Search results for " Random processes"
showing 10 items of 37 documents
How diffusivity, thermocline and incident light intensity modulate the dynamics of Deep Chlorophyll Maximum in Tyrrhenian Sea
2015
During the last few years theoretical works have shed new light and proposed new hypotheses on the mechanisms which regulate the spatio-temporal behaviour of phytoplankton communities in marine pelagic ecosystems. Despite this, relevant physical and biological issues, such as effects of the time- dependent mixing in the upper layer, competition between groups, and dynamics of non-stationary deep chlorophyll maxima, are still open questions. In this work, we analyze the spatio-temporal behaviour of five phytoplankton populations in a real marine ecosystem by using a one-dimensional reaction-diffusion-taxis model. The study is performed, taking into account the seasonal variations of environm…
A subtle error in conventional stochastic linearization techniques
1998
Abstract The stochastic linearization technique as applied to the SDOF system is re-examined. Two standard procedures associated with the stochastic linearization, widely adopted in the literature, are shown to be erroneous. Two new procedures to correct the errors made in previous works are introduced. To gain more insight, the procedures are applied to the quintic oscillator. Comparative numerical analysis is performed.
Noise-induced enhancement of stability in a metastable system with damping
2010
5 páginas, 5 figuras.-- PACS number(s): 05.40.-a, 02.50.-r
Role of noise in a market model with stochastic volatility
2006
We study a generalization of the Heston model, which consists of two coupled stochastic differential equations, one for the stock price and the other one for the volatility. We consider a cubic nonlinearity in the first equation and a correlation between the two Wiener processes, which model the two white noise sources. This model can be useful to describe the market dynamics characterized by different regimes corresponding to normal and extreme days. We analyze the effect of the noise on the statistical properties of the escape time with reference to the noise enhanced stability (NES) phenomenon, that is the noise induced enhancement of the lifetime of a metastable state. We observe NES ef…
STOCHASTIC DYNAMICS OF TWO PICOPHYTOPLANKTON POPULATIONS IN A REAL MARINE ECOSYSTEM
2013
A stochastic reaction-diffusion-taxis model is analyzed to get the stationary distribution along water column of two species of picophytoplankton, that is picoeukaryotes and Prochlorococcus. The model is valid for weakly mixed waters, typical of the Mediterranean Sea. External random fluctuations are considered by adding a multiplicative Gaussian noise to the dynamical equation of the nutrient concentration. The statistical tests show that shape and magnitude of the theoretical concentration profile exhibit a good agreement with the experimental findings. Finally, we study the effects of seasonal variations on picophytoplankton groups, including an oscillating term in the auxiliary equation…
Numerical investigation of optical heartbeats with external driving forces
2010
The role of harmonic and random external forces in a phenomenological nonlinear model of optical heartbeats is investigated. External forces trigger damped oscillations at the natural frequency of the system and higher harmonics. The numerical results are compared with experimental ones.
Asymptotic regime in N random interacting species
2005
The asymptotic regime of a complex ecosystem with \emph{N}random interacting species and in the presence of an external multiplicative noise is analyzed. We find the role of the external noise on the long time probability distribution of the i-th density species, the extinction of species and the local field acting on the i-th population. We analyze in detail the transient dynamics of this field and the cavity field, which is the field acting on the $i^{th}$ species when this is absent. We find that the presence or the absence of some population give different asymptotic distributions of these fields.
Comparison of approaches for generation of fully non-stationary artificial accelerograms
2019
The modelling of the seismic input is a critical aspect when non-linear time-history analyses (NLTHAs) are carried out. As a matter of fact, seismic response of structures is very sensitive to the input excitation time history. The present work aims to highlight the differences in the input modelling and the assessment of seismic response of three r.c. structures employing four generation methods of fully non-stationary artificial accelerogram sets at a given construction site. For each method, seven accelerograms are generated and employed to perform NLTHAs on three r.c. structures having irregular mass and stiffness distributions. The original contribution of the paper relies in the crite…
Environmental Noise and Nonlinear Relaxation in Biological Systems
2012
We analyse the effects of environmental noise in three different biological systems: (i) mating behaviour of individuals of 'Nezara viridula' (L.) (Heteroptera Pentatomidae); (ii) polymer translocation in crowded solution; (iii) an ecosystem described by a Verhulst model with a multiplicative Lèvy noise. Specifically, we report on experiments on the behavioural response of 'N. viridula' individuals to sub-threshold deterministic signals in the presence of noise. We analyse the insect response by directionality tests performed on a group of male individuals at different noise intensities. The percentage of insects which react to the sub-threshold signal shows a non-monotonic behavior, charac…
Dynamics of Two Picophytoplankton Groups in Mediterranean Sea: Analysis of the Deep Chlorophyll Maximum by a Stochastic Advection-Reaction-Diffusion …
2013
A stochastic advection-reaction-diffusion model with terms of multiplicative white Gaussian noise, valid for weakly mixed waters, is studied to obtain the vertical stationary spatial distributions of two groups of picophytoplankton, i.e., picoeukaryotes and Prochlorococcus, which account about for 60% of total chlorophyll on average in Mediterranean Sea. By numerically solving the equations of the model, we analyze the one-dimensional spatio-temporal dynamics of the total picophytoplankton biomass and nutrient concentration along the water column at different depths. In particular, we integrate the equations over a time interval long enough, obtaining the steady spatial distributions for th…