Scaling and clustering effects of extreme precipitation distributions

NASA Astrophysics Data System (ADS)

Zhang, Qiang; Zhou, Yu; Singh, Vijay P.; Li, Jianfeng

2012-08-01

SummaryOne of the impacts of climate change and human activities on the hydrological cycle is the change in the precipitation structure. Closely related to the precipitation structure are two characteristics: the volume (m) of wet periods (WPs) and the time interval between WPs or waiting time (t). Using daily precipitation data for a period of 1960-2005 from 590 rain gauge stations in China, these two characteristics are analyzed, involving scaling and clustering of precipitation episodes. Our findings indicate that m and t follow similar probability distribution curves, implying that precipitation processes are controlled by similar underlying thermo-dynamics. Analysis of conditional probability distributions shows a significant dependence of m and t on their previous values of similar volumes, and the dependence tends to be stronger when m is larger or t is longer. It indicates that a higher probability can be expected when high-intensity precipitation is followed by precipitation episodes with similar precipitation intensity and longer waiting time between WPs is followed by the waiting time of similar duration. This result indicates the clustering of extreme precipitation episodes and severe droughts or floods are apt to occur in groups.

Scale Dependence of Spatiotemporal Intermittence of Rain

NASA Technical Reports Server (NTRS)

Kundu, Prasun K.; Siddani, Ravi K.

2011-01-01

It is a common experience that rainfall is intermittent in space and time. This is reflected by the fact that the statistics of area- and/or time-averaged rain rate is described by a mixed distribution with a nonzero probability of having a sharp value zero. In this paper we have explored the dependence of the probability of zero rain on the averaging space and time scales in large multiyear data sets based on radar and rain gauge observations. A stretched exponential fannula fits the observed scale dependence of the zero-rain probability. The proposed formula makes it apparent that the space-time support of the rain field is not quite a set of measure zero as is sometimes supposed. We also give an ex.planation of the observed behavior in tenus of a simple probabilistic model based on the premise that rainfall process has an intrinsic memory.

Method and device for landing aircraft dependent on runway occupancy time

NASA Technical Reports Server (NTRS)

Ghalebsaz Jeddi, Babak (Inventor)

2012-01-01

A technique for landing aircraft using an aircraft landing accident avoidance device is disclosed. The technique includes determining at least two probability distribution functions; determining a safe lower limit on a separation between a lead aircraft and a trail aircraft on a glide slope to the runway; determining a maximum sustainable safe attempt-to-land rate on the runway based on the safe lower limit and the probability distribution functions; directing the trail aircraft to enter the glide slope with a target separation from the lead aircraft corresponding to the maximum sustainable safe attempt-to-land rate; while the trail aircraft is in the glide slope, determining an actual separation between the lead aircraft and the trail aircraft; and directing the trail aircraft to execute a go-around maneuver if the actual separation approaches the safe lower limit. Probability distribution functions include runway occupancy time, and landing time interval and/or inter-arrival distance.

ON CONTINUOUS-REVIEW (S-1,S) INVENTORY POLICIES WITH STATE-DEPENDENT LEADTIMES,

DTIC Science & Technology

INVENTORY CONTROL, *REPLACEMENT THEORY), MATHEMATICAL MODELS, LEAD TIME , MANAGEMENT ENGINEERING, DISTRIBUTION FUNCTIONS, PROBABILITY, QUEUEING THEORY, COSTS, OPTIMIZATION, STATISTICAL PROCESSES, DIFFERENCE EQUATIONS

Aging ballistic Lévy walks

NASA Astrophysics Data System (ADS)

Magdziarz, Marcin; Zorawik, Tomasz

2017-02-01

Aging can be observed for numerous physical systems. In such systems statistical properties [like probability distribution, mean square displacement (MSD), first-passage time] depend on a time span ta between the initialization and the beginning of observations. In this paper we study aging properties of ballistic Lévy walks and two closely related jump models: wait-first and jump-first. We calculate explicitly their probability distributions and MSDs. It turns out that despite similarities these models react very differently to the delay ta. Aging weakly affects the shape of probability density function and MSD of standard Lévy walks. For the jump models the shape of the probability density function is changed drastically. Moreover for the wait-first jump model we observe a different behavior of MSD when ta≪t and ta≫t .

Idealized models of the joint probability distribution of wind speeds

NASA Astrophysics Data System (ADS)

Monahan, Adam H.

2018-05-01

The joint probability distribution of wind speeds at two separate locations in space or points in time completely characterizes the statistical dependence of these two quantities, providing more information than linear measures such as correlation. In this study, we consider two models of the joint distribution of wind speeds obtained from idealized models of the dependence structure of the horizontal wind velocity components. The bivariate Rice distribution follows from assuming that the wind components have Gaussian and isotropic fluctuations. The bivariate Weibull distribution arises from power law transformations of wind speeds corresponding to vector components with Gaussian, isotropic, mean-zero variability. Maximum likelihood estimates of these distributions are compared using wind speed data from the mid-troposphere, from different altitudes at the Cabauw tower in the Netherlands, and from scatterometer observations over the sea surface. While the bivariate Rice distribution is more flexible and can represent a broader class of dependence structures, the bivariate Weibull distribution is mathematically simpler and may be more convenient in many applications. The complexity of the mathematical expressions obtained for the joint distributions suggests that the development of explicit functional forms for multivariate speed distributions from distributions of the components will not be practical for more complicated dependence structure or more than two speed variables.

Metocean design parameter estimation for fixed platform based on copula functions

NASA Astrophysics Data System (ADS)

Zhai, Jinjin; Yin, Qilin; Dong, Sheng

2017-08-01

Considering the dependent relationship among wave height, wind speed, and current velocity, we construct novel trivariate joint probability distributions via Archimedean copula functions. Total 30-year data of wave height, wind speed, and current velocity in the Bohai Sea are hindcast and sampled for case study. Four kinds of distributions, namely, Gumbel distribution, lognormal distribution, Weibull distribution, and Pearson Type III distribution, are candidate models for marginal distributions of wave height, wind speed, and current velocity. The Pearson Type III distribution is selected as the optimal model. Bivariate and trivariate probability distributions of these environmental conditions are established based on four bivariate and trivariate Archimedean copulas, namely, Clayton, Frank, Gumbel-Hougaard, and Ali-Mikhail-Haq copulas. These joint probability models can maximize marginal information and the dependence among the three variables. The design return values of these three variables can be obtained by three methods: univariate probability, conditional probability, and joint probability. The joint return periods of different load combinations are estimated by the proposed models. Platform responses (including base shear, overturning moment, and deck displacement) are further calculated. For the same return period, the design values of wave height, wind speed, and current velocity obtained by the conditional and joint probability models are much smaller than those by univariate probability. Considering the dependence among variables, the multivariate probability distributions provide close design parameters to actual sea state for ocean platform design.

Assessment of source probabilities for potential tsunamis affecting the U.S. Atlantic coast

USGS Publications Warehouse

Geist, E.L.; Parsons, T.

2009-01-01

Estimating the likelihood of tsunamis occurring along the U.S. Atlantic coast critically depends on knowledge of tsunami source probability. We review available information on both earthquake and landslide probabilities from potential sources that could generate local and transoceanic tsunamis. Estimating source probability includes defining both size and recurrence distributions for earthquakes and landslides. For the former distribution, source sizes are often distributed according to a truncated or tapered power-law relationship. For the latter distribution, sources are often assumed to occur in time according to a Poisson process, simplifying the way tsunami probabilities from individual sources can be aggregated. For the U.S. Atlantic coast, earthquake tsunami sources primarily occur at transoceanic distances along plate boundary faults. Probabilities for these sources are constrained from previous statistical studies of global seismicity for similar plate boundary types. In contrast, there is presently little information constraining landslide probabilities that may generate local tsunamis. Though there is significant uncertainty in tsunami source probabilities for the Atlantic, results from this study yield a comparative analysis of tsunami source recurrence rates that can form the basis for future probabilistic analyses.

Are Earthquake Clusters/Supercycles Real or Random?

NASA Astrophysics Data System (ADS)

Salditch, L.; Brooks, E. M.; Stein, S.; Spencer, B. D.

2016-12-01

Long records of earthquakes at plate boundaries such as the San Andreas or Cascadia often show that large earthquakes occur in temporal clusters, also termed supercycles, separated by less active intervals. These are intriguing because the boundary is presumably being loaded by steady plate motion. If so, earthquakes resulting from seismic cycles - in which their probability is small shortly after the past one, and then increases with time - should occur quasi-periodically rather than be more frequent in some intervals than others. We are exploring this issue with two approaches. One is to assess whether the clusters result purely by chance from a time-independent process that has no "memory." Thus a future earthquake is equally likely immediately after the past one and much later, so earthquakes can cluster in time. We analyze the agreement between such a model and inter-event times for Parkfield, Pallet Creek, and other records. A useful tool is transformation by the inverse cumulative distribution function, so the inter-event times have a uniform distribution when the memorylessness property holds. The second is via a time-variable model in which earthquake probability increases with time between earthquakes and decreases after an earthquake. The probability of an event increases with time until one happens, after which it decreases, but not to zero. Hence after a long period of quiescence, the probability of an earthquake can remain higher than the long-term average for several cycles. Thus the probability of another earthquake is path dependent, i.e. depends on the prior earthquake history over multiple cycles. Time histories resulting from simulations give clusters with properties similar to those observed. The sequences of earthquakes result from both the model parameters and chance, so two runs with the same parameters look different. The model parameters control the average time between events and the variation of the actual times around this average, so models can be strongly or weakly time-dependent.

Intertime jump statistics of state-dependent Poisson processes.

PubMed

Daly, Edoardo; Porporato, Amilcare

2007-01-01

A method to obtain the probability distribution of the interarrival times of jump occurrences in systems driven by state-dependent Poisson noise is proposed. Such a method uses the survivor function obtained by a modified version of the master equation associated to the stochastic process under analysis. A model for the timing of human activities shows the capability of state-dependent Poisson noise to generate power-law distributions. The application of the method to a model for neuron dynamics and to a hydrological model accounting for land-atmosphere interaction elucidates the origin of characteristic recurrence intervals and possible persistence in state-dependent Poisson models.

The coalescent of a sample from a binary branching process.

PubMed

Lambert, Amaury

2018-04-25

At time 0, start a time-continuous binary branching process, where particles give birth to a single particle independently (at a possibly time-dependent rate) and die independently (at a possibly time-dependent and age-dependent rate). A particular case is the classical birth-death process. Stop this process at time T>0. It is known that the tree spanned by the N tips alive at time T of the tree thus obtained (called a reduced tree or coalescent tree) is a coalescent point process (CPP), which basically means that the depths of interior nodes are independent and identically distributed (iid). Now select each of the N tips independently with probability y (Bernoulli sample). It is known that the tree generated by the selected tips, which we will call the Bernoulli sampled CPP, is again a CPP. Now instead, select exactly k tips uniformly at random among the N tips (a k-sample). We show that the tree generated by the selected tips is a mixture of Bernoulli sampled CPPs with the same parent CPP, over some explicit distribution of the sampling probability y. An immediate consequence is that the genealogy of a k-sample can be obtained by the realization of k random variables, first the random sampling probability Y and then the k-1 node depths which are iid conditional on Y=y. Copyright © 2018. Published by Elsevier Inc.

A Brownian model for recurrent earthquakes

USGS Publications Warehouse

Matthews, M.V.; Ellsworth, W.L.; Reasenberg, P.A.

2002-01-01

We construct a probability model for rupture times on a recurrent earthquake source. Adding Brownian perturbations to steady tectonic loading produces a stochastic load-state process. Rupture is assumed to occur when this process reaches a critical-failure threshold. An earthquake relaxes the load state to a characteristic ground level and begins a new failure cycle. The load-state process is a Brownian relaxation oscillator. Intervals between events have a Brownian passage-time distribution that may serve as a temporal model for time-dependent, long-term seismic forecasting. This distribution has the following noteworthy properties: (1) the probability of immediate rerupture is zero; (2) the hazard rate increases steadily from zero at t = 0 to a finite maximum near the mean recurrence time and then decreases asymptotically to a quasi-stationary level, in which the conditional probability of an event becomes time independent; and (3) the quasi-stationary failure rate is greater than, equal to, or less than the mean failure rate because the coefficient of variation is less than, equal to, or greater than 1/???2 ??? 0.707. In addition, the model provides expressions for the hazard rate and probability of rupture on faults for which only a bound can be placed on the time of the last rupture. The Brownian relaxation oscillator provides a connection between observable event times and a formal state variable that reflects the macromechanics of stress and strain accumulation. Analysis of this process reveals that the quasi-stationary distance to failure has a gamma distribution, and residual life has a related exponential distribution. It also enables calculation of "interaction" effects due to external perturbations to the state, such as stress-transfer effects from earthquakes outside the target source. The influence of interaction effects on recurrence times is transient and strongly dependent on when in the loading cycle step pertubations occur. Transient effects may be much stronger than would be predicted by the "clock change" method and characteristically decay inversely with elapsed time after the perturbation.

Comparison of Deterministic and Probabilistic Radial Distribution Systems Load Flow

NASA Astrophysics Data System (ADS)

Gupta, Atma Ram; Kumar, Ashwani

2017-12-01

Distribution system network today is facing the challenge of meeting increased load demands from the industrial, commercial and residential sectors. The pattern of load is highly dependent on consumer behavior and temporal factors such as season of the year, day of the week or time of the day. For deterministic radial distribution load flow studies load is taken as constant. But, load varies continually with a high degree of uncertainty. So, there is a need to model probable realistic load. Monte-Carlo Simulation is used to model the probable realistic load by generating random values of active and reactive power load from the mean and standard deviation of the load and for solving a Deterministic Radial Load Flow with these values. The probabilistic solution is reconstructed from deterministic data obtained for each simulation. The main contribution of the work is: Finding impact of probable realistic ZIP load modeling on balanced radial distribution load flow. Finding impact of probable realistic ZIP load modeling on unbalanced radial distribution load flow. Compare the voltage profile and losses with probable realistic ZIP load modeling for balanced and unbalanced radial distribution load flow.

Kinetic Monte Carlo simulations of nucleation and growth in electrodeposition.

PubMed

Guo, Lian; Radisic, Aleksandar; Searson, Peter C

2005-12-22

Nucleation and growth during bulk electrodeposition is studied using kinetic Monte Carlo (KMC) simulations. Ion transport in solution is modeled using Brownian dynamics, and the kinetics of nucleation and growth are dependent on the probabilities of metal-on-substrate and metal-on-metal deposition. Using this approach, we make no assumptions about the nucleation rate, island density, or island distribution. The influence of the attachment probabilities and concentration on the time-dependent island density and current transients is reported. Various models have been assessed by recovering the nucleation rate and island density from the current-time transients.

Gravity and count probabilities in an expanding universe

NASA Technical Reports Server (NTRS)

Bouchet, Francois R.; Hernquist, Lars

1992-01-01

The time evolution of nonlinear clustering on large scales in cold dark matter, hot dark matter, and white noise models of the universe is investigated using N-body simulations performed with a tree code. Count probabilities in cubic cells are determined as functions of the cell size and the clustering state (redshift), and comparisons are made with various theoretical models. We isolate the features that appear to be the result of gravitational instability, those that depend on the initial conditions, and those that are likely a consequence of numerical limitations. More specifically, we study the development of skewness, kurtosis, and the fifth moment in relation to variance, the dependence of the void probability on time as well as on sparseness of sampling, and the overall shape of the count probability distribution. Implications of our results for theoretical and observational studies are discussed.

A non-stationary cost-benefit based bivariate extreme flood estimation approach

NASA Astrophysics Data System (ADS)

Qi, Wei; Liu, Junguo

2018-02-01

Cost-benefit analysis and flood frequency analysis have been integrated into a comprehensive framework to estimate cost effective design values. However, previous cost-benefit based extreme flood estimation is based on stationary assumptions and analyze dependent flood variables separately. A Non-Stationary Cost-Benefit based bivariate design flood estimation (NSCOBE) approach is developed in this study to investigate influence of non-stationarities in both the dependence of flood variables and the marginal distributions on extreme flood estimation. The dependence is modeled utilizing copula functions. Previous design flood selection criteria are not suitable for NSCOBE since they ignore time changing dependence of flood variables. Therefore, a risk calculation approach is proposed based on non-stationarities in both marginal probability distributions and copula functions. A case study with 54-year observed data is utilized to illustrate the application of NSCOBE. Results show NSCOBE can effectively integrate non-stationarities in both copula functions and marginal distributions into cost-benefit based design flood estimation. It is also found that there is a trade-off between maximum probability of exceedance calculated from copula functions and marginal distributions. This study for the first time provides a new approach towards a better understanding of influence of non-stationarities in both copula functions and marginal distributions on extreme flood estimation, and could be beneficial to cost-benefit based non-stationary bivariate design flood estimation across the world.

Transient Properties of Probability Distribution for a Markov Process with Size-dependent Additive Noise

NASA Astrophysics Data System (ADS)

Yamada, Yuhei; Yamazaki, Yoshihiro

2018-04-01

This study considered a stochastic model for cluster growth in a Markov process with a cluster size dependent additive noise. According to this model, the probability distribution of the cluster size transiently becomes an exponential or a log-normal distribution depending on the initial condition of the growth. In this letter, a master equation is obtained for this model, and derivation of the distributions is discussed.

Mixed and Mixture Regression Models for Continuous Bounded Responses Using the Beta Distribution

ERIC Educational Resources Information Center

Verkuilen, Jay; Smithson, Michael

2012-01-01

Doubly bounded continuous data are common in the social and behavioral sciences. Examples include judged probabilities, confidence ratings, derived proportions such as percent time on task, and bounded scale scores. Dependent variables of this kind are often difficult to analyze using normal theory models because their distributions may be quite…

Option volatility and the acceleration Lagrangian

NASA Astrophysics Data System (ADS)

Baaquie, Belal E.; Cao, Yang

2014-01-01

This paper develops a volatility formula for option on an asset from an acceleration Lagrangian model and the formula is calibrated with market data. The Black-Scholes model is a simpler case that has a velocity dependent Lagrangian. The acceleration Lagrangian is defined, and the classical solution of the system in Euclidean time is solved by choosing proper boundary conditions. The conditional probability distribution of final position given the initial position is obtained from the transition amplitude. The volatility is the standard deviation of the conditional probability distribution. Using the conditional probability and the path integral method, the martingale condition is applied, and one of the parameters in the Lagrangian is fixed. The call option price is obtained using the conditional probability and the path integral method.

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

PubMed

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

2016-12-01

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

Maximum Entropy Principle for Transportation

NASA Astrophysics Data System (ADS)

Bilich, F.; DaSilva, R.

2008-11-01

In this work we deal with modeling of the transportation phenomenon for use in the transportation planning process and policy-impact studies. The model developed is based on the dependence concept, i.e., the notion that the probability of a trip starting at origin i is dependent on the probability of a trip ending at destination j given that the factors (such as travel time, cost, etc.) which affect travel between origin i and destination j assume some specific values. The derivation of the solution of the model employs the maximum entropy principle combining a priori multinomial distribution with a trip utility concept. This model is utilized to forecast trip distributions under a variety of policy changes and scenarios. The dependence coefficients are obtained from a regression equation where the functional form is derived based on conditional probability and perception of factors from experimental psychology. The dependence coefficients encode all the information that was previously encoded in the form of constraints. In addition, the dependence coefficients encode information that cannot be expressed in the form of constraints for practical reasons, namely, computational tractability. The equivalence between the standard formulation (i.e., objective function with constraints) and the dependence formulation (i.e., without constraints) is demonstrated. The parameters of the dependence-based trip-distribution model are estimated, and the model is also validated using commercial air travel data in the U.S. In addition, policy impact analyses (such as allowance of supersonic flights inside the U.S. and user surcharge at noise-impacted airports) on air travel are performed.

Double ionization of neon in elliptically polarized femtosecond laser fields

NASA Astrophysics Data System (ADS)

Kang, HuiPeng; Henrichs, Kevin; Wang, YanLan; Hao, XiaoLei; Eckart, Sebastian; Kunitski, Maksim; Schöffler, Markus; Jahnke, Till; Liu, XiaoJun; Dörner, Reinhard

2018-06-01

We present a joint experimental and theoretical investigation of the correlated electron momentum spectra from strong-field double ionization of neon induced by elliptically polarized laser pulses. A significant asymmetry of the electron momentum distributions along the major polarization axis is reported. This asymmetry depends sensitively on the laser ellipticity. Using a three-dimensional semiclassical model, we attribute this asymmetry pattern to the ellipticity-dependent probability distributions of recollision time. Our work demonstrates that, by simply varying the ellipticity, the correlated electron emission can be two-dimensionally controlled and the recolliding electron trajectories can be steered on a subcycle time scale.

Probability distribution of financial returns in a model of multiplicative Brownian motion with stochastic diffusion coefficient

NASA Astrophysics Data System (ADS)

Silva, Antonio

2005-03-01

It is well-known that the mathematical theory of Brownian motion was first developed in the Ph. D. thesis of Louis Bachelier for the French stock market before Einstein [1]. In Ref. [2] we studied the so-called Heston model, where the stock-price dynamics is governed by multiplicative Brownian motion with stochastic diffusion coefficient. We solved the corresponding Fokker-Planck equation exactly and found an analytic formula for the time-dependent probability distribution of stock price changes (returns). The formula interpolates between the exponential (tent-shaped) distribution for short time lags and the Gaussian (parabolic) distribution for long time lags. The theoretical formula agrees very well with the actual stock-market data ranging from the Dow-Jones index [2] to individual companies [3], such as Microsoft, Intel, etc. [] [1] Louis Bachelier, ``Th'eorie de la sp'eculation,'' Annales Scientifiques de l''Ecole Normale Sup'erieure, III-17:21-86 (1900).[] [2] A. A. Dragulescu and V. M. Yakovenko, ``Probability distribution of returns in the Heston model with stochastic volatility,'' Quantitative Finance 2, 443--453 (2002); Erratum 3, C15 (2003). [cond-mat/0203046] [] [3] A. C. Silva, R. E. Prange, and V. M. Yakovenko, ``Exponential distribution of financial returns at mesoscopic time lags: a new stylized fact,'' Physica A 344, 227--235 (2004). [cond-mat/0401225

Rapidity window dependences of higher order cumulants and diffusion master equation

NASA Astrophysics Data System (ADS)

Kitazawa, Masakiyo

2015-10-01

We study the rapidity window dependences of higher order cumulants of conserved charges observed in relativistic heavy ion collisions. The time evolution and the rapidity window dependence of the non-Gaussian fluctuations are described by the diffusion master equation. Analytic formulas for the time evolution of cumulants in a rapidity window are obtained for arbitrary initial conditions. We discuss that the rapidity window dependences of the non-Gaussian cumulants have characteristic structures reflecting the non-equilibrium property of fluctuations, which can be observed in relativistic heavy ion collisions with the present detectors. It is argued that various information on the thermal and transport properties of the hot medium can be revealed experimentally by the study of the rapidity window dependences, especially by the combined use, of the higher order cumulants. Formulas of higher order cumulants for a probability distribution composed of sub-probabilities, which are useful for various studies of non-Gaussian cumulants, are also presented.

Design of high temperature ceramic components against fast fracture and time-dependent failure using cares/life

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

Jadaan, O.M.; Powers, L.M.; Nemeth, N.N.

1995-08-01

A probabilistic design methodology which predicts the fast fracture and time-dependent failure behavior of thermomechanically loaded ceramic components is discussed using the CARES/LIFE integrated design computer program. Slow crack growth (SCG) is assumed to be the mechanism responsible for delayed failure behavior. Inert strength and dynamic fatigue data obtained from testing coupon specimens (O-ring and C-ring specimens) are initially used to calculate the fast fracture and SCG material parameters as a function of temperature using the parameter estimation techniques available with the CARES/LIFE code. Finite element analysis (FEA) is used to compute the stress distributions for the tube as amore » function of applied pressure. Knowing the stress and temperature distributions and the fast fracture and SCG material parameters, the life time for a given tube can be computed. A stress-failure probability-time to failure (SPT) diagram is subsequently constructed for these tubes. Such a diagram can be used by design engineers to estimate the time to failure at a given failure probability level for a component subjected to a given thermomechanical load.« less

Fission and quasifission of composite systems with Z =108 -120 : Transition from heavy-ion reactions involving S and Ca to Ti and Ni ions

NASA Astrophysics Data System (ADS)

Kozulin, E. M.; Knyazheva, G. N.; Novikov, K. V.; Itkis, I. M.; Itkis, M. G.; Dmitriev, S. N.; Oganessian, Yu. Ts.; Bogachev, A. A.; Kozulina, N. I.; Harca, I.; Trzaska, W. H.; Ghosh, T. K.

2016-11-01

Background: Suppression of compound nucleus formation in the reactions with heavy ions by a quasifission process in dependence on the reaction entrance channel. Purpose: Investigation of fission and quasifission processes in the reactions 36S,48Ca,48Ti , and 64Ni+238U at energies around the Coulomb barrier. Methods: Mass-energy distributions of fissionlike fragments formed in the reaction 48Ti+238U at energies of 247, 258, and 271 MeV have been measured using the double-arm time-of-flight spectrometer CORSET at the U400 cyclotron of the Flerov Laboratory of Nuclear Reactions and compared with mass-energy distributions for the reactions 36S,48Ca,64Ni+238U . Results: The most probable fragment masses as well as total kinetic energies and their dispersions in dependence on the interaction energies have been investigated for asymmetric and symmetric fragments for the studied reactions. The fusion probabilities have been deduced from the analysis of mass-energy distributions. Conclusion: The estimated fusion probability for the reactions S, Ca, Ti, and Ni ions with actinide nuclei shows that it depends exponentially on the mean fissility parameter of the system. For the reactions with actinide nuclei leading to the formation of superheavy elements the fusion probabilities are of several orders of magnitude higher than in the case of cold fusion reactions.

Non-renewal statistics for electron transport in a molecular junction with electron-vibration interaction

NASA Astrophysics Data System (ADS)

Kosov, Daniel S.

2017-09-01

Quantum transport of electrons through a molecule is a series of individual electron tunneling events separated by stochastic waiting time intervals. We study the emergence of temporal correlations between successive waiting times for the electron transport in a vibrating molecular junction. Using the master equation approach, we compute the joint probability distribution for waiting times of two successive tunneling events. We show that the probability distribution is completely reset after each tunneling event if molecular vibrations are thermally equilibrated. If we treat vibrational dynamics exactly without imposing the equilibration constraint, the statistics of electron tunneling events become non-renewal. Non-renewal statistics between two waiting times τ1 and τ2 means that the density matrix of the molecule is not fully renewed after time τ1 and the probability of observing waiting time τ2 for the second electron transfer depends on the previous electron waiting time τ1. The strong electron-vibration coupling is required for the emergence of the non-renewal statistics. We show that in the Franck-Condon blockade regime, extremely rare tunneling events become positively correlated.

Stationary properties of maximum-entropy random walks.

PubMed

Dixit, Purushottam D

2015-10-01

Maximum-entropy (ME) inference of state probabilities using state-dependent constraints is popular in the study of complex systems. In stochastic systems, how state space topology and path-dependent constraints affect ME-inferred state probabilities remains unknown. To that end, we derive the transition probabilities and the stationary distribution of a maximum path entropy Markov process subject to state- and path-dependent constraints. A main finding is that the stationary distribution over states differs significantly from the Boltzmann distribution and reflects a competition between path multiplicity and imposed constraints. We illustrate our results with particle diffusion on a two-dimensional landscape. Connections with the path integral approach to diffusion are discussed.

Survival curve estimation with dependent left truncated data using Cox's model.

PubMed

Mackenzie, Todd

2012-10-19

The Kaplan-Meier and closely related Lynden-Bell estimators are used to provide nonparametric estimation of the distribution of a left-truncated random variable. These estimators assume that the left-truncation variable is independent of the time-to-event. This paper proposes a semiparametric method for estimating the marginal distribution of the time-to-event that does not require independence. It models the conditional distribution of the time-to-event given the truncation variable using Cox's model for left truncated data, and uses inverse probability weighting. We report the results of simulations and illustrate the method using a survival study.

Maximum entropy principal for transportation

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

Bilich, F.; Da Silva, R.

In this work we deal with modeling of the transportation phenomenon for use in the transportation planning process and policy-impact studies. The model developed is based on the dependence concept, i.e., the notion that the probability of a trip starting at origin i is dependent on the probability of a trip ending at destination j given that the factors (such as travel time, cost, etc.) which affect travel between origin i and destination j assume some specific values. The derivation of the solution of the model employs the maximum entropy principle combining a priori multinomial distribution with a trip utilitymore » concept. This model is utilized to forecast trip distributions under a variety of policy changes and scenarios. The dependence coefficients are obtained from a regression equation where the functional form is derived based on conditional probability and perception of factors from experimental psychology. The dependence coefficients encode all the information that was previously encoded in the form of constraints. In addition, the dependence coefficients encode information that cannot be expressed in the form of constraints for practical reasons, namely, computational tractability. The equivalence between the standard formulation (i.e., objective function with constraints) and the dependence formulation (i.e., without constraints) is demonstrated. The parameters of the dependence-based trip-distribution model are estimated, and the model is also validated using commercial air travel data in the U.S. In addition, policy impact analyses (such as allowance of supersonic flights inside the U.S. and user surcharge at noise-impacted airports) on air travel are performed.« less

Large-deviation probabilities for correlated Gaussian processes and intermittent dynamical systems

NASA Astrophysics Data System (ADS)

Massah, Mozhdeh; Nicol, Matthew; Kantz, Holger

2018-05-01

In its classical version, the theory of large deviations makes quantitative statements about the probability of outliers when estimating time averages, if time series data are identically independently distributed. We study large-deviation probabilities (LDPs) for time averages in short- and long-range correlated Gaussian processes and show that long-range correlations lead to subexponential decay of LDPs. A particular deterministic intermittent map can, depending on a control parameter, also generate long-range correlated time series. We illustrate numerically, in agreement with the mathematical literature, that this type of intermittency leads to a power law decay of LDPs. The power law decay holds irrespective of whether the correlation time is finite or infinite, and hence irrespective of whether the central limit theorem applies or not.

Statistical time-dependent model for the interstellar gas

NASA Technical Reports Server (NTRS)

Gerola, H.; Kafatos, M.; Mccray, R.

1974-01-01

We present models for temperature and ionization structure of low, uniform-density (approximately 0.3 per cu cm) interstellar gas in a galactic disk which is exposed to soft X rays from supernova outbursts occurring randomly in space and time. The structure was calculated by computing the time record of temperature and ionization at a given point by Monte Carlo simulation. The calculation yields probability distribution functions for ionized fraction, temperature, and their various observable moments. These time-dependent models predict a bimodal temperature distribution of the gas that agrees with various observations. Cold regions in the low-density gas may have the appearance of clouds in 21-cm absorption. The time-dependent model, in contrast to the steady-state model, predicts large fluctuations in ionization rate and the existence of cold (approximately 30 K), ionized (ionized fraction equal to about 0.1) regions.

Joint distribution of temperature and precipitation in the Mediterranean, using the Copula method

NASA Astrophysics Data System (ADS)

Lazoglou, Georgia; Anagnostopoulou, Christina

2018-03-01

This study analyses the temperature and precipitation dependence among stations in the Mediterranean. The first station group is located in the eastern Mediterranean (EM) and includes two stations, Athens and Thessaloniki, while the western (WM) one includes Malaga and Barcelona. The data was organized in two time periods, the hot-dry period and the cold-wet one, composed of 5 months, respectively. The analysis is based on a new statistical technique in climatology: the Copula method. Firstly, the calculation of the Kendall tau correlation index showed that temperatures among stations are dependant during both time periods whereas precipitation presents dependency only between the stations located in EM or WM and only during the cold-wet period. Accordingly, the marginal distributions were calculated for each studied station, as they are further used by the copula method. Finally, several copula families, both Archimedean and Elliptical, were tested in order to choose the most appropriate one to model the relation of the studied data sets. Consequently, this study achieves to model the dependence of the main climate parameters (temperature and precipitation) with the Copula method. The Frank copula was identified as the best family to describe the joint distribution of temperature, for the majority of station groups. For precipitation, the best copula families are BB1 and Survival Gumbel. Using the probability distribution diagrams, the probability of a combination of temperature and precipitation values between stations is estimated.

On the extinction probability in models of within-host infection: the role of latency and immunity.

PubMed

Yan, Ada W C; Cao, Pengxing; McCaw, James M

2016-10-01

Not every exposure to virus establishes infection in the host; instead, the small amount of initial virus could become extinct due to stochastic events. Different diseases and routes of transmission have a different average number of exposures required to establish an infection. Furthermore, the host immune response and antiviral treatment affect not only the time course of the viral load provided infection occurs, but can prevent infection altogether by increasing the extinction probability. We show that the extinction probability when there is a time-dependent immune response depends on the chosen form of the model-specifically, on the presence or absence of a delay between infection of a cell and production of virus, and the distribution of latent and infectious periods of an infected cell. We hypothesise that experimentally measuring the extinction probability when the virus is introduced at different stages of the immune response, alongside the viral load which is usually measured, will improve parameter estimates and determine the most suitable mathematical form of the model.

A Monte Carlo study of fluorescence generation probability in a two-layered tissue model

NASA Astrophysics Data System (ADS)

Milej, Daniel; Gerega, Anna; Wabnitz, Heidrun; Liebert, Adam

2014-03-01

It was recently reported that the time-resolved measurement of diffuse reflectance and/or fluorescence during injection of an optical contrast agent may constitute a basis for a technique to assess cerebral perfusion. In this paper, we present results of Monte Carlo simulations of the propagation of excitation photons and tracking of fluorescence photons in a two-layered tissue model mimicking intra- and extracerebral tissue compartments. Spatial 3D distributions of the probability that the photons were converted from excitation to emission wavelength in a defined voxel of the medium (generation probability) during their travel between source and detector were obtained for different optical properties in intra- and extracerebral tissue compartments. It was noted that the spatial distribution of the generation probability depends on the distribution of the fluorophore in the medium and is influenced by the absorption of the medium and of the fluorophore at excitation and emission wavelengths. Simulations were also carried out for realistic time courses of the dye concentration in both layers. The results of the study show that the knowledge of the absorption properties of the medium at excitation and emission wavelengths is essential for the interpretation of the time-resolved fluorescence signals measured on the surface of the head.

Correlation between discrete probability and reaction front propagation rate in heterogeneous mixtures

NASA Astrophysics Data System (ADS)

Naine, Tarun Bharath; Gundawar, Manoj Kumar

2017-09-01

We demonstrate a very powerful correlation between the discrete probability of distances of neighboring cells and thermal wave propagation rate, for a system of cells spread on a one-dimensional chain. A gamma distribution is employed to model the distances of neighboring cells. In the absence of an analytical solution and the differences in ignition times of adjacent reaction cells following non-Markovian statistics, invariably the solution for thermal wave propagation rate for a one-dimensional system with randomly distributed cells is obtained by numerical simulations. However, such simulations which are based on Monte-Carlo methods require several iterations of calculations for different realizations of distribution of adjacent cells. For several one-dimensional systems, differing in the value of shaping parameter of the gamma distribution, we show that the average reaction front propagation rates obtained by a discrete probability between two limits, shows excellent agreement with those obtained numerically. With the upper limit at 1.3, the lower limit depends on the non-dimensional ignition temperature. Additionally, this approach also facilitates the prediction of burning limits of heterogeneous thermal mixtures. The proposed method completely eliminates the need for laborious, time intensive numerical calculations where the thermal wave propagation rates can now be calculated based only on macroscopic entity of discrete probability.

Applications of physics to economics and finance: Money, income, wealth, and the stock market

NASA Astrophysics Data System (ADS)

Dragulescu, Adrian Antoniu

Several problems arising in Economics and Finance are analyzed using concepts and quantitative methods from Physics. The dissertation is organized as follows: In the first chapter it is argued that in a closed economic system, money is conserved. Thus, by analogy with energy, the equilibrium probability distribution of money must follow the exponential Boltzmann-Gibbs law characterized by an effective temperature equal to the average amount of money per economic agent. The emergence of Boltzmann-Gibbs distribution is demonstrated through computer simulations of economic models. A thermal machine which extracts a monetary profit can be constructed between two economic systems with different temperatures. The role of debt and models with broken time-reversal symmetry for which the Boltzmann-Gibbs law does not hold, are discussed. In the second chapter, using data from several sources, it is found that the distribution of income is described for the great majority of population by an exponential distribution, whereas the high-end tail follows a power law. From the individual income distribution, the probability distribution of income for families with two earners is derived and it is shown that it also agrees well with the data. Data on wealth is presented and it is found that the distribution of wealth has a structure similar to the distribution of income. The Lorenz curve and Gini coefficient were calculated and are shown to be in good agreement with both income and wealth data sets. In the third chapter, the stock-market fluctuations at different time scales are investigated. A model where stock-price dynamics is governed by a geometrical (multiplicative) Brownian motion with stochastic variance is proposed. The corresponding Fokker-Planck equation can be solved exactly. Integrating out the variance, an analytic formula for the time-dependent probability distribution of stock price changes (returns) is found. The formula is in excellent agreement with the Dow-Jones index for the time lags from 1 to 250 trading days. For time lags longer than the relaxation time of variance, the probability distribution can be expressed in a scaling form using a Bessel function. The Dow-Jones data follow the scaling function for seven orders of magnitude.

System statistical reliability model and analysis

NASA Technical Reports Server (NTRS)

Lekach, V. S.; Rood, H.

1973-01-01

A digital computer code was developed to simulate the time-dependent behavior of the 5-kwe reactor thermoelectric system. The code was used to determine lifetime sensitivity coefficients for a number of system design parameters, such as thermoelectric module efficiency and degradation rate, radiator absorptivity and emissivity, fuel element barrier defect constant, beginning-of-life reactivity, etc. A probability distribution (mean and standard deviation) was estimated for each of these design parameters. Then, error analysis was used to obtain a probability distribution for the system lifetime (mean = 7.7 years, standard deviation = 1.1 years). From this, the probability that the system will achieve the design goal of 5 years lifetime is 0.993. This value represents an estimate of the degradation reliability of the system.

Measures for a multidimensional multiverse

NASA Astrophysics Data System (ADS)

Chung, Hyeyoun

2015-04-01

We explore the phenomenological implications of generalizing the causal patch and fat geodesic measures to a multidimensional multiverse, where the vacua can have differing numbers of large dimensions. We consider a simple model in which the vacua are nucleated from a D -dimensional parent spacetime through dynamical compactification of the extra dimensions, and compute the geometric contribution to the probability distribution of observations within the multiverse for each measure. We then study how the shape of this probability distribution depends on the time scales for the existence of observers, for vacuum domination, and for curvature domination (tobs,tΛ , and tc, respectively.) In this work we restrict ourselves to bubbles with positive cosmological constant, Λ . We find that in the case of the causal patch cutoff, when the bubble universes have p +1 large spatial dimensions with p ≥2 , the shape of the probability distribution is such that we obtain the coincidence of time scales tobs˜tΛ˜tc . Moreover, the size of the cosmological constant is related to the size of the landscape. However, the exact shape of the probability distribution is different in the case p =2 , compared to p ≥3 . In the case of the fat geodesic measure, the result is even more robust: the shape of the probability distribution is the same for all p ≥2 , and we once again obtain the coincidence tobs˜tΛ˜tc . These results require only very mild conditions on the prior probability of the distribution of vacua in the landscape. Our work shows that the observed double coincidence of time scales is a robust prediction even when the multiverse is generalized to be multidimensional; that this coincidence is not a consequence of our particular Universe being (3 +1 )-dimensional; and that this observable cannot be used to preferentially select one measure over another in a multidimensional multiverse.

Predicting the cosmological constant with the scale-factor cutoff measure

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

De Simone, Andrea; Guth, Alan H.; Salem, Michael P.

2008-09-15

It is well known that anthropic selection from a landscape with a flat prior distribution of cosmological constant {lambda} gives a reasonable fit to observation. However, a realistic model of the multiverse has a physical volume that diverges with time, and the predicted distribution of {lambda} depends on how the spacetime volume is regulated. A very promising method of regulation uses a scale-factor cutoff, which avoids a number of serious problems that arise in other approaches. In particular, the scale-factor cutoff avoids the 'youngness problem' (high probability of living in a much younger universe) and the 'Q and G catastrophes'more » (high probability for the primordial density contrast Q and gravitational constant G to have extremely large or small values). We apply the scale-factor cutoff measure to the probability distribution of {lambda}, considering both positive and negative values. The results are in good agreement with observation. In particular, the scale-factor cutoff strongly suppresses the probability for values of {lambda} that are more than about 10 times the observed value. We also discuss qualitatively the prediction for the density parameter {omega}, indicating that with this measure there is a possibility of detectable negative curvature.« less

Long-Term Fault Memory: A New Time-Dependent Recurrence Model for Large Earthquake Clusters on Plate Boundaries

NASA Astrophysics Data System (ADS)

Salditch, L.; Brooks, E. M.; Stein, S.; Spencer, B. D.; Campbell, M. R.

2017-12-01

A challenge for earthquake hazard assessment is that geologic records often show large earthquakes occurring in temporal clusters separated by periods of quiescence. For example, in Cascadia, a paleoseismic record going back 10,000 years shows four to five clusters separated by approximately 1,000 year gaps. If we are still in the cluster that began 1700 years ago, a large earthquake is likely to happen soon. If the cluster has ended, a great earthquake is less likely. For a Gaussian distribution of recurrence times, the probability of an earthquake in the next 50 years is six times larger if we are still in the most recent cluster. Earthquake hazard assessments typically employ one of two recurrence models, neither of which directly incorporate clustering. In one, earthquake probability is time-independent and modeled as Poissonian, so an earthquake is equally likely at any time. The fault has no "memory" because when a prior earthquake occurred has no bearing on when the next will occur. The other common model is a time-dependent earthquake cycle in which the probability of an earthquake increases with time until one happens, after which the probability resets to zero. Because the probability is reset after each earthquake, the fault "remembers" only the last earthquake. This approach can be used with any assumed probability density function for recurrence times. We propose an alternative, Long-Term Fault Memory (LTFM), a modified earthquake cycle model where the probability of an earthquake increases with time until one happens, after which it decreases, but not necessarily to zero. Hence the probability of the next earthquake depends on the fault's history over multiple cycles, giving "long-term memory". Physically, this reflects an earthquake releasing only part of the elastic strain stored on the fault. We use the LTFM to simulate earthquake clustering along the San Andreas Fault and Cascadia. In some portions of the simulated earthquake history, events would appear quasiperiodic, while at other times, the events can appear more Poissonian. Hence a given paleoseismic or instrumental record may not reflect the long-term seismicity of a fault, which has important implications for hazard assessment.

Double inverse-weighted estimation of cumulative treatment effects under nonproportional hazards and dependent censoring.

PubMed

Schaubel, Douglas E; Wei, Guanghui

2011-03-01

In medical studies of time-to-event data, nonproportional hazards and dependent censoring are very common issues when estimating the treatment effect. A traditional method for dealing with time-dependent treatment effects is to model the time-dependence parametrically. Limitations of this approach include the difficulty to verify the correctness of the specified functional form and the fact that, in the presence of a treatment effect that varies over time, investigators are usually interested in the cumulative as opposed to instantaneous treatment effect. In many applications, censoring time is not independent of event time. Therefore, we propose methods for estimating the cumulative treatment effect in the presence of nonproportional hazards and dependent censoring. Three measures are proposed, including the ratio of cumulative hazards, relative risk, and difference in restricted mean lifetime. For each measure, we propose a double inverse-weighted estimator, constructed by first using inverse probability of treatment weighting (IPTW) to balance the treatment-specific covariate distributions, then using inverse probability of censoring weighting (IPCW) to overcome the dependent censoring. The proposed estimators are shown to be consistent and asymptotically normal. We study their finite-sample properties through simulation. The proposed methods are used to compare kidney wait-list mortality by race. © 2010, The International Biometric Society.

Translational Genomics Research Institute: Identification of Pathways Enriched with Condition-Specific Statistical Dependencies Across Four Subtypes of Glioblastoma Multiforme | Office of Cancer Genomics

Cancer.gov

Evaluation of Differential DependencY (EDDY) is a statistical test for the differential dependency relationship of a set of genes between two given conditions. For each condition, possible dependency network structures are enumerated and their likelihoods are computed to represent a probability distribution of dependency networks. The difference between the probability distributions of dependency networks is computed between conditions, and its statistical significance is evaluated with random permutations of condition labels on the samples.  

Translational Genomics Research Institute (TGen): Identification of Pathways Enriched with Condition-Specific Statistical Dependencies Across Four Subtypes of Glioblastoma Multiforme | Office of Cancer Genomics

Cancer.gov

Evaluation of Differential DependencY (EDDY) is a statistical test for the differential dependency relationship of a set of genes between two given conditions. For each condition, possible dependency network structures are enumerated and their likelihoods are computed to represent a probability distribution of dependency networks. The difference between the probability distributions of dependency networks is computed between conditions, and its statistical significance is evaluated with random permutations of condition labels on the samples.  

Influence of item distribution pattern and abundance on efficiency of benthic core sampling

USGS Publications Warehouse

Behney, Adam C.; O'Shaughnessy, Ryan; Eichholz, Michael W.; Stafford, Joshua D.

2014-01-01

ore sampling is a commonly used method to estimate benthic item density, but little information exists about factors influencing the accuracy and time-efficiency of this method. We simulated core sampling in a Geographic Information System framework by generating points (benthic items) and polygons (core samplers) to assess how sample size (number of core samples), core sampler size (cm2), distribution of benthic items, and item density affected the bias and precision of estimates of density, the detection probability of items, and the time-costs. When items were distributed randomly versus clumped, bias decreased and precision increased with increasing sample size and increased slightly with increasing core sampler size. Bias and precision were only affected by benthic item density at very low values (500–1,000 items/m2). Detection probability (the probability of capturing ≥ 1 item in a core sample if it is available for sampling) was substantially greater when items were distributed randomly as opposed to clumped. Taking more small diameter core samples was always more time-efficient than taking fewer large diameter samples. We are unable to present a single, optimal sample size, but provide information for researchers and managers to derive optimal sample sizes dependent on their research goals and environmental conditions.

A simple model for DSS-14 outage times

NASA Technical Reports Server (NTRS)

Rumsey, H. C.; Stevens, R.; Posner, E. C.

1989-01-01

A model is proposed to describe DSS-14 outage times. Discrepancy Reporting System outage data for the period from January 1986 through September 1988 are used to estimate the parameters of the model. The model provides a probability distribution for the duration of outages, which agrees well with observed data. The model depends only on a small number of parameters, and has some heuristic justification. This shows that the Discrepancy Reporting System in the Deep Space Network (DSN) can be used to estimate the probability of extended outages in spite of the discrepancy reports ending when the pass ends. The probability of an outage extending beyond the end of a pass is estimated as around 5 percent.

Computing the Expected Cost of an Appointment Schedule for Statistically Identical Customers with Probabilistic Service Times

PubMed Central

Dietz, Dennis C.

2014-01-01

A cogent method is presented for computing the expected cost of an appointment schedule where customers are statistically identical, the service time distribution has known mean and variance, and customer no-shows occur with time-dependent probability. The approach is computationally efficient and can be easily implemented to evaluate candidate schedules within a schedule optimization algorithm. PMID:24605070

An energy dependent earthquake frequency-magnitude distribution

NASA Astrophysics Data System (ADS)

Spassiani, I.; Marzocchi, W.

2017-12-01

The most popular description of the frequency-magnitude distribution of seismic events is the exponential Gutenberg-Richter (G-R) law, which is widely used in earthquake forecasting and seismic hazard models. Although it has been experimentally well validated in many catalogs worldwide, it is not yet clear at which space-time scales the G-R law still holds. For instance, in a small area where a large earthquake has just happened, the probability that another very large earthquake nucleates in a short time window should diminish because it takes time to recover the same level of elastic energy just released. In short, the frequency-magnitude distribution before and after a large earthquake in a small area should be different because of the different amount of available energy.Our study is then aimed to explore a possible modification of the classical G-R distribution by including the dependence on an energy parameter. In a nutshell, this more general version of the G-R law should be such that a higher release of energy corresponds to a lower probability of strong aftershocks. In addition, this new frequency-magnitude distribution has to satisfy an invariance condition: when integrating over large areas, that is when integrating over infinite energy available, the G-R law must be recovered.Finally we apply a proposed generalization of the G-R law to different seismic catalogs to show how it works and the differences with the classical G-R law.

Computer models of social processes: the case of migration.

PubMed

Beshers, J M

1967-06-01

The demographic model is a program for representing births, deaths, migration, and social mobility as social processes in a non-stationary stochastic process (Markovian). Transition probabilities for each age group are stored and then retrieved at the next appearance of that age cohort. In this way new transition probabilities can be calculated as a function of the old transition probabilities and of two successive distribution vectors.Transition probabilities can be calculated to represent effects of the whole age-by-state distribution at any given time period, too. Such effects as saturation or queuing may be represented by a market mechanism; for example, migration between metropolitan areas can be represented as depending upon job supplies and labor markets. Within metropolitan areas, migration can be represented as invasion and succession processes with tipping points (acceleration curves), and the market device has been extended to represent this phenomenon.Thus, the demographic model makes possible the representation of alternative classes of models of demographic processes. With each class of model one can deduce implied time series (varying parame-terswithin the class) and the output of the several classes can be compared to each other and to outside criteria, such as empirical time series.

Prediction of future asset prices

NASA Astrophysics Data System (ADS)

Seong, Ng Yew; Hin, Pooi Ah; Ching, Soo Huei

2014-12-01

This paper attempts to incorporate trading volumes as an additional predictor for predicting asset prices. Denoting r(t) as the vector consisting of the time-t values of the trading volume and price of a given asset, we model the time-(t+1) asset price to be dependent on the present and l-1 past values r(t), r(t-1), ....., r(t-1+1) via a conditional distribution which is derived from a (2l+1)-dimensional power-normal distribution. A prediction interval based on the 100(α/2)% and 100(1-α/2)% points of the conditional distribution is then obtained. By examining the average lengths of the prediction intervals found by using the composite indices of the Malaysia stock market for the period 2008 to 2013, we found that the value 2 appears to be a good choice for l. With the omission of the trading volume in the vector r(t), the corresponding prediction interval exhibits a slightly longer average length, showing that it might be desirable to keep trading volume as a predictor. From the above conditional distribution, the probability that the time-(t+1) asset price will be larger than the time-t asset price is next computed. When the probability differs from 0 (or 1) by less than 0.03, the observed time-(t+1) increase in price tends to be negative (or positive). Thus the above probability has a good potential of being used as a market indicator in technical analysis.

Should I Stay or Should I Go? A Habitat-Dependent Dispersal Kernel Improves Prediction of Movement

PubMed Central

Vinatier, Fabrice; Lescourret, Françoise; Duyck, Pierre-François; Martin, Olivier; Senoussi, Rachid; Tixier, Philippe

2011-01-01

The analysis of animal movement within different landscapes may increase our understanding of how landscape features affect the perceptual range of animals. Perceptual range is linked to movement probability of an animal via a dispersal kernel, the latter being generally considered as spatially invariant but could be spatially affected. We hypothesize that spatial plasticity of an animal's dispersal kernel could greatly modify its distribution in time and space. After radio tracking the movements of walking insects (Cosmopolites sordidus) in banana plantations, we considered the movements of individuals as states of a Markov chain whose transition probabilities depended on the habitat characteristics of current and target locations. Combining a likelihood procedure and pattern-oriented modelling, we tested the hypothesis that dispersal kernel depended on habitat features. Our results were consistent with the concept that animal dispersal kernel depends on habitat features. Recognizing the plasticity of animal movement probabilities will provide insight into landscape-level ecological processes. PMID:21765890

Should I stay or should I go? A habitat-dependent dispersal kernel improves prediction of movement.

PubMed

Vinatier, Fabrice; Lescourret, Françoise; Duyck, Pierre-François; Martin, Olivier; Senoussi, Rachid; Tixier, Philippe

2011-01-01

The analysis of animal movement within different landscapes may increase our understanding of how landscape features affect the perceptual range of animals. Perceptual range is linked to movement probability of an animal via a dispersal kernel, the latter being generally considered as spatially invariant but could be spatially affected. We hypothesize that spatial plasticity of an animal's dispersal kernel could greatly modify its distribution in time and space. After radio tracking the movements of walking insects (Cosmopolites sordidus) in banana plantations, we considered the movements of individuals as states of a Markov chain whose transition probabilities depended on the habitat characteristics of current and target locations. Combining a likelihood procedure and pattern-oriented modelling, we tested the hypothesis that dispersal kernel depended on habitat features. Our results were consistent with the concept that animal dispersal kernel depends on habitat features. Recognizing the plasticity of animal movement probabilities will provide insight into landscape-level ecological processes.

Dependency of outbreaks distribution from insects - defoliators' seasonal development

Treesearch

Valentina Meshkova

2003-01-01

Analysis of data on the population dynamics of foliage browsing insects in time and space was conducted in the Ukraine. For each of the main species, correlation indices were calculated between outbreak characteristics (mean and specific foci area, outbreak probability), weather elements (air temperature, precipitation), indices (hydrothermal coefficient, winter...

Guest Editor's Introduction: Special section on dependable distributed systems

NASA Astrophysics Data System (ADS)

Fetzer, Christof

1999-09-01

We rely more and more on computers. For example, the Internet reshapes the way we do business. A `computer outage' can cost a company a substantial amount of money. Not only with respect to the business lost during an outage, but also with respect to the negative publicity the company receives. This is especially true for Internet companies. After recent computer outages of Internet companies, we have seen a drastic fall of the shares of the affected companies. There are multiple causes for computer outages. Although computer hardware becomes more reliable, hardware related outages remain an important issue. For example, some of the recent computer outages of companies were caused by failed memory and system boards, and even by crashed disks - a failure type which can easily be masked using disk mirroring. Transient hardware failures might also look like software failures and, hence, might be incorrectly classified as such. However, many outages are software related. Faulty system software, middleware, and application software can crash a system. Dependable computing systems are systems we can rely on. Dependable systems are, by definition, reliable, available, safe and secure [3]. This special section focuses on issues related to dependable distributed systems. Distributed systems have the potential to be more dependable than a single computer because the probability that all computers in a distributed system fail is smaller than the probability that a single computer fails. However, if a distributed system is not built well, it is potentially less dependable than a single computer since the probability that at least one computer in a distributed system fails is higher than the probability that one computer fails. For example, if the crash of any computer in a distributed system can bring the complete system to a halt, the system is less dependable than a single-computer system. Building dependable distributed systems is an extremely difficult task. There is no silver bullet solution. Instead one has to apply a variety of engineering techniques [2]: fault-avoidance (minimize the occurrence of faults, e.g. by using a proper design process), fault-removal (remove faults before they occur, e.g. by testing), fault-evasion (predict faults by monitoring and reconfigure the system before failures occur), and fault-tolerance (mask and/or contain failures). Building a system from scratch is an expensive and time consuming effort. To reduce the cost of building dependable distributed systems, one would choose to use commercial off-the-shelf (COTS) components whenever possible. The usage of COTS components has several potential advantages beyond minimizing costs. For example, through the widespread usage of a COTS component, design failures might be detected and fixed before the component is used in a dependable system. Custom-designed components have to mature without the widespread in-field testing of COTS components. COTS components have various potential disadvantages when used in dependable systems. For example, minimizing the time to market might lead to the release of components with inherent design faults (e.g. use of `shortcuts' that only work most of the time). In addition, the components might be more complex than needed and, hence, potentially have more design faults than simpler components. However, given economic constraints and the ability to cope with some of the problems using fault-evasion and fault-tolerance, only for a small percentage of systems can one justify not using COTS components. Distributed systems built from current COTS components are asynchronous systems in the sense that there exists no a priori known bound on the transmission delay of messages or the execution time of processes. When designing a distributed algorithm, one would like to make sure (e.g. by testing or verification) that it is correct, i.e. satisfies its specification. Many distributed algorithms make use of consensus (eventually all non-crashed processes have to agree on a value), leader election (a crashed leader is eventually replaced by a new leader, but at any time there is at most one leader) or a group membership detection service (a crashed process is eventually suspected to have crashed but only crashed processes are suspected). From a theoretical point of view, the service specifications given for such services are not implementable in asynchronous systems. In particular, for each implementation one can derive a counter example in which the service violates its specification. From a practical point of view, the consensus, the leader election, and the membership detection problem are solvable in asynchronous distributed systems. In this special section, Raynal and Tronel show how to bridge this difference by showing how to implement the group membership detection problem with a negligible probability [1] to fail in an asynchronous system. The group membership detection problem is specified by a liveness condition (L) and a safety property (S): (L) if a process p crashes, then eventually every non-crashed process q has to suspect that p has crashed; and (S) if a process q suspects p, then p has indeed crashed. One can show that either (L) or (S) is implementable, but one cannot implement both (L) and (S) at the same time in an asynchronous system. In practice, one only needs to implement (L) and (S) such that the probability that (L) or (S) is violated becomes negligible. Raynal and Tronel propose and analyse a protocol that implements (L) with certainty and that can be tuned such that the probability that (S) is violated becomes negligible. Designing and implementing distributed fault-tolerant protocols for asynchronous systems is a difficult but not an impossible task. A fault-tolerant protocol has to detect and mask certain failure classes, e.g. crash failures and message omission failures. There is a trade-off between the performance of a fault-tolerant protocol and the failure classes the protocol can tolerate. One wants to tolerate as many failure classes as needed to satisfy the stochastic requirements of the protocol [1] while still maintaining a sufficient performance. Since clients of a protocol have different requirements with respect to the performance/fault-tolerance trade-off, one would like to be able to customize protocols such that one can select an appropriate performance/fault-tolerance trade-off. In this special section Hiltunen et al describe how one can compose protocols from micro-protocols in their Cactus system. They show how a group RPC system can be tailored to the needs of a client. In particular, they show how considering additional failure classes affects the performance of a group RPC system. References [1] Cristian F 1991 Understanding fault-tolerant distributed systems Communications of ACM 34 (2) 56-78 [2] Heimerdinger W L and Weinstock C B 1992 A conceptual framework for system fault tolerance Technical Report 92-TR-33, CMU/SEI [3] Laprie J C (ed) 1992 Dependability: Basic Concepts and Terminology (Vienna: Springer)

A scaling law for random walks on networks

PubMed Central

Perkins, Theodore J.; Foxall, Eric; Glass, Leon; Edwards, Roderick

2014-01-01

The dynamics of many natural and artificial systems are well described as random walks on a network: the stochastic behaviour of molecules, traffic patterns on the internet, fluctuations in stock prices and so on. The vast literature on random walks provides many tools for computing properties such as steady-state probabilities or expected hitting times. Previously, however, there has been no general theory describing the distribution of possible paths followed by a random walk. Here, we show that for any random walk on a finite network, there are precisely three mutually exclusive possibilities for the form of the path distribution: finite, stretched exponential and power law. The form of the distribution depends only on the structure of the network, while the stepping probabilities control the parameters of the distribution. We use our theory to explain path distributions in domains such as sports, music, nonlinear dynamics and stochastic chemical kinetics. PMID:25311870

A scaling law for random walks on networks

NASA Astrophysics Data System (ADS)

Perkins, Theodore J.; Foxall, Eric; Glass, Leon; Edwards, Roderick

2014-10-01

The dynamics of many natural and artificial systems are well described as random walks on a network: the stochastic behaviour of molecules, traffic patterns on the internet, fluctuations in stock prices and so on. The vast literature on random walks provides many tools for computing properties such as steady-state probabilities or expected hitting times. Previously, however, there has been no general theory describing the distribution of possible paths followed by a random walk. Here, we show that for any random walk on a finite network, there are precisely three mutually exclusive possibilities for the form of the path distribution: finite, stretched exponential and power law. The form of the distribution depends only on the structure of the network, while the stepping probabilities control the parameters of the distribution. We use our theory to explain path distributions in domains such as sports, music, nonlinear dynamics and stochastic chemical kinetics.

A scaling law for random walks on networks.

PubMed

Perkins, Theodore J; Foxall, Eric; Glass, Leon; Edwards, Roderick

2014-10-14

The dynamics of many natural and artificial systems are well described as random walks on a network: the stochastic behaviour of molecules, traffic patterns on the internet, fluctuations in stock prices and so on. The vast literature on random walks provides many tools for computing properties such as steady-state probabilities or expected hitting times. Previously, however, there has been no general theory describing the distribution of possible paths followed by a random walk. Here, we show that for any random walk on a finite network, there are precisely three mutually exclusive possibilities for the form of the path distribution: finite, stretched exponential and power law. The form of the distribution depends only on the structure of the network, while the stepping probabilities control the parameters of the distribution. We use our theory to explain path distributions in domains such as sports, music, nonlinear dynamics and stochastic chemical kinetics.

Reliability, resilience and vulnerability criteria for the evaluation of time-dependent health risks: A hypothetical case study of wellhead protection

NASA Astrophysics Data System (ADS)

Rodak, C. M.; Silliman, S. E.; Bolster, D.

2012-12-01

A hypothetical case study of groundwater contaminant protection was carried out using time-dependent health risk calculations. The case study focuses on a hypothetical zoning project for parcels of land around a well field in northern Indiana, where the control of cancer risk relative to a mandated cancer risk threshold is of concern in the management strategy. Within our analysis, we include both uncertainty in the subsurface transport and variability in population behavior in the calculation of time-dependent health risks. From these results we introduce risk maps, a visual representation of the probability of an unacceptable health risk as a function of population behavior and the time at which exposure to the contaminant begins. We also evaluate the time-dependent risks with three criteria from water resource literature: reliability, resilience, and vulnerability (RRV). With respect to health risk from a groundwater well, the three criteria determine: the probability that a well produces safe water (reliability), the probability that a contaminated well returns to an uncontaminated state within a specified time interval (resilience), and the overall severity in terms of health impact of the contamination at a well head (vulnerability). The results demonstrate that the distributions of RRV values for each parcel of land are linked to the time-dependent concentration profile of the contaminant at the well, and the toxicological characteristics of the contaminant. The proposed time-dependent risk calculation expands on current techniques to include a continuous exposure start time, capable of reproducing the maximum risk while providing information on the severity and duration of health risks. Overall this study suggests that, especially in light of the inherent complexity of health-groundwater systems, RRV are viable criteria for relatively simple and effective evaluation of time-dependent health risk. It is argued that the RRV approach, as applied to consideration of potential health impact, allows for more informed, health-based decisions regarding zoning for wellhead protection.

Bivariate Rainfall and Runoff Analysis Using Shannon Entropy Theory

NASA Astrophysics Data System (ADS)

Rahimi, A.; Zhang, L.

2012-12-01

Rainfall-Runoff analysis is the key component for many hydrological and hydraulic designs in which the dependence of rainfall and runoff needs to be studied. It is known that the convenient bivariate distribution are often unable to model the rainfall-runoff variables due to that they either have constraints on the range of the dependence or fixed form for the marginal distributions. Thus, this paper presents an approach to derive the entropy-based joint rainfall-runoff distribution using Shannon entropy theory. The distribution derived can model the full range of dependence and allow different specified marginals. The modeling and estimation can be proceeded as: (i) univariate analysis of marginal distributions which includes two steps, (a) using the nonparametric statistics approach to detect modes and underlying probability density, and (b) fitting the appropriate parametric probability density functions; (ii) define the constraints based on the univariate analysis and the dependence structure; (iii) derive and validate the entropy-based joint distribution. As to validate the method, the rainfall-runoff data are collected from the small agricultural experimental watersheds located in semi-arid region near Riesel (Waco), Texas, maintained by the USDA. The results of unviariate analysis show that the rainfall variables follow the gamma distribution, whereas the runoff variables have mixed structure and follow the mixed-gamma distribution. With this information, the entropy-based joint distribution is derived using the first moments, the first moments of logarithm transformed rainfall and runoff, and the covariance between rainfall and runoff. The results of entropy-based joint distribution indicate: (1) the joint distribution derived successfully preserves the dependence between rainfall and runoff, and (2) the K-S goodness of fit statistical tests confirm the marginal distributions re-derived reveal the underlying univariate probability densities which further assure that the entropy-based joint rainfall-runoff distribution are satisfactorily derived. Overall, the study shows the Shannon entropy theory can be satisfactorily applied to model the dependence between rainfall and runoff. The study also shows that the entropy-based joint distribution is an appropriate approach to capture the dependence structure that cannot be captured by the convenient bivariate joint distributions. Joint Rainfall-Runoff Entropy Based PDF, and Corresponding Marginal PDF and Histogram for W12 Watershed The K-S Test Result and RMSE on Univariate Distributions Derived from the Maximum Entropy Based Joint Probability Distribution;

A methodology for stochastic analysis of share prices as Markov chains with finite states.

PubMed

Mettle, Felix Okoe; Quaye, Enoch Nii Boi; Laryea, Ravenhill Adjetey

2014-01-01

Price volatilities make stock investments risky, leaving investors in critical position when uncertain decision is made. To improve investor evaluation confidence on exchange markets, while not using time series methodology, we specify equity price change as a stochastic process assumed to possess Markov dependency with respective state transition probabilities matrices following the identified state pace (i.e. decrease, stable or increase). We established that identified states communicate, and that the chains are aperiodic and ergodic thus possessing limiting distributions. We developed a methodology for determining expected mean return time for stock price increases and also establish criteria for improving investment decision based on highest transition probabilities, lowest mean return time and highest limiting distributions. We further developed an R algorithm for running the methodology introduced. The established methodology is applied to selected equities from Ghana Stock Exchange weekly trading data.

Complete Numerical Solution of the Diffusion Equation of Random Genetic Drift

PubMed Central

Zhao, Lei; Yue, Xingye; Waxman, David

2013-01-01

A numerical method is presented to solve the diffusion equation for the random genetic drift that occurs at a single unlinked locus with two alleles. The method was designed to conserve probability, and the resulting numerical solution represents a probability distribution whose total probability is unity. We describe solutions of the diffusion equation whose total probability is unity as complete. Thus the numerical method introduced in this work produces complete solutions, and such solutions have the property that whenever fixation and loss can occur, they are automatically included within the solution. This feature demonstrates that the diffusion approximation can describe not only internal allele frequencies, but also the boundary frequencies zero and one. The numerical approach presented here constitutes a single inclusive framework from which to perform calculations for random genetic drift. It has a straightforward implementation, allowing it to be applied to a wide variety of problems, including those with time-dependent parameters, such as changing population sizes. As tests and illustrations of the numerical method, it is used to determine: (i) the probability density and time-dependent probability of fixation for a neutral locus in a population of constant size; (ii) the probability of fixation in the presence of selection; and (iii) the probability of fixation in the presence of selection and demographic change, the latter in the form of a changing population size. PMID:23749318

Complex growing networks with intrinsic vertex fitness

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

Bedogne, C.; Rodgers, G. J.

2006-10-15

One of the major questions in complex network research is to identify the range of mechanisms by which a complex network can self organize into a scale-free state. In this paper we investigate the interplay between a fitness linking mechanism and both random and preferential attachment. In our models, each vertex is assigned a fitness x, drawn from a probability distribution {rho}(x). In Model A, at each time step a vertex is added and joined to an existing vertex, selected at random, with probability p and an edge is introduced between vertices with fitnesses x and y, with a ratemore » f(x,y), with probability 1-p. Model B differs from Model A in that, with probability p, edges are added with preferential attachment rather than randomly. The analysis of Model A shows that, for every fixed fitness x, the network's degree distribution decays exponentially. In Model B we recover instead a power-law degree distribution whose exponent depends only on p, and we show how this result can be generalized. The properties of a number of particular networks are examined.« less

Transcriptional dynamics with time-dependent reaction rates

NASA Astrophysics Data System (ADS)

Nandi, Shubhendu; Ghosh, Anandamohan

2015-02-01

Transcription is the first step in the process of gene regulation that controls cell response to varying environmental conditions. Transcription is a stochastic process, involving synthesis and degradation of mRNAs, that can be modeled as a birth-death process. We consider a generic stochastic model, where the fluctuating environment is encoded in the time-dependent reaction rates. We obtain an exact analytical expression for the mRNA probability distribution and are able to analyze the response for arbitrary time-dependent protocols. Our analytical results and stochastic simulations confirm that the transcriptional machinery primarily act as a low-pass filter. We also show that depending on the system parameters, the mRNA levels in a cell population can show synchronous/asynchronous fluctuations and can deviate from Poisson statistics.

A missing dimension in measures of vaccination impacts

USGS Publications Warehouse

Gomes, M. Gabriela M.; Lipsitch, Marc; Wargo, Andrew R.; Kurath, Gael; Rebelo, Carlota; Medley, Graham F.; Coutinho, Antonio

2013-01-01

Immunological protection, acquired from either natural infection or vaccination, varies among hosts, reflecting underlying biological variation and affecting population-level protection. Owing to the nature of resistance mechanisms, distributions of susceptibility and protection entangle with pathogen dose in a way that can be decoupled by adequately representing the dose dimension. Any infectious processes must depend in some fashion on dose, and empirical evidence exists for an effect of exposure dose on the probability of transmission to mumps-vaccinated hosts [1], the case-fatality ratio of measles [2], and the probability of infection and, given infection, of symptoms in cholera [3]. Extreme distributions of vaccine protection have been termed leaky (partially protects all hosts) and all-or-nothing (totally protects a proportion of hosts) [4]. These distributions can be distinguished in vaccine field trials from the time dependence of infections [5]. Frailty mixing models have also been proposed to estimate the distribution of protection from time to event data [6], [7], although the results are not comparable across regions unless there is explicit control for baseline transmission [8]. Distributions of host susceptibility and acquired protection can be estimated from dose-response data generated under controlled experimental conditions [9]–[11] and natural settings [12], [13]. These distributions can guide research on mechanisms of protection, as well as enable model validity across the entire range of transmission intensities. We argue for a shift to a dose-dimension paradigm in infectious disease science and community health.

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.

Statistical Characteristics of the Gaussian-Noise Spikes Exceeding the Specified Threshold as Applied to Discharges in a Thundercloud

NASA Astrophysics Data System (ADS)

Klimenko, V. V.

2017-12-01

We obtain expressions for the probabilities of the normal-noise spikes with the Gaussian correlation function and for the probability density of the inter-spike intervals. As distinct from the delta-correlated noise, in which the intervals are distributed by the exponential law, the probability of the subsequent spike depends on the previous spike and the interval-distribution law deviates from the exponential one for a finite noise-correlation time (frequency-bandwidth restriction). This deviation is the most pronounced for a low detection threshold. Similarity of the behaviors of the distributions of the inter-discharge intervals in a thundercloud and the noise spikes for the varying repetition rate of the discharges/spikes, which is determined by the ratio of the detection threshold to the root-mean-square value of noise, is observed. The results of this work can be useful for the quantitative description of the statistical characteristics of the noise spikes and studying the role of fluctuations for the discharge emergence in a thundercloud.

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

PubMed

Jędrak, Jakub; Ochab-Marcinek, Anna

2016-09-01

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

Multiscale statistics of trajectories with applications to fluid particles in turbulence and football players

NASA Astrophysics Data System (ADS)

Schneider, Kai; Kadoch, Benjamin; Bos, Wouter

2017-11-01

The angle between two subsequent particle displacement increments is evaluated as a function of the time lag. The directional change of particles can thus be quantified at different scales and multiscale statistics can be performed. Flow dependent and geometry dependent features can be distinguished. The mean angle satisfies scaling behaviors for short time lags based on the smoothness of the trajectories. For intermediate time lags a power law behavior can be observed for some turbulent flows, which can be related to Kolmogorov scaling. The long time behavior depends on the confinement geometry of the flow. We show that the shape of the probability distribution function of the directional change can be well described by a Fischer distribution. Results for two-dimensional (direct and inverse cascade) and three-dimensional turbulence with and without confinement, illustrate the properties of the proposed multiscale statistics. The presented Monte-Carlo simulations allow disentangling geometry dependent and flow independent features. Finally, we also analyze trajectories of football players, which are, in general, not randomly spaced on a field.

Neighbor-Dependent Ramachandran Probability Distributions of Amino Acids Developed from a Hierarchical Dirichlet Process Model

PubMed Central

Mitra, Rajib; Jordan, Michael I.; Dunbrack, Roland L.

2010-01-01

Distributions of the backbone dihedral angles of proteins have been studied for over 40 years. While many statistical analyses have been presented, only a handful of probability densities are publicly available for use in structure validation and structure prediction methods. The available distributions differ in a number of important ways, which determine their usefulness for various purposes. These include: 1) input data size and criteria for structure inclusion (resolution, R-factor, etc.); 2) filtering of suspect conformations and outliers using B-factors or other features; 3) secondary structure of input data (e.g., whether helix and sheet are included; whether beta turns are included); 4) the method used for determining probability densities ranging from simple histograms to modern nonparametric density estimation; and 5) whether they include nearest neighbor effects on the distribution of conformations in different regions of the Ramachandran map. In this work, Ramachandran probability distributions are presented for residues in protein loops from a high-resolution data set with filtering based on calculated electron densities. Distributions for all 20 amino acids (with cis and trans proline treated separately) have been determined, as well as 420 left-neighbor and 420 right-neighbor dependent distributions. The neighbor-independent and neighbor-dependent probability densities have been accurately estimated using Bayesian nonparametric statistical analysis based on the Dirichlet process. In particular, we used hierarchical Dirichlet process priors, which allow sharing of information between densities for a particular residue type and different neighbor residue types. The resulting distributions are tested in a loop modeling benchmark with the program Rosetta, and are shown to improve protein loop conformation prediction significantly. The distributions are available at http://dunbrack.fccc.edu/hdp. PMID:20442867

Positive phase space distributions and uncertainty relations

NASA Technical Reports Server (NTRS)

Kruger, Jan

1993-01-01

In contrast to a widespread belief, Wigner's theorem allows the construction of true joint probabilities in phase space for distributions describing the object system as well as for distributions depending on the measurement apparatus. The fundamental role of Heisenberg's uncertainty relations in Schroedinger form (including correlations) is pointed out for these two possible interpretations of joint probability distributions. Hence, in order that a multivariate normal probability distribution in phase space may correspond to a Wigner distribution of a pure or a mixed state, it is necessary and sufficient that Heisenberg's uncertainty relation in Schroedinger form should be satisfied.

Frequency distributions and correlations of solar X-ray flare parameters

NASA Technical Reports Server (NTRS)

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

1993-01-01

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

Copula Models for Sociology: Measures of Dependence and Probabilities for Joint Distributions

ERIC Educational Resources Information Center

Vuolo, Mike

2017-01-01

Often in sociology, researchers are confronted with nonnormal variables whose joint distribution they wish to explore. Yet, assumptions of common measures of dependence can fail or estimating such dependence is computationally intensive. This article presents the copula method for modeling the joint distribution of two random variables, including…

Modeling Spatial Dependence of Rainfall Extremes Across Multiple Durations

NASA Astrophysics Data System (ADS)

Le, Phuong Dong; Leonard, Michael; Westra, Seth

2018-03-01

Determining the probability of a flood event in a catchment given that another flood has occurred in a nearby catchment is useful in the design of infrastructure such as road networks that have multiple river crossings. These conditional flood probabilities can be estimated by calculating conditional probabilities of extreme rainfall and then transforming rainfall to runoff through a hydrologic model. Each catchment's hydrological response times are unlikely to be the same, so in order to estimate these conditional probabilities one must consider the dependence of extreme rainfall both across space and across critical storm durations. To represent these types of dependence, this study proposes a new approach for combining extreme rainfall across different durations within a spatial extreme value model using max-stable process theory. This is achieved in a stepwise manner. The first step defines a set of common parameters for the marginal distributions across multiple durations. The parameters are then spatially interpolated to develop a spatial field. Storm-level dependence is represented through the max-stable process for rainfall extremes across different durations. The dependence model shows a reasonable fit between the observed pairwise extremal coefficients and the theoretical pairwise extremal coefficient function across all durations. The study demonstrates how the approach can be applied to develop conditional maps of the return period and return level across different durations.

Accounting for length-bias and selection effects in estimating the distribution of menstrual cycle length

PubMed Central

Lum, Kirsten J.; Sundaram, Rajeshwari; Louis, Thomas A.

2015-01-01

Prospective pregnancy studies are a valuable source of longitudinal data on menstrual cycle length. However, care is needed when making inferences of such renewal processes. For example, accounting for the sampling plan is necessary for unbiased estimation of the menstrual cycle length distribution for the study population. If couples can enroll when they learn of the study as opposed to waiting for the start of a new menstrual cycle, then due to length-bias, the enrollment cycle will be stochastically larger than the general run of cycles, a typical property of prevalent cohort studies. Furthermore, the probability of enrollment can depend on the length of time since a woman’s last menstrual period (a backward recurrence time), resulting in selection effects. We focus on accounting for length-bias and selection effects in the likelihood for enrollment menstrual cycle length, using a recursive two-stage approach wherein we first estimate the probability of enrollment as a function of the backward recurrence time and then use it in a likelihood with sampling weights that account for length-bias and selection effects. To broaden the applicability of our methods, we augment our model to incorporate a couple-specific random effect and time-independent covariate. A simulation study quantifies performance for two scenarios of enrollment probability when proper account is taken of sampling plan features. In addition, we estimate the probability of enrollment and the distribution of menstrual cycle length for the study population of the Longitudinal Investigation of Fertility and the Environment Study. PMID:25027273

Optimal methods for fitting probability distributions to propagule retention time in studies of zoochorous dispersal.

PubMed

Viana, Duarte S; Santamaría, Luis; Figuerola, Jordi

2016-02-01

Propagule retention time is a key factor in determining propagule dispersal distance and the shape of "seed shadows". Propagules dispersed by animal vectors are either ingested and retained in the gut until defecation or attached externally to the body until detachment. Retention time is a continuous variable, but it is commonly measured at discrete time points, according to pre-established sampling time-intervals. Although parametric continuous distributions have been widely fitted to these interval-censored data, the performance of different fitting methods has not been evaluated. To investigate the performance of five different fitting methods, we fitted parametric probability distributions to typical discretized retention-time data with known distribution using as data-points either the lower, mid or upper bounds of sampling intervals, as well as the cumulative distribution of observed values (using either maximum likelihood or non-linear least squares for parameter estimation); then compared the estimated and original distributions to assess the accuracy of each method. We also assessed the robustness of these methods to variations in the sampling procedure (sample size and length of sampling time-intervals). Fittings to the cumulative distribution performed better for all types of parametric distributions (lognormal, gamma and Weibull distributions) and were more robust to variations in sample size and sampling time-intervals. These estimated distributions had negligible deviations of up to 0.045 in cumulative probability of retention times (according to the Kolmogorov-Smirnov statistic) in relation to original distributions from which propagule retention time was simulated, supporting the overall accuracy of this fitting method. In contrast, fitting the sampling-interval bounds resulted in greater deviations that ranged from 0.058 to 0.273 in cumulative probability of retention times, which may introduce considerable biases in parameter estimates. We recommend the use of cumulative probability to fit parametric probability distributions to propagule retention time, specifically using maximum likelihood for parameter estimation. Furthermore, the experimental design for an optimal characterization of unimodal propagule retention time should contemplate at least 500 recovered propagules and sampling time-intervals not larger than the time peak of propagule retrieval, except in the tail of the distribution where broader sampling time-intervals may also produce accurate fits.

Measures of dependence for multivariate Lévy distributions

NASA Astrophysics Data System (ADS)

Boland, J.; Hurd, T. R.; Pivato, M.; Seco, L.

2001-02-01

Recent statistical analysis of a number of financial databases is summarized. Increasing agreement is found that logarithmic equity returns show a certain type of asymptotic behavior of the largest events, namely that the probability density functions have power law tails with an exponent α≈3.0. This behavior does not vary much over different stock exchanges or over time, despite large variations in trading environments. The present paper proposes a class of multivariate distributions which generalizes the observed qualities of univariate time series. A new consequence of the proposed class is the "spectral measure" which completely characterizes the multivariate dependences of the extreme tails of the distribution. This measure on the unit sphere in M-dimensions, in principle completely general, can be determined empirically by looking at extreme events. If it can be observed and determined, it will prove to be of importance for scenario generation in portfolio risk management.

Spatial distribution on high-order-harmonic generation of an H2+ molecule in intense laser fields

NASA Astrophysics Data System (ADS)

Zhang, Jun; Ge, Xin-Lei; Wang, Tian; Xu, Tong-Tong; Guo, Jing; Liu, Xue-Shen

2015-07-01

High-order-harmonic generation (HHG) for the H2 + molecule in a 3-fs, 800-nm few-cycle Gaussian laser pulse combined with a static field is investigated by solving the one-dimensional electronic and one-dimensional nuclear time-dependent Schrödinger equation within the non-Born-Oppenheimer approximation. The spatial distribution in HHG is demonstrated and the results present the recombination process of the electron with the two nuclei, respectively. The spatial distribution of the HHG spectra shows that there is little possibility of the recombination of the electron with the nuclei around the origin z =0 a.u. and equilibrium internuclear positions z =±1.3 a.u. This characteristic is irrelevant to laser parameters and is only attributed to the molecular structure. Furthermore, we investigate the time-dependent electron-nuclear wave packet and ionization probability to further explain the underlying physical mechanism.

Birth-death models and coalescent point processes: the shape and probability of reconstructed phylogenies.

PubMed

Lambert, Amaury; Stadler, Tanja

2013-12-01

Forward-in-time models of diversification (i.e., speciation and extinction) produce phylogenetic trees that grow "vertically" as time goes by. Pruning the extinct lineages out of such trees leads to natural models for reconstructed trees (i.e., phylogenies of extant species). Alternatively, reconstructed trees can be modelled by coalescent point processes (CPPs), where trees grow "horizontally" by the sequential addition of vertical edges. Each new edge starts at some random speciation time and ends at the present time; speciation times are drawn from the same distribution independently. CPPs lead to extremely fast computation of tree likelihoods and simulation of reconstructed trees. Their topology always follows the uniform distribution on ranked tree shapes (URT). We characterize which forward-in-time models lead to URT reconstructed trees and among these, which lead to CPP reconstructed trees. We show that for any "asymmetric" diversification model in which speciation rates only depend on time and extinction rates only depend on time and on a non-heritable trait (e.g., age), the reconstructed tree is CPP, even if extant species are incompletely sampled. If rates additionally depend on the number of species, the reconstructed tree is (only) URT (but not CPP). We characterize the common distribution of speciation times in the CPP description, and discuss incomplete species sampling as well as three special model cases in detail: (1) the extinction rate does not depend on a trait; (2) rates do not depend on time; (3) mass extinctions may happen additionally at certain points in the past. Copyright © 2013 Elsevier Inc. All rights reserved.

An Army-Centric System of Systems Analysis (SoSA) Definition

DTIC Science & Technology

2011-02-01

1994, 19, 49–74. 34. Suzuki, K.; Ikegami , T . Homeodynamics in the Game of Life. In Artificial Life XI: Proceedings of the Eleventh International...insect displacement as a function of sampling time. (b) The same dataset displaying displacement at time t versus displacement at time t +  t ...probability distribution of x(ti), x( t i + 1), x( t i + 2), …, x( t i + m - 1) is dependent upon the value of ti (21). Similarly, a discrete time series

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

PubMed

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

2017-02-15

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

Recovery time in quantum dynamics of wave packets

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

Strekalov, M. L., E-mail: strekalov@kinetics.nsc.ru

2017-01-15

A wave packet formed by a linear superposition of bound states with an arbitrary energy spectrum returns arbitrarily close to the initial state after a quite long time. A method in which quantum recovery times are calculated exactly is developed. In particular, an exact analytic expression is derived for the recovery time in the limiting case of a two-level system. In the general case, the reciprocal recovery time is proportional to the Gauss distribution that depends on two parameters (mean value and variance of the return probability). The dependence of the recovery time on the mean excitation level of themore » system is established. The recovery time is the longest for the maximal excitation level.« less

Maximum caliber inference of nonequilibrium processes

NASA Astrophysics Data System (ADS)

Otten, Moritz; Stock, Gerhard

2010-07-01

Thirty years ago, Jaynes suggested a general theoretical approach to nonequilibrium statistical mechanics, called maximum caliber (MaxCal) [Annu. Rev. Phys. Chem. 31, 579 (1980)]. MaxCal is a variational principle for dynamics in the same spirit that maximum entropy is a variational principle for equilibrium statistical mechanics. Motivated by the success of maximum entropy inference methods for equilibrium problems, in this work the MaxCal formulation is applied to the inference of nonequilibrium processes. That is, given some time-dependent observables of a dynamical process, one constructs a model that reproduces these input data and moreover, predicts the underlying dynamics of the system. For example, the observables could be some time-resolved measurements of the folding of a protein, which are described by a few-state model of the free energy landscape of the system. MaxCal then calculates the probabilities of an ensemble of trajectories such that on average the data are reproduced. From this probability distribution, any dynamical quantity of the system can be calculated, including population probabilities, fluxes, or waiting time distributions. After briefly reviewing the formalism, the practical numerical implementation of MaxCal in the case of an inference problem is discussed. Adopting various few-state models of increasing complexity, it is demonstrated that the MaxCal principle indeed works as a practical method of inference: The scheme is fairly robust and yields correct results as long as the input data are sufficient. As the method is unbiased and general, it can deal with any kind of time dependency such as oscillatory transients and multitime decays.

Local linear estimation of concordance probability with application to covariate effects models on association for bivariate failure-time data.

PubMed

Ding, Aidong Adam; Hsieh, Jin-Jian; Wang, Weijing

2015-01-01

Bivariate survival analysis has wide applications. In the presence of covariates, most literature focuses on studying their effects on the marginal distributions. However covariates can also affect the association between the two variables. In this article we consider the latter issue by proposing a nonstandard local linear estimator for the concordance probability as a function of covariates. Under the Clayton copula, the conditional concordance probability has a simple one-to-one correspondence with the copula parameter for different data structures including those subject to independent or dependent censoring and dependent truncation. The proposed method can be used to study how covariates affect the Clayton association parameter without specifying marginal regression models. Asymptotic properties of the proposed estimators are derived and their finite-sample performances are examined via simulations. Finally, for illustration, we apply the proposed method to analyze a bone marrow transplant data set.

Knee point search using cascading top-k sorting with minimized time complexity.

PubMed

Wang, Zheng; Tseng, Shian-Shyong

2013-01-01

Anomaly detection systems and many other applications are frequently confronted with the problem of finding the largest knee point in the sorted curve for a set of unsorted points. This paper proposes an efficient knee point search algorithm with minimized time complexity using the cascading top-k sorting when a priori probability distribution of the knee point is known. First, a top-k sort algorithm is proposed based on a quicksort variation. We divide the knee point search problem into multiple steps. And in each step an optimization problem of the selection number k is solved, where the objective function is defined as the expected time cost. Because the expected time cost in one step is dependent on that of the afterwards steps, we simplify the optimization problem by minimizing the maximum expected time cost. The posterior probability of the largest knee point distribution and the other parameters are updated before solving the optimization problem in each step. An example of source detection of DNS DoS flooding attacks is provided to illustrate the applications of the proposed algorithm.

Serial Spike Time Correlations Affect Probability Distribution of Joint Spike Events.

PubMed

Shahi, Mina; van Vreeswijk, Carl; Pipa, Gordon

2016-01-01

Detecting the existence of temporally coordinated spiking activity, and its role in information processing in the cortex, has remained a major challenge for neuroscience research. Different methods and approaches have been suggested to test whether the observed synchronized events are significantly different from those expected by chance. To analyze the simultaneous spike trains for precise spike correlation, these methods typically model the spike trains as a Poisson process implying that the generation of each spike is independent of all the other spikes. However, studies have shown that neural spike trains exhibit dependence among spike sequences, such as the absolute and relative refractory periods which govern the spike probability of the oncoming action potential based on the time of the last spike, or the bursting behavior, which is characterized by short epochs of rapid action potentials, followed by longer episodes of silence. Here we investigate non-renewal processes with the inter-spike interval distribution model that incorporates spike-history dependence of individual neurons. For that, we use the Monte Carlo method to estimate the full shape of the coincidence count distribution and to generate false positives for coincidence detection. The results show that compared to the distributions based on homogeneous Poisson processes, and also non-Poisson processes, the width of the distribution of joint spike events changes. Non-renewal processes can lead to both heavy tailed or narrow coincidence distribution. We conclude that small differences in the exact autostructure of the point process can cause large differences in the width of a coincidence distribution. Therefore, manipulations of the autostructure for the estimation of significance of joint spike events seem to be inadequate.

Serial Spike Time Correlations Affect Probability Distribution of Joint Spike Events

PubMed Central

Shahi, Mina; van Vreeswijk, Carl; Pipa, Gordon

2016-01-01

Detecting the existence of temporally coordinated spiking activity, and its role in information processing in the cortex, has remained a major challenge for neuroscience research. Different methods and approaches have been suggested to test whether the observed synchronized events are significantly different from those expected by chance. To analyze the simultaneous spike trains for precise spike correlation, these methods typically model the spike trains as a Poisson process implying that the generation of each spike is independent of all the other spikes. However, studies have shown that neural spike trains exhibit dependence among spike sequences, such as the absolute and relative refractory periods which govern the spike probability of the oncoming action potential based on the time of the last spike, or the bursting behavior, which is characterized by short epochs of rapid action potentials, followed by longer episodes of silence. Here we investigate non-renewal processes with the inter-spike interval distribution model that incorporates spike-history dependence of individual neurons. For that, we use the Monte Carlo method to estimate the full shape of the coincidence count distribution and to generate false positives for coincidence detection. The results show that compared to the distributions based on homogeneous Poisson processes, and also non-Poisson processes, the width of the distribution of joint spike events changes. Non-renewal processes can lead to both heavy tailed or narrow coincidence distribution. We conclude that small differences in the exact autostructure of the point process can cause large differences in the width of a coincidence distribution. Therefore, manipulations of the autostructure for the estimation of significance of joint spike events seem to be inadequate. PMID:28066225

A Dual Power Law Distribution for the Stellar Initial Mass Function

NASA Astrophysics Data System (ADS)

Hoffmann, Karl Heinz; Essex, Christopher; Basu, Shantanu; Prehl, Janett

2018-05-01

We introduce a new dual power law (DPL) probability distribution function for the mass distribution of stellar and substellar objects at birth, otherwise known as the initial mass function (IMF). The model contains both deterministic and stochastic elements, and provides a unified framework within which to view the formation of brown dwarfs and stars resulting from an accretion process that starts from extremely low mass seeds. It does not depend upon a top down scenario of collapsing (Jeans) masses or an initial lognormal or otherwise IMF-like distribution of seed masses. Like the modified lognormal power law (MLP) distribution, the DPL distribution has a power law at the high mass end, as a result of exponential growth of mass coupled with equally likely stopping of accretion at any time interval. Unlike the MLP, a power law decay also appears at the low mass end of the IMF. This feature is closely connected to the accretion stopping probability rising from an initially low value up to a high value. This might be associated with physical effects of ejections sometimes (i.e., rarely) stopping accretion at early times followed by outflow driven accretion stopping at later times, with the transition happening at a critical time (therefore mass). Comparing the DPL to empirical data, the critical mass is close to the substellar mass limit, suggesting that the onset of nuclear fusion plays an important role in the subsequent accretion history of a young stellar object.

Accounting for length-bias and selection effects in estimating the distribution of menstrual cycle length.

PubMed

Lum, Kirsten J; Sundaram, Rajeshwari; Louis, Thomas A

2015-01-01

Prospective pregnancy studies are a valuable source of longitudinal data on menstrual cycle length. However, care is needed when making inferences of such renewal processes. For example, accounting for the sampling plan is necessary for unbiased estimation of the menstrual cycle length distribution for the study population. If couples can enroll when they learn of the study as opposed to waiting for the start of a new menstrual cycle, then due to length-bias, the enrollment cycle will be stochastically larger than the general run of cycles, a typical property of prevalent cohort studies. Furthermore, the probability of enrollment can depend on the length of time since a woman's last menstrual period (a backward recurrence time), resulting in selection effects. We focus on accounting for length-bias and selection effects in the likelihood for enrollment menstrual cycle length, using a recursive two-stage approach wherein we first estimate the probability of enrollment as a function of the backward recurrence time and then use it in a likelihood with sampling weights that account for length-bias and selection effects. To broaden the applicability of our methods, we augment our model to incorporate a couple-specific random effect and time-independent covariate. A simulation study quantifies performance for two scenarios of enrollment probability when proper account is taken of sampling plan features. In addition, we estimate the probability of enrollment and the distribution of menstrual cycle length for the study population of the Longitudinal Investigation of Fertility and the Environment Study. Published by Oxford University Press 2014. This work is written by (a) US Government employee(s) and is in the public domain in the US.

Reliable gain-scheduled control of discrete-time systems and its application to CSTR model

NASA Astrophysics Data System (ADS)

Sakthivel, R.; Selvi, S.; Mathiyalagan, K.; Shi, Y.

2016-10-01

This paper is focused on reliable gain-scheduled controller design for a class of discrete-time systems with randomly occurring nonlinearities and actuator fault. Further, the nonlinearity in the system model is assumed to occur randomly according to a Bernoulli distribution with measurable time-varying probability in real time. The main purpose of this paper is to design a gain-scheduled controller by implementing a probability-dependent Lyapunov function and linear matrix inequality (LMI) approach such that the closed-loop discrete-time system is stochastically stable for all admissible randomly occurring nonlinearities. The existence conditions for the reliable controller is formulated in terms of LMI constraints. Finally, the proposed reliable gain-scheduled control scheme is applied on continuously stirred tank reactor model to demonstrate the effectiveness and applicability of the proposed design technique.

Void probability as a function of the void's shape and scale-invariant models. [in studies of spacial galactic distribution

NASA Technical Reports Server (NTRS)

Elizalde, E.; Gaztanaga, E.

1992-01-01

The dependence of counts in cells on the shape of the cell for the large scale galaxy distribution is studied. A very concrete prediction can be done concerning the void distribution for scale invariant models. The prediction is tested on a sample of the CfA catalog, and good agreement is found. It is observed that the probability of a cell to be occupied is bigger for some elongated cells. A phenomenological scale invariant model for the observed distribution of the counts in cells, an extension of the negative binomial distribution, is presented in order to illustrate how this dependence can be quantitatively determined. An original, intuitive derivation of this model is presented.

Investigation of Dielectric Breakdown Characteristics for Double-break Vacuum Interrupter and Dielectric Breakdown Probability Distribution in Vacuum Interrupter

NASA Astrophysics Data System (ADS)

Shioiri, Tetsu; Asari, Naoki; Sato, Junichi; Sasage, Kosuke; Yokokura, Kunio; Homma, Mitsutaka; Suzuki, Katsumi

To investigate the reliability of equipment of vacuum insulation, a study was carried out to clarify breakdown probability distributions in vacuum gap. Further, a double-break vacuum circuit breaker was investigated for breakdown probability distribution. The test results show that the breakdown probability distribution of the vacuum gap can be represented by a Weibull distribution using a location parameter, which shows the voltage that permits a zero breakdown probability. The location parameter obtained from Weibull plot depends on electrode area. The shape parameter obtained from Weibull plot of vacuum gap was 10∼14, and is constant irrespective non-uniform field factor. The breakdown probability distribution after no-load switching can be represented by Weibull distribution using a location parameter. The shape parameter after no-load switching was 6∼8.5, and is constant, irrespective of gap length. This indicates that the scatter of breakdown voltage was increased by no-load switching. If the vacuum circuit breaker uses a double break, breakdown probability at low voltage becomes lower than single-break probability. Although potential distribution is a concern in the double-break vacuum cuicuit breaker, its insulation reliability is better than that of the single-break vacuum interrupter even if the bias of the vacuum interrupter's sharing voltage is taken into account.

Heterogeneous network epidemics: real-time growth, variance and extinction of infection.

PubMed

Ball, Frank; House, Thomas

2017-09-01

Recent years have seen a large amount of interest in epidemics on networks as a way of representing the complex structure of contacts capable of spreading infections through the modern human population. The configuration model is a popular choice in theoretical studies since it combines the ability to specify the distribution of the number of contacts (degree) with analytical tractability. Here we consider the early real-time behaviour of the Markovian SIR epidemic model on a configuration model network using a multitype branching process. We find closed-form analytic expressions for the mean and variance of the number of infectious individuals as a function of time and the degree of the initially infected individual(s), and write down a system of differential equations for the probability of extinction by time t that are numerically fast compared to Monte Carlo simulation. We show that these quantities are all sensitive to the degree distribution-in particular we confirm that the mean prevalence of infection depends on the first two moments of the degree distribution and the variance in prevalence depends on the first three moments of the degree distribution. In contrast to most existing analytic approaches, the accuracy of these results does not depend on having a large number of infectious individuals, meaning that in the large population limit they would be asymptotically exact even for one initial infectious individual.

Monte Carlo Method for Determining Earthquake Recurrence Parameters from Short Paleoseismic Catalogs: Example Calculations for California

USGS Publications Warehouse

Parsons, Tom

2008-01-01

Paleoearthquake observations often lack enough events at a given site to directly define a probability density function (PDF) for earthquake recurrence. Sites with fewer than 10-15 intervals do not provide enough information to reliably determine the shape of the PDF using standard maximum-likelihood techniques [e.g., Ellsworth et al., 1999]. In this paper I present a method that attempts to fit wide ranges of distribution parameters to short paleoseismic series. From repeated Monte Carlo draws, it becomes possible to quantitatively estimate most likely recurrence PDF parameters, and a ranked distribution of parameters is returned that can be used to assess uncertainties in hazard calculations. In tests on short synthetic earthquake series, the method gives results that cluster around the mean of the input distribution, whereas maximum likelihood methods return the sample means [e.g., NIST/SEMATECH, 2006]. For short series (fewer than 10 intervals), sample means tend to reflect the median of an asymmetric recurrence distribution, possibly leading to an overestimate of the hazard should they be used in probability calculations. Therefore a Monte Carlo approach may be useful for assessing recurrence from limited paleoearthquake records. Further, the degree of functional dependence among parameters like mean recurrence interval and coefficient of variation can be established. The method is described for use with time-independent and time-dependent PDF?s, and results from 19 paleoseismic sequences on strike-slip faults throughout the state of California are given.

Monte Carlo method for determining earthquake recurrence parameters from short paleoseismic catalogs: Example calculations for California

USGS Publications Warehouse

Parsons, T.

2008-01-01

Paleoearthquake observations often lack enough events at a given site to directly define a probability density function (PDF) for earthquake recurrence. Sites with fewer than 10-15 intervals do not provide enough information to reliably determine the shape of the PDF using standard maximum-likelihood techniques (e.g., Ellsworth et al., 1999). In this paper I present a method that attempts to fit wide ranges of distribution parameters to short paleoseismic series. From repeated Monte Carlo draws, it becomes possible to quantitatively estimate most likely recurrence PDF parameters, and a ranked distribution of parameters is returned that can be used to assess uncertainties in hazard calculations. In tests on short synthetic earthquake series, the method gives results that cluster around the mean of the input distribution, whereas maximum likelihood methods return the sample means (e.g., NIST/SEMATECH, 2006). For short series (fewer than 10 intervals), sample means tend to reflect the median of an asymmetric recurrence distribution, possibly leading to an overestimate of the hazard should they be used in probability calculations. Therefore a Monte Carlo approach may be useful for assessing recurrence from limited paleoearthquake records. Further, the degree of functional dependence among parameters like mean recurrence interval and coefficient of variation can be established. The method is described for use with time-independent and time-dependent PDFs, and results from 19 paleoseismic sequences on strike-slip faults throughout the state of California are given.

Time-sliced perturbation theory for large scale structure I: general formalism

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

Blas, Diego; Garny, Mathias; Sibiryakov, Sergey

2016-07-01

We present a new analytic approach to describe large scale structure formation in the mildly non-linear regime. The central object of the method is the time-dependent probability distribution function generating correlators of the cosmological observables at a given moment of time. Expanding the distribution function around the Gaussian weight we formulate a perturbative technique to calculate non-linear corrections to cosmological correlators, similar to the diagrammatic expansion in a three-dimensional Euclidean quantum field theory, with time playing the role of an external parameter. For the physically relevant case of cold dark matter in an Einstein-de Sitter universe, the time evolution ofmore » the distribution function can be found exactly and is encapsulated by a time-dependent coupling constant controlling the perturbative expansion. We show that all building blocks of the expansion are free from spurious infrared enhanced contributions that plague the standard cosmological perturbation theory. This paves the way towards the systematic resummation of infrared effects in large scale structure formation. We also argue that the approach proposed here provides a natural framework to account for the influence of short-scale dynamics on larger scales along the lines of effective field theory.« less

Void probability as a function of the void's shape and scale-invariant models

NASA Technical Reports Server (NTRS)

Elizalde, E.; Gaztanaga, E.

1991-01-01

The dependence of counts in cells on the shape of the cell for the large scale galaxy distribution is studied. A very concrete prediction can be done concerning the void distribution for scale invariant models. The prediction is tested on a sample of the CfA catalog, and good agreement is found. It is observed that the probability of a cell to be occupied is bigger for some elongated cells. A phenomenological scale invariant model for the observed distribution of the counts in cells, an extension of the negative binomial distribution, is presented in order to illustrate how this dependence can be quantitatively determined. An original, intuitive derivation of this model is presented.

A seismological model for earthquakes induced by fluid extraction from a subsurface reservoir

NASA Astrophysics Data System (ADS)

Bourne, S. J.; Oates, S. J.; van Elk, J.; Doornhof, D.

2014-12-01

A seismological model is developed for earthquakes induced by subsurface reservoir volume changes. The approach is based on the work of Kostrov () and McGarr () linking total strain to the summed seismic moment in an earthquake catalog. We refer to the fraction of the total strain expressed as seismic moment as the strain partitioning function, α. A probability distribution for total seismic moment as a function of time is derived from an evolving earthquake catalog. The moment distribution is taken to be a Pareto Sum Distribution with confidence bounds estimated using approximations given by Zaliapin et al. (). In this way available seismic moment is expressed in terms of reservoir volume change and hence compaction in the case of a depleting reservoir. The Pareto Sum Distribution for moment and the Pareto Distribution underpinning the Gutenberg-Richter Law are sampled using Monte Carlo methods to simulate synthetic earthquake catalogs for subsequent estimation of seismic ground motion hazard. We demonstrate the method by applying it to the Groningen gas field. A compaction model for the field calibrated using various geodetic data allows reservoir strain due to gas extraction to be expressed as a function of both spatial position and time since the start of production. Fitting with a generalized logistic function gives an empirical expression for the dependence of α on reservoir compaction. Probability density maps for earthquake event locations can then be calculated from the compaction maps. Predicted seismic moment is shown to be strongly dependent on planned gas production.

Uncertainty analysis in fault tree models with dependent basic events.

PubMed

Pedroni, Nicola; Zio, Enrico

2013-06-01

In general, two types of dependence need to be considered when estimating the probability of the top event (TE) of a fault tree (FT): "objective" dependence between the (random) occurrences of different basic events (BEs) in the FT and "state-of-knowledge" (epistemic) dependence between estimates of the epistemically uncertain probabilities of some BEs of the FT model. In this article, we study the effects on the TE probability of objective and epistemic dependences. The well-known Frèchet bounds and the distribution envelope determination (DEnv) method are used to model all kinds of (possibly unknown) objective and epistemic dependences, respectively. For exemplification, the analyses are carried out on a FT with six BEs. Results show that both types of dependence significantly affect the TE probability; however, the effects of epistemic dependence are likely to be overwhelmed by those of objective dependence (if present). © 2012 Society for Risk Analysis.

Probability Forecasting Using Monte Carlo Simulation

NASA Astrophysics Data System (ADS)

Duncan, M.; Frisbee, J.; Wysack, J.

2014-09-01

Space Situational Awareness (SSA) is defined as the knowledge and characterization of all aspects of space. SSA is now a fundamental and critical component of space operations. Increased dependence on our space assets has in turn lead to a greater need for accurate, near real-time knowledge of all space activities. With the growth of the orbital debris population, satellite operators are performing collision avoidance maneuvers more frequently. Frequent maneuver execution expends fuel and reduces the operational lifetime of the spacecraft. Thus the need for new, more sophisticated collision threat characterization methods must be implemented. The collision probability metric is used operationally to quantify the collision risk. The collision probability is typically calculated days into the future, so that high risk and potential high risk conjunction events are identified early enough to develop an appropriate course of action. As the time horizon to the conjunction event is reduced, the collision probability changes. A significant change in the collision probability will change the satellite mission stakeholder's course of action. So constructing a method for estimating how the collision probability will evolve improves operations by providing satellite operators with a new piece of information, namely an estimate or 'forecast' of how the risk will change as time to the event is reduced. Collision probability forecasting is a predictive process where the future risk of a conjunction event is estimated. The method utilizes a Monte Carlo simulation that produces a likelihood distribution for a given collision threshold. Using known state and state uncertainty information, the simulation generates a set possible trajectories for a given space object pair. Each new trajectory produces a unique event geometry at the time of close approach. Given state uncertainty information for both objects, a collision probability value can be computed for every trail. This yields a collision probability distribution given known, predicted uncertainty. This paper presents the details of the collision probability forecasting method. We examine various conjunction event scenarios and numerically demonstrate the utility of this approach in typical event scenarios. We explore the utility of a probability-based track scenario simulation that models expected tracking data frequency as the tasking levels are increased. The resulting orbital uncertainty is subsequently used in the forecasting algorithm.

Bivariate extreme value distributions

NASA Technical Reports Server (NTRS)

Elshamy, M.

1992-01-01

In certain engineering applications, such as those occurring in the analyses of ascent structural loads for the Space Transportation System (STS), some of the load variables have a lower bound of zero. Thus, the need for practical models of bivariate extreme value probability distribution functions with lower limits was identified. We discuss the Gumbel models and present practical forms of bivariate extreme probability distributions of Weibull and Frechet types with two parameters. Bivariate extreme value probability distribution functions can be expressed in terms of the marginal extremel distributions and a 'dependence' function subject to certain analytical conditions. Properties of such bivariate extreme distributions, sums and differences of paired extremals, as well as the corresponding forms of conditional distributions, are discussed. Practical estimation techniques are also given.

Supersymmetric quantum mechanics method for the Fokker-Planck equation with applications to protein folding dynamics

NASA Astrophysics Data System (ADS)

Polotto, Franciele; Drigo Filho, Elso; Chahine, Jorge; Oliveira, Ronaldo Junio de

2018-03-01

This work developed analytical methods to explore the kinetics of the time-dependent probability distributions over thermodynamic free energy profiles of protein folding and compared the results with simulation. The Fokker-Planck equation is mapped onto a Schrödinger-type equation due to the well-known solutions of the latter. Through a semi-analytical description, the supersymmetric quantum mechanics formalism is invoked and the time-dependent probability distributions are obtained with numerical calculations by using the variational method. A coarse-grained structure-based model of the two-state protein Tm CSP was simulated at a Cα level of resolution and the thermodynamics and kinetics were fully characterized. Analytical solutions from non-equilibrium conditions were obtained with the simulated double-well free energy potential and kinetic folding times were calculated. It was found that analytical folding time as a function of temperature agrees, quantitatively, with simulations and experiments from the literature of Tm CSP having the well-known 'U' shape of the Chevron Plots. The simple analytical model developed in this study has a potential to be used by theoreticians and experimentalists willing to explore, quantitatively, rates and the kinetic behavior of their system by informing the thermally activated barrier. The theory developed describes a stochastic process and, therefore, can be applied to a variety of biological as well as condensed-phase two-state systems.

An exactly solvable coarse-grained model for species diversity

NASA Astrophysics Data System (ADS)

Suweis, Samir; Rinaldo, Andrea; Maritan, Amos

2012-07-01

We present novel analytical results concerning ecosystem species diversity that stem from a proposed coarse-grained neutral model based on birth-death processes. The relevance of the problem lies in the urgency for understanding and synthesizing both theoretical results from ecological neutral theory and empirical evidence on species diversity preservation. The neutral model of biodiversity deals with ecosystems at the same trophic level, where per capita vital rates are assumed to be species independent. Closed-form analytical solutions for the neutral theory are obtained within a coarse-grained model, where the only input is the species persistence time distribution. Our results pertain to: the probability distribution function of the number of species in the ecosystem, both in transient and in stationary states; the n-point connected time correlation function; and the survival probability, defined as the distribution of time spans to local extinction for a species randomly sampled from the community. Analytical predictions are also tested on empirical data from an estuarine fish ecosystem. We find that emerging properties of the ecosystem are very robust and do not depend on specific details of the model, with implications for biodiversity and conservation biology.

Cardiac sodium channel Markov model with temperature dependence and recovery from inactivation.

PubMed Central

Irvine, L A; Jafri, M S; Winslow, R L

1999-01-01

A Markov model of the cardiac sodium channel is presented. The model is similar to the CA1 hippocampal neuron sodium channel model developed by Kuo and Bean (1994. Neuron. 12:819-829) with the following modifications: 1) an additional open state is added; 2) open-inactivated transitions are made voltage-dependent; and 3) channel rate constants are exponential functions of enthalpy, entropy, and voltage and have explicit temperature dependence. Model parameters are determined using a simulated annealing algorithm to minimize the error between model responses and various experimental data sets. The model reproduces a wide range of experimental data including ionic currents, gating currents, tail currents, steady-state inactivation, recovery from inactivation, and open time distributions over a temperature range of 10 degrees C to 25 degrees C. The model also predicts measures of single channel activity such as first latency, probability of a null sweep, and probability of reopening. PMID:10096885

Two coupled, driven Ising spin systems working as an engine.

PubMed

Basu, Debarshi; Nandi, Joydip; Jayannavar, A M; Marathe, Rahul

2017-05-01

Miniaturized heat engines constitute a fascinating field of current research. Many theoretical and experimental studies are being conducted that involve colloidal particles in harmonic traps as well as bacterial baths acting like thermal baths. These systems are micron-sized and are subjected to large thermal fluctuations. Hence, for these systems average thermodynamic quantities, such as work done, heat exchanged, and efficiency, lose meaning unless otherwise supported by their full probability distributions. Earlier studies on microengines are concerned with applying Carnot or Stirling engine protocols to miniaturized systems, where system undergoes typical two isothermal and two adiabatic changes. Unlike these models we study a prototype system of two classical Ising spins driven by time-dependent, phase-different, external magnetic fields. These spins are simultaneously in contact with two heat reservoirs at different temperatures for the full duration of the driving protocol. Performance of the model as an engine or a refrigerator depends only on a single parameter, namely the phase between two external drivings. We study this system in terms of fluctuations in efficiency and coefficient of performance (COP). We find full distributions of these quantities numerically and study the tails of these distributions. We also study reliability of the engine. We find the fluctuations dominate mean values of efficiency and COP, and their probability distributions are broad with power law tails.

Two coupled, driven Ising spin systems working as an engine

NASA Astrophysics Data System (ADS)

Basu, Debarshi; Nandi, Joydip; Jayannavar, A. M.; Marathe, Rahul

2017-05-01

Miniaturized heat engines constitute a fascinating field of current research. Many theoretical and experimental studies are being conducted that involve colloidal particles in harmonic traps as well as bacterial baths acting like thermal baths. These systems are micron-sized and are subjected to large thermal fluctuations. Hence, for these systems average thermodynamic quantities, such as work done, heat exchanged, and efficiency, lose meaning unless otherwise supported by their full probability distributions. Earlier studies on microengines are concerned with applying Carnot or Stirling engine protocols to miniaturized systems, where system undergoes typical two isothermal and two adiabatic changes. Unlike these models we study a prototype system of two classical Ising spins driven by time-dependent, phase-different, external magnetic fields. These spins are simultaneously in contact with two heat reservoirs at different temperatures for the full duration of the driving protocol. Performance of the model as an engine or a refrigerator depends only on a single parameter, namely the phase between two external drivings. We study this system in terms of fluctuations in efficiency and coefficient of performance (COP). We find full distributions of these quantities numerically and study the tails of these distributions. We also study reliability of the engine. We find the fluctuations dominate mean values of efficiency and COP, and their probability distributions are broad with power law tails.

[Socio-demographic and health factors associated with the institutionalization of dependent people].

PubMed

Ayuso Gutiérrez, Mercedes; Pozo Rubio, Raúl Del; Escribano Sotos, Francisco

2010-01-01

The analysis of the effect that different variables have in the probability that dependent people are institutionalized is a topic scantily studied in Spain. The aim of the work is to analyze as certain socio-demographic and health factors can influence probability of dependent person living in a residence. A cross-section study has been conducted from a representative sample of the dependent population in Cuenca (Spain) in February, 2009. We have obtained information for people with level II and III of dependence. A binary logit regression model has been estimated to identify those factors related to the institutionalization of dependent people. People with ages between 65-74 years old are six times more likely to be institutionalized than younger people (< 65 years old); this probability increases sixteen times for those individuals with ages equal or higher than 95 years. The probability of institutionalization of people who live in an urban area is three times the probability of people who live in a rural area. People who need pharmacological, psychotherapy or rehabilitation treatments have between two and four times more probability of being institutionalized that those who do not need those. Age, marital status, place of residence, cardiovascular and musculoskeletal diseases and four times of medical treatment are the principal variables associated with the institutionalization of dependent people.

Modeling highway travel time distribution with conditional probability models

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

Oliveira Neto, Francisco Moraes; Chin, Shih-Miao; Hwang, Ho-Ling

ABSTRACT Under the sponsorship of the Federal Highway Administration's Office of Freight Management and Operations, the American Transportation Research Institute (ATRI) has developed performance measures through the Freight Performance Measures (FPM) initiative. Under this program, travel speed information is derived from data collected using wireless based global positioning systems. These telemetric data systems are subscribed and used by trucking industry as an operations management tool. More than one telemetric operator submits their data dumps to ATRI on a regular basis. Each data transmission contains truck location, its travel time, and a clock time/date stamp. Data from the FPM program providesmore » a unique opportunity for studying the upstream-downstream speed distributions at different locations, as well as different time of the day and day of the week. This research is focused on the stochastic nature of successive link travel speed data on the continental United States Interstates network. Specifically, a method to estimate route probability distributions of travel time is proposed. This method uses the concepts of convolution of probability distributions and bivariate, link-to-link, conditional probability to estimate the expected distributions for the route travel time. Major contribution of this study is the consideration of speed correlation between upstream and downstream contiguous Interstate segments through conditional probability. The established conditional probability distributions, between successive segments, can be used to provide travel time reliability measures. This study also suggests an adaptive method for calculating and updating route travel time distribution as new data or information is added. This methodology can be useful to estimate performance measures as required by the recent Moving Ahead for Progress in the 21st Century Act (MAP 21).« less

Local regularity for time-dependent tug-of-war games with varying probabilities

NASA Astrophysics Data System (ADS)

Parviainen, Mikko; Ruosteenoja, Eero

2016-07-01

We study local regularity properties of value functions of time-dependent tug-of-war games. For games with constant probabilities we get local Lipschitz continuity. For more general games with probabilities depending on space and time we obtain Hölder and Harnack estimates. The games have a connection to the normalized p (x , t)-parabolic equation ut = Δu + (p (x , t) - 2) Δ∞N u.

Evaluation of the reproducibility of lung motion probability distribution function (PDF) using dynamic MRI.

PubMed

Cai, Jing; Read, Paul W; Altes, Talissa A; Molloy, Janelle A; Brookeman, James R; Sheng, Ke

2007-01-21

Treatment planning based on probability distribution function (PDF) of patient geometries has been shown a potential off-line strategy to incorporate organ motion, but the application of such approach highly depends upon the reproducibility of the PDF. In this paper, we investigated the dependences of the PDF reproducibility on the imaging acquisition parameters, specifically the scan time and the frame rate. Three healthy subjects underwent a continuous 5 min magnetic resonance (MR) scan in the sagittal plane with a frame rate of approximately 10 f s-1, and the experiments were repeated with an interval of 2 to 3 weeks. A total of nine pulmonary vessels from different lung regions (upper, middle and lower) were tracked and the dependences of their displacement PDF reproducibility were evaluated as a function of scan time and frame rate. As results, the PDF reproducibility error decreased with prolonged scans and appeared to approach equilibrium state in subjects 2 and 3 within the 5 min scan. The PDF accuracy increased in the power function with the increase of frame rate; however, the PDF reproducibility showed less sensitivity to frame rate presumably due to the randomness of breathing which dominates the effects. As the key component of the PDF-based treatment planning, the reproducibility of the PDF affects the dosimetric accuracy substantially. This study provides a reference for acquiring MR-based PDF of structures in the lung.

H theorem for generalized entropic forms within a master-equation framework

NASA Astrophysics Data System (ADS)

Casas, Gabriela A.; Nobre, Fernando D.; Curado, Evaldo M. F.

2016-03-01

The H theorem is proven for generalized entropic forms, in the case of a discrete set of states. The associated probability distributions evolve in time according to a master equation, for which the corresponding transition rates depend on these entropic forms. An important equation describing the time evolution of the transition rates and probabilities in such a way as to drive the system towards an equilibrium state is found. In the particular case of Boltzmann-Gibbs entropy, it is shown that this equation is satisfied in the microcanonical ensemble only for symmetric probability transition rates, characterizing a single path to the equilibrium state. This equation fulfils the proof of the H theorem for generalized entropic forms, associated with systems characterized by complex dynamics, e.g., presenting nonsymmetric probability transition rates and more than one path towards the same equilibrium state. Some examples considering generalized entropies of the literature are discussed, showing that they should be applicable to a wide range of natural phenomena, mainly those within the realm of complex systems.

Steady state, relaxation and first-passage properties of a run-and-tumble particle in one-dimension

NASA Astrophysics Data System (ADS)

Malakar, Kanaya; Jemseena, V.; Kundu, Anupam; Vijay Kumar, K.; Sabhapandit, Sanjib; Majumdar, Satya N.; Redner, S.; Dhar, Abhishek

2018-04-01

We investigate the motion of a run-and-tumble particle (RTP) in one dimension. We find the exact probability distribution of the particle with and without diffusion on the infinite line, as well as in a finite interval. In the infinite domain, this probability distribution approaches a Gaussian form in the long-time limit, as in the case of a regular Brownian particle. At intermediate times, this distribution exhibits unexpected multi-modal forms. In a finite domain, the probability distribution reaches a steady-state form with peaks at the boundaries, in contrast to a Brownian particle. We also study the relaxation to the steady-state analytically. Finally we compute the survival probability of the RTP in a semi-infinite domain with an absorbing boundary condition at the origin. In the finite interval, we compute the exit probability and the associated exit times. We provide numerical verification of our analytical results.

Bayesian explorations of fault slip evolution over the earthquake cycle

NASA Astrophysics Data System (ADS)

Duputel, Z.; Jolivet, R.; Benoit, A.; Gombert, B.

2017-12-01

The ever-increasing amount of geophysical data continuously opens new perspectives on fundamental aspects of the seismogenic behavior of active faults. In this context, the recent fleet of SAR satellites including Sentinel-1 and COSMO-SkyMED permits the use of InSAR for time-dependent slip modeling with unprecedented resolution in time and space. However, existing time-dependent slip models rely on spatial smoothing regularization schemes, which can produce unrealistically smooth slip distributions. In addition, these models usually do not include uncertainty estimates thereby reducing the utility of such estimates. Here, we develop an entirely new approach to derive probabilistic time-dependent slip models. This Markov-Chain Monte Carlo method involves a series of transitional steps to predict and update posterior Probability Density Functions (PDFs) of slip as a function of time. We assess the viability of our approach using various slow-slip event scenarios. Using a dense set of SAR images, we also use this method to quantify the spatial distribution and temporal evolution of slip along a creeping segment of the North Anatolian Fault. This allows us to track a shallow aseismic slip transient lasting for about a month with a maximum slip of about 2 cm.

Microscopic modeling of gas-surface scattering: II. Application to argon atom adsorption on a platinum (111) surface

NASA Astrophysics Data System (ADS)

Filinov, A.; Bonitz, M.; Loffhagen, D.

2018-06-01

A new combination of first principle molecular dynamics (MD) simulations with a rate equation model presented in the preceding paper (paper I) is applied to analyze in detail the scattering of argon atoms from a platinum (111) surface. The combined model is based on a classification of all atom trajectories according to their energies into trapped, quasi-trapped and scattering states. The number of particles in each of the three classes obeys coupled rate equations. The coefficients in the rate equations are the transition probabilities between these states which are obtained from MD simulations. While these rates are generally time-dependent, after a characteristic time scale t E of several tens of picoseconds they become stationary allowing for a rather simple analysis. Here, we investigate this time scale by analyzing in detail the temporal evolution of the energy distribution functions of the adsorbate atoms. We separately study the energy loss distribution function of the atoms and the distribution function of in-plane and perpendicular energy components. Further, we compute the sticking probability of argon atoms as a function of incident energy, angle and lattice temperature. Our model is important for plasma-surface modeling as it allows to extend accurate simulations to longer time scales.

Delay-induced stochastic bifurcations in a bistable system under white noise

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

Sun, Zhongkui, E-mail: sunzk@nwpu.edu.cn; Fu, Jin; Xu, Wei

2015-08-15

In this paper, the effects of noise and time delay on stochastic bifurcations are investigated theoretically and numerically in a time-delayed Duffing-Van der Pol oscillator subjected to white noise. Due to the time delay, the random response is not Markovian. Thereby, approximate methods have been adopted to obtain the Fokker-Planck-Kolmogorov equation and the stationary probability density function for amplitude of the response. Based on the knowledge that stochastic bifurcation is characterized by the qualitative properties of the steady-state probability distribution, it is found that time delay and feedback intensity as well as noise intensity will induce the appearance of stochasticmore » P-bifurcation. Besides, results demonstrated that the effects of the strength of the delayed displacement feedback on stochastic bifurcation are accompanied by the sensitive dependence on time delay. Furthermore, the results from numerical simulations best confirm the effectiveness of the theoretical analyses.« less

A new variable interval schedule with constant hazard rate and finite time range.

PubMed

Bugallo, Mehdi; Machado, Armando; Vasconcelos, Marco

2018-05-27

We propose a new variable interval (VI) schedule that achieves constant probability of reinforcement in time while using a bounded range of intervals. By sampling each trial duration from a uniform distribution ranging from 0 to 2 T seconds, and then applying a reinforcement rule that depends linearly on trial duration, the schedule alternates reinforced and unreinforced trials, each less than 2 T seconds, while preserving a constant hazard function. © 2018 Society for the Experimental Analysis of Behavior.

Statistical analysis of mesoscale rainfall: Dependence of a random cascade generator on large-scale forcing

NASA Technical Reports Server (NTRS)

Over, Thomas, M.; Gupta, Vijay K.

1994-01-01

Under the theory of independent and identically distributed random cascades, the probability distribution of the cascade generator determines the spatial and the ensemble properties of spatial rainfall. Three sets of radar-derived rainfall data in space and time are analyzed to estimate the probability distribution of the generator. A detailed comparison between instantaneous scans of spatial rainfall and simulated cascades using the scaling properties of the marginal moments is carried out. This comparison highlights important similarities and differences between the data and the random cascade theory. Differences are quantified and measured for the three datasets. Evidence is presented to show that the scaling properties of the rainfall can be captured to the first order by a random cascade with a single parameter. The dependence of this parameter on forcing by the large-scale meteorological conditions, as measured by the large-scale spatial average rain rate, is investigated for these three datasets. The data show that this dependence can be captured by a one-to-one function. Since the large-scale average rain rate can be diagnosed from the large-scale dynamics, this relationship demonstrates an important linkage between the large-scale atmospheric dynamics and the statistical cascade theory of mesoscale rainfall. Potential application of this research to parameterization of runoff from the land surface and regional flood frequency analysis is briefly discussed, and open problems for further research are presented.

Patterns of a spatial exploration under time evolution of the attractiveness: Persistent nodes, degree distribution, and spectral properties

NASA Astrophysics Data System (ADS)

da Silva, Roberto

2018-06-01

This work explores the features of a graph generated by agents that hop from one node to another node, where the nodes have evolutionary attractiveness. The jumps are governed by Boltzmann-like transition probabilities that depend both on the euclidean distance between the nodes and on the ratio (β) of the attractiveness between them. It is shown that persistent nodes, i.e., nodes that never been reached by this special random walk are possible in the stationary limit differently from the case where the attractiveness is fixed and equal to one for all nodes (β = 1). Simultaneously, one also investigates the spectral properties and statistics related to the attractiveness and degree distribution of the evolutionary network. Finally, a study of the crossover between persistent phase and no persistent phase was performed and it was also observed the existence of a special type of transition probability which leads to a power law behaviour for the time evolution of the persistence.

Probability Weighting Functions Derived from Hyperbolic Time Discounting: Psychophysical Models and Their Individual Level Testing.

PubMed

Takemura, Kazuhisa; Murakami, Hajime

2016-01-01

A probability weighting function (w(p)) is considered to be a nonlinear function of probability (p) in behavioral decision theory. This study proposes a psychophysical model of probability weighting functions derived from a hyperbolic time discounting model and a geometric distribution. The aim of the study is to show probability weighting functions from the point of view of waiting time for a decision maker. Since the expected value of a geometrically distributed random variable X is 1/p, we formulized the probability weighting function of the expected value model for hyperbolic time discounting as w(p) = (1 - k log p)(-1). Moreover, the probability weighting function is derived from Loewenstein and Prelec's (1992) generalized hyperbolic time discounting model. The latter model is proved to be equivalent to the hyperbolic-logarithmic weighting function considered by Prelec (1998) and Luce (2001). In this study, we derive a model from the generalized hyperbolic time discounting model assuming Fechner's (1860) psychophysical law of time and a geometric distribution of trials. In addition, we develop median models of hyperbolic time discounting and generalized hyperbolic time discounting. To illustrate the fitness of each model, a psychological experiment was conducted to assess the probability weighting and value functions at the level of the individual participant. The participants were 50 university students. The results of individual analysis indicated that the expected value model of generalized hyperbolic discounting fitted better than previous probability weighting decision-making models. The theoretical implications of this finding are discussed.

Application of Archimedean copulas to the impact assessment of hydro-climatic variables in semi-arid aquifers of western India

NASA Astrophysics Data System (ADS)

Wable, Pawan S.; Jha, Madan K.

2018-02-01

The effects of rainfall and the El Niño Southern Oscillation (ENSO) on groundwater in a semi-arid basin of India were analyzed using Archimedean copulas considering 17 years of data for monsoon rainfall, post-monsoon groundwater level (PMGL) and ENSO Index. The evaluated dependence among these hydro-climatic variables revealed that PMGL-Rainfall and PMGL-ENSO Index pairs have significant dependence. Hence, these pairs were used for modeling dependence by employing four types of Archimedean copulas: Ali-Mikhail-Haq, Clayton, Gumbel-Hougaard, and Frank. For the copula modeling, the results of probability distributions fitting to these hydro-climatic variables indicated that the PMGL and rainfall time series are best represented by Weibull and lognormal distributions, respectively, while the non-parametric kernel-based normal distribution is the most suitable for the ENSO Index. Further, the PMGL-Rainfall pair is best modeled by the Clayton copula, and the PMGL-ENSO Index pair is best modeled by the Frank copula. The Clayton copula-based conditional probability of PMGL being less than or equal to its average value at a given mean rainfall is above 70% for 33% of the study area. In contrast, the spatial variation of the Frank copula-based probability of PMGL being less than or equal to its average value is 35-40% in 23% of the study area during El Niño phase, while it is below 15% in 35% of the area during the La Niña phase. This copula-based methodology can be applied under data-scarce conditions for exploring the impacts of rainfall and ENSO on groundwater at basin scales.

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

Curchod, Basile F. E.; Agostini, Federica, E-mail: agostini@mpi-halle.mpg.de; Gross, E. K. U.

Nonadiabatic quantum interferences emerge whenever nuclear wavefunctions in different electronic states meet and interact in a nonadiabatic region. In this work, we analyze how nonadiabatic quantum interferences translate in the context of the exact factorization of the molecular wavefunction. In particular, we focus our attention on the shape of the time-dependent potential energy surface—the exact surface on which the nuclear dynamics takes place. We use a one-dimensional exactly solvable model to reproduce different conditions for quantum interferences, whose characteristic features already appear in one-dimension. The time-dependent potential energy surface develops complex features when strong interferences are present, in clear contrastmore » to the observed behavior in simple nonadiabatic crossing cases. Nevertheless, independent classical trajectories propagated on the exact time-dependent potential energy surface reasonably conserve a distribution in configuration space that mimics one of the exact nuclear probability densities.« less

Predictions from star formation in the multiverse

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

Bousso, Raphael; Leichenauer, Stefan

2010-03-15

We compute trivariate probability distributions in the landscape, scanning simultaneously over the cosmological constant, the primordial density contrast, and spatial curvature. We consider two different measures for regulating the divergences of eternal inflation, and three different models for observers. In one model, observers are assumed to arise in proportion to the entropy produced by stars; in the others, they arise at a fixed time (5 or 10x10{sup 9} years) after star formation. The star formation rate, which underlies all our observer models, depends sensitively on the three scanning parameters. We employ a recently developed model of star formation in themore » multiverse, a considerable refinement over previous treatments of the astrophysical and cosmological properties of different pocket universes. For each combination of observer model and measure, we display all single and bivariate probability distributions, both with the remaining parameter(s) held fixed and marginalized. Our results depend only weakly on the observer model but more strongly on the measure. Using the causal diamond measure, the observed parameter values (or bounds) lie within the central 2{sigma} of nearly all probability distributions we compute, and always within 3{sigma}. This success is encouraging and rather nontrivial, considering the large size and dimension of the parameter space. The causal patch measure gives similar results as long as curvature is negligible. If curvature dominates, the causal patch leads to a novel runaway: it prefers a negative value of the cosmological constant, with the smallest magnitude available in the landscape.« less

A microcomputer program for energy assessment and aggregation using the triangular probability distribution

USGS Publications Warehouse

Crovelli, R.A.; Balay, R.H.

1991-01-01

A general risk-analysis method was developed for petroleum-resource assessment and other applications. The triangular probability distribution is used as a model with an analytic aggregation methodology based on probability theory rather than Monte-Carlo simulation. Among the advantages of the analytic method are its computational speed and flexibility, and the saving of time and cost on a microcomputer. The input into the model consists of a set of components (e.g. geologic provinces) and, for each component, three potential resource estimates: minimum, most likely (mode), and maximum. Assuming a triangular probability distribution, the mean, standard deviation, and seven fractiles (F100, F95, F75, F50, F25, F5, and F0) are computed for each component, where for example, the probability of more than F95 is equal to 0.95. The components are aggregated by combining the means, standard deviations, and respective fractiles under three possible siutations (1) perfect positive correlation, (2) complete independence, and (3) any degree of dependence between these two polar situations. A package of computer programs named the TRIAGG system was written in the Turbo Pascal 4.0 language for performing the analytic probabilistic methodology. The system consists of a program for processing triangular probability distribution assessments and aggregations, and a separate aggregation routine for aggregating aggregations. The user's documentation and program diskette of the TRIAGG system are available from USGS Open File Services. TRIAGG requires an IBM-PC/XT/AT compatible microcomputer with 256kbyte of main memory, MS-DOS 3.1 or later, either two diskette drives or a fixed disk, and a 132 column printer. A graphics adapter and color display are optional. ?? 1991.

Forecasting the Rupture Directivity of Large Earthquakes: Centroid Bias of the Conditional Hypocenter Distribution

NASA Astrophysics Data System (ADS)

Donovan, J.; Jordan, T. H.

2012-12-01

Forecasting the rupture directivity of large earthquakes is an important problem in probabilistic seismic hazard analysis (PSHA), because directivity is known to strongly influence ground motions. We describe how rupture directivity can be forecast in terms of the "conditional hypocenter distribution" or CHD, defined to be the probability distribution of a hypocenter given the spatial distribution of moment release (fault slip). The simplest CHD is a uniform distribution, in which the hypocenter probability density equals the moment-release probability density. For rupture models in which the rupture velocity and rise time depend only on the local slip, the CHD completely specifies the distribution of the directivity parameter D, defined in terms of the degree-two polynomial moments of the source space-time function. This parameter, which is zero for a bilateral rupture and unity for a unilateral rupture, can be estimated from finite-source models or by the direct inversion of seismograms (McGuire et al., 2002). We compile D-values from published studies of 65 large earthquakes and show that these data are statistically inconsistent with the uniform CHD advocated by McGuire et al. (2002). Instead, the data indicate a "centroid biased" CHD, in which the expected distance between the hypocenter and the hypocentroid is less than that of a uniform CHD. In other words, the observed directivities appear to be closer to bilateral than predicted by this simple model. We discuss the implications of these results for rupture dynamics and fault-zone heterogeneities. We also explore their PSHA implications by modifying the CyberShake simulation-based hazard model for the Los Angeles region, which assumed a uniform CHD (Graves et al., 2011).

Non-Kolmogorovian Approach to the Context-Dependent Systems Breaking the Classical Probability Law

NASA Astrophysics Data System (ADS)

Asano, Masanari; Basieva, Irina; Khrennikov, Andrei; Ohya, Masanori; Yamato, Ichiro

2013-07-01

There exist several phenomena breaking the classical probability laws. The systems related to such phenomena are context-dependent, so that they are adaptive to other systems. In this paper, we present a new mathematical formalism to compute the joint probability distribution for two event-systems by using concepts of the adaptive dynamics and quantum information theory, e.g., quantum channels and liftings. In physics the basic example of the context-dependent phenomena is the famous double-slit experiment. Recently similar examples have been found in biological and psychological sciences. Our approach is an extension of traditional quantum probability theory, and it is general enough to describe aforementioned contextual phenomena outside of quantum physics.

Voronoi cell patterns: Theoretical model and applications

NASA Astrophysics Data System (ADS)

González, Diego Luis; Einstein, T. L.

2011-11-01

We use a simple fragmentation model to describe the statistical behavior of the Voronoi cell patterns generated by a homogeneous and isotropic set of points in 1D and in 2D. In particular, we are interested in the distribution of sizes of these Voronoi cells. Our model is completely defined by two probability distributions in 1D and again in 2D, the probability to add a new point inside an existing cell and the probability that this new point is at a particular position relative to the preexisting point inside this cell. In 1D the first distribution depends on a single parameter while the second distribution is defined through a fragmentation kernel; in 2D both distributions depend on a single parameter. The fragmentation kernel and the control parameters are closely related to the physical properties of the specific system under study. We use our model to describe the Voronoi cell patterns of several systems. Specifically, we study the island nucleation with irreversible attachment, the 1D car-parking problem, the formation of second-level administrative divisions, and the pattern formed by the Paris Métro stations.

Voronoi Cell Patterns: theoretical model and application to submonolayer growth

NASA Astrophysics Data System (ADS)

González, Diego Luis; Einstein, T. L.

2012-02-01

We use a simple fragmentation model to describe the statistical behavior of the Voronoi cell patterns generated by a homogeneous and isotropic set of points in 1D and in 2D. In particular, we are interested in the distribution of sizes of these Voronoi cells. Our model is completely defined by two probability distributions in 1D and again in 2D, the probability to add a new point inside an existing cell and the probability that this new point is at a particular position relative to the preexisting point inside this cell. In 1D the first distribution depends on a single parameter while the second distribution is defined through a fragmentation kernel; in 2D both distributions depend on a single parameter. The fragmentation kernel and the control parameters are closely related to the physical properties of the specific system under study. We apply our model to describe the Voronoi cell patterns of island nucleation for critical island sizes i=0,1,2,3. Experimental results for the Voronoi cells of InAs/GaAs quantum dots are also described by our model.

Tests of nonuniversality of the stock return distributions in an emerging market

NASA Astrophysics Data System (ADS)

Mu, Guo-Hua; Zhou, Wei-Xing

2010-12-01

There is convincing evidence showing that the probability distributions of stock returns in mature markets exhibit power-law tails and both the positive and negative tails conform to the inverse cubic law. It supports the possibility that the tail exponents are universal at least for mature markets in the sense that they do not depend on stock market, industry sector, and market capitalization. We investigate the distributions of intraday returns at different time scales ( Δt=1 , 5, 15, and 30 min) of all the A-share stocks traded in the Chinese stock market, which is the largest emerging market in the world. We find that the returns can be well fitted by the q -Gaussian distribution and the tails have power-law relaxations with the exponents increasing with Δt and being well outside the Lévy stable regime for individual stocks. We provide statistically significant evidence showing that, at small time scales Δt<15min , the exponents logarithmically decrease with the turnover rate and increase with the market capitalization. When Δt>15min , no conclusive evidence is found for a possible dependence of the tail exponent on the turnover rate or the market capitalization. Our findings indicate that the intraday return distributions at small time scales are not universal in emerging stock markets but might be universal at large time scales.

A SAS-based solution to evaluate study design efficiency of phase I pediatric oncology trials via discrete event simulation.

PubMed

Barrett, Jeffrey S; Jayaraman, Bhuvana; Patel, Dimple; Skolnik, Jeffrey M

2008-06-01

Previous exploration of oncology study design efficiency has focused on Markov processes alone (probability-based events) without consideration for time dependencies. Barriers to study completion include time delays associated with patient accrual, inevaluability (IE), time to dose limiting toxicities (DLT) and administrative and review time. Discrete event simulation (DES) can incorporate probability-based assignment of DLT and IE frequency, correlated with cohort in the case of DLT, with time-based events defined by stochastic relationships. A SAS-based solution to examine study efficiency metrics and evaluate design modifications that would improve study efficiency is presented. Virtual patients are simulated with attributes defined from prior distributions of relevant patient characteristics. Study population datasets are read into SAS macros which select patients and enroll them into a study based on the specific design criteria if the study is open to enrollment. Waiting times, arrival times and time to study events are also sampled from prior distributions; post-processing of study simulations is provided within the decision macros and compared across designs in a separate post-processing algorithm. This solution is examined via comparison of the standard 3+3 decision rule relative to the "rolling 6" design, a newly proposed enrollment strategy for the phase I pediatric oncology setting.

N -tag probability law of the symmetric exclusion process

NASA Astrophysics Data System (ADS)

Poncet, Alexis; Bénichou, Olivier; Démery, Vincent; Oshanin, Gleb

2018-06-01

The symmetric exclusion process (SEP), in which particles hop symmetrically on a discrete line with hard-core constraints, is a paradigmatic model of subdiffusion in confined systems. This anomalous behavior is a direct consequence of strong spatial correlations induced by the requirement that the particles cannot overtake each other. Even if this fact has been recognized qualitatively for a long time, up to now there has been no full quantitative determination of these correlations. Here we study the joint probability distribution of an arbitrary number of tagged particles in the SEP. We determine analytically its large-time limit for an arbitrary density of particles, and its full dynamics in the high-density limit. In this limit, we obtain the time-dependent large deviation function of the problem and unveil a universal scaling form shared by the cumulants.

Theory and simulation of the time-dependent rate coefficients of diffusion-influenced reactions.

PubMed Central

Zhou, H X; Szabo, A

1996-01-01

A general formalism is developed for calculating the time-dependent rate coefficient k(t) of an irreversible diffusion-influenced reaction. This formalism allows one to treat most factors that affect k(t), including rotational Brownian motion and conformational gating of reactant molecules and orientation constraint for product formation. At long times k(t) is shown to have the asymptotic expansion k(infinity)[1 + k(infinity) (pie Dt)-1/2 /4 pie D + ...], where D is the relative translational diffusion constant. An approximate analytical method for calculating k(t) is presented. This is based on the approximation that the probability density of the reactant pair in the reactive region keeps the equilibrium distribution but with a decreasing amplitude. The rate coefficient then is determined by the Green function in the absence of chemical reaction. Within the framework of this approximation, two general relations are obtained. The first relation allows the rate coefficient for an arbitrary amplitude of the reactivity to be found if the rate coefficient for one amplitude of the reactivity is known. The second relation allows the rate coefficient in the presence of conformational gating to be found from that in the absence of conformational gating. The ratio k(t)/k(0) is shown to be the survival probability of the reactant pair at time t starting from an initial distribution that is localized in the reactive region. This relation forms the basis of the calculation of k(t) through Brownian dynamics simulations. Two simulation procedures involving the propagation of nonreactive trajectories initiated only from the reactive region are described and illustrated on a model system. Both analytical and simulation results demonstrate the accuracy of the equilibrium-distribution approximation method. PMID:8913584

Vacuum quantum stress tensor fluctuations: A diagonalization approach

NASA Astrophysics Data System (ADS)

Schiappacasse, Enrico D.; Fewster, Christopher J.; Ford, L. H.

2018-01-01

Large vacuum fluctuations of a quantum stress tensor can be described by the asymptotic behavior of its probability distribution. Here we focus on stress tensor operators which have been averaged with a sampling function in time. The Minkowski vacuum state is not an eigenstate of the time-averaged operator, but can be expanded in terms of its eigenstates. We calculate the probability distribution and the cumulative probability distribution for obtaining a given value in a measurement of the time-averaged operator taken in the vacuum state. In these calculations, we study a specific operator that contributes to the stress-energy tensor of a massless scalar field in Minkowski spacetime, namely, the normal ordered square of the time derivative of the field. We analyze the rate of decrease of the tail of the probability distribution for different temporal sampling functions, such as compactly supported functions and the Lorentzian function. We find that the tails decrease relatively slowly, as exponentials of fractional powers, in agreement with previous work using the moments of the distribution. Our results lend additional support to the conclusion that large vacuum stress tensor fluctuations are more probable than large thermal fluctuations, and may have observable effects.

Role of conviction in nonequilibrium models of opinion formation

NASA Astrophysics Data System (ADS)

Crokidakis, Nuno; Anteneodo, Celia

2012-12-01

We analyze the critical behavior of a class of discrete opinion models in the presence of disorder. Within this class, each agent opinion takes a discrete value (±1 or 0) and its time evolution is ruled by two terms, one representing agent-agent interactions and the other the degree of conviction or persuasion (a self-interaction). The mean-field limit, where each agent can interact evenly with any other, is considered. Disorder is introduced in the strength of both interactions, with either quenched or annealed random variables. With probability p (1-p), a pairwise interaction reflects a negative (positive) coupling, while the degree of conviction also follows a binary probability distribution (two different discrete probability distributions are considered). Numerical simulations show that a nonequilibrium continuous phase transition, from a disordered state to a state with a prevailing opinion, occurs at a critical point pc that depends on the distribution of the convictions, with the transition being spoiled in some cases. We also show how the critical line, for each model, is affected by the update scheme (either parallel or sequential) as well as by the kind of disorder (either quenched or annealed).

Memory-induced resonancelike suppression of spike generation in a resonate-and-fire neuron model

NASA Astrophysics Data System (ADS)

Mankin, Romi; Paekivi, Sander

2018-01-01

The behavior of a stochastic resonate-and-fire neuron model based on a reduction of a fractional noise-driven generalized Langevin equation (GLE) with a power-law memory kernel is considered. The effect of temporally correlated random activity of synaptic inputs, which arise from other neurons forming local and distant networks, is modeled as an additive fractional Gaussian noise in the GLE. Using a first-passage-time formulation, in certain system parameter domains exact expressions for the output interspike interval (ISI) density and for the survival probability (the probability that a spike is not generated) are derived and their dependence on input parameters, especially on the memory exponent, is analyzed. In the case of external white noise, it is shown that at intermediate values of the memory exponent the survival probability is significantly enhanced in comparison with the cases of strong and weak memory, which causes a resonancelike suppression of the probability of spike generation as a function of the memory exponent. Moreover, an examination of the dependence of multimodality in the ISI distribution on input parameters shows that there exists a critical memory exponent αc≈0.402 , which marks a dynamical transition in the behavior of the system. That phenomenon is illustrated by a phase diagram describing the emergence of three qualitatively different structures of the ISI distribution. Similarities and differences between the behavior of the model at internal and external noises are also discussed.

q-Gaussian distributions of leverage returns, first stopping times, and default risk valuations

NASA Astrophysics Data System (ADS)

Katz, Yuri A.; Tian, Li

2013-10-01

We study the probability distributions of daily leverage returns of 520 North American industrial companies that survive de-listing during the financial crisis, 2006-2012. We provide evidence that distributions of unbiased leverage returns of all individual firms belong to the class of q-Gaussian distributions with the Tsallis entropic parameter within the interval 1

Probabilistic Reasoning for Robustness in Automated Planning

NASA Technical Reports Server (NTRS)

Schaffer, Steven; Clement, Bradley; Chien, Steve

2007-01-01

A general-purpose computer program for planning the actions of a spacecraft or other complex system has been augmented by incorporating a subprogram that reasons about uncertainties in such continuous variables as times taken to perform tasks and amounts of resources to be consumed. This subprogram computes parametric probability distributions for time and resource variables on the basis of user-supplied models of actions and resources that they consume. The current system accepts bounded Gaussian distributions over action duration and resource use. The distributions are then combined during planning to determine the net probability distribution of each resource at any time point. In addition to a full combinatoric approach, several approximations for arriving at these combined distributions are available, including maximum-likelihood and pessimistic algorithms. Each such probability distribution can then be integrated to obtain a probability that execution of the plan under consideration would violate any constraints on the resource. The key idea is to use these probabilities of conflict to score potential plans and drive a search toward planning low-risk actions. An output plan provides a balance between the user s specified averseness to risk and other measures of optimality.

Winter movement dynamics of Black Brant

USGS Publications Warehouse

Lindberg, Mark S.; Ward, David H.; Tibbitts, T. Lee; Roser, John

2007-01-01

Although North American geese are managed based on their breeding distributions, the dynamics of those breeding populations may be affected by events that occur during the winter. Birth rates of capital breeding geese may be influenced by wintering conditions, mortality may be influenced by timing of migration and wintering distribution, and immigration and emigration among breeding populations may depend on winter movement and timing of pair formation. We examined factors affecting movements of black brant (Branta bernicla nigricans) among their primary wintering sites in Mexico and southern California, USA, (Mar 1998-Mar 2000) using capture-recapture models. Although brant exhibited high probability (>0.85) of monthly and annual fidelity to the wintering sites we sampled, we observed movements among all wintering sites. Movement probabilities both within and among winters were negatively related to distance between sites. We observed a higher probability both of southward movement between winters (Mar to Dec) and northward movement between months within winters. Between-winter movements were probably most strongly affected by spatial and temporal variation in habitat quality as we saw movement patterns consistent with contrasting environmental conditions (e.g., La Niña and El Niño southern oscillation cycles). Month-to-month movements were related to migration patterns and may also have been affected by differences in habitat conditions among sites. Patterns of winter movements indicate that a network of wintering sites may be necessary for effective conservation of brant.

Winter movement dynamics of black brant

USGS Publications Warehouse

Lindberg, Mark S.; Ward, David H.; Tibbitts, T. Lee; Roser, John

2007-01-01

Although North American geese are managed based on their breeding distributions, the dynamics of those breeding populations may be affected by events that occur during the winter. Birth rates of capital breeding geese may be influenced by wintering conditions, mortality may be influenced by timing of migration and wintering distribution, and immigration and emigration among breeding populations may depend on winter movement and timing of pair formation. We examined factors affecting movements of black brant (Branta bernicla nigricans) among their primary wintering sites in Mexico and southern California, USA, (Mar 1998–Mar 2000) using capture–recapture models. Although brant exhibited high probability (>0.85) of monthly and annual fidelity to the wintering sites we sampled, we observed movements among all wintering sites. Movement probabilities both within and among winters were negatively related to distance between sites. We observed a higher probability both of southward movement between winters (Mar to Dec) and northward movement between months within winters. Between-winter movements were probably most strongly affected by spatial and temporal variation in habitat quality as we saw movement patterns consistent with contrasting environmental conditions (e.g., La Niña and El Niño southern oscillation cycles). Month-to-month movements were related to migration patterns and may also have been affected by differences in habitat conditions among sites. Patterns of winter movements indicate that a network of wintering sites may be necessary for effective conservation of brant.

On the inequivalence of the CH and CHSH inequalities due to finite statistics

NASA Astrophysics Data System (ADS)

Renou, M. O.; Rosset, D.; Martin, A.; Gisin, N.

2017-06-01

Different variants of a Bell inequality, such as CHSH and CH, are known to be equivalent when evaluated on nonsignaling outcome probability distributions. However, in experimental setups, the outcome probability distributions are estimated using a finite number of samples. Therefore the nonsignaling conditions are only approximately satisfied and the robustness of the violation depends on the chosen inequality variant. We explain that phenomenon using the decomposition of the space of outcome probability distributions under the action of the symmetry group of the scenario, and propose a method to optimize the statistical robustness of a Bell inequality. In the process, we describe the finite group composed of relabeling of parties, measurement settings and outcomes, and identify correspondences between the irreducible representations of this group and properties of outcome probability distributions such as normalization, signaling or having uniform marginals.

Direct test of the Gaussian auxiliary field ansatz in nonconserved order parameter phase ordering dynamics

NASA Astrophysics Data System (ADS)

Yeung, Chuck

2018-06-01

The assumption that the local order parameter is related to an underlying spatially smooth auxiliary field, u (r ⃗,t ) , is a common feature in theoretical approaches to non-conserved order parameter phase separation dynamics. In particular, the ansatz that u (r ⃗,t ) is a Gaussian random field leads to predictions for the decay of the autocorrelation function which are consistent with observations, but distinct from predictions using alternative theoretical approaches. In this paper, the auxiliary field is obtained directly from simulations of the time-dependent Ginzburg-Landau equation in two and three dimensions. The results show that u (r ⃗,t ) is equivalent to the distance to the nearest interface. In two dimensions, the probability distribution, P (u ) , is well approximated as Gaussian except for small values of u /L (t ) , where L (t ) is the characteristic length-scale of the patterns. The behavior of P (u ) in three dimensions is more complicated; the non-Gaussian region for small u /L (t ) is much larger than that in two dimensions but the tails of P (u ) begin to approach a Gaussian form at intermediate times. However, at later times, the tails of the probability distribution appear to decay faster than a Gaussian distribution.

Combining Probability Distributions of Wind Waves and Sea Level Variations to Assess Return Periods of Coastal Floods

NASA Astrophysics Data System (ADS)

Leijala, U.; Bjorkqvist, J. V.; Pellikka, H.; Johansson, M. M.; Kahma, K. K.

2017-12-01

Predicting the behaviour of the joint effect of sea level and wind waves is of great significance due to the major impact of flooding events in densely populated coastal regions. As mean sea level rises, the effect of sea level variations accompanied by the waves will be even more harmful in the future. The main challenge when evaluating the effect of waves and sea level variations is that long time series of both variables rarely exist. Wave statistics are also highly location-dependent, thus requiring wave buoy measurements and/or high-resolution wave modelling. As an initial approximation of the joint effect, the variables may be treated as independent random variables, to achieve the probability distribution of their sum. We present results of a case study based on three probability distributions: 1) wave run-up constructed from individual wave buoy measurements, 2) short-term sea level variability based on tide gauge data, and 3) mean sea level projections based on up-to-date regional scenarios. The wave measurements were conducted during 2012-2014 on the coast of city of Helsinki located in the Gulf of Finland in the Baltic Sea. The short-term sea level distribution contains the last 30 years (1986-2015) of hourly data from Helsinki tide gauge, and the mean sea level projections are scenarios adjusted for the Gulf of Finland. Additionally, we present a sensitivity test based on six different theoretical wave height distributions representing different wave behaviour in relation to sea level variations. As these wave distributions are merged with one common sea level distribution, we can study how the different shapes of the wave height distribution affect the distribution of the sum, and which one of the components is dominating under different wave conditions. As an outcome of the method, we obtain a probability distribution of the maximum elevation of the continuous water mass, which enables a flexible tool for evaluating different risk levels in the current and future climate.

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

NASA Technical Reports Server (NTRS)

Parrish, R. S.; Carter, M. C.

1974-01-01

This analysis utilizes computer simulation and statistical estimation. Realizations of stationary gaussian stochastic processes with selected autocorrelation functions are computer simulated. Analysis of the simulated data revealed that the mean and the variance of a process were functionally dependent upon the autocorrelation parameter and crossing level. Using predicted values for the mean and standard deviation, by the method of moments, the distribution parameters was estimated. Thus, given the autocorrelation parameter, crossing level, mean, and standard deviation of a process, the probability of exceeding the crossing level for a particular length of time was calculated.

The Effect of Velocity Correlation on the Spatial Evolution of Breakthrough Curves in Heterogeneous Media

NASA Astrophysics Data System (ADS)

Massoudieh, A.; Dentz, M.; Le Borgne, T.

2017-12-01

In heterogeneous media, the velocity distribution and the spatial correlation structure of velocity for solute particles determine the breakthrough curves and how they evolve as one moves away from the solute source. The ability to predict such evolution can help relating the spatio-statistical hydraulic properties of the media to the transport behavior and travel time distributions. While commonly used non-local transport models such as anomalous dispersion and classical continuous time random walk (CTRW) can reproduce breakthrough curve successfully by adjusting the model parameter values, they lack the ability to relate model parameters to the spatio-statistical properties of the media. This in turns limits the transferability of these models. In the research to be presented, we express concentration or flux of solutes as a distribution over their velocity. We then derive an integrodifferential equation that governs the evolution of the particle distribution over velocity at given times and locations for a particle ensemble, based on a presumed velocity correlation structure and an ergodic cross-sectional velocity distribution. This way, the spatial evolution of breakthrough curves away from the source is predicted based on cross-sectional velocity distribution and the connectivity, which is expressed by the velocity transition probability density. The transition probability is specified via a copula function that can help construct a joint distribution with a given correlation and given marginal velocities. Using this approach, we analyze the breakthrough curves depending on the velocity distribution and correlation properties. The model shows how the solute transport behavior evolves from ballistic transport at small spatial scales to Fickian dispersion at large length scales relative to the velocity correlation length.

Ellipticity-dependent of multiple ionisation methyl iodide cluster using 532 nm nanosecond laser

NASA Astrophysics Data System (ADS)

Tang, Bin; Zhao, Wuduo; Wang, Weiguo; Hua, Lei; Chen, Ping; Hou, Keyong; Huang, Yunguang; Li, Haiyang

2016-03-01

The dependence of multiply charged ions on laser ellipticity in methyl iodide clusters with 532 nm nanosecond laser was measured using a time-of-flight mass spectrometer. The intensities of multiply charged ions Iq+(q = 2-4) with circularly polarised laser pulse were clearly higher than those with linearly polarised laser pulse but the intensity of single charged ions I+ was inverse. And the dependences of ions on the optical polarisation state were investigated and a flower petal and square distribution for single charged ions (I+, C+) and multiply charged ions (I2+, I3+, I4+, C2+) were observed, respectively. A theoretical calculation was also proposed to simulate the distributions of ions and theoretical results fitted well with the experimental ones. It indicated that the high multiphoton ionisation probability in the initial stage would result in the disintegration of big clusters into small ones and suppress the production of multiply charged ions.

Event dependence in U.S. executions

PubMed Central

Baumgartner, Frank R.; Box-Steffensmeier, Janet M.

2018-01-01

Since 1976, the United States has seen over 1,400 judicial executions, and these have been highly concentrated in only a few states and counties. The number of executions across counties appears to fit a stretched distribution. These distributions are typically reflective of self-reinforcing processes where the probability of observing an event increases for each previous event. To examine these processes, we employ two-pronged empirical strategy. First, we utilize bootstrapped Kolmogorov-Smirnov tests to determine whether the pattern of executions reflect a stretched distribution, and confirm that they do. Second, we test for event-dependence using the Conditional Frailty Model. Our tests estimate the monthly hazard of an execution in a given county, accounting for the number of previous executions, homicides, poverty, and population demographics. Controlling for other factors, we find that the number of prior executions in a county increases the probability of the next execution and accelerates its timing. Once a jurisdiction goes down a given path, the path becomes self-reinforcing, causing the counties to separate out into those never executing (the vast majority of counties) and those which use the punishment frequently. This finding is of great legal and normative concern, and ultimately, may not be consistent with the equal protection clause of the U.S. Constitution. PMID:29293583

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

PubMed

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

2012-06-01

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

Dependence in probabilistic modeling Dempster-Shafer theory and probability bounds analysis

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

Ferson, Scott; Nelsen, Roger B.; Hajagos, Janos

2015-05-01

This report summarizes methods to incorporate information (or lack of information) about inter-variable dependence into risk assessments that use Dempster-Shafer theory or probability bounds analysis to address epistemic and aleatory uncertainty. The report reviews techniques for simulating correlated variates for a given correlation measure and dependence model, computation of bounds on distribution functions under a specified dependence model, formulation of parametric and empirical dependence models, and bounding approaches that can be used when information about the intervariable dependence is incomplete. The report also reviews several of the most pervasive and dangerous myths among risk analysts about dependence in probabilistic models.

Following a trend with an exponential moving average: Analytical results for a Gaussian model

NASA Astrophysics Data System (ADS)

Grebenkov, Denis S.; Serror, Jeremy

2014-01-01

We investigate how price variations of a stock are transformed into profits and losses (P&Ls) of a trend following strategy. In the frame of a Gaussian model, we derive the probability distribution of P&Ls and analyze its moments (mean, variance, skewness and kurtosis) and asymptotic behavior (quantiles). We show that the asymmetry of the distribution (with often small losses and less frequent but significant profits) is reminiscent to trend following strategies and less dependent on peculiarities of price variations. At short times, trend following strategies admit larger losses than one may anticipate from standard Gaussian estimates, while smaller losses are ensured at longer times. Simple explicit formulas characterizing the distribution of P&Ls illustrate the basic mechanisms of momentum trading, while general matrix representations can be applied to arbitrary Gaussian models. We also compute explicitly annualized risk adjusted P&L and strategy turnover to account for transaction costs. We deduce the trend following optimal timescale and its dependence on both auto-correlation level and transaction costs. Theoretical results are illustrated on the Dow Jones index.

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.

Geometric evolution of complex networks with degree correlations

NASA Astrophysics Data System (ADS)

Murphy, Charles; Allard, Antoine; Laurence, Edward; St-Onge, Guillaume; Dubé, Louis J.

2018-03-01

We present a general class of geometric network growth mechanisms by homogeneous attachment in which the links created at a given time t are distributed homogeneously between a new node and the existing nodes selected uniformly. This is achieved by creating links between nodes uniformly distributed in a homogeneous metric space according to a Fermi-Dirac connection probability with inverse temperature β and general time-dependent chemical potential μ (t ) . The chemical potential limits the spatial extent of newly created links. Using a hidden variable framework, we obtain an analytical expression for the degree sequence and show that μ (t ) can be fixed to yield any given degree distributions, including a scale-free degree distribution. Additionally, we find that depending on the order in which nodes appear in the network—its history—the degree-degree correlations can be tuned to be assortative or disassortative. The effect of the geometry on the structure is investigated through the average clustering coefficient 〈c 〉 . In the thermodynamic limit, we identify a phase transition between a random regime where 〈c 〉→0 when β <βc and a geometric regime where 〈c 〉>0 when β >βc .

Incorporating Skew into RMS Surface Roughness Probability Distribution

NASA Technical Reports Server (NTRS)

Stahl, Mark T.; Stahl, H. Philip.

2013-01-01

The standard treatment of RMS surface roughness data is the application of a Gaussian probability distribution. This handling of surface roughness ignores the skew present in the surface and overestimates the most probable RMS of the surface, the mode. Using experimental data we confirm the Gaussian distribution overestimates the mode and application of an asymmetric distribution provides a better fit. Implementing the proposed asymmetric distribution into the optical manufacturing process would reduce the polishing time required to meet surface roughness specifications.

Investigation of Bose-Einstein Condensates in q-Deformed Potentials with First Order Perturbation Theory

NASA Astrophysics Data System (ADS)

Nutku, Ferhat; Aydıner, Ekrem

2018-02-01

The Gross-Pitaevskii equation, which is the governor equation of Bose-Einstein condensates, is solved by first order perturbation expansion under various q-deformed potentials. Stationary probability distributions reveal one and two soliton behavior depending on the type of the q-deformed potential. Additionally a spatial shift of the probability distribution is found for the dark soliton solution, when the q parameter is changed.

Survival probability of diffusion with trapping in cellular neurobiology

NASA Astrophysics Data System (ADS)

Holcman, David; Marchewka, Avi; Schuss, Zeev

2005-09-01

The problem of diffusion with absorption and trapping sites arises in the theory of molecular signaling inside and on the membranes of biological cells. In particular, this problem arises in the case of spine-dendrite communication, where the number of calcium ions, modeled as random particles, is regulated across the spine microstructure by pumps, which play the role of killing sites, while the end of the dendritic shaft is an absorbing boundary. We develop a general mathematical framework for diffusion in the presence of absorption and killing sites and apply it to the computation of the time-dependent survival probability of ions. We also compute the ratio of the number of absorbed particles at a specific location to the number of killed particles. We show that the ratio depends on the distribution of killing sites. The biological consequence is that the position of the pumps regulates the fraction of calcium ions that reach the dendrite.

Update rules and interevent time distributions: slow ordering versus no ordering in the voter model.

PubMed

Fernández-Gracia, J; Eguíluz, V M; San Miguel, M

2011-07-01

We introduce a general methodology of update rules accounting for arbitrary interevent time (IET) distributions in simulations of interacting agents. We consider in particular update rules that depend on the state of the agent, so that the update becomes part of the dynamical model. As an illustration we consider the voter model in fully connected, random, and scale-free networks with an activation probability inversely proportional to the time since the last action, where an action can be an update attempt (an exogenous update) or a change of state (an endogenous update). We find that in the thermodynamic limit, at variance with standard updates and the exogenous update, the system orders slowly for the endogenous update. The approach to the absorbing state is characterized by a power-law decay of the density of interfaces, observing that the mean time to reach the absorbing state might be not well defined. The IET distributions resulting from both update schemes show power-law tails.

Rare events in networks with internal and external noise

NASA Astrophysics Data System (ADS)

Hindes, J.; Schwartz, I. B.

2017-12-01

We study rare events in networks with both internal and external noise, and develop a general formalism for analyzing rare events that combines pair-quenched techniques and large-deviation theory. The probability distribution, shape, and time scale of rare events are considered in detail for extinction in the Susceptible-Infected-Susceptible model as an illustration. We find that when both types of noise are present, there is a crossover region as the network size is increased, where the probability exponent for large deviations no longer increases linearly with the network size. We demonstrate that the form of the crossover depends on whether the endemic state is localized near the epidemic threshold or not.

Climate Change Impact Assessment in Pacific North West Using Copula based Coupling of Temperature and Precipitation variables

NASA Astrophysics Data System (ADS)

Qin, Y.; Rana, A.; Moradkhani, H.

2014-12-01

The multi downscaled-scenario products allow us to better assess the uncertainty of the changes/variations of precipitation and temperature in the current and future periods. Joint Probability distribution functions (PDFs), of both the climatic variables, might help better understand the interdependence of the two, and thus in-turn help in accessing the future with confidence. Using the joint distribution of temperature and precipitation is also of significant importance in hydrological applications and climate change studies. In the present study, we have used multi-modelled statistically downscaled-scenario ensemble of precipitation and temperature variables using 2 different statistically downscaled climate dataset. The datasets used are, 10 Global Climate Models (GCMs) downscaled products from CMIP5 daily dataset, namely, those from the Bias Correction and Spatial Downscaling (BCSD) technique generated at Portland State University and from the Multivariate Adaptive Constructed Analogs (MACA) technique, generated at University of Idaho, leading to 2 ensemble time series from 20 GCM products. Thereafter the ensemble PDFs of both precipitation and temperature is evaluated for summer, winter, and yearly periods for all the 10 sub-basins across Columbia River Basin (CRB). Eventually, Copula is applied to establish the joint distribution of two variables enabling users to model the joint behavior of the variables with any level of correlation and dependency. Moreover, the probabilistic distribution helps remove the limitations on marginal distributions of variables in question. The joint distribution is then used to estimate the change trends of the joint precipitation and temperature in the current and future, along with estimation of the probabilities of the given change. Results have indicated towards varied change trends of the joint distribution of, summer, winter, and yearly time scale, respectively in all 10 sub-basins. Probabilities of changes, as estimated by the joint precipitation and temperature, will provide useful information/insights for hydrological and climate change predictions.

Estimation of the radiation-induced DNA double-strand breaks number by considering cell cycle and absorbed dose per cell nucleus

PubMed Central

Mori, Ryosuke; Matsuya, Yusuke; Yoshii, Yuji; Date, Hiroyuki

2018-01-01

Abstract DNA double-strand breaks (DSBs) are thought to be the main cause of cell death after irradiation. In this study, we estimated the probability distribution of the number of DSBs per cell nucleus by considering the DNA amount in a cell nucleus (which depends on the cell cycle) and the statistical variation in the energy imparted to the cell nucleus by X-ray irradiation. The probability estimation of DSB induction was made following these procedures: (i) making use of the Chinese Hamster Ovary (CHO)-K1 cell line as the target example, the amounts of DNA per nucleus in the logarithmic and the plateau phases of the growth curve were measured by flow cytometry with propidium iodide (PI) dyeing; (ii) the probability distribution of the DSB number per cell nucleus for each phase after irradiation with 1.0 Gy of 200 kVp X-rays was measured by means of γ-H2AX immunofluorescent staining; (iii) the distribution of the cell-specific energy deposition via secondary electrons produced by the incident X-rays was calculated by WLTrack (in-house Monte Carlo code); (iv) according to a mathematical model for estimating the DSB number per nucleus, we deduced the induction probability density of DSBs based on the measured DNA amount (depending on the cell cycle) and the calculated dose per nucleus. The model exhibited DSB induction probabilities in good agreement with the experimental results for the two phases, suggesting that the DNA amount (depending on the cell cycle) and the statistical variation in the local energy deposition are essential for estimating the DSB induction probability after X-ray exposure. PMID:29800455

Estimation of the radiation-induced DNA double-strand breaks number by considering cell cycle and absorbed dose per cell nucleus.

PubMed

Mori, Ryosuke; Matsuya, Yusuke; Yoshii, Yuji; Date, Hiroyuki

2018-05-01

DNA double-strand breaks (DSBs) are thought to be the main cause of cell death after irradiation. In this study, we estimated the probability distribution of the number of DSBs per cell nucleus by considering the DNA amount in a cell nucleus (which depends on the cell cycle) and the statistical variation in the energy imparted to the cell nucleus by X-ray irradiation. The probability estimation of DSB induction was made following these procedures: (i) making use of the Chinese Hamster Ovary (CHO)-K1 cell line as the target example, the amounts of DNA per nucleus in the logarithmic and the plateau phases of the growth curve were measured by flow cytometry with propidium iodide (PI) dyeing; (ii) the probability distribution of the DSB number per cell nucleus for each phase after irradiation with 1.0 Gy of 200 kVp X-rays was measured by means of γ-H2AX immunofluorescent staining; (iii) the distribution of the cell-specific energy deposition via secondary electrons produced by the incident X-rays was calculated by WLTrack (in-house Monte Carlo code); (iv) according to a mathematical model for estimating the DSB number per nucleus, we deduced the induction probability density of DSBs based on the measured DNA amount (depending on the cell cycle) and the calculated dose per nucleus. The model exhibited DSB induction probabilities in good agreement with the experimental results for the two phases, suggesting that the DNA amount (depending on the cell cycle) and the statistical variation in the local energy deposition are essential for estimating the DSB induction probability after X-ray exposure.

Detailed Analysis of the Interoccurrence Time Statistics in Seismic Activity

NASA Astrophysics Data System (ADS)

Tanaka, Hiroki; Aizawa, Yoji

2017-02-01

The interoccurrence time statistics of seismiciry is studied theoretically as well as numerically by taking into account the conditional probability and the correlations among many earthquakes in different magnitude levels. It is known so far that the interoccurrence time statistics is well approximated by the Weibull distribution, but the more detailed information about the interoccurrence times can be obtained from the analysis of the conditional probability. Firstly, we propose the Embedding Equation Theory (EET), where the conditional probability is described by two kinds of correlation coefficients; one is the magnitude correlation and the other is the inter-event time correlation. Furthermore, the scaling law of each correlation coefficient is clearly determined from the numerical data-analysis carrying out with the Preliminary Determination of Epicenter (PDE) Catalog and the Japan Meteorological Agency (JMA) Catalog. Secondly, the EET is examined to derive the magnitude dependence of the interoccurrence time statistics and the multi-fractal relation is successfully formulated. Theoretically we cannot prove the universality of the multi-fractal relation in seismic activity; nevertheless, the theoretical results well reproduce all numerical data in our analysis, where several common features or the invariant aspects are clearly observed. Especially in the case of stationary ensembles the multi-fractal relation seems to obey an invariant curve, furthermore in the case of non-stationary (moving time) ensembles for the aftershock regime the multi-fractal relation seems to satisfy a certain invariant curve at any moving times. It is emphasized that the multi-fractal relation plays an important role to unify the statistical laws of seismicity: actually the Gutenberg-Richter law and the Weibull distribution are unified in the multi-fractal relation, and some universality conjectures regarding the seismicity are briefly discussed.

Bayesian analysis of the kinetics of quantal transmitter secretion at the neuromuscular junction.

PubMed

Saveliev, Anatoly; Khuzakhmetova, Venera; Samigullin, Dmitry; Skorinkin, Andrey; Kovyazina, Irina; Nikolsky, Eugeny; Bukharaeva, Ellya

2015-10-01

The timing of transmitter release from nerve endings is considered nowadays as one of the factors determining the plasticity and efficacy of synaptic transmission. In the neuromuscular junction, the moments of release of individual acetylcholine quanta are related to the synaptic delays of uniquantal endplate currents recorded under conditions of lowered extracellular calcium. Using Bayesian modelling, we performed a statistical analysis of synaptic delays in mouse neuromuscular junction with different patterns of rhythmic nerve stimulation and when the entry of calcium ions into the nerve terminal was modified. We have obtained a statistical model of the release timing which is represented as the summation of two independent statistical distributions. The first of these is the exponentially modified Gaussian distribution. The mixture of normal and exponential components in this distribution can be interpreted as a two-stage mechanism of early and late periods of phasic synchronous secretion. The parameters of this distribution depend on both the stimulation frequency of the motor nerve and the calcium ions' entry conditions. The second distribution was modelled as quasi-uniform, with parameters independent of nerve stimulation frequency and calcium entry. Two different probability density functions for the distribution of synaptic delays suggest at least two independent processes controlling the time course of secretion, one of them potentially involving two stages. The relative contribution of these processes to the total number of mediator quanta released depends differently on the motor nerve stimulation pattern and on calcium ion entry into nerve endings.

Vertical changes in the probability distribution of downward irradiance within the near-surface ocean under sunny conditions

NASA Astrophysics Data System (ADS)

Gernez, Pierre; Stramski, Dariusz; Darecki, Miroslaw

2011-07-01

Time series measurements of fluctuations in underwater downward irradiance, Ed, within the green spectral band (532 nm) show that the probability distribution of instantaneous irradiance varies greatly as a function of depth within the near-surface ocean under sunny conditions. Because of intense light flashes caused by surface wave focusing, the near-surface probability distributions are highly skewed to the right and are heavy tailed. The coefficients of skewness and excess kurtosis at depths smaller than 1 m can exceed 3 and 20, respectively. We tested several probability models, such as lognormal, Gumbel, Fréchet, log-logistic, and Pareto, which are potentially suited to describe the highly skewed heavy-tailed distributions. We found that the models cannot approximate with consistently good accuracy the high irradiance values within the right tail of the experimental distribution where the probability of these values is less than 10%. This portion of the distribution corresponds approximately to light flashes with Ed > 1.5?, where ? is the time-averaged downward irradiance. However, the remaining part of the probability distribution covering all irradiance values smaller than the 90th percentile can be described with a reasonable accuracy (i.e., within 20%) with a lognormal model for all 86 measurements from the top 10 m of the ocean included in this analysis. As the intensity of irradiance fluctuations decreases with depth, the probability distribution tends toward a function symmetrical around the mean like the normal distribution. For the examined data set, the skewness and excess kurtosis assumed values very close to zero at a depth of about 10 m.

Significance of stress transfer in time-dependent earthquake probability calculations

USGS Publications Warehouse

Parsons, T.

2005-01-01

A sudden change in stress is seen to modify earthquake rates, but should it also revise earthquake probability? Data used to derive input parameters permits an array of forecasts; so how large a static stress change is require to cause a statistically significant earthquake probability change? To answer that question, effects of parameter and philosophical choices are examined through all phases of sample calculations, Drawing at random from distributions of recurrence-aperiodicity pairs identifies many that recreate long paleoseismic and historic earthquake catalogs. Probability density funtions built from the recurrence-aperiodicity pairs give the range of possible earthquake forecasts under a point process renewal model. Consequences of choices made in stress transfer calculations, such as different slip models, fault rake, dip, and friction are, tracked. For interactions among large faults, calculated peak stress changes may be localized, with most of the receiving fault area changed less than the mean. Thus, to avoid overstating probability change on segments, stress change values should be drawn from a distribution reflecting the spatial pattern rather than using the segment mean. Disparity resulting from interaction probability methodology is also examined. For a fault with a well-understood earthquake history, a minimum stress change to stressing rate ratio of 10:1 to 20:1 is required to significantly skew probabilities with >80-85% confidence. That ratio must be closer to 50:1 to exceed 90-95% confidence levels. Thus revision to earthquake probability is achievable when a perturbing event is very close to the fault in question or the tectonic stressing rate is low.

Timescales of isotropic and anisotropic cluster collapse

NASA Astrophysics Data System (ADS)

Bartelmann, M.; Ehlers, J.; Schneider, P.

1993-12-01

From a simple estimate for the formation time of galaxy clusters, Richstone et al. have recently concluded that the evidence for non-virialized structures in a large fraction of observed clusters points towards a high value for the cosmological density parameter Omega0. This conclusion was based on a study of the spherical collapse of density perturbations, assumed to follow a Gaussian probability distribution. In this paper, we extend their treatment in several respects: first, we argue that the collapse does not start from a comoving motion of the perturbation, but that the continuity equation requires an initial velocity perturbation directly related to the density perturbation. This requirement modifies the initial condition for the evolution equation and has the effect that the collapse proceeds faster than in the case where the initial velocity perturbation is set to zero; the timescale is reduced by a factor of up to approximately equal 0.5. Our results thus strengthens the conclusion of Richstone et al. for a high Omega0. In addition, we study the collapse of density fluctuations in the frame of the Zel'dovich approximation, using as starting condition the analytically known probability distribution of the eigenvalues of the deformation tensor, which depends only on the (Gaussian) width of the perturbation spectrum. Finally, we consider the anisotropic collapse of density perturbations dynamically, again with initial conditions drawn from the probability distribution of the deformation tensor. We find that in both cases of anisotropic collapse, in the Zel'dovich approximation and in the dynamical calculations, the resulting distribution of collapse times agrees remarkably well with the results from spherical collapse. We discuss this agreement and conclude that it is mainly due to the properties of the probability distribution for the eigenvalues of the Zel'dovich deformation tensor. Hence, the conclusions of Richstone et al. on the value of Omega0 can be verified and strengthened, even if a more general approach to the collapse of density perturbations is employed. A simple analytic formula for the cluster redshift distribution in an Einstein-deSitter universe is derived.

Model for screened, charge-regulated electrostatics of an eye lens protein: Bovine gammaB-crystallin

PubMed Central

Wahle, Christopher W.; Martini, K. Michael; Hollenbeck, Dawn M.; Langner, Andreas; Ross, David S.; Hamilton, John F.; Thurston, George M.

2018-01-01

We model screened, site-specific charge regulation of the eye lens protein bovine gammaB-crystallin (γ B) and study the probability distributions of its proton occupancy patterns. Using a simplified dielectric model, we solve the linearized Poisson-Boltzmann equation to calculate a 54 × 54 work-of-charging matrix, each entry being the modeled voltage at a given titratable site, due to an elementary charge at another site. The matrix quantifies interactions within patches of sites, including γB charge pairs. We model intrinsic pK values that would occur hypothetically in the absence of other charges, with use of experimental data on the dependence of pK values on aqueous solution conditions, the dielectric model, and literature values. We use Monte Carlo simulations to calculate a model grand-canonical partition function that incorporates both the work-of-charging and the intrinsic pK values for isolated γB molecules and we calculate the probabilities of leading proton occupancy configurations, for 4 < pH < 8 and Debye screening lengths from 6 to 20 Å. We select the interior dielectric value to model γB titration data. At pH 7.1 and Debye length 6.0 Å, on a given γB molecule the predicted top occupancy pattern is present nearly 20% of the time, and 90% of the time one or another of the first 100 patterns will be present. Many of these occupancy patterns differ in net charge sign as well as in surface voltage profile. We illustrate how charge pattern probabilities deviate from the multinomial distribution that would result from use of effective pK values alone and estimate the extents to which γB charge pattern distributions broaden at lower pH and narrow as ionic strength is lowered. These results suggest that for accurate modeling of orientation-dependent γB-γB interactions, consideration of numerous pairs of proton occupancy patterns will be needed. PMID:29346981

Model for screened, charge-regulated electrostatics of an eye lens protein: Bovine gammaB-crystallin.

PubMed

Wahle, Christopher W; Martini, K Michael; Hollenbeck, Dawn M; Langner, Andreas; Ross, David S; Hamilton, John F; Thurston, George M

2017-09-01

We model screened, site-specific charge regulation of the eye lens protein bovine gammaB-crystallin (γB) and study the probability distributions of its proton occupancy patterns. Using a simplified dielectric model, we solve the linearized Poisson-Boltzmann equation to calculate a 54×54 work-of-charging matrix, each entry being the modeled voltage at a given titratable site, due to an elementary charge at another site. The matrix quantifies interactions within patches of sites, including γB charge pairs. We model intrinsic pK values that would occur hypothetically in the absence of other charges, with use of experimental data on the dependence of pK values on aqueous solution conditions, the dielectric model, and literature values. We use Monte Carlo simulations to calculate a model grand-canonical partition function that incorporates both the work-of-charging and the intrinsic pK values for isolated γB molecules and we calculate the probabilities of leading proton occupancy configurations, for 4

Model for screened, charge-regulated electrostatics of an eye lens protein: Bovine gammaB-crystallin

NASA Astrophysics Data System (ADS)

Wahle, Christopher W.; Martini, K. Michael; Hollenbeck, Dawn M.; Langner, Andreas; Ross, David S.; Hamilton, John F.; Thurston, George M.

2017-09-01

We model screened, site-specific charge regulation of the eye lens protein bovine gammaB-crystallin (γ B ) and study the probability distributions of its proton occupancy patterns. Using a simplified dielectric model, we solve the linearized Poisson-Boltzmann equation to calculate a 54 ×54 work-of-charging matrix, each entry being the modeled voltage at a given titratable site, due to an elementary charge at another site. The matrix quantifies interactions within patches of sites, including γ B charge pairs. We model intrinsic p K values that would occur hypothetically in the absence of other charges, with use of experimental data on the dependence of p K values on aqueous solution conditions, the dielectric model, and literature values. We use Monte Carlo simulations to calculate a model grand-canonical partition function that incorporates both the work-of-charging and the intrinsic p K values for isolated γ B molecules and we calculate the probabilities of leading proton occupancy configurations, for 4

Measurement of 240Pu Angular Momentum Dependent Fission Probabilities Using the (α ,α') Reaction

NASA Astrophysics Data System (ADS)

Koglin, Johnathon; Burke, Jason; Fisher, Scott; Jovanovic, Igor

2017-09-01

The surrogate reaction method often lacks the theoretical framework and necessary experimental data to constrain models especially when rectifying differences between angular momentum state differences between the desired and surrogate reaction. In this work, dual arrays of silicon telescope particle identification detectors and photovoltaic (solar) cell fission fragment detectors have been used to measure the fission probability of the 240Pu(α ,α' f) reaction - a surrogate for the 239Pu(n , f) - and fission fragment angular distributions. Fission probability measurements were performed at a beam energy of 35.9(2) MeV at eleven scattering angles from 40° to 140°e in 10° intervals and at nuclear excitation energies up to 16 MeV. Fission fragment angular distributions were measured in six bins from 4.5 MeV to 8.0 MeV and fit to expected distributions dependent on the vibrational and rotational excitations at the saddle point. In this way, the contributions to the total fission probability from specific states of K angular momentum projection on the symmetry axis are extracted. A sizable data collection is presented to be considered when constraining microscopic cross section calculations.

Reliability Estimation of Parameters of Helical Wind Turbine with Vertical Axis

PubMed Central

Dumitrascu, Adela-Eliza; Lepadatescu, Badea; Dumitrascu, Dorin-Ion; Nedelcu, Anisor; Ciobanu, Doina Valentina

2015-01-01

Due to the prolonged use of wind turbines they must be characterized by high reliability. This can be achieved through a rigorous design, appropriate simulation and testing, and proper construction. The reliability prediction and analysis of these systems will lead to identifying the critical components, increasing the operating time, minimizing failure rate, and minimizing maintenance costs. To estimate the produced energy by the wind turbine, an evaluation approach based on the Monte Carlo simulation model is developed which enables us to estimate the probability of minimum and maximum parameters. In our simulation process we used triangular distributions. The analysis of simulation results has been focused on the interpretation of the relative frequency histograms and cumulative distribution curve (ogive diagram), which indicates the probability of obtaining the daily or annual energy output depending on wind speed. The experimental researches consist in estimation of the reliability and unreliability functions and hazard rate of the helical vertical axis wind turbine designed and patented to climatic conditions for Romanian regions. Also, the variation of power produced for different wind speeds, the Weibull distribution of wind probability, and the power generated were determined. The analysis of experimental results indicates that this type of wind turbine is efficient at low wind speed. PMID:26167524

Reliability Estimation of Parameters of Helical Wind Turbine with Vertical Axis.

PubMed

Dumitrascu, Adela-Eliza; Lepadatescu, Badea; Dumitrascu, Dorin-Ion; Nedelcu, Anisor; Ciobanu, Doina Valentina

2015-01-01

Due to the prolonged use of wind turbines they must be characterized by high reliability. This can be achieved through a rigorous design, appropriate simulation and testing, and proper construction. The reliability prediction and analysis of these systems will lead to identifying the critical components, increasing the operating time, minimizing failure rate, and minimizing maintenance costs. To estimate the produced energy by the wind turbine, an evaluation approach based on the Monte Carlo simulation model is developed which enables us to estimate the probability of minimum and maximum parameters. In our simulation process we used triangular distributions. The analysis of simulation results has been focused on the interpretation of the relative frequency histograms and cumulative distribution curve (ogive diagram), which indicates the probability of obtaining the daily or annual energy output depending on wind speed. The experimental researches consist in estimation of the reliability and unreliability functions and hazard rate of the helical vertical axis wind turbine designed and patented to climatic conditions for Romanian regions. Also, the variation of power produced for different wind speeds, the Weibull distribution of wind probability, and the power generated were determined. The analysis of experimental results indicates that this type of wind turbine is efficient at low wind speed.

Driven fragmentation of granular gases.

PubMed

Cruz Hidalgo, Raúl; Pagonabarraga, Ignacio

2008-06-01

The dynamics of homogeneously heated granular gases which fragment due to particle collisions is analyzed. We introduce a kinetic model which accounts for correlations induced at the grain collisions and analyze both the kinetics and relevant distribution functions these systems develop. The work combines analytical and numerical studies based on direct simulation Monte Carlo calculations. A broad family of fragmentation probabilities is considered, and its implications for the system kinetics are discussed. We show that generically these driven materials evolve asymptotically into a dynamical scaling regime. If the fragmentation probability tends to a constant, the grain number diverges at a finite time, leading to a shattering singularity. If the fragmentation probability vanishes, then the number of grains grows monotonously as a power law. We consider different homogeneous thermostats and show that the kinetics of these systems depends weakly on both the grain inelasticity and driving. We observe that fragmentation plays a relevant role in the shape of the velocity distribution of the particles. When the fragmentation is driven by local stochastic events, the long velocity tail is essentially exponential independently of the heating frequency and the breaking rule. However, for a Lowe-Andersen thermostat, numerical evidence strongly supports the conjecture that the scaled velocity distribution follows a generalized exponential behavior f(c) approximately exp(-cn) , with n approximately 1.2 , regarding less the fragmentation mechanisms.

FDR doesn't Tell the Whole Story: Joint Influence of Effect Size and Covariance Structure on the Distribution of the False Discovery Proportions

NASA Technical Reports Server (NTRS)

Feiveson, Alan H.; Ploutz-Snyder, Robert; Fiedler, James

2011-01-01

As part of a 2009 Annals of Statistics paper, Gavrilov, Benjamini, and Sarkar report results of simulations that estimated the false discovery rate (FDR) for equally correlated test statistics using a well-known multiple-test procedure. In our study we estimate the distribution of the false discovery proportion (FDP) for the same procedure under a variety of correlation structures among multiple dependent variables in a MANOVA context. Specifically, we study the mean (the FDR), skewness, kurtosis, and percentiles of the FDP distribution in the case of multiple comparisons that give rise to correlated non-central t-statistics when results at several time periods are being compared to baseline. Even if the FDR achieves its nominal value, other aspects of the distribution of the FDP depend on the interaction between signed effect sizes and correlations among variables, proportion of true nulls, and number of dependent variables. We show examples where the mean FDP (the FDR) is 10% as designed, yet there is a surprising probability of having 30% or more false discoveries. Thus, in a real experiment, the proportion of false discoveries could be quite different from the stipulated FDR.

Evolution of Particle Size Distributions in Fragmentation Over Time

NASA Astrophysics Data System (ADS)

Charalambous, C. A.; Pike, W. T.

2013-12-01

We present a new model of fragmentation based on a probabilistic calculation of the repeated fracture of a particle population. The resulting continuous solution, which is in closed form, gives the evolution of fragmentation products from an initial block, through a scale-invariant power-law relationship to a final comminuted powder. Models for the fragmentation of particles have been developed separately in mainly two different disciplines: the continuous integro-differential equations of batch mineral grinding (Reid, 1965) and the fractal analysis of geophysics (Turcotte, 1986) based on a discrete model with a single probability of fracture. The first gives a time-dependent development of the particle-size distribution, but has resisted a closed-form solution, while the latter leads to the scale-invariant power laws, but with no time dependence. Bird (2009) recently introduced a bridge between these two approaches with a step-wise iterative calculation of the fragmentation products. The development of the particle-size distribution occurs with discrete steps: during each fragmentation event, the particles will repeatedly fracture probabilistically, cascading down the length scales to a final size distribution reached after all particles have failed to further fragment. We have identified this process as the equivalent to a sequence of trials for each particle with a fixed probability of fragmentation. Although the resulting distribution is discrete, it can be reformulated as a continuous distribution in maturity over time and particle size. In our model, Turcotte's power-law distribution emerges at a unique maturation index that defines a regime boundary. Up to this index, the fragmentation is in an erosional regime with the initial particle size setting the scaling. Fragmentation beyond this index is in a regime of comminution with rebreakage of the particles down to the size limit of fracture. The maturation index can increment continuously, for example under grinding conditions, or as discrete steps, such as with impact events. In both cases our model gives the energy associated with the fragmentation in terms of the developing surface area of the population. We show the agreement of our model to the evolution of particle size distributions associated with episodic and continuous fragmentation and how the evolution of some popular fractals may be represented using this approach. C. A. Charalambous and W. T. Pike (2013). Multi-Scale Particle Size Distributions of Mars, Moon and Itokawa based on a time-maturation dependent fragmentation model. Abstract Submitted to the AGU 46th Fall Meeting. Bird, N. R. A., Watts, C. W., Tarquis, A. M., & Whitmore, A. P. (2009). Modeling dynamic fragmentation of soil. Vadose Zone Journal, 8(1), 197-201. Reid, K. J. (1965). A solution to the batch grinding equation. Chemical Engineering Science, 20(11), 953-963. Turcotte, D. L. (1986). Fractals and fragmentation. Journal of Geophysical Research: Solid Earth 91(B2), 1921-1926.

Structured Modeling and Analysis of Stochastic Epidemics with Immigration and Demographic Effects

PubMed Central

Baumann, Hendrik; Sandmann, Werner

2016-01-01

Stochastic epidemics with open populations of variable population sizes are considered where due to immigration and demographic effects the epidemic does not eventually die out forever. The underlying stochastic processes are ergodic multi-dimensional continuous-time Markov chains that possess unique equilibrium probability distributions. Modeling these epidemics as level-dependent quasi-birth-and-death processes enables efficient computations of the equilibrium distributions by matrix-analytic methods. Numerical examples for specific parameter sets are provided, which demonstrates that this approach is particularly well-suited for studying the impact of varying rates for immigration, births, deaths, infection, recovery from infection, and loss of immunity. PMID:27010993

Structured Modeling and Analysis of Stochastic Epidemics with Immigration and Demographic Effects.

PubMed

Baumann, Hendrik; Sandmann, Werner

2016-01-01

Stochastic epidemics with open populations of variable population sizes are considered where due to immigration and demographic effects the epidemic does not eventually die out forever. The underlying stochastic processes are ergodic multi-dimensional continuous-time Markov chains that possess unique equilibrium probability distributions. Modeling these epidemics as level-dependent quasi-birth-and-death processes enables efficient computations of the equilibrium distributions by matrix-analytic methods. Numerical examples for specific parameter sets are provided, which demonstrates that this approach is particularly well-suited for studying the impact of varying rates for immigration, births, deaths, infection, recovery from infection, and loss of immunity.

Effect of radar rainfall time resolution on the predictive capability of a distributed hydrologic model

NASA Astrophysics Data System (ADS)

Atencia, A.; Llasat, M. C.; Garrote, L.; Mediero, L.

2010-10-01

The performance of distributed hydrological models depends on the resolution, both spatial and temporal, of the rainfall surface data introduced. The estimation of quantitative precipitation from meteorological radar or satellite can improve hydrological model results, thanks to an indirect estimation at higher spatial and temporal resolution. In this work, composed radar data from a network of three C-band radars, with 6-minutal temporal and 2 × 2 km2 spatial resolution, provided by the Catalan Meteorological Service, is used to feed the RIBS distributed hydrological model. A Window Probability Matching Method (gage-adjustment method) is applied to four cases of heavy rainfall to improve the observed rainfall sub-estimation in both convective and stratiform Z/R relations used over Catalonia. Once the rainfall field has been adequately obtained, an advection correction, based on cross-correlation between two consecutive images, was introduced to get several time resolutions from 1 min to 30 min. Each different resolution is treated as an independent event, resulting in a probable range of input rainfall data. This ensemble of rainfall data is used, together with other sources of uncertainty, such as the initial basin state or the accuracy of discharge measurements, to calibrate the RIBS model using probabilistic methodology. A sensitivity analysis of time resolutions was implemented by comparing the various results with real values from stream-flow measurement stations.

The Active Fault Parameters for Time-Dependent Earthquake Hazard Assessment in Taiwan

NASA Astrophysics Data System (ADS)

Lee, Y.; Cheng, C.; Lin, P.; Shao, K.; Wu, Y.; Shih, C.

2011-12-01

Taiwan is located at the boundary between the Philippine Sea Plate and the Eurasian Plate, with a convergence rate of ~ 80 mm/yr in a ~N118E direction. The plate motion is so active that earthquake is very frequent. In the Taiwan area, disaster-inducing earthquakes often result from active faults. For this reason, it's an important subject to understand the activity and hazard of active faults. The active faults in Taiwan are mainly located in the Western Foothills and the Eastern longitudinal valley. Active fault distribution map published by the Central Geological Survey (CGS) in 2010 shows that there are 31 active faults in the island of Taiwan and some of which are related to earthquake. Many researchers have investigated these active faults and continuously update new data and results, but few people have integrated them for time-dependent earthquake hazard assessment. In this study, we want to gather previous researches and field work results and then integrate these data as an active fault parameters table for time-dependent earthquake hazard assessment. We are going to gather the seismic profiles or earthquake relocation of a fault and then combine the fault trace on land to establish the 3D fault geometry model in GIS system. We collect the researches of fault source scaling in Taiwan and estimate the maximum magnitude from fault length or fault area. We use the characteristic earthquake model to evaluate the active fault earthquake recurrence interval. In the other parameters, we will collect previous studies or historical references and complete our parameter table of active faults in Taiwan. The WG08 have done the time-dependent earthquake hazard assessment of active faults in California. They established the fault models, deformation models, earthquake rate models, and probability models and then compute the probability of faults in California. Following these steps, we have the preliminary evaluated probability of earthquake-related hazards in certain faults in Taiwan. By accomplishing active fault parameters table in Taiwan, we would apply it in time-dependent earthquake hazard assessment. The result can also give engineers a reference for design. Furthermore, it can be applied in the seismic hazard map to mitigate disasters.

Voltage-Gated Lipid Ion Channels

PubMed Central

Blicher, Andreas; Heimburg, Thomas

2013-01-01

Synthetic lipid membranes can display channel-like ion conduction events even in the absence of proteins. We show here that these events are voltage-gated with a quadratic voltage dependence as expected from electrostatic theory of capacitors. To this end, we recorded channel traces and current histograms in patch-experiments on lipid membranes. We derived a theoretical current-voltage relationship for pores in lipid membranes that describes the experimental data very well when assuming an asymmetric membrane. We determined the equilibrium constant between closed and open state and the open probability as a function of voltage. The voltage-dependence of the lipid pores is found comparable to that of protein channels. Lifetime distributions of open and closed events indicate that the channel open distribution does not follow exponential statistics but rather power law behavior for long open times. PMID:23823188

Bankruptcy risk model and empirical tests

PubMed Central

Podobnik, Boris; Horvatic, Davor; Petersen, Alexander M.; Urošević, Branko; Stanley, H. Eugene

2010-01-01

We analyze the size dependence and temporal stability of firm bankruptcy risk in the US economy by applying Zipf scaling techniques. We focus on a single risk factor—the debt-to-asset ratio R—in order to study the stability of the Zipf distribution of R over time. We find that the Zipf exponent increases during market crashes, implying that firms go bankrupt with larger values of R. Based on the Zipf analysis, we employ Bayes’s theorem and relate the conditional probability that a bankrupt firm has a ratio R with the conditional probability of bankruptcy for a firm with a given R value. For 2,737 bankrupt firms, we demonstrate size dependence in assets change during the bankruptcy proceedings. Prepetition firm assets and petition firm assets follow Zipf distributions but with different exponents, meaning that firms with smaller assets adjust their assets more than firms with larger assets during the bankruptcy process. We compare bankrupt firms with nonbankrupt firms by analyzing the assets and liabilities of two large subsets of the US economy: 2,545 Nasdaq members and 1,680 New York Stock Exchange (NYSE) members. We find that both assets and liabilities follow a Pareto distribution. The finding is not a trivial consequence of the Zipf scaling relationship of firm size quantified by employees—although the market capitalization of Nasdaq stocks follows a Pareto distribution, the same distribution does not describe NYSE stocks. We propose a coupled Simon model that simultaneously evolves both assets and debt with the possibility of bankruptcy, and we also consider the possibility of firm mergers. PMID:20937903

Analysis and modeling of optical crosstalk in InP-based Geiger-mode avalanche photodiode FPAs

NASA Astrophysics Data System (ADS)

Chau, Quan; Jiang, Xudong; Itzler, Mark A.; Entwistle, Mark; Piccione, Brian; Owens, Mark; Slomkowski, Krystyna

2015-05-01

Optical crosstalk is a major factor limiting the performance of Geiger-mode avalanche photodiode (GmAPD) focal plane arrays (FPAs). This is especially true for arrays with increased pixel density and broader spectral operation. We have performed extensive experimental and theoretical investigations on the crosstalk effects in InP-based GmAPD FPAs for both 1.06-μm and 1.55-μm applications. Mechanisms responsible for intrinsic dark counts are Poisson processes, and their inter-arrival time distribution is an exponential function. In FPAs, intrinsic dark counts and cross talk events coexist, and the inter-arrival time distribution deviates from purely exponential behavior. From both experimental data and computer simulations, we show the dependence of this deviation on the crosstalk probability. The spatial characteristics of crosstalk are also demonstrated. From the temporal and spatial distribution of crosstalk, an efficient algorithm to identify and quantify crosstalk is introduced.

Energy dependence of the trapping of uranium atoms by aluminum oxide surfaces

NASA Technical Reports Server (NTRS)

Librecht, K. G.

1979-01-01

The energy dependence of the trapping probability for sputtered U-235 atoms striking an oxidized aluminum collector surface at energies between 1 eV and 184 eV was measured. At the lowest energies, approximately 10% of the uranium atoms are not trapped, while above 10 eV essentially all of them stick. Trapping probabilities averaged over the sputtered energy distribution for uranium incident on gold and mica are also presented.

On the dependence on inclination of capture probability of short-period comets

NASA Astrophysics Data System (ADS)

Yabushita, S.; Tsujii, T.

1990-06-01

Calculation is made of probability of capture whereby a nearly parabolic comet with perihelion near the Jovian orbit comes to have a perihelion distance less than 2.5 AU and a period less than 200 yr. The probability is found to depend strongly on the inclination, in accordance with earlier results of Everhart and of Stagg and Bailey. It is large for orbits close to the ecliptic but decreases drastically for large inclinations. The overall probability of capture from randomly distributed orbits is 0.00044, which shows that either the presently observed short-period comets are not in a steady state or the source flux may be in the Uranus-Neptune zone.

A Method for Evaluating Tuning Functions of Single Neurons based on Mutual Information Maximization

NASA Astrophysics Data System (ADS)

Brostek, Lukas; Eggert, Thomas; Ono, Seiji; Mustari, Michael J.; Büttner, Ulrich; Glasauer, Stefan

2011-03-01

We introduce a novel approach for evaluation of neuronal tuning functions, which can be expressed by the conditional probability of observing a spike given any combination of independent variables. This probability can be estimated out of experimentally available data. By maximizing the mutual information between the probability distribution of the spike occurrence and that of the variables, the dependence of the spike on the input variables is maximized as well. We used this method to analyze the dependence of neuronal activity in cortical area MSTd on signals related to movement of the eye and retinal image movement.

A new approach to counting measurements: Addressing the problems with ISO-11929

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

Klumpp, John Allan; Poudel, Deepesh; Miller, Guthrie

We present an alternative approach to making counting measurements of radioactivity which offers probabilistic interpretations of the measurements. Unlike the approach in the current international standard (ISO-11929), our approach, which uses an assumed prior probability distribution of the true amount in the sample, is able to answer the question of interest for most users of the standard: “what is the probability distribution of the true amount in the sample, given the data?” The final interpretation of the measurement requires information not necessarily available at the measurement stage. However, we provide an analytical formula for what we term the “measurement strength”more » that depends only on measurement-stage count quantities. Here, we show that, when the sources are rare, the posterior odds that the sample true value exceeds ε are the measurement strength times the prior odds, independently of ε, the prior odds, and the distribution of the calibration coefficient. We recommend that the measurement lab immediately follow-up on unusually high samples using an “action threshold” on the measurement strength which is similar to the decision threshold recommended by the current standard. Finally, we further recommend that the measurement lab perform large background studies in order to characterize non constancy of background, including possible time correlation of background.« less

A new approach to counting measurements: Addressing the problems with ISO-11929

DOE PAGES

Klumpp, John Allan; Poudel, Deepesh; Miller, Guthrie

2017-12-23

We present an alternative approach to making counting measurements of radioactivity which offers probabilistic interpretations of the measurements. Unlike the approach in the current international standard (ISO-11929), our approach, which uses an assumed prior probability distribution of the true amount in the sample, is able to answer the question of interest for most users of the standard: “what is the probability distribution of the true amount in the sample, given the data?” The final interpretation of the measurement requires information not necessarily available at the measurement stage. However, we provide an analytical formula for what we term the “measurement strength”more » that depends only on measurement-stage count quantities. Here, we show that, when the sources are rare, the posterior odds that the sample true value exceeds ε are the measurement strength times the prior odds, independently of ε, the prior odds, and the distribution of the calibration coefficient. We recommend that the measurement lab immediately follow-up on unusually high samples using an “action threshold” on the measurement strength which is similar to the decision threshold recommended by the current standard. Finally, we further recommend that the measurement lab perform large background studies in order to characterize non constancy of background, including possible time correlation of background.« less

A new approach to counting measurements: Addressing the problems with ISO-11929

NASA Astrophysics Data System (ADS)

Klumpp, John; Miller, Guthrie; Poudel, Deepesh

2018-06-01

We present an alternative approach to making counting measurements of radioactivity which offers probabilistic interpretations of the measurements. Unlike the approach in the current international standard (ISO-11929), our approach, which uses an assumed prior probability distribution of the true amount in the sample, is able to answer the question of interest for most users of the standard: "what is the probability distribution of the true amount in the sample, given the data?" The final interpretation of the measurement requires information not necessarily available at the measurement stage. However, we provide an analytical formula for what we term the "measurement strength" that depends only on measurement-stage count quantities. We show that, when the sources are rare, the posterior odds that the sample true value exceeds ε are the measurement strength times the prior odds, independently of ε, the prior odds, and the distribution of the calibration coefficient. We recommend that the measurement lab immediately follow-up on unusually high samples using an "action threshold" on the measurement strength which is similar to the decision threshold recommended by the current standard. We further recommend that the measurement lab perform large background studies in order to characterize non constancy of background, including possible time correlation of background.

Size distribution of submarine landslides along the U.S. Atlantic margin

USGS Publications Warehouse

Chaytor, J.D.; ten Brink, Uri S.; Solow, A.R.; Andrews, B.D.

2009-01-01

Assessment of the probability for destructive landslide-generated tsunamis depends on the knowledge of the number, size, and frequency of large submarine landslides. This paper investigates the size distribution of submarine landslides along the U.S. Atlantic continental slope and rise using the size of the landslide source regions (landslide failure scars). Landslide scars along the margin identified in a detailed bathymetric Digital Elevation Model (DEM) have areas that range between 0.89??km2 and 2410??km2 and volumes between 0.002??km3 and 179??km3. The area to volume relationship of these failure scars is almost linear (inverse power-law exponent close to 1), suggesting a fairly uniform failure thickness of a few 10s of meters in each event, with only rare, deep excavating landslides. The cumulative volume distribution of the failure scars is very well described by a log-normal distribution rather than by an inverse power-law, the most commonly used distribution for both subaerial and submarine landslides. A log-normal distribution centered on a volume of 0.86??km3 may indicate that landslides preferentially mobilize a moderate amount of material (on the order of 1??km3), rather than large landslides or very small ones. Alternatively, the log-normal distribution may reflect an inverse power law distribution modified by a size-dependent probability of observing landslide scars in the bathymetry data. If the latter is the case, an inverse power-law distribution with an exponent of 1.3 ?? 0.3, modified by a size-dependent conditional probability of identifying more failure scars with increasing landslide size, fits the observed size distribution. This exponent value is similar to the predicted exponent of 1.2 ?? 0.3 for subaerial landslides in unconsolidated material. Both the log-normal and modified inverse power-law distributions of the observed failure scar volumes suggest that large landslides, which have the greatest potential to generate damaging tsunamis, occur infrequently along the margin. ?? 2008 Elsevier B.V.

A stochastic model for the probability of malaria extinction by mass drug administration.

PubMed

Pemberton-Ross, Peter; Chitnis, Nakul; Pothin, Emilie; Smith, Thomas A

2017-09-18

Mass drug administration (MDA) has been proposed as an intervention to achieve local extinction of malaria. Although its effect on the reproduction number is short lived, extinction may subsequently occur in a small population due to stochastic fluctuations. This paper examines how the probability of stochastic extinction depends on population size, MDA coverage and the reproduction number under control, R c . A simple compartmental model is developed which is used to compute the probability of extinction using probability generating functions. The expected time to extinction in small populations after MDA for various scenarios in this model is calculated analytically. The results indicate that mass drug administration (Firstly, R c must be sustained at R c  < 1.2 to avoid the rapid re-establishment of infections in the population. Secondly, the MDA must produce effective cure rates of >95% to have a non-negligible probability of successful elimination. Stochastic fluctuations only significantly affect the probability of extinction in populations of about 1000 individuals or less. The expected time to extinction via stochastic fluctuation is less than 10 years only in populations less than about 150 individuals. Clustering of secondary infections and of MDA distribution both contribute positively to the potential probability of success, indicating that MDA would most effectively be administered at the household level. There are very limited circumstances in which MDA will lead to local malaria elimination with a substantial probability.

Statistics of the relative velocity of particles in turbulent flows: Monodisperse particles.

PubMed

Bhatnagar, Akshay; Gustavsson, K; Mitra, Dhrubaditya

2018-02-01

We use direct numerical simulations to calculate the joint probability density function of the relative distance R and relative radial velocity component V_{R} for a pair of heavy inertial particles suspended in homogeneous and isotropic turbulent flows. At small scales the distribution is scale invariant, with a scaling exponent that is related to the particle-particle correlation dimension in phase space, D_{2}. It was argued [K. Gustavsson and B. Mehlig, Phys. Rev. E 84, 045304 (2011)PLEEE81539-375510.1103/PhysRevE.84.045304; J. Turbul. 15, 34 (2014)1468-524810.1080/14685248.2013.875188] that the scale invariant part of the distribution has two asymptotic regimes: (1) |V_{R}|≪R, where the distribution depends solely on R, and (2) |V_{R}|≫R, where the distribution is a function of |V_{R}| alone. The probability distributions in these two regimes are matched along a straight line: |V_{R}|=z^{*}R. Our simulations confirm that this is indeed correct. We further obtain D_{2} and z^{*} as a function of the Stokes number, St. The former depends nonmonotonically on St with a minimum at about St≈0.7 and the latter has only a weak dependence on St.

Statistics of the relative velocity of particles in turbulent flows: Monodisperse particles

NASA Astrophysics Data System (ADS)

Bhatnagar, Akshay; Gustavsson, K.; Mitra, Dhrubaditya

2018-02-01

We use direct numerical simulations to calculate the joint probability density function of the relative distance R and relative radial velocity component VR for a pair of heavy inertial particles suspended in homogeneous and isotropic turbulent flows. At small scales the distribution is scale invariant, with a scaling exponent that is related to the particle-particle correlation dimension in phase space, D2. It was argued [K. Gustavsson and B. Mehlig, Phys. Rev. E 84, 045304 (2011), 10.1103/PhysRevE.84.045304; J. Turbul. 15, 34 (2014), 10.1080/14685248.2013.875188] that the scale invariant part of the distribution has two asymptotic regimes: (1) | VR|≪R , where the distribution depends solely on R , and (2) | VR|≫R , where the distribution is a function of | VR| alone. The probability distributions in these two regimes are matched along a straight line: | VR|= z*R . Our simulations confirm that this is indeed correct. We further obtain D2 and z* as a function of the Stokes number, St. The former depends nonmonotonically on St with a minimum at about St≈0.7 and the latter has only a weak dependence on St.

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

PubMed

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

2018-04-01

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

Framework for cascade size calculations on random networks

NASA Astrophysics Data System (ADS)

Burkholz, Rebekka; Schweitzer, Frank

2018-04-01

We present a framework to calculate the cascade size evolution for a large class of cascade models on random network ensembles in the limit of infinite network size. Our method is exact and applies to network ensembles with almost arbitrary degree distribution, degree-degree correlations, and, in case of threshold models, for arbitrary threshold distribution. With our approach, we shift the perspective from the known branching process approximations to the iterative update of suitable probability distributions. Such distributions are key to capture cascade dynamics that involve possibly continuous quantities and that depend on the cascade history, e.g., if load is accumulated over time. As a proof of concept, we provide two examples: (a) Constant load models that cover many of the analytically tractable casacade models, and, as a highlight, (b) a fiber bundle model that was not tractable by branching process approximations before. Our derivations cover the whole cascade dynamics, not only their steady state. This allows us to include interventions in time or further model complexity in the analysis.

A new approach to estimate time-to-cure from cancer registries data.

PubMed

Boussari, Olayidé; Romain, Gaëlle; Remontet, Laurent; Bossard, Nadine; Mounier, Morgane; Bouvier, Anne-Marie; Binquet, Christine; Colonna, Marc; Jooste, Valérie

2018-04-01

Cure models have been adapted to net survival context to provide important indicators from population-based cancer data, such as the cure fraction and the time-to-cure. However existing methods for computing time-to-cure suffer from some limitations. Cure models in net survival framework were briefly overviewed and a new definition of time-to-cure was introduced as the time TTC at which P(t), the estimated covariate-specific probability of being cured at a given time t after diagnosis, reaches 0.95. We applied flexible parametric cure models to data of four cancer sites provided by the French network of cancer registries (FRANCIM). Then estimates of the time-to-cure by TTC and by two existing methods were derived and compared. Cure fractions and probabilities P(t) were also computed. Depending on the age group, TTC ranged from to 8 to 10 years for colorectal and pancreatic cancer and was nearly 12 years for breast cancer. In thyroid cancer patients under 55 years at diagnosis, TTC was strikingly 0: the probability of being cured was >0.95 just after diagnosis. This is an interesting result regarding the health insurance premiums of these patients. The estimated values of time-to-cure from the three approaches were close for colorectal cancer only. We propose a new approach, based on estimated covariate-specific probability of being cured, to estimate time-to-cure. Compared to two existing methods, the new approach seems to be more intuitive and natural and less sensitive to the survival time distribution. Copyright © 2018 Elsevier Ltd. All rights reserved.

Stochastic demographic forecasting.

PubMed

Lee, R D

1992-11-01

"This paper describes a particular approach to stochastic population forecasting, which is implemented for the U.S.A. through 2065. Statistical time series methods are combined with demographic models to produce plausible long run forecasts of vital rates, with probability distributions. The resulting mortality forecasts imply gains in future life expectancy that are roughly twice as large as those forecast by the Office of the Social Security Actuary.... Resulting stochastic forecasts of the elderly population, elderly dependency ratios, and payroll tax rates for health, education and pensions are presented." excerpt

Chronology of Postglacial Eruptive Activity and Calculation of Eruption Probabilities for Medicine Lake Volcano, Northern California

USGS Publications Warehouse

Nathenson, Manuel; Donnelly-Nolan, Julie M.; Champion, Duane E.; Lowenstern, Jacob B.

2007-01-01

Medicine Lake volcano has had 4 eruptive episodes in its postglacial history (since 13,000 years ago) comprising 16 eruptions. Time intervals between events within the episodes are relatively short, whereas time intervals between the episodes are much longer. An updated radiocarbon chronology for these eruptions is presented that uses paleomagnetic data to constrain the choice of calibrated ages. This chronology is used with exponential, Weibull, and mixed-exponential probability distributions to model the data for time intervals between eruptions. The mixed exponential distribution is the best match to the data and provides estimates for the conditional probability of a future eruption given the time since the last eruption. The probability of an eruption at Medicine Lake volcano in the next year from today is 0.00028.

Modeling stream fish distributions using interval-censored detection times.

PubMed

Ferreira, Mário; Filipe, Ana Filipa; Bardos, David C; Magalhães, Maria Filomena; Beja, Pedro

2016-08-01

Controlling for imperfect detection is important for developing species distribution models (SDMs). Occupancy-detection models based on the time needed to detect a species can be used to address this problem, but this is hindered when times to detection are not known precisely. Here, we extend the time-to-detection model to deal with detections recorded in time intervals and illustrate the method using a case study on stream fish distribution modeling. We collected electrofishing samples of six fish species across a Mediterranean watershed in Northeast Portugal. Based on a Bayesian hierarchical framework, we modeled the probability of water presence in stream channels, and the probability of species occupancy conditional on water presence, in relation to environmental and spatial variables. We also modeled time-to-first detection conditional on occupancy in relation to local factors, using modified interval-censored exponential survival models. Posterior distributions of occupancy probabilities derived from the models were used to produce species distribution maps. Simulations indicated that the modified time-to-detection model provided unbiased parameter estimates despite interval-censoring. There was a tendency for spatial variation in detection rates to be primarily influenced by depth and, to a lesser extent, stream width. Species occupancies were consistently affected by stream order, elevation, and annual precipitation. Bayesian P-values and AUCs indicated that all models had adequate fit and high discrimination ability, respectively. Mapping of predicted occupancy probabilities showed widespread distribution by most species, but uncertainty was generally higher in tributaries and upper reaches. The interval-censored time-to-detection model provides a practical solution to model occupancy-detection when detections are recorded in time intervals. This modeling framework is useful for developing SDMs while controlling for variation in detection rates, as it uses simple data that can be readily collected by field ecologists.

Conditional, Time-Dependent Probabilities for Segmented Type-A Faults in the WGCEP UCERF 2

USGS Publications Warehouse

Field, Edward H.; Gupta, Vipin

2008-01-01

This appendix presents elastic-rebound-theory (ERT) motivated time-dependent probabilities, conditioned on the date of last earthquake, for the segmented type-A fault models of the 2007 Working Group on California Earthquake Probabilities (WGCEP). These probabilities are included as one option in the WGCEP?s Uniform California Earthquake Rupture Forecast 2 (UCERF 2), with the other options being time-independent Poisson probabilities and an ?Empirical? model based on observed seismicity rate changes. A more general discussion of the pros and cons of all methods for computing time-dependent probabilities, as well as the justification of those chosen for UCERF 2, are given in the main body of this report (and the 'Empirical' model is also discussed in Appendix M). What this appendix addresses is the computation of conditional, time-dependent probabilities when both single- and multi-segment ruptures are included in the model. Computing conditional probabilities is relatively straightforward when a fault is assumed to obey strict segmentation in the sense that no multi-segment ruptures occur (e.g., WGCEP (1988, 1990) or see Field (2007) for a review of all previous WGCEPs; from here we assume basic familiarity with conditional probability calculations). However, and as we?ll see below, the calculation is not straightforward when multi-segment ruptures are included, in essence because we are attempting to apply a point-process model to a non point process. The next section gives a review and evaluation of the single- and multi-segment rupture probability-calculation methods used in the most recent statewide forecast for California (WGCEP UCERF 1; Petersen et al., 2007). We then present results for the methodology adopted here for UCERF 2. We finish with a discussion of issues and possible alternative approaches that could be explored and perhaps applied in the future. A fault-by-fault comparison of UCERF 2 probabilities with those of previous studies is given in the main part of this report.

Some limitations of frequency as a component of risk: an expository note.

PubMed

Cox, Louis Anthony

2009-02-01

Students of risk analysis are often taught that "risk is frequency times consequence" or, more generally, that risk is determined by the frequency and severity of adverse consequences. But is it? This expository note reviews the concepts of frequency as average annual occurrence rate and as the reciprocal of mean time to failure (MTTF) or mean time between failures (MTBF) in a renewal process. It points out that if two risks (represented as two (frequency, severity) pairs for adverse consequences) have identical values for severity but different values of frequency, then it is not necessarily true that the one with the smaller value of frequency is preferable-and this is true no matter how frequency is defined. In general, there is not necessarily an increasing relation between the reciprocal of the mean time until an event occurs, its long-run average occurrences per year, and other criteria, such as the probability or expected number of times that it will happen over a specific interval of interest, such as the design life of a system. Risk depends on more than frequency and severity of consequences. It also depends on other information about the probability distribution for the time of a risk event that can become lost in simple measures of event "frequency." More flexible descriptions of risky processes, such as point process models can avoid these limitations.

Building Time-Dependent Earthquake Recurrence Models for Probabilistic Loss Computations

NASA Astrophysics Data System (ADS)

Fitzenz, D. D.; Nyst, M.

2013-12-01

We present a Risk Management perspective on earthquake recurrence on mature faults, and the ways that it can be modeled. The specificities of Risk Management relative to Probabilistic Seismic Hazard Assessment (PSHA), include the non-linearity of the exceedance probability curve for losses relative to the frequency of event occurrence, the fact that losses at all return periods are needed (and not at discrete values of the return period), and the set-up of financial models which sometimes require the modeling of realizations of the order in which events may occur (I.e., simulated event dates are important, whereas only average rates of occurrence are routinely used in PSHA). We use New Zealand as a case study and review the physical characteristics of several faulting environments, contrasting them against properties of three probability density functions (PDFs) widely used to characterize the inter-event time distributions in time-dependent recurrence models. We review the data available to help constrain both the priors and the recurrence process. And we propose that with the current level of knowledge, the best way to quantify the recurrence of large events on mature faults is to use a Bayesian combination of models, i.e., the decomposition of the inter-event time distribution into a linear combination of individual PDFs with their weight given by the posterior distribution. Finally we propose to the community : 1. A general debate on how best to incorporate our knowledge (e.g., from geology, geomorphology) on plausible models and model parameters, but also preserve the information on what we do not know; and 2. The creation and maintenance of a global database of priors, data, and model evidence, classified by tectonic region, special fluid characteristic (pH, compressibility, pressure), fault geometry, and other relevant properties so that we can monitor whether some trends emerge in terms of which model dominates in which conditions.

Occupation times and ergodicity breaking in biased continuous time random walks

NASA Astrophysics Data System (ADS)

Bel, Golan; Barkai, Eli

2005-12-01

Continuous time random walk (CTRW) models are widely used to model diffusion in condensed matter. There are two classes of such models, distinguished by the convergence or divergence of the mean waiting time. Systems with finite average sojourn time are ergodic and thus Boltzmann-Gibbs statistics can be applied. We investigate the statistical properties of CTRW models with infinite average sojourn time; in particular, the occupation time probability density function is obtained. It is shown that in the non-ergodic phase the distribution of the occupation time of the particle on a given lattice point exhibits bimodal U or trimodal W shape, related to the arcsine law. The key points are as follows. (a) In a CTRW with finite or infinite mean waiting time, the distribution of the number of visits on a lattice point is determined by the probability that a member of an ensemble of particles in equilibrium occupies the lattice point. (b) The asymmetry parameter of the probability distribution function of occupation times is related to the Boltzmann probability and to the partition function. (c) The ensemble average is given by Boltzmann-Gibbs statistics for either finite or infinite mean sojourn time, when detailed balance conditions hold. (d) A non-ergodic generalization of the Boltzmann-Gibbs statistical mechanics for systems with infinite mean sojourn time is found.

Cell-size distribution in epithelial tissue formation and homeostasis

PubMed Central

Primo, Luca; Celani, Antonio

2017-01-01

How cell growth and proliferation are orchestrated in living tissues to achieve a given biological function is a central problem in biology. During development, tissue regeneration and homeostasis, cell proliferation must be coordinated by spatial cues in order for cells to attain the correct size and shape. Biological tissues also feature a notable homogeneity of cell size, which, in specific cases, represents a physiological need. Here, we study the temporal evolution of the cell-size distribution by applying the theory of kinetic fragmentation to tissue development and homeostasis. Our theory predicts self-similar probability density function (PDF) of cell size and explains how division times and redistribution ensure cell size homogeneity across the tissue. Theoretical predictions and numerical simulations of confluent non-homeostatic tissue cultures show that cell size distribution is self-similar. Our experimental data confirm predictions and reveal that, as assumed in the theory, cell division times scale like a power-law of the cell size. We find that in homeostatic conditions there is a stationary distribution with lognormal tails, consistently with our experimental data. Our theoretical predictions and numerical simulations show that the shape of the PDF depends on how the space inherited by apoptotic cells is redistributed and that apoptotic cell rates might also depend on size. PMID:28330988

Cell-size distribution in epithelial tissue formation and homeostasis.

PubMed

Puliafito, Alberto; Primo, Luca; Celani, Antonio

2017-03-01

How cell growth and proliferation are orchestrated in living tissues to achieve a given biological function is a central problem in biology. During development, tissue regeneration and homeostasis, cell proliferation must be coordinated by spatial cues in order for cells to attain the correct size and shape. Biological tissues also feature a notable homogeneity of cell size, which, in specific cases, represents a physiological need. Here, we study the temporal evolution of the cell-size distribution by applying the theory of kinetic fragmentation to tissue development and homeostasis. Our theory predicts self-similar probability density function (PDF) of cell size and explains how division times and redistribution ensure cell size homogeneity across the tissue. Theoretical predictions and numerical simulations of confluent non-homeostatic tissue cultures show that cell size distribution is self-similar. Our experimental data confirm predictions and reveal that, as assumed in the theory, cell division times scale like a power-law of the cell size. We find that in homeostatic conditions there is a stationary distribution with lognormal tails, consistently with our experimental data. Our theoretical predictions and numerical simulations show that the shape of the PDF depends on how the space inherited by apoptotic cells is redistributed and that apoptotic cell rates might also depend on size. © 2017 The Author(s).

Evolutionary dynamics of taxonomic structure

PubMed Central

Foote, Michael

2012-01-01

The distribution of species among genera and higher taxa has largely untapped potential to reveal among-clade variation in rates of origination and extinction. The probability distribution of the number of species within a genus is modelled with a stochastic, time-homogeneous birth–death model having two parameters: the rate of species extinction, μ, and the rate of genus origination, γ, each scaled as a multiple of the rate of within-genus speciation, λ. The distribution is more sensitive to γ than to μ, although μ affects the size of the largest genera. The species : genus ratio depends strongly on both γ and μ, and so is not a good diagnostic of evolutionary dynamics. The proportion of monotypic genera, however, depends mainly on γ, and so may provide an index of the genus origination rate. Application to living marine molluscs of New Zealand shows that bivalves have a higher relative rate of genus origination than gastropods. This is supported by the analysis of palaeontological data. This concordance suggests that analysis of living taxonomic distributions may allow inference of macroevolutionary dynamics even without a fossil record. PMID:21865239

The Local Structure of Globalization. The Network Dynamics of Foreign Direct Investments in the International Electricity Industry

NASA Astrophysics Data System (ADS)

Koskinen, Johan; Lomi, Alessandro

2013-05-01

We study the evolution of the network of foreign direct investment (FDI) in the international electricity industry during the period 1994-2003. We assume that the ties in the network of investment relations between countries are created and deleted in continuous time, according to a conditional Gibbs distribution. This assumption allows us to take simultaneously into account the aggregate predictions of the well-established gravity model of international trade as well as local dependencies between network ties connecting the countries in our sample. According to the modified version of the gravity model that we specify, the probability of observing an investment tie between two countries depends on the mass of the economies involved, their physical distance, and the tendency of the network to self-organize into local configurations of network ties. While the limiting distribution of the data generating process is an exponential random graph model, we do not assume the system to be in equilibrium. We find evidence of the effects of the standard gravity model of international trade on evolution of the global FDI network. However, we also provide evidence of significant dyadic and extra-dyadic dependencies between investment ties that are typically ignored in available research. We show that local dependencies between national electricity industries are sufficient for explaining global properties of the network of foreign direct investments. We also show, however, that network dependencies vary significantly over time giving rise to a time-heterogeneous localized process of network evolution.

Individual heterogeneity and identifiability in capture-recapture models

USGS Publications Warehouse

Link, W.A.

2004-01-01

Individual heterogeneity in detection probabilities is a far more serious problem for capture-recapture modeling than has previously been recognized. In this note, I illustrate that population size is not an identifiable parameter under the general closed population mark-recapture model Mh. The problem of identifiability is obvious if the population includes individuals with pi = 0, but persists even when it is assumed that individual detection probabilities are bounded away from zero. Identifiability may be attained within parametric families of distributions for pi, but not among parametric families of distributions. Consequently, in the presence of individual heterogeneity in detection probability, capture-recapture analysis is strongly model dependent.

Bayesian Computation Emerges in Generic Cortical Microcircuits through Spike-Timing-Dependent Plasticity

PubMed Central

Nessler, Bernhard; Pfeiffer, Michael; Buesing, Lars; Maass, Wolfgang

2013-01-01

The principles by which networks of neurons compute, and how spike-timing dependent plasticity (STDP) of synaptic weights generates and maintains their computational function, are unknown. Preceding work has shown that soft winner-take-all (WTA) circuits, where pyramidal neurons inhibit each other via interneurons, are a common motif of cortical microcircuits. We show through theoretical analysis and computer simulations that Bayesian computation is induced in these network motifs through STDP in combination with activity-dependent changes in the excitability of neurons. The fundamental components of this emergent Bayesian computation are priors that result from adaptation of neuronal excitability and implicit generative models for hidden causes that are created in the synaptic weights through STDP. In fact, a surprising result is that STDP is able to approximate a powerful principle for fitting such implicit generative models to high-dimensional spike inputs: Expectation Maximization. Our results suggest that the experimentally observed spontaneous activity and trial-to-trial variability of cortical neurons are essential features of their information processing capability, since their functional role is to represent probability distributions rather than static neural codes. Furthermore it suggests networks of Bayesian computation modules as a new model for distributed information processing in the cortex. PMID:23633941

Work statistics of charged noninteracting fermions in slowly changing magnetic fields.

PubMed

Yi, Juyeon; Talkner, Peter

2011-04-01

We consider N fermionic particles in a harmonic trap initially prepared in a thermal equilibrium state at temperature β^{-1} and examine the probability density function (pdf) of the work done by a magnetic field slowly varying in time. The behavior of the pdf crucially depends on the number of particles N but also on the temperature. At high temperatures (β≪1) the pdf is given by an asymmetric Laplace distribution for a single particle, and for many particles it approaches a Gaussian distribution with variance proportional to N/β(2). At low temperatures the pdf becomes strongly peaked at the center with a variance that still linearly increases with N but exponentially decreases with the temperature. We point out the consequences of these findings for the experimental confirmation of the Jarzynski equality such as the low probability issue at high temperatures and its solution at low temperatures, together with a discussion of the crossover behavior between the two temperature regimes. ©2011 American Physical Society

Work statistics of charged noninteracting fermions in slowly changing magnetic fields

NASA Astrophysics Data System (ADS)

Yi, Juyeon; Talkner, Peter

2011-04-01

We consider N fermionic particles in a harmonic trap initially prepared in a thermal equilibrium state at temperature β-1 and examine the probability density function (pdf) of the work done by a magnetic field slowly varying in time. The behavior of the pdf crucially depends on the number of particles N but also on the temperature. At high temperatures (β≪1) the pdf is given by an asymmetric Laplace distribution for a single particle, and for many particles it approaches a Gaussian distribution with variance proportional to N/β2. At low temperatures the pdf becomes strongly peaked at the center with a variance that still linearly increases with N but exponentially decreases with the temperature. We point out the consequences of these findings for the experimental confirmation of the Jarzynski equality such as the low probability issue at high temperatures and its solution at low temperatures, together with a discussion of the crossover behavior between the two temperature regimes.

Comparision of the different probability distributions for earthquake hazard assessment in the North Anatolian Fault Zone

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

Yilmaz, Şeyda, E-mail: seydayilmaz@ktu.edu.tr; Bayrak, Erdem, E-mail: erdmbyrk@gmail.com; Bayrak, Yusuf, E-mail: bayrak@ktu.edu.tr

In this study we examined and compared the three different probabilistic distribution methods for determining the best suitable model in probabilistic assessment of earthquake hazards. We analyzed a reliable homogeneous earthquake catalogue between a time period 1900-2015 for magnitude M ≥ 6.0 and estimated the probabilistic seismic hazard in the North Anatolian Fault zone (39°-41° N 30°-40° E) using three distribution methods namely Weibull distribution, Frechet distribution and three-parameter Weibull distribution. The distribution parameters suitability was evaluated Kolmogorov-Smirnov (K-S) goodness-of-fit test. We also compared the estimated cumulative probability and the conditional probabilities of occurrence of earthquakes for different elapsed timemore » using these three distribution methods. We used Easyfit and Matlab software to calculate these distribution parameters and plotted the conditional probability curves. We concluded that the Weibull distribution method was the most suitable than other distribution methods in this region.« less

Probability of Loss of Assured Safety in Systems with Multiple Time-Dependent Failure Modes: Incorporation of Delayed Link Failure in the Presence of Aleatory Uncertainty.

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

Helton, Jon C.; Brooks, Dusty Marie; Sallaberry, Cedric Jean-Marie.

Probability of loss of assured safety (PLOAS) is modeled for weak link (WL)/strong link (SL) systems in which one or more WLs or SLs could potentially degrade into a precursor condition to link failure that will be followed by an actual failure after some amount of elapsed time. The following topics are considered: (i) Definition of precursor occurrence time cumulative distribution functions (CDFs) for individual WLs and SLs, (ii) Formal representation of PLOAS with constant delay times, (iii) Approximation and illustration of PLOAS with constant delay times, (iv) Formal representation of PLOAS with aleatory uncertainty in delay times, (v) Approximationmore » and illustration of PLOAS with aleatory uncertainty in delay times, (vi) Formal representation of PLOAS with delay times defined by functions of link properties at occurrence times for failure precursors, (vii) Approximation and illustration of PLOAS with delay times defined by functions of link properties at occurrence times for failure precursors, and (viii) Procedures for the verification of PLOAS calculations for the three indicated definitions of delayed link failure.« less

Exact combinatorial approach to finite coagulating systems

NASA Astrophysics Data System (ADS)

Fronczak, Agata; Chmiel, Anna; Fronczak, Piotr

2018-02-01

This paper outlines an exact combinatorial approach to finite coagulating systems. In this approach, cluster sizes and time are discrete and the binary aggregation alone governs the time evolution of the systems. By considering the growth histories of all possible clusters, an exact expression is derived for the probability of a coagulating system with an arbitrary kernel being found in a given cluster configuration when monodisperse initial conditions are applied. Then this probability is used to calculate the time-dependent distribution for the number of clusters of a given size, the average number of such clusters, and that average's standard deviation. The correctness of our general expressions is proved based on the (analytical and numerical) results obtained for systems with the constant kernel. In addition, the results obtained are compared with the results arising from the solutions to the mean-field Smoluchowski coagulation equation, indicating its weak points. The paper closes with a brief discussion on the extensibility to other systems of the approach presented herein, emphasizing the issue of arbitrary initial conditions.

Probabilistic reasoning in data analysis.

PubMed

Sirovich, Lawrence

2011-09-20

This Teaching Resource provides lecture notes, slides, and a student assignment for a lecture on probabilistic reasoning in the analysis of biological data. General probabilistic frameworks are introduced, and a number of standard probability distributions are described using simple intuitive ideas. Particular attention is focused on random arrivals that are independent of prior history (Markovian events), with an emphasis on waiting times, Poisson processes, and Poisson probability distributions. The use of these various probability distributions is applied to biomedical problems, including several classic experimental studies.

A Model Based on Environmental Factors for Diameter Distribution in Black Wattle in Brazil

PubMed Central

Sanquetta, Carlos Roberto; Behling, Alexandre; Dalla Corte, Ana Paula; Péllico Netto, Sylvio; Rodrigues, Aurelio Lourenço; Simon, Augusto Arlindo

2014-01-01

This article discusses the dynamics of a diameter distribution in stands of black wattle throughout its growth cycle using the Weibull probability density function. Moreover, the parameters of this distribution were related to environmental variables from meteorological data and surface soil horizon with the aim of finding a model for diameter distribution which their coefficients were related to the environmental variables. We found that the diameter distribution of the stand changes only slightly over time and that the estimators of the Weibull function are correlated with various environmental variables, with accumulated rainfall foremost among them. Thus, a model was obtained in which the estimators of the Weibull function are dependent on rainfall. Such a function can have important applications, such as in simulating growth potential in regions where historical growth data is lacking, as well as the behavior of the stand under different environmental conditions. The model can also be used to project growth in diameter, based on the rainfall affecting the forest over a certain time period. PMID:24932909

Score distributions of gapped multiple sequence alignments down to the low-probability tail

NASA Astrophysics Data System (ADS)

Fieth, Pascal; Hartmann, Alexander K.

2016-08-01

Assessing the significance of alignment scores of optimally aligned DNA or amino acid sequences can be achieved via the knowledge of the score distribution of random sequences. But this requires obtaining the distribution in the biologically relevant high-scoring region, where the probabilities are exponentially small. For gapless local alignments of infinitely long sequences this distribution is known analytically to follow a Gumbel distribution. Distributions for gapped local alignments and global alignments of finite lengths can only be obtained numerically. To obtain result for the small-probability region, specific statistical mechanics-based rare-event algorithms can be applied. In previous studies, this was achieved for pairwise alignments. They showed that, contrary to results from previous simple sampling studies, strong deviations from the Gumbel distribution occur in case of finite sequence lengths. Here we extend the studies to multiple sequence alignments with gaps, which are much more relevant for practical applications in molecular biology. We study the distributions of scores over a large range of the support, reaching probabilities as small as 10-160, for global and local (sum-of-pair scores) multiple alignments. We find that even after suitable rescaling, eliminating the sequence-length dependence, the distributions for multiple alignment differ from the pairwise alignment case. Furthermore, we also show that the previously discussed Gaussian correction to the Gumbel distribution needs to be refined, also for the case of pairwise alignments.

A method for developing design diagrams for ceramic and glass materials using fatigue data

NASA Technical Reports Server (NTRS)

Heslin, T. M.; Magida, M. B.; Forrest, K. A.

1986-01-01

The service lifetime of glass and ceramic materials can be expressed as a plot of time-to-failure versus applied stress whose plot is parametric in percent probability of failure. This type of plot is called a design diagram. Confidence interval estimates for such plots depend on the type of test that is used to generate the data, on assumptions made concerning the statistical distribution of the test results, and on the type of analysis used. This report outlines the development of design diagrams for glass and ceramic materials in engineering terms using static or dynamic fatigue tests, assuming either no particular statistical distribution of test results or a Weibull distribution and using either median value or homologous ratio analysis of the test results.

Theory after experiment on sensing mechanism of a newly developed sensor molecule: Converging or diverging?

NASA Astrophysics Data System (ADS)

Paul, Suvendu; Karar, Monaj; Das, Biswajit; Mallick, Arabinda; Majumdar, Tapas

2017-12-01

Fluoride ion sensing mechanism of 3,3‧-bis(indolyl)-4-chlorophenylmethane has been analyzed with density functional and time-dependent density functional theories. Extensive theoretical calculations on molecular geometry & energy, charge distribution, orbital energies & electronic distribution, minima on potential energy surface confirmed strong hydrogen bonded sensor-anion complex with incomplete proton transfer in S0. In S1, strong hydrogen bonding extended towards complete ESDPT. The distinct and single minima on the PES of the sensor-anion complex for both ground and first singlet excited states confirmed the concerted proton transfer mechanism. Present study well reproduced the experimental spectroscopic data and provided ESDPT as probable fluoride sensing mechanism.

Simulation of the dynamical transmission of several-hundred-keV protons through a conical capillary

NASA Astrophysics Data System (ADS)

Yang, A. X.; Zhu, B. H.; Niu, S. T.; Pan, P.; Han, C. Z.; Song, H. Y.; Shao, J. X.; Chen, X. M.

2018-05-01

The time evolution of the trajectories, angular distributions, and two-dimensional images of intermediate-energy protons being transmitted through a conical capillary was simulated. The simulation results indicate that the charge deposited in the capillary significantly enhances the probability of surface specular scattering and thus greatly enhances the transmission rate. Furthermore, this deposited-charge-assisted specular reflection causes the transmission rate to exhibit an energy dependence proportional to E-1, which is very consistent with the experimental data. After transmission at nonzero tilt angles, the angular distribution of several-hundred-keV protons is far from symmetric, unlike in the case of keV protons.

Mixed-mode oscillations and interspike interval statistics in the stochastic FitzHugh-Nagumo model

NASA Astrophysics Data System (ADS)

Berglund, Nils; Landon, Damien

2012-08-01

We study the stochastic FitzHugh-Nagumo equations, modelling the dynamics of neuronal action potentials in parameter regimes characterized by mixed-mode oscillations. The interspike time interval is related to the random number of small-amplitude oscillations separating consecutive spikes. We prove that this number has an asymptotically geometric distribution, whose parameter is related to the principal eigenvalue of a substochastic Markov chain. We provide rigorous bounds on this eigenvalue in the small-noise regime and derive an approximation of its dependence on the system's parameters for a large range of noise intensities. This yields a precise description of the probability distribution of observed mixed-mode patterns and interspike intervals.

Neuromorphic learning of continuous-valued mappings from noise-corrupted data. Application to real-time adaptive control

NASA Technical Reports Server (NTRS)

Troudet, Terry; Merrill, Walter C.

1990-01-01

The ability of feed-forward neural network architectures to learn continuous valued mappings in the presence of noise was demonstrated in relation to parameter identification and real-time adaptive control applications. An error function was introduced to help optimize parameter values such as number of training iterations, observation time, sampling rate, and scaling of the control signal. The learning performance depended essentially on the degree of embodiment of the control law in the training data set and on the degree of uniformity of the probability distribution function of the data that are presented to the net during sequence. When a control law was corrupted by noise, the fluctuations of the training data biased the probability distribution function of the training data sequence. Only if the noise contamination is minimized and the degree of embodiment of the control law is maximized, can a neural net develop a good representation of the mapping and be used as a neurocontroller. A multilayer net was trained with back-error-propagation to control a cart-pole system for linear and nonlinear control laws in the presence of data processing noise and measurement noise. The neurocontroller exhibited noise-filtering properties and was found to operate more smoothly than the teacher in the presence of measurement noise.

p-adic stochastic hidden variable model

NASA Astrophysics Data System (ADS)

Khrennikov, Andrew

1998-03-01

We propose stochastic hidden variables model in which hidden variables have a p-adic probability distribution ρ(λ) and at the same time conditional probabilistic distributions P(U,λ), U=A,A',B,B', are ordinary probabilities defined on the basis of the Kolmogorov measure-theoretical axiomatics. A frequency definition of p-adic probability is quite similar to the ordinary frequency definition of probability. p-adic frequency probability is defined as the limit of relative frequencies νn but in the p-adic metric. We study a model with p-adic stochastics on the level of the hidden variables description. But, of course, responses of macroapparatuses have to be described by ordinary stochastics. Thus our model describes a mixture of p-adic stochastics of the microworld and ordinary stochastics of macroapparatuses. In this model probabilities for physical observables are the ordinary probabilities. At the same time Bell's inequality is violated.

Nonlinear Spatial Inversion Without Monte Carlo Sampling

NASA Astrophysics Data System (ADS)

Curtis, A.; Nawaz, A.

2017-12-01

High-dimensional, nonlinear inverse or inference problems usually have non-unique solutions. The distribution of solutions are described by probability distributions, and these are usually found using Monte Carlo (MC) sampling methods. These take pseudo-random samples of models in parameter space, calculate the probability of each sample given available data and other information, and thus map out high or low probability values of model parameters. However, such methods would converge to the solution only as the number of samples tends to infinity; in practice, MC is found to be slow to converge, convergence is not guaranteed to be achieved in finite time, and detection of convergence requires the use of subjective criteria. We propose a method for Bayesian inversion of categorical variables such as geological facies or rock types in spatial problems, which requires no sampling at all. The method uses a 2-D Hidden Markov Model over a grid of cells, where observations represent localized data constraining the model in each cell. The data in our example application are seismic properties such as P- and S-wave impedances or rock density; our model parameters are the hidden states and represent the geological rock types in each cell. The observations at each location are assumed to depend on the facies at that location only - an assumption referred to as `localized likelihoods'. However, the facies at a location cannot be determined solely by the observation at that location as it also depends on prior information concerning its correlation with the spatial distribution of facies elsewhere. Such prior information is included in the inversion in the form of a training image which represents a conceptual depiction of the distribution of local geologies that might be expected, but other forms of prior information can be used in the method as desired. The method provides direct (pseudo-analytic) estimates of posterior marginal probability distributions over each variable, so these do not need to be estimated from samples as is required in MC methods. On a 2-D test example the method is shown to outperform previous methods significantly, and at a fraction of the computational cost. In many foreseeable applications there are therefore no serious impediments to extending the method to 3-D spatial models.

Orders of Magnitude Extension of the Effective Dynamic Range of TDC-Based TOFMS Data Through Maximum Likelihood Estimation

NASA Astrophysics Data System (ADS)

Ipsen, Andreas; Ebbels, Timothy M. D.

2014-10-01

In a recent article, we derived a probability distribution that was shown to closely approximate that of the data produced by liquid chromatography time-of-flight mass spectrometry (LC/TOFMS) instruments employing time-to-digital converters (TDCs) as part of their detection system. The approach of formulating detailed and highly accurate mathematical models of LC/MS data via probability distributions that are parameterized by quantities of analytical interest does not appear to have been fully explored before. However, we believe it could lead to a statistically rigorous framework for addressing many of the data analytical problems that arise in LC/MS studies. In this article, we present new procedures for correcting for TDC saturation using such an approach and demonstrate that there is potential for significant improvements in the effective dynamic range of TDC-based mass spectrometers, which could make them much more competitive with the alternative analog-to-digital converters (ADCs). The degree of improvement depends on our ability to generate mass and chromatographic peaks that conform to known mathematical functions and our ability to accurately describe the state of the detector dead time—tasks that may be best addressed through engineering efforts.

Continuous-time random-walk model for financial distributions

NASA Astrophysics Data System (ADS)

Masoliver, Jaume; Montero, Miquel; Weiss, George H.

2003-02-01

We apply the formalism of the continuous-time random walk to the study of financial data. The entire distribution of prices can be obtained once two auxiliary densities are known. These are the probability densities for the pausing time between successive jumps and the corresponding probability density for the magnitude of a jump. We have applied the formalism to data on the U.S. dollar deutsche mark future exchange, finding good agreement between theory and the observed data.

Time-dependent earthquake probabilities

USGS Publications Warehouse

Gomberg, J.; Belardinelli, M.E.; Cocco, M.; Reasenberg, P.

2005-01-01

We have attempted to provide a careful examination of a class of approaches for estimating the conditional probability of failure of a single large earthquake, particularly approaches that account for static stress perturbations to tectonic loading as in the approaches of Stein et al. (1997) and Hardebeck (2004). We have loading as in the framework based on a simple, generalized rate change formulation and applied it to these two approaches to show how they relate to one another. We also have attempted to show the connection between models of seismicity rate changes applied to (1) populations of independent faults as in background and aftershock seismicity and (2) changes in estimates of the conditional probability of failures of different members of a the notion of failure rate corresponds to successive failures of different members of a population of faults. The latter application requires specification of some probability distribution (density function of PDF) that describes some population of potential recurrence times. This PDF may reflect our imperfect knowledge of when past earthquakes have occurred on a fault (epistemic uncertainty), the true natural variability in failure times, or some combination of both. We suggest two end-member conceptual single-fault models that may explain natural variability in recurrence times and suggest how they might be distinguished observationally. When viewed deterministically, these single-fault patch models differ significantly in their physical attributes, and when faults are immature, they differ in their responses to stress perturbations. Estimates of conditional failure probabilities effectively integrate over a range of possible deterministic fault models, usually with ranges that correspond to mature faults. Thus conditional failure probability estimates usually should not differ significantly for these models. Copyright 2005 by the American Geophysical Union.

Influence of distributed delays on the dynamics of a generalized immune system cancerous cells interactions model

NASA Astrophysics Data System (ADS)

Piotrowska, M. J.; Bodnar, M.

2018-01-01

We present a generalisation of the mathematical models describing the interactions between the immune system and tumour cells which takes into account distributed time delays. For the analytical study we do not assume any particular form of the stimulus function describing the immune system reaction to presence of tumour cells but we only postulate its general properties. We analyse basic mathematical properties of the considered model such as existence and uniqueness of the solutions. Next, we discuss the existence of the stationary solutions and analytically investigate their stability depending on the forms of considered probability densities that is: Erlang, triangular and uniform probability densities separated or not from zero. Particular instability results are obtained for a general type of probability densities. Our results are compared with those for the model with discrete delays know from the literature. In addition, for each considered type of probability density, the model is fitted to the experimental data for the mice B-cell lymphoma showing mean square errors at the same comparable level. For estimated sets of parameters we discuss possibility of stabilisation of the tumour dormant steady state. Instability of this steady state results in uncontrolled tumour growth. In order to perform numerical simulation, following the idea of linear chain trick, we derive numerical procedures that allow us to solve systems with considered probability densities using standard algorithm for ordinary differential equations or differential equations with discrete delays.

Mesoscopic description of random walks on combs

NASA Astrophysics Data System (ADS)

Méndez, Vicenç; Iomin, Alexander; Campos, Daniel; Horsthemke, Werner

2015-12-01

Combs are a simple caricature of various types of natural branched structures, which belong to the category of loopless graphs and consist of a backbone and branches. We study continuous time random walks on combs and present a generic method to obtain their transport properties. The random walk along the branches may be biased, and we account for the effect of the branches by renormalizing the waiting time probability distribution function for the motion along the backbone. We analyze the overall diffusion properties along the backbone and find normal diffusion, anomalous diffusion, and stochastic localization (diffusion failure), respectively, depending on the characteristics of the continuous time random walk along the branches, and compare our analytical results with stochastic simulations.

Predicting probability of occurrence and factors affecting distribution and abundance of three Ozark endemic crayfish species at multiple spatial scales

USGS Publications Warehouse

Nolen, Matthew S.; Magoulick, Daniel D.; DiStefano, Robert J.; Imhoff, Emily M.; Wagner, Brian K.

2014-01-01

We found that a range of environmental variables were important in predicting crayfish distribution and abundance at multiple spatial scales and their importance was species-, response variable- and scale dependent. We would encourage others to examine the influence of spatial scale on species distribution and abundance patterns.

Failure probability under parameter uncertainty.

PubMed

Gerrard, R; Tsanakas, A

2011-05-01

In many problems of risk analysis, failure is equivalent to the event of a random risk factor exceeding a given threshold. Failure probabilities can be controlled if a decisionmaker is able to set the threshold at an appropriate level. This abstract situation applies, for example, to environmental risks with infrastructure controls; to supply chain risks with inventory controls; and to insurance solvency risks with capital controls. However, uncertainty around the distribution of the risk factor implies that parameter error will be present and the measures taken to control failure probabilities may not be effective. We show that parameter uncertainty increases the probability (understood as expected frequency) of failures. For a large class of loss distributions, arising from increasing transformations of location-scale families (including the log-normal, Weibull, and Pareto distributions), the article shows that failure probabilities can be exactly calculated, as they are independent of the true (but unknown) parameters. Hence it is possible to obtain an explicit measure of the effect of parameter uncertainty on failure probability. Failure probability can be controlled in two different ways: (1) by reducing the nominal required failure probability, depending on the size of the available data set, and (2) by modifying of the distribution itself that is used to calculate the risk control. Approach (1) corresponds to a frequentist/regulatory view of probability, while approach (2) is consistent with a Bayesian/personalistic view. We furthermore show that the two approaches are consistent in achieving the required failure probability. Finally, we briefly discuss the effects of data pooling and its systemic risk implications. © 2010 Society for Risk Analysis.

Anomalous Growth of Aging Populations

NASA Astrophysics Data System (ADS)

Grebenkov, Denis S.

2016-04-01

We consider a discrete-time population dynamics with age-dependent structure. At every time step, one of the alive individuals from the population is chosen randomly and removed with probability q_k depending on its age, whereas a new individual of age 1 is born with probability r. The model can also describe a single queue in which the service order is random while the service efficiency depends on a customer's "age" in the queue. We propose a mean field approximation to investigate the long-time asymptotic behavior of the mean population size. The age dependence is shown to lead to anomalous power-law growth of the population at the critical regime. The scaling exponent is determined by the asymptotic behavior of the probabilities q_k at large k. The mean field approximation is validated by Monte Carlo simulations.

Achieving unequal error protection with convolutional codes

NASA Technical Reports Server (NTRS)

Mills, D. G.; Costello, D. J., Jr.; Palazzo, R., Jr.

1994-01-01

This paper examines the unequal error protection capabilities of convolutional codes. Both time-invariant and periodically time-varying convolutional encoders are examined. The effective free distance vector is defined and is shown to be useful in determining the unequal error protection (UEP) capabilities of convolutional codes. A modified transfer function is used to determine an upper bound on the bit error probabilities for individual input bit positions in a convolutional encoder. The bound is heavily dependent on the individual effective free distance of the input bit position. A bound relating two individual effective free distances is presented. The bound is a useful tool in determining the maximum possible disparity in individual effective free distances of encoders of specified rate and memory distribution. The unequal error protection capabilities of convolutional encoders of several rates and memory distributions are determined and discussed.

The separation distance distribution in electron-donor-acceptor systems and the wavelength dependence of free ion yields

NASA Astrophysics Data System (ADS)

Zhou, Jinwei; Findley, Bret R.; Braun, Charles L.; Sutin, Norman

2001-06-01

We recently reported that free radical ion quantum yields for electron-donor-acceptor (EDA) systems of alkylbenzenes-tetracyanoethylene (TCNE) exhibit a remarkable wavelength dependence in dichloromethane, a medium polarity solvent. We proposed that weak absorption by long-distance, unassociated or "random" D⋯A pairs is mainly responsible for the free radical ion yield. Here a model for the wavelength dependence of the free ion yield is developed for four systems in which differing degrees of EDA complex formation are present: 1,3,5-tri-tert-butylbenzene-TCNE in which only random pairs exist due to the bulky groups on the electron donor, and toluene—TCNE, 1,3,5-triethylbenzene-TCNE and 1,3,5-trimethylbenzene-TCNE. Mulliken-Hush theory is used to determine the excitation distance distribution of unassociated, random pairs at different wavelengths. For each absorption distribution, free radical ion yields at different wavelengths are then calculated using Onsager's result for the ion separation probability. Encouraging agreement between the calculated yields and our experimental results is obtained. As far as we are aware, this is the first time that photoexcitation of unassociated donor/acceptor pairs has been invoked as the source of separated radical ion pairs.

fixedTimeEvents: An R package for the distribution of distances between discrete events in fixed time

NASA Astrophysics Data System (ADS)

Liland, Kristian Hovde; Snipen, Lars

When a series of Bernoulli trials occur within a fixed time frame or limited space, it is often interesting to assess if the successful outcomes have occurred completely at random, or if they tend to group together. One example, in genetics, is detecting grouping of genes within a genome. Approximations of the distribution of successes are possible, but they become inaccurate for small sample sizes. In this article, we describe the exact distribution of time between random, non-overlapping successes in discrete time of fixed length. A complete description of the probability mass function, the cumulative distribution function, mean, variance and recurrence relation is included. We propose an associated test for the over-representation of short distances and illustrate the methodology through relevant examples. The theory is implemented in an R package including probability mass, cumulative distribution, quantile function, random number generator, simulation functions, and functions for testing.

Distributions-per-level: a means of testing level detectors and models of patch-clamp data.

PubMed

Schröder, I; Huth, T; Suitchmezian, V; Jarosik, J; Schnell, S; Hansen, U P

2004-01-01

Level or jump detectors generate the reconstructed time series from a noisy record of patch-clamp current. The reconstructed time series is used to create dwell-time histograms for the kinetic analysis of the Markov model of the investigated ion channel. It is shown here that some additional lines in the software of such a detector can provide a powerful new means of patch-clamp analysis. For each current level that can be recognized by the detector, an array is declared. The new software assigns every data point of the original time series to the array that belongs to the actual state of the detector. From the data sets in these arrays distributions-per-level are generated. Simulated and experimental time series analyzed by Hinkley detectors are used to demonstrate the benefits of these distributions-per-level. First, they can serve as a test of the reliability of jump and level detectors. Second, they can reveal beta distributions as resulting from fast gating that would usually be hidden in the overall amplitude histogram. Probably the most valuable feature is that the malfunctions of the Hinkley detectors turn out to depend on the Markov model of the ion channel. Thus, the errors revealed by the distributions-per-level can be used to distinguish between different putative Markov models of the measured time series.

Probability Analysis of the Wave-Slamming Pressure Values of the Horizontal Deck with Elastic Support

NASA Astrophysics Data System (ADS)

Zuo, Weiguang; Liu, Ming; Fan, Tianhui; Wang, Pengtao

2018-06-01

This paper presents the probability distribution of the slamming pressure from an experimental study of regular wave slamming on an elastically supported horizontal deck. The time series of the slamming pressure during the wave impact were first obtained through statistical analyses on experimental data. The exceeding probability distribution of the maximum slamming pressure peak and distribution parameters were analyzed, and the results show that the exceeding probability distribution of the maximum slamming pressure peak accords with the three-parameter Weibull distribution. Furthermore, the range and relationships of the distribution parameters were studied. The sum of the location parameter D and the scale parameter L was approximately equal to 1.0, and the exceeding probability was more than 36.79% when the random peak was equal to the sample average during the wave impact. The variation of the distribution parameters and slamming pressure under different model conditions were comprehensively presented, and the parameter values of the Weibull distribution of wave-slamming pressure peaks were different due to different test models. The parameter values were found to decrease due to the increased stiffness of the elastic support. The damage criterion of the structure model caused by the wave impact was initially discussed, and the structure model was destroyed when the average slamming time was greater than a certain value during the duration of the wave impact. The conclusions of the experimental study were then described.

Football fever: goal distributions and non-Gaussian statistics

NASA Astrophysics Data System (ADS)

Bittner, E.; Nußbaumer, A.; Janke, W.; Weigel, M.

2009-02-01

Analyzing football score data with statistical techniques, we investigate how the not purely random, but highly co-operative nature of the game is reflected in averaged properties such as the probability distributions of scored goals for the home and away teams. As it turns out, especially the tails of the distributions are not well described by the Poissonian or binomial model resulting from the assumption of uncorrelated random events. Instead, a good effective description of the data is provided by less basic distributions such as the negative binomial one or the probability densities of extreme value statistics. To understand this behavior from a microscopical point of view, however, no waiting time problem or extremal process need be invoked. Instead, modifying the Bernoulli random process underlying the Poissonian model to include a simple component of self-affirmation seems to describe the data surprisingly well and allows to understand the observed deviation from Gaussian statistics. The phenomenological distributions used before can be understood as special cases within this framework. We analyzed historical football score data from many leagues in Europe as well as from international tournaments, including data from all past tournaments of the “FIFA World Cup” series, and found the proposed models to be applicable rather universally. In particular, here we analyze the results of the German women’s premier football league and consider the two separate German men’s premier leagues in the East and West during the cold war times as well as the unified league after 1990 to see how scoring in football and the component of self-affirmation depend on cultural and political circumstances.

A Markovian event-based framework for stochastic spiking neural networks.

PubMed

Touboul, Jonathan D; Faugeras, Olivier D

2011-11-01

In spiking neural networks, the information is conveyed by the spike times, that depend on the intrinsic dynamics of each neuron, the input they receive and on the connections between neurons. In this article we study the Markovian nature of the sequence of spike times in stochastic neural networks, and in particular the ability to deduce from a spike train the next spike time, and therefore produce a description of the network activity only based on the spike times regardless of the membrane potential process. To study this question in a rigorous manner, we introduce and study an event-based description of networks of noisy integrate-and-fire neurons, i.e. that is based on the computation of the spike times. We show that the firing times of the neurons in the networks constitute a Markov chain, whose transition probability is related to the probability distribution of the interspike interval of the neurons in the network. In the cases where the Markovian model can be developed, the transition probability is explicitly derived in such classical cases of neural networks as the linear integrate-and-fire neuron models with excitatory and inhibitory interactions, for different types of synapses, possibly featuring noisy synaptic integration, transmission delays and absolute and relative refractory period. This covers most of the cases that have been investigated in the event-based description of spiking deterministic neural networks.

Quantum Spectra and Dynamics

NASA Astrophysics Data System (ADS)

Arce, Julio Cesar

1992-01-01

This work focuses on time-dependent quantum theory and methods for the study of the spectra and dynamics of atomic and molecular systems. Specifically, we have addressed the following two problems: (i) Development of a time-dependent spectral method for the construction of spectra of simple quantum systems--This includes the calculation of eigenenergies, the construction of bound and continuum eigenfunctions, and the calculation of photo cross-sections. Computational applications include the quadrupole photoabsorption spectra and dissociation cross-sections of molecular hydrogen from various vibrational states in its ground electronic potential -energy curve. This method is seen to provide an advantageous alternative, both from the computational and conceptual point of view, to existing standard methods. (ii) Explicit time-dependent formulation of photoabsorption processes --Analytical solutions of the time-dependent Schrodinger equation are constructed and employed for the calculation of probability densities, momentum distributions, fluxes, transition rates, expectation values and correlation functions. These quantities are seen to establish the link between the dynamics and the calculated, or measured, spectra and cross-sections, and to clarify the dynamical nature of the excitation, transition and ejection processes. Numerical calculations on atomic and molecular hydrogen corroborate and complement the previous results, allowing the identification of different regimes during the photoabsorption process.

Statistics of Advective Stretching in Three-dimensional Incompressible Flows

NASA Astrophysics Data System (ADS)

Subramanian, Natarajan; Kellogg, Louise H.; Turcotte, Donald L.

2009-09-01

We present a method to quantify kinematic stretching in incompressible, unsteady, isoviscous, three-dimensional flows. We extend the method of Kellogg and Turcotte (J. Geophys. Res. 95:421-432, 1990) to compute the axial stretching/thinning experienced by infinitesimal ellipsoidal strain markers in arbitrary three-dimensional incompressible flows and discuss the differences between our method and the computation of Finite Time Lyapunov Exponent (FTLE). We use the cellular flow model developed in Solomon and Mezic (Nature 425:376-380, 2003) to study the statistics of stretching in a three-dimensional unsteady cellular flow. We find that the probability density function of the logarithm of normalised cumulative stretching (log S) for a globally chaotic flow, with spatially heterogeneous stretching behavior, is not Gaussian and that the coefficient of variation of the Gaussian distribution does not decrease with time as t^{-1/2} . However, it is observed that stretching becomes exponential log S˜ t and the probability density function of log S becomes Gaussian when the time dependence of the flow and its three-dimensionality are increased to make the stretching behaviour of the flow more spatially uniform. We term these behaviors weak and strong chaotic mixing respectively. We find that for strongly chaotic mixing, the coefficient of variation of the Gaussian distribution decreases with time as t^{-1/2} . This behavior is consistent with a random multiplicative stretching process.

Repelling, binding, and oscillating of two-particle discrete-time quantum walks

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

Wang, Qinghao; Li, Zhi-Jian, E-mail: zjli@sxu.edu.cn

In this paper, we investigate the effects of particle–particle interaction and static force on the propagation of probability distribution in two-particle discrete-time quantum walk, where the interaction and static force are expressed as a collision phase and a linear position-dependent phase, respectively. It is found that the interaction can lead to boson repelling and fermion binding. The static force also induces Bloch oscillation and results in a continuous transition from boson bunching to fermion anti-bunching. The interplays of particle–particle interaction, quantum interference, and Bloch oscillation provide a versatile framework to study and simulate many-particle physics via quantum walks.

Uniform California earthquake rupture forecast, version 2 (UCERF 2)

USGS Publications Warehouse

Field, E.H.; Dawson, T.E.; Felzer, K.R.; Frankel, A.D.; Gupta, V.; Jordan, T.H.; Parsons, T.; Petersen, M.D.; Stein, R.S.; Weldon, R.J.; Wills, C.J.

2009-01-01

The 2007 Working Group on California Earthquake Probabilities (WGCEP, 2007) presents the Uniform California Earthquake Rupture Forecast, Version 2 (UCERF 2). This model comprises a time-independent (Poisson-process) earthquake rate model, developed jointly with the National Seismic Hazard Mapping Program and a time-dependent earthquake-probability model, based on recent earthquake rates and stress-renewal statistics conditioned on the date of last event. The models were developed from updated statewide earthquake catalogs and fault deformation databases using a uniform methodology across all regions and implemented in the modular, extensible Open Seismic Hazard Analysis framework. The rate model satisfies integrating measures of deformation across the plate-boundary zone and is consistent with historical seismicity data. An overprediction of earthquake rates found at intermediate magnitudes (6.5 ??? M ???7.0) in previous models has been reduced to within the 95% confidence bounds of the historical earthquake catalog. A logic tree with 480 branches represents the epistemic uncertainties of the full time-dependent model. The mean UCERF 2 time-dependent probability of one or more M ???6.7 earthquakes in the California region during the next 30 yr is 99.7%; this probability decreases to 46% for M ???7.5 and to 4.5% for M ???8.0. These probabilities do not include the Cascadia subduction zone, largely north of California, for which the estimated 30 yr, M ???8.0 time-dependent probability is 10%. The M ???6.7 probabilities on major strike-slip faults are consistent with the WGCEP (2003) study in the San Francisco Bay Area and the WGCEP (1995) study in southern California, except for significantly lower estimates along the San Jacinto and Elsinore faults, owing to provisions for larger multisegment ruptures. Important model limitations are discussed.

Flood Frequency Curves - Use of information on the likelihood of extreme floods

NASA Astrophysics Data System (ADS)

Faber, B.

2011-12-01

Investment in the infrastructure that reduces flood risk for flood-prone communities must incorporate information on the magnitude and frequency of flooding in that area. Traditionally, that information has been a probability distribution of annual maximum streamflows developed from the historical gaged record at a stream site. Practice in the United States fits a Log-Pearson type3 distribution to the annual maximum flows of an unimpaired streamflow record, using the method of moments to estimate distribution parameters. The procedure makes the assumptions that annual peak streamflow events are (1) independent, (2) identically distributed, and (3) form a representative sample of the overall probability distribution. Each of these assumptions can be challenged. We rarely have enough data to form a representative sample, and therefore must compute and display the uncertainty in the estimated flood distribution. But, is there a wet/dry cycle that makes precipitation less than independent between successive years? Are the peak flows caused by different types of events from different statistical populations? How does the watershed or climate changing over time (non-stationarity) affect the probability distribution floods? Potential approaches to avoid these assumptions vary from estimating trend and shift and removing them from early data (and so forming a homogeneous data set), to methods that estimate statistical parameters that vary with time. A further issue in estimating a probability distribution of flood magnitude (the flood frequency curve) is whether a purely statistical approach can accurately capture the range and frequency of floods that are of interest. A meteorologically-based analysis produces "probable maximum precipitation" (PMP) and subsequently a "probable maximum flood" (PMF) that attempts to describe an upper bound on flood magnitude in a particular watershed. This analysis can help constrain the upper tail of the probability distribution, well beyond the range of gaged data or even historical or paleo-flood data, which can be very important in risk analyses performed for flood risk management and dam and levee safety studies.

Exploration of momentum evolution and three-dimensional localization in recombined electron wave packets

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

Zeibel, J. G.; Jones, R. R.

2003-08-01

Picosecond ''half-cycle'' pulses (HCPs) have been used to produce electronic wave packets by recombining photoelectrons with their parent ions. The time-dependent momentum distributions of the bound wave packets are probed using a second HCP and the impulsive momentum retrieval (IMR) method. For a given delay between the initial photoionization event and the HCP recombination, classical trajectory simulations predict pronounced periodic wave packet motion for a restricted range of recombining HCP amplitudes. This motion is characterized by the repeated formation and collapse of a highly localized spike in the three-dimensional electron probability density at a large distance from the nucleus. Ourmore » experiments confirm that oscillatory wave packet motion occurs only for certain recombination ''kick'' strengths. Moreover, the measured time-dependent momentum distributions are consistent with the predicted formation of a highly localized electron packet. We demonstrate a variation of the IMR in which amplitude modulation of the HCP probe field is employed to suppress noise and allow for a more direct recovery of electron momentum from experimental ionization data.« less

Steady-state distributions of probability fluxes on complex networks

NASA Astrophysics Data System (ADS)

Chełminiak, Przemysław; Kurzyński, Michał

2017-02-01

We consider a simple model of the Markovian stochastic dynamics on complex networks to examine the statistical properties of the probability fluxes. The additional transition, called hereafter a gate, powered by the external constant force breaks a detailed balance in the network. We argue, using a theoretical approach and numerical simulations, that the stationary distributions of the probability fluxes emergent under such conditions converge to the Gaussian distribution. By virtue of the stationary fluctuation theorem, its standard deviation depends directly on the square root of the mean flux. In turn, the nonlinear relation between the mean flux and the external force, which provides the key result of the present study, allows us to calculate the two parameters that entirely characterize the Gaussian distribution of the probability fluxes both close to as well as far from the equilibrium state. Also, the other effects that modify these parameters, such as the addition of shortcuts to the tree-like network, the extension and configuration of the gate and a change in the network size studied by means of computer simulations are widely discussed in terms of the rigorous theoretical predictions.

In-beam Fission Study at JAEA

NASA Astrophysics Data System (ADS)

Nishio, Katsuhisa

2013-12-01

Fission fragment mass distributions were measured in heavy-ion induced fissions using 238U target nucleus. The measured mass distributions changed drastically with incident energy. The results are explained by a change of the ratio between fusion and quasifission with nuclear orientation. A calculation based on a fluctuation dissipation model reproduced the mass distributions and their incident energy dependence. Fusion probability was determined in the analysis. Evaporation residue cross sections were calculated with a statistical model in the reactions of 30Si + 238U and 34S + 238U using the obtained fusion probability in the entrance channel. The results agree with the measured cross sections for seaborgium and hassium isotopes.

In-beam fission study for Heavy Element Synthesis

NASA Astrophysics Data System (ADS)

Nishio, Katsuhisa

2013-12-01

Fission fragment mass distributions were measured in heavy-ion induced fissions using 238U target nucleus. The measured mass distributions changed drastically with incident energy. The results are explained by a change of the ratio between fusion and qasifission with nuclear orientation. A calculation based on a fluctuation dissipation model reproduced the mass distributions and their incident energy dependence. Fusion probability was determined in the analysis. Evaporation residue cross sections were calculated with a statistical model in the reactions of 30Si + 238U and 34S + 238U using the obtained fusion probability in the entrance channel. The results agree with the measured cross sections for seaborgium and hassium isotopes.

Estimation of the lower and upper bounds on the probability of failure using subset simulation and random set theory

NASA Astrophysics Data System (ADS)

Alvarez, Diego A.; Uribe, Felipe; Hurtado, Jorge E.

2018-02-01

Random set theory is a general framework which comprises uncertainty in the form of probability boxes, possibility distributions, cumulative distribution functions, Dempster-Shafer structures or intervals; in addition, the dependence between the input variables can be expressed using copulas. In this paper, the lower and upper bounds on the probability of failure are calculated by means of random set theory. In order to accelerate the calculation, a well-known and efficient probability-based reliability method known as subset simulation is employed. This method is especially useful for finding small failure probabilities in both low- and high-dimensional spaces, disjoint failure domains and nonlinear limit state functions. The proposed methodology represents a drastic reduction of the computational labor implied by plain Monte Carlo simulation for problems defined with a mixture of representations for the input variables, while delivering similar results. Numerical examples illustrate the efficiency of the proposed approach.

Return probabilities and hitting times of random walks on sparse Erdös-Rényi graphs.

PubMed

Martin, O C; Sulc, P

2010-03-01

We consider random walks on random graphs, focusing on return probabilities and hitting times for sparse Erdös-Rényi graphs. Using the tree approach, which is expected to be exact in the large graph limit, we show how to solve for the distribution of these quantities and we find that these distributions exhibit a form of self-similarity.

A Stochastic Diffusion Process for the Dirichlet Distribution

DOE PAGES

Bakosi, J.; Ristorcelli, J. R.

2013-03-01

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

One hundred years of return period: Strengths and limitations

NASA Astrophysics Data System (ADS)

Volpi, E.; Fiori, A.; Grimaldi, S.; Lombardo, F.; Koutsoyiannis, D.

2015-10-01

One hundred years from its original definition by Fuller, the probabilistic concept of return period is widely used in hydrology as well as in other disciplines of geosciences to give an indication on critical event rareness. This concept gains its popularity, especially in engineering practice for design and risk assessment, due to its ease of use and understanding; however, return period relies on some basic assumptions that should be satisfied for a correct application of this statistical tool. Indeed, conventional frequency analysis in hydrology is performed by assuming as necessary conditions that extreme events arise from a stationary distribution and are independent of one another. The main objective of this paper is to investigate the properties of return period when the independence condition is omitted; hence, we explore how the different definitions of return period available in literature affect results of frequency analysis for processes correlated in time. We demonstrate that, for stationary processes, the independence condition is not necessary in order to apply the classical equation of return period (i.e., the inverse of exceedance probability). On the other hand, we show that the time-correlation structure of hydrological processes modifies the shape of the distribution function of which the return period represents the first moment. This implies that, in the context of time-dependent processes, the return period might not represent an exhaustive measure of the probability of failure, and that its blind application could lead to misleading results. To overcome this problem, we introduce the concept of Equivalent Return Period, which controls the probability of failure still preserving the virtue of effectively communicating the event rareness.

Quantum work in the Bohmian framework

NASA Astrophysics Data System (ADS)

Sampaio, R.; Suomela, S.; Ala-Nissila, T.; Anders, J.; Philbin, T. G.

2018-01-01

At nonzero temperature classical systems exhibit statistical fluctuations of thermodynamic quantities arising from the variation of the system's initial conditions and its interaction with the environment. The fluctuating work, for example, is characterized by the ensemble of system trajectories in phase space and, by including the probabilities for various trajectories to occur, a work distribution can be constructed. However, without phase-space trajectories, the task of constructing a work probability distribution in the quantum regime has proven elusive. Here we use quantum trajectories in phase space and define fluctuating work as power integrated along the trajectories, in complete analogy to classical statistical physics. The resulting work probability distribution is valid for any quantum evolution, including cases with coherences in the energy basis. We demonstrate the quantum work probability distribution and its properties with an exactly solvable example of a driven quantum harmonic oscillator. An important feature of the work distribution is its dependence on the initial statistical mixture of pure states, which is reflected in higher moments of the work. The proposed approach introduces a fundamentally different perspective on quantum thermodynamics, allowing full thermodynamic characterization of the dynamics of quantum systems, including the measurement process.

Quantum tunneling with friction

NASA Astrophysics Data System (ADS)

Tokieda, M.; Hagino, K.

2017-05-01

Using the phenomenological quantum friction models introduced by P. Caldirola [Nuovo Cimento 18, 393 (1941), 10.1007/BF02960144] and E. Kanai [Prog. Theor. Phys. 3, 440 (1948), 10.1143/ptp/3.4.440], M. D. Kostin [J. Chem. Phys. 57, 3589 (1972), 10.1063/1.1678812], and K. Albrecht [Phys. Lett. B 56, 127 (1975), 10.1016/0370-2693(75)90283-X], we study quantum tunneling of a one-dimensional potential in the presence of energy dissipation. To this end, we calculate the tunneling probability using a time-dependent wave-packet method. The friction reduces the tunneling probability. We show that the three models provide similar penetrabilities to each other, among which the Caldirola-Kanai model requires the least numerical effort. We also discuss the effect of energy dissipation on quantum tunneling in terms of barrier distributions.

Bayesian network representing system dynamics in risk analysis of nuclear systems

NASA Astrophysics Data System (ADS)

Varuttamaseni, Athi

2011-12-01

A dynamic Bayesian network (DBN) model is used in conjunction with the alternating conditional expectation (ACE) regression method to analyze the risk associated with the loss of feedwater accident coupled with a subsequent initiation of the feed and bleed operation in the Zion-1 nuclear power plant. The use of the DBN allows the joint probability distribution to be factorized, enabling the analysis to be done on many simpler network structures rather than on one complicated structure. The construction of the DBN model assumes conditional independence relations among certain key reactor parameters. The choice of parameter to model is based on considerations of the macroscopic balance statements governing the behavior of the reactor under a quasi-static assumption. The DBN is used to relate the peak clad temperature to a set of independent variables that are known to be important in determining the success of the feed and bleed operation. A simple linear relationship is then used to relate the clad temperature to the core damage probability. To obtain a quantitative relationship among different nodes in the DBN, surrogates of the RELAP5 reactor transient analysis code are used. These surrogates are generated by applying the ACE algorithm to output data obtained from about 50 RELAP5 cases covering a wide range of the selected independent variables. These surrogates allow important safety parameters such as the fuel clad temperature to be expressed as a function of key reactor parameters such as the coolant temperature and pressure together with important independent variables such as the scram delay time. The time-dependent core damage probability is calculated by sampling the independent variables from their probability distributions and propagate the information up through the Bayesian network to give the clad temperature. With the knowledge of the clad temperature and the assumption that the core damage probability has a one-to-one relationship to it, we have calculated the core damage probably as a function of transient time. The use of the DBN model in combination with ACE allows risk analysis to be performed with much less effort than if the analysis were done using the standard techniques.

Percolation of spatially constrained Erdős-Rényi networks with degree correlations.

PubMed

Schmeltzer, C; Soriano, J; Sokolov, I M; Rüdiger, S

2014-01-01

Motivated by experiments on activity in neuronal cultures [ J. Soriano, M. Rodríguez Martínez, T. Tlusty and E. Moses Proc. Natl. Acad. Sci. 105 13758 (2008)], we investigate the percolation transition and critical exponents of spatially embedded Erdős-Rényi networks with degree correlations. In our model networks, nodes are randomly distributed in a two-dimensional spatial domain, and the connection probability depends on Euclidian link length by a power law as well as on the degrees of linked nodes. Generally, spatial constraints lead to higher percolation thresholds in the sense that more links are needed to achieve global connectivity. However, degree correlations favor or do not favor percolation depending on the connectivity rules. We employ two construction methods to introduce degree correlations. In the first one, nodes stay homogeneously distributed and are connected via a distance- and degree-dependent probability. We observe that assortativity in the resulting network leads to a decrease of the percolation threshold. In the second construction methods, nodes are first spatially segregated depending on their degree and afterwards connected with a distance-dependent probability. In this segregated model, we find a threshold increase that accompanies the rising assortativity. Additionally, when the network is constructed in a disassortative way, we observe that this property has little effect on the percolation transition.

Time‐dependent renewal‐model probabilities when date of last earthquake is unknown

USGS Publications Warehouse

Field, Edward H.; Jordan, Thomas H.

2015-01-01

We derive time-dependent, renewal-model earthquake probabilities for the case in which the date of the last event is completely unknown, and compare these with the time-independent Poisson probabilities that are customarily used as an approximation in this situation. For typical parameter values, the renewal-model probabilities exceed Poisson results by more than 10% when the forecast duration exceeds ~20% of the mean recurrence interval. We also derive probabilities for the case in which the last event is further constrained to have occurred before historical record keeping began (the historic open interval), which can only serve to increase earthquake probabilities for typically applied renewal models.We conclude that accounting for the historic open interval can improve long-term earthquake rupture forecasts for California and elsewhere.

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

NASA Astrophysics Data System (ADS)

Sato, Aki-Hiro

2010-12-01

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

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.

Prescription-induced jump distributions in multiplicative Poisson processes.

PubMed

Suweis, Samir; Porporato, Amilcare; Rinaldo, Andrea; Maritan, Amos

2011-06-01

Generalized Langevin equations (GLE) with multiplicative white Poisson noise pose the usual prescription dilemma leading to different evolution equations (master equations) for the probability distribution. Contrary to the case of multiplicative Gaussian white noise, the Stratonovich prescription does not correspond to the well-known midpoint (or any other intermediate) prescription. By introducing an inertial term in the GLE, we show that the Itô and Stratonovich prescriptions naturally arise depending on two time scales, one induced by the inertial term and the other determined by the jump event. We also show that, when the multiplicative noise is linear in the random variable, one prescription can be made equivalent to the other by a suitable transformation in the jump probability distribution. We apply these results to a recently proposed stochastic model describing the dynamics of primary soil salinization, in which the salt mass balance within the soil root zone requires the analysis of different prescriptions arising from the resulting stochastic differential equation forced by multiplicative white Poisson noise, the features of which are tailored to the characters of the daily precipitation. A method is finally suggested to infer the most appropriate prescription from the data.

Prescription-induced jump distributions in multiplicative Poisson processes

NASA Astrophysics Data System (ADS)

Suweis, Samir; Porporato, Amilcare; Rinaldo, Andrea; Maritan, Amos

2011-06-01

Generalized Langevin equations (GLE) with multiplicative white Poisson noise pose the usual prescription dilemma leading to different evolution equations (master equations) for the probability distribution. Contrary to the case of multiplicative Gaussian white noise, the Stratonovich prescription does not correspond to the well-known midpoint (or any other intermediate) prescription. By introducing an inertial term in the GLE, we show that the Itô and Stratonovich prescriptions naturally arise depending on two time scales, one induced by the inertial term and the other determined by the jump event. We also show that, when the multiplicative noise is linear in the random variable, one prescription can be made equivalent to the other by a suitable transformation in the jump probability distribution. We apply these results to a recently proposed stochastic model describing the dynamics of primary soil salinization, in which the salt mass balance within the soil root zone requires the analysis of different prescriptions arising from the resulting stochastic differential equation forced by multiplicative white Poisson noise, the features of which are tailored to the characters of the daily precipitation. A method is finally suggested to infer the most appropriate prescription from the data.

Bayesian data analysis tools for atomic physics

NASA Astrophysics Data System (ADS)

Trassinelli, Martino

2017-10-01

We present an introduction to some concepts of Bayesian data analysis in the context of atomic physics. Starting from basic rules of probability, we present the Bayes' theorem and its applications. In particular we discuss about how to calculate simple and joint probability distributions and the Bayesian evidence, a model dependent quantity that allows to assign probabilities to different hypotheses from the analysis of a same data set. To give some practical examples, these methods are applied to two concrete cases. In the first example, the presence or not of a satellite line in an atomic spectrum is investigated. In the second example, we determine the most probable model among a set of possible profiles from the analysis of a statistically poor spectrum. We show also how to calculate the probability distribution of the main spectral component without having to determine uniquely the spectrum modeling. For these two studies, we implement the program Nested_fit to calculate the different probability distributions and other related quantities. Nested_fit is a Fortran90/Python code developed during the last years for analysis of atomic spectra. As indicated by the name, it is based on the nested algorithm, which is presented in details together with the program itself.

A Nonparametric Approach For Representing Interannual Dependence In Monthly Streamflow Sequences

NASA Astrophysics Data System (ADS)

Sharma, A.; Oneill, R.

The estimation of risks associated with water management plans requires generation of synthetic streamflow sequences. The mathematical algorithms used to generate these sequences at monthly time scales are found lacking in two main respects: inability in preserving dependence attributes particularly at large (seasonal to interannual) time lags; and, a poor representation of observed distributional characteristics, in partic- ular, representation of strong assymetry or multimodality in the probability density function. Proposed here is an alternative that naturally incorporates both observed de- pendence and distributional attributes in the generated sequences. Use of a nonpara- metric framework provides an effective means for representing the observed proba- bility distribution, while the use of a Svariable kernelT ensures accurate modeling of & cedil;streamflow data sets that contain a substantial number of zero flow values. A careful selection of prior flows imparts the appropriate short-term memory, while use of an SaggregateT flow variable allows representation of interannual dependence. The non- & cedil;parametric simulation model is applied to monthly flows from the Beaver River near Beaver, Utah, USA, and the Burrendong dam inflows, New South Wales, Australia. Results indicate that while the use of traditional simulation approaches leads to an inaccurate representation of dependence at long (annual and interannual) time scales, the proposed model can simulate both short and long-term dependence. As a result, the proposed model ensures a significantly improved representation of reservoir storage statistics, particularly for systems influenced by long droughts. It is important to note that the proposed method offers a simpler and better alternative to conventional dis- aggregation models as: (a) a separate annual flow series is not required, (b) stringent assumptions relating annual and monthly flows are not needed, and (c) the method does not require the specification of a "water year", instead ensuring that the sum of any sequence of flows lasting twelve months will result in the type of dependence that is observed in the historical annual flow series.

Viscoelasticity, postseismic slip, fault interactions, and the recurrence of large earthquakes

USGS Publications Warehouse

Michael, A.J.

2005-01-01

The Brownian Passage Time (BPT) model for earthquake recurrence is modified to include transient deformation due to either viscoelasticity or deep post seismic slip. Both of these processes act to increase the rate of loading on the seismogenic fault for some time after a large event. To approximate these effects, a decaying exponential term is added to the BPT model's uniform loading term. The resulting interevent time distributions remain approximately lognormal, but the balance between the level of noise (e.g., unknown fault interactions) and the coefficient of variability of the interevent time distribution changes depending on the shape of the loading function. For a given level of noise in the loading process, transient deformation has the effect of increasing the coefficient of variability of earthquake interevent times. Conversely, the level of noise needed to achieve a given level of variability is reduced when transient deformation is included. Using less noise would then increase the effect of known fault interactions modeled as stress or strain steps because they would be larger with respect to the noise. If we only seek to estimate the shape of the interevent time distribution from observed earthquake occurrences, then the use of a transient deformation model will not dramatically change the results of a probability study because a similar shaped distribution can be achieved with either uniform or transient loading functions. However, if the goal is to estimate earthquake probabilities based on our increasing understanding of the seismogenic process, including earthquake interactions, then including transient deformation is important to obtain accurate results. For example, a loading curve based on the 1906 earthquake, paleoseismic observations of prior events, and observations of recent deformation in the San Francisco Bay region produces a 40% greater variability in earthquake recurrence than a uniform loading model with the same noise level.

Probability of success for phase III after exploratory biomarker analysis in phase II.

PubMed

Götte, Heiko; Kirchner, Marietta; Sailer, Martin Oliver

2017-05-01

The probability of success or average power describes the potential of a future trial by weighting the power with a probability distribution of the treatment effect. The treatment effect estimate from a previous trial can be used to define such a distribution. During the development of targeted therapies, it is common practice to look for predictive biomarkers. The consequence is that the trial population for phase III is often selected on the basis of the most extreme result from phase II biomarker subgroup analyses. In such a case, there is a tendency to overestimate the treatment effect. We investigate whether the overestimation of the treatment effect estimate from phase II is transformed into a positive bias for the probability of success for phase III. We simulate a phase II/III development program for targeted therapies. This simulation allows to investigate selection probabilities and allows to compare the estimated with the true probability of success. We consider the estimated probability of success with and without subgroup selection. Depending on the true treatment effects, there is a negative bias without selection because of the weighting by the phase II distribution. In comparison, selection increases the estimated probability of success. Thus, selection does not lead to a bias in probability of success if underestimation due to the phase II distribution and overestimation due to selection cancel each other out. We recommend to perform similar simulations in practice to get the necessary information about the risk and chances associated with such subgroup selection designs. Copyright © 2017 John Wiley & Sons, Ltd.

Density matrix approach to the hot-electron stimulated photodesorption

NASA Astrophysics Data System (ADS)

Kühn, Oliver; May, Volkhard

1996-07-01

The dissipative dynamics of the laser-induced nonthermal desorption of small molecules from a metal surface is investigated here. Based on the density matrix formalism a multi-state model is introduced which explicitly takes into account the continuum of electronic states in the metal. Various relaxation mechanisms for the electronic degrees of freedom are shown to govern the desorption dynamics and hence the desorption probability. Particular attention is paid to the modeling of the time dependence of the electron energy distribution in the metal which reflects different excitation conditions.

A Dasymetric-Based Monte Carlo Simulation Approach to the Probabilistic Analysis of Spatial Variables

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

Morton, April M; Piburn, Jesse O; McManamay, Ryan A

2017-01-01

Monte Carlo simulation is a popular numerical experimentation technique used in a range of scientific fields to obtain the statistics of unknown random output variables. Despite its widespread applicability, it can be difficult to infer required input probability distributions when they are related to population counts unknown at desired spatial resolutions. To overcome this challenge, we propose a framework that uses a dasymetric model to infer the probability distributions needed for a specific class of Monte Carlo simulations which depend on population counts.

Brownian motion in time-dependent logarithmic potential: Exact results for dynamics and first-passage properties.

PubMed

Ryabov, Artem; Berestneva, Ekaterina; Holubec, Viktor

2015-09-21

The paper addresses Brownian motion in the logarithmic potential with time-dependent strength, U(x, t) = g(t)log(x), subject to the absorbing boundary at the origin of coordinates. Such model can represent kinetics of diffusion-controlled reactions of charged molecules or escape of Brownian particles over a time-dependent entropic barrier at the end of a biological pore. We present a simple asymptotic theory which yields the long-time behavior of both the survival probability (first-passage properties) and the moments of the particle position (dynamics). The asymptotic survival probability, i.e., the probability that the particle will not hit the origin before a given time, is a functional of the potential strength. As such, it exhibits a rather varied behavior for different functions g(t). The latter can be grouped into three classes according to the regime of the asymptotic decay of the survival probability. We distinguish 1. the regular (power-law decay), 2. the marginal (power law times a slow function of time), and 3. the regime of enhanced absorption (decay faster than the power law, e.g., exponential). Results of the asymptotic theory show good agreement with numerical simulations.

Continuous-Time Finance and the Waiting Time Distribution: Multiple Characteristic Times

NASA Astrophysics Data System (ADS)

Fa, Kwok Sau

2012-09-01

In this paper, we model the tick-by-tick dynamics of markets by using the continuous-time random walk (CTRW) model. We employ a sum of products of power law and stretched exponential functions for the waiting time probability distribution function; this function can fit well the waiting time distribution for BUND futures traded at LIFFE in 1997.

Shallow slip amplification and enhanced tsunami hazard unravelled by dynamic simulations of mega-thrust earthquakes

PubMed Central

Murphy, S.; Scala, A.; Herrero, A.; Lorito, S.; Festa, G.; Trasatti, E.; Tonini, R.; Romano, F.; Molinari, I.; Nielsen, S.

2016-01-01

The 2011 Tohoku earthquake produced an unexpected large amount of shallow slip greatly contributing to the ensuing tsunami. How frequent are such events? How can they be efficiently modelled for tsunami hazard? Stochastic slip models, which can be computed rapidly, are used to explore the natural slip variability; however, they generally do not deal specifically with shallow slip features. We study the systematic depth-dependence of slip along a thrust fault with a number of 2D dynamic simulations using stochastic shear stress distributions and a geometry based on the cross section of the Tohoku fault. We obtain a probability density for the slip distribution, which varies both with depth, earthquake size and whether the rupture breaks the surface. We propose a method to modify stochastic slip distributions according to this dynamically-derived probability distribution. This method may be efficiently applied to produce large numbers of heterogeneous slip distributions for probabilistic tsunami hazard analysis. Using numerous M9 earthquake scenarios, we demonstrate that incorporating the dynamically-derived probability distribution does enhance the conditional probability of exceedance of maximum estimated tsunami wave heights along the Japanese coast. This technique for integrating dynamic features in stochastic models can be extended to any subduction zone and faulting style. PMID:27725733

Coalescence computations for large samples drawn from populations of time-varying sizes

PubMed Central

Polanski, Andrzej; Szczesna, Agnieszka; Garbulowski, Mateusz; Kimmel, Marek

2017-01-01

We present new results concerning probability distributions of times in the coalescence tree and expected allele frequencies for coalescent with large sample size. The obtained results are based on computational methodologies, which involve combining coalescence time scale changes with techniques of integral transformations and using analytical formulae for infinite products. We show applications of the proposed methodologies for computing probability distributions of times in the coalescence tree and their limits, for evaluation of accuracy of approximate expressions for times in the coalescence tree and expected allele frequencies, and for analysis of large human mitochondrial DNA dataset. PMID:28170404

Theoretical aspects and modelling of cellular decision making, cell killing and information-processing in photodynamic therapy of cancer.

PubMed

Gkigkitzis, Ioannis

2013-01-01

The aim of this report is to provide a mathematical model of the mechanism for making binary fate decisions about cell death or survival, during and after Photodynamic Therapy (PDT) treatment, and to supply the logical design for this decision mechanism as an application of rate distortion theory to the biochemical processing of information by the physical system of a cell. Based on system biology models of the molecular interactions involved in the PDT processes previously established, and regarding a cellular decision-making system as a noisy communication channel, we use rate distortion theory to design a time dependent Blahut-Arimoto algorithm where the input is a stimulus vector composed of the time dependent concentrations of three PDT related cell death signaling molecules and the output is a cell fate decision. The molecular concentrations are determined by a group of rate equations. The basic steps are: initialize the probability of the cell fate decision, compute the conditional probability distribution that minimizes the mutual information between input and output, compute the cell probability of cell fate decision that minimizes the mutual information and repeat the last two steps until the probabilities converge. Advance to the next discrete time point and repeat the process. Based on the model from communication theory described in this work, and assuming that the activation of the death signal processing occurs when any of the molecular stimulants increases higher than a predefined threshold (50% of the maximum concentrations), for 1800s of treatment, the cell undergoes necrosis within the first 30 minutes with probability range 90.0%-99.99% and in the case of repair/survival, it goes through apoptosis within 3-4 hours with probability range 90.00%-99.00%. Although, there is no experimental validation of the model at this moment, it reproduces some patterns of survival ratios of predicted experimental data. Analytical modeling based on cell death signaling molecules has been shown to be an independent and useful tool for prediction of cell surviving response to PDT. The model can be adjusted to provide important insights for cellular response to other treatments such as hyperthermia, and diseases such as neurodegeneration.

Weak Measurement and Quantum Smoothing of a Superconducting Qubit

NASA Astrophysics Data System (ADS)

Tan, Dian

In quantum mechanics, the measurement outcome of an observable in a quantum system is intrinsically random, yielding a probability distribution. The state of the quantum system can be described by a density matrix rho(t), which depends on the information accumulated until time t, and represents our knowledge about the system. The density matrix rho(t) gives probabilities for the outcomes of measurements at time t. Further probing of the quantum system allows us to refine our prediction in hindsight. In this thesis, we experimentally examine a quantum smoothing theory in a superconducting qubit by introducing an auxiliary matrix E(t) which is conditioned on information obtained from time t to a final time T. With the complete information before and after time t, the pair of matrices [rho(t), E(t)] can be used to make smoothed predictions for the measurement outcome at time t. We apply the quantum smoothing theory in the case of continuous weak measurement unveiling the retrodicted quantum trajectories and weak values. In the case of strong projective measurement, while the density matrix rho(t) with only diagonal elements in a given basis |n〉 may be treated as a classical mixture, we demonstrate a failure of this classical mixture description in determining the smoothed probabilities for the measurement outcome at time t with both diagonal rho(t) and diagonal E(t). We study the correlations between quantum states and weak measurement signals and examine aspects of the time symmetry of continuous quantum measurement. We also extend our study of quantum smoothing theory to the case of resonance fluorescence of a superconducting qubit with homodyne measurement and observe some interesting effects such as the modification of the excited state probabilities, weak values, and evolution of the predicted and retrodicted trajectories.

Acid Hydrolysis and Molecular Density of Phytoglycogen and Liver Glycogen Helps Understand the Bonding in Glycogen α (Composite) Particles

PubMed Central

Powell, Prudence O.; Sullivan, Mitchell A.; Sheehy, Joshua J.; Schulz, Benjamin L.; Warren, Frederick J.; Gilbert, Robert G.

2015-01-01

Phytoglycogen (from certain mutant plants) and animal glycogen are highly branched glucose polymers with similarities in structural features and molecular size range. Both appear to form composite α particles from smaller β particles. The molecular size distribution of liver glycogen is bimodal, with distinct α and β components, while that of phytoglycogen is monomodal. This study aims to enhance our understanding of the nature of the link between liver-glycogen β particles resulting in the formation of large α particles. It examines the time evolution of the size distribution of these molecules during acid hydrolysis, and the size dependence of the molecular density of both glucans. The monomodal distribution of phytoglycogen decreases uniformly in time with hydrolysis, while with glycogen, the large particles degrade significantly more quickly. The size dependence of the molecular density shows qualitatively different shapes for these two types of molecules. The data, combined with a quantitative model for the evolution of the distribution during degradation, suggest that the bonding between β into α particles is different between phytoglycogen and liver glycogen, with the formation of a glycosidic linkage for phytoglycogen and a covalent or strong non-covalent linkage, most probably involving a protein, for glycogen as most likely. This finding is of importance for diabetes, where α-particle structure is impaired. PMID:25799321

On the Determination of Poisson Statistics for Haystack Radar Observations of Orbital Debris

NASA Technical Reports Server (NTRS)

Stokely, Christopher L.; Benbrook, James R.; Horstman, Matt

2007-01-01

A convenient and powerful method is used to determine if radar detections of orbital debris are observed according to Poisson statistics. This is done by analyzing the time interval between detection events. For Poisson statistics, the probability distribution of the time interval between events is shown to be an exponential distribution. This distribution is a special case of the Erlang distribution that is used in estimating traffic loads on telecommunication networks. Poisson statistics form the basis of many orbital debris models but the statistical basis of these models has not been clearly demonstrated empirically until now. Interestingly, during the fiscal year 2003 observations with the Haystack radar in a fixed staring mode, there are no statistically significant deviations observed from that expected with Poisson statistics, either independent or dependent of altitude or inclination. One would potentially expect some significant clustering of events in time as a result of satellite breakups, but the presence of Poisson statistics indicates that such debris disperse rapidly with respect to Haystack's very narrow radar beam. An exception to Poisson statistics is observed in the months following the intentional breakup of the Fengyun satellite in January 2007.

Is Einsteinian no-signalling violated in Bell tests?

NASA Astrophysics Data System (ADS)

Kupczynski, Marian

2017-11-01

Relativistic invariance is a physical law verified in several domains of physics. The impossibility of faster than light influences is not questioned by quantum theory. In quantum electrodynamics, in quantum field theory and in the standard model relativistic invariance is incorporated by construction. Quantum mechanics predicts strong long range correlations between outcomes of spin projection measurements performed in distant laboratories. In spite of these strong correlations marginal probability distributions should not depend on what was measured in the other laboratory what is called shortly: non-signalling. In several experiments, performed to test various Bell-type inequalities, some unexplained dependence of empirical marginal probability distributions on distant settings was observed. In this paper we demonstrate how a particular identification and selection procedure of paired distant outcomes is the most probable cause for this apparent violation of no-signalling principle. Thus this unexpected setting dependence does not prove the existence of superluminal influences and Einsteinian no-signalling principle has to be tested differently in dedicated experiments. We propose a detailed protocol telling how such experiments should be designed in order to be conclusive. We also explain how magical quantum correlations may be explained in a locally causal way.

Scaling properties and universality of first-passage-time probabilities in financial markets

NASA Astrophysics Data System (ADS)

Perelló, Josep; Gutiérrez-Roig, Mario; Masoliver, Jaume

2011-12-01

Financial markets provide an ideal frame for the study of crossing or first-passage time events of non-Gaussian correlated dynamics, mainly because large data sets are available. Tick-by-tick data of six futures markets are herein considered, resulting in fat-tailed first-passage time probabilities. The scaling of the return with its standard deviation collapses the probabilities of all markets examined—and also for different time horizons—into single curves, suggesting that first-passage statistics is market independent (at least for high-frequency data). On the other hand, a very closely related quantity, the survival probability, shows, away from the center and tails of the distribution, a hyperbolic t-1/2 decay typical of a Markovian dynamics, albeit the existence of memory in markets. Modifications of the Weibull and Student distributions are good candidates for the phenomenological description of first-passage time properties under certain regimes. The scaling strategies shown may be useful for risk control and algorithmic trading.

Estimated Accuracy of Three Common Trajectory Statistical Methods

NASA Technical Reports Server (NTRS)

Kabashnikov, Vitaliy P.; Chaikovsky, Anatoli P.; Kucsera, Tom L.; Metelskaya, Natalia S.

2011-01-01

Three well-known trajectory statistical methods (TSMs), namely concentration field (CF), concentration weighted trajectory (CWT), and potential source contribution function (PSCF) methods were tested using known sources and artificially generated data sets to determine the ability of TSMs to reproduce spatial distribution of the sources. In the works by other authors, the accuracy of the trajectory statistical methods was estimated for particular species and at specified receptor locations. We have obtained a more general statistical estimation of the accuracy of source reconstruction and have found optimum conditions to reconstruct source distributions of atmospheric trace substances. Only virtual pollutants of the primary type were considered. In real world experiments, TSMs are intended for application to a priori unknown sources. Therefore, the accuracy of TSMs has to be tested with all possible spatial distributions of sources. An ensemble of geographical distributions of virtual sources was generated. Spearman s rank order correlation coefficient between spatial distributions of the known virtual and the reconstructed sources was taken to be a quantitative measure of the accuracy. Statistical estimates of the mean correlation coefficient and a range of the most probable values of correlation coefficients were obtained. All the TSMs that were considered here showed similar close results. The maximum of the ratio of the mean correlation to the width of the correlation interval containing the most probable correlation values determines the optimum conditions for reconstruction. An optimal geographical domain roughly coincides with the area supplying most of the substance to the receptor. The optimal domain s size is dependent on the substance decay time. Under optimum reconstruction conditions, the mean correlation coefficients can reach 0.70 0.75. The boundaries of the interval with the most probable correlation values are 0.6 0.9 for the decay time of 240 h and 0.5 0.95 for the decay time of 12 h. The best results of source reconstruction can be expected for the trace substances with a decay time on the order of several days. Although the methods considered in this paper do not guarantee high accuracy they are computationally simple and fast. Using the TSMs in optimum conditions and taking into account the range of uncertainties, one can obtain a first hint on potential source areas.

Fractal scaling analysis of groundwater dynamics in confined aquifers

NASA Astrophysics Data System (ADS)

Tu, Tongbi; Ercan, Ali; Kavvas, M. Levent

2017-10-01

Groundwater closely interacts with surface water and even climate systems in most hydroclimatic settings. Fractal scaling analysis of groundwater dynamics is of significance in modeling hydrological processes by considering potential temporal long-range dependence and scaling crossovers in the groundwater level fluctuations. In this study, it is demonstrated that the groundwater level fluctuations in confined aquifer wells with long observations exhibit site-specific fractal scaling behavior. Detrended fluctuation analysis (DFA) was utilized to quantify the monofractality, and multifractal detrended fluctuation analysis (MF-DFA) and multiscale multifractal analysis (MMA) were employed to examine the multifractal behavior. The DFA results indicated that fractals exist in groundwater level time series, and it was shown that the estimated Hurst exponent is closely dependent on the length and specific time interval of the time series. The MF-DFA and MMA analyses showed that different levels of multifractality exist, which may be partially due to a broad probability density distribution with infinite moments. Furthermore, it is demonstrated that the underlying distribution of groundwater level fluctuations exhibits either non-Gaussian characteristics, which may be fitted by the Lévy stable distribution, or Gaussian characteristics depending on the site characteristics. However, fractional Brownian motion (fBm), which has been identified as an appropriate model to characterize groundwater level fluctuation, is Gaussian with finite moments. Therefore, fBm may be inadequate for the description of physical processes with infinite moments, such as the groundwater level fluctuations in this study. It is concluded that there is a need for generalized governing equations of groundwater flow processes that can model both the long-memory behavior and the Brownian finite-memory behavior.

Translocation of a heterogeneous polymer

PubMed Central

Mirigian, Stephen; Wang, Yanbo; Muthukumar, Murugappan

2012-01-01

We present results on the sequence dependence of translocation kinetics for a partially charged heteropolymer moving through a very thin pore using theoretical tools and Langevin dynamics simulational techniques. The chain is composed of two types of monomers of differing frictional interaction with the pore and charge. We present exact analytical expressions for passage probability, mean first passage time, and mean successful passage times for both reflecting/absorbing and absorbing/absorbing boundary conditions, showing rich and unexpected dependence of translocation behavior on charge fraction, distribution along the chain, and electric field configuration. We find excellent qualitative and good quantitative agreement between theoretical and simulation results. Surprisingly, there emerges a threshold charge fraction of a diblock copolymer beyond which the success rate of translocation is independent of charge fraction. Also, the mean successful translocation time of a diblock copolymer displays non-monotonic behavior with increasing length of the charged block; there is an optimum length of the charged block where the mean translocation rate is the slowest; and there can be a substantial range of higher charge fractions which make the translocation slower than even a minimally charged chain. Additionally, we find for a fixed total charge on the chain, finer distribution along the backbone significantly decreases mean translocation time. PMID:22897308

Persistent random walk of cells involving anomalous effects and random death

NASA Astrophysics Data System (ADS)

Fedotov, Sergei; Tan, Abby; Zubarev, Andrey

2015-04-01

The purpose of this paper is to implement a random death process into a persistent random walk model which produces sub-ballistic superdiffusion (Lévy walk). We develop a stochastic two-velocity jump model of cell motility for which the switching rate depends upon the time which the cell has spent moving in one direction. It is assumed that the switching rate is a decreasing function of residence (running) time. This assumption leads to the power law for the velocity switching time distribution. This describes the anomalous persistence of cell motility: the longer the cell moves in one direction, the smaller the switching probability to another direction becomes. We derive master equations for the cell densities with the generalized switching terms involving the tempered fractional material derivatives. We show that the random death of cells has an important implication for the transport process through tempering of the superdiffusive process. In the long-time limit we write stationary master equations in terms of exponentially truncated fractional derivatives in which the rate of death plays the role of tempering of a Lévy jump distribution. We find the upper and lower bounds for the stationary profiles corresponding to the ballistic transport and diffusion with the death-rate-dependent diffusion coefficient. Monte Carlo simulations confirm these bounds.

Modeling pore corrosion in normally open gold- plated copper connectors.

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

Battaile, Corbett Chandler; Moffat, Harry K.; Sun, Amy Cha-Tien

2008-09-01

The goal of this study is to model the electrical response of gold plated copper electrical contacts exposed to a mixed flowing gas stream consisting of air containing 10 ppb H{sub 2}S at 30 C and a relative humidity of 70%. This environment accelerates the attack normally observed in a light industrial environment (essentially a simplified version of the Battelle Class 2 environment). Corrosion rates were quantified by measuring the corrosion site density, size distribution, and the macroscopic electrical resistance of the aged surface as a function of exposure time. A pore corrosion numerical model was used to predict bothmore » the growth of copper sulfide corrosion product which blooms through defects in the gold layer and the resulting electrical contact resistance of the aged surface. Assumptions about the distribution of defects in the noble metal plating and the mechanism for how corrosion blooms affect electrical contact resistance were needed to complete the numerical model. Comparisons are made to the experimentally observed number density of corrosion sites, the size distribution of corrosion product blooms, and the cumulative probability distribution of the electrical contact resistance. Experimentally, the bloom site density increases as a function of time, whereas the bloom size distribution remains relatively independent of time. These two effects are included in the numerical model by adding a corrosion initiation probability proportional to the surface area along with a probability for bloom-growth extinction proportional to the corrosion product bloom volume. The cumulative probability distribution of electrical resistance becomes skewed as exposure time increases. While the electrical contact resistance increases as a function of time for a fraction of the bloom population, the median value remains relatively unchanged. In order to model this behavior, the resistance calculated for large blooms has been weighted more heavily.« less

Newton/Poisson-Distribution Program

NASA Technical Reports Server (NTRS)

Bowerman, Paul N.; Scheuer, Ernest M.

1990-01-01

NEWTPOIS, one of two computer programs making calculations involving cumulative Poisson distributions. NEWTPOIS (NPO-17715) and CUMPOIS (NPO-17714) used independently of one another. NEWTPOIS determines Poisson parameter for given cumulative probability, from which one obtains percentiles for gamma distributions with integer shape parameters and percentiles for X(sup2) distributions with even degrees of freedom. Used by statisticians and others concerned with probabilities of independent events occurring over specific units of time, area, or volume. Program written in C.

An individual-based model of rabbit viral haemorrhagic disease on European wild rabbits (Oryctolagus cuniculus)

USGS Publications Warehouse

Fa, John E.; Sharples, Colin M.; Bell, Diana J.; DeAngelis, Donald L.

2001-01-01

We developed an individual-based model of Rabbit Viral Hemorrhagic Disease (RVHD) for European wild rabbits (Oryctolagus cuniculus L.), representing up to 1000 rabbits in four hectares. Model output for productivity and recruitment matched published values. The disease was density-dependent and virulence affected outcome. Strains that caused death after several days produced greater overall mortality than strains in which rabbits either died or recovered very quickly. Disease effect also depended on time of year. We also elaborated a larger scale model representing 25 km2 and 100,000+ rabbits, split into a number of grid-squares. This was a more traditional model that did not represent individual rabbits, but employed a system of dynamic equations for each grid-square. Disease spread depended on probability of transmission between neighboring grid-squares. Potential recovery from a major population crash caused by the disease relied on disease virulence and frequency of recurrence. The model's dependence on probability of disease transmission between grid-squares suggests the way that the model represents the spatial distribution of the population affects simulation. Although data on RVHD in Europe are lacking, our models provide a basis for describing the disease in realistic detail and for assessing influence of various social and spatial factors on spread.

Multivariate quantile mapping bias correction: an N-dimensional probability density function transform for climate model simulations of multiple variables

NASA Astrophysics Data System (ADS)

Cannon, Alex J.

2018-01-01

Most bias correction algorithms used in climatology, for example quantile mapping, are applied to univariate time series. They neglect the dependence between different variables. Those that are multivariate often correct only limited measures of joint dependence, such as Pearson or Spearman rank correlation. Here, an image processing technique designed to transfer colour information from one image to another—the N-dimensional probability density function transform—is adapted for use as a multivariate bias correction algorithm (MBCn) for climate model projections/predictions of multiple climate variables. MBCn is a multivariate generalization of quantile mapping that transfers all aspects of an observed continuous multivariate distribution to the corresponding multivariate distribution of variables from a climate model. When applied to climate model projections, changes in quantiles of each variable between the historical and projection period are also preserved. The MBCn algorithm is demonstrated on three case studies. First, the method is applied to an image processing example with characteristics that mimic a climate projection problem. Second, MBCn is used to correct a suite of 3-hourly surface meteorological variables from the Canadian Centre for Climate Modelling and Analysis Regional Climate Model (CanRCM4) across a North American domain. Components of the Canadian Forest Fire Weather Index (FWI) System, a complicated set of multivariate indices that characterizes the risk of wildfire, are then calculated and verified against observed values. Third, MBCn is used to correct biases in the spatial dependence structure of CanRCM4 precipitation fields. Results are compared against a univariate quantile mapping algorithm, which neglects the dependence between variables, and two multivariate bias correction algorithms, each of which corrects a different form of inter-variable correlation structure. MBCn outperforms these alternatives, often by a large margin, particularly for annual maxima of the FWI distribution and spatiotemporal autocorrelation of precipitation fields.

Estimating occupancy and abundance using aerial images with imperfect detection

USGS Publications Warehouse

Williams, Perry J.; Hooten, Mevin B.; Womble, Jamie N.; Bower, Michael R.

2017-01-01

Species distribution and abundance are critical population characteristics for efficient management, conservation, and ecological insight. Point process models are a powerful tool for modelling distribution and abundance, and can incorporate many data types, including count data, presence-absence data, and presence-only data. Aerial photographic images are a natural tool for collecting data to fit point process models, but aerial images do not always capture all animals that are present at a site. Methods for estimating detection probability for aerial surveys usually include collecting auxiliary data to estimate the proportion of time animals are available to be detected.We developed an approach for fitting point process models using an N-mixture model framework to estimate detection probability for aerial occupancy and abundance surveys. Our method uses multiple aerial images taken of animals at the same spatial location to provide temporal replication of sample sites. The intersection of the images provide multiple counts of individuals at different times. We examined this approach using both simulated and real data of sea otters (Enhydra lutris kenyoni) in Glacier Bay National Park, southeastern Alaska.Using our proposed methods, we estimated detection probability of sea otters to be 0.76, the same as visual aerial surveys that have been used in the past. Further, simulations demonstrated that our approach is a promising tool for estimating occupancy, abundance, and detection probability from aerial photographic surveys.Our methods can be readily extended to data collected using unmanned aerial vehicles, as technology and regulations permit. The generality of our methods for other aerial surveys depends on how well surveys can be designed to meet the assumptions of N-mixture models.

First passage Brownian functional properties of snowmelt dynamics

NASA Astrophysics Data System (ADS)

Dubey, Ashutosh; Bandyopadhyay, Malay

2018-04-01

In this paper, we model snow-melt dynamics in terms of a Brownian motion (BM) with purely time dependent drift and difusion and examine its first passage properties by suggesting and examining several Brownian functionals which characterize the lifetime and reactivity of such stochastic processes. We introduce several probability distribution functions (PDFs) associated with such time dependent BMs. For instance, for a BM with initial starting point x0, we derive analytical expressions for : (i) the PDF P(tf|x0) of the first passage time tf which specify the lifetime of such stochastic process, (ii) the PDF P(A|x0) of the area A till the first passage time and it provides us numerous valuable information about the total fresh water availability during melting, (iii) the PDF P(M) associated with the maximum size M of the BM process before the first passage time, and (iv) the joint PDF P(M; tm) of the maximum size M and its occurrence time tm before the first passage time. These P(M) and P(M; tm) are useful in determining the time of maximum fresh water availability and in calculating the total maximum amount of available fresh water. These PDFs are examined for the power law time dependent drift and diffusion which matches quite well with the available data of snowmelt dynamics.

Optimal search strategies of space-time coupled random walkers with finite lifetimes

NASA Astrophysics Data System (ADS)

Campos, D.; Abad, E.; Méndez, V.; Yuste, S. B.; Lindenberg, K.

2015-05-01

We present a simple paradigm for detection of an immobile target by a space-time coupled random walker with a finite lifetime. The motion of the walker is characterized by linear displacements at a fixed speed and exponentially distributed duration, interrupted by random changes in the direction of motion and resumption of motion in the new direction with the same speed. We call these walkers "mortal creepers." A mortal creeper may die at any time during its motion according to an exponential decay law characterized by a finite mean death rate ωm. While still alive, the creeper has a finite mean frequency ω of change of the direction of motion. In particular, we consider the efficiency of the target search process, characterized by the probability that the creeper will eventually detect the target. Analytic results confirmed by numerical results show that there is an ωm-dependent optimal frequency ω =ωopt that maximizes the probability of eventual target detection. We work primarily in one-dimensional (d =1 ) domains and examine the role of initial conditions and of finite domain sizes. Numerical results in d =2 domains confirm the existence of an optimal frequency of change of direction, thereby suggesting that the observed effects are robust to changes in dimensionality. In the d =1 case, explicit expressions for the probability of target detection in the long time limit are given. In the case of an infinite domain, we compute the detection probability for arbitrary times and study its early- and late-time behavior. We further consider the survival probability of the target in the presence of many independent creepers beginning their motion at the same location and at the same time. We also consider a version of the standard "target problem" in which many creepers start at random locations at the same time.

Extreme-value statistics of fractional Brownian motion bridges.

PubMed

Delorme, Mathieu; Wiese, Kay Jörg

2016-11-01

Fractional Brownian motion is a self-affine, non-Markovian, and translationally invariant generalization of Brownian motion, depending on the Hurst exponent H. Here we investigate fractional Brownian motion where both the starting and the end point are zero, commonly referred to as bridge processes. Observables are the time t_{+} the process is positive, the maximum m it achieves, and the time t_{max} when this maximum is taken. Using a perturbative expansion around Brownian motion (H=1/2), we give the first-order result for the probability distribution of these three variables and the joint distribution of m and t_{max}. Our analytical results are tested and found to be in excellent agreement, with extensive numerical simulations for both H>1/2 and H<1/2. This precision is achieved by sampling processes with a free end point and then converting each realization to a bridge process, in generalization to what is usually done for Brownian motion.

Deuteron Coulomb Excitation in Peripheral Collisions with a Heavy Ion

NASA Astrophysics Data System (ADS)

Du, Weijie; Yin, Peng; Li, Yang; Chen, Guangyao; Zuo, Wei; Zhao, Xingbo; Vary, James P.

2017-09-01

We develop an ab initio time-dependent Basis Function (tBF) method to solve non-perturbative and time-dependent problems in non-relativistic quantum mechanics. As a test problem, we apply this method to the Coulomb excitation of a deuteron by an impinging heavy ion. We employ wave functions for the bound and excited states of the deuterium system based on a realistic nucleon-nucleon interaction and study the evolution of the transition probability, the r.m.s. radius and the r.m.s. momentum of the system during the scattering process. The dependencies of these quantities on the external field strength and the bombarding energy are also analyzed and compared to corresponding results obtained from first-order perturbation theory. The time evolution of both the charge and the momentum distributions is shown. This work was supported in part by the U. S. Department of Energy (DOE) under Grants No. DESC0008485 (SciDAC/NUCLEI) and DE-FG02-87ER40371. W. Zuo and P. Yin are supported by the National Natural Science Foundation of China (11435014).

Analysis of domestic refrigerator temperatures and home storage time distributions for shelf-life studies and food safety risk assessment.

PubMed

Roccato, Anna; Uyttendaele, Mieke; Membré, Jeanne-Marie

2017-06-01

In the framework of food safety, when mimicking the consumer phase, the storage time and temperature used are mainly considered as single point estimates instead of probability distributions. This singlepoint approach does not take into account the variability within a population and could lead to an overestimation of the parameters. Therefore, the aim of this study was to analyse data on domestic refrigerator temperatures and storage times of chilled food in European countries in order to draw general rules which could be used either in shelf-life testing or risk assessment. In relation to domestic refrigerator temperatures, 15 studies provided pertinent data. Twelve studies presented normal distributions, according to the authors or from the data fitted into distributions. Analysis of temperature distributions revealed that the countries were separated into two groups: northern European countries and southern European countries. The overall variability of European domestic refrigerators is described by a normal distribution: N (7.0, 2.7)°C for southern countries, and, N (6.1, 2.8)°C for the northern countries. Concerning storage times, seven papers were pertinent. Analysis indicated that the storage time was likely to end in the first days or weeks (depending on the product use-by-date) after purchase. Data fitting showed the exponential distribution was the most appropriate distribution to describe the time that food spent at consumer's place. The storage time was described by an exponential distribution corresponding to the use-by date period divided by 4. In conclusion, knowing that collecting data is time and money consuming, in the absence of data, and at least for the European market and for refrigerated products, building a domestic refrigerator temperature distribution using a Normal law and a time-to-consumption distribution using an Exponential law would be appropriate. Copyright © 2017 Elsevier Ltd. All rights reserved.

Effect of reaction-step-size noise on the switching dynamics of stochastic populations

NASA Astrophysics Data System (ADS)

Be'er, Shay; Heller-Algazi, Metar; Assaf, Michael

2016-05-01

In genetic circuits, when the messenger RNA lifetime is short compared to the cell cycle, proteins are produced in geometrically distributed bursts, which greatly affects the cellular switching dynamics between different metastable phenotypic states. Motivated by this scenario, we study a general problem of switching or escape in stochastic populations, where influx of particles occurs in groups or bursts, sampled from an arbitrary distribution. The fact that the step size of the influx reaction is a priori unknown and, in general, may fluctuate in time with a given correlation time and statistics, introduces an additional nondemographic reaction-step-size noise into the system. Employing the probability-generating function technique in conjunction with Hamiltonian formulation, we are able to map the problem in the leading order onto solving a stationary Hamilton-Jacobi equation. We show that compared to the "usual case" of single-step influx, bursty influx exponentially decreases the population's mean escape time from its long-lived metastable state. In particular, close to bifurcation we find a simple analytical expression for the mean escape time which solely depends on the mean and variance of the burst-size distribution. Our results are demonstrated on several realistic distributions and compare well with numerical Monte Carlo simulations.

The force distribution probability function for simple fluids by density functional theory.

PubMed

Rickayzen, G; Heyes, D M

2013-02-28

Classical density functional theory (DFT) is used to derive a formula for the probability density distribution function, P(F), and probability distribution function, W(F), for simple fluids, where F is the net force on a particle. The final formula for P(F) ∝ exp(-AF(2)), where A depends on the fluid density, the temperature, and the Fourier transform of the pair potential. The form of the DFT theory used is only applicable to bounded potential fluids. When combined with the hypernetted chain closure of the Ornstein-Zernike equation, the DFT theory for W(F) agrees with molecular dynamics computer simulations for the Gaussian and bounded soft sphere at high density. The Gaussian form for P(F) is still accurate at lower densities (but not too low density) for the two potentials, but with a smaller value for the constant, A, than that predicted by the DFT theory.

Estimation of transition probabilities of credit ratings

NASA Astrophysics Data System (ADS)

Peng, Gan Chew; Hin, Pooi Ah

2015-12-01

The present research is based on the quarterly credit ratings of ten companies over 15 years taken from the database of the Taiwan Economic Journal. The components in the vector mi (mi1, mi2,⋯, mi10) may first be used to denote the credit ratings of the ten companies in the i-th quarter. The vector mi+1 in the next quarter is modelled to be dependent on the vector mi via a conditional distribution which is derived from a 20-dimensional power-normal mixture distribution. The transition probability Pkl (i ,j ) for getting mi+1,j = l given that mi, j = k is then computed from the conditional distribution. It is found that the variation of the transition probability Pkl (i ,j ) as i varies is able to give indication for the possible transition of the credit rating of the j-th company in the near future.

Improved first-order uncertainty method for water-quality modeling

USGS Publications Warehouse

Melching, C.S.; Anmangandla, S.

1992-01-01

Uncertainties are unavoidable in water-quality modeling and subsequent management decisions. Monte Carlo simulation and first-order uncertainty analysis (involving linearization at central values of the uncertain variables) have been frequently used to estimate probability distributions for water-quality model output due to their simplicity. Each method has its drawbacks: Monte Carlo simulation's is mainly computational time; and first-order analysis are mainly questions of accuracy and representativeness, especially for nonlinear systems and extreme conditions. An improved (advanced) first-order method is presented, where the linearization point varies to match the output level whose exceedance probability is sought. The advanced first-order method is tested on the Streeter-Phelps equation to estimate the probability distribution of critical dissolved-oxygen deficit and critical dissolved oxygen using two hypothetical examples from the literature. The advanced first-order method provides a close approximation of the exceedance probability for the Streeter-Phelps model output estimated by Monte Carlo simulation using less computer time - by two orders of magnitude - regardless of the probability distributions assumed for the uncertain model parameters.

On Mitigating Distributed Denial of Service Attacks

ERIC Educational Resources Information Center

Gao, Zhiqiang

2006-01-01

Denial of service (DoS) attacks and distributed denial of service (DDoS) attacks are probably the most ferocious threats in the Internet, resulting in tremendous economic and social implications/impacts on our daily lives that are increasingly depending on the well-being of the Internet. How to mitigate these attacks effectively and efficiently…

Regionally dependent summer heat wave response to increased surface temperature in the US

NASA Astrophysics Data System (ADS)

Lopez, H.; Dong, S.; Kirtman, B. P.; Goni, G. J.; Lee, S. K.; Atlas, R. M.; West, R.

2017-12-01

Climate projections for the 21st Century suggest an increase in the occurrence of heat waves. However, the time it takes for the externally forced signal of climate change to emerge against the background of natural variability (i.e., Time of Emergence, ToE) particularly on the regional scale makes reliable future projection of heat waves challenging. Here, we combine observations and model simulations under present and future climate forcing to assess internal variability versus external forcing in modulating US heat waves. We characterized the most common heat wave patterns over the US by the use of clustering of extreme events by their spatial distribution. For each heat wave cluster, we assess changes in the probability density function (PDF) of summer temperature extremes by modeling the PDF as a stochastically generated skewed (SGS) distribution. The probability of necessary causation for each heat wave cluster was also quantified, allowing to make assessments of heat extreme attribution to anthropogenic climate change. The results suggest that internal variability will dominate heat wave occurrence over the Great Plains with ToE occurring in the 2050s (2070s) and of occurrence of ratio of warm-to-cold extremes of 1.7 (1.7) for the Northern (Southern) Plains. In contrast, external forcing will dominate over the Western (Great Lakes) region with ToE occurring as early as in the 2020s (2030s) and warm-to-cold extremes ratio of 6.4 (10.2), suggesting caution in attributing heat extremes to external forcing due to their regional dependence.

Characterization of autoregressive processes using entropic quantifiers

NASA Astrophysics Data System (ADS)

Traversaro, Francisco; Redelico, Francisco O.

2018-01-01

The aim of the contribution is to introduce a novel information plane, the causal-amplitude informational plane. As previous works seems to indicate, Bandt and Pompe methodology for estimating entropy does not allow to distinguish between probability distributions which could be fundamental for simulation or for probability analysis purposes. Once a time series is identified as stochastic by the causal complexity-entropy informational plane, the novel causal-amplitude gives a deeper understanding of the time series, quantifying both, the autocorrelation strength and the probability distribution of the data extracted from the generating processes. Two examples are presented, one from climate change model and the other from financial markets.

Extinction probabilities and stationary distributions of mobile genetic elements in prokaryotes: The birth-death-diversification model.

PubMed

Drakos, Nicole E; Wahl, Lindi M

2015-12-01

Theoretical approaches are essential to our understanding of the complex dynamics of mobile genetic elements (MGEs) within genomes. Recently, the birth-death-diversification model was developed to describe the dynamics of mobile promoters (MPs), a particular class of MGEs in prokaryotes. A unique feature of this model is that genetic diversification of elements was included. To explore the implications of diversification on the longterm fate of MGE lineages, in this contribution we analyze the extinction probabilities, extinction times and equilibrium solutions of the birth-death-diversification model. We find that diversification increases both the survival and growth rate of MGE families, but the strength of this effect depends on the rate of horizontal gene transfer (HGT). We also find that the distribution of MGE families per genome is not necessarily monotonically decreasing, as observed for MPs, but may have a peak in the distribution that is related to the HGT rate. For MPs specifically, we find that new families have a high extinction probability, and predict that the number of MPs is increasing, albeit at a very slow rate. Additionally, we develop an extension of the birth-death-diversification model which allows MGEs in different regions of the genome, for example coding and non-coding, to be described by different rates. This extension may offer a potential explanation as to why the majority of MPs are located in non-promoter regions of the genome. Copyright © 2015 Elsevier Inc. All rights reserved.

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

Quantum Inference on Bayesian Networks

NASA Astrophysics Data System (ADS)

Yoder, Theodore; Low, Guang Hao; Chuang, Isaac

2014-03-01

Because quantum physics is naturally probabilistic, it seems reasonable to expect physical systems to describe probabilities and their evolution in a natural fashion. Here, we use quantum computation to speedup sampling from a graphical probability model, the Bayesian network. A specialization of this sampling problem is approximate Bayesian inference, where the distribution on query variables is sampled given the values e of evidence variables. Inference is a key part of modern machine learning and artificial intelligence tasks, but is known to be NP-hard. Classically, a single unbiased sample is obtained from a Bayesian network on n variables with at most m parents per node in time (nmP(e) - 1 / 2) , depending critically on P(e) , the probability the evidence might occur in the first place. However, by implementing a quantum version of rejection sampling, we obtain a square-root speedup, taking (n2m P(e) -1/2) time per sample. The speedup is the result of amplitude amplification, which is proving to be broadly applicable in sampling and machine learning tasks. In particular, we provide an explicit and efficient circuit construction that implements the algorithm without the need for oracle access.

Unified nano-mechanics based probabilistic theory of quasibrittle and brittle structures: II. Fatigue crack growth, lifetime and scaling

NASA Astrophysics Data System (ADS)

Le, Jia-Liang; Bažant, Zdeněk P.

2011-07-01

This paper extends the theoretical framework presented in the preceding Part I to the lifetime distribution of quasibrittle structures failing at the fracture of one representative volume element under constant amplitude fatigue. The probability distribution of the critical stress amplitude is derived for a given number of cycles and a given minimum-to-maximum stress ratio. The physical mechanism underlying the Paris law for fatigue crack growth is explained under certain plausible assumptions about the damage accumulation in the cyclic fracture process zone at the tip of subcritical crack. This law is then used to relate the probability distribution of critical stress amplitude to the probability distribution of fatigue lifetime. The theory naturally yields a power-law relation for the stress-life curve (S-N curve), which agrees with Basquin's law. Furthermore, the theory indicates that, for quasibrittle structures, the S-N curve must be size dependent. Finally, physical explanation is provided to the experimentally observed systematic deviations of lifetime histograms of various ceramics and bones from the Weibull distribution, and their close fits by the present theory are demonstrated.

The rates and time-delay distribution of multiply imaged supernovae behind lensing clusters

NASA Astrophysics Data System (ADS)

Li, Xue; Hjorth, Jens; Richard, Johan

2012-11-01

Time delays of gravitationally lensed sources can be used to constrain the mass model of a deflector and determine cosmological parameters. We here present an analysis of the time-delay distribution of multiply imaged sources behind 17 strong lensing galaxy clusters with well-calibrated mass models. We find that for time delays less than 1000 days, at z = 3.0, their logarithmic probability distribution functions are well represented by P(log Δt) = 5.3 × 10-4Δttilde beta/M2502tilde beta, with tilde beta = 0.77, where M250 is the projected cluster mass inside 250 kpc (in 1014M⊙), and tilde beta is the power-law slope of the distribution. The resultant probability distribution function enables us to estimate the time-delay distribution in a lensing cluster of known mass. For a cluster with M250 = 2 × 1014M⊙, the fraction of time delays less than 1000 days is approximately 3%. Taking Abell 1689 as an example, its dark halo and brightest galaxies, with central velocity dispersions σ>=500kms-1, mainly produce large time delays, while galaxy-scale mass clumps are responsible for generating smaller time delays. We estimate the probability of observing multiple images of a supernova in the known images of Abell 1689. A two-component model of estimating the supernova rate is applied in this work. For a magnitude threshold of mAB = 26.5, the yearly rate of Type Ia (core-collapse) supernovae with time delays less than 1000 days is 0.004±0.002 (0.029±0.001). If the magnitude threshold is lowered to mAB ~ 27.0, the rate of core-collapse supernovae suitable for time delay observation is 0.044±0.015 per year.

Non-Gaussian statistics of soliton timing jitter induced by amplifier noise.

PubMed

Ho, Keang-Po

2003-11-15

Based on first-order perturbation theory of the soliton, the Gordon-Haus timing jitter induced by amplifier noise is found to be non-Gaussian distributed. Both frequency and timing jitter have larger tail probabilities than Gaussian distribution given by the linearized perturbation theory. The timing jitter has a larger discrepancy from Gaussian distribution than does the frequency jitter.

Characteristics of service requests and service processes of fire and rescue service dispatch centers: analysis of real world data and the underlying probability distributions.

PubMed

Krueger, Ute; Schimmelpfeng, Katja

2013-03-01

A sufficient staffing level in fire and rescue dispatch centers is crucial for saving lives. Therefore, it is important to estimate the expected workload properly. For this purpose, we analyzed whether a dispatch center can be considered as a call center. Current call center publications very often model call arrivals as a non-homogeneous Poisson process. This bases on the underlying assumption of the caller's independent decision to call or not to call. In case of an emergency, however, there are often calls from more than one person reporting the same incident and thus, these calls are not independent. Therefore, this paper focuses on the dependency of calls in a fire and rescue dispatch center. We analyzed and evaluated several distributions in this setting. Results are illustrated using real-world data collected from a typical German dispatch center in Cottbus ("Leitstelle Lausitz"). We identified the Pólya distribution as being superior to the Poisson distribution in describing the call arrival rate and the Weibull distribution to be more suitable than the exponential distribution for interarrival times and service times. However, the commonly used distributions offer acceptable approximations. This is important for estimating a sufficient staffing level in practice using, e.g., the Erlang-C model.

Time-dependent mean-field determination of the excitation energy in transfer reactions: Application to the reaction 238U on 12C at 6.14 MeV/nucleon

NASA Astrophysics Data System (ADS)

Scamps, G.; Rodríguez-Tajes, C.; Lacroix, D.; Farget, F.

2017-02-01

The internal excitation of nuclei after multinucleon transfer is estimated by using the time-dependent mean-field theory. Transfer probabilities for each channel as well as the energy loss after reseparation are calculated. By combining these two pieces of information, we show that the excitation energy distribution of the transfer fragments can be obtained separately for the different transfer channels. The method is applied to the reaction involving a 238U beam on a 12C target, which has recently been measured at GANIL. It is shown that the excitation energy calculated with the microscopic theory compares well with the experimental observation, provided that the competition with fusion is properly taken into account. The reliability of the excitation energy is further confirmed by the comparison with the phenomenological heavy-ion phase-space model at higher center-of-mass energies.

The Laplace method for probability measures in Banach spaces

NASA Astrophysics Data System (ADS)

Piterbarg, V. I.; Fatalov, V. R.

1995-12-01

Contents §1. Introduction Chapter I. Asymptotic analysis of continual integrals in Banach space, depending on a large parameter §2. The large deviation principle and logarithmic asymptotics of continual integrals §3. Exact asymptotics of Gaussian integrals in Banach spaces: the Laplace method 3.1. The Laplace method for Gaussian integrals taken over the whole Hilbert space: isolated minimum points ([167], I) 3.2. The Laplace method for Gaussian integrals in Hilbert space: the manifold of minimum points ([167], II) 3.3. The Laplace method for Gaussian integrals in Banach space ([90], [174], [176]) 3.4. Exact asymptotics of large deviations of Gaussian norms §4. The Laplace method for distributions of sums of independent random elements with values in Banach space 4.1. The case of a non-degenerate minimum point ([137], I) 4.2. A degenerate isolated minimum point and the manifold of minimum points ([137], II) §5. Further examples 5.1. The Laplace method for the local time functional of a Markov symmetric process ([217]) 5.2. The Laplace method for diffusion processes, a finite number of non-degenerate minimum points ([116]) 5.3. Asymptotics of large deviations for Brownian motion in the Hölder norm 5.4. Non-asymptotic expansion of a strong stable law in Hilbert space ([41]) Chapter II. The double sum method - a version of the Laplace method in the space of continuous functions §6. Pickands' method of double sums 6.1. General situations 6.2. Asymptotics of the distribution of the maximum of a Gaussian stationary process 6.3. Asymptotics of the probability of a large excursion of a Gaussian non-stationary process §7. Probabilities of large deviations of trajectories of Gaussian fields 7.1. Homogeneous fields and fields with constant dispersion 7.2. Finitely many maximum points of dispersion 7.3. Manifold of maximum points of dispersion 7.4. Asymptotics of distributions of maxima of Wiener fields §8. Exact asymptotics of large deviations of the norm of Gaussian vectors and processes with values in the spaces L_k^p and l^2. Gaussian fields with the set of parameters in Hilbert space 8.1 Exact asymptotics of the distribution of the l_k^p-norm of a Gaussian finite-dimensional vector with dependent coordinates, p > 1 8.2. Exact asymptotics of probabilities of high excursions of trajectories of processes of type \\chi^2 8.3. Asymptotics of the probabilities of large deviations of Gaussian processes with a set of parameters in Hilbert space [74] 8.4. Asymptotics of distributions of maxima of the norms of l^2-valued Gaussian processes 8.5. Exact asymptotics of large deviations for the l^2-valued Ornstein-Uhlenbeck process Bibliography

Reducing Interpolation Artifacts for Mutual Information Based Image Registration

PubMed Central

Soleimani, H.; Khosravifard, M.A.

2011-01-01

Medical image registration methods which use mutual information as similarity measure have been improved in recent decades. Mutual Information is a basic concept of Information theory which indicates the dependency of two random variables (or two images). In order to evaluate the mutual information of two images their joint probability distribution is required. Several interpolation methods, such as Partial Volume (PV) and bilinear, are used to estimate joint probability distribution. Both of these two methods yield some artifacts on mutual information function. Partial Volume-Hanning window (PVH) and Generalized Partial Volume (GPV) methods are introduced to remove such artifacts. In this paper we show that the acceptable performance of these methods is not due to their kernel function. It's because of the number of pixels which incorporate in interpolation. Since using more pixels requires more complex and time consuming interpolation process, we propose a new interpolation method which uses only four pixels (the same as PV and bilinear interpolations) and removes most of the artifacts. Experimental results of the registration of Computed Tomography (CT) images show superiority of the proposed scheme. PMID:22606673

Time-dependent fracture probability of bilayer, lithium-disilicate-based, glass-ceramic, molar crowns as a function of core/veneer thickness ratio and load orientation.

PubMed

Anusavice, Kenneth J; Jadaan, Osama M; Esquivel-Upshaw, Josephine F

2013-11-01

Recent reports on bilayer ceramic crown prostheses suggest that fractures of the veneering ceramic represent the most common reason for prosthesis failure. The aims of this study were to test the hypotheses that: (1) an increase in core ceramic/veneer ceramic thickness ratio for a crown thickness of 1.6mm reduces the time-dependent fracture probability (Pf) of bilayer crowns with a lithium-disilicate-based glass-ceramic core, and (2) oblique loading, within the central fossa, increases Pf for 1.6-mm-thick crowns compared with vertical loading. Time-dependent fracture probabilities were calculated for 1.6-mm-thick, veneered lithium-disilicate-based glass-ceramic molar crowns as a function of core/veneer thickness ratio and load orientation in the central fossa area. Time-dependent fracture probability analyses were computed by CARES/Life software and finite element analysis, using dynamic fatigue strength data for monolithic discs of a lithium-disilicate glass-ceramic core (Empress 2), and ceramic veneer (Empress 2 Veneer Ceramic). Predicted fracture probabilities (Pf) for centrally loaded 1.6-mm-thick bilayer crowns over periods of 1, 5, and 10 years are 1.2%, 2.7%, and 3.5%, respectively, for a core/veneer thickness ratio of 1.0 (0.8mm/0.8mm), and 2.5%, 5.1%, and 7.0%, respectively, for a core/veneer thickness ratio of 0.33 (0.4mm/1.2mm). CARES/Life results support the proposed crown design and load orientation hypotheses. The application of dynamic fatigue data, finite element stress analysis, and CARES/Life analysis represent an optimal approach to optimize fixed dental prosthesis designs produced from dental ceramics and to predict time-dependent fracture probabilities of ceramic-based fixed dental prostheses that can minimize the risk for clinical failures. Copyright © 2013 Academy of Dental Materials. All rights reserved.

Time-dependent fracture probability of bilayer, lithium-disilicate-based glass-ceramic molar crowns as a function of core/veneer thickness ratio and load orientation

PubMed Central

Anusavice, Kenneth J.; Jadaan, Osama M.; Esquivel–Upshaw, Josephine

2013-01-01

Recent reports on bilayer ceramic crown prostheses suggest that fractures of the veneering ceramic represent the most common reason for prosthesis failure. Objective The aims of this study were to test the hypotheses that: (1) an increase in core ceramic/veneer ceramic thickness ratio for a crown thickness of 1.6 mm reduces the time-dependent fracture probability (Pf) of bilayer crowns with a lithium-disilicate-based glass-ceramic core, and (2) oblique loading, within the central fossa, increases Pf for 1.6-mm-thick crowns compared with vertical loading. Materials and methods Time-dependent fracture probabilities were calculated for 1.6-mm-thick, veneered lithium-disilicate-based glass-ceramic molar crowns as a function of core/veneer thickness ratio and load orientation in the central fossa area. Time-dependent fracture probability analyses were computed by CARES/Life software and finite element analysis, using dynamic fatigue strength data for monolithic discs of a lithium-disilicate glass-ceramic core (Empress 2), and ceramic veneer (Empress 2 Veneer Ceramic). Results Predicted fracture probabilities (Pf) for centrally-loaded 1,6-mm-thick bilayer crowns over periods of 1, 5, and 10 years are 1.2%, 2.7%, and 3.5%, respectively, for a core/veneer thickness ratio of 1.0 (0.8 mm/0.8 mm), and 2.5%, 5.1%, and 7.0%, respectively, for a core/veneer thickness ratio of 0.33 (0.4 mm/1.2 mm). Conclusion CARES/Life results support the proposed crown design and load orientation hypotheses. Significance The application of dynamic fatigue data, finite element stress analysis, and CARES/Life analysis represent an optimal approach to optimize fixed dental prosthesis designs produced from dental ceramics and to predict time-dependent fracture probabilities of ceramic-based fixed dental prostheses that can minimize the risk for clinical failures. PMID:24060349

Non-Fickian dispersion of groundwater age

PubMed Central

Engdahl, Nicholas B.; Ginn, Timothy R.; Fogg, Graham E.

2014-01-01

We expand the governing equation of groundwater age to account for non-Fickian dispersive fluxes using continuous random walks. Groundwater age is included as an additional (fifth) dimension on which the volumetric mass density of water is distributed and we follow the classical random walk derivation now in five dimensions. The general solution of the random walk recovers the previous conventional model of age when the low order moments of the transition density functions remain finite at their limits and describes non-Fickian age distributions when the transition densities diverge. Previously published transition densities are then used to show how the added dimension in age affects the governing differential equations. Depending on which transition densities diverge, the resulting models may be nonlocal in time, space, or age and can describe asymptotic or pre-asymptotic dispersion. A joint distribution function of time and age transitions is developed as a conditional probability and a natural result of this is that time and age must always have identical transition rate functions. This implies that a transition density defined for age can substitute for a density in time and this has implications for transport model parameter estimation. We present examples of simulated age distributions from a geologically based, heterogeneous domain that exhibit non-Fickian behavior and show that the non-Fickian model provides better descriptions of the distributions than the Fickian model. PMID:24976651

The complexity of divisibility.

PubMed

Bausch, Johannes; Cubitt, Toby

2016-09-01

We address two sets of long-standing open questions in linear algebra and probability theory, from a computational complexity perspective: stochastic matrix divisibility, and divisibility and decomposability of probability distributions. We prove that finite divisibility of stochastic matrices is an NP-complete problem, and extend this result to nonnegative matrices, and completely-positive trace-preserving maps, i.e. the quantum analogue of stochastic matrices. We further prove a complexity hierarchy for the divisibility and decomposability of probability distributions, showing that finite distribution divisibility is in P, but decomposability is NP-hard. For the former, we give an explicit polynomial-time algorithm. All results on distributions extend to weak-membership formulations, proving that the complexity of these problems is robust to perturbations.

Probabilistic postprocessing models for flow forecasts for a system of catchments and several lead times

NASA Astrophysics Data System (ADS)

Engeland, Kolbjorn; Steinsland, Ingelin

2014-05-01

This study introduces a methodology for the construction of probabilistic inflow forecasts for multiple catchments and lead times, and investigates criterions for evaluation of multi-variate forecasts. A post-processing approach is used, and a Gaussian model is applied for transformed variables. The post processing model has two main components, the mean model and the dependency model. The mean model is used to estimate the marginal distributions for forecasted inflow for each catchment and lead time, whereas the dependency models was used to estimate the full multivariate distribution of forecasts, i.e. co-variances between catchments and lead times. In operational situations, it is a straightforward task to use the models to sample inflow ensembles which inherit the dependencies between catchments and lead times. The methodology was tested and demonstrated in the river systems linked to the Ulla-Førre hydropower complex in southern Norway, where simultaneous probabilistic forecasts for five catchments and ten lead times were constructed. The methodology exhibits sufficient flexibility to utilize deterministic flow forecasts from a numerical hydrological model as well as statistical forecasts such as persistent forecasts and sliding window climatology forecasts. It also deals with variation in the relative weights of these forecasts with both catchment and lead time. When evaluating predictive performance in original space using cross validation, the case study found that it is important to include the persistent forecast for the initial lead times and the hydrological forecast for medium-term lead times. Sliding window climatology forecasts become more important for the latest lead times. Furthermore, operationally important features in this case study such as heteroscedasticity, lead time varying between lead time dependency and lead time varying between catchment dependency are captured. Two criterions were used for evaluating the added value of the dependency model. The first one was the Energy score (ES) that is a multi-dimensional generalization of continuous rank probability score (CRPS). ES was calculated for all lead-times and catchments together, for each catchment across all lead times and for each lead time across all catchments. The second criterion was to use CRPS for forecasted inflows accumulated over several lead times and catchments. The results showed that ES was not very sensitive to correct covariance structure, whereas CRPS for accumulated flows where more suitable for evaluating the dependency model. This indicates that it is more appropriate to evaluate relevant univariate variables that depends on the dependency structure then to evaluate the multivariate forecast directly.

Stochastic dynamics and logistic population growth

NASA Astrophysics Data System (ADS)

Méndez, Vicenç; Assaf, Michael; Campos, Daniel; Horsthemke, Werner

2015-06-01

The Verhulst model is probably the best known macroscopic rate equation in population ecology. It depends on two parameters, the intrinsic growth rate and the carrying capacity. These parameters can be estimated for different populations and are related to the reproductive fitness and the competition for limited resources, respectively. We investigate analytically and numerically the simplest possible microscopic scenarios that give rise to the logistic equation in the deterministic mean-field limit. We provide a definition of the two parameters of the Verhulst equation in terms of microscopic parameters. In addition, we derive the conditions for extinction or persistence of the population by employing either the momentum-space spectral theory or the real-space Wentzel-Kramers-Brillouin approximation to determine the probability distribution function and the mean time to extinction of the population. Our analytical results agree well with numerical simulations.

Memory effects on a resonate-and-fire neuron model subjected to Ornstein-Uhlenbeck noise

NASA Astrophysics Data System (ADS)

Paekivi, S.; Mankin, R.; Rekker, A.

2017-10-01

We consider a generalized Langevin equation with an exponentially decaying memory kernel as a model for the firing process of a resonate-and-fire neuron. The effect of temporally correlated random neuronal input is modeled as Ornstein-Uhlenbeck noise. In the noise-induced spiking regime of the neuron, we derive exact analytical formulas for the dependence of some statistical characteristics of the output spike train, such as the probability distribution of the interspike intervals (ISIs) and the survival probability, on the parameters of the input stimulus. Particularly, on the basis of these exact expressions, we have established sufficient conditions for the occurrence of memory-time-induced transitions between unimodal and multimodal structures of the ISI density and a critical damping coefficient which marks a dynamical transition in the behavior of the system.

Construction and identification of a D-Vine model applied to the probability distribution of modal parameters in structural dynamics

NASA Astrophysics Data System (ADS)

Dubreuil, S.; Salaün, M.; Rodriguez, E.; Petitjean, F.

2018-01-01

This study investigates the construction and identification of the probability distribution of random modal parameters (natural frequencies and effective parameters) in structural dynamics. As these parameters present various types of dependence structures, the retained approach is based on pair copula construction (PCC). A literature review leads us to choose a D-Vine model for the construction of modal parameters probability distributions. Identification of this model is based on likelihood maximization which makes it sensitive to the dimension of the distribution, namely the number of considered modes in our context. To this respect, a mode selection preprocessing step is proposed. It allows the selection of the relevant random modes for a given transfer function. The second point, addressed in this study, concerns the choice of the D-Vine model. Indeed, D-Vine model is not uniquely defined. Two strategies are proposed and compared. The first one is based on the context of the study whereas the second one is purely based on statistical considerations. Finally, the proposed approaches are numerically studied and compared with respect to their capabilities, first in the identification of the probability distribution of random modal parameters and second in the estimation of the 99 % quantiles of some transfer functions.

Compensating for geographic variation in detection probability with water depth improves abundance estimates of coastal marine megafauna.

PubMed

Hagihara, Rie; Jones, Rhondda E; Sobtzick, Susan; Cleguer, Christophe; Garrigue, Claire; Marsh, Helene

2018-01-01

The probability of an aquatic animal being available for detection is typically <1. Accounting for covariates that reduce the probability of detection is important for obtaining robust estimates of the population abundance and determining its status and trends. The dugong (Dugong dugon) is a bottom-feeding marine mammal and a seagrass community specialist. We hypothesized that the probability of a dugong being available for detection is dependent on water depth and that dugongs spend more time underwater in deep-water seagrass habitats than in shallow-water seagrass habitats. We tested this hypothesis by quantifying the depth use of 28 wild dugongs fitted with GPS satellite transmitters and time-depth recorders (TDRs) at three sites with distinct seagrass depth distributions: 1) open waters supporting extensive seagrass meadows to 40 m deep (Torres Strait, 6 dugongs, 2015); 2) a protected bay (average water depth 6.8 m) with extensive shallow seagrass beds (Moreton Bay, 13 dugongs, 2011 and 2012); and 3) a mixture of lagoon, coral and seagrass habitats to 60 m deep (New Caledonia, 9 dugongs, 2013). The fitted instruments were used to measure the times the dugongs spent in the experimentally determined detection zones under various environmental conditions. The estimated probability of detection was applied to aerial survey data previously collected at each location. In general, dugongs were least available for detection in Torres Strait, and the population estimates increased 6-7 fold using depth-specific availability correction factors compared with earlier estimates that assumed homogeneous detection probability across water depth and location. Detection probabilities were higher in Moreton Bay and New Caledonia than Torres Strait because the water transparency in these two locations was much greater than in Torres Strait and the effect of correcting for depth-specific detection probability much less. The methodology has application to visual survey of coastal megafauna including surveys using Unmanned Aerial Vehicles.

Optimum random and age replacement policies for customer-demand multi-state system reliability under imperfect maintenance

NASA Astrophysics Data System (ADS)

Chen, Yen-Luan; Chang, Chin-Chih; Sheu, Dwan-Fang

2016-04-01

This paper proposes the generalised random and age replacement policies for a multi-state system composed of multi-state elements. The degradation of the multi-state element is assumed to follow the non-homogeneous continuous time Markov process which is a continuous time and discrete state process. A recursive approach is presented to efficiently compute the time-dependent state probability distribution of the multi-state element. The state and performance distribution of the entire multi-state system is evaluated via the combination of the stochastic process and the Lz-transform method. The concept of customer-centred reliability measure is developed based on the system performance and the customer demand. We develop the random and age replacement policies for an aging multi-state system subject to imperfect maintenance in a failure (or unacceptable) state. For each policy, the optimum replacement schedule which minimises the mean cost rate is derived analytically and discussed numerically.

Does Breast Cancer Drive the Building of Survival Probability Models among States? An Assessment of Goodness of Fit for Patient Data from SEER Registries

PubMed

Khan, Hafiz; Saxena, Anshul; Perisetti, Abhilash; Rafiq, Aamrin; Gabbidon, Kemesha; Mende, Sarah; Lyuksyutova, Maria; Quesada, Kandi; Blakely, Summre; Torres, Tiffany; Afesse, Mahlet

2016-12-01

Background: Breast cancer is a worldwide public health concern and is the most prevalent type of cancer in women in the United States. This study concerned the best fit of statistical probability models on the basis of survival times for nine state cancer registries: California, Connecticut, Georgia, Hawaii, Iowa, Michigan, New Mexico, Utah, and Washington. Materials and Methods: A probability random sampling method was applied to select and extract records of 2,000 breast cancer patients from the Surveillance Epidemiology and End Results (SEER) database for each of the nine state cancer registries used in this study. EasyFit software was utilized to identify the best probability models by using goodness of fit tests, and to estimate parameters for various statistical probability distributions that fit survival data. Results: Statistical analysis for the summary of statistics is reported for each of the states for the years 1973 to 2012. Kolmogorov-Smirnov, Anderson-Darling, and Chi-squared goodness of fit test values were used for survival data, the highest values of goodness of fit statistics being considered indicative of the best fit survival model for each state. Conclusions: It was found that California, Connecticut, Georgia, Iowa, New Mexico, and Washington followed the Burr probability distribution, while the Dagum probability distribution gave the best fit for Michigan and Utah, and Hawaii followed the Gamma probability distribution. These findings highlight differences between states through selected sociodemographic variables and also demonstrate probability modeling differences in breast cancer survival times. The results of this study can be used to guide healthcare providers and researchers for further investigations into social and environmental factors in order to reduce the occurrence of and mortality due to breast cancer. Creative Commons Attribution License

Probability distributions of bed load particle velocities, accelerations, hop distances, and travel times informed by Jaynes's principle of maximum entropy

USGS Publications Warehouse

Furbish, David; Schmeeckle, Mark; Schumer, Rina; Fathel, Siobhan

2016-01-01

We describe the most likely forms of the probability distributions of bed load particle velocities, accelerations, hop distances, and travel times, in a manner that formally appeals to inferential statistics while honoring mechanical and kinematic constraints imposed by equilibrium transport conditions. The analysis is based on E. Jaynes's elaboration of the implications of the similarity between the Gibbs entropy in statistical mechanics and the Shannon entropy in information theory. By maximizing the information entropy of a distribution subject to known constraints on its moments, our choice of the form of the distribution is unbiased. The analysis suggests that particle velocities and travel times are exponentially distributed and that particle accelerations follow a Laplace distribution with zero mean. Particle hop distances, viewed alone, ought to be distributed exponentially. However, the covariance between hop distances and travel times precludes this result. Instead, the covariance structure suggests that hop distances follow a Weibull distribution. These distributions are consistent with high-resolution measurements obtained from high-speed imaging of bed load particle motions. The analysis brings us closer to choosing distributions based on our mechanical insight.

Maruhn-Greiner Maximum of Uranium Fission for Confirmation of Low Energy Nuclear Reactions LENR via a Compound Nucleus with Double Magic Numbers

NASA Astrophysics Data System (ADS)

Hora, H.; Miley, G. H.

2007-12-01

One of the most convincing facts about LENR due to deuterons of very high concentration in host metals as palladium is the measurement of the large scale minimum of the reaction probability depending on the nucleon number A of generated elements at A = 153 where a local maximum was measured. This is similar to the fission of uranium at A = 119 where the local maximum follows from the Maruhn-Greiner theory if the splitting nuclei are excited to about MeV energy. The LENR generated elements can be documented any time after the reaction by SIMS or K-shell X-ray excitation to show the very unique distribution with the local maximum. An explanation is based on the strong Debye screening of the Maxwellian deuterons within the degenerate rigid electron background especially within the swimming electron layer at the metal surface or at interfaces. The deuterons behave like neutrals at distances of about 2 picometers. They may form clusters due to soft attraction in the range above thermal energy. Clusters of 10 pm diameter may react over long time probabilities (megaseconds) with Pd nuclei leading to a double magic number compound nucleus which splits like in fission to the A = 153 element distribution.

Modeling potential distribution of Oligoryzomys longicaudatus, the Andes virus (Genus: Hantavirus) reservoir, in Argentina.

PubMed

Andreo, Verónica; Glass, Gregory; Shields, Timothy; Provensal, Cecilia; Polop, Jaime

2011-09-01

We constructed a model to predict the potential distribution of Oligoryzomys longicaudatus, the reservoir of Andes virus (Genus: Hantavirus), in Argentina. We developed an extensive database of occurrence records from published studies and our own surveys and compared two methods to model the probability of O. longicaudatus presence; logistic regression and MaxEnt algorithm. The environmental variables used were tree, grass and bare soil cover from MODIS imagery and, altitude and 19 bioclimatic variables from WorldClim database. The models performances were evaluated and compared both by threshold dependent and independent measures. The best models included tree and grass cover, mean diurnal temperature range, and precipitation of the warmest and coldest seasons. The potential distribution maps for O. longicaudatus predicted the highest occurrence probabilities along the Andes range, from 32°S and narrowing southwards. They also predicted high probabilities for the south-central area of Argentina, reaching the Atlantic coast. The Hantavirus Pulmonary Syndrome cases coincided with mean occurrence probabilities of 95 and 77% for logistic and MaxEnt models, respectively. HPS transmission zones in Argentine Patagonia matched the areas with the highest probability of presence. Therefore, colilargos presence probability may provide an approximate risk of transmission and act as an early tool to guide control and prevention plans.

A tool for simulating collision probabilities of animals with marine renewable energy devices.

PubMed

Schmitt, Pál; Culloch, Ross; Lieber, Lilian; Molander, Sverker; Hammar, Linus; Kregting, Louise

2017-01-01

The mathematical problem of establishing a collision probability distribution is often not trivial. The shape and motion of the animal as well as of the the device must be evaluated in a four-dimensional space (3D motion over time). Earlier work on wind and tidal turbines was limited to a simplified two-dimensional representation, which cannot be applied to many new structures. We present a numerical algorithm to obtain such probability distributions using transient, three-dimensional numerical simulations. The method is demonstrated using a sub-surface tidal kite as an example. Necessary pre- and post-processing of the data created by the model is explained, numerical details and potential issues and limitations in the application of resulting probability distributions are highlighted.

The Integrated Medical Model: A Probabilistic Simulation Model for Predicting In-Flight Medical Risks

NASA Technical Reports Server (NTRS)

Keenan, Alexandra; Young, Millennia; Saile, Lynn; Boley, Lynn; Walton, Marlei; Kerstman, Eric; Shah, Ronak; Goodenow, Debra A.; Myers, Jerry G.

2015-01-01

The Integrated Medical Model (IMM) is a probabilistic model that uses simulation to predict mission medical risk. Given a specific mission and crew scenario, medical events are simulated using Monte Carlo methodology to provide estimates of resource utilization, probability of evacuation, probability of loss of crew, and the amount of mission time lost due to illness. Mission and crew scenarios are defined by mission length, extravehicular activity (EVA) schedule, and crew characteristics including: sex, coronary artery calcium score, contacts, dental crowns, history of abdominal surgery, and EVA eligibility. The Integrated Medical Evidence Database (iMED) houses the model inputs for one hundred medical conditions using in-flight, analog, and terrestrial medical data. Inputs include incidence, event durations, resource utilization, and crew functional impairment. Severity of conditions is addressed by defining statistical distributions on the dichotomized best and worst-case scenarios for each condition. The outcome distributions for conditions are bounded by the treatment extremes of the fully treated scenario in which all required resources are available and the untreated scenario in which no required resources are available. Upon occurrence of a simulated medical event, treatment availability is assessed, and outcomes are generated depending on the status of the affected crewmember at the time of onset, including any pre-existing functional impairments or ongoing treatment of concurrent conditions. The main IMM outcomes, including probability of evacuation and loss of crew life, time lost due to medical events, and resource utilization, are useful in informing mission planning decisions. To date, the IMM has been used to assess mission-specific risks with and without certain crewmember characteristics, to determine the impact of eliminating certain resources from the mission medical kit, and to design medical kits that maximally benefit crew health while meeting mass and volume constraints.

The Integrated Medical Model: A Probabilistic Simulation Model Predicting In-Flight Medical Risks

NASA Technical Reports Server (NTRS)

Keenan, Alexandra; Young, Millennia; Saile, Lynn; Boley, Lynn; Walton, Marlei; Kerstman, Eric; Shah, Ronak; Goodenow, Debra A.; Myers, Jerry G., Jr.

2015-01-01

The Integrated Medical Model (IMM) is a probabilistic model that uses simulation to predict mission medical risk. Given a specific mission and crew scenario, medical events are simulated using Monte Carlo methodology to provide estimates of resource utilization, probability of evacuation, probability of loss of crew, and the amount of mission time lost due to illness. Mission and crew scenarios are defined by mission length, extravehicular activity (EVA) schedule, and crew characteristics including: sex, coronary artery calcium score, contacts, dental crowns, history of abdominal surgery, and EVA eligibility. The Integrated Medical Evidence Database (iMED) houses the model inputs for one hundred medical conditions using in-flight, analog, and terrestrial medical data. Inputs include incidence, event durations, resource utilization, and crew functional impairment. Severity of conditions is addressed by defining statistical distributions on the dichotomized best and worst-case scenarios for each condition. The outcome distributions for conditions are bounded by the treatment extremes of the fully treated scenario in which all required resources are available and the untreated scenario in which no required resources are available. Upon occurrence of a simulated medical event, treatment availability is assessed, and outcomes are generated depending on the status of the affected crewmember at the time of onset, including any pre-existing functional impairments or ongoing treatment of concurrent conditions. The main IMM outcomes, including probability of evacuation and loss of crew life, time lost due to medical events, and resource utilization, are useful in informing mission planning decisions. To date, the IMM has been used to assess mission-specific risks with and without certain crewmember characteristics, to determine the impact of eliminating certain resources from the mission medical kit, and to design medical kits that maximally benefit crew health while meeting mass and volume constraints.

Competitive or weak cooperative stochastic Lotka-Volterra systems conditioned on non-extinction.

PubMed

Cattiaux, Patrick; Méléard, Sylvie

2010-06-01

We are interested in the long time behavior of a two-type density-dependent biological population conditioned on non-extinction, in both cases of competition or weak cooperation between the two species. This population is described by a stochastic Lotka-Volterra system, obtained as limit of renormalized interacting birth and death processes. The weak cooperation assumption allows the system not to blow up. We study the existence and uniqueness of a quasi-stationary distribution, that is convergence to equilibrium conditioned on non-extinction. To this aim we generalize in two-dimensions spectral tools developed for one-dimensional generalized Feller diffusion processes. The existence proof of a quasi-stationary distribution is reduced to the one for a d-dimensional Kolmogorov diffusion process under a symmetry assumption. The symmetry we need is satisfied under a local balance condition relying the ecological rates. A novelty is the outlined relation between the uniqueness of the quasi-stationary distribution and the ultracontractivity of the killed semi-group. By a comparison between the killing rates for the populations of each type and the one of the global population, we show that the quasi-stationary distribution can be either supported by individuals of one (the strongest one) type or supported by individuals of the two types. We thus highlight two different long time behaviors depending on the parameters of the model: either the model exhibits an intermediary time scale for which only one type (the dominant trait) is surviving, or there is a positive probability to have coexistence of the two species.

A Simple Method for Estimating Informative Node Age Priors for the Fossil Calibration of Molecular Divergence Time Analyses

PubMed Central

Nowak, Michael D.; Smith, Andrew B.; Simpson, Carl; Zwickl, Derrick J.

2013-01-01

Molecular divergence time analyses often rely on the age of fossil lineages to calibrate node age estimates. Most divergence time analyses are now performed in a Bayesian framework, where fossil calibrations are incorporated as parametric prior probabilities on node ages. It is widely accepted that an ideal parameterization of such node age prior probabilities should be based on a comprehensive analysis of the fossil record of the clade of interest, but there is currently no generally applicable approach for calculating such informative priors. We provide here a simple and easily implemented method that employs fossil data to estimate the likely amount of missing history prior to the oldest fossil occurrence of a clade, which can be used to fit an informative parametric prior probability distribution on a node age. Specifically, our method uses the extant diversity and the stratigraphic distribution of fossil lineages confidently assigned to a clade to fit a branching model of lineage diversification. Conditioning this on a simple model of fossil preservation, we estimate the likely amount of missing history prior to the oldest fossil occurrence of a clade. The likelihood surface of missing history can then be translated into a parametric prior probability distribution on the age of the clade of interest. We show that the method performs well with simulated fossil distribution data, but that the likelihood surface of missing history can at times be too complex for the distribution-fitting algorithm employed by our software tool. An empirical example of the application of our method is performed to estimate echinoid node ages. A simulation-based sensitivity analysis using the echinoid data set shows that node age prior distributions estimated under poor preservation rates are significantly less informative than those estimated under high preservation rates. PMID:23755303

High β-Lactamase Levels Change the Pharmacodynamics of β-Lactam Antibiotics in Pseudomonas aeruginosa Biofilms

PubMed Central

Ciofu, Oana; Yang, Liang; Wu, Hong; Song, Zhijun; Oliver, Antonio; Høiby, Niels

2013-01-01

Resistance to β-lactam antibiotics is a frequent problem in Pseudomonas aeruginosa lung infection of cystic fibrosis (CF) patients. This resistance is mainly due to the hyperproduction of chromosomally encoded β-lactamase and biofilm formation. The purpose of this study was to investigate the role of β-lactamase in the pharmacokinetics (PK) and pharmacodynamics (PD) of ceftazidime and imipenem on P. aeruginosa biofilms. P. aeruginosa PAO1 and its corresponding β-lactamase-overproducing mutant, PAΔDDh2Dh3, were used in this study. Biofilms of these two strains in flow chambers, microtiter plates, and on alginate beads were treated with different concentrations of ceftazidime and imipenem. The kinetics of antibiotics on the biofilms was investigated in vitro by time-kill methods. Time-dependent killing of ceftazidime was observed in PAO1 biofilms, but concentration-dependent killing activity of ceftazidime was observed for β-lactamase-overproducing biofilms of P. aeruginosa in all three models. Ceftazidime showed time-dependent killing on planktonic PAO1 and PAΔDDh2Dh3. This difference is probably due to the special distribution and accumulation in the biofilm matrix of β-lactamase, which can hydrolyze the β-lactam antibiotics. The PK/PD indices of the AUC/MBIC and Cmax/MBIC (AUC is the area under concentration-time curve, MBIC is the minimal biofilm-inhibitory concentration, and Cmax is the maximum concentration of drug in serum) are probably the best parameters to describe the effect of ceftazidime in β-lactamase-overproducing P. aeruginosa biofilms. Meanwhile, imipenem showed time-dependent killing on both PAO1 and PAΔDDh2Dh3 biofilms. An inoculum effect of β-lactams was found for both planktonic and biofilm P. aeruginosa cells. The inoculum effect of ceftazidime for the β-lactamase-overproducing mutant PAΔDDh2Dh3 biofilms was more obvious than for PAO1 biofilms, with a requirement of higher antibiotic concentration and a longer period of treatment. PMID:23089750

Probabilities for time-dependent properties in classical and quantum mechanics

NASA Astrophysics Data System (ADS)

Losada, Marcelo; Vanni, Leonardo; Laura, Roberto

2013-05-01

We present a formalism which allows one to define probabilities for expressions that involve properties at different times for classical and quantum systems and we study its lattice structure. The formalism is based on the notion of time translation of properties. In the quantum case, the properties involved should satisfy compatibility conditions in order to obtain well-defined probabilities. The formalism is applied to describe the double-slit experiment.

Symplectic evolution of Wigner functions in Markovian open systems.

PubMed

Brodier, O; Almeida, A M Ozorio de

2004-01-01

The Wigner function is known to evolve classically under the exclusive action of a quadratic Hamiltonian. If the system also interacts with the environment through Lindblad operators that are complex linear functions of position and momentum, then the general evolution is the convolution of a non-Hamiltonian classical propagation of the Wigner function with a phase space Gaussian that broadens in time. We analyze the consequences of this in the three generic cases of elliptic, hyperbolic, and parabolic Hamiltonians. The Wigner function always becomes positive in a definite time, which does not depend on the initial pure state. We observe the influence of classical dynamics and dissipation upon this threshold. We also derive an exact formula for the evolving linear entropy as the average of a narrowing Gaussian taken over a probability distribution that depends only on the initial state. This leads to a long time asymptotic formula for the growth of linear entropy. We finally discuss the possibility of recovering the initial state.

Correcting for dependent censoring in routine outcome monitoring data by applying the inverse probability censoring weighted estimator.

PubMed

Willems, Sjw; Schat, A; van Noorden, M S; Fiocco, M

2018-02-01

Censored data make survival analysis more complicated because exact event times are not observed. Statistical methodology developed to account for censored observations assumes that patients' withdrawal from a study is independent of the event of interest. However, in practice, some covariates might be associated to both lifetime and censoring mechanism, inducing dependent censoring. In this case, standard survival techniques, like Kaplan-Meier estimator, give biased results. The inverse probability censoring weighted estimator was developed to correct for bias due to dependent censoring. In this article, we explore the use of inverse probability censoring weighting methodology and describe why it is effective in removing the bias. Since implementing this method is highly time consuming and requires programming and mathematical skills, we propose a user friendly algorithm in R. Applications to a toy example and to a medical data set illustrate how the algorithm works. A simulation study was carried out to investigate the performance of the inverse probability censoring weighted estimators in situations where dependent censoring is present in the data. In the simulation process, different sample sizes, strengths of the censoring model, and percentages of censored individuals were chosen. Results show that in each scenario inverse probability censoring weighting reduces the bias induced in the traditional Kaplan-Meier approach where dependent censoring is ignored.

Wireless cellular networks with Pareto-distributed call holding times

NASA Astrophysics Data System (ADS)

Rodriguez-Dagnino, Ramon M.; Takagi, Hideaki

2001-07-01

Nowadays, there is a growing interest in providing internet to mobile users. For instance, NTT DoCoMo in Japan deploys an important mobile phone network with that offers the Internet service, named 'i-mode', to more than 17 million subscribers. Internet traffic measurements show that the session duration of Call Holding Time (CHT) has probability distributions with heavy-tails, which tells us that they depart significantly from the traffic statistics of traditional voice services. In this environment, it is particularly important to know the number of handovers during a call for a network designer to make an appropriate dimensioning of virtual circuits for a wireless cell. The handover traffic has a direct impact on the Quality of Service (QoS); e.g. the service disruption due to the handover failure may significantly degrade the specified QoS of time-constrained services. In this paper, we first study the random behavior of the number of handovers during a call, where we assume that the CHT are Pareto distributed (heavy-tail distribution), and the Cell Residence Times (CRT) are exponentially distributed. Our approach is based on renewal theory arguments. We present closed-form formulae for the probability mass function (pmf) of the number of handovers during a Pareto distributed CHT, and obtain the probability of call completion as well as handover rates. Most of the formulae are expressed in terms of the Whittaker's function. We compare the Pareto case with cases of $k(subscript Erlang and hyperexponential distributions for the CHT.

Seasonal variation in size-dependent survival of juvenile Atlantic salmon (Salmo salar): Performance of multistate capture-mark-recapture models

USGS Publications Warehouse

Letcher, B.H.; Horton, G.E.

2008-01-01

We estimated the magnitude and shape of size-dependent survival (SDS) across multiple sampling intervals for two cohorts of stream-dwelling Atlantic salmon (Salmo salar) juveniles using multistate capture-mark-recapture (CMR) models. Simulations designed to test the effectiveness of multistate models for detecting SDS in our system indicated that error in SDS estimates was low and that both time-invariant and time-varying SDS could be detected with sample sizes of >250, average survival of >0.6, and average probability of capture of >0.6, except for cases of very strong SDS. In the field (N ??? 750, survival 0.6-0.8 among sampling intervals, probability of capture 0.6-0.8 among sampling occasions), about one-third of the sampling intervals showed evidence of SDS, with poorer survival of larger fish during the age-2+ autumn and quadratic survival (opposite direction between cohorts) during age-1+ spring. The varying magnitude and shape of SDS among sampling intervals suggest a potential mechanism for the maintenance of the very wide observed size distributions. Estimating SDS using multistate CMR models appears complementary to established approaches, can provide estimates with low error, and can be used to detect intermittent SDS. ?? 2008 NRC Canada.

Crossing trend analysis methodology and application for Turkish rainfall records

NASA Astrophysics Data System (ADS)

Şen, Zekâi

2018-01-01

Trend analyses are the necessary tools for depicting possible general increase or decrease in a given time series. There are many versions of trend identification methodologies such as the Mann-Kendall trend test, Spearman's tau, Sen's slope, regression line, and Şen's innovative trend analysis. The literature has many papers about the use, cons and pros, and comparisons of these methodologies. In this paper, a completely new approach is proposed based on the crossing properties of a time series. It is suggested that the suitable trend from the centroid of the given time series should have the maximum number of crossings (total number of up-crossings or down-crossings). This approach is applicable whether the time series has dependent or independent structure and also without any dependence on the type of the probability distribution function. The validity of this method is presented through extensive Monte Carlo simulation technique and its comparison with other existing trend identification methodologies. The application of the methodology is presented for a set of annual daily extreme rainfall time series from different parts of Turkey and they have physically independent structure.

Continuous time Boolean modeling for biological signaling: application of Gillespie algorithm.

PubMed

Stoll, Gautier; Viara, Eric; Barillot, Emmanuel; Calzone, Laurence

2012-08-29

Mathematical modeling is used as a Systems Biology tool to answer biological questions, and more precisely, to validate a network that describes biological observations and predict the effect of perturbations. This article presents an algorithm for modeling biological networks in a discrete framework with continuous time. There exist two major types of mathematical modeling approaches: (1) quantitative modeling, representing various chemical species concentrations by real numbers, mainly based on differential equations and chemical kinetics formalism; (2) and qualitative modeling, representing chemical species concentrations or activities by a finite set of discrete values. Both approaches answer particular (and often different) biological questions. Qualitative modeling approach permits a simple and less detailed description of the biological systems, efficiently describes stable state identification but remains inconvenient in describing the transient kinetics leading to these states. In this context, time is represented by discrete steps. Quantitative modeling, on the other hand, can describe more accurately the dynamical behavior of biological processes as it follows the evolution of concentration or activities of chemical species as a function of time, but requires an important amount of information on the parameters difficult to find in the literature. Here, we propose a modeling framework based on a qualitative approach that is intrinsically continuous in time. The algorithm presented in this article fills the gap between qualitative and quantitative modeling. It is based on continuous time Markov process applied on a Boolean state space. In order to describe the temporal evolution of the biological process we wish to model, we explicitly specify the transition rates for each node. For that purpose, we built a language that can be seen as a generalization of Boolean equations. Mathematically, this approach can be translated in a set of ordinary differential equations on probability distributions. We developed a C++ software, MaBoSS, that is able to simulate such a system by applying Kinetic Monte-Carlo (or Gillespie algorithm) on the Boolean state space. This software, parallelized and optimized, computes the temporal evolution of probability distributions and estimates stationary distributions. Applications of the Boolean Kinetic Monte-Carlo are demonstrated for three qualitative models: a toy model, a published model of p53/Mdm2 interaction and a published model of the mammalian cell cycle. Our approach allows to describe kinetic phenomena which were difficult to handle in the original models. In particular, transient effects are represented by time dependent probability distributions, interpretable in terms of cell populations.

Predictions of malaria vector distribution in Belize based on multispectral satellite data.

PubMed

Roberts, D R; Paris, J F; Manguin, S; Harbach, R E; Woodruff, R; Rejmankova, E; Polanco, J; Wullschleger, B; Legters, L J

1996-03-01

Use of multispectral satellite data to predict arthropod-borne disease trouble spots is dependent on clear understandings of environmental factors that determine the presence of disease vectors. A blind test of remote sensing-based predictions for the spatial distribution of a malaria vector, Anopheles pseudopunctipennis, was conducted as a follow-up to two years of studies on vector-environmental relationships in Belize. Four of eight sites that were predicted to be high probability locations for presence of An. pseudopunctipennis were positive and all low probability sites (0 of 12) were negative. The absence of An. pseudopunctipennis at four high probability locations probably reflects the low densities that seem to characterize field populations of this species, i.e., the population densities were below the threshold of our sampling effort. Another important malaria vector, An. darlingi, was also present at all high probability sites and absent at all low probability sites. Anopheles darlingi, like An. pseudopunctipennis, is a riverine species. Prior to these collections at ecologically defined locations, this species was last detected in Belize in 1946.

Predictions of malaria vector distribution in Belize based on multispectral satellite data

NASA Technical Reports Server (NTRS)

Roberts, D. R.; Paris, J. F.; Manguin, S.; Harbach, R. E.; Woodruff, R.; Rejmankova, E.; Polanco, J.; Wullschleger, B.; Legters, L. J.

1996-01-01

Use of multispectral satellite data to predict arthropod-borne disease trouble spots is dependent on clear understandings of environmental factors that determine the presence of disease vectors. A blind test of remote sensing-based predictions for the spatial distribution of a malaria vector, Anopheles pseudopunctipennis, was conducted as a follow-up to two years of studies on vector-environmental relationships in Belize. Four of eight sites that were predicted to be high probability locations for presence of An. pseudopunctipennis were positive and all low probability sites (0 of 12) were negative. The absence of An. pseudopunctipennis at four high probability locations probably reflects the low densities that seem to characterize field populations of this species, i.e., the population densities were below the threshold of our sampling effort. Another important malaria vector, An. darlingi, was also present at all high probability sites and absent at all low probability sites. Anopheles darlingi, like An. pseudopunctipennis, is a riverine species. Prior to these collections at ecologically defined locations, this species was last detected in Belize in 1946.

Probabilistic Inference: Task Dependency and Individual Differences of Probability Weighting Revealed by Hierarchical Bayesian Modeling

PubMed Central

Boos, Moritz; Seer, Caroline; Lange, Florian; Kopp, Bruno

2016-01-01

Cognitive determinants of probabilistic inference were examined using hierarchical Bayesian modeling techniques. A classic urn-ball paradigm served as experimental strategy, involving a factorial two (prior probabilities) by two (likelihoods) design. Five computational models of cognitive processes were compared with the observed behavior. Parameter-free Bayesian posterior probabilities and parameter-free base rate neglect provided inadequate models of probabilistic inference. The introduction of distorted subjective probabilities yielded more robust and generalizable results. A general class of (inverted) S-shaped probability weighting functions had been proposed; however, the possibility of large differences in probability distortions not only across experimental conditions, but also across individuals, seems critical for the model's success. It also seems advantageous to consider individual differences in parameters of probability weighting as being sampled from weakly informative prior distributions of individual parameter values. Thus, the results from hierarchical Bayesian modeling converge with previous results in revealing that probability weighting parameters show considerable task dependency and individual differences. Methodologically, this work exemplifies the usefulness of hierarchical Bayesian modeling techniques for cognitive psychology. Theoretically, human probabilistic inference might be best described as the application of individualized strategic policies for Bayesian belief revision. PMID:27303323

Stylized facts in internal rates of return on stock index and its derivative transactions

NASA Astrophysics Data System (ADS)

Pichl, Lukáš; Kaizoji, Taisei; Yamano, Takuya

2007-08-01

Universal features in stock markets and their derivative markets are studied by means of probability distributions in internal rates of return on buy and sell transaction pairs. Unlike the stylized facts in normalized log returns, the probability distributions for such single asset encounters incorporate the time factor by means of the internal rate of return, defined as the continuous compound interest. Resulting stylized facts are shown in the probability distributions derived from the daily series of TOPIX, S & P 500 and FTSE 100 index close values. The application of the above analysis to minute-tick data of NIKKEI 225 and its futures market, respectively, reveals an interesting difference in the behavior of the two probability distributions, in case a threshold on the minimal duration of the long position is imposed. It is therefore suggested that the probability distributions of the internal rates of return could be used for causality mining between the underlying and derivative stock markets. The highly specific discrete spectrum, which results from noise trader strategies as opposed to the smooth distributions observed for fundamentalist strategies in single encounter transactions may be useful in deducing the type of investment strategy from trading revenues of small portfolio investors.

Extreme river flow dependence in Northern Scotland

NASA Astrophysics Data System (ADS)

Villoria, M. Franco; Scott, M.; Hoey, T.; Fischbacher-Smith, D.

2012-04-01

Various methods for the spatial analysis of hydrologic data have been developed recently. Here we present results using the conditional probability approach proposed by Keef et al. [Appl. Stat. (2009): 58,601-18] to investigate spatial interdependence in extreme river flows in Scotland. This approach does not require the specification of a correlation function, being mostly suitable for relatively small geographical areas. The work is motivated by the Flood Risk Management Act (Scotland (2009)) which requires maps of flood risk that take account of spatial dependence in extreme river flow. The method is based on two conditional measures of spatial flood risk: firstly the conditional probability PC(p) that a set of sites Y = (Y 1,...,Y d) within a region C of interest exceed a flow threshold Qp at time t (or any lag of t), given that in the specified conditioning site X > Qp; and, secondly the expected number of sites within C that will exceed a flow Qp on average (given that X > Qp). The conditional probabilities are estimated using the conditional distribution of Y |X = x (for large x), which can be modeled using a semi-parametric approach (Heffernan and Tawn [Roy. Statist. Soc. Ser. B (2004): 66,497-546]). Once the model is fitted, pseudo-samples can be generated to estimate functionals of the joint tails of the distribution of (Y,X). Conditional return level plots were directly compared to traditional return level plots thus improving our understanding of the dependence structure of extreme river flow events. Confidence intervals were calculated using block bootstrapping methods (100 replicates). We report results from applying this approach to a set of four rivers (Dulnain, Lossie, Ewe and Ness) in Northern Scotland. These sites were chosen based on data quality, spatial location and catchment characteristics. The river Ness, being the largest (catchment size 1839.1km2) was chosen as the conditioning river. Both the Ewe (441.1km2) and Ness catchments have predominantly impermeable bedrock, with the Ewe's one being very wet. The Lossie(216km2) and Dulnain (272.2km2) both contain significant areas of glacial deposits. River flow in the Dulnain is usually affected by snowmelt. In all cases, the conditional probability of each of the three rivers (Dulnain, Lossie, Ewe) decreases as the event in the conditioning river (Ness) becomes more extreme. The Ewe, despite being the furthest of the three sites from the Ness shows the strongest dependence, with relatively high (>0.4) conditional probabilities even for very extreme events (>0.995). Although the Lossie is closer geographically to the Ness than the Ewe, it shows relatively low conditional probabilities and can be considered independent of the Ness for very extreme events (> 0.990). The conditional probabilities seem to reflect the different catchment characteristics and dominant precipitation generating events, with the Ewe being more similar to the Ness than the other two rivers. This interpretation suggests that the conditional method may yield improved estimates of extreme events, but the approach is time consuming. An alternative model that is easier to implement, using a spatial quantile regression, is currently being investigated, which would also allow the introduction of further covariates, essential as the effects of climate change are incorporated into estimation procedures.

Effect of non-linear fluid pressure diffusion on modeling induced seismicity during reservoir stimulation

NASA Astrophysics Data System (ADS)

Gischig, V.; Goertz-Allmann, B. P.; Bachmann, C. E.; Wiemer, S.

2012-04-01

Success of future enhanced geothermal systems relies on an appropriate pre-estimate of seismic risk associated with fluid injection at high pressure. A forward-model based on a semi-stochastic approach was created, which is able to compute synthetic earthquake catalogues. It proved to be able to reproduce characteristics of the seismic cloud detected during the geothermal project in Basel (Switzerland), such as radial dependence of stress drop and b-values as well as higher probability of large magnitude earthquakes (M>3) after shut-in. The modeling strategy relies on a simplistic fluid pressure model used to trigger failure points (so-called seeds) that are randomly distributed around an injection well. The seed points are assigned principal stress magnitudes drawn from Gaussian distributions representative of the ambient stress field. Once the effective stress state at a seed point meets a pre-defined Mohr-Coulomb failure criterion due to a fluid pressure increase a seismic event is induced. We assume a negative linear relationship between b-values and differential stress. Thus, for each event a magnitude can be drawn from a Gutenberg-Richter distribution with a b-value corresponding to differential stress at failure. The result is a seismic cloud evolving in time and space. Triggering of seismic events depends on appropriately calculating the transient fluid pressure field. Hence an effective continuum reservoir model able to reasonably reproduce the hydraulic behavior of the reservoir during stimulation is required. While analytical solutions for pressure diffusion are computationally efficient, they rely on linear pressure diffusion with constant hydraulic parameters, and only consider well head pressure while neglecting fluid injection rate. They cannot be considered appropriate in a stimulation experiment where permeability irreversibly increases by orders of magnitude during injection. We here suggest a numerical continuum model of non-linear pressure diffusion. Permeability increases both reversibly and, if a certain pressure threshold is reached, irreversibly in the form of a smoothed step-function. The models are able to reproduce realistic well head pressure magnitudes for injection rates common during reservoir stimulation. We connect this numerical model with the semi-stochastic seismicity model, and demonstrate the role of non-linear pressure diffusion on earthquakes probability estimates. We further use the model to explore various injection histories to assess the dependence of seismicity on injection strategy. It allows to qualitatively explore the probability of larger magnitude earthquakes (M>3) for different injection volumes, injection times, as well as injection build-up and shut-in strategies.

Estimating alarm thresholds and the number of components in mixture distributions

NASA Astrophysics Data System (ADS)

Burr, Tom; Hamada, Michael S.

2012-09-01

Mixtures of probability distributions arise in many nuclear assay and forensic applications, including nuclear weapon detection, neutron multiplicity counting, and in solution monitoring (SM) for nuclear safeguards. SM data is increasingly used to enhance nuclear safeguards in aqueous reprocessing facilities having plutonium in solution form in many tanks. This paper provides background for mixture probability distributions and then focuses on mixtures arising in SM data. SM data can be analyzed by evaluating transfer-mode residuals defined as tank-to-tank transfer differences, and wait-mode residuals defined as changes during non-transfer modes. A previous paper investigated impacts on transfer-mode and wait-mode residuals of event marking errors which arise when the estimated start and/or stop times of tank events such as transfers are somewhat different from the true start and/or stop times. Event marking errors contribute to non-Gaussian behavior and larger variation than predicted on the basis of individual tank calibration studies. This paper illustrates evidence for mixture probability distributions arising from such event marking errors and from effects such as condensation or evaporation during non-transfer modes, and pump carryover during transfer modes. A quantitative assessment of the sample size required to adequately characterize a mixture probability distribution arising in any context is included.

Self-narrowing of size distributions of nanostructures by nucleation antibunching

NASA Astrophysics Data System (ADS)

Glas, Frank; Dubrovskii, Vladimir G.

2017-08-01

We study theoretically the size distributions of ensembles of nanostructures fed from a nanosize mother phase or a nanocatalyst that contains a limited number of the growth species that form each nanostructure. In such systems, the nucleation probability decreases exponentially after each nucleation event, leading to the so-called nucleation antibunching. Specifically, this effect has been observed in individual nanowires grown in the vapor-liquid-solid mode and greatly affects their properties. By performing numerical simulations over large ensembles of nanostructures as well as developing two different analytical schemes (a discrete and a continuum approach), we show that nucleation antibunching completely suppresses fluctuation-induced broadening of the size distribution. As a result, the variance of the distribution saturates to a time-independent value instead of growing infinitely with time. The size distribution widths and shapes primarily depend on the two parameters describing the degree of antibunching and the nucleation delay required to initiate the growth. The resulting sub-Poissonian distributions are highly desirable for improving size homogeneity of nanowires. On a more general level, this unique self-narrowing effect is expected whenever the growth rate is regulated by a nanophase which is able to nucleate an island much faster than it is refilled from a surrounding macroscopic phase.

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

PubMed

Namikawa, Jun

2005-08-01

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

A Physically-Based and Distributed Tool for Modeling the Hydrological and Mechanical Processes of Shallow Landslides

NASA Astrophysics Data System (ADS)

Arnone, E.; Noto, L. V.; Dialynas, Y. G.; Caracciolo, D.; Bras, R. L.

2015-12-01

This work presents the capabilities of a model, i.e. the tRIBS-VEGGIE-Landslide, in two different versions, i.e. developed within a probabilistic framework and coupled with a root cohesion module. The probabilistic model treats geotechnical and soil retention curve parameters as random variables across the basin and estimates theoretical probability distributions of slope stability and the associated "factor of safety" commonly used to describe the occurrence of shallow landslides. The derived distributions are used to obtain the spatio-temporal dynamics of probability of failure, conditioned on soil moisture dynamics at each watershed location. The framework has been tested in the Luquillo Experimental Forest (Puerto Rico) where shallow landslides are common. In particular, the methodology was used to evaluate how the spatial and temporal patterns of precipitation, whose variability is significant over the basin, affect the distribution of probability of failure. Another version of the model accounts for the additional cohesion exerted by vegetation roots. The approach is to use the Fiber Bundle Model (FBM) framework that allows for the evaluation of the root strength as a function of the stress-strain relationships of bundles of fibers. The model requires the knowledge of the root architecture to evaluate the additional reinforcement from each root diameter class. The root architecture is represented with a branching topology model based on Leonardo's rule. The methodology has been tested on a simple case study to explore the role of both hydrological and mechanical root effects. Results demonstrate that the effects of root water uptake can at times be more significant than the mechanical reinforcement; and that the additional resistance provided by roots depends heavily on the vegetation root structure and length.

Towards an accurate real-time locator of infrasonic sources

NASA Astrophysics Data System (ADS)

Pinsky, V.; Blom, P.; Polozov, A.; Marcillo, O.; Arrowsmith, S.; Hofstetter, A.

2017-11-01

Infrasonic signals propagate from an atmospheric source via media with stochastic and fast space-varying conditions. Hence, their travel time, the amplitude at sensor recordings and even manifestation in the so-called "shadow zones" are random. Therefore, the traditional least-squares technique for locating infrasonic sources is often not effective, and the problem for the best solution must be formulated in probabilistic terms. Recently, a series of papers has been published about Bayesian Infrasonic Source Localization (BISL) method based on the computation of the posterior probability density function (PPDF) of the source location, as a convolution of a priori probability distribution function (APDF) of the propagation model parameters with likelihood function (LF) of observations. The present study is devoted to the further development of BISL for higher accuracy and stability of the source location results and decreasing of computational load. We critically analyse previous algorithms and propose several new ones. First of all, we describe the general PPDF formulation and demonstrate that this relatively slow algorithm might be among the most accurate algorithms, provided the adequate APDF and LF are used. Then, we suggest using summation instead of integration in a general PPDF calculation for increased robustness, but this leads us to the 3D space-time optimization problem. Two different forms of APDF approximation are considered and applied for the PPDF calculation in our study. One of them is previously suggested, but not yet properly used is the so-called "celerity-range histograms" (CRHs). Another is the outcome from previous findings of linear mean travel time for the four first infrasonic phases in the overlapping consecutive distance ranges. This stochastic model is extended here to the regional distance of 1000 km, and the APDF introduced is the probabilistic form of the junction between this travel time model and range-dependent probability distributions of the phase arrival time picks. To illustrate the improvements in both computation time and location accuracy achieved, we compare location results for the new algorithms, previously published BISL-type algorithms and the least-squares location technique. This comparison is provided via a case study of different typical spatial data distributions and statistical experiment using the database of 36 ground-truth explosions from the Utah Test and Training Range (UTTR) recorded during the US summer season at USArray transportable seismic stations when they were near the site between 2006 and 2008.

Kinetics of Slow Neutrons in a Time-of-flight Spectrometer. II. Probability of Transmission Across a Rotating Slit and Distribution after the Flight of Neutrons with Velocity Spectrum F (v); CINETICA DEI NEUTRONI LENTI IN UNO SPETTROMETRO A TEMPO DI VOLO. II. PROBABILITA DI TRANSMISSIONE ATTRAVERSO UNA FENDITURA RUOTANTE E DISTRIBUZIONE DOPO IL VOLO DI NEUTRONI CON SPETTRO DI VELOCITA F (V)

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

Marsequerra, M.; Pauli, G.

1958-12-01

On the basis of the results obtained in Part I (CNC-1), expressions are derived for the transmission probability through a revolving curved slit for neutrons having a velocity distribution f(v), the distribution shown by the neutrons after the flight, and the uncertainty in the energy of neutrons detected in an infinitesimal time interval. (auth)

Incorporating Nonstationarity into IDF Curves across CONUS from Station Records and Implications

NASA Astrophysics Data System (ADS)

Wang, K.; Lettenmaier, D. P.

2017-12-01

Intensity-duration-frequency (IDF) curves are widely used for engineering design of storm-affected structures. Current practice is that IDF-curves are based on observed precipitation extremes fit to a stationary probability distribution (e.g., the extreme value family). However, there is increasing evidence of nonstationarity in station records. We apply the Mann-Kendall trend test to over 1000 stations across the CONUS at a 0.05 significance level, and find that about 30% of stations test have significant nonstationarity for at least one duration (1-, 2-, 3-, 6-, 12-, 24-, and 48-hours). We fit the stations to a GEV distribution with time-varying location and scale parameters using a Bayesian- methodology and compare the fit of stationary versus nonstationary GEV distributions to observed precipitation extremes. Within our fitted nonstationary GEV distributions, we compare distributions with a time-varying location parameter versus distributions with both time-varying location and scale parameters. For distributions with two time-varying parameters, we pay particular attention to instances where location and scale trends have opposing directions. Finally, we use the mathematical framework based on work of Koutsoyiannis to generate IDF curves based on the fitted GEV distributions and discuss the implications that using time-varying parameters may have on simple scaling relationships. We apply the above methods to evaluate how frequency statistics based on a stationary assumption compare to those that incorporate nonstationarity for both short and long term projects. Overall, we find that neglecting nonstationarity can lead to under- or over-estimates (depending on the trend for the given duration and region) of important statistics such as the design storm.

Seismicity alert probabilities at Parkfield, California, revisited

USGS Publications Warehouse

Michael, A.J.; Jones, L.M.

1998-01-01

For a decade, the US Geological Survey has used the Parkfield Earthquake Prediction Experiment scenario document to estimate the probability that earthquakes observed on the San Andreas fault near Parkfield will turn out to be foreshocks followed by the expected magnitude six mainshock. During this time, we have learned much about the seismogenic process at Parkfield, about the long-term probability of the Parkfield mainshock, and about the estimation of these types of probabilities. The probabilities for potential foreshocks at Parkfield are reexamined and revised in light of these advances. As part of this process, we have confirmed both the rate of foreshocks before strike-slip earthquakes in the San Andreas physiographic province and the uniform distribution of foreshocks with magnitude proposed by earlier studies. Compared to the earlier assessment, these new estimates of the long-term probability of the Parkfield mainshock are lower, our estimate of the rate of background seismicity is higher, and we find that the assumption that foreshocks at Parkfield occur in a unique way is not statistically significant at the 95% confidence level. While the exact numbers vary depending on the assumptions that are made, the new alert probabilities are lower than previously estimated. Considering the various assumptions and the statistical uncertainties in the input parameters, we also compute a plausible range for the probabilities. The range is large, partly due to the extra knowledge that exists for the Parkfield segment, making us question the usefulness of these numbers.

WAITING TIME DISTRIBUTION OF SOLAR ENERGETIC PARTICLE EVENTS MODELED WITH A NON-STATIONARY POISSON PROCESS

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

Li, C.; Su, W.; Fang, C.

2014-09-10

We present a study of the waiting time distributions (WTDs) of solar energetic particle (SEP) events observed with the spacecraft WIND and GOES. The WTDs of both solar electron events (SEEs) and solar proton events (SPEs) display a power-law tail of ∼Δt {sup –γ}. The SEEs display a broken power-law WTD. The power-law index is γ{sub 1} = 0.99 for the short waiting times (<70 hr) and γ{sub 2} = 1.92 for large waiting times (>100 hr). The break of the WTD of SEEs is probably due to the modulation of the corotating interaction regions. The power-law index, γ ∼more » 1.82, is derived for the WTD of the SPEs which is consistent with the WTD of type II radio bursts, indicating a close relationship between the shock wave and the production of energetic protons. The WTDs of SEP events can be modeled with a non-stationary Poisson process, which was proposed to understand the waiting time statistics of solar flares. We generalize the method and find that, if the SEP event rate λ = 1/Δt varies as the time distribution of event rate f(λ) = Aλ{sup –α}exp (– βλ), the time-dependent Poisson distribution can produce a power-law tail WTD of ∼Δt {sup α} {sup –3}, where 0 ≤ α < 2.« less

Elapsed decision time affects the weighting of prior probability in a perceptual decision task

PubMed Central

Hanks, Timothy D.; Mazurek, Mark E.; Kiani, Roozbeh; Hopp, Elizabeth; Shadlen, Michael N.

2012-01-01

Decisions are often based on a combination of new evidence with prior knowledge of the probable best choice. Optimal combination requires knowledge about the reliability of evidence, but in many realistic situations, this is unknown. Here we propose and test a novel theory: the brain exploits elapsed time during decision formation to combine sensory evidence with prior probability. Elapsed time is useful because (i) decisions that linger tend to arise from less reliable evidence, and (ii) the expected accuracy at a given decision time depends on the reliability of the evidence gathered up to that point. These regularities allow the brain to combine prior information with sensory evidence by weighting the latter in accordance with reliability. To test this theory, we manipulated the prior probability of the rewarded choice while subjects performed a reaction-time discrimination of motion direction using a range of stimulus reliabilities that varied from trial to trial. The theory explains the effect of prior probability on choice and reaction time over a wide range of stimulus strengths. We found that prior probability was incorporated into the decision process as a dynamic bias signal that increases as a function of decision time. This bias signal depends on the speed-accuracy setting of human subjects, and it is reflected in the firing rates of neurons in the lateral intraparietal cortex (LIP) of rhesus monkeys performing this task. PMID:21525274

Elapsed decision time affects the weighting of prior probability in a perceptual decision task.

PubMed

Hanks, Timothy D; Mazurek, Mark E; Kiani, Roozbeh; Hopp, Elisabeth; Shadlen, Michael N

2011-04-27

Decisions are often based on a combination of new evidence with prior knowledge of the probable best choice. Optimal combination requires knowledge about the reliability of evidence, but in many realistic situations, this is unknown. Here we propose and test a novel theory: the brain exploits elapsed time during decision formation to combine sensory evidence with prior probability. Elapsed time is useful because (1) decisions that linger tend to arise from less reliable evidence, and (2) the expected accuracy at a given decision time depends on the reliability of the evidence gathered up to that point. These regularities allow the brain to combine prior information with sensory evidence by weighting the latter in accordance with reliability. To test this theory, we manipulated the prior probability of the rewarded choice while subjects performed a reaction-time discrimination of motion direction using a range of stimulus reliabilities that varied from trial to trial. The theory explains the effect of prior probability on choice and reaction time over a wide range of stimulus strengths. We found that prior probability was incorporated into the decision process as a dynamic bias signal that increases as a function of decision time. This bias signal depends on the speed-accuracy setting of human subjects, and it is reflected in the firing rates of neurons in the lateral intraparietal area (LIP) of rhesus monkeys performing this task.

Modeling the Dependency Structure of Integrated Intensity Processes

PubMed Central

Ma, Yong-Ki

2015-01-01

This paper studies an important issue of dependence structure. To model this structure, the intensities within the Cox processes are driven by dependent shot noise processes, where jumps occur simultaneously and their sizes are correlated. The joint survival probability of the integrated intensities is explicitly obtained from the copula with exponential marginal distributions. Subsequently, this result can provide a very useful guide for credit risk management. PMID:26270638

Description of atomic burials in compact globular proteins by Fermi-Dirac probability distributions.

PubMed

Gomes, Antonio L C; de Rezende, Júlia R; Pereira de Araújo, Antônio F; Shakhnovich, Eugene I

2007-02-01

We perform a statistical analysis of atomic distributions as a function of the distance R from the molecular geometrical center in a nonredundant set of compact globular proteins. The number of atoms increases quadratically for small R, indicating a constant average density inside the core, reaches a maximum at a size-dependent distance R(max), and falls rapidly for larger R. The empirical curves turn out to be consistent with the volume increase of spherical concentric solid shells and a Fermi-Dirac distribution in which the distance R plays the role of an effective atomic energy epsilon(R) = R. The effective chemical potential mu governing the distribution increases with the number of residues, reflecting the size of the protein globule, while the temperature parameter beta decreases. Interestingly, betamu is not as strongly dependent on protein size and appears to be tuned to maintain approximately half of the atoms in the high density interior and the other half in the exterior region of rapidly decreasing density. A normalized size-independent distribution was obtained for the atomic probability as a function of the reduced distance, r = R/R(g), where R(g) is the radius of gyration. The global normalized Fermi distribution, F(r), can be reasonably decomposed in Fermi-like subdistributions for different atomic types tau, F(tau)(r), with Sigma(tau)F(tau)(r) = F(r), which depend on two additional parameters mu(tau) and h(tau). The chemical potential mu(tau) affects a scaling prefactor and depends on the overall frequency of the corresponding atomic type, while the maximum position of the subdistribution is determined by h(tau), which appears in a type-dependent atomic effective energy, epsilon(tau)(r) = h(tau)r, and is strongly correlated to available hydrophobicity scales. Better adjustments are obtained when the effective energy is not assumed to be necessarily linear, or epsilon(tau)*(r) = h(tau)*r(alpha,), in which case a correlation with hydrophobicity scales is found for the product alpha(tau)h(tau)*. These results indicate that compact globular proteins are consistent with a thermodynamic system governed by hydrophobic-like energy functions, with reduced distances from the geometrical center, reflecting atomic burials, and provide a conceptual framework for the eventual prediction from sequence of a few parameters from which whole atomic probability distributions and potentials of mean force can be reconstructed. Copyright 2006 Wiley-Liss, Inc.

Simulation of daily pesticide concentrations from watershed characteristics and monthly climatic data

USGS Publications Warehouse

Vecchia, Aldo V.; Crawford, Charles G.

2006-01-01

A time-series model was developed to simulate daily pesticide concentrations for streams in the coterminous United States. The model was based on readily available information on pesticide use, climatic variability, and watershed charac-teristics and was used to simulate concentrations for four herbicides [atrazine, ethyldipropylthiocarbamate (EPTC), metolachlor, and trifluralin] and three insecticides (carbofuran, ethoprop, and fonofos) that represent a range of physical and chemical properties, application methods, national application amounts, and areas of use in the United States. The time-series model approximates the probability distributions, seasonal variability, and serial correlation characteristics in daily pesticide concentration data from a national network of monitoring stations. The probability distribution of concentrations for a particular pesticide and station was estimated using the Watershed Regressions for Pesticides (WARP) model. The WARP model, which was developed in previous studies to estimate the probability distribution, was based on selected nationally available watershed-characteristics data, such as pesticide use and soil characteristics. Normality transformations were used to ensure that the annual percentiles for the simulated concentrations agree closely with the percentiles estimated from the WARP model. Seasonal variability in the transformed concentrations was maintained by relating the transformed concentration to precipitation and temperature data from the United States Historical Climatology Network. The monthly precipitation and temperature values were estimated for the centroids of each watershed. Highly significant relations existed between the transformed concentrations, concurrent monthly precipitation, and concurrent and lagged monthly temperature. The relations were consistent among the different pesticides and indicated the transformed concentrations generally increased as precipitation increased but the rate of increase depended on a temperature-dependent growing-season effect. Residual variability of the transformed concentrations, after removal of the effects of precipitation and temperature, was partitioned into a signal (systematic variability that is related from one day to the next) and noise (random variability that is not related from one day to the next). Variograms were used to evaluate measurement error, seasonal variability, and serial correlation of the historical data. The variogram analysis indicated substantial noise resulted, at least in part, from measurement errors (the differences between the actual concen-trations and the laboratory concentrations). The variogram analysis also indicated the presence of a strongly correlated signal, with an exponentially decaying serial correlation function and a correlation time scale (the time required for the correlation to decay to e-1 equals 0.37) that ranged from about 18 to 66 days, depending on the pesticide type. Simulated daily pesticide concentrations from the time-series model indicated the simulated concentrations for the stations located in the northeastern quadrant of the United States where most of the monitoring stations are located generally were in good agreement with the data. The model neither consistently overestimated or underestimated concentrations for streams that are located in this quadrant and the magnitude and timing of high or low concentrations generally coincided reasonably well with the data. However, further data collection and model development may be necessary to determine whether the model should be used for areas for which few historical data are available.

Time Dependence of Collision Probabilities During Satellite Conjunctions

NASA Technical Reports Server (NTRS)

Hall, Doyle T.; Hejduk, Matthew D.; Johnson, Lauren C.

2017-01-01

The NASA Conjunction Assessment Risk Analysis (CARA) team has recently implemented updated software to calculate the probability of collision (P (sub c)) for Earth-orbiting satellites. The algorithm can employ complex dynamical models for orbital motion, and account for the effects of non-linear trajectories as well as both position and velocity uncertainties. This “3D P (sub c)” method entails computing a 3-dimensional numerical integral for each estimated probability. Our analysis indicates that the 3D method provides several new insights over the traditional “2D P (sub c)” method, even when approximating the orbital motion using the relatively simple Keplerian two-body dynamical model. First, the formulation provides the means to estimate variations in the time derivative of the collision probability, or the probability rate, R (sub c). For close-proximity satellites, such as those orbiting in formations or clusters, R (sub c) variations can show multiple peaks that repeat or blend with one another, providing insight into the ongoing temporal distribution of risk. For single, isolated conjunctions, R (sub c) analysis provides the means to identify and bound the times of peak collision risk. Additionally, analysis of multiple actual archived conjunctions demonstrates that the commonly used “2D P (sub c)” approximation can occasionally provide inaccurate estimates. These include cases in which the 2D method yields negligibly small probabilities (e.g., P (sub c)) is greater than 10 (sup -10)), but the 3D estimates are sufficiently large to prompt increased monitoring or collision mitigation (e.g., P (sub c) is greater than or equal to 10 (sup -5)). Finally, the archive analysis indicates that a relatively efficient calculation can be used to identify which conjunctions will have negligibly small probabilities. This small-P (sub c) screening test can significantly speed the overall risk analysis computation for large numbers of conjunctions.

Asymptotic expansion of pair production probability in a time-dependent electric field

NASA Astrophysics Data System (ADS)

Arai, Takashi

2015-12-01

We study particle creation in a single pulse of an electric field in scalar quantum electrodynamics. We investigate the parameter condition for the case where the dynamical pair creation and Schwinger mechanism respectively dominate. Then, an asymptotic expansion for the particle distribution in terms of the time interval of the applied electric field is derived. We compare our result with particle creation in a constant electric field with a finite-time interval. These results coincide in an extremely strong field, however they differ in general field strength. We interpret the reason of this difference as a nonperturbative effect of high-frequency photons in external electric fields. Moreover, we find that the next-to-leading-order term in our asymptotic expansion coincides with the derivative expansion of the effective action.

Test of quantum thermalization in the two-dimensional transverse-field Ising model

PubMed Central

Blaß, Benjamin; Rieger, Heiko

2016-01-01

We study the quantum relaxation of the two-dimensional transverse-field Ising model after global quenches with a real-time variational Monte Carlo method and address the question whether this non-integrable, two-dimensional system thermalizes or not. We consider both interaction quenches in the paramagnetic phase and field quenches in the ferromagnetic phase and compare the time-averaged probability distributions of non-conserved quantities like magnetization and correlation functions to the thermal distributions according to the canonical Gibbs ensemble obtained with quantum Monte Carlo simulations at temperatures defined by the excess energy in the system. We find that the occurrence of thermalization crucially depends on the quench parameters: While after the interaction quenches in the paramagnetic phase thermalization can be observed, our results for the field quenches in the ferromagnetic phase show clear deviations from the thermal system. These deviations increase with the quench strength and become especially clear comparing the shape of the thermal and the time-averaged distributions, the latter ones indicating that the system does not completely lose the memory of its initial state even for strong quenches. We discuss our results with respect to a recently formulated theorem on generalized thermalization in quantum systems. PMID:27905523

A hybrid CS-SA intelligent approach to solve uncertain dynamic facility layout problems considering dependency of demands

NASA Astrophysics Data System (ADS)

Moslemipour, Ghorbanali

2018-07-01

This paper aims at proposing a quadratic assignment-based mathematical model to deal with the stochastic dynamic facility layout problem. In this problem, product demands are assumed to be dependent normally distributed random variables with known probability density function and covariance that change from period to period at random. To solve the proposed model, a novel hybrid intelligent algorithm is proposed by combining the simulated annealing and clonal selection algorithms. The proposed model and the hybrid algorithm are verified and validated using design of experiment and benchmark methods. The results show that the hybrid algorithm has an outstanding performance from both solution quality and computational time points of view. Besides, the proposed model can be used in both of the stochastic and deterministic situations.

A Time-Dependent Quantum Dynamics Study of the H2 + CH3 yields H + CH4 Reaction

NASA Technical Reports Server (NTRS)

Wang, Dunyou; Kwak, Dochan (Technical Monitor)

2002-01-01

We present a time-dependent wave-packet propagation calculation for the H2 + CH3 yields H + CH4 reaction in six degrees of freedom and for zero total angular momentum. Initial state selected reaction probability for different initial rotational-vibrational states are presented in this study. The cumulative reaction probability (CRP) is obtained by summing over initial-state-selected reaction probability. The energy-shift approximation to account for the contribution of degrees of freedom missing in the 6D calculation is employed to obtain an approximate full-dimensional CRP. Thermal rate constant is compared with different experiment results.

Modeling of waiting times and price changes in currency exchange data

NASA Astrophysics Data System (ADS)

Repetowicz, Przemysław; Richmond, Peter

2004-11-01

A theory which describes the share price evolution at financial markets as a continuous-time random walk (Physica A 287 (2000) 468, Physica A 314 (2002) 749, Eur. Phys. J. B 27 (2002) 273, Physica A 376 (2000) 284) has been generalized in order to take into account the dependence of waiting times t on price returns x. A joint probability density function (pdf) φ(x,t) which uses the concept of a Lévy stable distribution is worked out. The theory is fitted to high-frequency US $/Japanese Yen exchange rate and low-frequency 19th century Irish stock data. The theory has been fitted both to price return and to waiting time data and the adherence to data, in terms of the χ2 test statistic, has been improved when compared to the old theory.

On the optimal identification of tag sets in time-constrained RFID configurations.

PubMed

Vales-Alonso, Javier; Bueno-Delgado, María Victoria; Egea-López, Esteban; Alcaraz, Juan José; Pérez-Mañogil, Juan Manuel

2011-01-01

In Radio Frequency Identification facilities the identification delay of a set of tags is mainly caused by the random access nature of the reading protocol, yielding a random identification time of the set of tags. In this paper, the cumulative distribution function of the identification time is evaluated using a discrete time Markov chain for single-set time-constrained passive RFID systems, namely those ones where a single group of tags is assumed to be in the reading area and only for a bounded time (sojourn time) before leaving. In these scenarios some tags in a set may leave the reader coverage area unidentified. The probability of this event is obtained from the cumulative distribution function of the identification time as a function of the sojourn time. This result provides a suitable criterion to minimize the probability of losing tags. Besides, an identification strategy based on splitting the set of tags in smaller subsets is also considered. Results demonstrate that there are optimal splitting configurations that reduce the overall identification time while keeping the same probability of losing tags.

Classification criteria and probability risk maps: limitations and perspectives.

PubMed

Saisana, Michaela; Dubois, Gregoire; Chaloulakou, Archontoula; Spyrellis, Nikolas

2004-03-01

Delineation of polluted zones with respect to regulatory standards, accounting at the same time for the uncertainty of the estimated concentrations, relies on classification criteria that can lead to significantly different pollution risk maps, which, in turn, can depend on the regulatory standard itself. This paper reviews four popular classification criteria related to the violation of a probability threshold or a physical threshold, using annual (1996-2000) nitrogen dioxide concentrations from 40 air monitoring stations in Milan. The relative advantages and practical limitations of each criterion are discussed, and it is shown that some of the criteria are more appropriate for the problem at hand and that the choice of the criterion can be supported by the statistical distribution of the data and/or the regulatory standard. Finally, the polluted area is estimated over the different years and concentration thresholds using the appropriate risk maps as an additional source of uncertainty.

Diffusing diffusivity: Rotational diffusion in two and three dimensions

NASA Astrophysics Data System (ADS)

Jain, Rohit; Sebastian, K. L.

2017-06-01

We consider the problem of calculating the probability distribution function (pdf) of angular displacement for rotational diffusion in a crowded, rearranging medium. We use the diffusing diffusivity model and following our previous work on translational diffusion [R. Jain and K. L. Sebastian, J. Phys. Chem. B 120, 3988 (2016)], we show that the problem can be reduced to that of calculating the survival probability of a particle undergoing Brownian motion, in the presence of a sink. We use the approach to calculate the pdf for the rotational motion in two and three dimensions. We also propose new dimensionless, time dependent parameters, αr o t ,2 D and αr o t ,3 D, which can be used to analyze the experimental/simulation data to find the extent of deviation from the normal behavior, i.e., constant diffusivity, and obtain explicit analytical expressions for them, within our model.

A varying-coefficient method for analyzing longitudinal clinical trials data with nonignorable dropout

PubMed Central

Forster, Jeri E.; MaWhinney, Samantha; Ball, Erika L.; Fairclough, Diane

2011-01-01

Dropout is common in longitudinal clinical trials and when the probability of dropout depends on unobserved outcomes even after conditioning on available data, it is considered missing not at random and therefore nonignorable. To address this problem, mixture models can be used to account for the relationship between a longitudinal outcome and dropout. We propose a Natural Spline Varying-coefficient mixture model (NSV), which is a straightforward extension of the parametric Conditional Linear Model (CLM). We assume that the outcome follows a varying-coefficient model conditional on a continuous dropout distribution. Natural cubic B-splines are used to allow the regression coefficients to semiparametrically depend on dropout and inference is therefore more robust. Additionally, this method is computationally stable and relatively simple to implement. We conduct simulation studies to evaluate performance and compare methodologies in settings where the longitudinal trajectories are linear and dropout time is observed for all individuals. Performance is assessed under conditions where model assumptions are both met and violated. In addition, we compare the NSV to the CLM and a standard random-effects model using an HIV/AIDS clinical trial with probable nonignorable dropout. The simulation studies suggest that the NSV is an improvement over the CLM when dropout has a nonlinear dependence on the outcome. PMID:22101223

A Gaussian measure of quantum phase noise

NASA Technical Reports Server (NTRS)

Schleich, Wolfgang P.; Dowling, Jonathan P.

1992-01-01

We study the width of the semiclassical phase distribution of a quantum state in its dependence on the average number of photons (m) in this state. As a measure of phase noise, we choose the width, delta phi, of the best Gaussian approximation to the dominant peak of this probability curve. For a coherent state, this width decreases with the square root of (m), whereas for a truncated phase state it decreases linearly with increasing (m). For an optimal phase state, delta phi decreases exponentially but so does the area caught underneath the peak: all the probability is stored in the broad wings of the distribution.

An Integrated Framework for Model-Based Distributed Diagnosis and Prognosis

DTIC Science & Technology

2012-09-01

0 : t) denotes all measurements observed up to time t. The goal of prognosis is to determine the end of (use- ful) life ( EOL ) of a system, and/or its...remaining useful life (RUL). For a given fault, f , using the fault estimate, p(xf (t),θf (t)|y(0 : t)), a probability distribution of EOL , p(EOLf (tP...is stochas- tic, EOL /RUL are random variables and we represent them by probability distributions. The acceptable behavior of the system is expressed

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

Oberkampf, William Louis; Tucker, W. Troy; Zhang, Jianzhong

This report summarizes methods to incorporate information (or lack of information) about inter-variable dependence into risk assessments that use Dempster-Shafer theory or probability bounds analysis to address epistemic and aleatory uncertainty. The report reviews techniques for simulating correlated variates for a given correlation measure and dependence model, computation of bounds on distribution functions under a specified dependence model, formulation of parametric and empirical dependence models, and bounding approaches that can be used when information about the intervariable dependence is incomplete. The report also reviews several of the most pervasive and dangerous myths among risk analysts about dependence in probabilistic models.

Probabilistic properties of wavelets in kinetic surface roughening

NASA Astrophysics Data System (ADS)

Bershadskii, A.

2001-08-01

Using the data of a recent numerical simulation [M. Ahr and M. Biehl, Phys. Rev. E 62, 1773 (2000)] of homoepitaxial growth it is shown that the observed probability distribution of a wavelet based measure of the growing surface roughness is consistent with a stretched log-normal distribution and the corresponding branching dimension depends on the level of particle desorption.

How to Assess the Existence of Competing Strategies in Cognitive Tasks: A Primer on the Fixed-Point Property

PubMed Central

van Maanen, Leendert; de Jong, Ritske; van Rijn, Hedderik

2014-01-01

When multiple strategies can be used to solve a type of problem, the observed response time distributions are often mixtures of multiple underlying base distributions each representing one of these strategies. For the case of two possible strategies, the observed response time distributions obey the fixed-point property. That is, there exists one reaction time that has the same probability of being observed irrespective of the actual mixture proportion of each strategy. In this paper we discuss how to compute this fixed-point, and how to statistically assess the probability that indeed the observed response times are generated by two competing strategies. Accompanying this paper is a free R package that can be used to compute and test the presence or absence of the fixed-point property in response time data, allowing for easy to use tests of strategic behavior. PMID:25170893

Ichthyoplankton spatial pattern in the inner shelf off Bahía Blanca Estuary, SW Atlantic Ocean

NASA Astrophysics Data System (ADS)

Hoffmeyer, Mónica Susana; Clara, Menéndez María; Florencia, Biancalana; Mabel, Nizovoy Alicia; Ramón, Torres Eduardo

2009-09-01

This study focuses on the composition, abundance and distribution of ichthyoplankton in the inner shelf area off Bahía Blanca Estuary on the SW Atlantic Ocean during late spring. Eggs and larvae of Brevoortia aurea, Engraulis anchoita, Parona signata, Sciaenidae spp. - such as Cynoscion guatucupa and Micropogonias furnieri -, and Odontesthes argentinensis were found. Species richness was low probably as a result of season and shallow depths. Ichthyoplankton abundance reached values close to 10 000 per 10 m -3 (eggs) and 4000 per 10 m -3 (larvae) and displayed a spatial distribution pattern with maximum abundance values restricted to a band parallel to the coast. Differences between egg and larval patterns, probably derived from a different displacement and hydrodynamic behavior, were observed. Egg and larvae distribution patterns were found related with spawning areas and to directly depend on salinity and mesozooplankton. The larvae distribution pattern, in particular, was found to inversely depend on particulate organic carbon. In addition, the geographic location of egg and larvae maxima strongly coincided with a saline front reported for this area in springtime, thus suggesting a direct relationship with it.

A Probabilistic Framework for Quantifying Mixed Uncertainties in Cyber Attacker Payoffs

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

Chatterjee, Samrat; Tipireddy, Ramakrishna; Oster, Matthew R.

Quantification and propagation of uncertainties in cyber attacker payoffs is a key aspect within multiplayer, stochastic security games. These payoffs may represent penalties or rewards associated with player actions and are subject to various sources of uncertainty, including: (1) cyber-system state, (2) attacker type, (3) choice of player actions, and (4) cyber-system state transitions over time. Past research has primarily focused on representing defender beliefs about attacker payoffs as point utility estimates. More recently, within the physical security domain, attacker payoff uncertainties have been represented as Uniform and Gaussian probability distributions, and mathematical intervals. For cyber-systems, probability distributions may helpmore » address statistical (aleatory) uncertainties where the defender may assume inherent variability or randomness in the factors contributing to the attacker payoffs. However, systematic (epistemic) uncertainties may exist, where the defender may not have sufficient knowledge or there is insufficient information about the attacker’s payoff generation mechanism. Such epistemic uncertainties are more suitably represented as generalizations of probability boxes. This paper explores the mathematical treatment of such mixed payoff uncertainties. A conditional probabilistic reasoning approach is adopted to organize the dependencies between a cyber-system’s state, attacker type, player actions, and state transitions. This also enables the application of probabilistic theories to propagate various uncertainties in the attacker payoffs. An example implementation of this probabilistic framework and resulting attacker payoff distributions are discussed. A goal of this paper is also to highlight this uncertainty quantification problem space to the cyber security research community and encourage further advancements in this area.« less

Stochastic models for the Trojan Y-Chromosome eradication strategy of an invasive species.

PubMed

Wang, Xueying; Walton, Jay R; Parshad, Rana D

2016-01-01

The Trojan Y-Chromosome (TYC) strategy, an autocidal genetic biocontrol method, has been proposed to eliminate invasive alien species. In this work, we develop a Markov jump process model for this strategy, and we verify that there is a positive probability for wild-type females going extinct within a finite time. Moreover, when sex-reversed Trojan females are introduced at a constant population size, we formulate a stochastic differential equation (SDE) model as an approximation to the proposed Markov jump process model. Using the SDE model, we investigate the probability distribution and expectation of the extinction time of wild-type females by solving Kolmogorov equations associated with these statistics. The results indicate how the probability distribution and expectation of the extinction time are shaped by the initial conditions and the model parameters.

CMB-galaxy correlation in Unified Dark Matter scalar field cosmologies

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

Bertacca, Daniele; Bartolo, Nicola; Matarrese, Sabino

We present an analysis of the cross-correlation between the CMB and the large-scale structure (LSS) of the Universe in Unified Dark Matter (UDM) scalar field cosmologies. We work out the predicted cross-correlation function in UDM models, which depends on the speed of sound of the unified component, and compare it with observations from six galaxy catalogues (NVSS, HEAO, 2MASS, and SDSS main galaxies, luminous red galaxies, and quasars). We sample the value of the speed of sound and perform a likelihood analysis, finding that the UDM model is as likely as the ΛCDM, and is compatible with observations for amore » range of values of c{sub ∞} (the value of the sound speed at late times) on which structure formation depends. In particular, we obtain an upper bound of c{sub ∞}{sup 2} ≤ 0.009 at 95% confidence level, meaning that the ΛCDM model, for which c{sub ∞}{sup 2} = 0, is a good fit to the data, while the posterior probability distribution peaks at the value c{sub ∞}{sup 2} = 10{sup −4} . Finally, we study the time dependence of the deviation from ΛCDM via a tomographic analysis using a mock redshift distribution and we find that the largest deviation is for low-redshift sources, suggesting that future low-z surveys will be best suited to constrain UDM models.« less

Maximizing a Probability: A Student Workshop on an Application of Continuous Distributions

ERIC Educational Resources Information Center

Griffiths, Martin

2010-01-01

For many students meeting, say, the gamma distribution for the first time, it may well turn out to be a rather fruitless encounter unless they are immediately able to see an application of this probability model to some real-life situation. With this in mind, we pose here an appealing problem that can be used as the basis for a workshop activity…

Improving the efficiency of configurational-bias Monte Carlo: A density-guided method for generating bending angle trials for linear and branched molecules

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

Sepehri, Aliasghar; Loeffler, Troy D.; Chen, Bin, E-mail: binchen@lsu.edu

2014-08-21

A new method has been developed to generate bending angle trials to improve the acceptance rate and the speed of configurational-bias Monte Carlo. Whereas traditionally the trial geometries are generated from a uniform distribution, in this method we attempt to use the exact probability density function so that each geometry generated is likely to be accepted. In actual practice, due to the complexity of this probability density function, a numerical representation of this distribution function would be required. This numerical table can be generated a priori from the distribution function. This method has been tested on a united-atom model ofmore » alkanes including propane, 2-methylpropane, and 2,2-dimethylpropane, that are good representatives of both linear and branched molecules. It has been shown from these test cases that reasonable approximations can be made especially for the highly branched molecules to reduce drastically the dimensionality and correspondingly the amount of the tabulated data that is needed to be stored. Despite these approximations, the dependencies between the various geometrical variables can be still well considered, as evident from a nearly perfect acceptance rate achieved. For all cases, the bending angles were shown to be sampled correctly by this method with an acceptance rate of at least 96% for 2,2-dimethylpropane to more than 99% for propane. Since only one trial is required to be generated for each bending angle (instead of thousands of trials required by the conventional algorithm), this method can dramatically reduce the simulation time. The profiling results of our Monte Carlo simulation code show that trial generation, which used to be the most time consuming process, is no longer the time dominating component of the simulation.« less

Universality classes of fluctuation dynamics in hierarchical complex systems

NASA Astrophysics Data System (ADS)

Macêdo, A. M. S.; González, Iván R. Roa; Salazar, D. S. P.; Vasconcelos, G. L.

2017-03-01

A unified approach is proposed to describe the statistics of the short-time dynamics of multiscale complex systems. The probability density function of the relevant time series (signal) is represented as a statistical superposition of a large time-scale distribution weighted by the distribution of certain internal variables that characterize the slowly changing background. The dynamics of the background is formulated as a hierarchical stochastic model whose form is derived from simple physical constraints, which in turn restrict the dynamics to only two possible classes. The probability distributions of both the signal and the background have simple representations in terms of Meijer G functions. The two universality classes for the background dynamics manifest themselves in the signal distribution as two types of tails: power law and stretched exponential, respectively. A detailed analysis of empirical data from classical turbulence and financial markets shows excellent agreement with the theory.

State-space modeling to support management of brucellosis in the Yellowstone bison population

USGS Publications Warehouse

Hobbs, N. Thompson; Geremia, Chris; Treanor, John; Wallen, Rick; White, P.J.; Hooten, Mevin B.; Rhyan, Jack C.

2015-01-01

The bison (Bison bison) of the Yellowstone ecosystem, USA, exemplify the difficulty of conserving large mammals that migrate across the boundaries of conservation areas. Bison are infected with brucellosis (Brucella abortus) and their seasonal movements can expose livestock to infection. Yellowstone National Park has embarked on a program of adaptive management of bison, which requires a model that assimilates data to support management decisions. We constructed a Bayesian state-space model to reveal the influence of brucellosis on the Yellowstone bison population. A frequency-dependent model of brucellosis transmission was superior to a density-dependent model in predicting out-of-sample observations of horizontal transmission probability. A mixture model including both transmission mechanisms converged on frequency dependence. Conditional on the frequency-dependent model, brucellosis median transmission rate was 1.87 yr−1. The median of the posterior distribution of the basic reproductive ratio (R0) was 1.75. Seroprevalence of adult females varied around 60% over two decades, but only 9.6 of 100 adult females were infectious. Brucellosis depressed recruitment; estimated population growth rate λ averaged 1.07 for an infected population and 1.11 for a healthy population. We used five-year forecasting to evaluate the ability of different actions to meet management goals relative to no action. Annually removing 200 seropositive female bison increased by 30-fold the probability of reducing seroprevalence below 40% and increased by a factor of 120 the probability of achieving a 50% reduction in transmission probability relative to no action. Annually vaccinating 200 seronegative animals increased the likelihood of a 50% reduction in transmission probability by fivefold over no action. However, including uncertainty in the ability to implement management by representing stochastic variation in the number of accessible bison dramatically reduced the probability of achieving goals using interventions relative to no action. Because the width of the posterior predictive distributions of future population states expands rapidly with increases in the forecast horizon, managers must accept high levels of uncertainty. These findings emphasize the necessity of iterative, adaptive management with relatively short-term commitment to action and frequent reevaluation in response to new data and model forecasts. We believe our approach has broad applications.

Measurements of gas hydrate formation probability distributions on a quasi-free water droplet

NASA Astrophysics Data System (ADS)

Maeda, Nobuo

2014-06-01

A High Pressure Automated Lag Time Apparatus (HP-ALTA) can measure gas hydrate formation probability distributions from water in a glass sample cell. In an HP-ALTA gas hydrate formation originates near the edges of the sample cell and gas hydrate films subsequently grow across the water-guest gas interface. It would ideally be desirable to be able to measure gas hydrate formation probability distributions of a single water droplet or mist that is freely levitating in a guest gas, but this is technically challenging. The next best option is to let a water droplet sit on top of a denser, immiscible, inert, and wall-wetting hydrophobic liquid to avoid contact of a water droplet with the solid walls. Here we report the development of a second generation HP-ALTA which can measure gas hydrate formation probability distributions of a water droplet which sits on a perfluorocarbon oil in a container that is coated with 1H,1H,2H,2H-Perfluorodecyltriethoxysilane. It was found that the gas hydrate formation probability distributions of such a quasi-free water droplet were significantly lower than those of water in a glass sample cell.

Quantum statistics in complex networks

NASA Astrophysics Data System (ADS)

Bianconi, Ginestra

The Barabasi-Albert (BA) model for a complex network shows a characteristic power law connectivity distribution typical of scale free systems. The Ising model on the BA network shows that the ferromagnetic phase transition temperature depends logarithmically on its size. We have introduced a fitness parameter for the BA network which describes the different abilities of nodes to compete for links. This model predicts the formation of a scale free network where each node increases its connectivity in time as a power-law with an exponent depending on its fitness. This model includes the fact that the node connectivity and growth rate do not depend on the node age alone and it reproduces non trivial correlation properties of the Internet. We have proposed a model of bosonic networks by a generalization of the BA model where the properties of quantum statistics can be applied. We have introduced a fitness eta i = e-bei where the temperature T = 1/ b is determined by the noise in the system and the energy ei accounts for qualitative differences of each node for acquiring links. The results of this work show that a power law network with exponent gamma = 2 can give a Bose condensation where a single node grabs a finite fraction of all the links. In order to address the connection with self-organized processes we have introduced a model for a growing Cayley tree that generalizes the dynamics of invasion percolation. At each node we associate a parameter ei (called energy) such that the probability to grow for each node is given by pii ∝ ebei where T = 1/ b is a statistical parameter of the system determined by the noise called the temperature. This model has been solved analytically with a similar mathematical technique as the bosonic scale-free networks and it shows the self organization of the low energy nodes at the interface. In the thermodynamic limit the Fermi distribution describes the probability of the energy distribution at the interface.

Determining probability distribution of coherent integration time near 133 Hz and 1346 km in the Pacific Ocean.

PubMed

Spiesberger, John L

2013-02-01

The hypothesis tested is that internal gravity waves limit the coherent integration time of sound at 1346 km in the Pacific ocean at 133 Hz and a pulse resolution of 0.06 s. Six months of continuous transmissions at about 18 min intervals are examined. The source and receiver are mounted on the bottom of the ocean with timing governed by atomic clocks. Measured variability is only due to fluctuations in the ocean. A model for the propagation of sound through fluctuating internal waves is run without any tuning with data. Excellent resemblance is found between the model and data's probability distributions of integration time up to five hours.

Alzheimer random walk

NASA Astrophysics Data System (ADS)

Odagaki, Takashi; Kasuya, Keisuke

2017-09-01

Using the Monte Carlo simulation, we investigate a memory-impaired self-avoiding walk on a square lattice in which a random walker marks each of sites visited with a given probability p and makes a random walk avoiding the marked sites. Namely, p = 0 and p = 1 correspond to the simple random walk and the self-avoiding walk, respectively. When p> 0, there is a finite probability that the walker is trapped. We show that the trap time distribution can well be fitted by Stacy's Weibull distribution b(a/b){a+1}/{b}[Γ({a+1}/{b})]-1x^a\\exp(-a/bx^b)} where a and b are fitting parameters depending on p. We also find that the mean trap time diverges at p = 0 as p- α with α = 1.89. In order to produce sufficient number of long walks, we exploit the pivot algorithm and obtain the mean square displacement and its Flory exponent ν(p) as functions of p. We find that the exponent determined for 1000 step walks interpolates both limits ν(0) for the simple random walk and ν(1) for the self-avoiding walk as [ ν(p) - ν(0) ] / [ ν(1) - ν(0) ] = pβ with β = 0.388 when p ≪ 0.1 and β = 0.0822 when p ≫ 0.1. Contribution to the Topical Issue "Continuous Time Random Walk Still Trendy: Fifty-year History, Current State and Outlook", edited by Ryszard Kutner and Jaume Masoliver.

Semiparametric Bayesian classification with longitudinal markers

PubMed Central

De la Cruz-Mesía, Rolando; Quintana, Fernando A.; Müller, Peter

2013-01-01

Summary We analyse data from a study involving 173 pregnant women. The data are observed values of the β human chorionic gonadotropin hormone measured during the first 80 days of gestational age, including from one up to six longitudinal responses for each woman. The main objective in this study is to predict normal versus abnormal pregnancy outcomes from data that are available at the early stages of pregnancy. We achieve the desired classification with a semiparametric hierarchical model. Specifically, we consider a Dirichlet process mixture prior for the distribution of the random effects in each group. The unknown random-effects distributions are allowed to vary across groups but are made dependent by using a design vector to select different features of a single underlying random probability measure. The resulting model is an extension of the dependent Dirichlet process model, with an additional probability model for group classification. The model is shown to perform better than an alternative model which is based on independent Dirichlet processes for the groups. Relevant posterior distributions are summarized by using Markov chain Monte Carlo methods. PMID:24368871

Real time visualization of quantum walk

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

Miyazaki, Akihide; Hamada, Shinji; Sekino, Hideo

2014-02-20

Time evolution of quantum particles like electrons is described by time-dependent Schrödinger equation (TDSE). The TDSE is regarded as the diffusion equation of electrons with imaginary diffusion coefficients. And the TDSE is solved by quantum walk (QW) which is regarded as a quantum version of a classical random walk. The diffusion equation is solved in discretized space/time as in the case of classical random walk with additional unitary transformation of internal degree of freedom typical for quantum particles. We call the QW for solution of the TDSE a Schrödinger walk (SW). For observation of one quantum particle evolution under amore » given potential in atto-second scale, we attempt a successive computation and visualization of the SW. Using Pure Data programming, we observe the correct behavior of a probability distribution under the given potential in real time for observers of atto-second scale.« less

A Heuristic Probabilistic Approach to Estimating Size-Dependent Mobility of Nonuniform Sediment

NASA Astrophysics Data System (ADS)

Woldegiorgis, B. T.; Wu, F. C.; van Griensven, A.; Bauwens, W.

2017-12-01

Simulating the mechanism of bed sediment mobility is essential for modelling sediment dynamics. Despite the fact that many studies are carried out on this subject, they use complex mathematical formulations that are computationally expensive, and are often not easy for implementation. In order to present a simple and computationally efficient complement to detailed sediment mobility models, we developed a heuristic probabilistic approach to estimating the size-dependent mobilities of nonuniform sediment based on the pre- and post-entrainment particle size distributions (PSDs), assuming that the PSDs are lognormally distributed. The approach fits a lognormal probability density function (PDF) to the pre-entrainment PSD of bed sediment and uses the threshold particle size of incipient motion and the concept of sediment mixture to estimate the PSDs of the entrained sediment and post-entrainment bed sediment. The new approach is simple in physical sense and significantly reduces the complexity and computation time and resource required by detailed sediment mobility models. It is calibrated and validated with laboratory and field data by comparing to the size-dependent mobilities predicted with the existing empirical lognormal cumulative distribution function (CDF) approach. The novel features of the current approach are: (1) separating the entrained and non-entrained sediments by a threshold particle size, which is a modified critical particle size of incipient motion by accounting for the mixed-size effects, and (2) using the mixture-based pre- and post-entrainment PSDs to provide a continuous estimate of the size-dependent sediment mobility.

Dynamic extreme values modeling and monitoring by means of sea shores water quality biomarkers and valvometry.

PubMed

Durrieu, Gilles; Pham, Quang-Khoai; Foltête, Anne-Sophie; Maxime, Valérie; Grama, Ion; Tilly, Véronique Le; Duval, Hélène; Tricot, Jean-Marie; Naceur, Chiraz Ben; Sire, Olivier

2016-07-01

Water quality can be evaluated using biomarkers such as tissular enzymatic activities of endemic species. Measurement of molluscs bivalves activity at high frequency (e.g., valvometry) during a long time period is another way to record the animal behavior and to evaluate perturbations of the water quality in real time. As the pollution affects the activity of oysters, we consider the valves opening and closing velocities to monitor the water quality assessment. We propose to model the huge volume of velocity data collected in the framework of valvometry using a new nonparametric extreme values statistical model. The objective is to estimate the tail probabilities and the extreme quantiles of the distribution of valve closing velocity. The tail of the distribution function of valve closing velocity is modeled by a Pareto distribution with parameter t,τ , beyond a threshold τ according to the time t of the experiment. Our modeling approach reveals the dependence between the specific activity of two enzymatic biomarkers (Glutathione-S-transferase and acetylcholinesterase) and the continuous recording of oyster valve velocity, proving the suitability of this tool for water quality assessment. Thus, valvometry allows in real-time in situ analysis of the bivalves behavior and appears as an effective early warning tool in ecological risk assessment and marine environment monitoring.

Effects of variability in probable maximum precipitation patterns on flood losses

NASA Astrophysics Data System (ADS)

Zischg, Andreas Paul; Felder, Guido; Weingartner, Rolf; Quinn, Niall; Coxon, Gemma; Neal, Jeffrey; Freer, Jim; Bates, Paul

2018-05-01

The assessment of the impacts of extreme floods is important for dealing with residual risk, particularly for critical infrastructure management and for insurance purposes. Thus, modelling of the probable maximum flood (PMF) from probable maximum precipitation (PMP) by coupling hydrological and hydraulic models has gained interest in recent years. Herein, we examine whether variability in precipitation patterns exceeds or is below selected uncertainty factors in flood loss estimation and if the flood losses within a river basin are related to the probable maximum discharge at the basin outlet. We developed a model experiment with an ensemble of probable maximum precipitation scenarios created by Monte Carlo simulations. For each rainfall pattern, we computed the flood losses with a model chain and benchmarked the effects of variability in rainfall distribution with other model uncertainties. The results show that flood losses vary considerably within the river basin and depend on the timing and superimposition of the flood peaks from the basin's sub-catchments. In addition to the flood hazard component, the other components of flood risk, exposure, and vulnerability contribute remarkably to the overall variability. This leads to the conclusion that the estimation of the probable maximum expectable flood losses in a river basin should not be based exclusively on the PMF. Consequently, the basin-specific sensitivities to different precipitation patterns and the spatial organization of the settlements within the river basin need to be considered in the analyses of probable maximum flood losses.

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

NASA Astrophysics Data System (ADS)

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

2018-03-01

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

Accurate study on the quantum dynamics of the He + HeH(+) (X1Σ+) reaction on a new ab initio potential energy surface for the lowest 1(1)A' electronic singlet state.

PubMed

Xu, Wenwu; Zhang, Peiyu

2013-02-21

A time-dependent quantum wave packet method is used to investigate the dynamics of the He + HeH(+)(X(1)Σ(+)) reaction based on a new potential energy surface [Liang et al., J. Chem. Phys.2012, 136, 094307]. The coupled channel (CC) and centrifugal-sudden (CS) reaction probabilities as well as the total integral cross sections are calculated. A comparison of the results with and without Coriolis coupling revealed that the number of K states N(K) (K is the projection of the total angular momentum J on the body-fixed z axis) significantly influences the reaction threshold. The effective potential energy profiles of each N(K) for the He + HeH(+) reaction in a collinear geometry indicate that the barrier height gradually decreased with increased N(K). The calculated time evolution of CC and CS probability density distribution over the collision energy of 0.27-0.36 eV at total angular momentum J = 50 clearly suggests a lower reaction threshold of CC probabilities. The CC cross sections are larger than the CS results within the entire energy range, demonstrating that the Coriolis coupling effect can effectively promote the He + HeH(+) reaction.

Finite-size effects in the short-time height distribution of the Kardar-Parisi-Zhang equation

NASA Astrophysics Data System (ADS)

Smith, Naftali R.; Meerson, Baruch; Sasorov, Pavel

2018-02-01

We use the optimal fluctuation method to evaluate the short-time probability distribution P(H, L, t) of height at a single point, H=h(x=0, t) , of the evolving Kardar-Parisi-Zhang (KPZ) interface h(x, t) on a ring of length 2L. The process starts from a flat interface. At short times typical (small) height fluctuations are unaffected by the KPZ nonlinearity and belong to the Edwards-Wilkinson universality class. The nonlinearity, however, strongly affects the (asymmetric) tails of P(H) . At large L/\\sqrt{t} the faster-decaying tail has a double structure: it is L-independent, -\\lnP˜≤ft\\vert H\\right\\vert 5/2/t1/2 , at intermediately large \\vert H\\vert , and L-dependent, -\\lnP˜ ≤ft\\vert H\\right\\vert 2L/t , at very large \\vert H\\vert . The transition between these two regimes is sharp and, in the large L/\\sqrt{t} limit, behaves as a fractional-order phase transition. The transition point H=Hc+ depends on L/\\sqrt{t} . At small L/\\sqrt{t} , the double structure of the faster tail disappears, and only the very large-H tail, -\\lnP˜ ≤ft\\vert H\\right\\vert 2L/t , is observed. The slower-decaying tail does not show any L-dependence at large L/\\sqrt{t} , where it coincides with the slower tail of the GOE Tracy-Widom distribution. At small L/\\sqrt{t} this tail also has a double structure. The transition between the two regimes occurs at a value of height H=Hc- which depends on L/\\sqrt{t} . At L/\\sqrt{t} \\to 0 the transition behaves as a mean-field-like second-order phase transition. At \\vert H\\vert <\\vert H_c-\\vert the slower tail behaves as -\\lnP˜ ≤ft\\vert H\\right\\vert 2L/t , whereas at \\vert H\\vert >\\vert H_c-\\vert it coincides with the slower tail of the GOE Tracy-Widom distribution.

Transport and Reactive Flow Modelling Using A Particle Tracking Method Based on Continuous Time Random Walks

NASA Astrophysics Data System (ADS)

Oliveira, R.; Bijeljic, B.; Blunt, M. J.; Colbourne, A.; Sederman, A. J.; Mantle, M. D.; Gladden, L. F.

2017-12-01

Mixing and reactive processes have a large impact on the viability of enhanced oil and gas recovery projects that involve acid stimulation and CO2 injection. To achieve a successful design of the injection schemes an accurate understanding of the interplay between pore structure, flow and reactive transport is necessary. Dependent on transport and reactive conditions, this complex coupling can also be dependent on initial rock heterogeneity across a variety of scales. To address these issues, we devise a new method to study transport and reactive flow in porous media at multiple scales. The transport model is based on an efficient Particle Tracking Method based on Continuous Time Random Walks (CTRW-PTM) on a lattice. Transport is modelled using an algorithm described in Rhodes and Blunt (2006) and Srinivasan et al. (2010); this model is expanded to enable for reactive flow predictions in subsurface rock undergoing a first-order fluid/solid chemical reaction. The reaction-induced alteration in fluid/solid interface is accommodated in the model through changes in porosity and flow field, leading to time dependent transport characteristics in the form of transit time distributions which account for rock heterogeneity change. This also enables the study of concentration profiles at the scale of interest. Firstly, we validate transport model by comparing the probability of molecular displacement (propagators) measured by Nuclear Magnetic Resonance (NMR) with our modelled predictions for concentration profiles. The experimental propagators for three different porous media of increasing complexity, a beadpack, a Bentheimer sandstone and a Portland carbonate, show a good agreement with the model. Next, we capture the time evolution of the propagators distribution in a reactive flow experiment, where hydrochloric acid is injected into a limestone rock. We analyse the time-evolving non-Fickian signatures for the transport during reactive flow and observe an increase in transport heterogeneity at latter times, representing the increase in rock heterogeneity. Evolution of transit time distribution is associated with the evolution of concentration profiles, thus highlighting the impact of initial rock structure on the reactive transport for a range of Pe and Da numbers.

Delay Analysis and Optimization of Bandwidth Request under Unicast Polling in IEEE 802.16e over Gilbert-Elliot Error Channel

NASA Astrophysics Data System (ADS)

Hwang, Eunju; Kim, Kyung Jae; Roijers, Frank; Choi, Bong Dae

In the centralized polling mode in IEEE 802.16e, a base station (BS) polls mobile stations (MSs) for bandwidth reservation in one of three polling modes; unicast, multicast, or broadcast pollings. In unicast polling, the BS polls each individual MS to allow to transmit a bandwidth request packet. This paper presents an analytical model for the unicast polling of bandwidth request in IEEE 802.16e networks over Gilbert-Elliot error channel. We derive the probability distribution for the delay of bandwidth requests due to wireless transmission errors and find the loss probability of request packets due to finite retransmission attempts. By using the delay distribution and the loss probability, we optimize the number of polling slots within a frame and the maximum retransmission number while satisfying QoS on the total loss probability which combines two losses: packet loss due to the excess of maximum retransmission and delay outage loss due to the maximum tolerable delay bound. In addition, we obtain the utilization of polling slots, which is defined as the ratio of the number of polling slots used for the MS's successful transmission to the total number of polling slots used by the MS over a long run time. Analysis results are shown to well match with simulation results. Numerical results give examples of the optimal number of polling slots within a frame and the optimal maximum retransmission number depending on delay bounds, the number of MSs, and the channel conditions.

Time operators in stroboscopic wave-packet basis and the time scales in tunneling

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

Bokes, P.

2011-03-15

We demonstrate that the time operator that measures the time of arrival of a quantum particle into a chosen state can be defined as a self-adjoint quantum-mechanical operator using periodic boundary conditions and applied to wave functions in energy representation. The time becomes quantized into discrete eigenvalues; and the eigenstates of the time operator, i.e., the stroboscopic wave packets introduced recently [Phys. Rev. Lett. 101, 046402 (2008)], form an orthogonal system of states. The formalism provides simple physical interpretation of the time-measurement process and direct construction of normalized, positive definite probability distribution for the quantized values of the arrival time.more » The average value of the time is equal to the phase time but in general depends on the choice of zero time eigenstate, whereas the uncertainty of the average is related to the traversal time and is independent of this choice. The general formalism is applied to a particle tunneling through a resonant tunneling barrier in one dimension.« less

A near-infrared, optical, and ultraviolet polarimetric and timing investigation of complex equatorial dusty structures

NASA Astrophysics Data System (ADS)

Marin, F.; Rojas Lobos, P. A.; Hameury, J. M.; Goosmann, R. W.

2018-05-01

Context. From stars to active galactic nuclei, many astrophysical systems are surrounded by an equatorial distribution of dusty material that is, in a number of cases, spatially unresolved even with cutting edge facilities. Aims: In this paper, we investigate if and how one can determine the unresolved and heterogeneous morphology of dust distribution around a central bright source using time-resolved polarimetric observations. Methods: We used polarized radiative transfer simulations to study a sample of circumnuclear dusty morphologies. We explored a grid of geometrically variable models that are uniform, fragmented, and density stratified in the near-infrared, optical, and ultraviolet bands, and we present their distinctive time-dependent polarimetric signatures. Results: As expected, varying the structure of the obscuring equatorial disk has a deep impact on the inclination-dependent flux, polarization degree and angle, and time lags we observe. We find that stratified media are distinguishable by time-resolved polarimetric observations, and that the expected polarization is much higher in the infrared band than in the ultraviolet. However, because of the physical scales imposed by dust sublimation, the average time lags of months to years between the total and polarized fluxes are important; these time lags lengthens the observational campaigns necessary to break more sophisticated, and therefore also more degenerated, models. In the ultraviolet band, time lags are slightly shorter than in the infrared or optical bands, and, coupled to lower diluting starlight fluxes, time-resolved polarimetry in the UV appears more promising for future campaigns. Conclusions: Equatorial dusty disks differ in terms of inclination-dependent photometric, polarimetric, and timing observables, but only the coupling of these different markers can lead to inclination-independent constraints on the unresolved structures. Even though it is complex and time consuming, polarized reverberation mapping in the ultraviolet-blue band is probably the best technique to rely on in this field.

Quantum temporal probabilities in tunneling systems

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

Anastopoulos, Charis, E-mail: anastop@physics.upatras.gr; Savvidou, Ntina, E-mail: ksavvidou@physics.upatras.gr

We study the temporal aspects of quantum tunneling as manifested in time-of-arrival experiments in which the detected particle tunnels through a potential barrier. In particular, we present a general method for constructing temporal probabilities in tunneling systems that (i) defines ‘classical’ time observables for quantum systems and (ii) applies to relativistic particles interacting through quantum fields. We show that the relevant probabilities are defined in terms of specific correlation functions of the quantum field associated with tunneling particles. We construct a probability distribution with respect to the time of particle detection that contains all information about the temporal aspects ofmore » the tunneling process. In specific cases, this probability distribution leads to the definition of a delay time that, for parity-symmetric potentials, reduces to the phase time of Bohm and Wigner. We apply our results to piecewise constant potentials, by deriving the appropriate junction conditions on the points of discontinuity. For the double square potential, in particular, we demonstrate the existence of (at least) two physically relevant time parameters, the delay time and a decay rate that describes the escape of particles trapped in the inter-barrier region. Finally, we propose a resolution to the paradox of apparent superluminal velocities for tunneling particles. We demonstrate that the idea of faster-than-light speeds in tunneling follows from an inadmissible use of classical reasoning in the description of quantum systems. -- Highlights: •Present a general methodology for deriving temporal probabilities in tunneling systems. •Treatment applies to relativistic particles interacting through quantum fields. •Derive a new expression for tunneling time. •Identify new time parameters relevant to tunneling. •Propose a resolution of the superluminality paradox in tunneling.« less

A probabilistic approach for shallow rainfall-triggered landslide modeling at basin scale. A case study in the Luquillo Forest, Puerto Rico

NASA Astrophysics Data System (ADS)

Dialynas, Y. G.; Arnone, E.; Noto, L. V.; Bras, R. L.

2013-12-01

Slope stability depends on geotechnical and hydrological factors that exhibit wide natural spatial variability, yet sufficient measurements of the related parameters are rarely available over entire study areas. The uncertainty associated with the inability to fully characterize hydrologic behavior has an impact on any attempt to model landslide hazards. This work suggests a way to systematically account for this uncertainty in coupled distributed hydrological-stability models for shallow landslide hazard assessment. A probabilistic approach for the prediction of rainfall-triggered landslide occurrence at basin scale was implemented in an existing distributed eco-hydrological and landslide model, tRIBS-VEGGIE -landslide (Triangulated Irregular Network (TIN)-based Real-time Integrated Basin Simulator - VEGetation Generator for Interactive Evolution). More precisely, we upgraded tRIBS-VEGGIE- landslide to assess the likelihood of shallow landslides by accounting for uncertainty related to geotechnical and hydrological factors that directly affect slope stability. Natural variability of geotechnical soil characteristics was considered by randomizing soil cohesion and friction angle. Hydrological uncertainty related to the estimation of matric suction was taken into account by considering soil retention parameters as correlated random variables. The probability of failure is estimated through an assumed theoretical Factor of Safety (FS) distribution, conditioned on soil moisture content. At each cell, the temporally variant FS statistics are approximated by the First Order Second Moment (FOSM) method, as a function of parameters statistical properties. The model was applied on the Rio Mameyes Basin, located in the Luquillo Experimental Forest in Puerto Rico, where previous landslide analyses have been carried out. At each time step, model outputs include the probability of landslide occurrence across the basin, and the most probable depth of failure at each soil column. The use of the proposed probabilistic approach for shallow landslide prediction is able to reveal and quantify landslide risk at slopes assessed as stable by simpler deterministic methods.

Hidden symmetries and equilibrium properties of multiplicative white-noise stochastic processes

NASA Astrophysics Data System (ADS)

González Arenas, Zochil; Barci, Daniel G.

2012-12-01

Multiplicative white-noise stochastic processes continue to attract attention in a wide area of scientific research. The variety of prescriptions available for defining them makes the development of general tools for their characterization difficult. In this work, we study equilibrium properties of Markovian multiplicative white-noise processes. For this, we define the time reversal transformation for such processes, taking into account that the asymptotic stationary probability distribution depends on the prescription. Representing the stochastic process in a functional Grassmann formalism, we avoid the necessity of fixing a particular prescription. In this framework, we analyze equilibrium properties and study hidden symmetries of the process. We show that, using a careful definition of the equilibrium distribution and taking into account the appropriate time reversal transformation, usual equilibrium properties are satisfied for any prescription. Finally, we present a detailed deduction of a covariant supersymmetric formulation of a multiplicative Markovian white-noise process and study some of the constraints that it imposes on correlation functions using Ward-Takahashi identities.

Scaling properties of a rice-pile model: inertia and friction effects.

PubMed

Khfifi, M; Loulidi, M

2008-11-01

We present a rice-pile cellular automaton model that includes inertial and friction effects. This model is studied in one dimension, where the updating of metastable sites is done according to a stochastic dynamics governed by a probabilistic toppling parameter p that depends on the accumulated energy of moving grains. We investigate the scaling properties of the model using finite-size scaling analysis. The avalanche size, the lifetime, and the residence time distributions exhibit a power-law behavior. Their corresponding critical exponents, respectively, tau, y, and yr, are not universal. They present continuous variation versus the parameters of the system. The maximal value of the critical exponent tau that our model gives is very close to the experimental one, tau=2.02 [Frette, Nature (London) 379, 49 (1996)], and the probability distribution of the residence time is in good agreement with the experimental results. We note that the critical behavior is observed only in a certain range of parameter values of the system which correspond to low inertia and high friction.

Benchmarking PARTISN with Analog Monte Carlo: Moments of the Neutron Number and the Cumulative Fission Number Probability Distributions

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

O'Rourke, Patrick Francis

The purpose of this report is to provide the reader with an understanding of how a Monte Carlo neutron transport code was written, developed, and evolved to calculate the probability distribution functions (PDFs) and their moments for the neutron number at a final time as well as the cumulative fission number, along with introducing several basic Monte Carlo concepts.

A new strategy to analyze possible association structures between dynamic nocturnal hormone activities and sleep alterations in humans.

PubMed

Kalus, Stefanie; Kneib, Thomas; Steiger, Axel; Holsboer, Florian; Yassouridis, Alexander

2009-04-01

The human sleep process shows dynamic alterations during the night. Methods are needed to examine whether and to what extent such alterations are affected by internal, possibly time-dependent, factors, such as endocrine activity. In an observational study, we examined simultaneously sleep EEG and nocturnal levels of renin, growth hormone (GH), and cortisol (between 2300 and 0700) in 47 healthy volunteers comprising 24 women (41.67 +/- 2.93 yr of age) and 23 men (37.26 +/- 2.85 yr of age). Hormone concentrations were measured every 20 min. Conventional sleep stage scoring at 30-s intervals was applied. Semiparametric multinomial logit models are used to study and quantify possible time-dependent hormone effects on sleep stage transition courses. Results show that increased cortisol levels decrease the probability of transition from rapid-eye-movement (REM) sleep to wakefulness (WAKE) and increase the probability of transition from REM to non-REM (NREM) sleep, irrespective of the time in the night. Via the model selection criterion Akaike's information criterion, it was found that all considered hormone effects on transition probabilities with the initial state WAKE change with time. Similarly, transition from slow-wave sleep (SWS) to light sleep (LS) is affected by a "hormone-time" interaction for cortisol and renin, but not GH. For example, there is a considerable increase in the probability of SWS-LS transition toward the end of the night, when cortisol concentrations are very high. In summary, alterations in human sleep possess dynamic forms and are partially influenced by the endocrine activity of certain hormones. Statistical methods, such as semiparametric multinomial and time-dependent logit regression, can offer ambitious ways to investigate and estimate the association intensities between the nonstationary sleep changes and the time-dependent endocrine activities.

Variation of Time Domain Failure Probabilities of Jack-up with Wave Return Periods

NASA Astrophysics Data System (ADS)

Idris, Ahmad; Harahap, Indra S. H.; Ali, Montassir Osman Ahmed

2018-04-01

This study evaluated failure probabilities of jack up units on the framework of time dependent reliability analysis using uncertainty from different sea states representing different return period of the design wave. Surface elevation for each sea state was represented by Karhunen-Loeve expansion method using the eigenfunctions of prolate spheroidal wave functions in order to obtain the wave load. The stochastic wave load was propagated on a simplified jack up model developed in commercial software to obtain the structural response due to the wave loading. Analysis of the stochastic response to determine the failure probability in excessive deck displacement in the framework of time dependent reliability analysis was performed by developing Matlab codes in a personal computer. Results from the study indicated that the failure probability increases with increase in the severity of the sea state representing a longer return period. Although the results obtained are in agreement with the results of a study of similar jack up model using time independent method at higher values of maximum allowable deck displacement, it is in contrast at lower values of the criteria where the study reported that failure probability decreases with increase in the severity of the sea state.

Trait mindfulness, reasons for living and general symptom severity as predictors of suicide probability in males with substance abuse or dependence.

PubMed

Mohammadkhani, Parvaneh; Khanipour, Hamid; Azadmehr, Hedieh; Mobramm, Ardeshir; Naseri, Esmaeil

2015-01-01

The aim of this study was to evaluate suicide probability in Iranian males with substance abuse or dependence disorder and to investigate the predictors of suicide probability based on trait mindfulness, reasons for living and severity of general psychiatric symptoms. Participants were 324 individuals with substance abuse or dependence in an outpatient setting and prison. Reasons for living questionnaire, Mindfulness Attention Awareness Scale and Suicide probability Scale were used as instruments. Sample was selected based on convenience sampling method. Data were analyzed using SPSS and AMOS. The life-time prevalence of suicide attempt in the outpatient setting was35% and it was 42% in the prison setting. Suicide probability in the prison setting was significantly higher than in the outpatient setting (p<0.001). The severity of general symptom strongly correlated with suicide probability. Trait mindfulness, not reasons for living beliefs, had a mediating effect in the relationship between the severity of general symptoms and suicide probability. Fear of social disapproval, survival and coping beliefs and child-related concerns significantly predicted suicide probability (p<0.001). It could be suggested that trait mindfulness was more effective in preventing suicide probability than beliefs about reasons for living in individuals with substance abuse or dependence disorders. The severity of general symptom should be regarded as an important risk factor of suicide probability.

Detecting background changes in environments with dynamic foreground by separating probability distribution function mixtures using Pearson's method of moments

NASA Astrophysics Data System (ADS)

Jenkins, Colleen; Jordan, Jay; Carlson, Jeff

2007-02-01

This paper presents parameter estimation techniques useful for detecting background changes in a video sequence with extreme foreground activity. A specific application of interest is automated detection of the covert placement of threats (e.g., a briefcase bomb) inside crowded public facilities. We propose that a histogram of pixel intensity acquired from a fixed mounted camera over time for a series of images will be a mixture of two Gaussian functions: the foreground probability distribution function and background probability distribution function. We will use Pearson's Method of Moments to separate the two probability distribution functions. The background function can then be "remembered" and changes in the background can be detected. Subsequent comparisons of background estimates are used to detect changes. Changes are flagged to alert security forces to the presence and location of potential threats. Results are presented that indicate the significant potential for robust parameter estimation techniques as applied to video surveillance.

Exact results in the large system size limit for the dynamics of the chemical master equation, a one dimensional chain of equations.

PubMed

Martirosyan, A; Saakian, David B

2011-08-01

We apply the Hamilton-Jacobi equation (HJE) formalism to solve the dynamics of the chemical master equation (CME). We found exact analytical expressions (in large system-size limit) for the probability distribution, including explicit expression for the dynamics of variance of distribution. We also give the solution for some simple cases of the model with time-dependent rates. We derived the results of the Van Kampen method from the HJE approach using a special ansatz. Using the Van Kampen method, we give a system of ordinary differential equations (ODEs) to define the variance in a two-dimensional case. We performed numerics for the CME with stationary noise. We give analytical criteria for the disappearance of bistability in the case of stationary noise in one-dimensional CMEs.

The Pitman-Yor Process and an Empirical Study of Choice Behavior

NASA Astrophysics Data System (ADS)

Hisakado, Masato; Sano, Fumiaki; Mori, Shintaro

2018-02-01

This study discusses choice behavior using a voting model in which voters can obtain information from a finite number of previous r voters. Voters vote for a candidate with a probability proportional to the previous vote ratio, which is visible to the voters. We obtain the Pitman sampling formula as the equilibrium distribution of r votes. We present the model as a process of posting on a bulletin board system, 2ch.net, where users can choose one of many threads to create a post. We explore how this choice depends on the last r posts and the distribution of these last r posts across threads. We conclude that the posting process is described by our voting model with analog herders for a small r, which might correspond to the time horizon of users' responses.

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

Oliveira, Gilson F. de, E-mail: gilson@otica.ufpb.br; Lorenzo, Orlando di; Chevrollier, Martine

We study the statistics of the amplitude of the synchronization error in chaotic electronic circuits coupled through linear feedback. Depending on the coupling strength, our system exhibits three qualitatively different regimes of synchronization: weak coupling yields independent oscillations; moderate to strong coupling produces a regime of intermittent synchronization known as attractor bubbling; and stronger coupling produces complete synchronization. In the regime of moderate coupling, the probability distribution for the sizes of desynchronization events follows a power law, with an exponent that can be adjusted by changing the coupling strength. Such power-law distributions are interesting, as they appear in many complexmore » systems. However, most of the systems with such a behavior have a fixed value for the exponent of the power law, while here we present an example of a system where the exponent of the power law is easily tuned in real time.« less

Transit-time and age distributions for nonlinear time-dependent compartmental systems.

PubMed

Metzler, Holger; Müller, Markus; Sierra, Carlos A

2018-02-06

Many processes in nature are modeled using compartmental systems (reservoir/pool/box systems). Usually, they are expressed as a set of first-order differential equations describing the transfer of matter across a network of compartments. The concepts of age of matter in compartments and the time required for particles to transit the system are important diagnostics of these models with applications to a wide range of scientific questions. Until now, explicit formulas for transit-time and age distributions of nonlinear time-dependent compartmental systems were not available. We compute densities for these types of systems under the assumption of well-mixed compartments. Assuming that a solution of the nonlinear system is available at least numerically, we show how to construct a linear time-dependent system with the same solution trajectory. We demonstrate how to exploit this solution to compute transit-time and age distributions in dependence on given start values and initial age distributions. Furthermore, we derive equations for the time evolution of quantiles and moments of the age distributions. Our results generalize available density formulas for the linear time-independent case and mean-age formulas for the linear time-dependent case. As an example, we apply our formulas to a nonlinear and a linear version of a simple global carbon cycle model driven by a time-dependent input signal which represents fossil fuel additions. We derive time-dependent age distributions for all compartments and calculate the time it takes to remove fossil carbon in a business-as-usual scenario.

A Comprehensive Breath Plume Model for Disease Transmission via Expiratory Aerosols

PubMed Central

Halloran, Siobhan K.; Wexler, Anthony S.; Ristenpart, William D.

2012-01-01

The peak in influenza incidence during wintertime in temperate regions represents a longstanding, unresolved scientific question. One hypothesis is that the efficacy of airborne transmission via aerosols is increased at lower humidities and temperatures, conditions that prevail in wintertime. Recent work with a guinea pig model by Lowen et al. indicated that humidity and temperature do modulate airborne influenza virus transmission, and several investigators have interpreted the observed humidity dependence in terms of airborne virus survivability. This interpretation, however, neglects two key observations: the effect of ambient temperature on the viral growth kinetics within the animals, and the strong influence of the background airflow on transmission. Here we provide a comprehensive theoretical framework for assessing the probability of disease transmission via expiratory aerosols between test animals in laboratory conditions. The spread of aerosols emitted from an infected animal is modeled using dispersion theory for a homogeneous turbulent airflow. The concentration and size distribution of the evaporating droplets in the resulting “Gaussian breath plume” are calculated as functions of position, humidity, and temperature. The overall transmission probability is modeled with a combination of the time-dependent viral concentration in the infected animal and the probability of droplet inhalation by the exposed animal downstream. We demonstrate that the breath plume model is broadly consistent with the results of Lowen et al., without invoking airborne virus survivability. The results also suggest that, at least for guinea pigs, variation in viral kinetics within the infected animals is the dominant factor explaining the increased transmission probability observed at lower temperatures. PMID:22615902

Timing Interactions in Social Simulations: The Voter Model

NASA Astrophysics Data System (ADS)

Fernández-Gracia, Juan; Eguíluz, Víctor M.; Miguel, Maxi San

The recent availability of huge high resolution datasets on human activities has revealed the heavy-tailed nature of the interevent time distributions. In social simulations of interacting agents the standard approach has been to use Poisson processes to update the state of the agents, which gives rise to very homogeneous activity patterns with a well defined characteristic interevent time. As a paradigmatic opinion model we investigate the voter model and review the standard update rules and propose two new update rules which are able to account for heterogeneous activity patterns. For the new update rules each node gets updated with a probability that depends on the time since the last event of the node, where an event can be an update attempt (exogenous update) or a change of state (endogenous update). We find that both update rules can give rise to power law interevent time distributions, although the endogenous one more robustly. Apart from that for the exogenous update rule and the standard update rules the voter model does not reach consensus in the infinite size limit, while for the endogenous update there exist a coarsening process that drives the system toward consensus configurations.

Infilling and quality checking of discharge, precipitation and temperature data using a copula based approach

NASA Astrophysics Data System (ADS)

Anwar, Faizan; Bárdossy, András; Seidel, Jochen

2017-04-01

Estimating missing values in a time series of a hydrological variable is an everyday task for a hydrologist. Existing methods such as inverse distance weighting, multivariate regression, and kriging, though simple to apply, provide no indication of the quality of the estimated value and depend mainly on the values of neighboring stations at a given step in the time series. Copulas have the advantage of representing the pure dependence structure between two or more variables (given the relationship between them is monotonic). They rid us of questions such as transforming the data before use or calculating functions that model the relationship between the considered variables. A copula-based approach is suggested to infill discharge, precipitation, and temperature data. As a first step the normal copula is used, subsequently, the necessity to use non-normal / non-symmetrical dependence is investigated. Discharge and temperature are treated as regular continuous variables and can be used without processing for infilling and quality checking. Due to the mixed distribution of precipitation values, it has to be treated differently. This is done by assigning a discrete probability to the zeros and treating the rest as a continuous distribution. Building on the work of others, along with infilling, the normal copula is also utilized to identify values in a time series that might be erroneous. This is done by treating the available value as missing, infilling it using the normal copula and checking if it lies within a confidence band (5 to 95% in our case) of the obtained conditional distribution. Hydrological data from two catchments Upper Neckar River (Germany) and Santa River (Peru) are used to demonstrate the application for datasets with different data quality. The Python code used here is also made available on GitHub. The required input is the time series of a given variable at different stations.

Seizure clustering.

PubMed

Haut, Sheryl R

2006-02-01

Seizure clusters, also known as repetitive or serial seizures, occur commonly in epilepsy. Clustering implies that the occurrence of one seizure may influence the probability of a subsequent seizure; thus, the investigation of the clustering phenomenon yields insights into both specific mechanisms of seizure clustering and more general concepts of seizure occurrence. Seizure clustering has been defined clinically as a number of seizures per unit time and, statistically, as a deviation from a random distribution, or interseizure interval dependence. This review explores the pathophysiology, epidemiology, and clinical implications of clustering, as well as other periodic patterns of seizure occurrence. Risk factors for experiencing clusters and potential precipitants of clustering are also addressed.

Expected Utility Distributions for Flexible, Contingent Execution

NASA Technical Reports Server (NTRS)

Bresina, John L.; Washington, Richard

2000-01-01

This paper presents a method for using expected utility distributions in the execution of flexible, contingent plans. A utility distribution maps the possible start times of an action to the expected utility of the plan suffix starting with that action. The contingent plan encodes a tree of possible courses of action and includes flexible temporal constraints and resource constraints. When execution reaches a branch point, the eligible option with the highest expected utility at that point in time is selected. The utility distributions make this selection sensitive to the runtime context, yet still efficient. Our approach uses predictions of action duration uncertainty as well as expectations of resource usage and availability to determine when an action can execute and with what probability. Execution windows and probabilities inevitably change as execution proceeds, but such changes do not invalidate the cached utility distributions, thus, dynamic updating of utility information is minimized.

Skill of Ensemble Seasonal Probability Forecasts

NASA Astrophysics Data System (ADS)

Smith, Leonard A.; Binter, Roman; Du, Hailiang; Niehoerster, Falk

2010-05-01

In operational forecasting, the computational complexity of large simulation models is, ideally, justified by enhanced performance over simpler models. We will consider probability forecasts and contrast the skill of ENSEMBLES-based seasonal probability forecasts of interest to the finance sector (specifically temperature forecasts for Nino 3.4 and the Atlantic Main Development Region (MDR)). The ENSEMBLES model simulations will be contrasted against forecasts from statistical models based on the observations (climatological distributions) and empirical dynamics based on the observations but conditioned on the current state (dynamical climatology). For some start dates, individual ENSEMBLES models yield significant skill even at a lead-time of 14 months. The nature of this skill is discussed, and chances of application are noted. Questions surrounding the interpretation of probability forecasts based on these multi-model ensemble simulations are then considered; the distributions considered are formed by kernel dressing the ensemble and blending with the climatology. The sources of apparent (RMS) skill in distributions based on multi-model simulations is discussed, and it is demonstrated that the inclusion of "zero-skill" models in the long range can improve Root-Mean-Square-Error scores, casting some doubt on the common justification for the claim that all models should be included in forming an operational probability forecast. It is argued that the rational response varies with lead time.

A temperature-dependent coarse-grained model for the thermoresponsive polymer poly(N-isopropylacrylamide).

PubMed

Abbott, Lauren J; Stevens, Mark J

2015-12-28

A coarse-grained (CG) model is developed for the thermoresponsive polymer poly(N-isopropylacrylamide) (PNIPAM), using a hybrid top-down and bottom-up approach. Nonbonded parameters are fit to experimental thermodynamic data following the procedures of the SDK (Shinoda, DeVane, and Klein) CG force field, with minor adjustments to provide better agreement with radial distribution functions from atomistic simulations. Bonded parameters are fit to probability distributions from atomistic simulations using multi-centered Gaussian-based potentials. The temperature-dependent potentials derived for the PNIPAM CG model in this work properly capture the coil-globule transition of PNIPAM single chains and yield a chain-length dependence consistent with atomistic simulations.

Relaxation times and modes of disturbed aggregate distribution in micellar solutions with fusion and fission of micelles

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

Zakharov, Anatoly I.; Adzhemyan, Loran Ts.; Shchekin, Alexander K., E-mail: akshch@list.ru

2015-09-28

We have performed direct numerical calculations of the kinetics of relaxation in the system of surfactant spherical micelles under joint action of the molecular mechanism with capture and emission of individual surfactant molecules by molecular aggregates and the mechanism of fusion and fission of the aggregates. As a basis, we have taken the difference equations of aggregation and fragmentation in the form of the generalized kinetic Smoluchowski equations for aggregate concentrations. The calculations have been made with using the droplet model of molecular surfactant aggregates and two modified Smoluchowski models for the coefficients of aggregate-monomer and aggregate-aggregate fusions which takemore » into account the effects of the aggregate size and presence of hydrophobic spots on the aggregate surface. A full set of relaxation times and corresponding relaxation modes for nonequilibrium aggregate distribution in the aggregation number has been found. The dependencies of these relaxation times and modes on the total concentration of surfactant in the solution and the special parameter controlling the probability of fusion in collisions of micelles with other micelles have been studied.« less

Anomalous yet Brownian.

PubMed

Wang, Bo; Anthony, Stephen M; Bae, Sung Chul; Granick, Steve

2009-09-08

We describe experiments using single-particle tracking in which mean-square displacement is simply proportional to time (Fickian), yet the distribution of displacement probability is not Gaussian as should be expected of a classical random walk but, instead, is decidedly exponential for large displacements, the decay length of the exponential being proportional to the square root of time. The first example is when colloidal beads diffuse along linear phospholipid bilayer tubes whose radius is the same as that of the beads. The second is when beads diffuse through entangled F-actin networks, bead radius being less than one-fifth of the actin network mesh size. We explore the relevance to dynamic heterogeneity in trajectory space, which has been extensively discussed regarding glassy systems. Data for the second system might suggest activated diffusion between pores in the entangled F-actin networks, in the same spirit as activated diffusion and exponential tails observed in glassy systems. But the first system shows exceptionally rapid diffusion, nearly as rapid as for identical colloids in free suspension, yet still displaying an exponential probability distribution as in the second system. Thus, although the exponential tail is reminiscent of glassy systems, in fact, these dynamics are exceptionally rapid. We also compare with particle trajectories that are at first subdiffusive but Fickian at the longest measurement times, finding that displacement probability distributions fall onto the same master curve in both regimes. The need is emphasized for experiments, theory, and computer simulation to allow definitive interpretation of this simple and clean exponential probability distribution.

Optical Correlation Techniques In Fluid Dynamics

NASA Astrophysics Data System (ADS)

Schatzel, K.; Schulz-DuBois, E. O.; Vehrenkamp, R.

1981-05-01

Three flow measurement techniques make use of fast digital correlators. (1) Most widely spread is photon correlation velocimetry using crossed laser beams and detecting Doppler shifted light scattered by small particles in the flow. Depending on the processing of the photon correlogram, this technique yields mean velocity, turbulence level, or even the detailed probability distribution of one velocity component. An improved data processing scheme is demonstrated on laminar vortex flow in a curved channel. (2) Rate correlation based upon threshold crossings of a high pass filtered laser Doppler signal can he used to obtain velocity correlation functions. The most powerful setup developed in our laboratory uses a phase locked loop type tracker and a multibit correlator to analyse time-dependent Taylor vortex flow. With two optical systems and trackers, crosscorrelation functions reveal phase relations between different vortices. (3) Making use of refractive index fluctuations (e. g. in two phase flows) instead of scattering particles, interferometry with bidirectional fringe counting and digital correlation and probability analysis constitute a new quantitative technique related to classical Schlieren methods. Measurements on a mixing flow of heated and cold air contribute new ideas to the theory of turbulent random phase screens.

Optical correlation techniques in fluid dynamics

NASA Astrophysics Data System (ADS)

Schätzel, K.; Schulz-Dubois, E. O.; Vehrenkamp, R.

1981-04-01

Three flow measurement techniques make use of fast digital correlators. The most widely spread is photon correlation velocimetry using crossed laser beams, and detecting Doppler shifted light scattered by small particles in the flow. Depending on the processing of the photon correlation output, this technique yields mean velocity, turbulence level, and even the detailed probability distribution of one velocity component. An improved data processing scheme is demonstrated on laminar vortex flow in a curved channel. In the second method, rate correlation based upon threshold crossings of a high pass filtered laser Doppler signal can be used to obtain velocity correlation functions. The most powerful set-up developed in our laboratory uses a phase locked loop type tracker and a multibit correlator to analyze time-dependent Taylor vortex flow. With two optical systems and trackers, cross-correlation functions reveal phase relations between different vortices. The last method makes use of refractive index fluctuations (eg in two phase flows) instead of scattering particles. Interferometry with bidirectional counting, and digital correlation and probability analysis, constitutes a new quantitative technique related to classical Schlieren methods. Measurements on a mixing flow of heated and cold air contribute new ideas to the theory of turbulent random phase screens.

Analysis and generation of groundwater concentration time series

NASA Astrophysics Data System (ADS)

Crăciun, Maria; Vamoş, Călin; Suciu, Nicolae

2018-01-01

Concentration time series are provided by simulated concentrations of a nonreactive solute transported in groundwater, integrated over the transverse direction of a two-dimensional computational domain and recorded at the plume center of mass. The analysis of a statistical ensemble of time series reveals subtle features that are not captured by the first two moments which characterize the approximate Gaussian distribution of the two-dimensional concentration fields. The concentration time series exhibit a complex preasymptotic behavior driven by a nonstationary trend and correlated fluctuations with time-variable amplitude. Time series with almost the same statistics are generated by successively adding to a time-dependent trend a sum of linear regression terms, accounting for correlations between fluctuations around the trend and their increments in time, and terms of an amplitude modulated autoregressive noise of order one with time-varying parameter. The algorithm generalizes mixing models used in probability density function approaches. The well-known interaction by exchange with the mean mixing model is a special case consisting of a linear regression with constant coefficients.

Stress transferred by the 1995 Mw = 6.9 Kobe, Japan, shock: Effect on aftershocks and future earthquake probabilities

USGS Publications Warehouse

Toda, S.; Stein, R.S.; Reasenberg, P.A.; Dieterich, J.H.; Yoshida, A.

1998-01-01

The Kobe earthquake struck at the edge of the densely populated Osaka-Kyoto corridor in southwest Japan. We investigate how the earthquake transferred stress to nearby faults, altering their proximity to failure and thus changing earthquake probabilities. We find that relative to the pre-Kobe seismicity, Kobe aftershocks were concentrated in regions of calculated Coulomb stress increase and less common in regions of stress decrease. We quantify this relationship by forming the spatial correlation between the seismicity rate change and the Coulomb stress change. The correlation is significant for stress changes greater than 0.2-1.0 bars (0.02-0.1 MPa), and the nonlinear dependence of seismicity rate change on stress change is compatible with a state- and rate-dependent formulation for earthquake occurrence. We extend this analysis to future mainshocks by resolving the stress changes on major faults within 100 km of Kobe and calculating the change in probability caused by these stress changes. Transient effects of the stress changes are incorporated by the state-dependent constitutive relation, which amplifies the permanent stress changes during the aftershock period. Earthquake probability framed in this manner is highly time-dependent, much more so than is assumed in current practice. Because the probabilities depend on several poorly known parameters of the major faults, we estimate uncertainties of the probabilities by Monte Carlo simulation. This enables us to include uncertainties on the elapsed time since the last earthquake, the repeat time and its variability, and the period of aftershock decay. We estimate that a calculated 3-bar (0.3-MPa) stress increase on the eastern section of the Arima-Takatsuki Tectonic Line (ATTL) near Kyoto causes fivefold increase in the 30-year probability of a subsequent large earthquake near Kyoto; a 2-bar (0.2-MPa) stress decrease on the western section of the ATTL results in a reduction in probability by a factor of 140 to 2000. The probability of a Mw = 6.9 earthquake within 50 km of Osaka during 1997-2007 is estimated to have risen from 5-6% before the Kobe earthquake to 7-11% afterward; during 1997-2027, it is estimated to have risen from 14-16% before Kobe to 16-22%.

Statistical Studies of the Electric Breakdown in Nitrogen in the Duration Range of 3 ms-60 min

NASA Astrophysics Data System (ADS)

Gorokhov, V. V.; Karelin, V. I.; Perminov, A. V.; Repin, P. B.

2018-05-01

The statistical characteristics of an electric breakdown in the nitrogen in the spike (cathode)-plane gap in the duration range of (3 × 10-3)-3600 s at voltages close to a static breakdown have been studied. It has been found that a probability of a gap breakdown is nonmonotonously distributed over time. The presence of maxima in the probability distribution confirms a contribution of some processes that both stimulate and suppress a breakdown. The typical times of the processes are 30 ms, 10-1 s, and 300 s.

Statistics of work performed on a forced quantum oscillator.

PubMed

Talkner, Peter; Burada, P Sekhar; Hänggi, Peter

2008-07-01

Various aspects of the statistics of work performed by an external classical force on a quantum mechanical system are elucidated for a driven harmonic oscillator. In this special case two parameters are introduced that are sufficient to completely characterize the force protocol. Explicit results for the characteristic function of work and the corresponding probability distribution are provided and discussed for three different types of initial states of the oscillator: microcanonical, canonical, and coherent states. Depending on the choice of the initial state the probability distributions of the performed work may greatly differ. This result in particular also holds true for identical force protocols. General fluctuation and work theorems holding for microcanonical and canonical initial states are confirmed.

Coherent exciton transport in dendrimers and continuous-time quantum walks

NASA Astrophysics Data System (ADS)

Mülken, Oliver; Bierbaum, Veronika; Blumen, Alexander

2006-03-01

We model coherent exciton transport in dendrimers by continuous-time quantum walks. For dendrimers up to the second generation the coherent transport shows perfect recurrences when the initial excitation starts at the central node. For larger dendrimers, the recurrence ceases to be perfect, a fact which resembles results for discrete quantum carpets. Moreover, depending on the initial excitation site, we find that the coherent transport to certain nodes of the dendrimer has a very low probability. When the initial excitation starts from the central node, the problem can be mapped onto a line which simplifies the computational effort. Furthermore, the long time average of the quantum mechanical transition probabilities between pairs of nodes shows characteristic patterns and allows us to classify the nodes into clusters with identical limiting probabilities. For the (space) average of the quantum mechanical probability to be still or to be again at the initial site, we obtain, based on the Cauchy-Schwarz inequality, a simple lower bound which depends only on the eigenvalue spectrum of the Hamiltonian.

Universal noise and Efimov physics

NASA Astrophysics Data System (ADS)

Nicholson, Amy N.

2016-03-01

Probability distributions for correlation functions of particles interacting via random-valued fields are discussed as a novel tool for determining the spectrum of a theory. In particular, this method is used to determine the energies of universal N-body clusters tied to Efimov trimers, for even N, by investigating the distribution of a correlation function of two particles at unitarity. Using numerical evidence that this distribution is log-normal, an analytical prediction for the N-dependence of the N-body binding energies is made.

Study of heavy-ion induced fission for heavy-element synthesis

NASA Astrophysics Data System (ADS)

Nishio, K.; Ikezoe, H.; Hofmann, S.; Heßberger, F. P.; Ackermann, D.; Antalic, S.; Aritomo, Y.; Comas, V. F.; Düllman, Ch. E.; Gorshkov, A.; Graeger, R.; Heinz, S.; Heredia, J. A.; Hirose, K.; Khuyagbaatar, J.; Kindler, B.; Kojouharov, I.; Lommel, B.; Makii, H.; Mann, R.; Mitsuoka, S.; Nagame, Y.; Nishinaka, I.; Ohtsuki, T.; Popeko, A. G.; Saro, S.; Schädel, M.; Türler, A.; Wakabayashi, Y.; Watanabe, Y.; Yakushev, A.; Yeremin, A. V.

2014-03-01

Fission fragment mass distributions were measured in heavy-ion induced fissions using 238U target nucleus. The measured mass distributions changed drastically with incident energy. The results are explained by a change of the ratio between fusion and qasifission with nuclear orientation. A calculation based on a fluctuation dissipation model reproduced the mass distributions and their incident energy dependence. Fusion probability was determined in the analysis, and the values were consistent with those determined from the evaporation residue cross sections.

Continuous-Time Classical and Quantum Random Walk on Direct Product of Cayley Graphs

NASA Astrophysics Data System (ADS)

Salimi, S.; Jafarizadeh, M. A.

2009-06-01

In this paper we define direct product of graphs and give a recipe for obtaining probability of observing particle on vertices in the continuous-time classical and quantum random walk. In the recipe, the probability of observing particle on direct product of graph is obtained by multiplication of probability on the corresponding to sub-graphs, where this method is useful to determining probability of walk on complicated graphs. Using this method, we calculate the probability of continuous-time classical and quantum random walks on many of finite direct product Cayley graphs (complete cycle, complete Kn, charter and n-cube). Also, we inquire that the classical state the stationary uniform distribution is reached as t → ∞ but for quantum state is not always satisfied.

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

Tom Elicson; Bentley Harwood; Jim Bouchard

Over a 12 month period, a fire PRA was developed for a DOE facility using the NUREG/CR-6850 EPRI/NRC fire PRA methodology. The fire PRA modeling included calculation of fire severity factors (SFs) and fire non-suppression probabilities (PNS) for each safe shutdown (SSD) component considered in the fire PRA model. The SFs were developed by performing detailed fire modeling through a combination of CFAST fire zone model calculations and Latin Hypercube Sampling (LHS). Component damage times and automatic fire suppression system actuation times calculated in the CFAST LHS analyses were then input to a time-dependent model of fire non-suppression probability. Themore » fire non-suppression probability model is based on the modeling approach outlined in NUREG/CR-6850 and is supplemented with plant specific data. This paper presents the methodology used in the DOE facility fire PRA for modeling fire-induced SSD component failures and includes discussions of modeling techniques for: • Development of time-dependent fire heat release rate profiles (required as input to CFAST), • Calculation of fire severity factors based on CFAST detailed fire modeling, and • Calculation of fire non-suppression probabilities.« less

Optimum space shuttle launch times relative to natural environment

NASA Technical Reports Server (NTRS)

King, R. L.

1977-01-01

Three sets of meteorological criteria were analyzed to determine the probabilities of favorable launch and landing conditions. Probabilities were computed for every 3 hours on a yearly basis using 14 years of weather data. These temporal probability distributions, applicable to the three sets of weather criteria encompassing benign, moderate and severe weather conditions, were computed for both Kennedy Space Center (KSC) and Edwards Air Force Base. In addition, conditional probabilities were computed for unfavorable weather conditions occurring after a delay which may or may not be due to weather conditions. Also, for KSC, the probabilities of favorable landing conditions at various times after favorable launch conditions have prevailed have been computed so that mission probabilities may be more accurately computed for those time periods when persistence strongly correlates weather conditions. Moreover, the probabilities and conditional probabilities of the occurrence of both favorable and unfavorable events for each individual criterion were computed to indicate the significance of each weather element to the overall result.

Using multilevel spatial models to understand salamander site occupancy patterns after wildfire

USGS Publications Warehouse

Chelgren, Nathan; Adams, Michael J.; Bailey, Larissa L.; Bury, R. Bruce

2011-01-01

Studies of the distribution of elusive forest wildlife have suffered from the confounding of true presence with the uncertainty of detection. Occupancy modeling, which incorporates probabilities of species detection conditional on presence, is an emerging approach for reducing observation bias. However, the current likelihood modeling framework is restrictive for handling unexplained sources of variation in the response that may occur when there are dependence structures such as smaller sampling units that are nested within larger sampling units. We used multilevel Bayesian occupancy modeling to handle dependence structures and to partition sources of variation in occupancy of sites by terrestrial salamanders (family Plethodontidae) within and surrounding an earlier wildfire in western Oregon, USA. Comparison of model fit favored a spatial N-mixture model that accounted for variation in salamander abundance over models that were based on binary detection/non-detection data. Though catch per unit effort was higher in burned areas than unburned, there was strong support that this pattern was due to a higher probability of capture for individuals in burned plots. Within the burn, the odds of capturing an individual given it was present were 2.06 times the odds outside the burn, reflecting reduced complexity of ground cover in the burn. There was weak support that true occupancy was lower within the burned area. While the odds of occupancy in the burn were 0.49 times the odds outside the burn among the five species, the magnitude of variation attributed to the burn was small in comparison to variation attributed to other landscape variables and to unexplained, spatially autocorrelated random variation. While ordinary occupancy models may separate the biological pattern of interest from variation in detection probability when all sources of variation are known, the addition of random effects structures for unexplained sources of variation in occupancy and detection probability may often more appropriately represent levels of uncertainty. ?? 2011 by the Ecological Society of America.

Assessing Performance Tradeoffs in Undersea Distributed Sensor Networks

DTIC Science & Technology

2006-09-01

time. We refer to this process as track - before - detect (see [5] for a description), since the final determination of a target presence is not made until...expressions for probability of successful search and probability of false search for modeling the track - before - detect process. We then describe a numerical...random manner (randomly sampled from a uniform distribution). II. SENSOR NETWORK PERFORMANCE MODELS We model the process of track - before - detect by

Redundancy and reduction: Speakers manage syntactic information density

PubMed Central

Florian Jaeger, T.

2010-01-01

A principle of efficient language production based on information theoretic considerations is proposed: Uniform Information Density predicts that language production is affected by a preference to distribute information uniformly across the linguistic signal. This prediction is tested against data from syntactic reduction. A single multilevel logit model analysis of naturally distributed data from a corpus of spontaneous speech is used to assess the effect of information density on complementizer that-mentioning, while simultaneously evaluating the predictions of several influential alternative accounts: availability, ambiguity avoidance, and dependency processing accounts. Information density emerges as an important predictor of speakers’ preferences during production. As information is defined in terms of probabilities, it follows that production is probability-sensitive, in that speakers’ preferences are affected by the contextual probability of syntactic structures. The merits of a corpus-based approach to the study of language production are discussed as well. PMID:20434141

Renewal models and coseismic stress transfer in the Corinth Gulf, Greece, fault system

NASA Astrophysics Data System (ADS)

Console, Rodolfo; Falcone, Giuseppe; Karakostas, Vassilis; Murru, Maura; Papadimitriou, Eleftheria; Rhoades, David

2013-07-01

model interevent times and Coulomb static stress transfer on the rupture segments along the Corinth Gulf extension zone, a region with a wealth of observations on strong-earthquake recurrence behavior. From the available information on past seismic activity, we have identified eight segments without significant overlapping that are aligned along the southern boundary of the Corinth rift. We aim to test if strong earthquakes on these segments are characterized by some kind of time-predictable behavior, rather than by complete randomness. The rationale for time-predictable behavior is based on the characteristic earthquake hypothesis, the necessary ingredients of which are a known faulting geometry and slip rate. The tectonic loading rate is characterized by slip of 6 mm/yr on the westernmost fault segment, diminishing to 4 mm/yr on the easternmost segment, based on the most reliable geodetic data. In this study, we employ statistical and physical modeling to account for stress transfer among these fault segments. The statistical modeling is based on the definition of a probability density distribution of the interevent times for each segment. Both the Brownian Passage-Time (BPT) and Weibull distributions are tested. The time-dependent hazard rate thus obtained is then modified by the inclusion of a permanent physical effect due to the Coulomb static stress change caused by failure of neighboring faults since the latest characteristic earthquake on the fault of interest. The validity of the renewal model is assessed retrospectively, using the data of the last 300 years, by comparison with a plain time-independent Poisson model, by means of statistical tools including the Relative Operating Characteristic diagram, the R-score, the probability gain and the log-likelihood ratio. We treat the uncertainties in the parameters of each examined fault source, such as linear dimensions, depth of the fault center, focal mechanism, recurrence time, coseismic slip, and aperiodicity of the statistical distribution, by a Monte Carlo technique. The Monte Carlo samples for all these parameters are drawn from a uniform distribution within their uncertainty limits. We find that the BPT and the Weibull renewal models yield comparable results, and both of them perform significantly better than the Poisson hypothesis. No clear performance enhancement is achieved by the introduction of the Coulomb static stress change into the renewal model.

Bounding the Failure Probability Range of Polynomial Systems Subject to P-box Uncertainties

NASA Technical Reports Server (NTRS)

Crespo, Luis G.; Kenny, Sean P.; Giesy, Daniel P.

2012-01-01

This paper proposes a reliability analysis framework for systems subject to multiple design requirements that depend polynomially on the uncertainty. Uncertainty is prescribed by probability boxes, also known as p-boxes, whose distribution functions have free or fixed functional forms. An approach based on the Bernstein expansion of polynomials and optimization is proposed. In particular, we search for the elements of a multi-dimensional p-box that minimize (i.e., the best-case) and maximize (i.e., the worst-case) the probability of inner and outer bounding sets of the failure domain. This technique yields intervals that bound the range of failure probabilities. The offset between this bounding interval and the actual failure probability range can be made arbitrarily tight with additional computational effort.

Oil spill contamination probability in the southeastern Levantine basin.

PubMed

Goldman, Ron; Biton, Eli; Brokovich, Eran; Kark, Salit; Levin, Noam

2015-02-15

Recent gas discoveries in the eastern Mediterranean Sea led to multiple operations with substantial economic interest, and with them there is a risk of oil spills and their potential environmental impacts. To examine the potential spatial distribution of this threat, we created seasonal maps of the probability of oil spill pollution reaching an area in the Israeli coastal and exclusive economic zones, given knowledge of its initial sources. We performed simulations of virtual oil spills using realistic atmospheric and oceanic conditions. The resulting maps show dominance of the alongshore northerly current, which causes the high probability areas to be stretched parallel to the coast, increasing contamination probability downstream of source points. The seasonal westerly wind forcing determines how wide the high probability areas are, and may also restrict these to a small coastal region near source points. Seasonal variability in probability distribution, oil state, and pollution time is also discussed. Copyright © 2014 Elsevier Ltd. All rights reserved.

Properties of the probability distribution associated with the largest event in an earthquake cluster and their implications to foreshocks.

PubMed

Zhuang, Jiancang; Ogata, Yosihiko

2006-04-01

The space-time epidemic-type aftershock sequence model is a stochastic branching process in which earthquake activity is classified into background and clustering components and each earthquake triggers other earthquakes independently according to certain rules. This paper gives the probability distributions associated with the largest event in a cluster and their properties for all three cases when the process is subcritical, critical, and supercritical. One of the direct uses of these probability distributions is to evaluate the probability of an earthquake to be a foreshock, and magnitude distributions of foreshocks and nonforeshock earthquakes. To verify these theoretical results, the Japan Meteorological Agency earthquake catalog is analyzed. The proportion of events that have 1 or more larger descendants in total events is found to be as high as about 15%. When the differences between background events and triggered event in the behavior of triggering children are considered, a background event has a probability about 8% to be a foreshock. This probability decreases when the magnitude of the background event increases. These results, obtained from a complicated clustering model, where the characteristics of background events and triggered events are different, are consistent with the results obtained in [Ogata, Geophys. J. Int. 127, 17 (1996)] by using the conventional single-linked cluster declustering method.

Salience-Based Selection: Attentional Capture by Distractors Less Salient Than the Target

PubMed Central

Goschy, Harriet; Müller, Hermann Joseph

2013-01-01

Current accounts of attentional capture predict the most salient stimulus to be invariably selected first. However, existing salience and visual search models assume noise in the map computation or selection process. Consequently, they predict the first selection to be stochastically dependent on salience, implying that attention could even be captured first by the second most salient (instead of the most salient) stimulus in the field. Yet, capture by less salient distractors has not been reported and salience-based selection accounts claim that the distractor has to be more salient in order to capture attention. We tested this prediction using an empirical and modeling approach of the visual search distractor paradigm. For the empirical part, we manipulated salience of target and distractor parametrically and measured reaction time interference when a distractor was present compared to absent. Reaction time interference was strongly correlated with distractor salience relative to the target. Moreover, even distractors less salient than the target captured attention, as measured by reaction time interference and oculomotor capture. In the modeling part, we simulated first selection in the distractor paradigm using behavioral measures of salience and considering the time course of selection including noise. We were able to replicate the result pattern we obtained in the empirical part. We conclude that each salience value follows a specific selection time distribution and attentional capture occurs when the selection time distributions of target and distractor overlap. Hence, selection is stochastic in nature and attentional capture occurs with a certain probability depending on relative salience. PMID:23382820

On the robustness of the q-Gaussian family

NASA Astrophysics Data System (ADS)

Sicuro, Gabriele; Tempesta, Piergiulio; Rodríguez, Antonio; Tsallis, Constantino

2015-12-01

We introduce three deformations, called α-, β- and γ-deformation respectively, of a N-body probabilistic model, first proposed by Rodríguez et al. (2008), having q-Gaussians as N → ∞ limiting probability distributions. The proposed α- and β-deformations are asymptotically scale-invariant, whereas the γ-deformation is not. We prove that, for both α- and β-deformations, the resulting deformed triangles still have q-Gaussians as limiting distributions, with a value of q independent (dependent) on the deformation parameter in the α-case (β-case). In contrast, the γ-case, where we have used the celebrated Q-numbers and the Gauss binomial coefficients, yields other limiting probability distribution functions, outside the q-Gaussian family. These results suggest that scale-invariance might play an important role regarding the robustness of the q-Gaussian family.

Study of Heavy-ion Induced Fission for Heavy Element Synthesis

NASA Astrophysics Data System (ADS)

Nishio, K.; Ikezoe, H.; Hofmann, S.; Ackermann, D.; Aritomo, Y.; Comas, V. F.; Düllmann, Ch. E.; Heinz, S.; Heredia, J. A.; Heßberger, F. P.; Hirose, K.; Khuyagbaatar, J.; Kindler, B.; Kojouharov, I.; Lommel, B.; Makii, M.; Mann, R.; Mitsuoka, S.; Nishinaka, I.; Ohtsuki, T.; Saro, S.; Schädel, M.; Popeko, A. G.; Türler, A.; Wakabayashi, Y.; Watanabe, Y.; Yakushev, A.; Yeremin, A.

2014-05-01

Fission fragment mass distributions were measured in heavy-ion induced fission of 238U. The mass distributions changed drastically with incident energy. The results are explained by a change of the ratio between fusion and quasifission with nuclear orientation. A calculation based on a fluctuation dissipation model reproduced the mass distributions and their incident energy dependence. Fusion probability was determined in the analysis. Evaporation residue cross sections were calculated with a statistical model for the reactions of 30Si+238U and 34S+238U using the obtained fusion probability in the entrance channel. The results agree with the measured cross sections of 263,264Sg and 267,268Hs, produced by 30Si+238U and 34S+238U, respectively. It is also suggested that sub-barrier energies can be used for heavy element synthesis.

Tight bounds for the Pearle-Braunstein-Caves chained inequality without the fair-coincidence assumption

NASA Astrophysics Data System (ADS)

Jogenfors, Jonathan; Larsson, Jan-Åke

2017-08-01

In any Bell test, loopholes can cause issues in the interpretation of the results, since an apparent violation of the inequality may not correspond to a violation of local realism. An important example is the coincidence-time loophole that arises when detector settings might influence the time when detection will occur. This effect can be observed in many experiments where measurement outcomes are to be compared between remote stations because the interpretation of an ostensible Bell violation strongly depends on the method used to decide coincidence. The coincidence-time loophole has previously been studied for the Clauser-Horne-Shimony-Holt and Clauser-Horne inequalities, but recent experiments have shown the need for a generalization. Here, we study the generalized "chained" inequality by Pearle, Braunstein, and Caves (PBC) with N ≥2 settings per observer. This inequality has applications in, for instance, quantum key distribution where it has been used to reestablish security. In this paper we give the minimum coincidence probability for the PBC inequality for all N ≥2 and show that this bound is tight for a violation free of the fair-coincidence assumption. Thus, if an experiment has a coincidence probability exceeding the critical value derived here, the coincidence-time loophole is eliminated.

Comparative analysis through probability distributions of a data set

NASA Astrophysics Data System (ADS)

Cristea, Gabriel; Constantinescu, Dan Mihai

2018-02-01

In practice, probability distributions are applied in such diverse fields as risk analysis, reliability engineering, chemical engineering, hydrology, image processing, physics, market research, business and economic research, customer support, medicine, sociology, demography etc. This article highlights important aspects of fitting probability distributions to data and applying the analysis results to make informed decisions. There are a number of statistical methods available which can help us to select the best fitting model. Some of the graphs display both input data and fitted distributions at the same time, as probability density and cumulative distribution. The goodness of fit tests can be used to determine whether a certain distribution is a good fit. The main used idea is to measure the "distance" between the data and the tested distribution, and compare that distance to some threshold values. Calculating the goodness of fit statistics also enables us to order the fitted distributions accordingly to how good they fit to data. This particular feature is very helpful for comparing the fitted models. The paper presents a comparison of most commonly used goodness of fit tests as: Kolmogorov-Smirnov, Anderson-Darling, and Chi-Squared. A large set of data is analyzed and conclusions are drawn by visualizing the data, comparing multiple fitted distributions and selecting the best model. These graphs should be viewed as an addition to the goodness of fit tests.

A smooth mixture of Tobits model for healthcare expenditure.

PubMed

Keane, Michael; Stavrunova, Olena

2011-09-01

This paper develops a smooth mixture of Tobits (SMTobit) model for healthcare expenditure. The model is a generalization of the smoothly mixing regressions framework of Geweke and Keane (J Econometrics 2007; 138: 257-290) to the case of a Tobit-type limited dependent variable. A Markov chain Monte Carlo algorithm with data augmentation is developed to obtain the posterior distribution of model parameters. The model is applied to the US Medicare Current Beneficiary Survey data on total medical expenditure. The results suggest that the model can capture the overall shape of the expenditure distribution very well, and also provide a good fit to a number of characteristics of the conditional (on covariates) distribution of expenditure, such as the conditional mean, variance and probability of extreme outcomes, as well as the 50th, 90th, and 95th, percentiles. We find that healthier individuals face an expenditure distribution with lower mean, variance and probability of extreme outcomes, compared with their counterparts in a worse state of health. Males have an expenditure distribution with higher mean, variance and probability of an extreme outcome, compared with their female counterparts. The results also suggest that heart and cardiovascular diseases affect the expenditure of males more than that of females. Copyright © 2011 John Wiley & Sons, Ltd.

Goodness of fit of probability distributions for sightings as species approach extinction.

PubMed

Vogel, Richard M; Hosking, Jonathan R M; Elphick, Chris S; Roberts, David L; Reed, J Michael

2009-04-01

Estimating the probability that a species is extinct and the timing of extinctions is useful in biological fields ranging from paleoecology to conservation biology. Various statistical methods have been introduced to infer the time of extinction and extinction probability from a series of individual sightings. There is little evidence, however, as to which of these models provide adequate fit to actual sighting records. We use L-moment diagrams and probability plot correlation coefficient (PPCC) hypothesis tests to evaluate the goodness of fit of various probabilistic models to sighting data collected for a set of North American and Hawaiian bird populations that have either gone extinct, or are suspected of having gone extinct, during the past 150 years. For our data, the uniform, truncated exponential, and generalized Pareto models performed moderately well, but the Weibull model performed poorly. Of the acceptable models, the uniform distribution performed best based on PPCC goodness of fit comparisons and sequential Bonferroni-type tests. Further analyses using field significance tests suggest that although the uniform distribution is the best of those considered, additional work remains to evaluate the truncated exponential model more fully. The methods we present here provide a framework for evaluating subsequent models.

Assessing the effect of a partly unobserved, exogenous, binary time-dependent covariate on survival probabilities using generalised pseudo-values.

PubMed

Pötschger, Ulrike; Heinzl, Harald; Valsecchi, Maria Grazia; Mittlböck, Martina

2018-01-19

Investigating the impact of a time-dependent intervention on the probability of long-term survival is statistically challenging. A typical example is stem-cell transplantation performed after successful donor identification from registered donors. Here, a suggested simple analysis based on the exogenous donor availability status according to registered donors would allow the estimation and comparison of survival probabilities. As donor search is usually ceased after a patient's event, donor availability status is incompletely observed, so that this simple comparison is not possible and the waiting time to donor identification needs to be addressed in the analysis to avoid bias. It is methodologically unclear, how to directly address cumulative long-term treatment effects without relying on proportional hazards while avoiding waiting time bias. The pseudo-value regression technique is able to handle the first two issues; a novel generalisation of this technique also avoids waiting time bias. Inverse-probability-of-censoring weighting is used to account for the partly unobserved exogenous covariate donor availability. Simulation studies demonstrate unbiasedness and satisfying coverage probabilities of the new method. A real data example demonstrates that study results based on generalised pseudo-values have a clear medical interpretation which supports the clinical decision making process. The proposed generalisation of the pseudo-value regression technique enables to compare survival probabilities between two independent groups where group membership becomes known over time and remains partly unknown. Hence, cumulative long-term treatment effects are directly addressed without relying on proportional hazards while avoiding waiting time bias.

Singular solution of the Feller diffusion equation via a spectral decomposition.

PubMed

Gan, Xinjun; Waxman, David

2015-01-01

Feller studied a branching process and found that the distribution for this process approximately obeys a diffusion equation [W. Feller, in Proceedings of the Second Berkeley Symposium on Mathematical Statistics and Probability (University of California Press, Berkeley and Los Angeles, 1951), pp. 227-246]. This diffusion equation and its generalizations play an important role in many scientific problems, including, physics, biology, finance, and probability theory. We work under the assumption that the fundamental solution represents a probability density and should account for all of the probability in the problem. Thus, under the circumstances where the random process can be irreversibly absorbed at the boundary, this should lead to the presence of a Dirac delta function in the fundamental solution at the boundary. However, such a feature is not present in the standard approach (Laplace transformation). Here we require that the total integrated probability is conserved. This yields a fundamental solution which, when appropriate, contains a term proportional to a Dirac delta function at the boundary. We determine the fundamental solution directly from the diffusion equation via spectral decomposition. We obtain exact expressions for the eigenfunctions, and when the fundamental solution contains a Dirac delta function at the boundary, every eigenfunction of the forward diffusion operator contains a delta function. We show how these combine to produce a weight of the delta function at the boundary which ensures the total integrated probability is conserved. The solution we present covers cases where parameters are time dependent, thereby greatly extending its applicability.

Singular solution of the Feller diffusion equation via a spectral decomposition

NASA Astrophysics Data System (ADS)

Gan, Xinjun; Waxman, David

2015-01-01

Feller studied a branching process and found that the distribution for this process approximately obeys a diffusion equation [W. Feller, in Proceedings of the Second Berkeley Symposium on Mathematical Statistics and Probability (University of California Press, Berkeley and Los Angeles, 1951), pp. 227-246]. This diffusion equation and its generalizations play an important role in many scientific problems, including, physics, biology, finance, and probability theory. We work under the assumption that the fundamental solution represents a probability density and should account for all of the probability in the problem. Thus, under the circumstances where the random process can be irreversibly absorbed at the boundary, this should lead to the presence of a Dirac delta function in the fundamental solution at the boundary. However, such a feature is not present in the standard approach (Laplace transformation). Here we require that the total integrated probability is conserved. This yields a fundamental solution which, when appropriate, contains a term proportional to a Dirac delta function at the boundary. We determine the fundamental solution directly from the diffusion equation via spectral decomposition. We obtain exact expressions for the eigenfunctions, and when the fundamental solution contains a Dirac delta function at the boundary, every eigenfunction of the forward diffusion operator contains a delta function. We show how these combine to produce a weight of the delta function at the boundary which ensures the total integrated probability is conserved. The solution we present covers cases where parameters are time dependent, thereby greatly extending its applicability.

A quantile-based Time at Risk: A new approach for assessing risk in financial markets

NASA Astrophysics Data System (ADS)

Bolgorian, Meysam; Raei, Reza

2013-11-01

In this paper, we provide a new measure for evaluation of risk in financial markets. This measure is based on the return interval of critical events in financial markets or other investment situations. Our main goal was to devise a model like Value at Risk (VaR). As VaR, for a given financial asset, probability level and time horizon, gives a critical value such that the likelihood of loss on the asset over the time horizon exceeds this value is equal to the given probability level, our concept of Time at Risk (TaR), using a probability distribution function of return intervals, provides a critical time such that the probability that the return interval of a critical event exceeds this time equals the given probability level. As an empirical application, we applied our model to data from the Tehran Stock Exchange Price Index (TEPIX) as a financial asset (market portfolio) and reported the results.

Use of weather data and remote sensing to predict the geographic and seasonal distribution of Phlebotomus papatasi in southwest Asia.

PubMed

Cross, E R; Newcomb, W W; Tucker, C J

1996-05-01

Sandfly fever and leishmaniasis were major causes of infectious disease morbidity among military personnel deployed to the Middle East during World War II. Recently, leishmaniasis has been reported in the United Nations Multinational Forces and Observers in the Sinai. Despite these indications of endemicity, no cases of sandfly fever and only 31 cases of leishmaniasis have been identified among U.S. veterans of the Persian Gulf War. The distribution in the Persian Gulf of the vector, Phlebotomus papatasi, is thought to be highly dependent on environmental conditions, especially temperature and relative humidity. A computer model was developed using the occurrence of P. papatasi as the dependent variable and weather data as the independent variables. The results of this model indicated that the greatest sand fly activity and thus the highest risk of sandfly fever and leishmania infections occurred during the spring/summer months before U.S. troops were deployed to the Persian Gulf. Because the weather model produced probability of occurrence information for locations of the weather stations only, normalized difference vegetation index (NDVI) levels from remotely sensed Advanced Very High Resolution Radiometer satellites were determined for each weather station. From the results of the frequency of NDVI levels by probability of occurrence, the range of NDVI levels for presence of the vector was determined. The computer then identified all pixels within the NDVI range indicated and produced a computer-generated map of the probable distribution of P. papatasi. The resulting map expanded the analysis to areas where there were no weather stations and from which no information was reported in the literature, identifying these areas as having either a high or low probability of vector occurrence.

Short-term capture of the Earth-Moon system

NASA Astrophysics Data System (ADS)

Qi, Yi; de Ruiter, Anton

2018-06-01

In this paper, the short-term capture (STC) of an asteroid in the Earth-Moon system is proposed and investigated. First, the space condition of STC is analysed and five subsets of the feasible region are defined and discussed. Then, the time condition of STC is studied by parameter scanning in the Sun-Earth-Moon-asteroid restricted four-body problem. Numerical results indicate that there is a clear association between the distributions of the time probability of STC and the five subsets. Next, the influence of the Jacobi constant on STC is examined using the space and time probabilities of STC. Combining the space and time probabilities of STC, we propose a STC index to evaluate the probability of STC comprehensively. Finally, three potential STC asteroids are found and analysed.

High-precision simulation of the height distribution for the KPZ equation

NASA Astrophysics Data System (ADS)

Hartmann, Alexander K.; Le Doussal, Pierre; Majumdar, Satya N.; Rosso, Alberto; Schehr, Gregory

2018-03-01

The one-point distribution of the height for the continuum Kardar-Parisi-Zhang (KPZ) equation is determined numerically using the mapping to the directed polymer in a random potential at high temperature. Using an importance sampling approach, the distribution is obtained over a large range of values, down to a probability density as small as 10-1000 in the tails. Both short and long times are investigated and compared with recent analytical predictions for the large-deviation forms of the probability of rare fluctuations. At short times the agreement with the analytical expression is spectacular. We observe that the far left and right tails, with exponents 5/2 and 3/2, respectively, are preserved also in the region of long times. We present some evidence for the predicted non-trivial crossover in the left tail from the 5/2 tail exponent to the cubic tail of the Tracy-Widom distribution, although the details of the full scaling form remain beyond reach.

Eruption probabilities for the Lassen Volcanic Center and regional volcanism, northern California, and probabilities for large explosive eruptions in the Cascade Range

USGS Publications Warehouse

Nathenson, Manuel; Clynne, Michael A.; Muffler, L.J. Patrick

2012-01-01

Chronologies for eruptive activity of the Lassen Volcanic Center and for eruptions from the regional mafic vents in the surrounding area of the Lassen segment of the Cascade Range are here used to estimate probabilities of future eruptions. For the regional mafic volcanism, the ages of many vents are known only within broad ranges, and two models are developed that should bracket the actual eruptive ages. These chronologies are used with exponential, Weibull, and mixed-exponential probability distributions to match the data for time intervals between eruptions. For the Lassen Volcanic Center, the probability of an eruption in the next year is 1.4x10-4 for the exponential distribution and 2.3x10-4 for the mixed exponential distribution. For the regional mafic vents, the exponential distribution gives a probability of an eruption in the next year of 6.5x10-4, but the mixed exponential distribution indicates that the current probability, 12,000 years after the last event, could be significantly lower. For the exponential distribution, the highest probability is for an eruption from a regional mafic vent. Data on areas and volumes of lava flows and domes of the Lassen Volcanic Center and of eruptions from the regional mafic vents provide constraints on the probable sizes of future eruptions. Probabilities of lava-flow coverage are similar for the Lassen Volcanic Center and for regional mafic vents, whereas the probable eruptive volumes for the mafic vents are generally smaller. Data have been compiled for large explosive eruptions (>≈ 5 km3 in deposit volume) in the Cascade Range during the past 1.2 m.y. in order to estimate probabilities of eruption. For erupted volumes >≈5 km3, the rate of occurrence since 13.6 ka is much higher than for the entire period, and we use these data to calculate the annual probability of a large eruption at 4.6x10-4. For erupted volumes ≥10 km3, the rate of occurrence has been reasonably constant from 630 ka to the present, giving more confidence in the estimate, and we use those data to calculate the annual probability of a large eruption in the next year at 1.4x10-5.

The transition probability and the probability for the left-most particle's position of the q-totally asymmetric zero range process

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

Korhonen, Marko; Lee, Eunghyun

2014-01-15

We treat the N-particle zero range process whose jumping rates satisfy a certain condition. This condition is required to use the Bethe ansatz and the resulting model is the q-boson model by Sasamoto and Wadati [“Exact results for one-dimensional totally asymmetric diffusion models,” J. Phys. A 31, 6057–6071 (1998)] or the q-totally asymmetric zero range process (TAZRP) by Borodin and Corwin [“Macdonald processes,” Probab. Theory Relat. Fields (to be published)]. We find the explicit formula of the transition probability of the q-TAZRP via the Bethe ansatz. By using the transition probability we find the probability distribution of the left-most particle'smore » position at time t. To find the probability for the left-most particle's position we find a new identity corresponding to identity for the asymmetric simple exclusion process by Tracy and Widom [“Integral formulas for the asymmetric simple exclusion process,” Commun. Math. Phys. 279, 815–844 (2008)]. For the initial state that all particles occupy a single site, the probability distribution of the left-most particle's position at time t is represented by the contour integral of a determinant.« less

Estimation of covariate-specific time-dependent ROC curves in the presence of missing biomarkers.

PubMed

Li, Shanshan; Ning, Yang

2015-09-01

Covariate-specific time-dependent ROC curves are often used to evaluate the diagnostic accuracy of a biomarker with time-to-event outcomes, when certain covariates have an impact on the test accuracy. In many medical studies, measurements of biomarkers are subject to missingness due to high cost or limitation of technology. This article considers estimation of covariate-specific time-dependent ROC curves in the presence of missing biomarkers. To incorporate the covariate effect, we assume a proportional hazards model for the failure time given the biomarker and the covariates, and a semiparametric location model for the biomarker given the covariates. In the presence of missing biomarkers, we propose a simple weighted estimator for the ROC curves where the weights are inversely proportional to the selection probability. We also propose an augmented weighted estimator which utilizes information from the subjects with missing biomarkers. The augmented weighted estimator enjoys the double-robustness property in the sense that the estimator remains consistent if either the missing data process or the conditional distribution of the missing data given the observed data is correctly specified. We derive the large sample properties of the proposed estimators and evaluate their finite sample performance using numerical studies. The proposed approaches are illustrated using the US Alzheimer's Disease Neuroimaging Initiative (ADNI) dataset. © 2015, The International Biometric Society.

Distribution of Hydrocarbon-Utilizing Microorganisms and Hydrocarbon Biodegradation Potentials in Alaskan Continental Shelf Areas

PubMed Central

Roubal, George; Atlas, Ronald M.

1978-01-01

Hydrocarbon-utilizing microorganisms were enumerated from Alaskan continental shelf areas by using plate counts and a new most-probable-number procedure based on mineralization of 14C-labeled hydrocarbons. Hydrocarbon utilizers were ubiquitously distributed, with no significant overall concentration differences between sampling regions or between surface water and sediment samples. There were, however, significant seasonal differences in numbers of hydrocarbon utilizers. Distribution of hydrocarbon utilizers within Cook Inlet was positively correlated with occurrence of hydrocarbons in the environment. Hydrocarbon biodegradation potentials were measured by using 14C-radiolabeled hydrocarbon-spiked crude oil. There was no significant correlation between numbers of hydrocarbon utilizers and hydrocarbon biodegradation potentials. The biodegradation potentials showed large seasonal variations in the Beaufort Sea, probably due to seasonal depletion of available nutrients. Non-nutrient-limited biodegradation potentials followed the order hexadecane > naphthalene ≫ pristane > benzanthracene. In Cook Inlet, biodegradation potentials for hexadecane and naphthalene were dependent on availability of inorganic nutrients. Biodegradation potentials for pristane and benzanthracene were restricted, probably by resistance to attack by available enzymes in the indigenous population. PMID:655706

Exact Time-Dependent Exchange-Correlation Potential in Electron Scattering Processes

NASA Astrophysics Data System (ADS)

Suzuki, Yasumitsu; Lacombe, Lionel; Watanabe, Kazuyuki; Maitra, Neepa T.

2017-12-01

We identify peak and valley structures in the exact exchange-correlation potential of time-dependent density functional theory that are crucial for time-resolved electron scattering in a model one-dimensional system. These structures are completely missed by adiabatic approximations that, consequently, significantly underestimate the scattering probability. A recently proposed nonadiabatic approximation is shown to correctly capture the approach of the electron to the target when the initial Kohn-Sham state is chosen judiciously, and it is more accurate than standard adiabatic functionals but ultimately fails to accurately capture reflection. These results may explain the underestimation of scattering probabilities in some recent studies on molecules and surfaces.

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

PubMed

Wu, Wei; Wang, Jin

2013-09-28

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

Optimal heavy tail estimation - Part 1: Order selection

NASA Astrophysics Data System (ADS)

Mudelsee, Manfred; Bermejo, Miguel A.

2017-12-01

The tail probability, P, of the distribution of a variable is important for risk analysis of extremes. Many variables in complex geophysical systems show heavy tails, where P decreases with the value, x, of a variable as a power law with a characteristic exponent, α. Accurate estimation of α on the basis of data is currently hindered by the problem of the selection of the order, that is, the number of largest x values to utilize for the estimation. This paper presents a new, widely applicable, data-adaptive order selector, which is based on computer simulations and brute force search. It is the first in a set of papers on optimal heavy tail estimation. The new selector outperforms competitors in a Monte Carlo experiment, where simulated data are generated from stable distributions and AR(1) serial dependence. We calculate error bars for the estimated α by means of simulations. We illustrate the method on an artificial time series. We apply it to an observed, hydrological time series from the River Elbe and find an estimated characteristic exponent of 1.48 ± 0.13. This result indicates finite mean but infinite variance of the statistical distribution of river runoff.

A Weighted Configuration Model and Inhomogeneous Epidemics

NASA Astrophysics Data System (ADS)

Britton, Tom; Deijfen, Maria; Liljeros, Fredrik

2011-12-01

A random graph model with prescribed degree distribution and degree dependent edge weights is introduced. Each vertex is independently equipped with a random number of half-edges and each half-edge is assigned an integer valued weight according to a distribution that is allowed to depend on the degree of its vertex. Half-edges with the same weight are then paired randomly to create edges. An expression for the threshold for the appearance of a giant component in the resulting graph is derived using results on multi-type branching processes. The same technique also gives an expression for the basic reproduction number for an epidemic on the graph where the probability that a certain edge is used for transmission is a function of the edge weight (reflecting how closely `connected' the corresponding vertices are). It is demonstrated that, if vertices with large degree tend to have large (small) weights on their edges and if the transmission probability increases with the edge weight, then it is easier (harder) for the epidemic to take off compared to a randomized epidemic with the same degree and weight distribution. A recipe for calculating the probability of a large outbreak in the epidemic and the size of such an outbreak is also given. Finally, the model is fitted to three empirical weighted networks of importance for the spread of contagious diseases and it is shown that R 0 can be substantially over- or underestimated if the correlation between degree and weight is not taken into account.

Volcanic hazard assessment for the Canary Islands (Spain) using extreme value theory

NASA Astrophysics Data System (ADS)

Sobradelo, R.; Martí, J.; Mendoza-Rosas, A. T.; Gómez, G.

2011-10-01

The Canary Islands are an active volcanic region densely populated and visited by several millions of tourists every year. Nearly twenty eruptions have been reported through written chronicles in the last 600 yr, suggesting that the probability of a new eruption in the near future is far from zero. This shows the importance of assessing and monitoring the volcanic hazard of the region in order to reduce and manage its potential volcanic risk, and ultimately contribute to the design of appropriate preparedness plans. Hence, the probabilistic analysis of the volcanic eruption time series for the Canary Islands is an essential step for the assessment of volcanic hazard and risk in the area. Such a series describes complex processes involving different types of eruptions over different time scales. Here we propose a statistical method for calculating the probabilities of future eruptions which is most appropriate given the nature of the documented historical eruptive data. We first characterize the eruptions by their magnitudes, and then carry out a preliminary analysis of the data to establish the requirements for the statistical method. Past studies in eruptive time series used conventional statistics and treated the series as an homogeneous process. In this paper, we will use a method that accounts for the time-dependence of the series and includes rare or extreme events, in the form of few data of large eruptions, since these data require special methods of analysis. Hence, we will use a statistical method from extreme value theory. In particular, we will apply a non-homogeneous Poisson process to the historical eruptive data of the Canary Islands to estimate the probability of having at least one volcanic event of a magnitude greater than one in the upcoming years. This is done in three steps: First, we analyze the historical eruptive series to assess independence and homogeneity of the process. Second, we perform a Weibull analysis of the distribution of repose time between successive eruptions. Third, we analyze the non-homogeneous Poisson process with a generalized Pareto distribution as the intensity function.

Anomalous diffusion and scaling in coupled stochastic processes

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

Bel, Golan; Nemenman, Ilya

2009-01-01

Inspired by problems in biochemical kinetics, we study statistical properties of an overdamped Langevin processes with the friction coefficient depending on the state of a similar, unobserved, process. Integrating out the latter, we derive the Pocker-Planck the friction coefficient of the first depends on the state of the second. Integrating out the latter, we derive the Focker-Planck equation for the probability distribution of the former. This has the fonn of diffusion equation with time-dependent diffusion coefficient, resulting in an anomalous diffusion. The diffusion exponent can not be predicted using a simple scaling argument, and anomalous scaling appears as well. Themore » diffusion exponent of the Weiss-Havlin comb model is derived as a special case, and the same exponent holds even for weakly coupled processes. We compare our theoretical predictions with numerical simulations and find an excellent agreement. The findings caution against treating biochemical systems with unobserved dynamical degrees of freedom by means of standandard, diffusive Langevin descritpion.« less

A temperature-dependent coarse-grained model for the thermoresponsive polymer poly(N-isopropylacrylamide)

DOE PAGES

Abbott, Lauren J.; Stevens, Mark J.

2015-12-22

In this study, a coarse-grained (CG) model is developed for the thermoresponsive polymer poly(N-isopropylacrylamide) (PNIPAM), using a hybrid top-down and bottom-up approach. Nonbonded parameters are fit to experimental thermodynamic data following the procedures of the SDK (Shinoda, DeVane, and Klein) CG force field, with minor adjustments to provide better agreement with radial distribution functions from atomistic simulations. Bonded parameters are fit to probability distributions from atomistic simulations using multi-centered Gaussian-based potentials. The temperature-dependent potentials derived for the PNIPAM CG model in this work properly capture the coil–globule transition of PNIPAM single chains and yield a chain-length dependence consistent with atomisticmore » simulations.« less

Nest trampling and ground nesting birds: Quantifying temporal and spatial overlap between cattle activity and breeding redshank.

PubMed

Sharps, Elwyn; Smart, Jennifer; Mason, Lucy R; Jones, Kate; Skov, Martin W; Garbutt, Angus; Hiddink, Jan G

2017-08-01

Conservation grazing for breeding birds needs to balance the positive effects on vegetation structure and negative effects of nest trampling. In the UK, populations of Common redshank Tringa totanus breeding on saltmarshes declined by >50% between 1985 and 2011. These declines have been linked to changes in grazing management. The highest breeding densities of redshank on saltmarshes are found in lightly grazed areas. Conservation initiatives have encouraged low-intensity grazing at <1 cattle/ha, but even these levels of grazing can result in high levels of nest trampling. If livestock distribution is not spatially or temporally homogenous but concentrated where and when redshank breed, rates of nest trampling may be much higher than expected based on livestock density alone. By GPS tracking cattle on saltmarshes and monitoring trampling of dummy nests, this study quantified (i) the spatial and temporal distribution of cattle in relation to the distribution of redshank nesting habitats and (ii) trampling rates of dummy nests. The distribution of livestock was highly variable depending on both time in the season and the saltmarsh under study, with cattle using between 3% and 42% of the saltmarsh extent and spending most their time on higher elevation habitat within 500 m of the sea wall, but moving further onto the saltmarsh as the season progressed. Breeding redshank also nest on these higher elevation zones, and this breeding coincides with the early period of grazing. Probability of nest trampling was correlated to livestock density and was up to six times higher in the areas where redshank breed. This overlap in both space and time of the habitat use of cattle and redshank means that the trampling probability of a nest can be much higher than would be expected based on standard measures of cattle density. Synthesis and applications : Because saltmarsh grazing is required to maintain a favorable vegetation structure for redshank breeding, grazing management should aim to keep livestock away from redshank nesting habitat between mid-April and mid-July when nests are active, through delaying the onset of grazing or introducing a rotational grazing system.

Application of Probabilistic Methods for the Determination of an Economically Robust HSCT Configuration

NASA Technical Reports Server (NTRS)

Mavris, Dimitri N.; Bandte, Oliver; Schrage, Daniel P.

1996-01-01

This paper outlines an approach for the determination of economically viable robust design solutions using the High Speed Civil Transport (HSCT) as a case study. Furthermore, the paper states the advantages of a probability based aircraft design over the traditional point design approach. It also proposes a new methodology called Robust Design Simulation (RDS) which treats customer satisfaction as the ultimate design objective. RDS is based on a probabilistic approach to aerospace systems design, which views the chosen objective as a distribution function introduced by so called noise or uncertainty variables. Since the designer has no control over these variables, a variability distribution is defined for each one of them. The cumulative effect of all these distributions causes the overall variability of the objective function. For cases where the selected objective function depends heavily on these noise variables, it may be desirable to obtain a design solution that minimizes this dependence. The paper outlines a step by step approach on how to achieve such a solution for the HSCT case study and introduces an evaluation criterion which guarantees the highest customer satisfaction. This customer satisfaction is expressed by the probability of achieving objective function values less than a desired target value.

Stochastic transfer of polarized radiation in finite cloudy atmospheric media with reflective boundaries

NASA Astrophysics Data System (ADS)

Sallah, M.

2014-03-01

The problem of monoenergetic radiative transfer in a finite planar stochastic atmospheric medium with polarized (vector) Rayleigh scattering is proposed. The solution is presented for an arbitrary absorption and scattering cross sections. The extinction function of the medium is assumed to be a continuous random function of position, with fluctuations about the mean taken as Gaussian distributed. The joint probability distribution function of these Gaussian random variables is used to calculate the ensemble-averaged quantities, such as reflectivity and transmissivity, for an arbitrary correlation function. A modified Gaussian probability distribution function is also used to average the solution in order to exclude the probable negative values of the optical variable. Pomraning-Eddington approximation is used, at first, to obtain the deterministic analytical solution for both the total intensity and the difference function used to describe the polarized radiation. The problem is treated with specular reflecting boundaries and angular-dependent externally incident flux upon the medium from one side and with no flux from the other side. For the sake of comparison, two different forms of the weight function, which introduced to force the boundary conditions to be fulfilled, are used. Numerical results of the average reflectivity and average transmissivity are obtained for both Gaussian and modified Gaussian probability density functions at the different degrees of polarization.

Multi-scale Characterization and Modeling of Surface Slope Probability Distribution for ~20-km Diameter Lunar Craters

NASA Astrophysics Data System (ADS)

Mahanti, P.; Robinson, M. S.; Boyd, A. K.

2013-12-01

Craters ~20-km diameter and above significantly shaped the lunar landscape. The statistical nature of the slope distribution on their walls and floors dominate the overall slope distribution statistics for the lunar surface. Slope statistics are inherently useful for characterizing the current topography of the surface, determining accurate photometric and surface scattering properties, and in defining lunar surface trafficability [1-4]. Earlier experimental studies on the statistical nature of lunar surface slopes were restricted either by resolution limits (Apollo era photogrammetric studies) or by model error considerations (photoclinometric and radar scattering studies) where the true nature of slope probability distribution was not discernible at baselines smaller than a kilometer[2,3,5]. Accordingly, historical modeling of lunar surface slopes probability distributions for applications such as in scattering theory development or rover traversability assessment is more general in nature (use of simple statistical models such as the Gaussian distribution[1,2,5,6]). With the advent of high resolution, high precision topographic models of the Moon[7,8], slopes in lunar craters can now be obtained at baselines as low as 6-meters allowing unprecedented multi-scale (multiple baselines) modeling possibilities for slope probability distributions. Topographic analysis (Lunar Reconnaissance Orbiter Camera (LROC) Narrow Angle Camera (NAC) 2-m digital elevation models (DEM)) of ~20-km diameter Copernican lunar craters revealed generally steep slopes on interior walls (30° to 36°, locally exceeding 40°) over 15-meter baselines[9]. In this work, we extend the analysis from a probability distribution modeling point-of-view with NAC DEMs to characterize the slope statistics for the floors and walls for the same ~20-km Copernican lunar craters. The difference in slope standard deviations between the Gaussian approximation and the actual distribution (2-meter sampling) was computed over multiple scales. This slope analysis showed that local slope distributions are non-Gaussian for both crater walls and floors. Over larger baselines (~100 meters), crater wall slope probability distributions do approximate Gaussian distributions better, but have long distribution tails. Crater floor probability distributions however, were always asymmetric (for the baseline scales analyzed) and less affected by baseline scale variations. Accordingly, our results suggest that use of long tailed probability distributions (like Cauchy) and a baseline-dependant multi-scale model can be more effective in describing the slope statistics for lunar topography. Refrences: [1]Moore, H.(1971), JGR,75(11) [2]Marcus, A. H.(1969),JGR,74 (22).[3]R.J. Pike (1970),U.S. Geological Survey Working Paper [4]N. C. Costes, J. E. Farmer and E. B. George (1972),NASA Technical Report TR R-401 [5]M. N. Parker and G. L. Tyler(1973), Radio Science, 8(3),177-184 [6]Alekseev, V. A.et al (1968), Soviet Astronomy, Vol. 11, p.860 [7]Burns et al. (2012) Int. Arch. Photogramm. Remote Sens. Spatial Inf. Sci., XXXIX-B4, 483-488.[8]Smith et al. (2010) GRL 37, L18204, DOI: 10.1029/2010GL043751. [9]Wagner R., Robinson, M., Speyerer E., Mahanti, P., LPSC 2013, #2924.

Contact tracing and antiviral prophylaxis in the early stages of a pandemic: the probability of a major outbreak.

PubMed

Ross, Joshua V; Black, Andrew J

2015-09-01

Antiviral prophylaxis forms a significant component of health management plans for many countries around the world. A number of studies have shown that the delays typically encountered in distributing these antivirals to households, following the first infectious case, can result in their efficacy being severely reduced. Here, we investigate the use of contact tracing as a method to reduce the delays and hence mitigate the reduction in efficacy of antivirals. We assess the usefulness of contact tracing in terms of the probability of a major outbreak. It is found, with parameter distributions appropriate to the 2009 H1N1 pandemic and distributions reflecting commonly experienced delays, that standard contact tracing renders an outbreak impossible approximately one in five times compared with approximately one in ten times in its absence. A contact-tracing efficiency of 50% would see further improvements with an outbreak being impossible approximately one in four times, and a reduction of the median probability of a major outbreak from 0.41 to below 0.27. © The authors 2014. Published by Oxford University Press on behalf of the Institute of Mathematics and its Applications. All rights reserved.

A mechanism producing power law etc. distributions

NASA Astrophysics Data System (ADS)

Li, Heling; Shen, Hongjun; Yang, Bin

2017-07-01

Power law distribution is playing an increasingly important role in the complex system study. Based on the insolvability of complex systems, the idea of incomplete statistics is utilized and expanded, three different exponential factors are introduced in equations about the normalization condition, statistical average and Shannon entropy, with probability distribution function deduced about exponential function, power function and the product form between power function and exponential function derived from Shannon entropy and maximal entropy principle. So it is shown that maximum entropy principle can totally replace equal probability hypothesis. Owing to the fact that power and probability distribution in the product form between power function and exponential function, which cannot be derived via equal probability hypothesis, can be derived by the aid of maximal entropy principle, it also can be concluded that maximal entropy principle is a basic principle which embodies concepts more extensively and reveals basic principles on motion laws of objects more fundamentally. At the same time, this principle also reveals the intrinsic link between Nature and different objects in human society and principles complied by all.

Scalar decay in two-dimensional chaotic advection and Batchelor-regime turbulence

NASA Astrophysics Data System (ADS)

Fereday, D. R.; Haynes, P. H.

2004-12-01

This paper considers the decay in time of an advected passive scalar in a large-scale flow. The relation between the decay predicted by "Lagrangian stretching theories," which consider evolution of the scalar field within a small fluid element and then average over many such elements, and that observed at large times in numerical simulations, associated with emergence of a "strange eigenmode" is discussed. Qualitative arguments are supported by results from numerical simulations of scalar evolution in two-dimensional spatially periodic, time aperiodic flows, which highlight the differences between the actual behavior and that predicted by the Lagrangian stretching theories. In some cases the decay rate of the scalar variance is different from the theoretical prediction and determined globally and in other cases it apparently matches the theoretical prediction. An updated theory for the wavenumber spectrum of the scalar field and a theory for the probability distribution of the scalar concentration are presented. The wavenumber spectrum and the probability density function both depend on the decay rate of the variance, but can otherwise be calculated from the statistics of the Lagrangian stretching history. In cases where the variance decay rate is not determined by the Lagrangian stretching theory, the wavenumber spectrum for scales that are much smaller than the length scale of the flow but much larger than the diffusive scale is argued to vary as k-1+ρ, where k is wavenumber, and ρ is a positive number which depends on the decay rate of the variance γ2 and on the Lagrangian stretching statistics. The probability density function for the scalar concentration is argued to have algebraic tails, with exponent roughly -3 and with a cutoff that is determined by diffusivity κ and scales roughly as κ-1/2 and these predictions are shown to be in good agreement with numerical simulations.

The Binomial Model in Fluctuation Analysis of Quantal Neurotransmitter Release

PubMed Central

Quastel, D. M. J.

1997-01-01

The mathematics of the binomial model for quantal neurotransmitter release is considered in general terms, to explore what information might be extractable from statistical aspects of data. For an array of N statistically independent release sites, each with a release probability p, the compound binomial always pertains, with = N

, p′ ≡ 1 - var(m)/ =

(1 + cvp2) and n′ ≡ /p′ = N/(1 + cvp2), where m is the output/stimulus and cvp2 is var(p)/

2. Unless n′ is invariant with ambient conditions or stimulation paradigms, the simple binomial (cvp = 0) is untenable and n′ is neither N nor the number of “active” sites or sites with a quantum available. At each site p = popA, where po is the output probability if a site is “eligible” or “filled” despite previous quantal discharge, and pA (eligibility probability) depends at least on the replenishment rate, po, and interstimulus time. Assuming stochastic replenishment, a simple algorithm allows calculation of the full statistical composition of outputs for any hypothetical combinations of po's and refill rates, for any stimulation paradigm and spontaneous release. A rise in n′ (reduced cvp) tends to occur whenever po varies widely between sites, with a raised stimulation frequency or factors tending to increase po's. Unlike and var(m) at equilibrium, output changes early in trains of stimuli, and covariances, potentially provide information about whether changes in reflect change in or in . Formulae are derived for variance and third moments of postsynaptic responses, which depend on the quantal mix in the signals. A new, easily computed function, the area product, gives noise-unbiased variance of a series of synaptic signals and its peristimulus time distribution, which is modified by the unit channel composition of quantal responses and if the signals reflect mixed responses from synapses with different quantal time course. PMID:9017200

‘Sleepy’ inward rectifier channels in guinea-pig cardiomyocytes are activated only during strong hyperpolarization

PubMed Central

Liu, Gong Xin; Daut, Jürgen

2002-01-01

K+ channels of isolated guinea-pig cardiomyocytes were studied using the patch-clamp technique. At transmembrane potentials between −120 and −220 mV we observed inward currents through an apparently novel channel. The novel channel was strongly rectifying, no outward currents could be recorded. Between −200 and −160 mV it had a slope conductance of 42.8 ± 3.0 pS (s.d.; n = 96). The open probability (Po) showed a sigmoid voltage dependence and reached a maximum of 0.93 at −200 mV, half-maximal activation was approximately −150 mV. The voltage dependence of Po was not affected by application of 50 μm isoproterenol. The open-time distribution could be described by a single exponential function, the mean open time ranged between 73.5 ms at −220 mV and 1.4 ms at −160 mV. At least two exponential components were required to fit the closed time distribution. Experiments with different external Na+, K+ and Cl− concentrations suggested that the novel channel is K+ selective. Extracellular Ba2+ ions gave rise to a voltage-dependent reduction in Po by inducing long closed states; Cs+ markedly reduced mean open time at −200 mV. In cell-attached recordings the novel channel frequently converted to a classical inward rectifier channel, and vice versa. This conversion was not voltage dependent. After excision of the patch, the novel channel always converted to a classical inward rectifier channel within 0–3 min. This conversion was not affected by intracellular Mg2+, phosphatidylinositol (4,5)-bisphosphate or spermine. Taken together, our findings suggest that the novel K+ channel represents a different ‘mode’ of the classical inward rectifier channel in which opening occurs only at very negative potentials. PMID:11897847

Disruptive effects of prefeeding and haloperidol administration on multiple measures of food-maintained behavior in rats

PubMed Central

Hayashi, Yusuke; Wirth, Oliver

2015-01-01

Four rats responded under a choice reaction-time procedure. At the beginning of each trial, the rats were required to hold down a center lever for a variable duration, release it following a high- or low-pitched tone, and press either a left or right lever, conditionally on the tone. Correct choices were reinforced with a probability of .95 or .05 under blinking or static houselights, respectively. After performance stabilized, disruptive effects of free access to food pellets prior to sessions (prefeeding) and intraperitoneal injection of haloperidol were examined on multiple behavioral measures (i.e., the number of trials completed, percent of correct responses, and reaction time). Resistance to prefeeding depended on the probability of food delivery for the number of trials completed and reaction time. Resistance to haloperidol, on the other hand, was not systematically affected by the probability of food delivery for all dependent measures. PMID:22209910

Wealth distribution on complex networks

NASA Astrophysics Data System (ADS)

Ichinomiya, Takashi

2012-12-01

We study the wealth distribution of the Bouchaud-Mézard model on complex networks. It is known from numerical simulations that this distribution depends on the topology of the network; however, no one has succeeded in explaining it. Using “adiabatic” and “independent” assumptions along with the central-limit theorem, we derive equations that determine the probability distribution function. The results are compared to those of simulations for various networks. We find good agreement between our theory and the simulations, except for the case of Watts-Strogatz networks with a low rewiring rate due to the breakdown of independent assumption.

Extreme and superextreme events in a loss-modulated CO2 laser: Nonlinear resonance route and precursors

NASA Astrophysics Data System (ADS)

Bonatto, Cristian; Endler, Antonio

2017-07-01

We investigate the occurrence of extreme and rare events, i.e., giant and rare light pulses, in a periodically modulated CO2 laser model. Due to nonlinear resonant processes, we show a scenario of interaction between chaotic bands of different orders, which may lead to the formation of extreme and rare events. We identify a crisis line in the modulation parameter space, and we show that, when the modulation amplitude increases, remaining in the vicinity of the crisis, some statistical properties of the laser pulses, such as the average and dispersion of amplitudes, do not change much, whereas the amplitude of extreme events grows enormously, giving rise to extreme events with much larger deviations than usually reported, with a significant probability of occurrence, i.e., with a long-tailed non-Gaussian distribution. We identify recurrent regular patterns, i.e., precursors, that anticipate the emergence of extreme and rare events, and we associate these regular patterns with unstable periodic orbits embedded in a chaotic attractor. We show that the precursors may or may not lead to the emergence of extreme events. Thus, we compute the probability of success or failure (false alarm) in the prediction of the extreme events, once a precursor is identified in the deterministic time series. We show that this probability depends on the accuracy with which the precursor is identified in the laser intensity time series.

Optimum space shuttle launch times relative to natural environment

NASA Technical Reports Server (NTRS)

King, R. L.

1977-01-01

The probabilities of favorable and unfavorable weather conditions for launch and landing of the STS under different criteria were computed for every three hours on a yearly basis using 14 years of weather data. These temporal probability distributions were considered for three sets of weather criteria encompassing benign, moderate and severe weather conditions for both Kennedy Space Center and for Edwards Air Force Base. In addition, the conditional probabilities were computed for unfavorable weather conditions occurring after a delay which may or may not be due to weather conditions. Also for KSC, the probabilities of favorable landing conditions at various times after favorable launch conditions have prevailed. The probabilities were computed to indicate the significance of each weather element to the overall result.

Sandpile-based model for capturing magnitude distributions and spatiotemporal clustering and separation in regional earthquakes

NASA Astrophysics Data System (ADS)

Batac, Rene C.; Paguirigan, Antonino A., Jr.; Tarun, Anjali B.; Longjas, Anthony G.

2017-04-01

We propose a cellular automata model for earthquake occurrences patterned after the sandpile model of self-organized criticality (SOC). By incorporating a single parameter describing the probability to target the most susceptible site, the model successfully reproduces the statistical signatures of seismicity. The energy distributions closely follow power-law probability density functions (PDFs) with a scaling exponent of around -1. 6, consistent with the expectations of the Gutenberg-Richter (GR) law, for a wide range of the targeted triggering probability values. Additionally, for targeted triggering probabilities within the range 0.004-0.007, we observe spatiotemporal distributions that show bimodal behavior, which is not observed previously for the original sandpile. For this critical range of values for the probability, model statistics show remarkable comparison with long-period empirical data from earthquakes from different seismogenic regions. The proposed model has key advantages, the foremost of which is the fact that it simultaneously captures the energy, space, and time statistics of earthquakes by just introducing a single parameter, while introducing minimal parameters in the simple rules of the sandpile. We believe that the critical targeting probability parameterizes the memory that is inherently present in earthquake-generating regions.

Probability distributions of continuous measurement results for conditioned quantum evolution

NASA Astrophysics Data System (ADS)

Franquet, A.; Nazarov, Yuli V.

2017-02-01

We address the statistics of continuous weak linear measurement on a few-state quantum system that is subject to a conditioned quantum evolution. For a conditioned evolution, both the initial and final states of the system are fixed: the latter is achieved by the postselection in the end of the evolution. The statistics may drastically differ from the nonconditioned case, and the interference between initial and final states can be observed in the probability distributions of measurement outcomes as well as in the average values exceeding the conventional range of nonconditioned averages. We develop a proper formalism to compute the distributions of measurement outcomes, and evaluate and discuss the distributions in experimentally relevant setups. We demonstrate the manifestations of the interference between initial and final states in various regimes. We consider analytically simple examples of nontrivial probability distributions. We reveal peaks (or dips) at half-quantized values of the measurement outputs. We discuss in detail the case of zero overlap between initial and final states demonstrating anomalously big average outputs and sudden jump in time-integrated output. We present and discuss the numerical evaluation of the probability distribution aiming at extending the analytical results and describing a realistic experimental situation of a qubit in the regime of resonant fluorescence.

Future changes in South American biomass distributions, biome distributions and plant trait spectra is dependent on applied atmospheric forcings.

NASA Astrophysics Data System (ADS)

Langan, Liam; Scheiter, Simon; Higgins, Steven

2017-04-01

It remains poorly understood why the position of the forest-savanna biome boundary, in a domain defined by precipitation and temperature, differs in South America, Africa and Australia. Process based Dynamic Global Vegetation Models (DGVMs) are a valuable tool to investigate the determinants of vegetation distributions, however, many DGVMs fail to predict the spatial distribution or indeed presence of the South American savanna biome. Evidence suggests fire plays a significant role in mediating forest-savanna biome boundaries, however, fire alone appear to be insufficient to predict these boundaries in South America. We hypothesize that interactions between precipitation, constraints on tree rooting depth and fire, affect the probability of savanna occurrence and the position of the savanna-forest boundary. We tested our hypotheses at tropical forest and savanna sites in Brazil and Venezuela using a novel DGVM, aDGVM2, which allows plant trait spectra, constrained by trade-offs between traits, to evolve in response to abiotic and biotic conditions. Plant hydraulics is represented by the cohesion-tension theory, this allowed us to explore how soil and plant hydraulics control biome distributions and plant traits. The resulting community trait distributions are emergent properties of model dynamics. We showed that across much of South America the biome state is not determined by climate alone. Interactions between tree rooting depth, fire and precipitation affected the probability of observing a given biome state and the emergent traits of plant communities. Simulations where plant rooting depth varied in space provided the best match to satellite derived biomass estimates and generated biome distributions that reproduced contemporary biome maps well. Future projections showed that biomass distributions, biome distributions and plant trait spectra will change, however, the magnitude of these changes are highly dependent on the applied atmospheric forcings.

Phase Equilibria and Transition in Mixtures of a Homopolymer and a Block Copolymer. I. Small-Angle X-Ray Scattering Study.

DTIC Science & Technology

1983-03-08

tlh repow ) !Unclassified lie. DECLASSI FICATION/ DOWNGRADING SCHEDULE 16. DISTRIBUTION STATEMENT ( of this Report) Distribution Unlimited, Approved for...a block copolymer can sometimes be transformed into a homogeneous, disordered structure. The tem- perature of the transition depends on the degree of ...probably that the morphology is gradually transformed from spherical to cylindrical and eventually to lamellar packing. There is, however, no evidence of

Large-displacement statistics of the rightmost particle of the one-dimensional branching Brownian motion.

PubMed

Derrida, Bernard; Meerson, Baruch; Sasorov, Pavel V

2016-04-01

Consider a one-dimensional branching Brownian motion and rescale the coordinate and time so that the rates of branching and diffusion are both equal to 1. If X_{1}(t) is the position of the rightmost particle of the branching Brownian motion at time t, the empirical velocity c of this rightmost particle is defined as c=X_{1}(t)/t. Using the Fisher-Kolmogorov-Petrovsky-Piscounov equation, we evaluate the probability distribution P(c,t) of this empirical velocity c in the long-time t limit for c>2. It is already known that, for a single seed particle, P(c,t)∼exp[-(c^{2}/4-1)t] up to a prefactor that can depend on c and t. Here we show how to determine this prefactor. The result can be easily generalized to the case of multiple seed particles and to branching random walks associated with other traveling-wave equations.

Tempered fractional calculus

NASA Astrophysics Data System (ADS)

Sabzikar, Farzad; Meerschaert, Mark M.; Chen, Jinghua

2015-07-01

Fractional derivatives and integrals are convolutions with a power law. Multiplying by an exponential factor leads to tempered fractional derivatives and integrals. Tempered fractional diffusion equations, where the usual second derivative in space is replaced by a tempered fractional derivative, govern the limits of random walk models with an exponentially tempered power law jump distribution. The limiting tempered stable probability densities exhibit semi-heavy tails, which are commonly observed in finance. Tempered power law waiting times lead to tempered fractional time derivatives, which have proven useful in geophysics. The tempered fractional derivative or integral of a Brownian motion, called a tempered fractional Brownian motion, can exhibit semi-long range dependence. The increments of this process, called tempered fractional Gaussian noise, provide a useful new stochastic model for wind speed data. A tempered fractional difference forms the basis for numerical methods to solve tempered fractional diffusion equations, and it also provides a useful new correlation model in time series.

TEMPERED FRACTIONAL CALCULUS.

PubMed

Meerschaert, Mark M; Sabzikar, Farzad; Chen, Jinghua

2015-07-15

Fractional derivatives and integrals are convolutions with a power law. Multiplying by an exponential factor leads to tempered fractional derivatives and integrals. Tempered fractional diffusion equations, where the usual second derivative in space is replaced by a tempered fractional derivative, govern the limits of random walk models with an exponentially tempered power law jump distribution. The limiting tempered stable probability densities exhibit semi-heavy tails, which are commonly observed in finance. Tempered power law waiting times lead to tempered fractional time derivatives, which have proven useful in geophysics. The tempered fractional derivative or integral of a Brownian motion, called a tempered fractional Brownian motion, can exhibit semi-long range dependence. The increments of this process, called tempered fractional Gaussian noise, provide a useful new stochastic model for wind speed data. A tempered difference forms the basis for numerical methods to solve tempered fractional diffusion equations, and it also provides a useful new correlation model in time series.

TEMPERED FRACTIONAL CALCULUS

PubMed Central

MEERSCHAERT, MARK M.; SABZIKAR, FARZAD; CHEN, JINGHUA

2014-01-01

Fractional derivatives and integrals are convolutions with a power law. Multiplying by an exponential factor leads to tempered fractional derivatives and integrals. Tempered fractional diffusion equations, where the usual second derivative in space is replaced by a tempered fractional derivative, govern the limits of random walk models with an exponentially tempered power law jump distribution. The limiting tempered stable probability densities exhibit semi-heavy tails, which are commonly observed in finance. Tempered power law waiting times lead to tempered fractional time derivatives, which have proven useful in geophysics. The tempered fractional derivative or integral of a Brownian motion, called a tempered fractional Brownian motion, can exhibit semi-long range dependence. The increments of this process, called tempered fractional Gaussian noise, provide a useful new stochastic model for wind speed data. A tempered difference forms the basis for numerical methods to solve tempered fractional diffusion equations, and it also provides a useful new correlation model in time series. PMID:26085690

Tempered fractional calculus

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

Sabzikar, Farzad, E-mail: sabzika2@stt.msu.edu; Meerschaert, Mark M., E-mail: mcubed@stt.msu.edu; Chen, Jinghua, E-mail: cjhdzdz@163.com

2015-07-15

Fractional derivatives and integrals are convolutions with a power law. Multiplying by an exponential factor leads to tempered fractional derivatives and integrals. Tempered fractional diffusion equations, where the usual second derivative in space is replaced by a tempered fractional derivative, govern the limits of random walk models with an exponentially tempered power law jump distribution. The limiting tempered stable probability densities exhibit semi-heavy tails, which are commonly observed in finance. Tempered power law waiting times lead to tempered fractional time derivatives, which have proven useful in geophysics. The tempered fractional derivative or integral of a Brownian motion, called a temperedmore » fractional Brownian motion, can exhibit semi-long range dependence. The increments of this process, called tempered fractional Gaussian noise, provide a useful new stochastic model for wind speed data. A tempered fractional difference forms the basis for numerical methods to solve tempered fractional diffusion equations, and it also provides a useful new correlation model in time series.« less

Universal entrainment mechanism controls contact times with motile cells

NASA Astrophysics Data System (ADS)

Mathijssen, Arnold J. T. M.; Jeanneret, Raphaël; Polin, Marco

2018-03-01

Contact between particles and motile cells underpins a wide variety of biological processes, from nutrient capture and ligand binding to grazing, viral infection, and cell-cell communication. The window of opportunity for these interactions depends on the basic mechanism determining contact time, which is currently unknown. By combining experiments on three different species—Chlamydomonas reinhardtii, Tetraselmis subcordiforms, and Oxyrrhis marina—with simulations and analytical modeling, we show that the fundamental physical process regulating proximity to a swimming microorganism is hydrodynamic particle entrainment. The resulting distribution of contact times is derived within the framework of Taylor dispersion as a competition between advection by the cell surface and microparticle diffusion, and predicts the existence of an optimal tracer size that is also observed experimentally. Spatial organization of flagella, swimming speed, and swimmer and tracer size influence entrainment features and provide tradeoffs that may be tuned to optimize the estimated probabilities for microbial interactions like predation and infection.

EFFECTS OF TURBULENCE, ECCENTRICITY DAMPING, AND MIGRATION RATE ON THE CAPTURE OF PLANETS INTO MEAN MOTION RESONANCE

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

Ketchum, Jacob A.; Adams, Fred C.; Bloch, Anthony M.

2011-01-01

Pairs of migrating extrasolar planets often lock into mean motion resonance as they drift inward. This paper studies the convergent migration of giant planets (driven by a circumstellar disk) and determines the probability that they are captured into mean motion resonance. The probability that such planets enter resonance depends on the type of resonance, the migration rate, the eccentricity damping rate, and the amplitude of the turbulent fluctuations. This problem is studied both through direct integrations of the full three-body problem and via semi-analytic model equations. In general, the probability of resonance decreases with increasing migration rate, and with increasingmore » levels of turbulence, but increases with eccentricity damping. Previous work has shown that the distributions of orbital elements (eccentricity and semimajor axis) for observed extrasolar planets can be reproduced by migration models with multiple planets. However, these results depend on resonance locking, and this study shows that entry into-and maintenance of-mean motion resonance depends sensitively on the migration rate, eccentricity damping, and turbulence.« less