07

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

Stochastic, Adaptive Sampling of Information by Microvilli in Fly Photoreceptors

PubMed Central

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

2012-01-01

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

What is the danger of the anomaly zone for empirical phylogenetics?

PubMed

Huang, Huateng; Knowles, L Lacey

2009-10-01

The increasing number of observations of gene trees with discordant topologies in phylogenetic studies has raised awareness about the problems of incongruence between species trees and gene trees. Moreover, theoretical treatments focusing on the impact of coalescent variance on phylogenetic study have also identified situations where the most probable gene trees are ones that do not match the underlying species tree (i.e., anomalous gene trees [AGTs]). However, although the theoretical proof of the existence of AGTs is alarming, the actual risk that AGTs pose to empirical phylogenetic study is far from clear. Establishing the conditions (i.e., the branch lengths in a species tree) for which AGTs are possible does not address the critical issue of how prevalent they might be. Furthermore, theoretical characterization of the species trees for which AGTs may pose a problem (i.e., the anomaly zone or the species histories for which AGTs are theoretically possible) is based on consideration of just one source of variance that contributes to species tree and gene tree discord-gene lineage coalescence. Yet, empirical data contain another important stochastic component-mutational variance. Estimated gene trees will differ from the underlying gene trees (i.e., the actual genealogy) because of the random process of mutation. Here, we take a simulation approach to investigate the prevalence of AGTs, among estimated gene trees, thereby characterizing the boundaries of the anomaly zone taking into account both coalescent and mutational variances. We also determine the frequency of realized AGTs, which is critical to putting the theoretical work on AGTs into a realistic biological context. Two salient results emerge from this investigation. First, our results show that mutational variance can indeed expand the parameter space (i.e., the relative branch lengths in a species tree) where AGTs might be observed in empirical data. By exploring the underlying cause for the expanded anomaly zone, we identify aspects of empirical data relevant to avoiding the problems that AGTs pose for species tree inference from multilocus data. Second, for the empirical species histories where AGTs are possible, unresolved trees-not AGTs-predominate the pool of estimated gene trees. This result suggests that the risk of AGTs, while they exist in theory, may rarely be realized in practice. By considering the biological realities of both mutational and coalescent variances, the study has refined, and redefined, what the actual challenges are for empirical phylogenetic study of recently diverged taxa that have speciated rapidly-AGTs themselves are unlikely to pose a significant danger to empirical phylogenetic study.

Stationary responses of a Rayleigh viscoelastic system with zero barrier impacts under external random excitation.

PubMed

Wang, Deli; Xu, Wei; Zhao, Xiangrong

2016-03-01

This paper aims to deal with the stationary responses of a Rayleigh viscoelastic system with zero barrier impacts under external random excitation. First, the original stochastic viscoelastic system is converted to an equivalent stochastic system without viscoelastic terms by approximately adding the equivalent stiffness and damping. Relying on the means of non-smooth transformation of state variables, the above system is replaced by a new system without an impact term. Then, the stationary probability density functions of the system are observed analytically through stochastic averaging method. By considering the effects of the biquadratic nonlinear damping coefficient and the noise intensity on the system responses, the effectiveness of the theoretical method is tested by comparing the analytical results with those generated from Monte Carlo simulations. Additionally, it does deserve attention that some system parameters can induce the occurrence of stochastic P-bifurcation.

A Maze Game on Android Using Growing Tree Method

NASA Astrophysics Data System (ADS)

Hendrawan, Y. F.

2018-01-01

A maze is a type of puzzle games where a player moves in complex and branched passages to find a particular target or location. One method to create a maze is the Growing Tree method. The method creates a tree that has branches which are the paths of a maze. This research explored three types of Growing Tree method implementations for maze generation on Android mobile devices. The layouts produced could be played in first and third-person perspectives. The experiment results showed that it took 17.3 seconds on average to generate 20 cells x 20 cells dynamic maze layouts.

SNPhylo: a pipeline to construct a phylogenetic tree from huge SNP data.

PubMed

Lee, Tae-Ho; Guo, Hui; Wang, Xiyin; Kim, Changsoo; Paterson, Andrew H

2014-02-26

Phylogenetic trees are widely used for genetic and evolutionary studies in various organisms. Advanced sequencing technology has dramatically enriched data available for constructing phylogenetic trees based on single nucleotide polymorphisms (SNPs). However, massive SNP data makes it difficult to perform reliable analysis, and there has been no ready-to-use pipeline to generate phylogenetic trees from these data. We developed a new pipeline, SNPhylo, to construct phylogenetic trees based on large SNP datasets. The pipeline may enable users to construct a phylogenetic tree from three representative SNP data file formats. In addition, in order to increase reliability of a tree, the pipeline has steps such as removing low quality data and considering linkage disequilibrium. A maximum likelihood method for the inference of phylogeny is also adopted in generation of a tree in our pipeline. Using SNPhylo, users can easily produce a reliable phylogenetic tree from a large SNP data file. Thus, this pipeline can help a researcher focus more on interpretation of the results of analysis of voluminous data sets, rather than manipulations necessary to accomplish the analysis.

Planning with Continuous Resources in Stochastic Domains

NASA Technical Reports Server (NTRS)

Mausam, Mausau; Benazera, Emmanuel; Brafman, Roneu; Hansen, Eric

2005-01-01

We consider the problem of optimal planning in stochastic domains with metric resource constraints. Our goal is to generate a policy whose expected sum of rewards is maximized for a given initial state. We consider a general formulation motivated by our application domain--planetary exploration--in which the choice of an action at each step may depend on the current resource levels. We adapt the forward search algorithm AO* to handle our continuous state space efficiently.

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

PubMed

Engen, Steinar; Saether, Bernt-Erik

2014-03-01

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

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

NASA Astrophysics Data System (ADS)

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

2007-09-01

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

Stochasticity in the signalling network of a model microbe

NASA Astrophysics Data System (ADS)

Bischofs, Ilka; Foley, Jonathan; Battenberg, Eric; Fontaine-Bodin, Lisa; Price, Gavin; Wolf, Denise; Arkin, Adam

2007-03-01

The soil dwelling bacterium Bacillus subtilis is an excellent model organism for studying stochastic stress response induction in an isoclonal population. Subjected to the same stressor cells undergo different cell fates, including sporulation, competence, degradative enzyme synthesis and motility. For example, under conditions of nutrient deprivation and high cell density only a portion of the cell population forms an endospore. Here we use a combined experimental and theoretical approach to study stochastic sporulation induction in Bacillus subtilis. Using several fluorescent reporter strains we apply time lapse fluorescent microscopy in combination with quantitative image analysis to study cell fate progression on a single cell basis and elucidate key noise generators in the underlying cellular network.

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

NASA Astrophysics Data System (ADS)

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

2018-04-01

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

Stochastic approach and fluctuation theorem for charge transport in diodes

NASA Astrophysics Data System (ADS)

Gu, Jiayin; Gaspard, Pierre

2018-05-01

A stochastic approach for charge transport in diodes is developed in consistency with the laws of electricity, thermodynamics, and microreversibility. In this approach, the electron and hole densities are ruled by diffusion-reaction stochastic partial differential equations and the electric field generated by the charges is determined with the Poisson equation. These equations are discretized in space for the numerical simulations of the mean density profiles, the mean electric potential, and the current-voltage characteristics. Moreover, the full counting statistics of the carrier current and the measured total current including the contribution of the displacement current are investigated. On the basis of local detailed balance, the fluctuation theorem is shown to hold for both currents.

Distinguishing between stochasticity and determinism: Examples from cell cycle duration variability.

PubMed

Pearl Mizrahi, Sivan; Sandler, Oded; Lande-Diner, Laura; Balaban, Nathalie Q; Simon, Itamar

2016-01-01

We describe a recent approach for distinguishing between stochastic and deterministic sources of variability, focusing on the mammalian cell cycle. Variability between cells is often attributed to stochastic noise, although it may be generated by deterministic components. Interestingly, lineage information can be used to distinguish between variability and determinism. Analysis of correlations within a lineage of the mammalian cell cycle duration revealed its deterministic nature. Here, we discuss the sources of such variability and the possibility that the underlying deterministic process is due to the circadian clock. Finally, we discuss the "kicked cell cycle" model and its implication on the study of the cell cycle in healthy and cancerous tissues. © 2015 WILEY Periodicals, Inc.

Snohomish Estuary Wetlands Study. Volume II. Basic Information and Evaluation

DTIC Science & Technology

1978-08-01

vegetation in these areas is of thrre major types : Coniferous trees , broadleaf deciluous trpee., ana shrubs. The coniferous trees are predominantly Sitka...in coniferous trees and also rest there when not hunting. The swamp habitat type is highly productive, generating abundant detr~i- tus. However, since...areas is of three major types : Coniferous trees , broadleaf deciduous trees , and shrubs. The coni- ferous trees are Sitka Spruce (Picea sitchensis

What controls stemflow? A LiDAR-based investigation of individual tree canopy structure, neighborhood conditions, and meteorological factors

NASA Astrophysics Data System (ADS)

Yankine, S. A.; Van Stan, J. T., II; Mesta, D. C.; Côté, J. F.; Hildebrandt, A.; Friesen, J.; Maldonado, G.

2017-12-01

Stemflow is a pointed hydrologic flux at the base of tree stems that has been linked to a host of biogeochemical processes in vegetated landscapes. Much work has been done to examine controls over stemflow water yield, finding three major factors: individual tree canopy structure, meteorological variables, and neighborhood conditions. However, the authors are unaware of any study to directly quantify all factors using a combination of terrestrial LiDAR and micrometeorological monitoring methods. This study directly quantifies individual Pinus palustris tree canopy characteristics (trunk volume and angle, branch volume and angle from 1st-to-3rd order, bark roughness, and height), 10-m radius neighborhood properties (number of trees, mean diameter and height, mean distance from study tree, and canopy overlap), and above-canopy storm conditions (magnitude, intensity, mean/max wind speed, and vapor pressure deficit) directly at the site. Stemflow production was 1% of rainfall, ranging from 0.3-59 L per storm from individual trees. Preliminary findings from storms (5-176 mm in magnitude) indicate that all individual tree characteristics, besides bark roughness, have little influence on stemflow generation. Bark roughness altered stemflow generation by affecting trunk water storage (0.1-0.7 mm) and wet trunk evaporation rates (0.005-0.03 mm/h). The strongest influence over stemflow generation from individual trees was the interaction between neighborhood characteristics and meteorological conditions (primarily rainfall amount and, secondarily, rainfall intensity).

CLIGEN: Addressing deficiencies in the generator and its databases

USDA-ARS?s Scientific Manuscript database

CLIGEN is a stochastic generator that estimates daily temperatures, precipitation and other weather related phenomena. It is an intermediate model used by the Water Erosion Prediction Program (WEPP), the Wind Erosion Prediction System (WEPS), and other models that require daily weather observations....

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

NASA Astrophysics Data System (ADS)

Gambetta, Jay; Wiseman, H. M.

2002-07-01

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

Optoelectronic analogs of self-programming neural nets - Architecture and methodologies for implementing fast stochastic learning by simulated annealing

NASA Technical Reports Server (NTRS)

Farhat, Nabil H.

1987-01-01

Self-organization and learning is a distinctive feature of neural nets and processors that sets them apart from conventional approaches to signal processing. It leads to self-programmability which alleviates the problem of programming complexity in artificial neural nets. In this paper architectures for partitioning an optoelectronic analog of a neural net into distinct layers with prescribed interconnectivity pattern to enable stochastic learning by simulated annealing in the context of a Boltzmann machine are presented. Stochastic learning is of interest because of its relevance to the role of noise in biological neural nets. Practical considerations and methodologies for appreciably accelerating stochastic learning in such a multilayered net are described. These include the use of parallel optical computing of the global energy of the net, the use of fast nonvolatile programmable spatial light modulators to realize fast plasticity, optical generation of random number arrays, and an adaptive noisy thresholding scheme that also makes stochastic learning more biologically plausible. The findings reported predict optoelectronic chips that can be used in the realization of optical learning machines.

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.

PhyloTreePruner: A Phylogenetic Tree-Based Approach for Selection of Orthologous Sequences for Phylogenomics.

PubMed

Kocot, Kevin M; Citarella, Mathew R; Moroz, Leonid L; Halanych, Kenneth M

2013-01-01

Molecular phylogenetics relies on accurate identification of orthologous sequences among the taxa of interest. Most orthology inference programs available for use in phylogenomics rely on small sets of pre-defined orthologs from model organisms or phenetic approaches such as all-versus-all sequence comparisons followed by Markov graph-based clustering. Such approaches have high sensitivity but may erroneously include paralogous sequences. We developed PhyloTreePruner, a software utility that uses a phylogenetic approach to refine orthology inferences made using phenetic methods. PhyloTreePruner checks single-gene trees for evidence of paralogy and generates a new alignment for each group containing only sequences inferred to be orthologs. Importantly, PhyloTreePruner takes into account support values on the tree and avoids unnecessarily deleting sequences in cases where a weakly supported tree topology incorrectly indicates paralogy. A test of PhyloTreePruner on a dataset generated from 11 completely sequenced arthropod genomes identified 2,027 orthologous groups sampled for all taxa. Phylogenetic analysis of the concatenated supermatrix yielded a generally well-supported topology that was consistent with the current understanding of arthropod phylogeny. PhyloTreePruner is freely available from http://sourceforge.net/projects/phylotreepruner/.

Brownian dynamics without Green's functions

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

Delong, Steven; Donev, Aleksandar, E-mail: donev@courant.nyu.edu; Usabiaga, Florencio Balboa

2014-04-07

We develop a Fluctuating Immersed Boundary (FIB) method for performing Brownian dynamics simulations of confined particle suspensions. Unlike traditional methods which employ analytical Green's functions for Stokes flow in the confined geometry, the FIB method uses a fluctuating finite-volume Stokes solver to generate the action of the response functions “on the fly.” Importantly, we demonstrate that both the deterministic terms necessary to capture the hydrodynamic interactions among the suspended particles, as well as the stochastic terms necessary to generate the hydrodynamically correlated Brownian motion, can be generated by solving the steady Stokes equations numerically only once per time step. Thismore » is accomplished by including a stochastic contribution to the stress tensor in the fluid equations consistent with fluctuating hydrodynamics. We develop novel temporal integrators that account for the multiplicative nature of the noise in the equations of Brownian dynamics and the strong dependence of the mobility on the configuration for confined systems. Notably, we propose a random finite difference approach to approximating the stochastic drift proportional to the divergence of the configuration-dependent mobility matrix. Through comparisons with analytical and existing computational results, we numerically demonstrate the ability of the FIB method to accurately capture both the static (equilibrium) and dynamic properties of interacting particles in flow.« less

Near Source Structural Effects on Seismic Waves: Implication for Shear Motion Generation During SPE-4Prime

NASA Astrophysics Data System (ADS)

Pitarka, A.

2015-12-01

Arben Pitarka, Souheil M. Ezzedine, Oleg Y. Vorobiev, Tarabay H. Antoun, Lew A. Glenn, William R. Walter, Robert J. Mellors, and Evan Hirakawa. We have analyzed effects of wave scattering due to near-source structural complexity and sliding joint motion on generation of shear waves from SPE-4Pprime, a shallow chemical explosion conducted at the Nevada National Security Site. In addition to analyzing far-field ground motion recorded on three-component geophones, we performed high-frequency simulations of the explosion using a finite difference method and heterogeneous media with stochastic variability. The stochastic variations of seismic velocity were modeled using Gaussian correlation functions. Using simulations and recorded waveforms we demonstrate the implication of wave scattering on generation of shear motion, and show the gradual increase of shear motion energy as the waves propagate through media with variable scattering. The amplitude and duration of shear waves resulting from wave scattering are found to be dependent on the model complexity and to a lesser extent to source distance. Analysis of shear-motion generation due to joint motion were conducted using numerical simulations performed with GEODYN-L, a parallelized Lagrangian hydrocode, while a stochastic approach was used in depicting the properties of joints. Separated effects of source and wave scattering on shear motion generation will be shown through simulated motion. This work was performed under the auspices of the U.S. Department of Energy by Lawrence Livermore National Laboratory under Contract DE-AC52-07NA27344 Release Number: LLNL-ABS-675570

Constrained approximation of effective generators for multiscale stochastic reaction networks and application to conditioned path sampling

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

Cotter, Simon L., E-mail: simon.cotter@manchester.ac.uk

2016-10-15

Efficient analysis and simulation of multiscale stochastic systems of chemical kinetics is an ongoing area for research, and is the source of many theoretical and computational challenges. In this paper, we present a significant improvement to the constrained approach, which is a method for computing effective dynamics of slowly changing quantities in these systems, but which does not rely on the quasi-steady-state assumption (QSSA). The QSSA can cause errors in the estimation of effective dynamics for systems where the difference in timescales between the “fast” and “slow” variables is not so pronounced. This new application of the constrained approach allowsmore » us to compute the effective generator of the slow variables, without the need for expensive stochastic simulations. This is achieved by finding the null space of the generator of the constrained system. For complex systems where this is not possible, or where the constrained subsystem is itself multiscale, the constrained approach can then be applied iteratively. This results in breaking the problem down into finding the solutions to many small eigenvalue problems, which can be efficiently solved using standard methods. Since this methodology does not rely on the quasi steady-state assumption, the effective dynamics that are approximated are highly accurate, and in the case of systems with only monomolecular reactions, are exact. We will demonstrate this with some numerics, and also use the effective generators to sample paths of the slow variables which are conditioned on their endpoints, a task which would be computationally intractable for the generator of the full system.« less

Optimizing Negotiation Conflict in the Cloud Service Negotiation Framework Using Probabilistic Decision Making Model

PubMed Central

Rajavel, Rajkumar; Thangarathinam, Mala

2015-01-01

Optimization of negotiation conflict in the cloud service negotiation framework is identified as one of the major challenging issues. This negotiation conflict occurs during the bilateral negotiation process between the participants due to the misperception, aggressive behavior, and uncertain preferences and goals about their opponents. Existing research work focuses on the prerequest context of negotiation conflict optimization by grouping similar negotiation pairs using distance, binary, context-dependent, and fuzzy similarity approaches. For some extent, these approaches can maximize the success rate and minimize the communication overhead among the participants. To further optimize the success rate and communication overhead, the proposed research work introduces a novel probabilistic decision making model for optimizing the negotiation conflict in the long-term negotiation context. This decision model formulates the problem of managing different types of negotiation conflict that occurs during negotiation process as a multistage Markov decision problem. At each stage of negotiation process, the proposed decision model generates the heuristic decision based on the past negotiation state information without causing any break-off among the participants. In addition, this heuristic decision using the stochastic decision tree scenario can maximize the revenue among the participants available in the cloud service negotiation framework. PMID:26543899

Optimizing Negotiation Conflict in the Cloud Service Negotiation Framework Using Probabilistic Decision Making Model.

PubMed

Rajavel, Rajkumar; Thangarathinam, Mala

2015-01-01

Optimization of negotiation conflict in the cloud service negotiation framework is identified as one of the major challenging issues. This negotiation conflict occurs during the bilateral negotiation process between the participants due to the misperception, aggressive behavior, and uncertain preferences and goals about their opponents. Existing research work focuses on the prerequest context of negotiation conflict optimization by grouping similar negotiation pairs using distance, binary, context-dependent, and fuzzy similarity approaches. For some extent, these approaches can maximize the success rate and minimize the communication overhead among the participants. To further optimize the success rate and communication overhead, the proposed research work introduces a novel probabilistic decision making model for optimizing the negotiation conflict in the long-term negotiation context. This decision model formulates the problem of managing different types of negotiation conflict that occurs during negotiation process as a multistage Markov decision problem. At each stage of negotiation process, the proposed decision model generates the heuristic decision based on the past negotiation state information without causing any break-off among the participants. In addition, this heuristic decision using the stochastic decision tree scenario can maximize the revenue among the participants available in the cloud service negotiation framework.

Gravitational waves from a very strong electroweak phase transition

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

Leitao, Leonardo; Mégevand, Ariel, E-mail: lleitao@mdp.edu.ar, E-mail: megevand@mdp.edu.ar

We investigate the production of a stochastic background of gravitational waves in the electroweak phase transition. We consider extensions of the Standard Model which can give very strongly first-order phase transitions, such that the transition fronts either propagate as detonations or run away. To compute the bubble wall velocity, we estimate the friction with the plasma and take into account the hydrodynamics. We track the development of the phase transition up to the percolation time, and we calculate the gravitational wave spectrum generated by bubble collisions, magnetohydrodynamic turbulence, and sound waves. For the kinds of models we consider, we findmore » parameter regions for which the gravitational waves are potentially observable at the planned space-based interferometer eLISA. In such cases, the signal from sound waves is generally dominant, while that from bubble collisions is the least significant of them. Since the sound waves and turbulence mechanisms are diminished for runaway walls, the models with the best prospects of detection at eLISA are those which do not have such solutions. In particular, we find that heavy extra bosons provide stronger gravitational wave signals than tree-level terms.« less

Unsupervised machine learning account of magnetic transitions in the Hubbard model

NASA Astrophysics Data System (ADS)

Ch'ng, Kelvin; Vazquez, Nick; Khatami, Ehsan

2018-01-01

We employ several unsupervised machine learning techniques, including autoencoders, random trees embedding, and t -distributed stochastic neighboring ensemble (t -SNE), to reduce the dimensionality of, and therefore classify, raw (auxiliary) spin configurations generated, through Monte Carlo simulations of small clusters, for the Ising and Fermi-Hubbard models at finite temperatures. Results from a convolutional autoencoder for the three-dimensional Ising model can be shown to produce the magnetization and the susceptibility as a function of temperature with a high degree of accuracy. Quantum fluctuations distort this picture and prevent us from making such connections between the output of the autoencoder and physical observables for the Hubbard model. However, we are able to define an indicator based on the output of the t -SNE algorithm that shows a near perfect agreement with the antiferromagnetic structure factor of the model in two and three spatial dimensions in the weak-coupling regime. t -SNE also predicts a transition to the canted antiferromagnetic phase for the three-dimensional model when a strong magnetic field is present. We show that these techniques cannot be expected to work away from half filling when the "sign problem" in quantum Monte Carlo simulations is present.

Two New Fern Chloroplasts and Decelerated Evolution Linked to the Long Generation Time in Tree Ferns

PubMed Central

Zhong, Bojian; Fong, Richard; Collins, Lesley J.; McLenachan, Patricia A.; Penny, David

2014-01-01

We report the chloroplast genomes of a tree fern (Dicksonia squarrosa) and a “fern ally” (Tmesipteris elongata), and show that the phylogeny of early land plants is basically as expected, and the estimates of divergence time are largely unaffected after removing the fastest evolving sites. The tree fern shows the major reduction in the rate of evolution, and there has been a major slowdown in the rate of mutation in both families of tree ferns. We suggest that this is related to a generation time effect; if there is a long time period between generations, then this is probably incompatible with a high mutation rate because otherwise nearly every propagule would probably have several lethal mutations. This effect will be especially strong in organisms that have large numbers of cell divisions between generations. This shows the necessity of going beyond phylogeny and integrating its study with other properties of organisms. PMID:24787621

Change in soil fungal community structure driven by a decline in ectomycorrhizal fungi following a mountain pine beetle (Dendroctonus ponderosae) outbreak.

PubMed

Pec, Gregory J; Karst, Justine; Taylor, D Lee; Cigan, Paul W; Erbilgin, Nadir; Cooke, Janice E K; Simard, Suzanne W; Cahill, James F

2017-01-01

Western North American landscapes are rapidly being transformed by forest die-off caused by mountain pine beetle (Dendroctonus ponderosae), with implications for plant and soil communities. The mechanisms that drive changes in soil community structure, particularly for the highly prevalent ectomycorrhizal fungi in pine forests, are complex and intertwined. Critical to enhancing understanding will be disentangling the relative importance of host tree mortality from changes in soil chemistry following tree death. Here, we used a recent bark beetle outbreak in lodgepole pine (Pinus contorta) forests of western Canada to test whether the effects of tree mortality altered the richness and composition of belowground fungal communities, including ectomycorrhizal and saprotrophic fungi. We also determined the effects of environmental factors (i.e. soil nutrients, moisture, and phenolics) and geographical distance, both of which can influence the richness and composition of soil fungi. The richness of both groups of soil fungi declined and the overall composition was altered by beetle-induced tree mortality. Soil nutrients, soil phenolics and geographical distance influenced the community structure of soil fungi; however, the relative importance of these factors differed between ectomycorrhizal and saprotrophic fungi. The independent effects of tree mortality, soil phenolics and geographical distance influenced the community composition of ectomycorrhizal fungi, while the community composition of saprotrophic fungi was weakly but significantly correlated with the geographical distance of plots. Taken together, our results indicate that both deterministic and stochastic processes structure soil fungal communities following landscape-scale insect outbreaks and reflect the independent roles tree mortality, soil chemistry and geographical distance play in regulating the community composition of soil fungi. © 2016 The Authors. New Phytologist © 2016 New Phytologist Trust.

The impact of inter-annual rainfall variability on African savannas changes with mean rainfall.

PubMed

Synodinos, Alexis D; Tietjen, Britta; Lohmann, Dirk; Jeltsch, Florian

2018-01-21

Savannas are mixed tree-grass ecosystems whose dynamics are predominantly regulated by resource competition and the temporal variability in climatic and environmental factors such as rainfall and fire. Hence, increasing inter-annual rainfall variability due to climate change could have a significant impact on savannas. To investigate this, we used an ecohydrological model of stochastic differential equations and simulated African savanna dynamics along a gradient of mean annual rainfall (520-780 mm/year) for a range of inter-annual rainfall variabilities. Our simulations produced alternative states of grassland and savanna across the mean rainfall gradient. Increasing inter-annual variability had a negative effect on the savanna state under dry conditions (520 mm/year), and a positive effect under moister conditions (580-780 mm/year). The former resulted from the net negative effect of dry and wet extremes on trees. In semi-arid conditions (520 mm/year), dry extremes caused a loss of tree cover, which could not be recovered during wet extremes because of strong resource competition and the increased frequency of fires. At high mean rainfall (780 mm/year), increased variability enhanced savanna resilience. Here, resources were no longer limiting and the slow tree dynamics buffered against variability by maintaining a stable population during 'dry' extremes, providing the basis for growth during wet extremes. Simultaneously, high rainfall years had a weak marginal benefit on grass cover due to density-regulation and grazing. Our results suggest that the effects of the slow tree and fast grass dynamics on tree-grass interactions will become a major determinant of the savanna vegetation composition with increasing rainfall variability. Copyright © 2017 Elsevier Ltd. All rights reserved.

Precipitation Reconstructions and Periods of Drought in the Upper Green River Basin, Wyoming, USA

NASA Astrophysics Data System (ADS)

Follum, M.; Barnett, A.; Bellamy, J.; Gray, S.; Tootle, G.

2008-12-01

Due to recent drought and stress on water supplies in the Colorado River Compact States, more emphasis has been placed on the study of water resources in the Upper Green River Basin (UGRB) of Wyoming, Utah, and Colorado. The research described here focuses on the creation of long-duration precipitation records for the UGRB using tree-ring chronologies. When combined with existing proxy streamflow reconstructions and drought frequency analysis, these records offer a detailed look at hydrologic variability in the UGRB. Approximately thirty-three existing tree ring chronologies were analyzed for the UGRB area. Several new tree ring chronologies were also developed to enhance the accuracy and the geographical diversity of the resulting tree-ring reconstructions. In total, three new Douglas-fir (Pseudotsuga menziesii) and four new limber pine (Pinus flexilis) sites were added to the available tree-ring chronologies in this area. Tree-ring based reconstructions of annual (previous July through current June) precipitation were then created for each of the seventeen sub-watersheds in the UGRB. Reconstructed precipitation records extend back to at least 1654 AD, with reconstructions for some sub-basins beginning pre-1500. Variance explained (i.e. adjusted R2) ranged from 0.41 to 0.74, and the reconstructions performed well in a variety of verification tests. Additional analyses focused on stochastic estimation of drought frequency and return period, and detailed comparisons between reconstructed records and instrumental observations. Overall, this work points to the prevalence of severe, widespread drought in the UGRB. These analyses also highlight the relative wetness and lack of sustained dry periods during the instrumental period (1895-Present). Such long- term assessments are, in turn, vital tools as the Compact States contemplate the "Law of the River" in the face of climate change and ever-growing water demands.

Molecular logic behind the three-way stochastic choices that expand butterfly colour vision.

PubMed

Perry, Michael; Kinoshita, Michiyo; Saldi, Giuseppe; Huo, Lucy; Arikawa, Kentaro; Desplan, Claude

2016-07-14

Butterflies rely extensively on colour vision to adapt to the natural world. Most species express a broad range of colour-sensitive Rhodopsin proteins in three types of ommatidia (unit eyes), which are distributed stochastically across the retina. The retinas of Drosophila melanogaster use just two main types, in which fate is controlled by the binary stochastic decision to express the transcription factor Spineless in R7 photoreceptors. We investigated how butterflies instead generate three stochastically distributed ommatidial types, resulting in a more diverse retinal mosaic that provides the basis for additional colour comparisons and an expanded range of colour vision. We show that the Japanese yellow swallowtail (Papilio xuthus, Papilionidae) and the painted lady (Vanessa cardui, Nymphalidae) butterflies have a second R7-like photoreceptor in each ommatidium. Independent stochastic expression of Spineless in each R7-like cell results in expression of a blue-sensitive (Spineless(ON)) or an ultraviolet (UV)-sensitive (Spineless(OFF)) Rhodopsin. In P. xuthus these choices of blue/blue, blue/UV or UV/UV sensitivity in the two R7 cells are coordinated with expression of additional Rhodopsin proteins in the remaining photoreceptors, and together define the three types of ommatidia. Knocking out spineless using CRISPR/Cas9 (refs 5, 6) leads to the loss of the blue-sensitive fate in R7-like cells and transforms retinas into homogeneous fields of UV/UV-type ommatidia, with corresponding changes in other coordinated features of ommatidial type. Hence, the three possible outcomes of Spineless expression define the three ommatidial types in butterflies. This developmental strategy allowed the deployment of an additional red-sensitive Rhodopsin in P. xuthus, allowing for the evolution of expanded colour vision with a greater variety of receptors. This surprisingly simple mechanism that makes use of two binary stochastic decisions coupled with local coordination may prove to be a general means of generating an increased diversity of developmental outcomes.

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

NASA Astrophysics Data System (ADS)

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

2017-03-01

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

Distributed state-space generation of discrete-state stochastic models

NASA Technical Reports Server (NTRS)

Ciardo, Gianfranco; Gluckman, Joshua; Nicol, David

1995-01-01

High-level formalisms such as stochastic Petri nets can be used to model complex systems. Analysis of logical and numerical properties of these models of ten requires the generation and storage of the entire underlying state space. This imposes practical limitations on the types of systems which can be modeled. Because of the vast amount of memory consumed, we investigate distributed algorithms for the generation of state space graphs. The distributed construction allows us to take advantage of the combined memory readily available on a network of workstations. The key technical problem is to find effective methods for on-the-fly partitioning, so that the state space is evenly distributed among processors. In this paper we report on the implementation of a distributed state-space generator that may be linked to a number of existing system modeling tools. We discuss partitioning strategies in the context of Petri net models, and report on performance observed on a network of workstations, as well as on a distributed memory multi-computer.

Shot noise limit of chemically amplified resists with photodecomposable quenchers used for extreme ultraviolet lithography

NASA Astrophysics Data System (ADS)

Kozawa, Takahiro; Santillan, Julius Joseph; Itani, Toshiro

2017-06-01

In lithography using high-energy photons such as an extreme ultraviolet (EUV) radiation, the shot noise of photons is a critical issue. The shot noise is a cause of line edge/width roughness (LER/LWR) and stochastic defect generation and limits the resist performance. In this study, the effects of photodecomposable quenchers were investigated from the viewpoint of the shot noise limit. The latent images of line-and-space patterns with 11 nm half-pitch were calculated using a Monte Carlo method. In the simulation, the effect of secondary electron blur was eliminated to clarify the shot noise limits regarding stochastic phenomena such as LER. The shot noise limit for chemically amplified resists with acid generators and photodecomposable quenchers was approximately the same as that for chemically amplified resists with acid generators and conventional quenchers when the total sensitizer concentration was the same. The effect of photodecomposable quenchers on the shot noise limit was essentially the same as that of acid generators.

Automatic Generation of English-Japanese Translation Pattern Utilizing Genetic Programming Technique

NASA Astrophysics Data System (ADS)

Matsumura, Koki; Tamekuni, Yuji; Kimura, Shuhei

There are a lot of constructional differences in an English-Japanese phrase template, and that often makes the act of translation difficult. Moreover, there exist various and tremendous phrase templates and sentence to be refered to. It is not easy to prepare the corpus that covers the all. Therefore, it is very significant to generate the translation pattern of the sentence pattern automatically from a viewpoint of the translation success rate and the capacity of the pattern dictionary. Then, for the purpose of realizing the automatic generation of the translation pattern, this paper proposed the new method for the generation of the translation pattern by using the genetic programming technique (GP). The technique tries to generate the translation pattern of various sentences which are not registered in the phrase template dictionary automatically by giving the genetic operation to the parsing tree of a basic pattern. The tree consists of the pair of the English-Japanese sentence generated as the first stage population. The analysis tree data base with 50,100,150,200 pairs was prepared as the first stage population. And this system was applied and executed for an English input of 1,555 sentences. As a result, the analysis tree increases from 200 to 517, and the accuracy rate of the translation pattern has improved from 42.57% to 70.10%. And, 86.71% of the generated translations was successfully done, whose meanings are enough acceptable and understandable. It seemed that this proposal technique became a clue to raise the translation success rate, and to find the possibility of the reduction of the analysis tree data base.

Assessing local population vulnerability to wind energy development with branching process models: an application to wind energy development

USGS Publications Warehouse

Erickson, Richard A.; Eager, Eric A.; Stanton, Jessica C.; Beston, Julie A.; Diffendorfer, James E.; Thogmartin, Wayne E.

2015-01-01

Quantifying the impact of anthropogenic development on local populations is important for conservation biology and wildlife management. However, these local populations are often subject to demographic stochasticity because of their small population size. Traditional modeling efforts such as population projection matrices do not consider this source of variation whereas individual-based models, which include demographic stochasticity, are computationally intense and lack analytical tractability. One compromise between approaches is branching process models because they accommodate demographic stochasticity and are easily calculated. These models are known within some sub-fields of probability and mathematical ecology but are not often applied in conservation biology and applied ecology. We applied branching process models to quantitatively compare and prioritize species locally vulnerable to the development of wind energy facilities. Specifically, we examined species vulnerability using branching process models for four representative species: A cave bat (a long-lived, low fecundity species), a tree bat (short-lived, moderate fecundity species), a grassland songbird (a short-lived, high fecundity species), and an eagle (a long-lived, slow maturation species). Wind turbine-induced mortality has been observed for all of these species types, raising conservation concerns. We simulated different mortality rates from wind farms while calculating local extinction probabilities. The longer-lived species types (e.g., cave bats and eagles) had much more pronounced transitions from low extinction risk to high extinction risk than short-lived species types (e.g., tree bats and grassland songbirds). High-offspring-producing species types had a much greater variability in baseline risk of extinction than the lower-offspring-producing species types. Long-lived species types may appear stable until a critical level of incidental mortality occurs. After this threshold, the risk of extirpation for a local population may rapidly increase with only minimal increases in wind mortality. Conservation biologists and wildlife managers may need to consider this mortality pattern when issuing take permits and developing monitoring protocols for wind facilities. We also describe how our branching process models may be generalized across a wider range of species for a larger assessment project and then describe how our methods may be applied to other stressors in addition to wind.

Stochasticity in staged models of epidemics: quantifying the dynamics of whooping cough

PubMed Central

Black, Andrew J.; McKane, Alan J.

2010-01-01

Although many stochastic models can accurately capture the qualitative epidemic patterns of many childhood diseases, there is still considerable discussion concerning the basic mechanisms generating these patterns; much of this stems from the use of deterministic models to try to understand stochastic simulations. We argue that a systematic method of analysing models of the spread of childhood diseases is required in order to consistently separate out the effects of demographic stochasticity, external forcing and modelling choices. Such a technique is provided by formulating the models as master equations and using the van Kampen system-size expansion to provide analytical expressions for quantities of interest. We apply this method to the susceptible–exposed–infected–recovered (SEIR) model with distributed exposed and infectious periods and calculate the form that stochastic oscillations take on in terms of the model parameters. With the use of a suitable approximation, we apply the formalism to analyse a model of whooping cough which includes seasonal forcing. This allows us to more accurately interpret the results of simulations and to make a more quantitative assessment of the predictions of the model. We show that the observed dynamics are a result of a macroscopic limit cycle induced by the external forcing and resonant stochastic oscillations about this cycle. PMID:20164086

Weak Galilean invariance as a selection principle for coarse-grained diffusive models.

PubMed

Cairoli, Andrea; Klages, Rainer; Baule, Adrian

2018-05-29

How does the mathematical description of a system change in different reference frames? Galilei first addressed this fundamental question by formulating the famous principle of Galilean invariance. It prescribes that the equations of motion of closed systems remain the same in different inertial frames related by Galilean transformations, thus imposing strong constraints on the dynamical rules. However, real world systems are often described by coarse-grained models integrating complex internal and external interactions indistinguishably as friction and stochastic forces. Since Galilean invariance is then violated, there is seemingly no alternative principle to assess a priori the physical consistency of a given stochastic model in different inertial frames. Here, starting from the Kac-Zwanzig Hamiltonian model generating Brownian motion, we show how Galilean invariance is broken during the coarse-graining procedure when deriving stochastic equations. Our analysis leads to a set of rules characterizing systems in different inertial frames that have to be satisfied by general stochastic models, which we call "weak Galilean invariance." Several well-known stochastic processes are invariant in these terms, except the continuous-time random walk for which we derive the correct invariant description. Our results are particularly relevant for the modeling of biological systems, as they provide a theoretical principle to select physically consistent stochastic models before a validation against experimental data.

VESGEN Software for Mapping and Quantification of Vascular Regulators

NASA Technical Reports Server (NTRS)

Parsons-Wingerter, Patricia A.; Vickerman, Mary B.; Keith, Patricia A.

2012-01-01

VESsel GENeration (VESGEN) Analysis is an automated software that maps and quantifies effects of vascular regulators on vascular morphology by analyzing important vessel parameters. Quantification parameters include vessel diameter, length, branch points, density, and fractal dimension. For vascular trees, measurements are reported as dependent functions of vessel branching generation. VESGEN maps and quantifies vascular morphological events according to fractal-based vascular branching generation. It also relies on careful imaging of branching and networked vascular form. It was developed as a plug-in for ImageJ (National Institutes of Health, USA). VESGEN uses image-processing concepts of 8-neighbor pixel connectivity, skeleton, and distance map to analyze 2D, black-and-white (binary) images of vascular trees, networks, and tree-network composites. VESGEN maps typically 5 to 12 (or more) generations of vascular branching, starting from a single parent vessel. These generations are tracked and measured for critical vascular parameters that include vessel diameter, length, density and number, and tortuosity per branching generation. The effects of vascular therapeutics and regulators on vascular morphology and branching tested in human clinical or laboratory animal experimental studies are quantified by comparing vascular parameters with control groups. VESGEN provides a user interface to both guide and allow control over the users vascular analysis process. An option is provided to select a morphological tissue type of vascular trees, network or tree-network composites, which determines the general collections of algorithms, intermediate images, and output images and measurements that will be produced.

Artificial emotion triggered stochastic behavior transitions with motivational gain effects for multi-objective robot tasks

NASA Astrophysics Data System (ADS)

Dağlarli, Evren; Temeltaş, Hakan

2007-04-01

This paper presents artificial emotional system based autonomous robot control architecture. Hidden Markov model developed as mathematical background for stochastic emotional and behavior transitions. Motivation module of architecture considered as behavioral gain effect generator for achieving multi-objective robot tasks. According to emotional and behavioral state transition probabilities, artificial emotions determine sequences of behaviors. Also motivational gain effects of proposed architecture can be observed on the executing behaviors during simulation.

STOCHASTIC DUELS--II

DTIC Science & Technology

of his time to fire a single round. The solution of the simple duel in the case where each protagonist’s time-to-kill is distributed as a gamma-variate...general simple duel . An expansion of the moment-generating function of the marksman’s time-to- kill in powers of his kill probability is next derived and...found to provide a good approximation to the solution of the simple duel ; various properties of the expansion are also considered. A stochastic battle

Low Variance Couplings for Stochastic Models of Intracellular Processes with Time-Dependent Rate Functions.

PubMed

Anderson, David F; Yuan, Chaojie

2018-04-18

A number of coupling strategies are presented for stochastically modeled biochemical processes with time-dependent parameters. In particular, the stacked coupling is introduced and is shown via a number of examples to provide an exceptionally low variance between the generated paths. This coupling will be useful in the numerical computation of parametric sensitivities and the fast estimation of expectations via multilevel Monte Carlo methods. We provide the requisite estimators in both cases.

Estimating population extinction thresholds with categorical classification trees for Louisiana black bears

USGS Publications Warehouse

Laufenberg, Jared S.; Clark, Joseph D.; Chandler, Richard B.

2018-01-01

Monitoring vulnerable species is critical for their conservation. Thresholds or tipping points are commonly used to indicate when populations become vulnerable to extinction and to trigger changes in conservation actions. However, quantitative methods to determine such thresholds have not been well explored. The Louisiana black bear (Ursus americanus luteolus) was removed from the list of threatened and endangered species under the U.S. Endangered Species Act in 2016 and our objectives were to determine the most appropriate parameters and thresholds for monitoring and management action. Capture mark recapture (CMR) data from 2006 to 2012 were used to estimate population parameters and variances. We used stochastic population simulations and conditional classification trees to identify demographic rates for monitoring that would be most indicative of heighted extinction risk. We then identified thresholds that would be reliable predictors of population viability. Conditional classification trees indicated that annual apparent survival rates for adult females averaged over 5 years () was the best predictor of population persistence. Specifically, population persistence was estimated to be ≥95% over 100 years when , suggesting that this statistic can be used as threshold to trigger management intervention. Our evaluation produced monitoring protocols that reliably predicted population persistence and was cost-effective. We conclude that population projections and conditional classification trees can be valuable tools for identifying extinction thresholds used in monitoring programs.

Estimating population extinction thresholds with categorical classification trees for Louisiana black bears.

PubMed

Laufenberg, Jared S; Clark, Joseph D; Chandler, Richard B

2018-01-01

Monitoring vulnerable species is critical for their conservation. Thresholds or tipping points are commonly used to indicate when populations become vulnerable to extinction and to trigger changes in conservation actions. However, quantitative methods to determine such thresholds have not been well explored. The Louisiana black bear (Ursus americanus luteolus) was removed from the list of threatened and endangered species under the U.S. Endangered Species Act in 2016 and our objectives were to determine the most appropriate parameters and thresholds for monitoring and management action. Capture mark recapture (CMR) data from 2006 to 2012 were used to estimate population parameters and variances. We used stochastic population simulations and conditional classification trees to identify demographic rates for monitoring that would be most indicative of heighted extinction risk. We then identified thresholds that would be reliable predictors of population viability. Conditional classification trees indicated that annual apparent survival rates for adult females averaged over 5 years ([Formula: see text]) was the best predictor of population persistence. Specifically, population persistence was estimated to be ≥95% over 100 years when [Formula: see text], suggesting that this statistic can be used as threshold to trigger management intervention. Our evaluation produced monitoring protocols that reliably predicted population persistence and was cost-effective. We conclude that population projections and conditional classification trees can be valuable tools for identifying extinction thresholds used in monitoring programs.

Using multiple data sets to populate probabilistic volcanic event trees

USGS Publications Warehouse

Newhall, C.G.; Pallister, John S.

2014-01-01

The key parameters one needs to forecast outcomes of volcanic unrest are hidden kilometers beneath the Earth’s surface, and volcanic systems are so complex that there will invariably be stochastic elements in the evolution of any unrest. Fortunately, there is sufficient regularity in behaviour that some, perhaps many, eruptions can be forecast with enough certainty for populations to be evacuated and kept safe. Volcanologists charged with forecasting eruptions must try to understand each volcanic system well enough that unrest can be interpreted in terms of pre-eruptive process, but must simultaneously recognize and convey uncertainties in their assessment. We have found that use of event trees helps to focus discussion, integrate data from multiple sources, reach consensus among scientists about both pre-eruptive process and uncertainties and, in some cases, to explain all of this to officials. Figure 1 shows a generic volcanic event tree from Newhall and Hoblitt (2002) that can be modified as needed for each specific volcano. This paper reviews how we and our colleagues have used such trees during a number of volcanic crises worldwide, for rapid hazard assessments in situations in which more formal expert elicitations could not be conducted. We describe how Multiple Data Sets can be used to estimate probabilities at each node and branch. We also present case histories of probability estimation during crises, how the estimates were used by public officials, and some suggestions for future improvements.

Developing stochastic model of thrust and flight dynamics for small UAVs

NASA Astrophysics Data System (ADS)

Tjhai, Chandra

This thesis presents a stochastic thrust model and aerodynamic model for small propeller driven UAVs whose power plant is a small electric motor. First a model which relates thrust generated by a small propeller driven electric motor as a function of throttle setting and commanded engine RPM is developed. A perturbation of this model is then used to relate the uncertainty in throttle and engine RPM commanded to the error in the predicted thrust. Such a stochastic model is indispensable in the design of state estimation and control systems for UAVs where the performance requirements of the systems are specied in stochastic terms. It is shown that thrust prediction models for small UAVs are not a simple, explicit functions relating throttle input and RPM command to thrust generated. Rather they are non-linear, iterative procedures which depend on a geometric description of the propeller and mathematical model of the motor. A detailed derivation of the iterative procedure is presented and the impact of errors which arise from inaccurate propeller and motor descriptions are discussed. Validation results from a series of wind tunnel tests are presented. The results show a favorable statistical agreement between the thrust uncertainty predicted by the model and the errors measured in the wind tunnel. The uncertainty model of aircraft aerodynamic coefficients developed based on wind tunnel experiment will be discussed at the end of this thesis.

Whole tree xylem sap flow responses to multiple environmental variables in a wet tropical forest

Treesearch

J.J. O' Brien; S.F. Oberbauer; D.B. Clark

2004-01-01

In order to quantify and characterize the variance in rain-forest tree physiology, whole tree sap flow responses to local environmental conditions were investigated in 10 species of trees with diverse traits at La Selva Biological Station, Costa Rica. A simple model was developed to predict tree sap flow responses to a synthetic environmental variable generated by a...

Activity classification using realistic data from wearable sensors.

PubMed

Pärkkä, Juha; Ermes, Miikka; Korpipää, Panu; Mäntyjärvi, Jani; Peltola, Johannes; Korhonen, Ilkka

2006-01-01

Automatic classification of everyday activities can be used for promotion of health-enhancing physical activities and a healthier lifestyle. In this paper, methods used for classification of everyday activities like walking, running, and cycling are described. The aim of the study was to find out how to recognize activities, which sensors are useful and what kind of signal processing and classification is required. A large and realistic data library of sensor data was collected. Sixteen test persons took part in the data collection, resulting in approximately 31 h of annotated, 35-channel data recorded in an everyday environment. The test persons carried a set of wearable sensors while performing several activities during the 2-h measurement session. Classification results of three classifiers are shown: custom decision tree, automatically generated decision tree, and artificial neural network. The classification accuracies using leave-one-subject-out cross validation range from 58 to 97% for custom decision tree classifier, from 56 to 97% for automatically generated decision tree, and from 22 to 96% for artificial neural network. Total classification accuracy is 82 % for custom decision tree classifier, 86% for automatically generated decision tree, and 82% for artificial neural network.

One-Tube-Only Standardized Site-Directed Mutagenesis: An Alternative Approach to Generate Amino Acid Substitution Collections

PubMed Central

Mingo, Janire; Erramuzpe, Asier; Luna, Sandra; Aurtenetxe, Olaia; Amo, Laura; Diez, Ibai; Schepens, Jan T. G.; Hendriks, Wiljan J. A. J.; Cortés, Jesús M.; Pulido, Rafael

2016-01-01

Site-directed mutagenesis (SDM) is a powerful tool to create defined collections of protein variants for experimental and clinical purposes, but effectiveness is compromised when a large number of mutations is required. We present here a one-tube-only standardized SDM approach that generates comprehensive collections of amino acid substitution variants, including scanning- and single site-multiple mutations. The approach combines unified mutagenic primer design with the mixing of multiple distinct primer pairs and/or plasmid templates to increase the yield of a single inverse-PCR mutagenesis reaction. Also, a user-friendly program for automatic design of standardized primers for Ala-scanning mutagenesis is made available. Experimental results were compared with a modeling approach together with stochastic simulation data. For single site-multiple mutagenesis purposes and for simultaneous mutagenesis in different plasmid backgrounds, combination of primer sets and/or plasmid templates in a single reaction tube yielded the distinct mutations in a stochastic fashion. For scanning mutagenesis, we found that a combination of overlapping primer sets in a single PCR reaction allowed the yield of different individual mutations, although this yield did not necessarily follow a stochastic trend. Double mutants were generated when the overlap of primer pairs was below 60%. Our results illustrate that one-tube-only SDM effectively reduces the number of reactions required in large-scale mutagenesis strategies, facilitating the generation of comprehensive collections of protein variants suitable for functional analysis. PMID:27548698

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

NASA Astrophysics Data System (ADS)

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

2016-04-01

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

SASS: A symmetry adapted stochastic search algorithm exploiting site symmetry

NASA Astrophysics Data System (ADS)

Wheeler, Steven E.; Schleyer, Paul v. R.; Schaefer, Henry F.

2007-03-01

A simple symmetry adapted search algorithm (SASS) exploiting point group symmetry increases the efficiency of systematic explorations of complex quantum mechanical potential energy surfaces. In contrast to previously described stochastic approaches, which do not employ symmetry, candidate structures are generated within simple point groups, such as C2, Cs, and C2v. This facilitates efficient sampling of the 3N-6 Pople's dimensional configuration space and increases the speed and effectiveness of quantum chemical geometry optimizations. Pople's concept of framework groups [J. Am. Chem. Soc. 102, 4615 (1980)] is used to partition the configuration space into structures spanning all possible distributions of sets of symmetry equivalent atoms. This provides an efficient means of computing all structures of a given symmetry with minimum redundancy. This approach also is advantageous for generating initial structures for global optimizations via genetic algorithm and other stochastic global search techniques. Application of the SASS method is illustrated by locating 14 low-lying stationary points on the cc-pwCVDZ ROCCSD(T) potential energy surface of Li5H2. The global minimum structure is identified, along with many unique, nonintuitive, energetically favorable isomers.

Category of trees in representation theory of quantum algebras

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

Moskaliuk, N. M.; Moskaliuk, S. S., E-mail: mss@bitp.kiev.ua

2013-10-15

New applications of categorical methods are connected with new additional structures on categories. One of such structures in representation theory of quantum algebras, the category of Kuznetsov-Smorodinsky-Vilenkin-Smirnov (KSVS) trees, is constructed, whose objects are finite rooted KSVS trees and morphisms generated by the transition from a KSVS tree to another one.

Data for developing allometric models and evaluating carbon stocks of the Zambezi Teak Forests in Zambia.

PubMed

Ngoma, Justine; Moors, Eddy; Kruijt, Bart; Speer, James H; Vinya, Royd; Chidumayo, Emmanuel N; Leemans, Rik

2018-04-01

This paper presents data on carbon stocks of tropical tree species along a rainfall gradient. The data was generated from the Sesheke, Namwala, and Kabompo sites in Zambia. Though above-ground data was generated for all these three sites, we uprooted trees to determine below-ground biomass from the Sesheke site only. The vegetation was assessed in all three sites. The data includes tree diameter at breast height (DBH), total tree height, wood density, wood dry weight and root dry weight for large (≥ 5 cm DBH) and small (< 5 cm DBH) trees. We further presented Root-to-Shoot Ratios of uprooted trees. Data on the importance-value indices of various species for large and small trees are also determined. Below and above-ground carbon stocks of the surveyed tree species are presented per site. This data were used by Ngoma et al. (2018) [1] to develop above and below-ground biomass models and the reader is referred to this study for additional information, interpretation, and reflection on applying this data.

Study on Stochastic Optimal Electric Power Procurement Strategies with Uncertain Market Prices

NASA Astrophysics Data System (ADS)

Sakchai, Siripatanakulkhajorn; Saisho, Yuichi; Fujii, Yasumasa; Yamaji, Kenji

The player in deregulated electricity markets can be categorized into three groups of GENCO (Generator Companies), TRNASCO (Transmission Companies), DISCO (Distribution Companies). This research focuses on the role of Distribution Companies, which purchase electricity from market at randomly fluctuating prices, and provide it to their customers at given fixed prices. Therefore Distribution companies have to take the risk stemming from price fluctuation of electricity instead of the customers. This entails the necessity to develop a certain method to make an optimal strategy for electricity procurement. In such a circumstance, this research has the purpose for proposing the mathematical method based on stochastic dynamic programming to evaluate the value of a long-term bilateral contract of electricity trade, and also a project of combination of the bilateral contract and power generation with their own generators for procuring electric power in deregulated market.

Towards a Stochastic Predictive Understanding of Ecosystem Functioning and Resilience to Environmental Changes

NASA Astrophysics Data System (ADS)

Pappas, C.

2017-12-01

Terrestrial ecosystem processes respond differently to hydrometeorological variability across timescales, and so does our scientific understanding of the underlying mechanisms. Process-based modeling of ecosystem functioning is therefore challenging, especially when long-term predictions are envisioned. Here we analyze the statistical properties of hydrometeorological and ecosystem variability, i.e., the variability of ecosystem process related to vegetation carbon dynamics, from hourly to decadal timescales. 23 extra-tropical forest sites, covering different climatic zones and vegetation characteristics, are examined. Micrometeorological and reanalysis data of precipitation, air temperature, shortwave radiation and vapor pressure deficit are used to describe hydrometeorological variability. Ecosystem variability is quantified using long-term eddy covariance flux data of hourly net ecosystem exchange of CO2 between land surface and atmosphere, monthly remote sensing vegetation indices, annual tree-ring widths and above-ground biomass increment estimates. We find that across sites and timescales ecosystem variability is confined within a hydrometeorological envelope that describes the range of variability of the available resources, i.e., water and energy. Furthermore, ecosystem variability demonstrates long-term persistence, highlighting ecological memory and slow ecosystem recovery rates after disturbances. We derive an analytical model, combining deterministic harmonics and stochastic processes, that represents major mechanisms and uncertainties and mimics the observed pattern of hydrometeorological and ecosystem variability. This stochastic framework offers a parsimonious and mathematically tractable approach for modelling ecosystem functioning and for understanding its response and resilience to environmental changes. Furthermore, this framework reflects well the observed ecological memory, an inherent property of ecosystem functioning that is currently not captured by simulation results with process-based models. Our analysis offers a perspective for terrestrial ecosystem modelling, combining current process understanding with stochastic methods, and paves the way for new model-data integration opportunities in Earth system sciences.

Coexistence of Stochastic Oscillations and Self-Organized Criticality in a Neuronal Network: Sandpile Model Application.

PubMed

Saeedi, Alireza; Jannesari, Mostafa; Gharibzadeh, Shahriar; Bakouie, Fatemeh

2018-04-01

Self-organized criticality (SOC) and stochastic oscillations (SOs) are two theoretically contradictory phenomena that are suggested to coexist in the brain. Recently it has been shown that an accumulation-release process like sandpile dynamics can generate SOC and SOs simultaneously. We considered the effect of the network structure on this coexistence and showed that the sandpile dynamics on a small-world network can produce two power law regimes along with two groups of SOs-two peaks in the power spectrum of the generated signal simultaneously. We also showed that external stimuli in the sandpile dynamics do not affect the coexistence of SOC and SOs but increase the frequency of SOs, which is consistent with our knowledge of the brain.

Stochastic mechanical model of vocal folds for producing jitter and for identifying pathologies through real voices.

PubMed

Cataldo, E; Soize, C

2018-06-06

Jitter, in voice production applications, is a random phenomenon characterized by the deviation of the glottal cycle length with respect to a mean value. Its study can help in identifying pathologies related to the vocal folds according to the values obtained through the different ways to measure it. This paper aims to propose a stochastic model, considering three control parameters, to generate jitter based on a deterministic one-mass model for the dynamics of the vocal folds and to identify parameters from the stochastic model taking into account real voice signals experimentally obtained. To solve the corresponding stochastic inverse problem, the cost function used is based on the distance between probability density functions of the random variables associated with the fundamental frequencies obtained by the experimental voices and the simulated ones, and also on the distance between features extracted from the voice signals, simulated and experimental, to calculate jitter. The results obtained show that the model proposed is valid and some samples of voices are synthesized considering the identified parameters for normal and pathological cases. The strategy adopted is also a novelty and mainly because a solution was obtained. In addition to the use of three parameters to construct the model of jitter, it is the discussion of a parameter related to the bandwidth of the power spectral density function of the stochastic process to measure the quality of the signal generated. A study about the influence of all the main parameters is also performed. The identification of the parameters of the model considering pathological cases is maybe of all novelties introduced by the paper the most interesting. Copyright © 2018 Elsevier Ltd. All rights reserved.

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.

Will systems biology offer new holistic paradigms to life sciences?

PubMed Central

Conti, Filippo; Valerio, Maria Cristina; Zbilut, Joseph P.

2008-01-01

A biological system, like any complex system, blends stochastic and deterministic features, displaying properties of both. In a certain sense, this blend is exactly what we perceive as the “essence of complexity” given we tend to consider as non-complex both an ideal gas (fully stochastic and understandable at the statistical level in the thermodynamic limit of a huge number of particles) and a frictionless pendulum (fully deterministic relative to its motion). In this commentary we make the statement that systems biology will have a relevant impact on nowadays biology if (and only if) will be able to capture the essential character of this blend that in our opinion is the generation of globally ordered collective modes supported by locally stochastic atomisms. PMID:19003440

ADAPT

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

Reynolds, John; Jankovsky, Zachary; Metzroth, Kyle G

2018-04-04

The purpose of the ADAPT code is to generate Dynamic Event Trees (DET) using a user specified set of simulators. ADAPT can utilize any simulation tool which meets a minimal set of requirements. ADAPT is based on the concept of DET which uses explicit modeling of the deterministic dynamic processes that take place during a nuclear reactor plant system (or other complex system) evolution along with stochastic modeling. When DET are used to model various aspects of Probabilistic Risk Assessment (PRA), all accident progression scenarios starting from an initiating event are considered simultaneously. The DET branching occurs at user specifiedmore » times and/or when an action is required by the system and/or the operator. These outcomes then decide how the dynamic system variables will evolve in time for each DET branch. Since two different outcomes at a DET branching may lead to completely different paths for system evolution, the next branching for these paths may occur not only at separate times, but can be based on different branching criteria. The computational infrastructure allows for flexibility in ADAPT to link with different system simulation codes, parallel processing of the scenarios under consideration, on-line scenario management (initiation as well as termination), analysis of results, and user friendly graphical capabilities. The ADAPT system is designed for a distributed computing environment; the scheduler can track multiple concurrent branches simultaneously. The scheduler is modularized so that the DET branching strategy can be modified (e.g. biasing towards the worst-case scenario/event). Independent database systems store data from the simulation tasks and the DET structure so that the event tree can be constructed and analyzed later. ADAPT is provided with a user-friendly client which can easily sort through and display the results of an experiment, precluding the need for the user to manually inspect individual simulator runs.« less

On Tree-Based Phylogenetic Networks.

PubMed

Zhang, Louxin

2016-07-01

A large class of phylogenetic networks can be obtained from trees by the addition of horizontal edges between the tree edges. These networks are called tree-based networks. We present a simple necessary and sufficient condition for tree-based networks and prove that a universal tree-based network exists for any number of taxa that contains as its base every phylogenetic tree on the same set of taxa. This answers two problems posted by Francis and Steel recently. A byproduct is a computer program for generating random binary phylogenetic networks under the uniform distribution model.

Decision-Tree Program

NASA Technical Reports Server (NTRS)

Buntine, Wray

1994-01-01

IND computer program introduces Bayesian and Markov/maximum-likelihood (MML) methods and more-sophisticated methods of searching in growing trees. Produces more-accurate class-probability estimates important in applications like diagnosis. Provides range of features and styles with convenience for casual user, fine-tuning for advanced user or for those interested in research. Consists of four basic kinds of routines: data-manipulation, tree-generation, tree-testing, and tree-display. Written in C language.

Development of a model of the coronary arterial tree for the 4D XCAT phantom

NASA Astrophysics Data System (ADS)

Fung, George S. K.; Segars, W. Paul; Gullberg, Grant T.; Tsui, Benjamin M. W.

2011-09-01

A detailed three-dimensional (3D) model of the coronary artery tree with cardiac motion has great potential for applications in a wide variety of medical imaging research areas. In this work, we first developed a computer-generated 3D model of the coronary arterial tree for the heart in the extended cardiac-torso (XCAT) phantom, thereby creating a realistic computer model of the human anatomy. The coronary arterial tree model was based on two datasets: (1) a gated cardiac dual-source computed tomography (CT) angiographic dataset obtained from a normal human subject and (2) statistical morphometric data of porcine hearts. The initial proximal segments of the vasculature and the anatomical details of the boundaries of the ventricles were defined by segmenting the CT data. An iterative rule-based generation method was developed and applied to extend the coronary arterial tree beyond the initial proximal segments. The algorithm was governed by three factors: (1) statistical morphometric measurements of the connectivity, lengths and diameters of the arterial segments; (2) avoidance forces from other vessel segments and the boundaries of the myocardium, and (3) optimality principles which minimize the drag force at the bifurcations of the generated tree. Using this algorithm, the 3D computational model of the largest six orders of the coronary arterial tree was generated, which spread across the myocardium of the left and right ventricles. The 3D coronary arterial tree model was then extended to 4D to simulate different cardiac phases by deforming the original 3D model according to the motion vector map of the 4D cardiac model of the XCAT phantom at the corresponding phases. As a result, a detailed and realistic 4D model of the coronary arterial tree was developed for the XCAT phantom by imposing constraints of anatomical and physiological characteristics of the coronary vasculature. This new 4D coronary artery tree model provides a unique simulation tool that can be used in the development and evaluation of instrumentation and methods for imaging normal and pathological hearts with myocardial perfusion defects.

Symmetries, invariants and generating functions: higher-order statistics of biased tracers

NASA Astrophysics Data System (ADS)

Munshi, Dipak

2018-01-01

Gravitationally collapsed objects are known to be biased tracers of an underlying density contrast. Using symmetry arguments, generalised biasing schemes have recently been developed to relate the halo density contrast δh with the underlying density contrast δ, divergence of velocity θ and their higher-order derivatives. This is done by constructing invariants such as s, t, ψ,η. We show how the generating function formalism in Eulerian standard perturbation theory (SPT) can be used to show that many of the additional terms based on extended Galilean and Lifshitz symmetry actually do not make any contribution to the higher-order statistics of biased tracers. Other terms can also be drastically simplified allowing us to write the vertices associated with δh in terms of the vertices of δ and θ, the higher-order derivatives and the bias coefficients. We also compute the cumulant correlators (CCs) for two different tracer populations. These perturbative results are valid for tree-level contributions but at an arbitrary order. We also take into account the stochastic nature bias in our analysis. Extending previous results of a local polynomial model of bias, we express the one-point cumulants Script SN and their two-point counterparts, the CCs i.e. Script Cpq, of biased tracers in terms of that of their underlying density contrast counterparts. As a by-product of our calculation we also discuss the results using approximations based on Lagrangian perturbation theory (LPT).

Deriving Differential Equations from Process Algebra Models in Reagent-Centric Style

NASA Astrophysics Data System (ADS)

Hillston, Jane; Duguid, Adam

The reagent-centric style of modeling allows stochastic process algebra models of biochemical signaling pathways to be developed in an intuitive way. Furthermore, once constructed, the models are amenable to analysis by a number of different mathematical approaches including both stochastic simulation and coupled ordinary differential equations. In this chapter, we give a tutorial introduction to the reagent-centric style, in PEPA and Bio-PEPA, and the way in which such models can be used to generate systems of ordinary differential equations.

Method of sound synthesis

DOEpatents

Miner, Nadine E.; Caudell, Thomas P.

2004-06-08

A sound synthesis method for modeling and synthesizing dynamic, parameterized sounds. The sound synthesis method yields perceptually convincing sounds and provides flexibility through model parameterization. By manipulating model parameters, a variety of related, but perceptually different sounds can be generated. The result is subtle changes in sounds, in addition to synthesis of a variety of sounds, all from a small set of models. The sound models can change dynamically according to changes in the simulation environment. The method is applicable to both stochastic (impulse-based) and non-stochastic (pitched) sounds.

Binomial tree method for pricing a regime-switching volatility stock loans

NASA Astrophysics Data System (ADS)

Putri, Endah R. M.; Zamani, Muhammad S.; Utomo, Daryono B.

2018-03-01

Binomial model with regime switching may represents the price of stock loan which follows the stochastic process. Stock loan is one of alternative that appeal investors to get the liquidity without selling the stock. The stock loan mechanism resembles that of American call option when someone can exercise any time during the contract period. From the resembles both of mechanism, determination price of stock loan can be interpreted from the model of American call option. The simulation result shows the behavior of the price of stock loan under a regime-switching with respect to various interest rate and maturity.

Portable parallel portfolio optimization in the Aurora Financial Management System

NASA Astrophysics Data System (ADS)

Laure, Erwin; Moritsch, Hans

2001-07-01

Financial planning problems are formulated as large scale, stochastic, multiperiod, tree structured optimization problems. An efficient technique for solving this kind of problems is the nested Benders decomposition method. In this paper we present a parallel, portable, asynchronous implementation of this technique. To achieve our portability goals we elected the programming language Java for our implementation and used a high level Java based framework, called OpusJava, for expressing the parallelism potential as well as synchronization constraints. Our implementation is embedded within a modular decision support tool for portfolio and asset liability management, the Aurora Financial Management System.

Backward-stochastic-differential-equation approach to modeling of gene expression

NASA Astrophysics Data System (ADS)

Shamarova, Evelina; Chertovskih, Roman; Ramos, Alexandre F.; Aguiar, Paulo

2017-03-01

In this article, we introduce a backward method to model stochastic gene expression and protein-level dynamics. The protein amount is regarded as a diffusion process and is described by a backward stochastic differential equation (BSDE). Unlike many other SDE techniques proposed in the literature, the BSDE method is backward in time; that is, instead of initial conditions it requires the specification of end-point ("final") conditions, in addition to the model parametrization. To validate our approach we employ Gillespie's stochastic simulation algorithm (SSA) to generate (forward) benchmark data, according to predefined gene network models. Numerical simulations show that the BSDE method is able to correctly infer the protein-level distributions that preceded a known final condition, obtained originally from the forward SSA. This makes the BSDE method a powerful systems biology tool for time-reversed simulations, allowing, for example, the assessment of the biological conditions (e.g., protein concentrations) that preceded an experimentally measured event of interest (e.g., mitosis, apoptosis, etc.).

Mechanical Autonomous Stochastic Heat Engine

NASA Astrophysics Data System (ADS)

Serra-Garcia, Marc; Foehr, André; Molerón, Miguel; Lydon, Joseph; Chong, Christopher; Daraio, Chiara

2016-07-01

Stochastic heat engines are devices that generate work from random thermal motion using a small number of highly fluctuating degrees of freedom. Proposals for such devices have existed for more than a century and include the Maxwell demon and the Feynman ratchet. Only recently have they been demonstrated experimentally, using, e.g., thermal cycles implemented in optical traps. However, recent experimental demonstrations of classical stochastic heat engines are nonautonomous, since they require an external control system that prescribes a heating and cooling cycle and consume more energy than they produce. We present a heat engine consisting of three coupled mechanical resonators (two ribbons and a cantilever) subject to a stochastic drive. The engine uses geometric nonlinearities in the resonating ribbons to autonomously convert a random excitation into a low-entropy, nonpassive oscillation of the cantilever. The engine presents the anomalous heat transport property of negative thermal conductivity, consisting in the ability to passively transfer energy from a cold reservoir to a hot reservoir.

Stochastic multiresonance in coupled excitable FHN neurons

NASA Astrophysics Data System (ADS)

Li, Huiyan; Sun, Xiaojuan; Xiao, Jinghua

2018-04-01

In this paper, effects of noise on Watts-Strogatz small-world neuronal networks, which are stimulated by a subthreshold signal, have been investigated. With the numerical simulations, it is surprisingly found that there exist several optimal noise intensities at which the subthreshold signal can be detected efficiently. This indicates the occurrence of stochastic multiresonance in the studied neuronal networks. Moreover, it is revealed that the occurrence of stochastic multiresonance has close relationship with the period of subthreshold signal Te and the noise-induced mean period of the neuronal networks T0. In detail, we find that noise could induce the neuronal networks to generate stochastic resonance for M times if Te is not very large and falls into the interval ( M × T 0 , ( M + 1 ) × T 0 ) with M being a positive integer. In real neuronal system, subthreshold signal detection is very meaningful. Thus, the obtained results in this paper could give some important implications on detecting subthreshold signal and propagating neuronal information in neuronal systems.

Backward-stochastic-differential-equation approach to modeling of gene expression.

PubMed

Shamarova, Evelina; Chertovskih, Roman; Ramos, Alexandre F; Aguiar, Paulo

2017-03-01

In this article, we introduce a backward method to model stochastic gene expression and protein-level dynamics. The protein amount is regarded as a diffusion process and is described by a backward stochastic differential equation (BSDE). Unlike many other SDE techniques proposed in the literature, the BSDE method is backward in time; that is, instead of initial conditions it requires the specification of end-point ("final") conditions, in addition to the model parametrization. To validate our approach we employ Gillespie's stochastic simulation algorithm (SSA) to generate (forward) benchmark data, according to predefined gene network models. Numerical simulations show that the BSDE method is able to correctly infer the protein-level distributions that preceded a known final condition, obtained originally from the forward SSA. This makes the BSDE method a powerful systems biology tool for time-reversed simulations, allowing, for example, the assessment of the biological conditions (e.g., protein concentrations) that preceded an experimentally measured event of interest (e.g., mitosis, apoptosis, etc.).

Mechanical Autonomous Stochastic Heat Engine.

PubMed

Serra-Garcia, Marc; Foehr, André; Molerón, Miguel; Lydon, Joseph; Chong, Christopher; Daraio, Chiara

2016-07-01

Stochastic heat engines are devices that generate work from random thermal motion using a small number of highly fluctuating degrees of freedom. Proposals for such devices have existed for more than a century and include the Maxwell demon and the Feynman ratchet. Only recently have they been demonstrated experimentally, using, e.g., thermal cycles implemented in optical traps. However, recent experimental demonstrations of classical stochastic heat engines are nonautonomous, since they require an external control system that prescribes a heating and cooling cycle and consume more energy than they produce. We present a heat engine consisting of three coupled mechanical resonators (two ribbons and a cantilever) subject to a stochastic drive. The engine uses geometric nonlinearities in the resonating ribbons to autonomously convert a random excitation into a low-entropy, nonpassive oscillation of the cantilever. The engine presents the anomalous heat transport property of negative thermal conductivity, consisting in the ability to passively transfer energy from a cold reservoir to a hot reservoir.

Combining Particle Filters and Consistency-Based Approaches for Monitoring and Diagnosis of Stochastic Hybrid Systems

NASA Technical Reports Server (NTRS)

Narasimhan, Sriram; Dearden, Richard; Benazera, Emmanuel

2004-01-01

Fault detection and isolation are critical tasks to ensure correct operation of systems. When we consider stochastic hybrid systems, diagnosis algorithms need to track both the discrete mode and the continuous state of the system in the presence of noise. Deterministic techniques like Livingstone cannot deal with the stochasticity in the system and models. Conversely Bayesian belief update techniques such as particle filters may require many computational resources to get a good approximation of the true belief state. In this paper we propose a fault detection and isolation architecture for stochastic hybrid systems that combines look-ahead Rao-Blackwellized Particle Filters (RBPF) with the Livingstone 3 (L3) diagnosis engine. In this approach RBPF is used to track the nominal behavior, a novel n-step prediction scheme is used for fault detection and L3 is used to generate a set of candidates that are consistent with the discrepant observations which then continue to be tracked by the RBPF scheme.

Higher-order stochastic differential equations and the positive Wigner function

NASA Astrophysics Data System (ADS)

Drummond, P. D.

2017-12-01

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

Crossing the threshold

NASA Astrophysics Data System (ADS)

Bush, John; Tambasco, Lucas

2017-11-01

First, we summarize the circumstances in which chaotic pilot-wave dynamics gives rise to quantum-like statistical behavior. For ``closed'' systems, in which the droplet is confined to a finite domain either by boundaries or applied forces, quantum-like features arise when the persistence time of the waves exceeds the time required for the droplet to cross its domain. Second, motivated by the similarities between this hydrodynamic system and stochastic electrodynamics, we examine the behavior of a bouncing droplet above the Faraday threshold, where a stochastic element is introduced into the drop dynamics by virtue of its interaction with a background Faraday wave field. With a view to extending the dynamical range of pilot-wave systems to capture more quantum-like features, we consider a generalized theoretical framework for stochastic pilot-wave dynamics in which the relative magnitudes of the drop-generated pilot-wave field and a stochastic background field may be varied continuously. We gratefully acknowledge the financial support of the NSF through their CMMI and DMS divisions.

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

NASA Astrophysics Data System (ADS)

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

2017-12-01

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

Agent-based model of angiogenesis simulates capillary sprout initiation in multicellular networks

PubMed Central

Walpole, J.; Chappell, J.C.; Cluceru, J.G.; Mac Gabhann, F.; Bautch, V.L.; Peirce, S. M.

2015-01-01

Many biological processes are controlled by both deterministic and stochastic influences. However, efforts to model these systems often rely on either purely stochastic or purely rule-based methods. To better understand the balance between stochasticity and determinism in biological processes a computational approach that incorporates both influences may afford additional insight into underlying biological mechanisms that give rise to emergent system properties. We apply a combined approach to the simulation and study of angiogenesis, the growth of new blood vessels from existing networks. This complex multicellular process begins with selection of an initiating endothelial cell, or tip cell, which sprouts from the parent vessels in response to stimulation by exogenous cues. We have constructed an agent-based model of sprouting angiogenesis to evaluate endothelial cell sprout initiation frequency and location, and we have experimentally validated it using high-resolution time-lapse confocal microscopy. ABM simulations were then compared to a Monte Carlo model, revealing that purely stochastic simulations could not generate sprout locations as accurately as the rule-informed agent-based model. These findings support the use of rule-based approaches for modeling the complex mechanisms underlying sprouting angiogenesis over purely stochastic methods. PMID:26158406

Agent-based model of angiogenesis simulates capillary sprout initiation in multicellular networks.

PubMed

Walpole, J; Chappell, J C; Cluceru, J G; Mac Gabhann, F; Bautch, V L; Peirce, S M

2015-09-01

Many biological processes are controlled by both deterministic and stochastic influences. However, efforts to model these systems often rely on either purely stochastic or purely rule-based methods. To better understand the balance between stochasticity and determinism in biological processes a computational approach that incorporates both influences may afford additional insight into underlying biological mechanisms that give rise to emergent system properties. We apply a combined approach to the simulation and study of angiogenesis, the growth of new blood vessels from existing networks. This complex multicellular process begins with selection of an initiating endothelial cell, or tip cell, which sprouts from the parent vessels in response to stimulation by exogenous cues. We have constructed an agent-based model of sprouting angiogenesis to evaluate endothelial cell sprout initiation frequency and location, and we have experimentally validated it using high-resolution time-lapse confocal microscopy. ABM simulations were then compared to a Monte Carlo model, revealing that purely stochastic simulations could not generate sprout locations as accurately as the rule-informed agent-based model. These findings support the use of rule-based approaches for modeling the complex mechanisms underlying sprouting angiogenesis over purely stochastic methods.

OPEN PROBLEM: Orbits' statistics in chaotic dynamical systems

NASA Astrophysics Data System (ADS)

Arnold, V.

2008-07-01

This paper shows how the measurement of the stochasticity degree of a finite sequence of real numbers, published by Kolmogorov in Italian in a journal of insurances' statistics, can be usefully applied to measure the objective stochasticity degree of sequences, originating from dynamical systems theory and from number theory. Namely, whenever the value of Kolmogorov's stochasticity parameter of a given sequence of numbers is too small (or too big), one may conclude that the conjecture describing this sequence as a sample of independent values of a random variables is highly improbable. Kolmogorov used this strategy fighting (in a paper in 'Doklady', 1940) against Lysenko, who had tried to disprove the classical genetics' law of Mendel experimentally. Calculating his stochasticity parameter value for the numbers from Lysenko's experiment reports, Kolmogorov deduced, that, while these numbers were different from the exact fulfilment of Mendel's 3 : 1 law, any smaller deviation would be a manifestation of the report's number falsification. The calculation of the values of the stochasticity parameter would be useful for many other generators of pseudorandom numbers and for many other chaotically looking statistics, including even the prime numbers distribution (discussed in this paper as an example).

Quantifying Stochastic Noise in Cultured Circadian Reporter Cells

DOE PAGES

John, Peter C.; Doyle, III, Francis J.

2015-11-20

We report that stochastic noise at the cellular level has been shown to play a fundamental role in circadian oscillations, influencing how groups of cells entrain to external cues and likely serving as the mechanism by which cell-autonomous rhythms are generated. Despite this importance, few studies have investigated how clock perturbations affect stochastic noise—even as increasing numbers of high-throughput screens categorize how gene knockdowns or small molecules can change clock period and amplitude. This absence is likely due to the difficulty associated with measuring cell-autonomous stochastic noise directly, which currently requires the careful collection and processing of single-cell data. Inmore » this study, we show that the damping rate of population-level bioluminescence recordings can serve as an accurate measure of overall stochastic noise, and one that can be applied to future and existing high-throughput circadian screens. Using cell-autonomous fibroblast data, we first show directly that higher noise at the single-cell results in faster damping at the population level. Next, we show that the damping rate of cultured cells can be changed in a dose-dependent fashion by small molecule modulators, and confirm that such a change can be explained by single-cell noise using a mathematical model. We further demonstrate the insights that can be gained by applying our method to a genome-wide siRNA screen, revealing that stochastic noise is altered independently from period, amplitude, and phase. Finally, we hypothesize that the unperturbed clock is highly optimized for robust rhythms, as very few gene perturbations are capable of simultaneously increasing amplitude and lowering stochastic noise. Ultimately, this study demonstrates the importance of considering the effect of circadian perturbations on stochastic noise, particularly with regard to the development of small-molecule circadian therapeutics.« less

Two new fern chloroplasts and decelerated evolution linked to the long generation time in tree ferns.

PubMed

Zhong, Bojian; Fong, Richard; Collins, Lesley J; McLenachan, Patricia A; Penny, David

2014-04-30

We report the chloroplast genomes of a tree fern (Dicksonia squarrosa) and a "fern ally" (Tmesipteris elongata), and show that the phylogeny of early land plants is basically as expected, and the estimates of divergence time are largely unaffected after removing the fastest evolving sites. The tree fern shows the major reduction in the rate of evolution, and there has been a major slowdown in the rate of mutation in both families of tree ferns. We suggest that this is related to a generation time effect; if there is a long time period between generations, then this is probably incompatible with a high mutation rate because otherwise nearly every propagule would probably have several lethal mutations. This effect will be especially strong in organisms that have large numbers of cell divisions between generations. This shows the necessity of going beyond phylogeny and integrating its study with other properties of organisms. © The Author(s) 2014. Published by Oxford University Press on behalf of the Society for Molecular Biology and Evolution.

Asymptotic Properties of the Number of Matching Coalescent Histories for Caterpillar-Like Families of Species Trees.

PubMed

Disanto, Filippo; Rosenberg, Noah A

2016-01-01

Coalescent histories provide lists of species tree branches on which gene tree coalescences can take place, and their enumerative properties assist in understanding the computational complexity of calculations central in the study of gene trees and species trees. Here, we solve an enumerative problem left open by Rosenberg (IEEE/ACM Transactions on Computational Biology and Bioinformatics 10: 1253-1262, 2013) concerning the number of coalescent histories for gene trees and species trees with a matching labeled topology that belongs to a generic caterpillar-like family. By bringing a generating function approach to the study of coalescent histories, we prove that for any caterpillar-like family with seed tree t , the sequence (h n ) n ≥ 0 describing the number of matching coalescent histories of the n th tree of the family grows asymptotically as a constant multiple of the Catalan numbers. Thus, h n  ∼ β t c n , where the asymptotic constant β t > 0 depends on the shape of the seed tree t. The result extends a claim demonstrated only for seed trees with at most eight taxa to arbitrary seed trees, expanding the set of cases for which detailed enumerative properties of coalescent histories can be determined. We introduce a procedure that computes from t the constant β t as well as the algebraic expression for the generating function of the sequence (h n ) n ≥ 0 .

A Stochastic Point Cloud Sampling Method for Multi-Template Protein Comparative Modeling.

PubMed

Li, Jilong; Cheng, Jianlin

2016-05-10

Generating tertiary structural models for a target protein from the known structure of its homologous template proteins and their pairwise sequence alignment is a key step in protein comparative modeling. Here, we developed a new stochastic point cloud sampling method, called MTMG, for multi-template protein model generation. The method first superposes the backbones of template structures, and the Cα atoms of the superposed templates form a point cloud for each position of a target protein, which are represented by a three-dimensional multivariate normal distribution. MTMG stochastically resamples the positions for Cα atoms of the residues whose positions are uncertain from the distribution, and accepts or rejects new position according to a simulated annealing protocol, which effectively removes atomic clashes commonly encountered in multi-template comparative modeling. We benchmarked MTMG on 1,033 sequence alignments generated for CASP9, CASP10 and CASP11 targets, respectively. Using multiple templates with MTMG improves the GDT-TS score and TM-score of structural models by 2.96-6.37% and 2.42-5.19% on the three datasets over using single templates. MTMG's performance was comparable to Modeller in terms of GDT-TS score, TM-score, and GDT-HA score, while the average RMSD was improved by a new sampling approach. The MTMG software is freely available at: http://sysbio.rnet.missouri.edu/multicom_toolbox/mtmg.html.

A Stochastic Point Cloud Sampling Method for Multi-Template Protein Comparative Modeling

PubMed Central

Li, Jilong; Cheng, Jianlin

2016-01-01

Generating tertiary structural models for a target protein from the known structure of its homologous template proteins and their pairwise sequence alignment is a key step in protein comparative modeling. Here, we developed a new stochastic point cloud sampling method, called MTMG, for multi-template protein model generation. The method first superposes the backbones of template structures, and the Cα atoms of the superposed templates form a point cloud for each position of a target protein, which are represented by a three-dimensional multivariate normal distribution. MTMG stochastically resamples the positions for Cα atoms of the residues whose positions are uncertain from the distribution, and accepts or rejects new position according to a simulated annealing protocol, which effectively removes atomic clashes commonly encountered in multi-template comparative modeling. We benchmarked MTMG on 1,033 sequence alignments generated for CASP9, CASP10 and CASP11 targets, respectively. Using multiple templates with MTMG improves the GDT-TS score and TM-score of structural models by 2.96–6.37% and 2.42–5.19% on the three datasets over using single templates. MTMG’s performance was comparable to Modeller in terms of GDT-TS score, TM-score, and GDT-HA score, while the average RMSD was improved by a new sampling approach. The MTMG software is freely available at: http://sysbio.rnet.missouri.edu/multicom_toolbox/mtmg.html. PMID:27161489

Magnetic barriers and their q95 dependence at DIII-D

NASA Astrophysics Data System (ADS)

Volpe, F. A.; Kessler, J.; Ali, H.; Evans, T. E.; Punjabi, A.

2012-05-01

It is well known that externally generated resonant magnetic perturbations (RMPs) can form islands in the plasma edge. In turn, large overlapping islands generate stochastic fields, which are believed to play a role in the avoidance and suppression of edge localized modes (ELMs) at DIII-D. However, large coalescing islands can also generate, in the middle of these stochastic regions, KAM surfaces effectively acting as ‘barriers’ against field-line dispersion and, indirectly, particle diffusion. It was predicted in Ali and Punjabi (2007 Plasma Phys. Control. Fusion 49 1565-82) that such magnetic barriers can form in piecewise analytic DIII-D plasma equilibria. In this work, the formation of magnetic barriers at DIII-D is corroborated by field-line tracing calculations using experimentally constrained EFIT (Lao et al 1985 Nucl. Fusion 25 1611) DIII-D equilibria perturbed to include the vacuum field from the internal coils utilized in the experiments. According to these calculations, the occurrence and location of magnetic barriers depend on the edge safety factor q95. It was thus suggested that magnetic barriers might contribute to narrowing the edge stochastic layer and play an indirect role in the RMPs failing to control ELMs for certain values of q95. The analysis of DIII-D discharges where q95 was varied, however, does not show anti-correlation between barrier formation and ELM suppression.

FSILP: fuzzy-stochastic-interval linear programming for supporting municipal solid waste management.

PubMed

Li, Pu; Chen, Bing

2011-04-01

Although many studies on municipal solid waste management (MSW management) were conducted under uncertain conditions of fuzzy, stochastic, and interval coexistence, the solution to the conventional linear programming problems of integrating fuzzy method with the other two was inefficient. In this study, a fuzzy-stochastic-interval linear programming (FSILP) method is developed by integrating Nguyen's method with conventional linear programming for supporting municipal solid waste management. The Nguyen's method was used to convert the fuzzy and fuzzy-stochastic linear programming problems into the conventional linear programs, by measuring the attainment values of fuzzy numbers and/or fuzzy random variables, as well as superiority and inferiority between triangular fuzzy numbers/triangular fuzzy-stochastic variables. The developed method can effectively tackle uncertainties described in terms of probability density functions, fuzzy membership functions, and discrete intervals. Moreover, the method can also improve upon the conventional interval fuzzy programming and two-stage stochastic programming approaches, with advantageous capabilities that are easily achieved with fewer constraints and significantly reduces consumption time. The developed model was applied to a case study of municipal solid waste management system in a city. The results indicated that reasonable solutions had been generated. The solution can help quantify the relationship between the change of system cost and the uncertainties, which could support further analysis of tradeoffs between the waste management cost and the system failure risk. Copyright © 2010 Elsevier Ltd. All rights reserved.

Stochastic Synapses Enable Efficient Brain-Inspired Learning Machines.

PubMed

Neftci, Emre O; Pedroni, Bruno U; Joshi, Siddharth; Al-Shedivat, Maruan; Cauwenberghs, Gert

2016-01-01

Recent studies have shown that synaptic unreliability is a robust and sufficient mechanism for inducing the stochasticity observed in cortex. Here, we introduce Synaptic Sampling Machines (S2Ms), a class of neural network models that uses synaptic stochasticity as a means to Monte Carlo sampling and unsupervised learning. Similar to the original formulation of Boltzmann machines, these models can be viewed as a stochastic counterpart of Hopfield networks, but where stochasticity is induced by a random mask over the connections. Synaptic stochasticity plays the dual role of an efficient mechanism for sampling, and a regularizer during learning akin to DropConnect. A local synaptic plasticity rule implementing an event-driven form of contrastive divergence enables the learning of generative models in an on-line fashion. S2Ms perform equally well using discrete-timed artificial units (as in Hopfield networks) or continuous-timed leaky integrate and fire neurons. The learned representations are remarkably sparse and robust to reductions in bit precision and synapse pruning: removal of more than 75% of the weakest connections followed by cursory re-learning causes a negligible performance loss on benchmark classification tasks. The spiking neuron-based S2Ms outperform existing spike-based unsupervised learners, while potentially offering substantial advantages in terms of power and complexity, and are thus promising models for on-line learning in brain-inspired hardware.

Stochastic Synapses Enable Efficient Brain-Inspired Learning Machines

PubMed Central

Neftci, Emre O.; Pedroni, Bruno U.; Joshi, Siddharth; Al-Shedivat, Maruan; Cauwenberghs, Gert

2016-01-01

Recent studies have shown that synaptic unreliability is a robust and sufficient mechanism for inducing the stochasticity observed in cortex. Here, we introduce Synaptic Sampling Machines (S2Ms), a class of neural network models that uses synaptic stochasticity as a means to Monte Carlo sampling and unsupervised learning. Similar to the original formulation of Boltzmann machines, these models can be viewed as a stochastic counterpart of Hopfield networks, but where stochasticity is induced by a random mask over the connections. Synaptic stochasticity plays the dual role of an efficient mechanism for sampling, and a regularizer during learning akin to DropConnect. A local synaptic plasticity rule implementing an event-driven form of contrastive divergence enables the learning of generative models in an on-line fashion. S2Ms perform equally well using discrete-timed artificial units (as in Hopfield networks) or continuous-timed leaky integrate and fire neurons. The learned representations are remarkably sparse and robust to reductions in bit precision and synapse pruning: removal of more than 75% of the weakest connections followed by cursory re-learning causes a negligible performance loss on benchmark classification tasks. The spiking neuron-based S2Ms outperform existing spike-based unsupervised learners, while potentially offering substantial advantages in terms of power and complexity, and are thus promising models for on-line learning in brain-inspired hardware. PMID:27445650

Distribution and Abundance of Adelges tsugae (Hemiptera: Adelgidae) Within Hemlock Trees

Treesearch

S.V. Joseph; J.L. Hanula; S.K. Braman

2011-01-01

We studied the distribution of hemlock woolly adelgid, Adelges tsugae Annand (Hemiptera: Adelgidae), within hemlock trees for three summer (progrediens) and two winter (sistens) generations in northern Georgia. Eastern hemlock, Tsuga canadensis (L.) Carrie` re, trees were treated with 0, 10, or 25% of 1.5 g of imidacloprid per 2.5 cm of tree diameter at breast height...

Student Interpretations of Phylogenetic Trees in an Introductory Biology Course

PubMed Central

Dees, Jonathan; Niemi, Jarad; Montplaisir, Lisa

2014-01-01

Phylogenetic trees are widely used visual representations in the biological sciences and the most important visual representations in evolutionary biology. Therefore, phylogenetic trees have also become an important component of biology education. We sought to characterize reasoning used by introductory biology students in interpreting taxa relatedness on phylogenetic trees, to measure the prevalence of correct taxa-relatedness interpretations, and to determine how student reasoning and correctness change in response to instruction and over time. Counting synapomorphies and nodes between taxa were the most common forms of incorrect reasoning, which presents a pedagogical dilemma concerning labeled synapomorphies on phylogenetic trees. Students also independently generated an alternative form of correct reasoning using monophyletic groups, the use of which decreased in popularity over time. Approximately half of all students were able to correctly interpret taxa relatedness on phylogenetic trees, and many memorized correct reasoning without understanding its application. Broad initial instruction that allowed students to generate inferences on their own contributed very little to phylogenetic tree understanding, while targeted instruction on evolutionary relationships improved understanding to some extent. Phylogenetic trees, which can directly affect student understanding of evolution, appear to offer introductory biology instructors a formidable pedagogical challenge. PMID:25452489

Welfare and Generational Equity in Sustainable Unfunded Pension Systems

PubMed Central

Auerbach, Alan J.; Lee, Ronald

2011-01-01

Using stochastic simulations we analyze how public pension structures spread the risks arising from demographic and economic shocks across generations. We consider several actual and hypothetical sustainable PAYGO pension structures, including: (1) versions of the US Social Security system with annual adjustments of taxes or benefits to maintain fiscal balance; (2) Sweden’s Notional Defined Contribution system and several variants developed to improve fiscal stability; and (3) the German system, which also includes annual adjustments to maintain fiscal balance. For each system, we present descriptive measures of uncertainty in representative outcomes for a typical generation and across generations. We then estimate expected utility for generations based on simplifying assumptions and incorporate these expected utility calculations in an overall social welfare measure. Using a horizontal equity index, we also compare the different systems’ performance in terms of how neighboring generations are treated. While the actual Swedish system smoothes stochastic fluctuations more than any other and produces the highest degree of horizontal equity, it does so by accumulating a buffer stock of assets that alleviates the need for frequent adjustments. In terms of social welfare, this accumulation of assets leads to a lower average rate of return that more than offsets the benefits of risk reduction, leaving systems with more frequent adjustments that spread risks broadly among generations as those most preferred. PMID:21818166

Automated construction of arterial and venous trees in retinal images.

PubMed

Hu, Qiao; Abràmoff, Michael D; Garvin, Mona K

2015-10-01

While many approaches exist to segment retinal vessels in fundus photographs, only a limited number focus on the construction and disambiguation of arterial and venous trees. Previous approaches are local and/or greedy in nature, making them susceptible to errors or limiting their applicability to large vessels. We propose a more global framework to generate arteriovenous trees in retinal images, given a vessel segmentation. In particular, our approach consists of three stages. The first stage is to generate an overconnected vessel network, named the vessel potential connectivity map (VPCM), consisting of vessel segments and the potential connectivity between them. The second stage is to disambiguate the VPCM into multiple anatomical trees, using a graph-based metaheuristic algorithm. The third stage is to classify these trees into arterial or venous (A/V) trees. We evaluated our approach with a ground truth built based on a public database, showing a pixel-wise classification accuracy of 88.15% using a manual vessel segmentation as input, and 86.11% using an automatic vessel segmentation as input.

Factors impacting stemflow generation in a European beech forest: Individual tree versus neighborhood properties

NASA Astrophysics Data System (ADS)

Metzger, Johanna Clara; Germer, Sonja; Hildebrandt, Anke

2017-04-01

The redistribution of precipitation by canopies changes the water flow dynamics to the forest floor. The spatial pattern of throughfall has been researched in a number of studies in different ecosystems. Yet, also stemflow substantially influences water input patterns, constituting a mean of 12% of gross precipitation for European beech as one of the most abundant tree species in Central Europe. While the initiation of stemflow depends mostly on precipitation event properties, stemflow amounts are strongly shaped by canopy structure. Stemflow research has mainly addressed the impact of single tree morphological variables. In previous studies, the impact of forest structure on area-based stemflow was studied comparing plots with different properties using few exemplary stemflow measurements. In non-homogeneous stands, this approach might not be accurate, as the variation of stand properties like tree density could change tree individual stemflow fluxes. To investigate this, a total measurement of all trees per plot is required. We hypothesize, that in addition to individual tree metrics, tree neighborhood relations have a significant impact on stemflow generation in a heterogeneous beech forest. Our study site is located in the pristine forest of the National Park Hainich, central Germany. It is heterogeneous in respect to tree density, species composition and tree age. We measured stemflow in an areal approach, for all trees on 11 subplots (each 10 m x 10 m) spaced evenly throughout a 1 ha plot. This involved overall 65 trees, which is 11% of the plot's trees. 27 precipitation events were recorded in spring and early summer of 2015 and 2016. Stand properties were surveyed, including diameter at breast height, height, position and species of a tree. From this data, we calculated neighborhood properties for each tree, as number, basal area, and relative height of neighboring trees within a radius of the plot's mean tree distance. Using linear mixed effects models, we identified the different factors, individual and neighborhood, which significantly explain stemflow amount per tree. Preliminary results show, that the main impact on stemflow in our heterogeneous beech forest is due to individual tree diameter at breast height, while neighborhood factors have a smaller influence. This work defines the most important factors for stemflow fluxes, using easy-to-acquire tree and stand information, which allows the robust extrapolation of stemflow measurements and the generation of a spatially discrete pattern of stemflow input to the soil. Because of the high local and temporal concentration of precipitation, stemflow fluxes could be a key factor in forest soil water dynamics. On the long run, the results shall enable us to directly link soil water content measurements with estimated stemflow volumes for individual trees to trace stemflow fluxes into and through the soil.

Predicting tree species presence and basal area in Utah: A comparison of stochastic gradient boosting, generalized additive models, and tree-based methods

USGS Publications Warehouse

Moisen, Gretchen G.; Freeman, E.A.; Blackard, J.A.; Frescino, T.S.; Zimmermann, N.E.; Edwards, T.C.

2006-01-01

Many efforts are underway to produce broad-scale forest attribute maps by modelling forest class and structure variables collected in forest inventories as functions of satellite-based and biophysical information. Typically, variants of classification and regression trees implemented in Rulequest's?? See5 and Cubist (for binary and continuous responses, respectively) are the tools of choice in many of these applications. These tools are widely used in large remote sensing applications, but are not easily interpretable, do not have ties with survey estimation methods, and use proprietary unpublished algorithms. Consequently, three alternative modelling techniques were compared for mapping presence and basal area of 13 species located in the mountain ranges of Utah, USA. The modelling techniques compared included the widely used See5/Cubist, generalized additive models (GAMs), and stochastic gradient boosting (SGB). Model performance was evaluated using independent test data sets. Evaluation criteria for mapping species presence included specificity, sensitivity, Kappa, and area under the curve (AUC). Evaluation criteria for the continuous basal area variables included correlation and relative mean squared error. For predicting species presence (setting thresholds to maximize Kappa), SGB had higher values for the majority of the species for specificity and Kappa, while GAMs had higher values for the majority of the species for sensitivity. In evaluating resultant AUC values, GAM and/or SGB models had significantly better results than the See5 models where significant differences could be detected between models. For nine out of 13 species, basal area prediction results for all modelling techniques were poor (correlations less than 0.5 and relative mean squared errors greater than 0.8), but SGB provided the most stable predictions in these instances. SGB and Cubist performed equally well for modelling basal area for three species with moderate prediction success, while all three modelling tools produced comparably good predictions (correlation of 0.68 and relative mean squared error of 0.56) for one species. ?? 2006 Elsevier B.V. All rights reserved.

Upper Limits on a Stochastic Gravitational-Wave Background Using LIGO and Virgo Interferometers at 600-1000 Hz

NASA Technical Reports Server (NTRS)

Abadie, J.; Abbott, B. P.; Abbott, R.; Abbott, T. D.; Abernathy, M.; Accadia, T.; Acernese, F.; Adams, C.; Adhikari, R.; Affeldt, C.;

Upper limits on a stochastic gravitational-wave background using LIGO and Virgo interferometers at 600-1000 Hz

NASA Astrophysics Data System (ADS)

Abadie, J.; Abbott, B. P.; Abbott, R.; Abbott, T. D.; Abernathy, M.; Accadia, T.; Acernese, F.; Adams, C.; Adhikari, R.; Affeldt, C.; Agathos, M.; Agatsuma, K.; Ajith, P.; Allen, B.; Amador Ceron, E.; Amariutei, D.; Anderson, S. B.; Anderson, W. G.; Arai, K.; Arain, M. A.; Araya, M. C.; Aston, S. M.; Astone, P.; Atkinson, D.; Aufmuth, P.; Aulbert, C.; Aylott, B. E.; Babak, S.; Baker, P.; Ballardin, G.; Ballmer, S.; Barayoga, J. C. B.; Barker, D.; Barone, F.; Barr, B.; Barsotti, L.; Barsuglia, M.; Barton, M. A.; Bartos, I.; Bassiri, R.; Bastarrika, M.; Basti, A.; Batch, J.; Bauchrowitz, J.; Bauer, Th. S.; Bebronne, M.; Beck, D.; Behnke, B.; Bejger, M.; Beker, M. G.; Bell, A. S.; Belletoile, A.; Belopolski, I.; Benacquista, M.; Berliner, J. M.; Bertolini, A.; Betzwieser, J.; Beveridge, N.; Beyersdorf, P. T.; Bilenko, I. A.; Billingsley, G.; Birch, J.; Biswas, R.; Bitossi, M.; Bizouard, M. A.; Black, E.; Blackburn, J. K.; Blackburn, L.; Blair, D.; Bland, B.; Blom, M.; Bock, O.; Bodiya, T. P.; Bogan, C.; Bondarescu, R.; Bondu, F.; Bonelli, L.; Bonnand, R.; Bork, R.; Born, M.; Boschi, V.; Bose, S.; Bosi, L.; Bouhou, B.; Braccini, S.; Bradaschia, C.; Brady, P. R.; Braginsky, V. B.; Branchesi, M.; Brau, J. E.; Breyer, J.; Briant, T.; Bridges, D. O.; Brillet, A.; Brinkmann, M.; Brisson, V.; Britzger, M.; Brooks, A. F.; Brown, D. A.; Bulik, T.; Bulten, H. J.; Buonanno, A.; Burguet–Castell, J.; Buskulic, D.; Buy, C.; Byer, R. L.; Cadonati, L.; Cagnoli, G.; Calloni, E.; Camp, J. B.; Campsie, P.; Cannizzo, J.; Cannon, K.; Canuel, B.; Cao, J.; Capano, C. D.; Carbognani, F.; Carbone, L.; Caride, S.; Caudill, S.; Cavaglià, M.; Cavalier, F.; Cavalieri, R.; Cella, G.; Cepeda, C.; Cesarini, E.; Chaibi, O.; Chalermsongsak, T.; Charlton, P.; Chassande-Mottin, E.; Chelkowski, S.; Chen, W.; Chen, X.; Chen, Y.; Chincarini, A.; Chiummo, A.; Cho, H. S.; Chow, J.; Christensen, N.; Chua, S. S. Y.; Chung, C. T. Y.; Chung, S.; Ciani, G.; Clara, F.; Clark, D. E.; Clark, J.; Clayton, J. H.; Cleva, F.; Coccia, E.; Cohadon, P.-F.; Colacino, C. N.; Colas, J.; Colla, A.; Colombini, M.; Conte, A.; Conte, R.; Cook, D.; Corbitt, T. R.; Cordier, M.; Cornish, N.; Corsi, A.; Costa, C. A.; Coughlin, M.; Coulon, J.-P.; Couvares, P.; Coward, D. M.; Cowart, M.; Coyne, D. C.; Creighton, J. D. E.; Creighton, T. D.; Cruise, A. M.; Cumming, A.; Cunningham, L.; Cuoco, E.; Cutler, R. M.; Dahl, K.; Danilishin, S. L.; Dannenberg, R.; D'Antonio, S.; Danzmann, K.; Dattilo, V.; Daudert, B.; Daveloza, H.; Davier, M.; Daw, E. J.; Day, R.; Dayanga, T.; De Rosa, R.; DeBra, D.; Debreczeni, G.; Del Pozzo, W.; del Prete, M.; Dent, T.; Dergachev, V.; DeRosa, R.; DeSalvo, R.; Dhurandhar, S.; Di Fiore, L.; Di Lieto, A.; Di Palma, I.; Di Paolo Emilio, M.; Di Virgilio, A.; Díaz, M.; Dietz, A.; Donovan, F.; Dooley, K. L.; Drago, M.; Drever, R. W. P.; Driggers, J. C.; Du, Z.; Dumas, J.-C.; Dwyer, S.; Eberle, T.; Edgar, M.; Edwards, M.; Effler, A.; Ehrens, P.; Endrőczi, G.; Engel, R.; Etzel, T.; Evans, K.; Evans, M.; Evans, T.; Factourovich, M.; Fafone, V.; Fairhurst, S.; Fan, Y.; Farr, B. F.; Fazi, D.; Fehrmann, H.; Feldbaum, D.; Feroz, F.; Ferrante, I.; Fidecaro, F.; Finn, L. S.; Fiori, I.; Fisher, R. P.; Flaminio, R.; Flanigan, M.; Foley, S.; Forsi, E.; Forte, L. A.; Fotopoulos, N.; Fournier, J.-D.; Franc, J.; Frasca, S.; Frasconi, F.; Frede, M.; Frei, M.; Frei, Z.; Freise, A.; Frey, R.; Fricke, T. T.; Friedrich, D.; Fritschel, P.; Frolov, V. V.; Fujimoto, M.-K.; Fulda, P. J.; Fyffe, M.; Gair, J.; Galimberti, M.; Gammaitoni, L.; Garcia, J.; Garufi, F.; Gáspár, M. E.; Gemme, G.; Geng, R.; Genin, E.; Gennai, A.; Gergely, L. Á.; Ghosh, S.; Giaime, J. A.; Giampanis, S.; Giardina, K. D.; Giazotto, A.; Gil-Casanova, S.; Gill, C.; Gleason, J.; Goetz, E.; Goggin, L. M.; González, G.; Gorodetsky, M. L.; Goßler, S.; Gouaty, R.; Graef, C.; Graff, P. B.; Granata, M.; Grant, A.; Gras, S.; Gray, C.; Gray, N.; Greenhalgh, R. J. S.; Gretarsson, A. M.; Greverie, C.; Grosso, R.; Grote, H.; Grunewald, S.; Guidi, G. M.; Guido, C..; Gupta, R.; Gustafson, E. K.; Gustafson, R.; Ha, T.; Hallam, J. M.; Hammer, D.; Hammond, G.; Hanks, J.; Hanna, C.; Hanson, J.; Harms, J.; Harry, G. M.; Harry, I. W.; Harstad, E. D.; Hartman, M. T.; Haughian, K.; Hayama, K.; Hayau, J.-F.; Heefner, J.; Heidmann, A.; Heintze, M. C.; Heitmann, H.; Hello, P.; Hendry, M. A.; Heng, I. S.; Heptonstall, A. W.; Herrera, V.; Hewitson, M.; Hild, S.; Hoak, D.; Hodge, K. A.; Holt, K.; Holtrop, M.; Hong, T.; Hooper, S.; Hosken, D. J.; Hough, J.; Howell, E. J.; Hughey, B.; Husa, S.; Huttner, S. H.; Huynh-Dinh, T.; Ingram, D. R.; Inta, R.; Isogai, T.; Ivanov, A.; Izumi, K.; Jacobson, M.; James, E.; Jang, Y. J.; Jaranowski, P.; Jesse, E.; Johnson, W. W.; Jones, D. I.; Jones, G.; Jones, R.; Ju, L.; Kalmus, P.; Kalogera, V.; Kandhasamy, S.; Kang, G.; Kanner, J. B.; Kasturi, R.; Katsavounidis, E.; Katzman, W.; Kaufer, H.; Kawabe, K.; Kawamura, S.; Kawazoe, F.; Kelley, D.; Kells, W.; Keppel, D. G.; Keresztes, Z.; Khalaidovski, A.; Khalili, F. Y.; Khazanov, E. A.; Kim, B. K.; Kim, C.; Kim, H.; Kim, K.; Kim, N.; Kim, Y. M.; King, P. J.; Kinzel, D. L.; Kissel, J. S.; Klimenko, S.; Kokeyama, K.; Kondrashov, V.; Koranda, S.; Korth, W. Z.; Kowalska, I.; Kozak, D.; Kranz, O.; Kringel, V.; Krishnamurthy, S.; Krishnan, B.; Królak, A.; Kuehn, G.; Kumar, R.; Kwee, P.; Lam, P. K.; Landry, M.; Lantz, B.; Lastzka, N.; Lawrie, C.; Lazzarini, A.; Leaci, P.; Lee, C. H.; Lee, H. K.; Lee, H. M.; Leong, J. R.; Leonor, I.; Leroy, N.; Letendre, N.; Li, J.; Li, T. G. F.; Liguori, N.; Lindquist, P. E.; Liu, Y.; Liu, Z.; Lockerbie, N. A.; Lodhia, D.; Lorenzini, M.; Loriette, V.; Lormand, M.; Losurdo, G.; Lough, J.; Luan, J.; Lubinski, M.; Lück, H.; Lundgren, A. P.; Macdonald, E.; Machenschalk, B.; MacInnis, M.; Macleod, D. M.; Mageswaran, M.; Mailand, K.; Majorana, E.; Maksimovic, I.; Man, N.; Mandel, I.; Mandic, V.; Mantovani, M.; Marandi, A.; Marchesoni, F.; Marion, F.; Márka, S.; Márka, Z.; Markosyan, A.; 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.; Mazzolo, G.; McCarthy, R.; McClelland, D. E.; McGuire, S. C.; McIntyre, G.; McIver, J.; McKechan, D. J. A.; McWilliams, S.; Meadors, G. D.; Mehmet, M.; Meier, T.; Melatos, A.; Melissinos, A. C.; Mendell, G.; Mercer, R. A.; Meshkov, S.; Messenger, C.; Meyer, M. S.; Miao, H.; Michel, C.; Milano, L.; Miller, J.; Minenkov, Y.; Mitrofanov, V. P.; Mitselmakher, G.; Mittleman, R.; Miyakawa, O.; Moe, B.; Mohan, M.; Mohanty, S. D.; Mohapatra, S. R. P.; Moraru, D.; Moreno, G.; Morgado, N.; Morgia, A.; Mori, T.; Morriss, S. R.; Mosca, S.; Mossavi, K.; Mours, B.; Mow–Lowry, C. M.; Mueller, C. L.; Mueller, G.; Mukherjee, S.; Mullavey, A.; Müller-Ebhardt, H.; Munch, J.; Murphy, D.; Murray, P. G.; Mytidis, A.; Nash, T.; Naticchioni, L.; Necula, V.; Nelson, J.; Neri, I.; Newton, G.; Nguyen, T.; Nishizawa, A.; Nitz, A.; Nocera, F.; Nolting, D.; Normandin, M. E.; Nuttall, L.; Ochsner, E.; O'Dell, J.; Oelker, E.; Ogin, G. H.; Oh, J. J.; Oh, S. H.; O'Reilly, B.; O'Shaughnessy, R.; Osthelder, C.; Ott, C. D.; Ottaway, D. J.; Ottens, R. S.; Overmier, H.; Owen, B. J.; Page, A.; Pagliaroli, G.; Palladino, L.; Palomba, C.; Pan, Y.; Pankow, C.; Paoletti, F.; Papa, M. A.; Parisi, M.; Pasqualetti, A.; Passaquieti, R.; Passuello, D.; Patel, P.; Pedraza, M.; Peiris, P.; Pekowsky, L.; Penn, S.; Perreca, A.; Persichetti, G.; Phelps, M.; Pichot, M.; Pickenpack, M.; Piergiovanni, F.; Pietka, M.; Pinard, L.; Pinto, I. M.; Pitkin, M.; Pletsch, H. J.; Plissi, M. V.; Poggiani, R.; Pöld, J.; Postiglione, F.; Prato, M.; Predoi, V.; Prestegard, T.; Price, L. R.; Prijatelj, M.; Principe, M.; Privitera, S.; Prix, R.; Prodi, G. A.; Prokhorov, L. G.; Puncken, O.; Punturo, M.; Puppo, P.; Quetschke, V.; Quitzow-James, R.; Raab, F. J.; Rabeling, D. S.; Rácz, I.; Radkins, H.; Raffai, P.; Rakhmanov, M.; Rankins, B.; Rapagnani, P.; Raymond, V.; Re, V.; Redwine, K.; Reed, C. M.; Reed, T.; Regimbau, T.; Reid, S.; Reitze, D. H.; Ricci, F.; Riesen, R.; Riles, K.; Robertson, N. A.; Robinet, F.; Robinson, C.; Robinson, E. L.; Rocchi, A.; Roddy, S.; Rodriguez, C.; Rodruck, M.; Rolland, L.; Rollins, J. G.; Romano, J. D.; Romano, R.; Romie, J. H.; Rosińska, D.; Röver, C.; Rowan, S.; Rüdiger, A.; Ruggi, P.; Ryan, K.; Sainathan, P.; Salemi, F.; Sammut, L.; Sandberg, V.; Sannibale, V.; Santamaría, L.; Santiago-Prieto, I.; Santostasi, G.; Sassolas, B.; Sathyaprakash, B. S.; Sato, S.; Saulson, P. R.; Savage, R. L.; Schilling, R.; Schnabel, R.; Schofield, R. M. S.; Schreiber, E.; Schulz, B.; Schutz, B. F.; Schwinberg, P.; Scott, J.; Scott, S. M.; Seifert, F.; Sellers, D.; Sentenac, D.; Sergeev, A.; Shaddock, D. A.; Shaltev, M.; Shapiro, B.; Shawhan, P.; Shoemaker, D. H.; Sibley, A.; Siemens, X.; Sigg, D.; Singer, A.; Singer, L.; Sintes, A. M.; Skelton, G. R.; Slagmolen, B. J. J.; Slutsky, J.; Smith, J. R.; Smith, M. R.; Smith, R. J. E.; Smith-Lefebvre, N. D.; Somiya, K.; Sorazu, B.; Soto, J.; Speirits, F. C.; Sperandio, L.; Stefszky, M.; Stein, A. J.; Stein, L. C.; Steinert, E.; Steinlechner, J.; Steinlechner, S.; Steplewski, S.; Stochino, A.; Stone, R.; Strain, K. A.; Strigin, S. E.; Stroeer, A. S.; Sturani, R.; Stuver, A. L.; Summerscales, T. Z.; Sung, M.; Susmithan, S.; Sutton, P. J.; Swinkels, B.; Tacca, M.; Taffarello, L.; Talukder, D.; Tanner, D. B.; Tarabrin, S. P.; Taylor, J. R.; Taylor, R.; Thomas, P.; Thorne, K. A.; Thorne, K. S.; Thrane, E.; Thüring, A.; Tokmakov, K. V.; Tomlinson, C.; Toncelli, A.; Tonelli, M.; Torre, O.; Torres, C.; Torrie, C. I.; Tournefier, E.; Travasso, F.; Traylor, G.; Tseng, K.; Ugolini, D.; Vahlbruch, H.; Vajente, G.; van den Brand, J. F. J.; Van Den Broeck, C.; van der Putten, S.; van Veggel, A. A.; Vass, S.; Vasuth, M.; Vaulin, R.; Vavoulidis, M.; Vecchio, A.; Vedovato, G.; Veitch, J.; Veitch, P. J.; Veltkamp, C.; Verkindt, D.; Vetrano, F.; Viceré, A.; Villar, A. E.; Vinet, J.-Y.; Vitale, S.; Vocca, H.; Vorvick, C.; Vyatchanin, S. P.; Wade, A.; Wade, L.; Wade, M.; Waldman, S. J.; Wallace, L.; Wan, Y.; Wang, M.; Wang, X.; Wang, Z.; Wanner, A.; Ward, R. L.; Was, M.; Weinert, M.; Weinstein, A. J.; Weiss, R.; Wen, L.; Wessels, P.; West, M.; Westphal, T.; Wette, K.; Whelan, J. T.; Whitcomb, S. E.; White, D. J.; Whiting, B. F.; Wilkinson, C.; Willems, P. A.; Williams, L.; Williams, R.; Willke, B.; Winkelmann, L.; Winkler, W.; Wipf, C. C.; Wiseman, A. G.; Wittel, H.; Woan, G.; Wooley, R.; Worden, J.; Yakushin, I.; Yamamoto, H.; Yamamoto, K.; Yancey, C. C.; Yang, H.; Yeaton-Massey, D.; Yoshida, S.; Yu, P.; Yvert, M.; Zadroźny, A.; Zanolin, M.; Zendri, J.-P.; Zhang, F.; Zhang, L.; Zhang, W.; Zhao, C.; Zotov, N.; Zucker, M. E.; Zweizig, J.

2012-06-01

A stochastic background of gravitational waves is expected to arise from a superposition of many incoherent sources of gravitational waves, of either cosmological or astrophysical origin. This background is a target for the current generation of ground-based detectors. In this article we present the first joint search for a stochastic background using data from the LIGO and Virgo interferometers. In a frequency band of 600-1000 Hz, we obtained a 95% upper limit on the amplitude of ΩGW(f)=Ω3(f/900Hz)3, of Ω3<0.32, assuming a value of the Hubble parameter of h100=0.71. These new limits are a factor of seven better than the previous best in this frequency band.

Channel noise enhances signal detectability in a model of acoustic neuron through the stochastic resonance paradigm.

PubMed

Liberti, M; Paffi, A; Maggio, F; De Angelis, A; Apollonio, F; d'Inzeo, G

2009-01-01

A number of experimental investigations have evidenced the extraordinary sensitivity of neuronal cells to weak input stimulations, including electromagnetic (EM) fields. Moreover, it has been shown that biological noise, due to random channels gating, acts as a tuning factor in neuronal processing, according to the stochastic resonant (SR) paradigm. In this work the attention is focused on noise arising from the stochastic gating of ionic channels in a model of Ranvier node of acoustic fibers. The small number of channels gives rise to a high noise level, which is able to cause a spike train generation even in the absence of stimulations. A SR behavior has been observed in the model for the detection of sinusoidal signals at frequencies typical of the speech.

Capacity withholding in wholesale electricity markets: The experience in England and Wales

NASA Astrophysics Data System (ADS)

Quinn, James Arnold

This thesis examines the incentives wholesale electricity generators face to withhold generating capacity from centralized electricity spot markets. The first chapter includes a brief history of electricity industry regulation in England and Wales and in the United States, including a description of key institutional features of England and Wales' restructured electricity market. The first chapter also includes a review of the literature on both bid price manipulation and capacity bid manipulation in centralized electricity markets. The second chapter details a theoretical model of wholesale generator behavior in a single price electricity market. A duopoly model is specified under the assumption that demand is non-stochastic. This model assumes that duopoly generators offer to sell electricity at their marginal cost, but can withhold a continuous segment of their capacity from the market. The Nash equilibrium withholding strategy of this model involves each duopoly generator withholding so that it produces the Cournot equilibrium output. A monopoly model along the lines of the duopoly model is specified and simulated under the assumption that demand is stochastic. The optimal strategy depends on the degree of demand uncertainty. When there is a moderate degree of demand uncertainty, the optimal withholding strategy involves production inefficiencies. When there is a high degree of demand uncertainty, the optimal monopoly quantity is greater than the optimal output level when demand is non-stochastic. The third chapter contains an empirical examination of the behavior of generators in the wholesale electricity market in England and Wales in the early 1990's. The wholesale market in England and Wales is analyzed because the industry structure in the early 1990's created a natural experiment, which is described in this chapter, whereby one of the two dominant generators had no incentive to behave non-competitively. This chapter develops a classification methodology consistent with the equilibrium identified in the second chapter. The availability of generating units owned by the two dominant generators is analyzed based on this classification system. This analysis includes the use of sample statistics as well as estimates from a dynamic random effects probit model. The analysis suggests a minimal degree of capacity withholding.

Microarray-based Resequencing of Multiple Bacillus anthracis Isolates

DTIC Science & Technology

2004-12-17

generated an Unweighted Pair Group Method Arithmetic Mean ( UPGMA ) tree (see methods [56]; Figure 3). The strains group together in a manner broadly similar...was created using DNADIST, plotted as a UPGMA tree using NEIGHBOR and the tree plotted using DRAWGRAM [56]. The B1 strain A0465 was used as an...distance matrix was created using DNADIST, plotted as a UPGMA tree using NEIGHBOR and the tree plotted using DRAWGRAM [57]. Additional data files The

A Predictive Model of Daily Seismic Activity Induced by Mining, Developed with Data Mining Methods

NASA Astrophysics Data System (ADS)

Jakubowski, Jacek

2014-12-01

The article presents the development and evaluation of a predictive classification model of daily seismic energy emissions induced by longwall mining in sector XVI of the Piast coal mine in Poland. The model uses data on tremor energy, basic characteristics of the longwall face and mined output in this sector over the period from July 1987 to March 2011. The predicted binary variable is the occurrence of a daily sum of tremor seismic energies in a longwall that is greater than or equal to the threshold value of 105 J. Three data mining analytical methods were applied: logistic regression,neural networks, and stochastic gradient boosted trees. The boosted trees model was chosen as the best for the purposes of the prediction. The validation sample results showed its good predictive capability, taking the complex nature of the phenomenon into account. This may indicate the applied model's suitability for a sequential, short-term prediction of mining induced seismic activity.

Modification of the SAS4A Safety Analysis Code for Integration with the ADAPT Discrete Dynamic Event Tree Framework.

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

Jankovsky, Zachary Kyle; Denman, Matthew R.

It is difficult to assess the consequences of a transient in a sodium-cooled fast reactor (SFR) using traditional probabilistic risk assessment (PRA) methods, as numerous safety-related sys- tems have passive characteristics. Often there is significant dependence on the value of con- tinuous stochastic parameters rather than binary success/failure determinations. One form of dynamic PRA uses a system simulator to represent the progression of a transient, tracking events through time in a discrete dynamic event tree (DDET). In order to function in a DDET environment, a simulator must have characteristics that make it amenable to changing physical parameters midway through themore » analysis. The SAS4A SFR system analysis code did not have these characteristics as received. This report describes the code modifications made to allow dynamic operation as well as the linking to a Sandia DDET driver code. A test case is briefly described to demonstrate the utility of the changes.« less

Effect of monthly areal rainfall uncertainty on streamflow simulation

NASA Astrophysics Data System (ADS)

Ndiritu, J. G.; Mkhize, N.

2017-08-01

Areal rainfall is mostly obtained from point rainfall measurements that are sparsely located and several studies have shown that this results in large areal rainfall uncertainties at the daily time step. However, water resources assessment is often carried out a monthly time step and streamflow simulation is usually an essential component of this assessment. This study set out to quantify monthly areal rainfall uncertainties and assess their effect on streamflow simulation. This was achieved by; i) quantifying areal rainfall uncertainties and using these to generate stochastic monthly areal rainfalls, and ii) finding out how the quality of monthly streamflow simulation and streamflow variability change if stochastic areal rainfalls are used instead of historic areal rainfalls. Tests on monthly rainfall uncertainty were carried out using data from two South African catchments while streamflow simulation was confined to one of them. A non-parametric model that had been applied at a daily time step was used for stochastic areal rainfall generation and the Pitman catchment model calibrated using the SCE-UA optimizer was used for streamflow simulation. 100 randomly-initialised calibration-validation runs using 100 stochastic areal rainfalls were compared with 100 runs obtained using the single historic areal rainfall series. By using 4 rain gauges alternately to obtain areal rainfall, the resulting differences in areal rainfall averaged to 20% of the mean monthly areal rainfall and rainfall uncertainty was therefore highly significant. Pitman model simulations obtained coefficient of efficiencies averaging 0.66 and 0.64 in calibration and validation using historic rainfalls while the respective values using stochastic areal rainfalls were 0.59 and 0.57. Average bias was less than 5% in all cases. The streamflow ranges using historic rainfalls averaged to 29% of the mean naturalised flow in calibration and validation and the respective average ranges using stochastic monthly rainfalls were 86 and 90% of the mean naturalised streamflow. In calibration, 33% of the naturalised flow located within the streamflow ranges with historic rainfall simulations and using stochastic rainfalls increased this to 66%. In validation the respective percentages of naturalised flows located within the simulated streamflow ranges were 32 and 72% respectively. The analysis reveals that monthly areal rainfall uncertainty is significant and incorporating it into streamflow simulation would add validity to the results.

Optimal Operation of Energy Storage in Power Transmission and Distribution

NASA Astrophysics Data System (ADS)

Akhavan Hejazi, Seyed Hossein

In this thesis, we investigate optimal operation of energy storage units in power transmission and distribution grids. At transmission level, we investigate the problem where an investor-owned independently-operated energy storage system seeks to offer energy and ancillary services in the day-ahead and real-time markets. We specifically consider the case where a significant portion of the power generated in the grid is from renewable energy resources and there exists significant uncertainty in system operation. In this regard, we formulate a stochastic programming framework to choose optimal energy and reserve bids for the storage units that takes into account the fluctuating nature of the market prices due to the randomness in the renewable power generation availability. At distribution level, we develop a comprehensive data set to model various stochastic factors on power distribution networks, with focus on networks that have high penetration of electric vehicle charging load and distributed renewable generation. Furthermore, we develop a data-driven stochastic model for energy storage operation at distribution level, where the distribution of nodal voltage and line power flow are modelled as stochastic functions of the energy storage unit's charge and discharge schedules. In particular, we develop new closed-form stochastic models for such key operational parameters in the system. Our approach is analytical and allows formulating tractable optimization problems. Yet, it does not involve any restricting assumption on the distribution of random parameters, hence, it results in accurate modeling of uncertainties. By considering the specific characteristics of random variables, such as their statistical dependencies and often irregularly-shaped probability distributions, we propose a non-parametric chance-constrained optimization approach to operate and plan energy storage units in power distribution girds. In the proposed stochastic optimization, we consider uncertainty from various elements, such as solar photovoltaic , electric vehicle chargers, and residential baseloads, in the form of discrete probability functions. In the last part of this thesis we address some other resources and concepts for enhancing the operation of power distribution and transmission systems. In particular, we proposed a new framework to determine the best sites, sizes, and optimal payment incentives under special contracts for committed-type DG projects to offset distribution network investment costs. In this framework, the aim is to allocate DGs such that the profit gained by the distribution company is maximized while each DG unit's individual profit is also taken into account to assure that private DG investment remains economical.

A conditional stochastic weather generator for seasonal to multi-decadal simulations

NASA Astrophysics Data System (ADS)

Verdin, Andrew; Rajagopalan, Balaji; Kleiber, William; Podestá, Guillermo; Bert, Federico

2018-01-01

We present the application of a parametric stochastic weather generator within a nonstationary context, enabling simulations of weather sequences conditioned on interannual and multi-decadal trends. The generalized linear model framework of the weather generator allows any number of covariates to be included, such as large-scale climate indices, local climate information, seasonal precipitation and temperature, among others. Here we focus on the Salado A basin of the Argentine Pampas as a case study, but the methodology is portable to any region. We include domain-averaged (e.g., areal) seasonal total precipitation and mean maximum and minimum temperatures as covariates for conditional simulation. Areal covariates are motivated by a principal component analysis that indicates the seasonal spatial average is the dominant mode of variability across the domain. We find this modification to be effective in capturing the nonstationarity prevalent in interseasonal precipitation and temperature data. We further illustrate the ability of this weather generator to act as a spatiotemporal downscaler of seasonal forecasts and multidecadal projections, both of which are generally of coarse resolution.

Responses of an Insect Folivore and Its Parastoids to Multiyear Experimental Defoliation of Aspen

Treesearch

Dylan Parry; Daniel A. Herms; William J. Mattson

2003-01-01

Foliage quality may decline in deciduous trees following defoliation, thus affecting the insect generation responsible for the herbivory (rapid induced resistance, RIR), or future generations (delayed induced resistance, DIR). During outbreaks, trees often suffer partial or complete defoliation for two or more successive years, yet most studies have examined induced...

Comparison of neurofuzzy logic and decision trees in discovering knowledge from experimental data of an immediate release tablet formulation.

PubMed

Shao, Q; Rowe, R C; York, P

2007-06-01

Understanding of the cause-effect relationships between formulation ingredients, process conditions and product properties is essential for developing a quality product. However, the formulation knowledge is often hidden in experimental data and not easily interpretable. This study compares neurofuzzy logic and decision tree approaches in discovering hidden knowledge from an immediate release tablet formulation database relating formulation ingredients (silica aerogel, magnesium stearate, microcrystalline cellulose and sodium carboxymethylcellulose) and process variables (dwell time and compression force) to tablet properties (tensile strength, disintegration time, friability, capping and drug dissolution at various time intervals). Both approaches successfully generated useful knowledge in the form of either "if then" rules or decision trees. Although different strategies are employed by the two approaches in generating rules/trees, similar knowledge was discovered in most cases. However, as decision trees are not able to deal with continuous dependent variables, data discretisation procedures are generally required.

A Lidar Point Cloud Based Procedure for Vertical Canopy Structure Analysis And 3D Single Tree Modelling in Forest

PubMed Central

Wang, Yunsheng; Weinacker, Holger; Koch, Barbara

2008-01-01

A procedure for both vertical canopy structure analysis and 3D single tree modelling based on Lidar point cloud is presented in this paper. The whole area of research is segmented into small study cells by a raster net. For each cell, a normalized point cloud whose point heights represent the absolute heights of the ground objects is generated from the original Lidar raw point cloud. The main tree canopy layers and the height ranges of the layers are detected according to a statistical analysis of the height distribution probability of the normalized raw points. For the 3D modelling of individual trees, individual trees are detected and delineated not only from the top canopy layer but also from the sub canopy layer. The normalized points are resampled into a local voxel space. A series of horizontal 2D projection images at the different height levels are then generated respect to the voxel space. Tree crown regions are detected from the projection images. Individual trees are then extracted by means of a pre-order forest traversal process through all the tree crown regions at the different height levels. Finally, 3D tree crown models of the extracted individual trees are reconstructed. With further analyses on the 3D models of individual tree crowns, important parameters such as crown height range, crown volume and crown contours at the different height levels can be derived. PMID:27879916

Adjustments to forest inventory and analysis estimates of 2001 saw-log volumes for Kentucky

Treesearch

Stanley J. Zarnoch; Jeffery A. Turner

2005-01-01

The 2001 Kentucky Forest Inventory and Analysis survey overestimated hardwood saw-log volume in tree grade 1. This occurred because 2001 field crews classified too many trees as grade 1 trees. Data collected by quality assurance crews were used to generate two types of adjustments, one based on the proportion of trees misclassified and the other on the proportion of...

Southern Pine Beetle Population Dynamics in Trees

Treesearch

Fred M. Stephen

2011-01-01

Successful mass attack of a pine tree by the southern pine beetle (SPB) results in the tree’s death and provides opportunity for colonization of the new phloem resource and reproduction by a new generation of SPBs plus hundreds of associated species of insects, mites, fungi, and nematodes. The within-tree portions of the SPB life history can be divided into component...

Evaluation of the cost-effectiveness of bovine brucellosis surveillance in a disease-free country using stochastic scenario tree modelling.

PubMed

Hénaux, Viviane; Calavas, Didier

2017-01-01

Surveillance systems of exotic infectious diseases aim to ensure transparency about the country-specific animal disease situation (i.e. demonstrate disease freedom) and to identify any introductions. In a context of decreasing resources, evaluation of surveillance efficiency is essential to help stakeholders make relevant decisions about prioritization of measures and funding allocation. This study evaluated the efficiency (sensitivity related to cost) of the French bovine brucellosis surveillance system using stochastic scenario tree models. Cattle herds were categorized into three risk groups based on the annual number of purchases, given that trading is considered as the main route of brucellosis introduction in cattle herds. The sensitivity in detecting the disease and the costs of the current surveillance system, which includes clinical (abortion) surveillance, programmed serological testing and introduction controls, were compared to those of 19 alternative surveillance scenarios. Surveillance costs included veterinary fees and laboratory analyses. The sensitivity over a year of the current surveillance system was predicted to be 91±7% at a design prevalence of 0.01% for a total cost of 14.9±1.8 million €. Several alternative surveillance scenarios, based on clinical surveillance and random or risk-based serological screening in a sample (20%) of the population, were predicted to be at least as sensitive but for a lower cost. Such changes would reduce whole surveillance costs by 20 to 61% annually, and the costs for farmers only would be decreased from about 12.0 million € presently to 5.3-9.0 million € (i.e. 25-56% decrease). Besides, fostering the evolution of the surveillance system in one of these directions would be in agreement with the European regulations and farmers perceptions on brucellosis risk and surveillance.

Evaluation of the cost-effectiveness of bovine brucellosis surveillance in a disease-free country using stochastic scenario tree modelling

PubMed Central

Calavas, Didier

2017-01-01

Surveillance systems of exotic infectious diseases aim to ensure transparency about the country-specific animal disease situation (i.e. demonstrate disease freedom) and to identify any introductions. In a context of decreasing resources, evaluation of surveillance efficiency is essential to help stakeholders make relevant decisions about prioritization of measures and funding allocation. This study evaluated the efficiency (sensitivity related to cost) of the French bovine brucellosis surveillance system using stochastic scenario tree models. Cattle herds were categorized into three risk groups based on the annual number of purchases, given that trading is considered as the main route of brucellosis introduction in cattle herds. The sensitivity in detecting the disease and the costs of the current surveillance system, which includes clinical (abortion) surveillance, programmed serological testing and introduction controls, were compared to those of 19 alternative surveillance scenarios. Surveillance costs included veterinary fees and laboratory analyses. The sensitivity over a year of the current surveillance system was predicted to be 91±7% at a design prevalence of 0.01% for a total cost of 14.9±1.8 million €. Several alternative surveillance scenarios, based on clinical surveillance and random or risk-based serological screening in a sample (20%) of the population, were predicted to be at least as sensitive but for a lower cost. Such changes would reduce whole surveillance costs by 20 to 61% annually, and the costs for farmers only would be decreased from about 12.0 million € presently to 5.3–9.0 million € (i.e. 25–56% decrease). Besides, fostering the evolution of the surveillance system in one of these directions would be in agreement with the European regulations and farmers perceptions on brucellosis risk and surveillance. PMID:28859107

Stochastic hyperfine interactions modeling library-Version 2

NASA Astrophysics Data System (ADS)

Zacate, Matthew O.; Evenson, William E.

2016-02-01

The stochastic hyperfine interactions modeling library (SHIML) provides a set of routines to assist in the development and application of stochastic models of hyperfine interactions. The library provides routines written in the C programming language that (1) read a text description of a model for fluctuating hyperfine fields, (2) set up the Blume matrix, upon which the evolution operator of the system depends, and (3) find the eigenvalues and eigenvectors of the Blume matrix so that theoretical spectra of experimental techniques that measure hyperfine interactions can be calculated. The optimized vector and matrix operations of the BLAS and LAPACK libraries are utilized. The original version of SHIML constructed and solved Blume matrices for methods that measure hyperfine interactions of nuclear probes in a single spin state. Version 2 provides additional support for methods that measure interactions on two different spin states such as Mössbauer spectroscopy and nuclear resonant scattering of synchrotron radiation. Example codes are provided to illustrate the use of SHIML to (1) generate perturbed angular correlation spectra for the special case of polycrystalline samples when anisotropy terms of higher order than A22 can be neglected and (2) generate Mössbauer spectra for polycrystalline samples for pure dipole or pure quadrupole transitions.

Declines in low-elevation subalpine tree populations outpace growth in high-elevation populations with warming

DOE PAGES

Conlisk, Erin; Castanha, Cristina; Germino, Matthew J.; ...

2017-02-08

Species distribution shifts in response to climate change require that recruitment increase beyond current range boundaries. For trees with long life spans, the importance of climate-sensitive seedling establishment to the pace of range shifts has not been demonstrated quantitatively. Using spatially explicit, stochastic population models combined with data from long-term forest surveys, we explored whether the climate-sensitivity of recruitment observed in climate manipulation experiments was sufficient to alter populations and elevation ranges of two widely distributed, high-elevation North American conifers. Empirically observed, warming-driven declines in recruitment led to rapid modelled population declines at the low-elevation, ‘warm edge’ of subalpine forestmore » and slow emergence of populations beyond the high-elevation, ‘cool edge’. Because population declines in the forest occurred much faster than population emergence in the alpine, we observed range contraction for both species. For Engelmann spruce, this contraction was permanent over the modelled time horizon, even in the presence of increased moisture. For limber pine, lower sensitivity to warming may facilitate persistence at low elevations – especially in the presence of increased moisture – and rapid establishment above tree line, and, ultimately, expansion into the alpine. Synthesis. Assuming 21st century warming and no additional moisture, population dynamics in high-elevation forests led to transient range contractions for limber pine and potentially permanent range contractions for Engelmann spruce. Thus, limitations to seedling recruitment with warming can constrain the pace of subalpine tree range shifts.« less

Declines in low-elevation subalpine tree populations outpace growth in high-elevation populations with warming

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

Conlisk, Erin; Castanha, Cristina; Germino, Matthew J.

Species distribution shifts in response to climate change require that recruitment increase beyond current range boundaries. For trees with long life spans, the importance of climate-sensitive seedling establishment to the pace of range shifts has not been demonstrated quantitatively. Using spatially explicit, stochastic population models combined with data from long-term forest surveys, we explored whether the climate-sensitivity of recruitment observed in climate manipulation experiments was sufficient to alter populations and elevation ranges of two widely distributed, high-elevation North American conifers. Empirically observed, warming-driven declines in recruitment led to rapid modelled population declines at the low-elevation, ‘warm edge’ of subalpine forestmore » and slow emergence of populations beyond the high-elevation, ‘cool edge’. Because population declines in the forest occurred much faster than population emergence in the alpine, we observed range contraction for both species. For Engelmann spruce, this contraction was permanent over the modelled time horizon, even in the presence of increased moisture. For limber pine, lower sensitivity to warming may facilitate persistence at low elevations – especially in the presence of increased moisture – and rapid establishment above tree line, and, ultimately, expansion into the alpine. Synthesis. Assuming 21st century warming and no additional moisture, population dynamics in high-elevation forests led to transient range contractions for limber pine and potentially permanent range contractions for Engelmann spruce. Thus, limitations to seedling recruitment with warming can constrain the pace of subalpine tree range shifts.« less

Declines in low-elevation subalpine tree populations outpace growth in high-elevation populations with warming

USGS Publications Warehouse

Conlisk, Erin; Castanha, Cristina; Germino, Matthew J.; Veblen, Thomas T; Smith, Jeremy M.; Kueppers, Lara M.

2017-01-01

Species distribution shifts in response to climate change require that recruitment increase beyond current range boundaries. For trees with long life spans, the importance of climate-sensitive seedling establishment to the pace of range shifts has not been demonstrated quantitatively.Using spatially explicit, stochastic population models combined with data from long-term forest surveys, we explored whether the climate-sensitivity of recruitment observed in climate manipulation experiments was sufficient to alter populations and elevation ranges of two widely distributed, high-elevation North American conifers.Empirically observed, warming-driven declines in recruitment led to rapid modelled population declines at the low-elevation, ‘warm edge’ of subalpine forest and slow emergence of populations beyond the high-elevation, ‘cool edge’. Because population declines in the forest occurred much faster than population emergence in the alpine, we observed range contraction for both species. For Engelmann spruce, this contraction was permanent over the modelled time horizon, even in the presence of increased moisture. For limber pine, lower sensitivity to warming may facilitate persistence at low elevations – especially in the presence of increased moisture – and rapid establishment above tree line, and, ultimately, expansion into the alpine.Synthesis. Assuming 21st century warming and no additional moisture, population dynamics in high-elevation forests led to transient range contractions for limber pine and potentially permanent range contractions for Engelmann spruce. Thus, limitations to seedling recruitment with warming can constrain the pace of subalpine tree range shifts.

Statistical characteristic in time-domain of direct current corona-generated audible noise from conductor in corona cage

NASA Astrophysics Data System (ADS)

Li, Xuebao; Cui, Xiang; Lu, Tiebing; Ma, Wenzuo; Bian, Xingming; Wang, Donglai; Hiziroglu, Huseyin

2016-03-01

The corona-generated audible noise (AN) has become one of decisive factors in the design of high voltage direct current (HVDC) transmission lines. The AN from transmission lines can be attributed to sound pressure pulses which are generated by the multiple corona sources formed on the conductor, i.e., transmission lines. In this paper, a detailed time-domain characteristics of the sound pressure pulses, which are generated by the DC corona discharges formed over the surfaces of a stranded conductors, are investigated systematically in a laboratory settings using a corona cage structure. The amplitude of sound pressure pulse and its time intervals are extracted by observing a direct correlation between corona current pulses and corona-generated sound pressure pulses. Based on the statistical characteristics, a stochastic model is presented for simulating the sound pressure pulses due to DC corona discharges occurring on conductors. The proposed stochastic model is validated by comparing the calculated and measured A-weighted sound pressure level (SPL). The proposed model is then used to analyze the influence of the pulse amplitudes and pulse rate on the SPL. Furthermore, a mathematical relationship is found between the SPL and conductor diameter, electric field, and radial distance.

The natural emergence of asymmetric tree-shaped pathways for cooling of a non-uniformly heated domain

NASA Astrophysics Data System (ADS)

Cetkin, Erdal; Oliani, Alessandro

2015-07-01

Here, we show that the peak temperature on a non-uniformly heated domain can be decreased by embedding a high-conductivity insert in it. The trunk of the high-conductivity insert is in contact with a heat sink. The heat is generated non-uniformly throughout the domain or concentrated in a square spot of length scale 0.1 L0, where L0 is the length scale of the non-uniformly heated domain. Peak and average temperatures are affected by the volume fraction of the high-conductivity material and by the shape of the high-conductivity pathways. This paper uncovers how varying the shape of the symmetric and asymmetric high-conductivity trees affects the overall thermal conductance of the heat generating domain. The tree-shaped high-conductivity inserts tend to grow toward where the heat generation is concentrated in order to minimize the peak temperature, i.e., in order to minimize the resistances to the heat flow. This behaviour of high-conductivity trees is alike with the root growth of the plants and trees. They also tend to grow towards sunlight, and their roots tend to grow towards water and nutrients. This paper uncovers the similarity between biological trees and high-conductivity trees, which is that trees should grow asymmetrically when the boundary conditions are non-uniform. We show here even though all the trees have the same objectives (minimum flow resistance), their shape should not be the same because of the variation in boundary conditions. To sum up, this paper shows that there is a high-conductivity tree design corresponding to minimum peak temperature with fixed constraints and conditions. This result is in accord with the constructal law which states that there should be an optimal design for a given set of conditions and constraints, and this design should be morphed in order to ensure minimum flow resistances as conditions and constraints change.

Site correction of stochastic simulation in southwestern Taiwan

NASA Astrophysics Data System (ADS)

Lun Huang, Cong; Wen, Kuo Liang; Huang, Jyun Yan

2014-05-01

Peak ground acceleration (PGA) of a disastrous earthquake, is concerned both in civil engineering and seismology study. Presently, the ground motion prediction equation is widely used for PGA estimation study by engineers. However, the local site effect is another important factor participates in strong motion prediction. For example, in 1985 the Mexico City, 400km far from the epicenter, suffered massive damage due to the seismic wave amplification from the local alluvial layers. (Anderson et al., 1986) In past studies, the use of stochastic method had been done and showed well performance on the simulation of ground-motion at rock site (Beresnev and Atkinson, 1998a ; Roumelioti and Beresnev, 2003). In this study, the site correction was conducted by the empirical transfer function compared with the rock site response from stochastic point-source (Boore, 2005) and finite-fault (Boore, 2009) methods. The error between the simulated and observed Fourier spectrum and PGA are calculated. Further we compared the estimated PGA to the result calculated from ground motion prediction equation. The earthquake data used in this study is recorded by Taiwan Strong Motion Instrumentation Program (TSMIP) from 1991 to 2012; the study area is located at south-western Taiwan. The empirical transfer function was generated by calculating the spectrum ratio between alluvial site and rock site (Borcheret, 1970). Due to the lack of reference rock site station in this area, the rock site ground motion was generated through stochastic point-source model instead. Several target events were then chosen for stochastic point-source simulating to the halfspace. Then, the empirical transfer function for each station was multiplied to the simulated halfspace response. Finally, we focused on two target events: the 1999 Chi-Chi earthquake (Mw=7.6) and the 2010 Jiashian earthquake (Mw=6.4). Considering the large event may contain with complex rupture mechanism, the asperity and delay time for each sub-fault is to be concerned. Both the stochastic point-source and the finite-fault model were used to check the result of our correction.

Tree growth visualization

Treesearch

L. Linsen; B.J. Karis; E.G. McPherson; B. Hamann

2005-01-01

In computer graphics, models describing the fractal branching structure of trees typically exploit the modularity of tree structures. The models are based on local production rules, which are applied iteratively and simultaneously to create a complex branching system. The objective is to generate three-dimensional scenes of often many realistic- looking and non-...

Towards Verification of Operational Procedures Using Auto-Generated Diagnostic Trees

NASA Technical Reports Server (NTRS)

Kurtoglu, Tolga; Lutz, Robyn; Patterson-Hine, Ann

2009-01-01

The design, development, and operation of complex space, lunar and planetary exploration systems require the development of general procedures that describe a detailed set of instructions capturing how mission tasks are performed. For both crewed and uncrewed NASA systems, mission safety and the accomplishment of the scientific mission objectives are highly dependent on the correctness of procedures. In this paper, we describe how to use the auto-generated diagnostic trees from existing diagnostic models to improve the verification of standard operating procedures. Specifically, we introduce a systematic method, namely the Diagnostic Tree for Verification (DTV), developed with the goal of leveraging the information contained within auto-generated diagnostic trees in order to check the correctness of procedures, to streamline the procedures in terms of reducing the number of steps or use of resources in them, and to propose alternative procedural steps adaptive to changing operational conditions. The application of the DTV method to a spacecraft electrical power system shows the feasibility of the approach and its range of capabilities

Stochastic dynamic modeling of regular and slow earthquakes

NASA Astrophysics Data System (ADS)

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

2017-12-01

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

f-treeGC: a questionnaire-based family tree-creation software for genetic counseling and genome cohort studies.

PubMed

Tokutomi, Tomoharu; Fukushima, Akimune; Yamamoto, Kayono; Bansho, Yasushi; Hachiya, Tsuyoshi; Shimizu, Atsushi

2017-07-14

The Tohoku Medical Megabank project aims to create a next-generation personalized healthcare system by conducting large-scale genome-cohort studies involving three generations of local residents in the areas affected by the Great East Japan Earthquake. We collected medical and genomic information for developing a biobank to be used for this healthcare system. We designed a questionnaire-based pedigree-creation software program named "f-treeGC," which enables even less experienced medical practitioners to accurately and rapidly collect family health history and create pedigree charts. f-treeGC may be run on Adobe AIR. Pedigree charts are created in the following manner: 1) At system startup, the client is prompted to provide required information on the presence or absence of children; f-treeGC is capable of creating a pedigree up to three generations. 2) An interviewer fills out a multiple-choice questionnaire on genealogical information. 3) The information requested includes name, age, gender, general status, infertility status, pregnancy status, fetal status, and physical features or health conditions of individuals over three generations. In addition, information regarding the client and the proband, and birth order information, including multiple gestation, custody, multiple individuals, donor or surrogate, adoption, and consanguinity may be included. 4) f-treeGC shows only marriages between first cousins via the overlay function. 5) f-treeGC automatically creates a pedigree chart, and the chart-creation process is visible for inspection on the screen in real time. 6) The genealogical data may be saved as a file in the original format. The created/modified date and time may be changed as required, and the file may be password-protected and/or saved in read-only format. To enable sorting or searching from the database, the file name automatically contains the terms typed into the entry fields, including physical features or health conditions, by default. 7) Alternatively, family histories are collected using a completed foldable interview paper sheet named "f-sheet", which is identical to the questionnaire in f-treeGC. We developed a questionnaire-based family tree-creation software, named f-treeGC, which is fully compliant with international recommendations for standardized human pedigree nomenclature. The present software simplifies the process of collecting family histories and pedigrees, and has a variety of uses, from genome cohort studies or primary care to genetic counseling.

Gambling with Superconducting Fluctuations

NASA Astrophysics Data System (ADS)

Foltyn, Marek; Zgirski, Maciej

2015-08-01

Josephson junctions and superconducting nanowires, when biased close to superconducting critical current, can switch to a nonzero voltage state by thermal or quantum fluctuations. The process is understood as an escape of a Brownian particle from a metastable state. Since this effect is fully stochastic, we propose to use it for generating random numbers. We present protocol for obtaining random numbers and test the experimentally harvested data for their fidelity. Our work is prerequisite for using the Josephson junction as a tool for stochastic (probabilistic) determination of physical parameters such as magnetic flux, temperature, and current.

Light Optics for Optical Stochastic Cooling

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

Andorf, Matthew; Lebedev, Valeri; Piot, Philippe

2016-06-01

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

Power Laws in Stochastic Processes for Social Phenomena: An Introductory Review

NASA Astrophysics Data System (ADS)

Kumamoto, Shin-Ichiro; Kamihigashi, Takashi

2018-03-01

Many phenomena with power laws have been observed in various fields of the natural and social sciences, and these power laws are often interpreted as the macro behaviors of systems that consist of micro units. In this paper, we review some basic mathematical mechanisms that are known to generate power laws. In particular, we focus on stochastic processes including the Yule process and the Simon process as well as some recent models. The main purpose of this paper is to explain the mathematical details of their mechanisms in a self-contained manner.

Hybrid deterministic-stochastic modeling of x-ray beam bowtie filter scatter on a CT system.

PubMed

Liu, Xin; Hsieh, Jiang

2015-01-01

Knowledge of scatter generated by bowtie filter (i.e. x-ray beam compensator) is crucial for providing artifact free images on the CT scanners. Our approach is to use a hybrid deterministic-stochastic simulation to estimate the scatter level generated by a bowtie filter made of a material with low atomic number. First, major components of CT systems, such as source, flat filter, bowtie filter, body phantom, are built into a 3D model. The scattered photon fluence and the primary transmitted photon fluence are simulated by MCNP - a Monte Carlo simulation toolkit. The rejection of scattered photon by the post patient collimator (anti-scatter grid) is simulated with an analytical formula. The biased sinogram is created by superimposing scatter signal generated by the simulation onto the primary x-ray beam signal. Finally, images with artifacts are reconstructed with the biased signal. The effect of anti-scatter grid height on scatter rejection are also discussed and demonstrated.

Microgrid energy dispatching for industrial zones with renewable generations and electric vehicles via stochastic optimization and learning

NASA Astrophysics Data System (ADS)

Zhang, Kai; Li, Jingzhi; He, Zhubin; Yan, Wanfeng

2018-07-01

In this paper, a stochastic optimization framework is proposed to address the microgrid energy dispatching problem with random renewable generation and vehicle activity pattern, which is closer to the practical applications. The patterns of energy generation, consumption and storage availability are all random and unknown at the beginning, and the microgrid controller design (MCD) is formulated as a Markov decision process (MDP). Hence, an online learning-based control algorithm is proposed for the microgrid, which could adapt the control policy with increasing knowledge of the system dynamics and converges to the optimal algorithm. We adopt the linear approximation idea to decompose the original value functions as the summation of each per-battery value function. As a consequence, the computational complexity is significantly reduced from exponential growth to linear growth with respect to the size of battery states. Monte Carlo simulation of different scenarios demonstrates the effectiveness and efficiency of our algorithm.

Stochastic Modeling of Airlines' Scheduled Services Revenue

NASA Technical Reports Server (NTRS)

Hamed, M. M.

1999-01-01

Airlines' revenue generated from scheduled services account for the major share in the total revenue. As such, predicting airlines' total scheduled services revenue is of great importance both to the governments (in case of national airlines) and private airlines. This importance stems from the need to formulate future airline strategic management policies, determine government subsidy levels, and formulate governmental air transportation policies. The prediction of the airlines' total scheduled services revenue is dealt with in this paper. Four key components of airline's scheduled services are considered. These include revenues generated from passenger, cargo, mail, and excess baggage. By addressing the revenue generated from each schedule service separately, air transportation planners and designers arc able to enhance their ability to formulate specific strategies for each component. Estimation results clearly indicate that the four stochastic processes (scheduled services components) are represented by different Box-Jenkins ARIMA models. The results demonstrate the appropriateness of the developed models and their ability to provide air transportation planners with future information vital to the planning and design processes.

Stochastic Modeling of Airlines' Scheduled Services Revenue

NASA Technical Reports Server (NTRS)

Hamed, M. M.

1999-01-01

Airlines' revenue generated from scheduled services account for the major share in the total revenue. As such, predicting airlines' total scheduled services revenue is of great importance both to the governments (in case of national airlines) and private airlines. This importance stems from the need to formulate future airline strategic management policies, determine government subsidy levels, and formulate governmental air transportation policies. The prediction of the airlines' total scheduled services revenue is dealt with in this paper. Four key components of airline's scheduled services are considered. These include revenues generated from passenger, cargo, mail, and excess baggage. By addressing the revenue generated from each schedule service separately, air transportation planners and designers are able to enhance their ability to formulate specific strategies for each component. Estimation results clearly indicate that the four stochastic processes (scheduled services components) are represented by different Box-Jenkins ARIMA models. The results demonstrate the appropriateness of the developed models and their ability to provide air transportation planners with future information vital to the planning and design processes.

Comparing species tree estimation with large anchored phylogenomic and small Sanger-sequenced molecular datasets: an empirical study on Malagasy pseudoxyrhophiine snakes.

PubMed

Ruane, Sara; Raxworthy, Christopher J; Lemmon, Alan R; Lemmon, Emily Moriarty; Burbrink, Frank T

2015-10-12

Using molecular data generated by high throughput next generation sequencing (NGS) platforms to infer phylogeny is becoming common as costs go down and the ability to capture loci from across the genome goes up. While there is a general consensus that greater numbers of independent loci should result in more robust phylogenetic estimates, few studies have compared phylogenies resulting from smaller datasets for commonly used genetic markers with the large datasets captured using NGS. Here, we determine how a 5-locus Sanger dataset compares with a 377-locus anchored genomics dataset for understanding the evolutionary history of the pseudoxyrhophiine snake radiation centered in Madagascar. The Pseudoxyrhophiinae comprise ~86 % of Madagascar's serpent diversity, yet they are poorly known with respect to ecology, behavior, and systematics. Using the 377-locus NGS dataset and the summary statistics species-tree methods STAR and MP-EST, we estimated a well-supported species tree that provides new insights concerning intergeneric relationships for the pseudoxyrhophiines. We also compared how these and other methods performed with respect to estimating tree topology using datasets with varying numbers of loci. Using Sanger sequencing and an anchored phylogenomics approach, we sequenced datasets comprised of 5 and 377 loci, respectively, for 23 pseudoxyrhophiine taxa. For each dataset, we estimated phylogenies using both gene-tree (concatenation) and species-tree (STAR, MP-EST) approaches. We determined the similarity of resulting tree topologies from the different datasets using Robinson-Foulds distances. In addition, we examined how subsets of these data performed compared to the complete Sanger and anchored datasets for phylogenetic accuracy using the same tree inference methodologies, as well as the program *BEAST to determine if a full coalescent model for species tree estimation could generate robust results with fewer loci compared to the summary statistics species tree approaches. We also examined the individual gene trees in comparison to the 377-locus species tree using the program MetaTree. Using the full anchored dataset under a variety of methods gave us the same, well-supported phylogeny for pseudoxyrhophiines. The African pseudoxyrhophiine Duberria is the sister taxon to the Malagasy pseudoxyrhophiines genera, providing evidence for a monophyletic radiation in Madagascar. In addition, within Madagascar, the two major clades inferred correspond largely to the aglyphous and opisthoglyphous genera, suggesting that feeding specializations associated with tooth venom delivery may have played a major role in the early diversification of this radiation. The comparison of tree topologies from the concatenated and species-tree methods using different datasets indicated the 5-locus dataset cannot beused to infer a correct phylogeny for the pseudoxyrhophiines under any method tested here and that summary statistics methods require 50 or more loci to consistently recover the species-tree inferred using the complete anchored dataset. However, as few as 15 loci may infer the correct topology when using the full coalescent species tree method *BEAST. MetaTree analyses of each gene tree from the Sanger and anchored datasets found that none of the individual gene trees matched the 377-locus species tree, and that no gene trees were identical with respect to topology. Our results suggest that ≥50 loci may be necessary to confidently infer phylogenies when using summaryspecies-tree methods, but that the coalescent-based method *BEAST consistently recovers the same topology using only 15 loci. These results reinforce that datasets with small numbers of markers may result in misleading topologies, and further, that the method of inference used to generate a phylogeny also has a major influence on the number of loci necessary to infer robust species trees.

Wind noise under a pine tree canopy.

PubMed

Raspet, Richard; Webster, Jeremy

2015-02-01

It is well known that infrasonic wind noise levels are lower for arrays placed in forests and under vegetation than for those in open areas. In this research, the wind noise levels, turbulence spectra, and wind velocity profiles are measured in a pine forest. A prediction of the wind noise spectra from the measured meteorological parameters is developed based on recent research on wind noise above a flat plane. The resulting wind noise spectrum is the sum of the low frequency wind noise generated by the turbulence-shear interaction near and above the tops of the trees and higher frequency wind noise generated by the turbulence-turbulence interaction near the ground within the tree layer. The convection velocity of the low frequency wind noise corresponds to the wind speed above the trees while the measurements showed that the wind noise generated by the turbulence-turbulence interaction is near stationary and is generated by the slow moving turbulence adjacent to the ground. Comparison of the predicted wind noise spectrum with the measured wind noise spectrum shows good agreement for four measurement sets. The prediction can be applied to meteorological estimates to predict the wind noise under other pine forests.

jsPhyloSVG: a javascript library for visualizing interactive and vector-based phylogenetic trees on the web.

PubMed

Smits, Samuel A; Ouverney, Cleber C

2010-08-18

Many software packages have been developed to address the need for generating phylogenetic trees intended for print. With an increased use of the web to disseminate scientific literature, there is a need for phylogenetic trees to be viewable across many types of devices and feature some of the interactive elements that are integral to the browsing experience. We propose a novel approach for publishing interactive phylogenetic trees. We present a javascript library, jsPhyloSVG, which facilitates constructing interactive phylogenetic trees from raw Newick or phyloXML formats directly within the browser in Scalable Vector Graphics (SVG) format. It is designed to work across all major browsers and renders an alternative format for those browsers that do not support SVG. The library provides tools for building rectangular and circular phylograms with integrated charting. Interactive features may be integrated and made to respond to events such as clicks on any element of the tree, including labels. jsPhyloSVG is an open-source solution for rendering dynamic phylogenetic trees. It is capable of generating complex and interactive phylogenetic trees across all major browsers without the need for plugins. It is novel in supporting the ability to interpret the tree inference formats directly, exposing the underlying markup to data-mining services. The library source code, extensive documentation and live examples are freely accessible at www.jsphylosvg.com.

Detecting evolutionary forces in language change.

PubMed

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

2017-11-09

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

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.

Effectiveness Testing of a Piezoelectric Energy Harvester for an Automobile Wheel Using Stochastic Resonance

PubMed Central

Zhang, Yunshun; Zheng, Rencheng; Shimono, Keisuke; Kaizuka, Tsutomu; Nakano, Kimihiko

2016-01-01

The collection of clean power from ambient vibrations is considered a promising method for energy harvesting. For the case of wheel rotation, the present study investigates the effectiveness of a piezoelectric energy harvester, with the application of stochastic resonance to optimize the efficiency of energy harvesting. It is hypothesized that when the wheel rotates at variable speeds, the energy harvester is subjected to on-road noise as ambient excitations and a tangentially acting gravity force as a periodic modulation force, which can stimulate stochastic resonance. The energy harvester was miniaturized with a bistable cantilever structure, and the on-road noise was measured for the implementation of a vibrator in an experimental setting. A validation experiment revealed that the harvesting system was optimized to capture power that was approximately 12 times that captured under only on-road noise excitation and 50 times that captured under only the periodic gravity force. Moreover, the investigation of up-sweep excitations with increasing rotational frequency confirmed that stochastic resonance is effective in optimizing the performance of the energy harvester, with a certain bandwidth of vehicle speeds. An actual-vehicle experiment validates that the prototype harvester using stochastic resonance is capable of improving power generation performance for practical tire application. PMID:27763522

Effectiveness Testing of a Piezoelectric Energy Harvester for an Automobile Wheel Using Stochastic Resonance.

PubMed

Zhang, Yunshun; Zheng, Rencheng; Shimono, Keisuke; Kaizuka, Tsutomu; Nakano, Kimihiko

2016-10-17

The collection of clean power from ambient vibrations is considered a promising method for energy harvesting. For the case of wheel rotation, the present study investigates the effectiveness of a piezoelectric energy harvester, with the application of stochastic resonance to optimize the efficiency of energy harvesting. It is hypothesized that when the wheel rotates at variable speeds, the energy harvester is subjected to on-road noise as ambient excitations and a tangentially acting gravity force as a periodic modulation force, which can stimulate stochastic resonance. The energy harvester was miniaturized with a bistable cantilever structure, and the on-road noise was measured for the implementation of a vibrator in an experimental setting. A validation experiment revealed that the harvesting system was optimized to capture power that was approximately 12 times that captured under only on-road noise excitation and 50 times that captured under only the periodic gravity force. Moreover, the investigation of up-sweep excitations with increasing rotational frequency confirmed that stochastic resonance is effective in optimizing the performance of the energy harvester, with a certain bandwidth of vehicle speeds. An actual-vehicle experiment validates that the prototype harvester using stochastic resonance is capable of improving power generation performance for practical tire application.

Effects of Elongation on Stochastic Layer and Magnetic Footprint in Divertor Tokamaks

NASA Astrophysics Data System (ADS)

Wadi, Hasina; Jones, Morgin; Ali, Halima; Punjabi, Alkesh

2007-11-01

An area-preserving map is constructed to calculate effects of elongation on the stochastic layer and magnetic footprint in divertor tokamaks. The generating function for the map is S(x,y) = -(1/2)α^2y^2 (1-y^2/2a^2)+(1/2)β^2x^2. Method of maps developed by Punjabi and Boozer [1,2] is used to construct the map and to calculate the stochastic layer and the magnetic footprints. The poloidal magnetic flux inside the ideal separatrix and the safety factor profile are held constant, and elongation is varied by (1) varying the width of separatrix surface in the midplane keeping the height fixed, and (2) varying the height keeping the width of separatrix surface fixed. As the width is increased, the stochastic layer and the footprint become narrower. As the height is increased, the width of stochastic layer and the footprint become narrower. Detailed results of this study will be presented. This work is supported by US DOE OFES DE-FG02-01ER54624 and DE-FG02-04ER54793. [1] A. Punjabi, A. Verma, and A. Boozer, Phys Rev Lett, 69, 3322-3325 (1992). [2] A. Punjabi, H. Ali, T. Evans, and A. Boozer, Phys Lett A 364 140--145 (2007).

Genomics-assisted breeding in fruit trees.

PubMed

Iwata, Hiroyoshi; Minamikawa, Mai F; Kajiya-Kanegae, Hiromi; Ishimori, Motoyuki; Hayashi, Takeshi

2016-01-01

Recent advancements in genomic analysis technologies have opened up new avenues to promote the efficiency of plant breeding. Novel genomics-based approaches for plant breeding and genetics research, such as genome-wide association studies (GWAS) and genomic selection (GS), are useful, especially in fruit tree breeding. The breeding of fruit trees is hindered by their long generation time, large plant size, long juvenile phase, and the necessity to wait for the physiological maturity of the plant to assess the marketable product (fruit). In this article, we describe the potential of genomics-assisted breeding, which uses these novel genomics-based approaches, to break through these barriers in conventional fruit tree breeding. We first introduce the molecular marker systems and whole-genome sequence data that are available for fruit tree breeding. Next we introduce the statistical methods for biparental linkage and quantitative trait locus (QTL) mapping as well as GWAS and GS. We then review QTL mapping, GWAS, and GS studies conducted on fruit trees. We also review novel technologies for rapid generation advancement. Finally, we note the future prospects of genomics-assisted fruit tree breeding and problems that need to be overcome in the breeding.

Genomics-assisted breeding in fruit trees

PubMed Central

Iwata, Hiroyoshi; Minamikawa, Mai F.; Kajiya-Kanegae, Hiromi; Ishimori, Motoyuki; Hayashi, Takeshi

2016-01-01

Recent advancements in genomic analysis technologies have opened up new avenues to promote the efficiency of plant breeding. Novel genomics-based approaches for plant breeding and genetics research, such as genome-wide association studies (GWAS) and genomic selection (GS), are useful, especially in fruit tree breeding. The breeding of fruit trees is hindered by their long generation time, large plant size, long juvenile phase, and the necessity to wait for the physiological maturity of the plant to assess the marketable product (fruit). In this article, we describe the potential of genomics-assisted breeding, which uses these novel genomics-based approaches, to break through these barriers in conventional fruit tree breeding. We first introduce the molecular marker systems and whole-genome sequence data that are available for fruit tree breeding. Next we introduce the statistical methods for biparental linkage and quantitative trait locus (QTL) mapping as well as GWAS and GS. We then review QTL mapping, GWAS, and GS studies conducted on fruit trees. We also review novel technologies for rapid generation advancement. Finally, we note the future prospects of genomics-assisted fruit tree breeding and problems that need to be overcome in the breeding. PMID:27069395

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.

Parallel stochastic simulation of macroscopic calcium currents.

PubMed

González-Vélez, Virginia; González-Vélez, Horacio

2007-06-01

This work introduces MACACO, a macroscopic calcium currents simulator. It provides a parameter-sweep framework which computes macroscopic Ca(2+) currents from the individual aggregation of unitary currents, using a stochastic model for L-type Ca(2+) channels. MACACO uses a simplified 3-state Markov model to simulate the response of each Ca(2+) channel to different voltage inputs to the cell. In order to provide an accurate systematic view for the stochastic nature of the calcium channels, MACACO is composed of an experiment generator, a central simulation engine and a post-processing script component. Due to the computational complexity of the problem and the dimensions of the parameter space, the MACACO simulation engine employs a grid-enabled task farm. Having been designed as a computational biology tool, MACACO heavily borrows from the way cell physiologists conduct and report their experimental work.

Optimal Strategy for Integrated Dynamic Inventory Control and Supplier Selection in Unknown Environment via Stochastic Dynamic Programming

NASA Astrophysics Data System (ADS)

Sutrisno; Widowati; Solikhin

2016-06-01

In this paper, we propose a mathematical model in stochastic dynamic optimization form to determine the optimal strategy for an integrated single product inventory control problem and supplier selection problem where the demand and purchasing cost parameters are random. For each time period, by using the proposed model, we decide the optimal supplier and calculate the optimal product volume purchased from the optimal supplier so that the inventory level will be located at some point as close as possible to the reference point with minimal cost. We use stochastic dynamic programming to solve this problem and give several numerical experiments to evaluate the model. From the results, for each time period, the proposed model was generated the optimal supplier and the inventory level was tracked the reference point well.

Symmetries and stochastic symmetry breaking in multifractal geophysics: analysis and simulation with the help of the Lévy-Clifford algebra of cascade generators..

NASA Astrophysics Data System (ADS)

Schertzer, D. J. M.; Tchiguirinskaia, I.

2016-12-01

Multifractal fields, whose definition is rather independent of their domain dimension, have opened a new approach of geophysics enabling to explore its spatial extension that is of prime importance as underlined by the expression "spatial chaos". However multifractals have been until recently restricted to be scalar valued, i.e. to one-dimensional codomains. This has prevented to deal with the key question of complex component interactions and their non trivial symmetries. We first emphasize that the Lie algebra of stochastic generators of cascade processes enables us to generalize multifractals to arbitrarily large codomains, e.g. flows of vector fields on large dimensional manifolds. In particular, we have recently investigated the neat example of stable Levy generators on Clifford algebra that have a number of seductive properties, e.g. universal statistical and robust algebra properties, both defining the basic symmetries of the corresponding fields (Schertzer and Tchiguirinskaia, 2015). These properties provide a convenient multifractal framework to study both the symmetries of the fields and how they stochastically break the symmetries of the underlying equations due to boundary conditions, large scale rotations and forcings. These developments should help us to answer to challenging questions such as the climatology of (exo-) planets based on first principles (Pierrehumbert, 2013), to fully address the question of the limitations of quasi- geostrophic turbulence (Schertzer et al., 2012) and to explore the peculiar phenomenology of turbulent dynamics of the atmosphere or oceans that is neither two- or three-dimensional. Pierrehumbert, R.T., 2013. Strange news from other stars. Nature Geoscience, 6(2), pp.8183. Schertzer, D. et al., 2012. Quasi-geostrophic turbulence and generalized scale invariance, a theoretical reply. Atmos. Chem. Phys., 12, pp.327336. Schertzer, D. & Tchiguirinskaia, I., 2015. Multifractal vector fields and stochastic Clifford algebra. Chaos: An Interdisciplinary Journal of Nonlinear Science, 25(12), p.123127

Employing Eigenvalue Ratios to Generate Prior Fracture-like Features for Stochastic Hydrogeophysical Characterization of a Fractured Aquifer System

NASA Astrophysics Data System (ADS)

Brewster, J.; Oware, E. K.

2017-12-01

Groundwater hosted in fractured rocks constitutes almost 65% of the principal aquifers in the US. The exploitation and contaminant management of fractured aquifers require fracture flow and transport modeling, which in turn requires a detailed understanding of the structure of the aquifer. The widely used equivalent porous medium approach to modeling fractured aquifer systems is inadequate to accurately predict fracture transport processes due to the averaging of the sharp lithological contrast between the matrix and the fractures. The potential of geophysical imaging (GI) to estimate spatially continuous subsurface profiles in a minimally invasive fashion is well proven. Conventional deterministic GI strategies, however, produce geologically unrealistic, smoothed-out results due to commonly enforced smoothing constraints. Stochastic GI of fractured aquifers is becoming increasing appealing due to its ability to recover realistic fracture features while providing multiple likely realizations that enable uncertainty assessment. Generating prior spatial features consistent with the expected target structures is crucial in stochastic imaging. We propose to utilize eigenvalue ratios to resolve the elongated fracture features expected in a fractured aquifer system. Eigenvalues capture the major and minor directions of variability in a region, which can be employed to evaluate shape descriptors, such as eccentricity (elongation) and orientation of features in the region. Eccentricity ranges from zero to one, representing a circularly sharped to a line feature, respectively. Here, we apply eigenvalue ratios to define a joint objective parameter consisting of eccentricity (shape) and direction terms to guide the generation of prior fracture-like features in some predefined principal directions for stochastic GI. Preliminary unconditional, synthetic experiments reveal the potential of the algorithm to simulate prior fracture-like features. We illustrate the strategy with a 2D, cross-borehole electrical resistivity tomography (ERT) in a fractured aquifer at the UB Environmental Geophysics Imaging Site, with tomograms validated with gamma and caliper logs obtained from the two ERT wells.

Rare itemsets mining algorithm based on RP-Tree and spark framework

NASA Astrophysics Data System (ADS)

Liu, Sainan; Pan, Haoan

2018-05-01

For the issues of the rare itemsets mining in big data, this paper proposed a rare itemsets mining algorithm based on RP-Tree and Spark framework. Firstly, it arranged the data vertically according to the transaction identifier, in order to solve the defects of scan the entire data set, the vertical datasets are divided into frequent vertical datasets and rare vertical datasets. Then, it adopted the RP-Tree algorithm to construct the frequent pattern tree that contains rare items and generate rare 1-itemsets. After that, it calculated the support of the itemsets by scanning the two vertical data sets, finally, it used the iterative process to generate rare itemsets. The experimental show that the algorithm can effectively excavate rare itemsets and have great superiority in execution time.

Genetic code, hamming distance and stochastic matrices.

PubMed

He, Matthew X; Petoukhov, Sergei V; Ricci, Paolo E

2004-09-01

In this paper we use the Gray code representation of the genetic code C=00, U=10, G=11 and A=01 (C pairs with G, A pairs with U) to generate a sequence of genetic code-based matrices. In connection with these code-based matrices, we use the Hamming distance to generate a sequence of numerical matrices. We then further investigate the properties of the numerical matrices and show that they are doubly stochastic and symmetric. We determine the frequency distributions of the Hamming distances, building blocks of the matrices, decomposition and iterations of matrices. We present an explicit decomposition formula for the genetic code-based matrix in terms of permutation matrices, which provides a hypercube representation of the genetic code. It is also observed that there is a Hamiltonian cycle in a genetic code-based hypercube.

Pure Gaussian state generation via dissipation: a quantum stochastic differential equation approach.

PubMed

Yamamoto, Naoki

2012-11-28

Recently, the complete characterization of a general Gaussian dissipative system having a unique pure steady state was obtained. This result provides a clear guideline for engineering an environment such that the dissipative system has a desired pure steady state such as a cluster state. In this paper, we describe the system in terms of a quantum stochastic differential equation (QSDE) so that the environment channels can be explicitly dealt with. Then, a physical meaning of that characterization, which cannot be seen without the QSDE representation, is clarified; more specifically, the nullifier dynamics of any Gaussian system generating a unique pure steady state is passive. In addition, again based on the QSDE framework, we provide a general and practical method to implement a desired dissipative Gaussian system, which has a structure of quantum state transfer.

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

NASA Astrophysics Data System (ADS)

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

2018-02-01

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

Great Britain Storm Surge Modeling for a 10,000-Year Stochastic Catalog with the Effect of Sea Level Rise

NASA Astrophysics Data System (ADS)

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

2017-12-01

Storm surge caused by Extratropical Cyclones (ETCs) has significantly impacted not only the life of private citizens but also the insurance and reinsurance industry in Great Britain. The storm surge risk assessment requires a larger dataset of storms than the limited recorded historical ETCs. Thus, historical ETCs were perturbed to generate a 10,000-year stochastic catalog that accounts for surge-generating ETCs in the study area with return periods from one year to 10,000 years. Delft3D-Flexible Mesh hydrodynamic model was used to numerically simulate the storm surge along the Great Britain coastline. A nested grid technique was used to increase the simulation grid resolution up to 200 m near the highly populated coastal areas. Coarse and fine mesh models were calibrated and validated using historical recorded water elevations. Then, numerical simulations were performed on a 10,000-year stochastic catalog. The 50-, 100-, and 500-year return period maps were generated for Great Britain coastal areas. The corresponding events with return periods of 50-, 100-, and 500-years in Humber Bay and Thames River coastal areas were identified, and simulated with the consideration of projected sea level rises to reveal the effect of rising sea levels on the inundation return period maps in two highly-populated coastal areas. Finally, the return period of Storm Xaver (2013) was determined with and without the effect of rising sea levels.

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

PubMed Central

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

2016-01-01

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

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

PubMed

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

2016-09-15

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

Effective long wavelength scalar dynamics in de Sitter

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

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

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

Estimating and validating ground-based timber harvesting production through computer simulation

Treesearch

Jingxin Wang; Chris B. LeDoux

2003-01-01

Estimating ground-based timber harvesting systems production with an object oriented methodology was investigated. The estimation model developed generates stands of trees, simulates chain saw, drive-to-tree feller-buncher, swing-to-tree single-grip harvester felling, and grapple skidder and forwarder extraction activities, and analyzes costs and productivity. It also...

Survival of tree seedligns across space and time: estimates from long-term count data

Treesearch

Brian Beckage; Michael Lavina; James S. Clark

2005-01-01

Tree diversity in forests may be maintained by variability in seedling recruitment. Although forest ecologists have emphasized the importance of canopy gaps in generating spatial variability that might promote tree regeneration, the effects of canopy gaps on seedling recruitment may be offset by dense forest understories.Large annual...

Ecosystem-based management treatments

Treesearch

Stephen F. Arno

1999-01-01

At Lick Creek, from 1906 until the 1980’s carefully guided harvesting had selectively removed large trees, retaining vigorous ones but allowing unmerchantable small trees to proliferate. The small trees were occasionally thinned by hand, but this was expensive and generated hazardous slash fuels. In contrast, for hundreds if not thousands of years prior to 1900,...

Tree Hydraulics: How Sap Rises

ERIC Educational Resources Information Center

Denny, Mark

2012-01-01

Trees transport water from roots to crown--a height that can exceed 100 m. The physics of tree hydraulics can be conveyed with simple fluid dynamics based upon the Hagen-Poiseuille equation and Murray's law. Here the conduit structure is modelled as conical pipes and as branching pipes. The force required to lift sap is generated mostly by…

Fels-Rand: an Xlisp-Stat program for the comparative analysis of data under phylogenetic uncertainty.

PubMed

Blomberg, S

2000-11-01

Currently available programs for the comparative analysis of phylogenetic data do not perform optimally when the phylogeny is not completely specified (i.e. the phylogeny contains polytomies). Recent literature suggests that a better way to analyse the data would be to create random trees from the known phylogeny that are fully-resolved but consistent with the known tree. A computer program is presented, Fels-Rand, that performs such analyses. A randomisation procedure is used to generate trees that are fully resolved but whose structure is consistent with the original tree. Statistics are then calculated on a large number of these randomly-generated trees. Fels-Rand uses the object-oriented features of Xlisp-Stat to manipulate internal tree representations. Xlisp-Stat's dynamic graphing features are used to provide heuristic tools to aid in analysis, particularly outlier analysis. The usefulness of Xlisp-Stat as a system for phylogenetic computation is discussed. Available from the author or at http://www.uq.edu.au/~ansblomb/Fels-Rand.sit.hqx. Xlisp-Stat is available from http://stat.umn.edu/~luke/xls/xlsinfo/xlsinfo.html. s.blomberg@abdn.ac.uk

Automated construction of arterial and venous trees in retinal images

PubMed Central

Hu, Qiao; Abràmoff, Michael D.; Garvin, Mona K.

2015-01-01

Abstract. While many approaches exist to segment retinal vessels in fundus photographs, only a limited number focus on the construction and disambiguation of arterial and venous trees. Previous approaches are local and/or greedy in nature, making them susceptible to errors or limiting their applicability to large vessels. We propose a more global framework to generate arteriovenous trees in retinal images, given a vessel segmentation. In particular, our approach consists of three stages. The first stage is to generate an overconnected vessel network, named the vessel potential connectivity map (VPCM), consisting of vessel segments and the potential connectivity between them. The second stage is to disambiguate the VPCM into multiple anatomical trees, using a graph-based metaheuristic algorithm. The third stage is to classify these trees into arterial or venous (A/V) trees. We evaluated our approach with a ground truth built based on a public database, showing a pixel-wise classification accuracy of 88.15% using a manual vessel segmentation as input, and 86.11% using an automatic vessel segmentation as input. PMID:26636114

Model-based clustering for RNA-seq data.

PubMed

Si, Yaqing; Liu, Peng; Li, Pinghua; Brutnell, Thomas P

2014-01-15

RNA-seq technology has been widely adopted as an attractive alternative to microarray-based methods to study global gene expression. However, robust statistical tools to analyze these complex datasets are still lacking. By grouping genes with similar expression profiles across treatments, cluster analysis provides insight into gene functions and networks, and hence is an important technique for RNA-seq data analysis. In this manuscript, we derive clustering algorithms based on appropriate probability models for RNA-seq data. An expectation-maximization algorithm and another two stochastic versions of expectation-maximization algorithms are described. In addition, a strategy for initialization based on likelihood is proposed to improve the clustering algorithms. Moreover, we present a model-based hybrid-hierarchical clustering method to generate a tree structure that allows visualization of relationships among clusters as well as flexibility of choosing the number of clusters. Results from both simulation studies and analysis of a maize RNA-seq dataset show that our proposed methods provide better clustering results than alternative methods such as the K-means algorithm and hierarchical clustering methods that are not based on probability models. An R package, MBCluster.Seq, has been developed to implement our proposed algorithms. This R package provides fast computation and is publicly available at http://www.r-project.org

Semiautomated landscape feature extraction and modeling

NASA Astrophysics Data System (ADS)

Wasilewski, Anthony A.; Faust, Nickolas L.; Ribarsky, William

2001-08-01

We have developed a semi-automated procedure for generating correctly located 3D tree objects form overhead imagery. Cross-platform software partitions arbitrarily large, geocorrected and geolocated imagery into management sub- images. The user manually selected tree areas from one or more of these sub-images. Tree group blobs are then narrowed to lines using a special thinning algorithm which retains the topology of the blobs, and also stores the thickness of the parent blob. Maxima along these thinned tree grous are found, and used as individual tree locations within the tree group. Magnitudes of the local maxima are used to scale the radii of the tree objects. Grossly overlapping trees are culled based on a comparison of tree-tree distance to combined radii. Tree color is randomly selected based on the distribution of sample tree pixels, and height is estimated form tree radius. The final tree objects are then inserted into a terrain database which can be navigated by VGIS, a high-resolution global terrain visualization system developed at Georgia Tech.

Stochastic characteristics of different duration annual maximum rainfall and its spatial difference in China based on information entropy

NASA Astrophysics Data System (ADS)

Li, X.; Sang, Y. F.

2017-12-01

Mountain torrents, urban floods and other disasters caused by extreme precipitation bring great losses to the ecological environment, social and economic development, people's lives and property security. So there is of great significance to floods prevention and control by the study of its spatial distribution. Based on the annual maximum rainfall data of 60min, 6h and 24h, the paper generate long sequences following Pearson-III distribution, and then use the information entropy index to study the spatial distribution and difference of different duration. The results show that the information entropy value of annual maximum rainfall in the south region is greater than that in the north region, indicating more obvious stochastic characteristics of annual maximum rainfall in the latter. However, the spatial distribution of stochastic characteristics is different in different duration. For example, stochastic characteristics of 60min annual maximum rainfall in the Eastern Tibet is smaller than surrounding, but 6h and 24h annual maximum rainfall is larger than surrounding area. In the Haihe River Basin and the Huaihe River Basin, the stochastic characteristics of the 60min annual maximum rainfall was not significantly different from that in the surrounding area, and stochastic characteristics of 6h and 24h was smaller than that in the surrounding area. We conclude that the spatial distribution of information entropy values of annual maximum rainfall in different duration can reflect the spatial distribution of its stochastic characteristics, thus the results can be an importantly scientific basis for the flood prevention and control, agriculture, economic-social developments and urban flood control and waterlogging.

Ground motion simulation for the 23 August 2011, Mineral, Virginia earthquake using physics-based and stochastic broadband methods

USGS Publications Warehouse

Sun, Xiaodan; Hartzell, Stephen; Rezaeian, Sanaz

2015-01-01

Three broadband simulation methods are used to generate synthetic ground motions for the 2011 Mineral, Virginia, earthquake and compare with observed motions. The methods include a physics‐based model by Hartzell et al. (1999, 2005), a stochastic source‐based model by Boore (2009), and a stochastic site‐based model by Rezaeian and Der Kiureghian (2010, 2012). The ground‐motion dataset consists of 40 stations within 600 km of the epicenter. Several metrics are used to validate the simulations: (1) overall bias of response spectra and Fourier spectra (from 0.1 to 10 Hz); (2) spatial distribution of residuals for GMRotI50 peak ground acceleration (PGA), peak ground velocity, and pseudospectral acceleration (PSA) at various periods; (3) comparison with ground‐motion prediction equations (GMPEs) for the eastern United States. Our results show that (1) the physics‐based model provides satisfactory overall bias from 0.1 to 10 Hz and produces more realistic synthetic waveforms; (2) the stochastic site‐based model also yields more realistic synthetic waveforms and performs superiorly for frequencies greater than about 1 Hz; (3) the stochastic source‐based model has larger bias at lower frequencies (<0.5  Hz) and cannot reproduce the varying frequency content in the time domain. The spatial distribution of GMRotI50 residuals shows that there is no obvious pattern with distance in the simulation bias, but there is some azimuthal variability. The comparison between synthetics and GMPEs shows similar fall‐off with distance for all three models, comparable PGA and PSA amplitudes for the physics‐based and stochastic site‐based models, and systematic lower amplitudes for the stochastic source‐based model at lower frequencies (<0.5  Hz).

Population stochastic modelling (PSM)--an R package for mixed-effects models based on stochastic differential equations.

PubMed

Klim, Søren; Mortensen, Stig Bousgaard; Kristensen, Niels Rode; Overgaard, Rune Viig; Madsen, Henrik

2009-06-01

The extension from ordinary to stochastic differential equations (SDEs) in pharmacokinetic and pharmacodynamic (PK/PD) modelling is an emerging field and has been motivated in a number of articles [N.R. Kristensen, H. Madsen, S.H. Ingwersen, Using stochastic differential equations for PK/PD model development, J. Pharmacokinet. Pharmacodyn. 32 (February(1)) (2005) 109-141; C.W. Tornøe, R.V. Overgaard, H. Agersø, H.A. Nielsen, H. Madsen, E.N. Jonsson, Stochastic differential equations in NONMEM: implementation, application, and comparison with ordinary differential equations, Pharm. Res. 22 (August(8)) (2005) 1247-1258; R.V. Overgaard, N. Jonsson, C.W. Tornøe, H. Madsen, Non-linear mixed-effects models with stochastic differential equations: implementation of an estimation algorithm, J. Pharmacokinet. Pharmacodyn. 32 (February(1)) (2005) 85-107; U. Picchini, S. Ditlevsen, A. De Gaetano, Maximum likelihood estimation of a time-inhomogeneous stochastic differential model of glucose dynamics, Math. Med. Biol. 25 (June(2)) (2008) 141-155]. PK/PD models are traditionally based ordinary differential equations (ODEs) with an observation link that incorporates noise. This state-space formulation only allows for observation noise and not for system noise. Extending to SDEs allows for a Wiener noise component in the system equations. This additional noise component enables handling of autocorrelated residuals originating from natural variation or systematic model error. Autocorrelated residuals are often partly ignored in PK/PD modelling although violating the hypothesis for many standard statistical tests. This article presents a package for the statistical program R that is able to handle SDEs in a mixed-effects setting. The estimation method implemented is the FOCE(1) approximation to the population likelihood which is generated from the individual likelihoods that are approximated using the Extended Kalman Filter's one-step predictions.

ABrox-A user-friendly Python module for approximate Bayesian computation with a focus on model comparison.

PubMed

Mertens, Ulf Kai; Voss, Andreas; Radev, Stefan

2018-01-01

We give an overview of the basic principles of approximate Bayesian computation (ABC), a class of stochastic methods that enable flexible and likelihood-free model comparison and parameter estimation. Our new open-source software called ABrox is used to illustrate ABC for model comparison on two prominent statistical tests, the two-sample t-test and the Levene-Test. We further highlight the flexibility of ABC compared to classical Bayesian hypothesis testing by computing an approximate Bayes factor for two multinomial processing tree models. Last but not least, throughout the paper, we introduce ABrox using the accompanied graphical user interface.

The augmentation algorithm and molecular phylogenetic trees

NASA Technical Reports Server (NTRS)

Holmquist, R.

1978-01-01

Moore's (1977) augmentation procedure is discussed, and it is concluded that the procedure is valid for obtaining estimates of the total number of fixed nucleotide substitutions both theoretically and in practice, for both simulated and real data, and in agreement, for experimentally dense data sets, with stochastic estimates of the divergence, provided the restrictions on codon mutability resulting from natural selection are explicitly allowed for. Tateno and Nei's (1978) critique that the augmentation procedure has a systematic bias toward overestimation of the total number of nucleotide replacements is disputed, and a data analysis suggests that ancestral sequences inferred by the method of parsimony contain a large number of incorrectly assigned nucleotides.

Network marketing with bounded rationality and partial information

NASA Astrophysics Data System (ADS)

Kiet, Hoang Anh Tuan; Kim, Beom Jun

2008-08-01

Network marketing has been proposed and used as a way to spread the product information to consumers through social connections. We extend the previous game model of the network marketing on a small-world tree network and propose two games: In the first model with the bounded rationality, each consumer makes purchase decision stochastically, while in the second model, consumers get only partial information due to the finite length of social connections. Via extensive numerical simulations, we find that as the rationality is enhanced not only the consumer surplus but also the firm’s profit is increased. The implication of our results is also discussed.

Mechanism of muscle contraction based on stochastic properties of single actomyosin motors observed in vitro

PubMed Central

Kitamura, Kazuo; Tokunaga, Makio; Esaki, Seiji; Iwane, Atsuko Hikikoshi; Yanagida, Toshio

2005-01-01

We have previously measured the process of displacement generation by a single head of muscle myosin (S1) using scanning probe nanometry. Given that the myosin head was rigidly attached to a fairly large scanning probe, it was assumed to stably interact with an underlying actin filament without diffusing away as would be the case in muscle. The myosin head has been shown to step back and forth stochastically along an actin filament with actin monomer repeats of 5.5 nm and to produce a net movement in the forward direction. The myosin head underwent 5 forward steps to produce a maximum displacement of 30 nm per ATP at low load (<1 pN). Here, we measured the steps over a wide range of forces up to 4 pN. The size of the steps (∼5.5 nm) did not change as the load increased whereas the number of steps per displacement and the stepping rate both decreased. The rate of the 5.5-nm steps at various force levels produced a force-velocity curve of individual actomyosin motors. The force-velocity curve from the individual myosin heads was comparable to that reported in muscle, suggesting that the fundamental mechanical properties in muscle are basically due to the intrinsic stochastic nature of individual actomyosin motors. In order to explain multiple stochastic steps, we propose a model arguing that the thermally-driven step of a myosin head is biased in the forward direction by a potential slope along the actin helical pitch resulting from steric compatibility between the binding sites of actin and a myosin head. Furthermore, computer simulations show that multiple cooperating heads undergoing stochastic steps generate a long (>60 nm) sliding distance per ATP between actin and myosin filaments, i.e., the movement is loosely coupled to the ATPase cycle as observed in muscle. PMID:27857548

Mechanism of muscle contraction based on stochastic properties of single actomyosin motors observed in vitro.

PubMed

Kitamura, Kazuo; Tokunaga, Makio; Esaki, Seiji; Iwane, Atsuko Hikikoshi; Yanagida, Toshio

2005-01-01

We have previously measured the process of displacement generation by a single head of muscle myosin (S1) using scanning probe nanometry. Given that the myosin head was rigidly attached to a fairly large scanning probe, it was assumed to stably interact with an underlying actin filament without diffusing away as would be the case in muscle. The myosin head has been shown to step back and forth stochastically along an actin filament with actin monomer repeats of 5.5 nm and to produce a net movement in the forward direction. The myosin head underwent 5 forward steps to produce a maximum displacement of 30 nm per ATP at low load (<1 pN). Here, we measured the steps over a wide range of forces up to 4 pN. The size of the steps (∼5.5 nm) did not change as the load increased whereas the number of steps per displacement and the stepping rate both decreased. The rate of the 5.5-nm steps at various force levels produced a force-velocity curve of individual actomyosin motors. The force-velocity curve from the individual myosin heads was comparable to that reported in muscle, suggesting that the fundamental mechanical properties in muscle are basically due to the intrinsic stochastic nature of individual actomyosin motors. In order to explain multiple stochastic steps, we propose a model arguing that the thermally-driven step of a myosin head is biased in the forward direction by a potential slope along the actin helical pitch resulting from steric compatibility between the binding sites of actin and a myosin head. Furthermore, computer simulations show that multiple cooperating heads undergoing stochastic steps generate a long (>60 nm) sliding distance per ATP between actin and myosin filaments, i.e., the movement is loosely coupled to the ATPase cycle as observed in muscle.

Characterization of the 20 kHz transient MHD burst at the fast U-3M confinement modification stage

NASA Astrophysics Data System (ADS)

Dreval, M. B.; Pavlichenko, R. O.; Shapoval, A. M.; Pashnev, V. K.; Sorokovoy, E. L.; Slavnyj, A. S.; Beletskii, A. A.; Mironov, Yu K.; Romanov, V. S.; Kulaga, A. E.; Zamanov, N. V.

2018-05-01

In the URAGAN-3M (U-3M) torsatron the low-frequency transient 20–30 kHz mode is observed during the plasma confinement transition that occurs at a plasma current value of about 1 kA. The burst of this mode is always accompanied by the fast jump of the Alfvén eigenmode frequency. The transient 20–30 kHz mode contains two parts. The non-rotating part of the mode has higher amplitude and is localized in the stochastic region of the plasma. It is observed only in the vicinity of the radio-frequency antenna used for plasma production and does not propagate along the torus because of fast losses. Its high amplitude indicates that the major part of the 20–30 kHz mode is excited in the stochastic region near the antenna. In contrast, the second rotating part of the mode is localized everywhere along the torus near the plasma edge (ρ = 0.8–1). This is the n/m = 1/2 mode that rotates in the electron diamagnetic direction. It is observed in different toroidal cross-sections by various diagnostics (magnetic probe array, optics, Langmuir probe). Appearance of the 1/2 rational surface at the stochastic magnetic field line region near the plasma edge at 1 kA plasma current stage can be responsible for the mode generation. Modification of electron component gradients in the mode generation region near the antenna and the drop of the fast ion concentration (above 1 keV) in this region are observed simultaneously with the mode generation. The mode can be exited by the strong transient plasma gradients generated in the vicinity of the rational surface by the antenna.

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

PubMed Central

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

2017-01-01

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

A theoretically consistent stochastic cascade for temporal disaggregation of intermittent rainfall

NASA Astrophysics Data System (ADS)

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

2017-06-01

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

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

PubMed

Jenkins, Dafyd J; Stekel, Dov J

2010-02-01

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

A Six Nuclear Gene Phylogeny of Citrus (Rutaceae) Taking into Account Hybridization and Lineage Sorting

PubMed Central

Keremane, Manjunath L.; Lee, Richard F.; Maureira-Butler, Ivan J.; Roose, Mikeal L.

2013-01-01

Background Genus Citrus (Rutaceae) comprises many important cultivated species that generally hybridize easily. Phylogenetic study of a group showing extensive hybridization is challenging. Since the genus Citrus has diverged recently (4–12 Ma), incomplete lineage sorting of ancestral polymorphisms is also likely to cause discrepancies among genes in phylogenetic inferences. Incongruence of gene trees is observed and it is essential to unravel the processes that cause inconsistencies in order to understand the phylogenetic relationships among the species. Methodology and Principal Findings (1) We generated phylogenetic trees using haplotype sequences of six low copy nuclear genes. (2) Published simple sequence repeat data were re-analyzed to study population structure and the results were compared with the phylogenetic trees constructed using sequence data and coalescence simulations. (3) To distinguish between hybridization and incomplete lineage sorting, we developed and utilized a coalescence simulation approach. In other studies, species trees have been inferred despite the possibility of hybridization having occurred and used to generate null distributions of the effect of lineage sorting alone (by coalescent simulation). Since this is problematic, we instead generate these distributions directly from observed gene trees. Of the six trees generated, we used the most resolved three to detect hybrids. We found that 11 of 33 samples appear to be affected by historical hybridization. Analysis of the remaining three genes supported the conclusions from the hybrid detection test. Conclusions We have identified or confirmed probable hybrid origins for several Citrus cultivars using three different approaches–gene phylogenies, population structure analysis and coalescence simulation. Hybridization and incomplete lineage sorting were identified primarily based on differences among gene phylogenies with reference to null expectations via coalescence simulations. We conclude that identifying hybridization as a frequent cause of incongruence among gene trees is critical to correctly infer the phylogeny among species of Citrus. PMID:23874615

Preserving Differential Privacy in Degree-Correlation based Graph Generation

PubMed Central

Wang, Yue; Wu, Xintao

2014-01-01

Enabling accurate analysis of social network data while preserving differential privacy has been challenging since graph features such as cluster coefficient often have high sensitivity, which is different from traditional aggregate functions (e.g., count and sum) on tabular data. In this paper, we study the problem of enforcing edge differential privacy in graph generation. The idea is to enforce differential privacy on graph model parameters learned from the original network and then generate the graphs for releasing using the graph model with the private parameters. In particular, we develop a differential privacy preserving graph generator based on the dK-graph generation model. We first derive from the original graph various parameters (i.e., degree correlations) used in the dK-graph model, then enforce edge differential privacy on the learned parameters, and finally use the dK-graph model with the perturbed parameters to generate graphs. For the 2K-graph model, we enforce the edge differential privacy by calibrating noise based on the smooth sensitivity, rather than the global sensitivity. By doing this, we achieve the strict differential privacy guarantee with smaller magnitude noise. We conduct experiments on four real networks and compare the performance of our private dK-graph models with the stochastic Kronecker graph generation model in terms of utility and privacy tradeoff. Empirical evaluations show the developed private dK-graph generation models significantly outperform the approach based on the stochastic Kronecker generation model. PMID:24723987